{
  "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": 0.5649,
      "active_up_ratio": 0.2727,
      "active_positive": 3,
      "active_positive_min": 1,
      "active_above_vwap": 3,
      "active_total": 11,
      "sample_total": 131,
      "dominant_theme": "发电设备",
      "dominant_theme_share": 0.2912,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "黄金概念",
          "count": 3,
          "top_symbols": [
            "SZSE.002716",
            "SZSE.000975",
            "SHSE.600489"
          ],
          "top_return_pct": 6.872
        },
        {
          "theme": "军民融合",
          "count": 2,
          "top_symbols": [
            "SHSE.600482",
            "SZSE.300345"
          ],
          "top_return_pct": 8.7526
        }
      ],
      "structural_symbol_whitelist": [
        "SHSE.600547",
        "SHSE.600150"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "external_tech_shock_gate": {
        "schema_version": "external_tech_shock_gate_v1",
        "enabled": true,
        "level": "HIGH",
        "score": 58.0,
        "label": "外部科技冲击高",
        "entry_policy": "tech_requires_1030_repair",
        "tech_new_buy_allowed": false,
        "earliest_entry_time": "10:30",
        "position_cap_pct": 50.0,
        "risk_priority_boost": true,
        "reasons": [
          "sox_negative_-5.44%",
          "korea_tech_negative_-2.79%"
        ],
        "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": 9.625126646403249,
          "last": 10.82,
          "vwap": 11.234126865858546,
          "above_vwap": false,
          "amount": 179422487.0
        },
        {
          "symbol": "SHSE.600482",
          "name": "中国动力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.752604941947006,
          "last": 36.53,
          "vwap": 35.89028612730274,
          "above_vwap": true,
          "amount": 998083734.0
        },
        {
          "symbol": "SZSE.002536",
          "name": "飞龙股份",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.813702848344883,
          "last": 56.02,
          "vwap": 54.9301044667406,
          "above_vwap": true,
          "amount": 2511289023.0
        },
        {
          "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": 9.004361277755264,
          "above_vwap": true,
          "amount": 1448697279.0
        },
        {
          "symbol": "SZSE.300345",
          "name": "华民股份",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.803594351732989,
          "last": 8.32,
          "vwap": 8.235166766539395,
          "above_vwap": true,
          "amount": 262486882.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.451612903225823,
          "last": 21.12,
          "vwap": 20.795539254487604,
          "above_vwap": true,
          "amount": 1597338643.0
        },
        {
          "symbol": "SHSE.600875",
          "name": "东方电气",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.057459328487358,
          "last": 30.64,
          "vwap": 30.15108790015624,
          "above_vwap": true,
          "amount": 1252382723.0
        },
        {
          "symbol": "SZSE.002028",
          "name": "思源电气",
          "theme": "发电设备",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 5.994631673128525,
          "last": 177.7,
          "vwap": 177.75964111707114,
          "above_vwap": false,
          "amount": 1156557553.0
        },
        {
          "symbol": "SHSE.601126",
          "name": "四方股份",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.965517241379303,
          "last": 61.46,
          "vwap": 61.593208352060216,
          "above_vwap": false,
          "amount": 808552524.0
        },
        {
          "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": 20.95816196791176,
          "above_vwap": true,
          "amount": 1540238377.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.899135446685876,
          "last": 32.76,
          "vwap": 32.926125523033555,
          "above_vwap": false,
          "amount": 2623533926.0
        },
        {
          "symbol": "SHSE.600353",
          "name": "旭光电子",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.423983831125078,
          "last": 46.5,
          "vwap": 46.672841930190266,
          "above_vwap": false,
          "amount": 1052332567.0
        }
      ]
    },
    "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": 0.5649,
        "active_up_ratio": 0.2727,
        "active_positive": 3,
        "active_positive_min": 1,
        "active_above_vwap": 3,
        "active_total": 11,
        "sample_total": 131,
        "dominant_theme": "发电设备",
        "dominant_theme_share": 0.2912,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [],
        "structural_hot_themes": [
          {
            "theme": "黄金概念",
            "count": 3,
            "top_symbols": [
              "SZSE.002716",
              "SZSE.000975",
              "SHSE.600489"
            ],
            "top_return_pct": 6.872
          },
          {
            "theme": "军民融合",
            "count": 2,
            "top_symbols": [
              "SHSE.600482",
              "SZSE.300345"
            ],
            "top_return_pct": 8.7526
          }
        ],
        "structural_symbol_whitelist": [
          "SHSE.600547",
          "SHSE.600150"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": null,
        "external_tech_shock_gate": {
          "schema_version": "external_tech_shock_gate_v1",
          "enabled": true,
          "level": "HIGH",
          "score": 58.0,
          "label": "外部科技冲击高",
          "entry_policy": "tech_requires_1030_repair",
          "tech_new_buy_allowed": false,
          "earliest_entry_time": "10:30",
          "position_cap_pct": 50.0,
          "risk_priority_boost": true,
          "reasons": [
            "sox_negative_-5.44%",
            "korea_tech_negative_-2.79%"
          ],
          "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": 9.625126646403249,
            "last": 10.82,
            "vwap": 11.234126865858546,
            "above_vwap": false,
            "amount": 179422487.0
          },
          {
            "symbol": "SHSE.600482",
            "name": "中国动力",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 8.752604941947006,
            "last": 36.53,
            "vwap": 35.89028612730274,
            "above_vwap": true,
            "amount": 998083734.0
          },
          {
            "symbol": "SZSE.002536",
            "name": "飞龙股份",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 7.813702848344883,
            "last": 56.02,
            "vwap": 54.9301044667406,
            "above_vwap": true,
            "amount": 2511289023.0
          },
          {
            "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": 9.004361277755264,
            "above_vwap": true,
            "amount": 1448697279.0
          },
          {
            "symbol": "SZSE.300345",
            "name": "华民股份",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.803594351732989,
            "last": 8.32,
            "vwap": 8.235166766539395,
            "above_vwap": true,
            "amount": 262486882.0
          },
          {
            "symbol": "SZSE.000975",
            "name": "山金国际",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.451612903225823,
            "last": 21.12,
            "vwap": 20.795539254487604,
            "above_vwap": true,
            "amount": 1597338643.0
          },
          {
            "symbol": "SHSE.600875",
            "name": "东方电气",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.057459328487358,
            "last": 30.64,
            "vwap": 30.15108790015624,
            "above_vwap": true,
            "amount": 1252382723.0
          },
          {
            "symbol": "SZSE.002028",
            "name": "思源电气",
            "theme": "发电设备",
            "paper_scope": "active",
            "priority": 1,
            "ret_pct": 5.994631673128525,
            "last": 177.7,
            "vwap": 177.75964111707114,
            "above_vwap": false,
            "amount": 1156557553.0
          },
          {
            "symbol": "SHSE.601126",
            "name": "四方股份",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.965517241379303,
            "last": 61.46,
            "vwap": 61.593208352060216,
            "above_vwap": false,
            "amount": 808552524.0
          },
          {
            "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": 20.95816196791176,
            "above_vwap": true,
            "amount": 1540238377.0
          },
          {
            "symbol": "SHSE.600988",
            "name": "赤峰黄金",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.899135446685876,
            "last": 32.76,
            "vwap": 32.926125523033555,
            "above_vwap": false,
            "amount": 2623533926.0
          },
          {
            "symbol": "SHSE.600353",
            "name": "旭光电子",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.423983831125078,
            "last": 46.5,
            "vwap": 46.672841930190266,
            "above_vwap": false,
            "amount": 1052332567.0
          }
        ]
      },
      "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": 0.5649,
      "active_up_ratio": 0.2727,
      "active_positive": 3,
      "active_positive_min": 1,
      "active_above_vwap": 3,
      "active_total": 11,
      "sample_total": 131,
      "dominant_theme": "发电设备",
      "dominant_theme_share": 0.2912,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "黄金概念",
          "count": 3,
          "top_symbols": [
            "SZSE.002716",
            "SZSE.000975",
            "SHSE.600489"
          ],
          "top_return_pct": 6.872
        },
        {
          "theme": "军民融合",
          "count": 2,
          "top_symbols": [
            "SHSE.600482",
            "SZSE.300345"
          ],
          "top_return_pct": 8.7526
        }
      ],
      "structural_symbol_whitelist": [
        "SHSE.600547",
        "SHSE.600150"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "external_tech_shock_gate": {
        "schema_version": "external_tech_shock_gate_v1",
        "enabled": true,
        "level": "HIGH",
        "score": 58.0,
        "label": "外部科技冲击高",
        "entry_policy": "tech_requires_1030_repair",
        "tech_new_buy_allowed": false,
        "earliest_entry_time": "10:30",
        "position_cap_pct": 50.0,
        "risk_priority_boost": true,
        "reasons": [
          "sox_negative_-5.44%",
          "korea_tech_negative_-2.79%"
        ],
        "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": 9.625126646403249,
          "last": 10.82,
          "vwap": 11.234126865858546,
          "above_vwap": false,
          "amount": 179422487.0
        },
        {
          "symbol": "SHSE.600482",
          "name": "中国动力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.752604941947006,
          "last": 36.53,
          "vwap": 35.89028612730274,
          "above_vwap": true,
          "amount": 998083734.0
        },
        {
          "symbol": "SZSE.002536",
          "name": "飞龙股份",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.813702848344883,
          "last": 56.02,
          "vwap": 54.9301044667406,
          "above_vwap": true,
          "amount": 2511289023.0
        },
        {
          "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": 9.004361277755264,
          "above_vwap": true,
          "amount": 1448697279.0
        },
        {
          "symbol": "SZSE.300345",
          "name": "华民股份",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.803594351732989,
          "last": 8.32,
          "vwap": 8.235166766539395,
          "above_vwap": true,
          "amount": 262486882.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.451612903225823,
          "last": 21.12,
          "vwap": 20.795539254487604,
          "above_vwap": true,
          "amount": 1597338643.0
        },
        {
          "symbol": "SHSE.600875",
          "name": "东方电气",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.057459328487358,
          "last": 30.64,
          "vwap": 30.15108790015624,
          "above_vwap": true,
          "amount": 1252382723.0
        },
        {
          "symbol": "SZSE.002028",
          "name": "思源电气",
          "theme": "发电设备",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 5.994631673128525,
          "last": 177.7,
          "vwap": 177.75964111707114,
          "above_vwap": false,
          "amount": 1156557553.0
        },
        {
          "symbol": "SHSE.601126",
          "name": "四方股份",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.965517241379303,
          "last": 61.46,
          "vwap": 61.593208352060216,
          "above_vwap": false,
          "amount": 808552524.0
        },
        {
          "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": 20.95816196791176,
          "above_vwap": true,
          "amount": 1540238377.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.899135446685876,
          "last": 32.76,
          "vwap": 32.926125523033555,
          "above_vwap": false,
          "amount": 2623533926.0
        },
        {
          "symbol": "SHSE.600353",
          "name": "旭光电子",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.423983831125078,
          "last": 46.5,
          "vwap": 46.672841930190266,
          "above_vwap": false,
          "amount": 1052332567.0
        }
      ]
    },
    "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": 0.5649,
      "active_up_ratio": 0.2727,
      "active_positive": 3,
      "active_positive_min": 1,
      "active_above_vwap": 3,
      "active_total": 11,
      "sample_total": 131,
      "dominant_theme": "发电设备",
      "dominant_theme_share": 0.2912,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "黄金概念",
          "count": 3,
          "top_symbols": [
            "SZSE.002716",
            "SZSE.000975",
            "SHSE.600489"
          ],
          "top_return_pct": 6.872
        },
        {
          "theme": "军民融合",
          "count": 2,
          "top_symbols": [
            "SHSE.600482",
            "SZSE.300345"
          ],
          "top_return_pct": 8.7526
        }
      ],
      "structural_symbol_whitelist": [
        "SHSE.600547",
        "SHSE.600150"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "external_tech_shock_gate": {
        "schema_version": "external_tech_shock_gate_v1",
        "enabled": true,
        "level": "HIGH",
        "score": 58.0,
        "label": "外部科技冲击高",
        "entry_policy": "tech_requires_1030_repair",
        "tech_new_buy_allowed": false,
        "earliest_entry_time": "10:30",
        "position_cap_pct": 50.0,
        "risk_priority_boost": true,
        "reasons": [
          "sox_negative_-5.44%",
          "korea_tech_negative_-2.79%"
        ],
        "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": 9.625126646403249,
          "last": 10.82,
          "vwap": 11.234126865858546,
          "above_vwap": false,
          "amount": 179422487.0
        },
        {
          "symbol": "SHSE.600482",
          "name": "中国动力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.752604941947006,
          "last": 36.53,
          "vwap": 35.89028612730274,
          "above_vwap": true,
          "amount": 998083734.0
        },
        {
          "symbol": "SZSE.002536",
          "name": "飞龙股份",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.813702848344883,
          "last": 56.02,
          "vwap": 54.9301044667406,
          "above_vwap": true,
          "amount": 2511289023.0
        },
        {
          "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": 9.004361277755264,
          "above_vwap": true,
          "amount": 1448697279.0
        },
        {
          "symbol": "SZSE.300345",
          "name": "华民股份",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.803594351732989,
          "last": 8.32,
          "vwap": 8.235166766539395,
          "above_vwap": true,
          "amount": 262486882.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.451612903225823,
          "last": 21.12,
          "vwap": 20.795539254487604,
          "above_vwap": true,
          "amount": 1597338643.0
        },
        {
          "symbol": "SHSE.600875",
          "name": "东方电气",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.057459328487358,
          "last": 30.64,
          "vwap": 30.15108790015624,
          "above_vwap": true,
          "amount": 1252382723.0
        },
        {
          "symbol": "SZSE.002028",
          "name": "思源电气",
          "theme": "发电设备",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 5.994631673128525,
          "last": 177.7,
          "vwap": 177.75964111707114,
          "above_vwap": false,
          "amount": 1156557553.0
        },
        {
          "symbol": "SHSE.601126",
          "name": "四方股份",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.965517241379303,
          "last": 61.46,
          "vwap": 61.593208352060216,
          "above_vwap": false,
          "amount": 808552524.0
        },
        {
          "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": 20.95816196791176,
          "above_vwap": true,
          "amount": 1540238377.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.899135446685876,
          "last": 32.76,
          "vwap": 32.926125523033555,
          "above_vwap": false,
          "amount": 2623533926.0
        },
        {
          "symbol": "SHSE.600353",
          "name": "旭光电子",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.423983831125078,
          "last": 46.5,
          "vwap": 46.672841930190266,
          "above_vwap": false,
          "amount": 1052332567.0
        }
      ]
    },
    "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": "2026-07-06T10:07:11",
  "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": "2026-07-06T10:07:11",
      "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": 3.7467,
      "intraday_vwap": 26.6216,
      "price_vs_vwap_pct": 0.2194,
      "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": 26.68,
        "ts": "2026-07-06T10:07:10",
        "prev_close": 26.08,
        "open": 25.79,
        "high": 27.33,
        "low": 25.55,
        "bid1": 26.68,
        "ask1": 26.69,
        "bid_qty1": 58,
        "ask_qty1": 42
      },
      "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": "2026-07-06T10:07:11",
      "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": 177.7596,
      "price_vs_vwap_pct": -0.0335,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3656,
        "prev_amount_yi": 0.4388,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8332,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:05",
            "open": 177.5,
            "high": 177.5,
            "low": 177.33,
            "close": 177.33,
            "amount_yi": 0.2172
          },
          {
            "time": "10:06",
            "open": 177.6,
            "high": 177.6,
            "low": 177.56,
            "close": 177.56,
            "amount_yi": 0.1058
          },
          {
            "time": "10:07",
            "open": 177.7,
            "high": 177.7,
            "low": 177.7,
            "close": 177.7,
            "amount_yi": 0.0426
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129217.86,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 177.7,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 167.65,
        "open": 169.0,
        "high": 179.8,
        "low": 168.93,
        "bid1": 177.7,
        "ask1": 177.73,
        "bid_qty1": 98,
        "ask_qty1": 2
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 300,
      "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": 19.2233,
      "price_vs_vwap_pct": 0.0349,
      "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": 0.0192,
        "prev_amount_yi": 0.0263,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.73,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:05",
            "open": 19.26,
            "high": 19.26,
            "low": 19.25,
            "close": 19.25,
            "amount_yi": 0.0115
          },
          {
            "time": "10:06",
            "open": 19.25,
            "high": 19.26,
            "low": 19.25,
            "close": 19.26,
            "amount_yi": 0.0056
          },
          {
            "time": "10:07",
            "open": 19.23,
            "high": 19.23,
            "low": 19.23,
            "close": 19.23,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129217.86,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.23,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 19.38,
        "open": 19.38,
        "high": 19.46,
        "low": 18.99,
        "bid1": 19.23,
        "ask1": 19.24,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.000559:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260703:SZSE.000559:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.000559",
      "name": "万向钱潮",
      "side": "BUY",
      "priority": "P3",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 14.45,
      "exec_low": 14.45,
      "exec_high": 14.88,
      "invalid_price": 14.02,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 400,
      "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": 13.789,
      "price_vs_vwap_pct": -1.1531,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1759,
        "prev_amount_yi": 0.2348,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7491,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:05",
            "open": 13.61,
            "high": 13.62,
            "low": 13.61,
            "close": 13.62,
            "amount_yi": 0.0596
          },
          {
            "time": "10:06",
            "open": 13.64,
            "high": 13.64,
            "low": 13.63,
            "close": 13.63,
            "amount_yi": 0.0829
          },
          {
            "time": "10:07",
            "open": 13.63,
            "high": 13.63,
            "low": 13.63,
            "close": 13.63,
            "amount_yi": 0.0334
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129217.86,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.63,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 14.22,
        "open": 13.92,
        "high": 14.07,
        "low": 13.6,
        "bid1": 13.62,
        "ask1": 13.63,
        "bid_qty1": 677,
        "ask_qty1": 144
      },
      "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": "2026-07-06T10:07:11",
      "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": 37.749,
      "price_vs_vwap_pct": 0.0821,
      "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": 37.78,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 37.15,
        "open": 36.95,
        "high": 38.09,
        "low": 36.95,
        "bid1": 37.78,
        "ask1": 37.8,
        "bid_qty1": 6,
        "ask_qty1": 113
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 200,
      "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": 30.3844,
      "price_vs_vwap_pct": -1.8575,
      "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": 0.0902,
        "prev_amount_yi": 0.1509,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5977,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:05",
            "open": 29.79,
            "high": 29.79,
            "low": 29.72,
            "close": 29.72,
            "amount_yi": 0.0307
          },
          {
            "time": "10:06",
            "open": 29.79,
            "high": 29.87,
            "low": 29.79,
            "close": 29.87,
            "amount_yi": 0.0371
          },
          {
            "time": "10:07",
            "open": 29.82,
            "high": 29.82,
            "low": 29.82,
            "close": 29.82,
            "amount_yi": 0.0224
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129217.86,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.82,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 30.83,
        "open": 30.9,
        "high": 30.99,
        "low": 29.7,
        "bid1": 29.81,
        "ask1": 29.84,
        "bid_qty1": 6,
        "ask_qty1": 21
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 200,
      "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": 26.6131,
      "price_vs_vwap_pct": -1.8528,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.026,
        "prev_amount_yi": 0.0406,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6404,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:05",
            "open": 26.07,
            "high": 26.07,
            "low": 26.07,
            "close": 26.07,
            "amount_yi": 0.0091
          },
          {
            "time": "10:06",
            "open": 26.09,
            "high": 26.15,
            "low": 26.09,
            "close": 26.15,
            "amount_yi": 0.013
          },
          {
            "time": "10:07",
            "open": 26.12,
            "high": 26.12,
            "low": 26.12,
            "close": 26.12,
            "amount_yi": 0.0039
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129217.86,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.12,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 27.02,
        "open": 26.75,
        "high": 27.49,
        "low": 25.95,
        "bid1": 26.11,
        "ask1": 26.12,
        "bid_qty1": 30,
        "ask_qty1": 3
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 1000,
      "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": 5.934,
      "price_vs_vwap_pct": -1.0785,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3753,
        "prev_amount_yi": 0.2644,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4194,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:05",
            "open": 5.84,
            "high": 5.84,
            "low": 5.83,
            "close": 5.83,
            "amount_yi": 0.2031
          },
          {
            "time": "10:06",
            "open": 5.84,
            "high": 5.86,
            "low": 5.84,
            "close": 5.86,
            "amount_yi": 0.1421
          },
          {
            "time": "10:07",
            "open": 5.87,
            "high": 5.87,
            "low": 5.87,
            "close": 5.87,
            "amount_yi": 0.0301
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129217.86,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.87,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 6.22,
        "open": 5.95,
        "high": 6.05,
        "low": 5.82,
        "bid1": 5.86,
        "ask1": 5.87,
        "bid_qty1": 2230,
        "ask_qty1": 668
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 100,
      "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": 48.8798,
      "price_vs_vwap_pct": -3.232,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.4094,
        "prev_amount_yi": 0.3635,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1263,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:05",
            "open": 47.21,
            "high": 47.21,
            "low": 47.06,
            "close": 47.06,
            "amount_yi": 0.2526
          },
          {
            "time": "10:06",
            "open": 47.2,
            "high": 47.3,
            "low": 47.2,
            "close": 47.3,
            "amount_yi": 0.1021
          },
          {
            "time": "10:07",
            "open": 47.3,
            "high": 47.3,
            "low": 47.3,
            "close": 47.3,
            "amount_yi": 0.0547
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129217.86,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.3,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 49.58,
        "open": 49.38,
        "high": 51.0,
        "low": 46.91,
        "bid1": 47.3,
        "ask1": 47.32,
        "bid_qty1": 33,
        "ask_qty1": 20
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 200,
      "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": 23.4116,
      "price_vs_vwap_pct": -0.3485,
      "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": 0.0801,
        "prev_amount_yi": 0.2096,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3822,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:05",
            "open": 23.29,
            "high": 23.29,
            "low": 23.27,
            "close": 23.27,
            "amount_yi": 0.036
          },
          {
            "time": "10:06",
            "open": 23.35,
            "high": 23.35,
            "low": 23.32,
            "close": 23.32,
            "amount_yi": 0.026
          },
          {
            "time": "10:07",
            "open": 23.33,
            "high": 23.33,
            "low": 23.33,
            "close": 23.33,
            "amount_yi": 0.0181
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129217.86,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.33,
        "ts": "2026-07-06T10:07:08",
        "prev_close": 23.45,
        "open": 23.5,
        "high": 23.69,
        "low": 23.0,
        "bid1": 23.32,
        "ask1": 23.33,
        "bid_qty1": 69,
        "ask_qty1": 36
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 200,
      "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": 25.9235,
      "price_vs_vwap_pct": -0.2064,
      "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": 0.1194,
        "prev_amount_yi": 0.1657,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7206,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:05",
            "open": 25.83,
            "high": 25.86,
            "low": 25.83,
            "close": 25.86,
            "amount_yi": 0.0425
          },
          {
            "time": "10:06",
            "open": 25.92,
            "high": 25.92,
            "low": 25.91,
            "close": 25.91,
            "amount_yi": 0.0549
          },
          {
            "time": "10:07",
            "open": 25.87,
            "high": 25.87,
            "low": 25.87,
            "close": 25.87,
            "amount_yi": 0.022
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129217.86,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.87,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 26.22,
        "open": 26.1,
        "high": 26.48,
        "low": 25.58,
        "bid1": 25.86,
        "ask1": 25.87,
        "bid_qty1": 30,
        "ask_qty1": 9
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 200,
      "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": 26.7392,
      "price_vs_vwap_pct": -0.2214,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1714,
        "prev_amount_yi": 0.0586,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.9249,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 26.75,
            "high": 26.75,
            "low": 26.7,
            "close": 26.7,
            "amount_yi": 0.0416
          },
          {
            "time": "10:06",
            "open": 26.68,
            "high": 26.72,
            "low": 26.68,
            "close": 26.72,
            "amount_yi": 0.0332
          },
          {
            "time": "10:07",
            "open": 26.68,
            "high": 26.68,
            "low": 26.68,
            "close": 26.68,
            "amount_yi": 0.0275
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.68,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 25.91,
        "open": 25.04,
        "high": 27.85,
        "low": 25.04,
        "bid1": 26.67,
        "ask1": 26.68,
        "bid_qty1": 110,
        "ask_qty1": 14
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 300,
      "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": 20.7955,
      "price_vs_vwap_pct": 1.5604,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6689,
        "prev_amount_yi": 0.235,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.8464,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 21.05,
            "high": 21.05,
            "low": 21.0,
            "close": 21.0,
            "amount_yi": 0.1849
          },
          {
            "time": "10:06",
            "open": 21.07,
            "high": 21.18,
            "low": 21.07,
            "close": 21.18,
            "amount_yi": 0.1565
          },
          {
            "time": "10:07",
            "open": 21.12,
            "high": 21.12,
            "low": 21.12,
            "close": 21.12,
            "amount_yi": 0.0973
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.12,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 19.84,
        "open": 19.7,
        "high": 21.47,
        "low": 19.38,
        "bid1": 21.11,
        "ask1": 21.12,
        "bid_qty1": 4,
        "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": "2026-07-06T10:07:11",
      "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": 32.9261,
      "price_vs_vwap_pct": -0.5045,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9159,
        "prev_amount_yi": 0.2545,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.5988,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 32.9,
            "high": 32.9,
            "low": 32.82,
            "close": 32.82,
            "amount_yi": 0.2421
          },
          {
            "time": "10:06",
            "open": 32.9,
            "high": 32.9,
            "low": 32.9,
            "close": 32.9,
            "amount_yi": 0.1412
          },
          {
            "time": "10:07",
            "open": 32.76,
            "high": 32.76,
            "low": 32.76,
            "close": 32.76,
            "amount_yi": 0.136
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 32.76,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 31.23,
        "open": 31.23,
        "high": 33.59,
        "low": 31.23,
        "bid1": 32.76,
        "ask1": 32.77,
        "bid_qty1": 53,
        "ask_qty1": 23
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T10:07:11",
      "sim_reason": "near_trigger",
      "qty": 500,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.97,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.81,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.49,
      "entry_zone_high": 10.81,
      "entry_risk_pct": null,
      "intraday_vwap": 10.6047,
      "price_vs_vwap_pct": 0.2386,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0448,
        "prev_amount_yi": 0.0131,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.4198,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 10.64,
            "high": 10.64,
            "low": 10.64,
            "close": 10.64,
            "amount_yi": 0.0095
          },
          {
            "time": "10:06",
            "open": 10.64,
            "high": 10.64,
            "low": 10.63,
            "close": 10.63,
            "amount_yi": 0.0123
          },
          {
            "time": "10:07",
            "open": 10.63,
            "high": 10.63,
            "low": 10.63,
            "close": 10.63,
            "amount_yi": 0.0031
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.63,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 10.52,
        "open": 10.4,
        "high": 10.82,
        "low": 10.32,
        "bid1": 10.63,
        "ask1": 10.64,
        "bid_qty1": 18,
        "ask_qty1": 384
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-06T10:07:11",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 200,
      "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": 20.9582,
      "price_vs_vwap_pct": 2.0126,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0804,
        "prev_amount_yi": 0.3043,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.5504,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 21.39,
            "high": 21.39,
            "low": 21.36,
            "close": 21.36,
            "amount_yi": 0.1507
          },
          {
            "time": "10:06",
            "open": 21.4,
            "high": 21.44,
            "low": 21.4,
            "close": 21.44,
            "amount_yi": 0.3706
          },
          {
            "time": "10:07",
            "open": 21.38,
            "high": 21.38,
            "low": 21.38,
            "close": 21.38,
            "amount_yi": 0.14
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.38,
        "ts": "2026-07-06T10:07:08",
        "prev_close": 20.34,
        "open": 19.88,
        "high": 21.49,
        "low": 19.88,
        "bid1": 21.37,
        "ask1": 21.38,
        "bid_qty1": 321,
        "ask_qty1": 424
      },
      "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": "CANCELLED",
      "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": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 200,
      "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": 25.8669,
      "price_vs_vwap_pct": -0.9932,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3583,
        "prev_amount_yi": 0.1215,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.949,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 25.65,
            "high": 25.65,
            "low": 25.57,
            "close": 25.57,
            "amount_yi": 0.0799
          },
          {
            "time": "10:06",
            "open": 25.6,
            "high": 25.64,
            "low": 25.6,
            "close": 25.64,
            "amount_yi": 0.1343
          },
          {
            "time": "10:07",
            "open": 25.61,
            "high": 25.61,
            "low": 25.61,
            "close": 25.61,
            "amount_yi": 0.0529
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.61,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 25.93,
        "open": 25.23,
        "high": 26.6,
        "low": 25.18,
        "bid1": 25.61,
        "ask1": 25.62,
        "bid_qty1": 22,
        "ask_qty1": 9
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T10:07:11",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 200,
      "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": 28.6799,
      "price_vs_vwap_pct": 0.5582,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.8699,
        "prev_amount_yi": 0.7459,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.5069,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 28.86,
            "high": 28.86,
            "low": 28.79,
            "close": 28.79,
            "amount_yi": 0.2922
          },
          {
            "time": "10:06",
            "open": 28.85,
            "high": 28.9,
            "low": 28.85,
            "close": 28.9,
            "amount_yi": 0.5232
          },
          {
            "time": "10:07",
            "open": 28.84,
            "high": 28.84,
            "low": 28.84,
            "close": 28.84,
            "amount_yi": 0.2091
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.84,
        "ts": "2026-07-06T10:07:08",
        "prev_close": 27.82,
        "open": 27.64,
        "high": 29.19,
        "low": 27.62,
        "bid1": 28.83,
        "ask1": 28.84,
        "bid_qty1": 56,
        "ask_qty1": 340
      },
      "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.83,
      "exec_low": 12.01,
      "exec_high": 12.01,
      "invalid_price": 11.48,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 500,
      "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": 11.7066,
      "price_vs_vwap_pct": 0.029,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1516,
        "prev_amount_yi": 0.094,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6128,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 11.72,
            "high": 11.72,
            "low": 11.69,
            "close": 11.69,
            "amount_yi": 0.03
          },
          {
            "time": "10:06",
            "open": 11.72,
            "high": 11.72,
            "low": 11.72,
            "close": 11.72,
            "amount_yi": 0.0328
          },
          {
            "time": "10:07",
            "open": 11.71,
            "high": 11.71,
            "low": 11.71,
            "close": 11.71,
            "amount_yi": 0.0293
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.71,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 11.46,
        "open": 11.4,
        "high": 11.95,
        "low": 11.35,
        "bid1": 11.71,
        "ask1": 11.72,
        "bid_qty1": 3,
        "ask_qty1": 149
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002574:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002574:VWAP_RECLAIM",
      "symbol": "SZSE.002574",
      "name": "明牌珠宝",
      "side": "BUY",
      "priority": "W8",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.38,
      "exec_low": 4.45,
      "exec_high": 4.45,
      "invalid_price": 4.25,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:07:11",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 1400,
      "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": 2.968,
      "intraday_vwap": 4.3469,
      "price_vs_vwap_pct": 0.7615,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0058,
        "prev_amount_yi": 0.0007,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 8.2857,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 4.38,
            "high": 4.38,
            "low": 4.38,
            "close": 4.38,
            "amount_yi": 0.001
          },
          {
            "time": "10:06",
            "open": 4.37,
            "high": 4.37,
            "low": 4.37,
            "close": 4.37,
            "amount_yi": 0.0017
          },
          {
            "time": "10:07",
            "open": 4.38,
            "high": 4.38,
            "low": 4.38,
            "close": 4.38,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.38,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 4.33,
        "open": 4.32,
        "high": 4.39,
        "low": 4.31,
        "bid1": 4.37,
        "ask1": 4.38,
        "bid_qty1": 132,
        "ask_qty1": 628
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002716:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002716:VWAP_RECLAIM",
      "symbol": "SZSE.002716",
      "name": "湖南白银",
      "side": "BUY",
      "priority": "W9",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.69,
      "exec_low": 8.82,
      "exec_high": 8.82,
      "invalid_price": 8.43,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:07:11",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 700,
      "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": 9.0044,
      "price_vs_vwap_pct": 0.1732,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3363,
        "prev_amount_yi": 0.1391,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4177,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 9.01,
            "high": 9.01,
            "low": 9.0,
            "close": 9.0,
            "amount_yi": 0.0952
          },
          {
            "time": "10:06",
            "open": 9.01,
            "high": 9.04,
            "low": 9.01,
            "close": 9.04,
            "amount_yi": 0.0598
          },
          {
            "time": "10:07",
            "open": 9.02,
            "high": 9.02,
            "low": 9.02,
            "close": 9.02,
            "amount_yi": 0.0328
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.02,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 8.44,
        "open": 8.41,
        "high": 9.28,
        "low": 8.31,
        "bid1": 9.01,
        "ask1": 9.02,
        "bid_qty1": 323,
        "ask_qty1": 353
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 400,
      "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": 13.925,
      "price_vs_vwap_pct": 0.1795,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0699,
        "prev_amount_yi": 0.0222,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.1486,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 13.96,
            "high": 13.96,
            "low": 13.95,
            "close": 13.95,
            "amount_yi": 0.0135
          },
          {
            "time": "10:06",
            "open": 13.95,
            "high": 13.98,
            "low": 13.95,
            "close": 13.98,
            "amount_yi": 0.0106
          },
          {
            "time": "10:07",
            "open": 13.95,
            "high": 13.95,
            "low": 13.95,
            "close": 13.95,
            "amount_yi": 0.0113
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.95,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 13.73,
        "open": 13.59,
        "high": 14.24,
        "low": 13.45,
        "bid1": 13.93,
        "ask1": 13.95,
        "bid_qty1": 278,
        "ask_qty1": 344
      },
      "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": "2026-07-06T10:07:11",
      "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": 4.2468,
      "intraday_vwap": 34.4888,
      "price_vs_vwap_pct": 0.9313,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0233,
        "prev_amount_yi": 0.0088,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.6477,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 34.78,
            "high": 34.78,
            "low": 34.78,
            "close": 34.78,
            "amount_yi": 0.0024
          },
          {
            "time": "10:06",
            "open": 34.72,
            "high": 34.78,
            "low": 34.72,
            "close": 34.78,
            "amount_yi": 0.0013
          },
          {
            "time": "10:07",
            "open": 34.81,
            "high": 34.81,
            "low": 34.81,
            "close": 34.81,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43072.62,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.81,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 34.13,
        "open": 34.0,
        "high": 34.9,
        "low": 33.73,
        "bid1": 34.79,
        "ask1": 34.85,
        "bid_qty1": 7,
        "ask_qty1": 7
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "near_trigger",
      "qty": 2700,
      "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": 5,
        "min_samples": 3,
        "amount_yi": 0.0187,
        "prev_amount_yi": 0.0071,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.6338,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 2.33,
            "high": 2.34,
            "low": 2.33,
            "close": 2.34,
            "amount_yi": 0.0011
          },
          {
            "time": "10:06",
            "open": 2.34,
            "high": 2.34,
            "low": 2.33,
            "close": 2.33,
            "amount_yi": 0.0003
          },
          {
            "time": "10:07",
            "open": 2.33,
            "high": 2.33,
            "low": 2.33,
            "close": 2.33,
            "amount_yi": 0.0049
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.33,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 2.33,
        "open": 2.33,
        "high": 2.36,
        "low": 2.31,
        "bid1": 2.33,
        "ask1": 2.34,
        "bid_qty1": 2549,
        "ask_qty1": 5936
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 400,
      "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": 15.4855,
      "price_vs_vwap_pct": -0.2292,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2254,
        "prev_amount_yi": 0.0875,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.576,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 15.42,
            "high": 15.42,
            "low": 15.41,
            "close": 15.41,
            "amount_yi": 0.0534
          },
          {
            "time": "10:06",
            "open": 15.43,
            "high": 15.46,
            "low": 15.43,
            "close": 15.46,
            "amount_yi": 0.0257
          },
          {
            "time": "10:07",
            "open": 15.45,
            "high": 15.45,
            "low": 15.45,
            "close": 15.45,
            "amount_yi": 0.0265
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.45,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 15.24,
        "open": 15.3,
        "high": 15.75,
        "low": 15.25,
        "bid1": 15.45,
        "ask1": 15.46,
        "bid_qty1": 318,
        "ask_qty1": 2
      },
      "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.48,
      "exec_low": 2.52,
      "exec_high": 2.52,
      "invalid_price": 2.41,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 2600,
      "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": 2.4564,
      "price_vs_vwap_pct": -0.2605,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 4,
        "min_samples": 3,
        "amount_yi": 0.0065,
        "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
          },
          {
            "time": "10:05",
            "open": 2.45,
            "high": 2.45,
            "low": 2.45,
            "close": 2.45,
            "amount_yi": 0.0013
          },
          {
            "time": "10:06",
            "open": 2.45,
            "high": 2.45,
            "low": 2.45,
            "close": 2.45,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.45,
        "ts": "2026-07-06T10:07:06",
        "prev_close": 2.45,
        "open": 2.44,
        "high": 2.49,
        "low": 2.43,
        "bid1": 2.44,
        "ask1": 2.45,
        "bid_qty1": 1388,
        "ask_qty1": 177
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600824:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600824:VWAP_RECLAIM",
      "symbol": "SHSE.600824",
      "name": "益民集团",
      "side": "BUY",
      "priority": "W15",
      "status": "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": "2026-07-06T10:07:11",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 1800,
      "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": 3.4897,
      "price_vs_vwap_pct": 0.8683,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0045,
        "prev_amount_yi": 0.0066,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6818,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 3.51,
            "high": 3.51,
            "low": 3.51,
            "close": 3.51,
            "amount_yi": 0.0009
          },
          {
            "time": "10:06",
            "open": 3.5,
            "high": 3.51,
            "low": 3.5,
            "close": 3.51,
            "amount_yi": 0.0005
          },
          {
            "time": "10:07",
            "open": 3.52,
            "high": 3.52,
            "low": 3.52,
            "close": 3.52,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43072.62,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.52,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 3.47,
        "open": 3.47,
        "high": 3.52,
        "low": 3.46,
        "bid1": 3.51,
        "ask1": 3.52,
        "bid_qty1": 30,
        "ask_qty1": 1187
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "near_trigger",
      "qty": 1400,
      "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": 4.2969,
      "price_vs_vwap_pct": 0.3049,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.026,
        "prev_amount_yi": 0.0069,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.7681,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 4.31,
            "high": 4.31,
            "low": 4.31,
            "close": 4.31,
            "amount_yi": 0.0027
          },
          {
            "time": "10:06",
            "open": 4.3,
            "high": 4.31,
            "low": 4.3,
            "close": 4.31,
            "amount_yi": 0.0022
          },
          {
            "time": "10:07",
            "open": 4.31,
            "high": 4.31,
            "low": 4.31,
            "close": 4.31,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.31,
        "ts": "2026-07-06T10:07:10",
        "prev_close": 4.28,
        "open": 4.29,
        "high": 4.33,
        "low": 4.26,
        "bid1": 4.31,
        "ask1": 4.32,
        "bid_qty1": 490,
        "ask_qty1": 500
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 400,
      "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": 14.4354,
      "price_vs_vwap_pct": 0.5861,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1709,
        "prev_amount_yi": 0.0361,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.7341,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 14.52,
            "high": 14.53,
            "low": 14.52,
            "close": 14.53,
            "amount_yi": 0.0909
          },
          {
            "time": "10:06",
            "open": 14.56,
            "high": 14.58,
            "low": 14.56,
            "close": 14.58,
            "amount_yi": 0.0255
          },
          {
            "time": "10:07",
            "open": 14.52,
            "high": 14.52,
            "low": 14.52,
            "close": 14.52,
            "amount_yi": 0.0143
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.52,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 14.65,
        "open": 14.52,
        "high": 14.77,
        "low": 14.15,
        "bid1": 14.52,
        "ask1": 14.53,
        "bid_qty1": 25,
        "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": "2026-07-06T10:07:11",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 600,
      "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": 10.1793,
      "price_vs_vwap_pct": -2.1544,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1732,
        "prev_amount_yi": 0.0595,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.9109,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 9.97,
            "high": 9.97,
            "low": 9.93,
            "close": 9.93,
            "amount_yi": 0.0424
          },
          {
            "time": "10:06",
            "open": 9.95,
            "high": 9.96,
            "low": 9.95,
            "close": 9.96,
            "amount_yi": 0.0592
          },
          {
            "time": "10:07",
            "open": 9.96,
            "high": 9.96,
            "low": 9.96,
            "close": 9.96,
            "amount_yi": 0.0179
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.96,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 10.63,
        "open": 10.39,
        "high": 10.62,
        "low": 9.92,
        "bid1": 9.96,
        "ask1": 9.97,
        "bid_qty1": 101,
        "ask_qty1": 270
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 100,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 38.2086,
      "price_vs_vwap_pct": -1.4358,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1132,
        "prev_amount_yi": 0.3531,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.1526,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 37.6,
            "high": 37.6,
            "low": 37.55,
            "close": 37.55,
            "amount_yi": 0.168
          },
          {
            "time": "10:06",
            "open": 37.6,
            "high": 37.62,
            "low": 37.6,
            "close": 37.62,
            "amount_yi": 0.1589
          },
          {
            "time": "10:07",
            "open": 37.66,
            "high": 37.66,
            "low": 37.66,
            "close": 37.66,
            "amount_yi": 0.1032
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.66,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 37.35,
        "open": 38.0,
        "high": 39.49,
        "low": 37.38,
        "bid1": 37.67,
        "ask1": 37.68,
        "bid_qty1": 4,
        "ask_qty1": 169
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 1000,
      "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": 6.3516,
      "price_vs_vwap_pct": -2.2294,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1553,
        "prev_amount_yi": 0.0752,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0652,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 6.21,
            "high": 6.21,
            "low": 6.21,
            "close": 6.21,
            "amount_yi": 0.0366
          },
          {
            "time": "10:06",
            "open": 6.2,
            "high": 6.2,
            "low": 6.2,
            "close": 6.2,
            "amount_yi": 0.023
          },
          {
            "time": "10:07",
            "open": 6.21,
            "high": 6.21,
            "low": 6.21,
            "close": 6.21,
            "amount_yi": 0.0133
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.21,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 6.51,
        "open": 6.36,
        "high": 6.54,
        "low": 6.18,
        "bid1": 6.2,
        "ask1": 6.21,
        "bid_qty1": 2891,
        "ask_qty1": 1574
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 500,
      "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": -0.0682,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0283,
        "prev_amount_yi": 0.0094,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.0106,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 10.71,
            "high": 10.71,
            "low": 10.7,
            "close": 10.7,
            "amount_yi": 0.0065
          },
          {
            "time": "10:06",
            "open": 10.7,
            "high": 10.7,
            "low": 10.69,
            "close": 10.69,
            "amount_yi": 0.0103
          },
          {
            "time": "10:07",
            "open": 10.69,
            "high": 10.69,
            "low": 10.69,
            "close": 10.69,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.69,
        "ts": "2026-07-06T10:07:06",
        "prev_close": 10.72,
        "open": 10.71,
        "high": 10.82,
        "low": 10.51,
        "bid1": 10.69,
        "ask1": 10.7,
        "bid_qty1": 310,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002533:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002533:VWAP_RECLAIM",
      "symbol": "SZSE.002533",
      "name": "金杯电工",
      "side": "BUY",
      "priority": "W22",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.18,
      "exec_low": 11.35,
      "exec_high": 11.35,
      "invalid_price": 10.84,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:07:11",
      "sim_reason": "near_trigger",
      "qty": 500,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 11.52,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.35,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.01,
      "entry_zone_high": 11.35,
      "entry_risk_pct": null,
      "intraday_vwap": 11.0997,
      "price_vs_vwap_pct": 0.6334,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0135,
        "prev_amount_yi": 0.0053,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.5472,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 11.17,
            "high": 11.17,
            "low": 11.17,
            "close": 11.17,
            "amount_yi": 0.0021
          },
          {
            "time": "10:06",
            "open": 11.15,
            "high": 11.16,
            "low": 11.15,
            "close": 11.16,
            "amount_yi": 0.0041
          },
          {
            "time": "10:07",
            "open": 11.17,
            "high": 11.17,
            "low": 11.17,
            "close": 11.17,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.17,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 11.03,
        "open": 11.04,
        "high": 11.22,
        "low": 10.93,
        "bid1": 11.16,
        "ask1": 11.17,
        "bid_qty1": 22,
        "ask_qty1": 9
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600590:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600590:VWAP_RECLAIM",
      "symbol": "SHSE.600590",
      "name": "泰豪科技",
      "side": "BUY",
      "priority": "W23",
      "status": "TOUCHED",
      "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": "2026-07-06T10:07:11",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 600,
      "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": null,
      "intraday_vwap": 10.1724,
      "price_vs_vwap_pct": 0.7628,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0923,
        "prev_amount_yi": 0.0334,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.7635,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 10.23,
            "high": 10.23,
            "low": 10.2,
            "close": 10.2,
            "amount_yi": 0.0234
          },
          {
            "time": "10:06",
            "open": 10.22,
            "high": 10.24,
            "low": 10.22,
            "close": 10.24,
            "amount_yi": 0.0141
          },
          {
            "time": "10:07",
            "open": 10.25,
            "high": 10.25,
            "low": 10.25,
            "close": 10.25,
            "amount_yi": 0.0129
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.25,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 9.95,
        "open": 10.01,
        "high": 10.38,
        "low": 9.96,
        "bid1": 10.24,
        "ask1": 10.26,
        "bid_qty1": 138,
        "ask_qty1": 38
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002531:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002531:VWAP_RECLAIM",
      "symbol": "SZSE.002531",
      "name": "天顺风能",
      "side": "BUY",
      "priority": "W24",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.61,
      "exec_low": 8.74,
      "exec_high": 8.74,
      "invalid_price": 8.35,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 700,
      "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": 8.4047,
      "price_vs_vwap_pct": -0.5318,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0649,
        "prev_amount_yi": 0.0296,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1926,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 8.36,
            "high": 8.36,
            "low": 8.35,
            "close": 8.35,
            "amount_yi": 0.0132
          },
          {
            "time": "10:06",
            "open": 8.35,
            "high": 8.35,
            "low": 8.35,
            "close": 8.35,
            "amount_yi": 0.0171
          },
          {
            "time": "10:07",
            "open": 8.36,
            "high": 8.36,
            "low": 8.36,
            "close": 8.36,
            "amount_yi": 0.0043
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.36,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 8.52,
        "open": 8.43,
        "high": 8.72,
        "low": 8.23,
        "bid1": 8.35,
        "ask1": 8.36,
        "bid_qty1": 132,
        "ask_qty1": 88
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300048:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300048:VWAP_RECLAIM",
      "symbol": "SZSE.300048",
      "name": "合康新能",
      "side": "BUY",
      "priority": "W25",
      "status": "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": "2026-07-06T10:07:11",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 1200,
      "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": 4.9024,
      "price_vs_vwap_pct": 0.971,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0146,
        "prev_amount_yi": 0.0056,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.6071,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 4.95,
            "high": 4.95,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.0012
          },
          {
            "time": "10:06",
            "open": 4.94,
            "high": 4.96,
            "low": 4.94,
            "close": 4.96,
            "amount_yi": 0.0038
          },
          {
            "time": "10:07",
            "open": 4.95,
            "high": 4.95,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43072.62,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.95,
        "ts": "2026-07-06T10:07:06",
        "prev_close": 4.85,
        "open": 4.85,
        "high": 5.0,
        "low": 4.81,
        "bid1": 4.95,
        "ask1": 4.96,
        "bid_qty1": 761,
        "ask_qty1": 485
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 200,
      "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": 30.1511,
      "price_vs_vwap_pct": 1.6215,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.2096,
        "prev_amount_yi": 0.326,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.7104,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 30.53,
            "high": 30.53,
            "low": 30.48,
            "close": 30.48,
            "amount_yi": 0.1862
          },
          {
            "time": "10:06",
            "open": 30.63,
            "high": 30.63,
            "low": 30.6,
            "close": 30.6,
            "amount_yi": 0.2074
          },
          {
            "time": "10:07",
            "open": 30.64,
            "high": 30.64,
            "low": 30.64,
            "close": 30.64,
            "amount_yi": 0.4414
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.64,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 28.89,
        "open": 29.29,
        "high": 30.76,
        "low": 29.1,
        "bid1": 30.64,
        "ask1": 30.67,
        "bid_qty1": 5,
        "ask_qty1": 34
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "near_trigger",
      "qty": 300,
      "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": 18.764,
      "price_vs_vwap_pct": -0.9273,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1698,
        "prev_amount_yi": 0.044,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.8591,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 18.53,
            "high": 18.53,
            "low": 18.52,
            "close": 18.52,
            "amount_yi": 0.0472
          },
          {
            "time": "10:06",
            "open": 18.53,
            "high": 18.58,
            "low": 18.53,
            "close": 18.58,
            "amount_yi": 0.0202
          },
          {
            "time": "10:07",
            "open": 18.59,
            "high": 18.59,
            "low": 18.59,
            "close": 18.59,
            "amount_yi": 0.0272
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.59,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 18.28,
        "open": 18.48,
        "high": 19.07,
        "low": 18.21,
        "bid1": 18.58,
        "ask1": 18.59,
        "bid_qty1": 138,
        "ask_qty1": 5
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 200,
      "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": 24.5045,
      "price_vs_vwap_pct": -1.4059,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9079,
        "prev_amount_yi": 0.6571,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3817,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 24.14,
            "high": 24.14,
            "low": 24.08,
            "close": 24.08,
            "amount_yi": 0.1946
          },
          {
            "time": "10:06",
            "open": 24.08,
            "high": 24.13,
            "low": 24.08,
            "close": 24.13,
            "amount_yi": 0.1768
          },
          {
            "time": "10:07",
            "open": 24.16,
            "high": 24.16,
            "low": 24.16,
            "close": 24.16,
            "amount_yi": 0.0805
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.16,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 24.59,
        "open": 24.73,
        "high": 24.98,
        "low": 24.03,
        "bid1": 24.15,
        "ask1": 24.16,
        "bid_qty1": 181,
        "ask_qty1": 9
      },
      "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": "2026-07-06T10:07:11",
      "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": 36.1113,
      "price_vs_vwap_pct": -2.219,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.173,
        "prev_amount_yi": 0.0388,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.4588,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 35.27,
            "high": 35.27,
            "low": 34.98,
            "close": 34.98,
            "amount_yi": 0.0696
          },
          {
            "time": "10:06",
            "open": 35.07,
            "high": 35.28,
            "low": 35.07,
            "close": 35.28,
            "amount_yi": 0.0583
          },
          {
            "time": "10:07",
            "open": 35.31,
            "high": 35.31,
            "low": 35.31,
            "close": 35.31,
            "amount_yi": 0.0081
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.31,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 38.29,
        "open": 38.0,
        "high": 38.38,
        "low": 34.87,
        "bid1": 35.3,
        "ask1": 35.32,
        "bid_qty1": 227,
        "ask_qty1": 14
      },
      "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": "2026-07-06T10:07:11",
      "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": 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": 9.9277,
      "price_vs_vwap_pct": 0.4261,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.007,
        "prev_amount_yi": 0.0027,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.5926,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 9.97,
            "high": 9.97,
            "low": 9.96,
            "close": 9.96,
            "amount_yi": 0.0026
          },
          {
            "time": "10:06",
            "open": 9.96,
            "high": 9.96,
            "low": 9.96,
            "close": 9.96,
            "amount_yi": 0.0007
          },
          {
            "time": "10:07",
            "open": 9.97,
            "high": 9.97,
            "low": 9.97,
            "close": 9.97,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43072.62,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "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": "2026-07-06T10:07:09",
        "prev_close": 9.83,
        "open": 9.71,
        "high": 10.05,
        "low": 9.71,
        "bid1": 9.96,
        "ask1": 9.97,
        "bid_qty1": 23,
        "ask_qty1": 29
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 800,
      "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": 7.9474,
      "price_vs_vwap_pct": -0.0931,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0131,
        "prev_amount_yi": 0.0118,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1102,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 7.9,
            "high": 7.92,
            "low": 7.9,
            "close": 7.92,
            "amount_yi": 0.0047
          },
          {
            "time": "10:06",
            "open": 7.94,
            "high": 7.95,
            "low": 7.94,
            "close": 7.95,
            "amount_yi": 0.0063
          },
          {
            "time": "10:07",
            "open": 7.94,
            "high": 7.94,
            "low": 7.94,
            "close": 7.94,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.94,
        "ts": "2026-07-06T10:07:08",
        "prev_close": 7.96,
        "open": 7.99,
        "high": 8.12,
        "low": 7.82,
        "bid1": 7.94,
        "ask1": 7.95,
        "bid_qty1": 90,
        "ask_qty1": 140
      },
      "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": "2026-07-06T10:07:11",
      "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": 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": 17.8399,
      "price_vs_vwap_pct": -0.1115,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.028,
        "prev_amount_yi": 0.0082,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.4146,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 17.82,
            "high": 17.82,
            "low": 17.78,
            "close": 17.78,
            "amount_yi": 0.0074
          },
          {
            "time": "10:06",
            "open": 17.81,
            "high": 17.81,
            "low": 17.8,
            "close": 17.8,
            "amount_yi": 0.0042
          },
          {
            "time": "10:07",
            "open": 17.82,
            "high": 17.82,
            "low": 17.82,
            "close": 17.82,
            "amount_yi": 0.0027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43072.62,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.82,
        "ts": "2026-07-06T10:07:10",
        "prev_close": 17.69,
        "open": 17.65,
        "high": 18.08,
        "low": 17.51,
        "bid1": 17.8,
        "ask1": 17.82,
        "bid_qty1": 46,
        "ask_qty1": 41
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 1100,
      "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": 5.6257,
      "price_vs_vwap_pct": -0.1013,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.013,
        "prev_amount_yi": 0.0039,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.3333,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 5.62,
            "high": 5.62,
            "low": 5.62,
            "close": 5.62,
            "amount_yi": 0.0031
          },
          {
            "time": "10:06",
            "open": 5.61,
            "high": 5.63,
            "low": 5.61,
            "close": 5.63,
            "amount_yi": 0.0026
          },
          {
            "time": "10:07",
            "open": 5.62,
            "high": 5.62,
            "low": 5.62,
            "close": 5.62,
            "amount_yi": 0.0046
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.62,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 5.62,
        "open": 5.62,
        "high": 5.68,
        "low": 5.59,
        "bid1": 5.61,
        "ask1": 5.62,
        "bid_qty1": 869,
        "ask_qty1": 5596
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 2800,
      "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": 2.2237,
      "price_vs_vwap_pct": 0.733,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0162,
        "prev_amount_yi": 0.0003,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 54.0,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 2.23,
            "high": 2.23,
            "low": 2.23,
            "close": 2.23,
            "amount_yi": 0.0004
          },
          {
            "time": "10:06",
            "open": 2.23,
            "high": 2.24,
            "low": 2.23,
            "close": 2.24,
            "amount_yi": 0.0066
          },
          {
            "time": "10:07",
            "open": 2.24,
            "high": 2.24,
            "low": 2.24,
            "close": 2.24,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43072.62,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "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": "2026-07-06T10:07:09",
        "prev_close": 2.19,
        "open": 2.2,
        "high": 2.26,
        "low": 2.19,
        "bid1": 2.23,
        "ask1": 2.24,
        "bid_qty1": 2072,
        "ask_qty1": 1413
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 900,
      "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": 6.6613,
      "price_vs_vwap_pct": -0.3198,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0612,
        "prev_amount_yi": 0.0171,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.5789,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 6.63,
            "high": 6.63,
            "low": 6.62,
            "close": 6.62,
            "amount_yi": 0.0185
          },
          {
            "time": "10:06",
            "open": 6.62,
            "high": 6.63,
            "low": 6.62,
            "close": 6.63,
            "amount_yi": 0.0092
          },
          {
            "time": "10:07",
            "open": 6.64,
            "high": 6.64,
            "low": 6.64,
            "close": 6.64,
            "amount_yi": 0.0041
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.64,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 6.66,
        "open": 6.68,
        "high": 6.78,
        "low": 6.58,
        "bid1": 6.63,
        "ask1": 6.64,
        "bid_qty1": 279,
        "ask_qty1": 382
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 700,
      "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": 8.1617,
      "price_vs_vwap_pct": -1.8587,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0326,
        "prev_amount_yi": 0.021,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5524,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 8.03,
            "high": 8.03,
            "low": 8.01,
            "close": 8.01,
            "amount_yi": 0.0061
          },
          {
            "time": "10:06",
            "open": 8.01,
            "high": 8.02,
            "low": 8.01,
            "close": 8.02,
            "amount_yi": 0.0059
          },
          {
            "time": "10:07",
            "open": 8.01,
            "high": 8.01,
            "low": 8.01,
            "close": 8.01,
            "amount_yi": 0.0027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.01,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 7.95,
        "open": 8.08,
        "high": 8.46,
        "low": 8.0,
        "bid1": 8.01,
        "ask1": 8.02,
        "bid_qty1": 1209,
        "ask_qty1": 5
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 1000,
      "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": 3.367,
      "intraday_vwap": 5.926,
      "price_vs_vwap_pct": 0.2362,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0375,
        "prev_amount_yi": 0.0154,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4351,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 5.93,
            "high": 5.93,
            "low": 5.93,
            "close": 5.93,
            "amount_yi": 0.0084
          },
          {
            "time": "10:06",
            "open": 5.92,
            "high": 5.93,
            "low": 5.92,
            "close": 5.93,
            "amount_yi": 0.0061
          },
          {
            "time": "10:07",
            "open": 5.94,
            "high": 5.94,
            "low": 5.94,
            "close": 5.94,
            "amount_yi": 0.0051
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43072.62,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.94,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 5.88,
        "open": 5.97,
        "high": 5.98,
        "low": 5.86,
        "bid1": 5.93,
        "ask1": 5.94,
        "bid_qty1": 100,
        "ask_qty1": 264
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "near_trigger",
      "qty": 500,
      "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": 11.794,
      "price_vs_vwap_pct": 0.3052,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0277,
        "prev_amount_yi": 0.0048,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 5.7708,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 11.81,
            "high": 11.81,
            "low": 11.79,
            "close": 11.79,
            "amount_yi": 0.0087
          },
          {
            "time": "10:06",
            "open": 11.81,
            "high": 11.83,
            "low": 11.81,
            "close": 11.83,
            "amount_yi": 0.0059
          },
          {
            "time": "10:07",
            "open": 11.83,
            "high": 11.83,
            "low": 11.83,
            "close": 11.83,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.83,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 11.73,
        "open": 11.74,
        "high": 11.92,
        "low": 11.68,
        "bid1": 11.83,
        "ask1": 11.84,
        "bid_qty1": 254,
        "ask_qty1": 330
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "near_trigger",
      "qty": 1100,
      "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": 5.7639,
      "price_vs_vwap_pct": 0.1058,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0137,
        "prev_amount_yi": 0.0044,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.1136,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 5.77,
            "high": 5.77,
            "low": 5.77,
            "close": 5.77,
            "amount_yi": 0.0028
          },
          {
            "time": "10:06",
            "open": 5.76,
            "high": 5.76,
            "low": 5.76,
            "close": 5.76,
            "amount_yi": 0.0015
          },
          {
            "time": "10:07",
            "open": 5.77,
            "high": 5.77,
            "low": 5.77,
            "close": 5.77,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.77,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 5.77,
        "open": 5.75,
        "high": 5.86,
        "low": 5.7,
        "bid1": 5.76,
        "ask1": 5.77,
        "bid_qty1": 452,
        "ask_qty1": 9
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "near_trigger",
      "qty": 900,
      "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": 6.6588,
      "price_vs_vwap_pct": 0.1682,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0071,
        "prev_amount_yi": 0.0022,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.2273,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 6.68,
            "high": 6.69,
            "low": 6.68,
            "close": 6.69,
            "amount_yi": 0.0035
          },
          {
            "time": "10:06",
            "open": 6.67,
            "high": 6.67,
            "low": 6.67,
            "close": 6.67,
            "amount_yi": 0.001
          },
          {
            "time": "10:07",
            "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": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.67,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 6.66,
        "open": 6.66,
        "high": 6.75,
        "low": 6.61,
        "bid1": 6.67,
        "ask1": 6.68,
        "bid_qty1": 93,
        "ask_qty1": 43
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 800,
      "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": 7.5428,
      "price_vs_vwap_pct": -0.4349,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0402,
        "prev_amount_yi": 0.0069,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 5.8261,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 7.5,
            "high": 7.5,
            "low": 7.49,
            "close": 7.49,
            "amount_yi": 0.0095
          },
          {
            "time": "10:06",
            "open": 7.48,
            "high": 7.51,
            "low": 7.48,
            "close": 7.51,
            "amount_yi": 0.0128
          },
          {
            "time": "10:07",
            "open": 7.51,
            "high": 7.51,
            "low": 7.51,
            "close": 7.51,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.51,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 7.58,
        "open": 7.6,
        "high": 7.65,
        "low": 7.45,
        "bid1": 7.5,
        "ask1": 7.51,
        "bid_qty1": 3,
        "ask_qty1": 182
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 900,
      "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": 6.8806,
      "price_vs_vwap_pct": -0.4447,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0133,
        "prev_amount_yi": 0.0092,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4457,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 6.85,
            "high": 6.85,
            "low": 6.84,
            "close": 6.84,
            "amount_yi": 0.0064
          },
          {
            "time": "10:06",
            "open": 6.85,
            "high": 6.85,
            "low": 6.84,
            "close": 6.84,
            "amount_yi": 0.0023
          },
          {
            "time": "10:07",
            "open": 6.85,
            "high": 6.85,
            "low": 6.85,
            "close": 6.85,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.85,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 6.83,
        "open": 6.86,
        "high": 6.97,
        "low": 6.8,
        "bid1": 6.84,
        "ask1": 6.85,
        "bid_qty1": 332,
        "ask_qty1": 29
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 600,
      "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": 9.8962,
      "price_vs_vwap_pct": -0.5679,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0533,
        "prev_amount_yi": 0.0151,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.5298,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 9.82,
            "high": 9.83,
            "low": 9.82,
            "close": 9.83,
            "amount_yi": 0.0061
          },
          {
            "time": "10:06",
            "open": 9.85,
            "high": 9.85,
            "low": 9.84,
            "close": 9.84,
            "amount_yi": 0.0087
          },
          {
            "time": "10:07",
            "open": 9.84,
            "high": 9.84,
            "low": 9.84,
            "close": 9.84,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.84,
        "ts": "2026-07-06T10:07:08",
        "prev_close": 9.95,
        "open": 9.95,
        "high": 10.06,
        "low": 9.78,
        "bid1": 9.84,
        "ask1": 9.85,
        "bid_qty1": 279,
        "ask_qty1": 104
      },
      "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": "2026-07-06T10:07:11",
      "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": 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": 3.7704,
      "intraday_vwap": 23.2871,
      "price_vs_vwap_pct": 0.1413,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0389,
        "prev_amount_yi": 0.02,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.945,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 23.23,
            "high": 23.23,
            "low": 23.22,
            "close": 23.22,
            "amount_yi": 0.0125
          },
          {
            "time": "10:06",
            "open": 23.24,
            "high": 23.32,
            "low": 23.24,
            "close": 23.32,
            "amount_yi": 0.0054
          },
          {
            "time": "10:07",
            "open": 23.32,
            "high": 23.32,
            "low": 23.32,
            "close": 23.32,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43072.62,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.32,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 22.82,
        "open": 23.0,
        "high": 23.61,
        "low": 22.67,
        "bid1": 23.32,
        "ask1": 23.34,
        "bid_qty1": 8,
        "ask_qty1": 10
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300444:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300444:VWAP_RECLAIM",
      "symbol": "SZSE.300444",
      "name": "双杰电气",
      "side": "BUY",
      "priority": "W45",
      "status": "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": "2026-07-06T10:07:11",
      "sim_reason": "near_trigger",
      "qty": 500,
      "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": 12.6087,
      "price_vs_vwap_pct": -1.1,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0751,
        "prev_amount_yi": 0.0139,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 5.4029,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 12.48,
            "high": 12.48,
            "low": 12.46,
            "close": 12.46,
            "amount_yi": 0.0147
          },
          {
            "time": "10:06",
            "open": 12.46,
            "high": 12.48,
            "low": 12.46,
            "close": 12.48,
            "amount_yi": 0.0219
          },
          {
            "time": "10:07",
            "open": 12.47,
            "high": 12.47,
            "low": 12.47,
            "close": 12.47,
            "amount_yi": 0.0068
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.47,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 12.34,
        "open": 12.36,
        "high": 12.95,
        "low": 12.28,
        "bid1": 12.47,
        "ask1": 12.48,
        "bid_qty1": 331,
        "ask_qty1": 68
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "near_trigger",
      "qty": 200,
      "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": 25.1873,
      "price_vs_vwap_pct": 0.1695,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0951,
        "prev_amount_yi": 0.0548,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7354,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 25.24,
            "high": 25.24,
            "low": 25.24,
            "close": 25.24,
            "amount_yi": 0.0121
          },
          {
            "time": "10:06",
            "open": 25.25,
            "high": 25.25,
            "low": 25.23,
            "close": 25.23,
            "amount_yi": 0.03
          },
          {
            "time": "10:07",
            "open": 25.23,
            "high": 25.23,
            "low": 25.23,
            "close": 25.23,
            "amount_yi": 0.0066
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.23,
        "ts": "2026-07-06T10:07:10",
        "prev_close": 25.18,
        "open": 25.19,
        "high": 25.37,
        "low": 25.0,
        "bid1": 25.2,
        "ask1": 25.22,
        "bid_qty1": 104,
        "ask_qty1": 2
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 100,
      "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": 46.1474,
      "price_vs_vwap_pct": -4.4367,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1294,
        "prev_amount_yi": 0.6316,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7882,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.2243
          },
          {
            "time": "10:06",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.1308
          },
          {
            "time": "10:07",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.0757
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 44.1,
        "ts": "2026-07-06T10:07:08",
        "prev_close": 49.0,
        "open": 51.0,
        "high": 51.99,
        "low": 44.1,
        "bid1": 0.0,
        "ask1": 44.1,
        "bid_qty1": 0,
        "ask_qty1": 3659
      },
      "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": "2026-07-06T10:07:11",
      "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": 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": 2.9813,
      "intraday_vwap": 11.6937,
      "price_vs_vwap_pct": 0.3959,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0576,
        "prev_amount_yi": 0.0463,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2441,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 11.75,
            "high": 11.75,
            "low": 11.72,
            "close": 11.72,
            "amount_yi": 0.0094
          },
          {
            "time": "10:06",
            "open": 11.74,
            "high": 11.74,
            "low": 11.73,
            "close": 11.73,
            "amount_yi": 0.0128
          },
          {
            "time": "10:07",
            "open": 11.74,
            "high": 11.74,
            "low": 11.74,
            "close": 11.74,
            "amount_yi": 0.0096
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.74,
        "ts": "2026-07-06T10:07:08",
        "prev_close": 11.57,
        "open": 11.52,
        "high": 11.86,
        "low": 11.31,
        "bid1": 11.73,
        "ask1": 11.74,
        "bid_qty1": 17,
        "ask_qty1": 581
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 400,
      "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": 13.1727,
      "price_vs_vwap_pct": 0.8146,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0328,
        "prev_amount_yi": 0.0059,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 5.5593,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 13.25,
            "high": 13.25,
            "low": 13.25,
            "close": 13.25,
            "amount_yi": 0.0163
          },
          {
            "time": "10:06",
            "open": 13.25,
            "high": 13.28,
            "low": 13.25,
            "close": 13.28,
            "amount_yi": 0.0119
          },
          {
            "time": "10:07",
            "open": 13.28,
            "high": 13.28,
            "low": 13.28,
            "close": 13.28,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.28,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 13.2,
        "open": 13.18,
        "high": 13.29,
        "low": 13.04,
        "bid1": 13.28,
        "ask1": 13.29,
        "bid_qty1": 58,
        "ask_qty1": 298
      },
      "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": "OBSERVE",
      "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": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 800,
      "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": 7.2469,
      "price_vs_vwap_pct": -0.2332,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.006,
        "prev_amount_yi": 0.0033,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8182,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 7.24,
            "high": 7.24,
            "low": 7.23,
            "close": 7.23,
            "amount_yi": 0.0007
          },
          {
            "time": "10:06",
            "open": 7.23,
            "high": 7.23,
            "low": 7.23,
            "close": 7.23,
            "amount_yi": 0.0002
          },
          {
            "time": "10:07",
            "open": 7.23,
            "high": 7.23,
            "low": 7.23,
            "close": 7.23,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.23,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 7.25,
        "open": 7.31,
        "high": 7.35,
        "low": 7.16,
        "bid1": 7.23,
        "ask1": 7.24,
        "bid_qty1": 58,
        "ask_qty1": 268
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-06T10:07:11",
      "sim_reason": "near_trigger",
      "qty": 300,
      "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": 16.6642,
      "price_vs_vwap_pct": -0.8653,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0318,
        "prev_amount_yi": 0.0059,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 5.3898,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 16.57,
            "high": 16.57,
            "low": 16.54,
            "close": 16.54,
            "amount_yi": 0.0155
          },
          {
            "time": "10:06",
            "open": 16.53,
            "high": 16.53,
            "low": 16.52,
            "close": 16.52,
            "amount_yi": 0.0062
          },
          {
            "time": "10:07",
            "open": 16.52,
            "high": 16.52,
            "low": 16.52,
            "close": 16.52,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.52,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 16.43,
        "open": 16.48,
        "high": 16.93,
        "low": 16.3,
        "bid1": 16.52,
        "ask1": 16.53,
        "bid_qty1": 48,
        "ask_qty1": 80
      },
      "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 13.96,
      "exec_low": 14.17,
      "exec_high": 14.17,
      "invalid_price": 13.54,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:07:11",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 400,
      "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": 3.2857,
      "intraday_vwap": 13.8355,
      "price_vs_vwap_pct": 1.1167,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0684,
        "prev_amount_yi": 0.0734,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9319,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 13.97,
            "high": 13.99,
            "low": 13.97,
            "close": 13.99,
            "amount_yi": 0.0215
          },
          {
            "time": "10:06",
            "open": 13.99,
            "high": 14.0,
            "low": 13.99,
            "close": 14.0,
            "amount_yi": 0.013
          },
          {
            "time": "10:07",
            "open": 13.99,
            "high": 13.99,
            "low": 13.99,
            "close": 13.99,
            "amount_yi": 0.0068
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43072.62,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.99,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 13.6,
        "open": 13.7,
        "high": 14.0,
        "low": 13.58,
        "bid1": 13.99,
        "ask1": 14.0,
        "bid_qty1": 79,
        "ask_qty1": 76
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.601727:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.601727:VWAP_RECLAIM",
      "symbol": "SHSE.601727",
      "name": "上海电气",
      "side": "BUY",
      "priority": "W53",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.0,
      "exec_low": 7.1,
      "exec_high": 7.1,
      "invalid_price": 6.79,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:07:11",
      "sim_reason": "near_trigger",
      "qty": 900,
      "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": 6.9748,
      "price_vs_vwap_pct": 0.0746,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1504,
        "prev_amount_yi": 0.0332,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.5301,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 6.98,
            "high": 6.98,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0568
          },
          {
            "time": "10:06",
            "open": 6.98,
            "high": 6.98,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0259
          },
          {
            "time": "10:07",
            "open": 6.98,
            "high": 6.98,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0162
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.98,
        "ts": "2026-07-06T10:07:10",
        "prev_close": 6.96,
        "open": 6.99,
        "high": 7.01,
        "low": 6.93,
        "bid1": 6.98,
        "ask1": 6.99,
        "bid_qty1": 1754,
        "ask_qty1": 8180
      },
      "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": "2026-07-06T10:07:11",
      "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": 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": 3.0899,
      "intraday_vwap": 21.317,
      "price_vs_vwap_pct": 0.1548,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0504,
        "prev_amount_yi": 0.0153,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.2941,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 21.36,
            "high": 21.36,
            "low": 21.36,
            "close": 21.36,
            "amount_yi": 0.0089
          },
          {
            "time": "10:06",
            "open": 21.34,
            "high": 21.35,
            "low": 21.34,
            "close": 21.35,
            "amount_yi": 0.008
          },
          {
            "time": "10:07",
            "open": 21.35,
            "high": 21.35,
            "low": 21.35,
            "close": 21.35,
            "amount_yi": 0.0075
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43072.62,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.35,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 21.17,
        "open": 21.2,
        "high": 21.5,
        "low": 21.06,
        "bid1": 21.35,
        "ask1": 21.36,
        "bid_qty1": 33,
        "ask_qty1": 254
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 600,
      "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": 10.0535,
      "price_vs_vwap_pct": -0.7311,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1441,
        "prev_amount_yi": 0.0673,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1412,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 9.9,
            "high": 9.9,
            "low": 9.9,
            "close": 9.9,
            "amount_yi": 0.0537
          },
          {
            "time": "10:06",
            "open": 9.9,
            "high": 9.97,
            "low": 9.9,
            "close": 9.97,
            "amount_yi": 0.0375
          },
          {
            "time": "10:07",
            "open": 9.98,
            "high": 9.98,
            "low": 9.98,
            "close": 9.98,
            "amount_yi": 0.0228
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.98,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 10.26,
        "open": 10.19,
        "high": 10.32,
        "low": 9.86,
        "bid1": 9.97,
        "ask1": 9.98,
        "bid_qty1": 25,
        "ask_qty1": 2
      },
      "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": "ACTIONABLE",
      "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": "2026-07-06T10:07:11",
      "sim_reason": "trigger_touched",
      "qty": 100,
      "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": 4.2318,
      "intraday_vwap": 61.5932,
      "price_vs_vwap_pct": -0.2163,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6321,
        "prev_amount_yi": 0.2246,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.8143,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 60.88,
            "high": 60.94,
            "low": 60.88,
            "close": 60.94,
            "amount_yi": 0.1742
          },
          {
            "time": "10:06",
            "open": 61.22,
            "high": 61.42,
            "low": 61.22,
            "close": 61.42,
            "amount_yi": 0.1867
          },
          {
            "time": "10:07",
            "open": 61.46,
            "high": 61.46,
            "low": 61.46,
            "close": 61.46,
            "amount_yi": 0.0579
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43072.62,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 61.46,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 58.0,
        "open": 58.88,
        "high": 62.67,
        "low": 58.73,
        "bid1": 61.43,
        "ask1": 61.44,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "previous_state": "ACTIONABLE",
      "next_state": "ACTIONABLE",
      "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": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 600,
      "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": 10.0158,
      "price_vs_vwap_pct": -0.2576,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0167,
        "prev_amount_yi": 0.0189,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8836,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 9.98,
            "high": 9.98,
            "low": 9.97,
            "close": 9.97,
            "amount_yi": 0.0024
          },
          {
            "time": "10:06",
            "open": 10.0,
            "high": 10.0,
            "low": 9.98,
            "close": 9.98,
            "amount_yi": 0.0013
          },
          {
            "time": "10:07",
            "open": 9.99,
            "high": 9.99,
            "low": 9.99,
            "close": 9.99,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.99,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 9.99,
        "open": 10.02,
        "high": 10.1,
        "low": 9.93,
        "bid1": 9.98,
        "ask1": 10.0,
        "bid_qty1": 39,
        "ask_qty1": 102
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 1300,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 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": 4.7997,
      "price_vs_vwap_pct": 0.6313,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0251,
        "prev_amount_yi": 0.0116,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1638,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 4.83,
            "high": 4.83,
            "low": 4.82,
            "close": 4.82,
            "amount_yi": 0.0027
          },
          {
            "time": "10:06",
            "open": 4.83,
            "high": 4.83,
            "low": 4.82,
            "close": 4.82,
            "amount_yi": 0.0052
          },
          {
            "time": "10:07",
            "open": 4.83,
            "high": 4.83,
            "low": 4.83,
            "close": 4.83,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43072.62,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "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": "2026-07-06T10:07:09",
        "prev_close": 4.78,
        "open": 4.79,
        "high": 4.83,
        "low": 4.76,
        "bid1": 4.82,
        "ask1": 4.83,
        "bid_qty1": 459,
        "ask_qty1": 5335
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 900,
      "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": 6.593,
      "price_vs_vwap_pct": 0.7129,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0099,
        "prev_amount_yi": 0.0017,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 5.8235,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 6.64,
            "high": 6.64,
            "low": 6.62,
            "close": 6.62,
            "amount_yi": 0.0012
          },
          {
            "time": "10:06",
            "open": 6.63,
            "high": 6.64,
            "low": 6.63,
            "close": 6.64,
            "amount_yi": 0.0034
          },
          {
            "time": "10:07",
            "open": 6.64,
            "high": 6.64,
            "low": 6.64,
            "close": 6.64,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43072.62,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.64,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 6.61,
        "open": 6.61,
        "high": 6.68,
        "low": 6.54,
        "bid1": 6.63,
        "ask1": 6.64,
        "bid_qty1": 60,
        "ask_qty1": 428
      },
      "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": "ACTIONABLE",
      "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": "2026-07-06T10:07:11",
      "sim_reason": "trigger_touched",
      "qty": 200,
      "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": 4.0477,
      "intraday_vwap": 27.6652,
      "price_vs_vwap_pct": -0.0188,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1465,
        "prev_amount_yi": 0.0633,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3144,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 27.72,
            "high": 27.72,
            "low": 27.71,
            "close": 27.71,
            "amount_yi": 0.0602
          },
          {
            "time": "10:06",
            "open": 27.72,
            "high": 27.72,
            "low": 27.71,
            "close": 27.71,
            "amount_yi": 0.02
          },
          {
            "time": "10:07",
            "open": 27.66,
            "high": 27.66,
            "low": 27.66,
            "close": 27.66,
            "amount_yi": 0.0098
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43072.62,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.66,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 27.05,
        "open": 27.58,
        "high": 27.95,
        "low": 27.31,
        "bid1": 27.66,
        "ask1": 27.67,
        "bid_qty1": 6,
        "ask_qty1": 26
      },
      "previous_state": "OBSERVE",
      "next_state": "ACTIONABLE",
      "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": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 1300,
      "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": -0.2995,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0075,
        "prev_amount_yi": 0,
        "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
          },
          {
            "time": "10:05",
            "open": 4.58,
            "high": 4.58,
            "low": 4.57,
            "close": 4.57,
            "amount_yi": 0.0039
          },
          {
            "time": "10:06",
            "open": 4.57,
            "high": 4.57,
            "low": 4.57,
            "close": 4.57,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.56,
        "ts": "2026-07-06T10:07:06",
        "prev_close": 4.53,
        "open": 4.54,
        "high": 4.63,
        "low": 4.52,
        "bid1": 4.56,
        "ask1": 4.57,
        "bid_qty1": 292,
        "ask_qty1": 140
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 200,
      "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": 21.7417,
      "price_vs_vwap_pct": 0.0842,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3165,
        "prev_amount_yi": 0.1062,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.9802,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 21.73,
            "high": 21.73,
            "low": 21.71,
            "close": 21.71,
            "amount_yi": 0.0496
          },
          {
            "time": "10:06",
            "open": 21.72,
            "high": 21.75,
            "low": 21.72,
            "close": 21.75,
            "amount_yi": 0.1112
          },
          {
            "time": "10:07",
            "open": 21.76,
            "high": 21.76,
            "low": 21.76,
            "close": 21.76,
            "amount_yi": 0.0374
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.76,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 21.65,
        "open": 21.78,
        "high": 21.98,
        "low": 21.53,
        "bid1": 21.76,
        "ask1": 21.77,
        "bid_qty1": 261,
        "ask_qty1": 330
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 400,
      "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": 4.0,
      "intraday_vwap": 14.2259,
      "price_vs_vwap_pct": 0.1694,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0987,
        "prev_amount_yi": 0.0146,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 6.7603,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 14.2,
            "high": 14.2,
            "low": 14.2,
            "close": 14.2,
            "amount_yi": 0.016
          },
          {
            "time": "10:06",
            "open": 14.23,
            "high": 14.24,
            "low": 14.23,
            "close": 14.24,
            "amount_yi": 0.0054
          },
          {
            "time": "10:07",
            "open": 14.25,
            "high": 14.25,
            "low": 14.25,
            "close": 14.25,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43072.62,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.25,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 13.87,
        "open": 13.89,
        "high": 14.48,
        "low": 13.88,
        "bid1": 14.23,
        "ask1": 14.25,
        "bid_qty1": 42,
        "ask_qty1": 159
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "near_trigger",
      "qty": 500,
      "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": 12.5961,
      "price_vs_vwap_pct": -0.6835,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0667,
        "prev_amount_yi": 0.0223,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.991,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 12.49,
            "high": 12.51,
            "low": 12.49,
            "close": 12.51,
            "amount_yi": 0.0207
          },
          {
            "time": "10:06",
            "open": 12.51,
            "high": 12.51,
            "low": 12.51,
            "close": 12.51,
            "amount_yi": 0.0102
          },
          {
            "time": "10:07",
            "open": 12.51,
            "high": 12.51,
            "low": 12.51,
            "close": 12.51,
            "amount_yi": 0.0074
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.51,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 12.36,
        "open": 12.42,
        "high": 12.85,
        "low": 12.4,
        "bid1": 12.51,
        "ask1": 12.52,
        "bid_qty1": 106,
        "ask_qty1": 83
      },
      "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": "2026-07-06T10:07:11",
      "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": 35.2209,
      "price_vs_vwap_pct": -0.1161,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1949,
        "prev_amount_yi": 0.0589,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.309,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 35.02,
            "high": 35.07,
            "low": 35.02,
            "close": 35.07,
            "amount_yi": 0.048
          },
          {
            "time": "10:06",
            "open": 35.2,
            "high": 35.2,
            "low": 35.18,
            "close": 35.18,
            "amount_yi": 0.05
          },
          {
            "time": "10:07",
            "open": 35.18,
            "high": 35.18,
            "low": 35.18,
            "close": 35.18,
            "amount_yi": 0.0227
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.18,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 33.84,
        "open": 34.29,
        "high": 35.97,
        "low": 34.0,
        "bid1": 35.18,
        "ask1": 35.19,
        "bid_qty1": 104,
        "ask_qty1": 7
      },
      "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": "OBSERVE",
      "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": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 400,
      "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": 14.4153,
      "price_vs_vwap_pct": -0.1755,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2317,
        "prev_amount_yi": 0.0547,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.2358,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 14.41,
            "high": 14.41,
            "low": 14.38,
            "close": 14.38,
            "amount_yi": 0.0768
          },
          {
            "time": "10:06",
            "open": 14.4,
            "high": 14.4,
            "low": 14.4,
            "close": 14.4,
            "amount_yi": 0.0343
          },
          {
            "time": "10:07",
            "open": 14.39,
            "high": 14.39,
            "low": 14.39,
            "close": 14.39,
            "amount_yi": 0.0212
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.39,
        "ts": "2026-07-06T10:07:08",
        "prev_close": 14.29,
        "open": 14.42,
        "high": 14.57,
        "low": 14.2,
        "bid1": 14.39,
        "ask1": 14.4,
        "bid_qty1": 397,
        "ask_qty1": 942
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.000967:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.000967:VWAP_RECLAIM",
      "symbol": "SZSE.000967",
      "name": "盈峰环境",
      "side": "BUY",
      "priority": "W67",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.77,
      "exec_low": 10.93,
      "exec_high": 10.93,
      "invalid_price": 10.45,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 600,
      "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": 10.5001,
      "price_vs_vwap_pct": -0.2867,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2293,
        "prev_amount_yi": 0.0746,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.0737,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 10.42,
            "high": 10.42,
            "low": 10.42,
            "close": 10.42,
            "amount_yi": 0.0475
          },
          {
            "time": "10:06",
            "open": 10.45,
            "high": 10.46,
            "low": 10.45,
            "close": 10.46,
            "amount_yi": 0.0583
          },
          {
            "time": "10:07",
            "open": 10.47,
            "high": 10.47,
            "low": 10.47,
            "close": 10.47,
            "amount_yi": 0.0117
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.47,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 10.48,
        "open": 10.54,
        "high": 10.77,
        "low": 10.38,
        "bid1": 10.46,
        "ask1": 10.47,
        "bid_qty1": 545,
        "ask_qty1": 32
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002212:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002212:VWAP_RECLAIM",
      "symbol": "SZSE.002212",
      "name": "天融信",
      "side": "BUY",
      "priority": "W68",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.84,
      "exec_low": 5.93,
      "exec_high": 5.93,
      "invalid_price": 5.66,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 1100,
      "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": 5.6886,
      "price_vs_vwap_pct": -0.1512,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0302,
        "prev_amount_yi": 0.0092,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.2826,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 5.67,
            "high": 5.68,
            "low": 5.67,
            "close": 5.68,
            "amount_yi": 0.0088
          },
          {
            "time": "10:06",
            "open": 5.68,
            "high": 5.69,
            "low": 5.68,
            "close": 5.69,
            "amount_yi": 0.0048
          },
          {
            "time": "10:07",
            "open": 5.68,
            "high": 5.68,
            "low": 5.68,
            "close": 5.68,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.68,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 5.74,
        "open": 5.72,
        "high": 5.75,
        "low": 5.65,
        "bid1": 5.68,
        "ask1": 5.69,
        "bid_qty1": 689,
        "ask_qty1": 922
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600973:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600973:VWAP_RECLAIM",
      "symbol": "SHSE.600973",
      "name": "宝胜股份",
      "side": "BUY",
      "priority": "W69",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 6.77,
      "exec_low": 6.87,
      "exec_high": 6.87,
      "invalid_price": 6.57,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 900,
      "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": 6.5214,
      "price_vs_vwap_pct": -0.4815,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.026,
        "prev_amount_yi": 0.0062,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.1935,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 6.5,
            "high": 6.5,
            "low": 6.49,
            "close": 6.49,
            "amount_yi": 0.009
          },
          {
            "time": "10:06",
            "open": 6.49,
            "high": 6.49,
            "low": 6.49,
            "close": 6.49,
            "amount_yi": 0.0068
          },
          {
            "time": "10:07",
            "open": 6.49,
            "high": 6.49,
            "low": 6.49,
            "close": 6.49,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.49,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 6.62,
        "open": 6.6,
        "high": 6.6,
        "low": 6.46,
        "bid1": 6.49,
        "ask1": 6.5,
        "bid_qty1": 639,
        "ask_qty1": 1679
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 100,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 53.1266,
      "price_vs_vwap_pct": -0.0124,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1104,
        "prev_amount_yi": 0.0411,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.6861,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 53.31,
            "high": 53.31,
            "low": 53.28,
            "close": 53.28,
            "amount_yi": 0.0288
          },
          {
            "time": "10:06",
            "open": 53.28,
            "high": 53.28,
            "low": 53.18,
            "close": 53.18,
            "amount_yi": 0.0334
          },
          {
            "time": "10:07",
            "open": 53.12,
            "high": 53.12,
            "low": 53.12,
            "close": 53.12,
            "amount_yi": 0.011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 53.12,
        "ts": "2026-07-06T10:07:10",
        "prev_close": 51.67,
        "open": 52.46,
        "high": 54.12,
        "low": 51.0,
        "bid1": 53.11,
        "ask1": 53.12,
        "bid_qty1": 12,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002771:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260703:SZSE.002771:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002771",
      "name": "真视通",
      "side": "BUY",
      "priority": "W71",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:07:11",
      "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": 14.1201,
      "price_vs_vwap_pct": 0.2118,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0459,
        "prev_amount_yi": 0.0088,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 5.2159,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 14.16,
            "high": 14.16,
            "low": 14.14,
            "close": 14.14,
            "amount_yi": 0.0095
          },
          {
            "time": "10:06",
            "open": 14.13,
            "high": 14.17,
            "low": 14.13,
            "close": 14.17,
            "amount_yi": 0.0164
          },
          {
            "time": "10:07",
            "open": 14.15,
            "high": 14.15,
            "low": 14.15,
            "close": 14.15,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.15,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 13.87,
        "open": 13.75,
        "high": 14.49,
        "low": 13.53,
        "bid1": 14.15,
        "ask1": 14.16,
        "bid_qty1": 72,
        "ask_qty1": 83
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 800,
      "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": 7.9866,
      "price_vs_vwap_pct": -2.3364,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2341,
        "prev_amount_yi": 0.1232,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9002,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 7.78,
            "high": 7.81,
            "low": 7.78,
            "close": 7.81,
            "amount_yi": 0.063
          },
          {
            "time": "10:06",
            "open": 7.83,
            "high": 7.83,
            "low": 7.82,
            "close": 7.82,
            "amount_yi": 0.0757
          },
          {
            "time": "10:07",
            "open": 7.8,
            "high": 7.8,
            "low": 7.8,
            "close": 7.8,
            "amount_yi": 0.0236
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.8,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 7.72,
        "open": 7.99,
        "high": 8.22,
        "low": 7.73,
        "bid1": 7.8,
        "ask1": 7.81,
        "bid_qty1": 2111,
        "ask_qty1": 317
      },
      "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": "2026-07-06T10:07:11",
      "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": 36.1984,
      "price_vs_vwap_pct": -1.4045,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1366,
        "prev_amount_yi": 0.0338,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.0414,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 35.58,
            "high": 35.58,
            "low": 35.43,
            "close": 35.43,
            "amount_yi": 0.0636
          },
          {
            "time": "10:06",
            "open": 35.49,
            "high": 35.6,
            "low": 35.49,
            "close": 35.6,
            "amount_yi": 0.0184
          },
          {
            "time": "10:07",
            "open": 35.69,
            "high": 35.69,
            "low": 35.69,
            "close": 35.69,
            "amount_yi": 0.0097
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.69,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 37.07,
        "open": 36.87,
        "high": 37.1,
        "low": 35.4,
        "bid1": 35.68,
        "ask1": 35.69,
        "bid_qty1": 70,
        "ask_qty1": 23
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 300,
      "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": 17.8298,
      "price_vs_vwap_pct": -0.2232,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1343,
        "prev_amount_yi": 0.0383,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.5065,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 17.71,
            "high": 17.72,
            "low": 17.71,
            "close": 17.72,
            "amount_yi": 0.0325
          },
          {
            "time": "10:06",
            "open": 17.78,
            "high": 17.78,
            "low": 17.78,
            "close": 17.78,
            "amount_yi": 0.039
          },
          {
            "time": "10:07",
            "open": 17.79,
            "high": 17.79,
            "low": 17.79,
            "close": 17.79,
            "amount_yi": 0.0141
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.79,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 18.18,
        "open": 18.03,
        "high": 18.07,
        "low": 17.65,
        "bid1": 17.79,
        "ask1": 17.8,
        "bid_qty1": 79,
        "ask_qty1": 8
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 300,
      "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": 18.012,
      "price_vs_vwap_pct": -2.0098,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1282,
        "prev_amount_yi": 0.0607,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.112,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 17.63,
            "high": 17.63,
            "low": 17.62,
            "close": 17.62,
            "amount_yi": 0.0546
          },
          {
            "time": "10:06",
            "open": 17.62,
            "high": 17.63,
            "low": 17.62,
            "close": 17.63,
            "amount_yi": 0.0236
          },
          {
            "time": "10:07",
            "open": 17.65,
            "high": 17.65,
            "low": 17.65,
            "close": 17.65,
            "amount_yi": 0.0139
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.65,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 18.29,
        "open": 18.44,
        "high": 18.76,
        "low": 17.61,
        "bid1": 17.64,
        "ask1": 17.65,
        "bid_qty1": 52,
        "ask_qty1": 80
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "near_trigger",
      "qty": 1000,
      "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": 6.3913,
      "price_vs_vwap_pct": -0.4897,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0695,
        "prev_amount_yi": 0.0529,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3138,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 6.38,
            "high": 6.38,
            "low": 6.37,
            "close": 6.37,
            "amount_yi": 0.0092
          },
          {
            "time": "10:06",
            "open": 6.36,
            "high": 6.37,
            "low": 6.36,
            "close": 6.37,
            "amount_yi": 0.0165
          },
          {
            "time": "10:07",
            "open": 6.36,
            "high": 6.36,
            "low": 6.36,
            "close": 6.36,
            "amount_yi": 0.0048
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.36,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 6.31,
        "open": 6.27,
        "high": 6.47,
        "low": 6.27,
        "bid1": 6.36,
        "ask1": 6.37,
        "bid_qty1": 1068,
        "ask_qty1": 976
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.000561:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.000561:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000561",
      "name": "烽火电子",
      "side": "BUY",
      "priority": "W77",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 7.74,
      "exec_low": 7.74,
      "exec_high": 7.86,
      "invalid_price": 7.51,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 800,
      "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": 7.601,
      "price_vs_vwap_pct": -1.0656,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0255,
        "prev_amount_yi": 0.0091,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.8022,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 7.52,
            "high": 7.52,
            "low": 7.5,
            "close": 7.5,
            "amount_yi": 0.0096
          },
          {
            "time": "10:06",
            "open": 7.5,
            "high": 7.51,
            "low": 7.5,
            "close": 7.51,
            "amount_yi": 0.0078
          },
          {
            "time": "10:07",
            "open": 7.52,
            "high": 7.52,
            "low": 7.52,
            "close": 7.52,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.52,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 7.64,
        "open": 7.67,
        "high": 7.72,
        "low": 7.5,
        "bid1": 7.51,
        "ask1": 7.52,
        "bid_qty1": 289,
        "ask_qty1": 1050
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300345:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300345:VWAP_RECLAIM",
      "symbol": "SZSE.300345",
      "name": "华民股份",
      "side": "BUY",
      "priority": "W78",
      "status": "NEAR_TRIGGER",
      "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": "2026-07-06T10:07:11",
      "sim_reason": "near_trigger",
      "qty": 700,
      "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": 8.2352,
      "price_vs_vwap_pct": 1.0297,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1326,
        "prev_amount_yi": 0.0443,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.9932,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 8.22,
            "high": 8.22,
            "low": 8.21,
            "close": 8.21,
            "amount_yi": 0.0419
          },
          {
            "time": "10:06",
            "open": 8.22,
            "high": 8.27,
            "low": 8.22,
            "close": 8.27,
            "amount_yi": 0.032
          },
          {
            "time": "10:07",
            "open": 8.32,
            "high": 8.32,
            "low": 8.32,
            "close": 8.32,
            "amount_yi": 0.0278
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.32,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 7.79,
        "open": 7.99,
        "high": 8.47,
        "low": 7.93,
        "bid1": 8.31,
        "ask1": 8.32,
        "bid_qty1": 14,
        "ask_qty1": 328
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-06T10:07:11",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 400,
      "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": 4.2023,
      "intraday_vwap": 12.8699,
      "price_vs_vwap_pct": -0.1546,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0356,
        "prev_amount_yi": 0.021,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6952,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 12.83,
            "high": 12.83,
            "low": 12.83,
            "close": 12.83,
            "amount_yi": 0.0085
          },
          {
            "time": "10:06",
            "open": 12.81,
            "high": 12.85,
            "low": 12.81,
            "close": 12.85,
            "amount_yi": 0.012
          },
          {
            "time": "10:07",
            "open": 12.85,
            "high": 12.85,
            "low": 12.85,
            "close": 12.85,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43072.62,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "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": "2026-07-06T10:07:09",
        "prev_close": 12.55,
        "open": 12.5,
        "high": 13.07,
        "low": 12.4,
        "bid1": 12.84,
        "ask1": 12.85,
        "bid_qty1": 126,
        "ask_qty1": 15
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 400,
      "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": 13.3514,
      "price_vs_vwap_pct": -2.4821,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2471,
        "prev_amount_yi": 0.0654,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.7783,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 13.0,
            "high": 13.0,
            "low": 13.0,
            "close": 13.0,
            "amount_yi": 0.0627
          },
          {
            "time": "10:06",
            "open": 13.01,
            "high": 13.02,
            "low": 13.01,
            "close": 13.02,
            "amount_yi": 0.0812
          },
          {
            "time": "10:07",
            "open": 13.02,
            "high": 13.02,
            "low": 13.02,
            "close": 13.02,
            "amount_yi": 0.0192
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.02,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 13.0,
        "open": 13.36,
        "high": 13.65,
        "low": 12.95,
        "bid1": 13.01,
        "ask1": 13.02,
        "bid_qty1": 377,
        "ask_qty1": 85
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 400,
      "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": 14.7479,
      "price_vs_vwap_pct": -1.5453,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5472,
        "prev_amount_yi": 0.1609,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.4009,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 14.38,
            "high": 14.38,
            "low": 14.36,
            "close": 14.36,
            "amount_yi": 0.1367
          },
          {
            "time": "10:06",
            "open": 14.43,
            "high": 14.53,
            "low": 14.43,
            "close": 14.53,
            "amount_yi": 0.0805
          },
          {
            "time": "10:07",
            "open": 14.52,
            "high": 14.52,
            "low": 14.52,
            "close": 14.52,
            "amount_yi": 0.0576
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.52,
        "ts": "2026-07-06T10:07:10",
        "prev_close": 14.96,
        "open": 14.69,
        "high": 15.24,
        "low": 14.34,
        "bid1": 14.51,
        "ask1": 14.52,
        "bid_qty1": 35,
        "ask_qty1": 1223
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "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": 39.2077,
      "price_vs_vwap_pct": -1.2949,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2896,
        "prev_amount_yi": 0.158,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8329,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 38.62,
            "high": 38.62,
            "low": 38.62,
            "close": 38.62,
            "amount_yi": 0.1073
          },
          {
            "time": "10:06",
            "open": 38.7,
            "high": 38.7,
            "low": 38.68,
            "close": 38.68,
            "amount_yi": 0.0684
          },
          {
            "time": "10:07",
            "open": 38.7,
            "high": 38.7,
            "low": 38.7,
            "close": 38.7,
            "amount_yi": 0.0312
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 38.7,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 39.31,
        "open": 39.35,
        "high": 40.23,
        "low": 38.44,
        "bid1": 38.7,
        "ask1": 38.72,
        "bid_qty1": 4,
        "ask_qty1": 8
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 500,
      "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": 11.1566,
      "price_vs_vwap_pct": -0.5073,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0774,
        "prev_amount_yi": 0.0356,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1742,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 11.08,
            "high": 11.08,
            "low": 11.08,
            "close": 11.08,
            "amount_yi": 0.0146
          },
          {
            "time": "10:06",
            "open": 11.09,
            "high": 11.1,
            "low": 11.09,
            "close": 11.1,
            "amount_yi": 0.0167
          },
          {
            "time": "10:07",
            "open": 11.1,
            "high": 11.1,
            "low": 11.1,
            "close": 11.1,
            "amount_yi": 0.0099
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.1,
        "ts": "2026-07-06T10:07:08",
        "prev_close": 11.24,
        "open": 11.2,
        "high": 11.32,
        "low": 11.05,
        "bid1": 11.09,
        "ask1": 11.1,
        "bid_qty1": 810,
        "ask_qty1": 932
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 900,
      "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": 6.9797,
      "price_vs_vwap_pct": 0.8639,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0174,
        "prev_amount_yi": 0.0128,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3594,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 7.04,
            "high": 7.04,
            "low": 7.02,
            "close": 7.02,
            "amount_yi": 0.0018
          },
          {
            "time": "10:06",
            "open": 7.02,
            "high": 7.02,
            "low": 7.02,
            "close": 7.02,
            "amount_yi": 0.0018
          },
          {
            "time": "10:07",
            "open": 7.04,
            "high": 7.04,
            "low": 7.04,
            "close": 7.04,
            "amount_yi": 0.0056
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.04,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 6.77,
        "open": 6.77,
        "high": 7.16,
        "low": 6.74,
        "bid1": 7.04,
        "ask1": 7.05,
        "bid_qty1": 156,
        "ask_qty1": 31
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 900,
      "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": 5,
        "min_samples": 3,
        "amount_yi": 0.0187,
        "prev_amount_yi": 0.0053,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.5283,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 6.99,
            "high": 6.99,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0066
          },
          {
            "time": "10:06",
            "open": 6.98,
            "high": 6.99,
            "low": 6.98,
            "close": 6.99,
            "amount_yi": 0.0029
          },
          {
            "time": "10:07",
            "open": 6.98,
            "high": 6.98,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.98,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 6.95,
        "open": 7.0,
        "high": 7.05,
        "low": 6.95,
        "bid1": 6.98,
        "ask1": 6.99,
        "bid_qty1": 248,
        "ask_qty1": 316
      },
      "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": "2026-07-06T10:07:11",
      "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": 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": 3.8848,
      "intraday_vwap": 23.3853,
      "price_vs_vwap_pct": -2.0752,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1048,
        "prev_amount_yi": 0.0526,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9924,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 22.9,
            "high": 22.9,
            "low": 22.82,
            "close": 22.82,
            "amount_yi": 0.0317
          },
          {
            "time": "10:06",
            "open": 22.88,
            "high": 22.89,
            "low": 22.88,
            "close": 22.89,
            "amount_yi": 0.0231
          },
          {
            "time": "10:07",
            "open": 22.9,
            "high": 22.9,
            "low": 22.9,
            "close": 22.9,
            "amount_yi": 0.0156
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43072.62,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.9,
        "ts": "2026-07-06T10:07:08",
        "prev_close": 22.58,
        "open": 23.16,
        "high": 24.11,
        "low": 22.82,
        "bid1": 22.9,
        "ask1": 22.91,
        "bid_qty1": 6,
        "ask_qty1": 67
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 400,
      "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": 16.2867,
      "price_vs_vwap_pct": -2.1287,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0607,
        "prev_amount_yi": 0.0338,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7959,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 15.95,
            "high": 15.95,
            "low": 15.94,
            "close": 15.94,
            "amount_yi": 0.0165
          },
          {
            "time": "10:06",
            "open": 15.96,
            "high": 15.96,
            "low": 15.94,
            "close": 15.94,
            "amount_yi": 0.0137
          },
          {
            "time": "10:07",
            "open": 15.94,
            "high": 15.94,
            "low": 15.94,
            "close": 15.94,
            "amount_yi": 0.0078
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.94,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 16.42,
        "open": 16.4,
        "high": 16.84,
        "low": 15.81,
        "bid1": 15.93,
        "ask1": 15.94,
        "bid_qty1": 95,
        "ask_qty1": 17
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 400,
      "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": 16.1499,
      "price_vs_vwap_pct": -1.2997,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0527,
        "prev_amount_yi": 0.015,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.5133,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 15.91,
            "high": 15.91,
            "low": 15.89,
            "close": 15.89,
            "amount_yi": 0.0103
          },
          {
            "time": "10:06",
            "open": 15.91,
            "high": 15.94,
            "low": 15.91,
            "close": 15.94,
            "amount_yi": 0.0136
          },
          {
            "time": "10:07",
            "open": 15.94,
            "high": 15.94,
            "low": 15.94,
            "close": 15.94,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.94,
        "ts": "2026-07-06T10:07:08",
        "prev_close": 16.33,
        "open": 16.33,
        "high": 16.49,
        "low": 15.87,
        "bid1": 15.92,
        "ask1": 15.94,
        "bid_qty1": 86,
        "ask_qty1": 49
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 300,
      "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": 20.8375,
      "price_vs_vwap_pct": -0.3719,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0779,
        "prev_amount_yi": 0.0344,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2645,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 20.72,
            "high": 20.74,
            "low": 20.72,
            "close": 20.74,
            "amount_yi": 0.0221
          },
          {
            "time": "10:06",
            "open": 20.73,
            "high": 20.74,
            "low": 20.73,
            "close": 20.74,
            "amount_yi": 0.0242
          },
          {
            "time": "10:07",
            "open": 20.76,
            "high": 20.76,
            "low": 20.76,
            "close": 20.76,
            "amount_yi": 0.0089
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.76,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 20.99,
        "open": 20.88,
        "high": 21.08,
        "low": 20.68,
        "bid1": 20.75,
        "ask1": 20.76,
        "bid_qty1": 58,
        "ask_qty1": 36
      },
      "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": "2026-07-06T10:07:11",
      "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": 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": 11.2341,
      "price_vs_vwap_pct": -3.6861,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0689,
        "prev_amount_yi": 0.0331,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0816,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 10.83,
            "high": 10.83,
            "low": 10.82,
            "close": 10.82,
            "amount_yi": 0.0237
          },
          {
            "time": "10:06",
            "open": 10.83,
            "high": 10.83,
            "low": 10.81,
            "close": 10.81,
            "amount_yi": 0.0148
          },
          {
            "time": "10:07",
            "open": 10.82,
            "high": 10.82,
            "low": 10.82,
            "close": 10.82,
            "amount_yi": 0.0024
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.82,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 9.87,
        "open": 10.29,
        "high": 11.8,
        "low": 10.29,
        "bid1": 10.81,
        "ask1": 10.82,
        "bid_qty1": 698,
        "ask_qty1": 62
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "near_trigger",
      "qty": 200,
      "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": 26.1835,
      "price_vs_vwap_pct": -0.5099,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0282,
        "prev_amount_yi": 0.0057,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.9474,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 26.11,
            "high": 26.11,
            "low": 26.05,
            "close": 26.05,
            "amount_yi": 0.0147
          },
          {
            "time": "10:06",
            "open": 26.05,
            "high": 26.08,
            "low": 26.05,
            "close": 26.08,
            "amount_yi": 0.0076
          },
          {
            "time": "10:07",
            "open": 26.05,
            "high": 26.05,
            "low": 26.05,
            "close": 26.05,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.05,
        "ts": "2026-07-06T10:07:10",
        "prev_close": 26.21,
        "open": 26.21,
        "high": 26.51,
        "low": 25.98,
        "bid1": 26.05,
        "ask1": 26.06,
        "bid_qty1": 20,
        "ask_qty1": 1
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "near_trigger",
      "qty": 400,
      "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": 15.501,
      "price_vs_vwap_pct": 0.1871,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0056,
        "prev_amount_yi": 0,
        "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
          },
          {
            "time": "10:05",
            "open": 15.56,
            "high": 15.56,
            "low": 15.55,
            "close": 15.55,
            "amount_yi": 0.0002
          },
          {
            "time": "10:06",
            "open": 15.55,
            "high": 15.55,
            "low": 15.53,
            "close": 15.53,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.53,
        "ts": "2026-07-06T10:07:05",
        "prev_close": 15.52,
        "open": 15.57,
        "high": 15.73,
        "low": 15.41,
        "bid1": 15.5,
        "ask1": 15.54,
        "bid_qty1": 8,
        "ask_qty1": 5
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 300,
      "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": 17.5364,
      "price_vs_vwap_pct": -1.5191,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1041,
        "prev_amount_yi": 0.0327,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.1835,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 17.26,
            "high": 17.26,
            "low": 17.26,
            "close": 17.26,
            "amount_yi": 0.0388
          },
          {
            "time": "10:06",
            "open": 17.27,
            "high": 17.28,
            "low": 17.27,
            "close": 17.28,
            "amount_yi": 0.0179
          },
          {
            "time": "10:07",
            "open": 17.27,
            "high": 17.27,
            "low": 17.27,
            "close": 17.27,
            "amount_yi": 0.0073
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.27,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 17.7,
        "open": 17.8,
        "high": 18.05,
        "low": 17.21,
        "bid1": 17.26,
        "ask1": 17.27,
        "bid_qty1": 290,
        "ask_qty1": 6
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 200,
      "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": 22.4697,
      "price_vs_vwap_pct": -2.8914,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0668,
        "prev_amount_yi": 0.2791,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.8223,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 21.84,
            "high": 21.84,
            "low": 21.77,
            "close": 21.77,
            "amount_yi": 0.5035
          },
          {
            "time": "10:06",
            "open": 21.77,
            "high": 21.83,
            "low": 21.77,
            "close": 21.83,
            "amount_yi": 0.2153
          },
          {
            "time": "10:07",
            "open": 21.82,
            "high": 21.82,
            "low": 21.82,
            "close": 21.82,
            "amount_yi": 0.0854
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.82,
        "ts": "2026-07-06T10:07:10",
        "prev_close": 22.27,
        "open": 22.77,
        "high": 23.33,
        "low": 21.72,
        "bid1": 21.82,
        "ask1": 21.83,
        "bid_qty1": 85,
        "ask_qty1": 801
      },
      "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": "2026-07-06T10:07:11",
      "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": 66.2973,
      "price_vs_vwap_pct": -3.6009,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3616,
        "prev_amount_yi": 0.0702,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 5.151,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 63.28,
            "high": 63.6,
            "low": 63.28,
            "close": 63.6,
            "amount_yi": 0.0789
          },
          {
            "time": "10:06",
            "open": 63.6,
            "high": 64.0,
            "low": 63.6,
            "close": 64.0,
            "amount_yi": 0.0617
          },
          {
            "time": "10:07",
            "open": 63.91,
            "high": 63.91,
            "low": 63.91,
            "close": 63.91,
            "amount_yi": 0.06
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 63.91,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 65.38,
        "open": 66.0,
        "high": 68.88,
        "low": 63.26,
        "bid1": 63.91,
        "ask1": 63.92,
        "bid_qty1": 20,
        "ask_qty1": 1
      },
      "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": "2026-07-06T10:07:11",
      "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": 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": 35.8903,
      "price_vs_vwap_pct": 1.7824,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8484,
        "prev_amount_yi": 0.1723,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.924,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 36.32,
            "high": 36.32,
            "low": 36.28,
            "close": 36.28,
            "amount_yi": 0.2576
          },
          {
            "time": "10:06",
            "open": 36.47,
            "high": 36.49,
            "low": 36.47,
            "close": 36.49,
            "amount_yi": 0.2154
          },
          {
            "time": "10:07",
            "open": 36.53,
            "high": 36.53,
            "low": 36.53,
            "close": 36.53,
            "amount_yi": 0.0622
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.53,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 33.59,
        "open": 33.6,
        "high": 36.78,
        "low": 33.6,
        "bid1": 36.53,
        "ask1": 36.54,
        "bid_qty1": 1,
        "ask_qty1": 3
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T10:07:11",
      "sim_reason": "near_trigger",
      "qty": 600,
      "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": 9.4002,
      "price_vs_vwap_pct": -0.1085,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0147,
        "prev_amount_yi": 0.0057,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.5789,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 9.39,
            "high": 9.39,
            "low": 9.38,
            "close": 9.38,
            "amount_yi": 0.0031
          },
          {
            "time": "10:06",
            "open": 9.39,
            "high": 9.39,
            "low": 9.39,
            "close": 9.39,
            "amount_yi": 0.0017
          },
          {
            "time": "10:07",
            "open": 9.39,
            "high": 9.39,
            "low": 9.39,
            "close": 9.39,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.39,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 9.39,
        "open": 9.41,
        "high": 9.51,
        "low": 9.31,
        "bid1": 9.38,
        "ask1": 9.39,
        "bid_qty1": 357,
        "ask_qty1": 43
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 200,
      "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": 32.2344,
      "price_vs_vwap_pct": -1.4717,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1258,
        "prev_amount_yi": 0.0451,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.7894,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 31.72,
            "high": 31.74,
            "low": 31.72,
            "close": 31.74,
            "amount_yi": 0.0399
          },
          {
            "time": "10:06",
            "open": 31.73,
            "high": 31.74,
            "low": 31.73,
            "close": 31.74,
            "amount_yi": 0.0193
          },
          {
            "time": "10:07",
            "open": 31.76,
            "high": 31.76,
            "low": 31.76,
            "close": 31.76,
            "amount_yi": 0.0096
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 31.76,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 32.45,
        "open": 32.51,
        "high": 33.24,
        "low": 31.63,
        "bid1": 31.73,
        "ask1": 31.76,
        "bid_qty1": 47,
        "ask_qty1": 11
      },
      "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": "2026-07-06T10:07:11",
      "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": 86.5368,
      "price_vs_vwap_pct": -2.4115,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.4746,
        "prev_amount_yi": 0.7411,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9897,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 84.03,
            "high": 84.04,
            "low": 84.03,
            "close": 84.04,
            "amount_yi": 0.483
          },
          {
            "time": "10:06",
            "open": 84.3,
            "high": 84.42,
            "low": 84.3,
            "close": 84.42,
            "amount_yi": 0.277
          },
          {
            "time": "10:07",
            "open": 84.45,
            "high": 84.45,
            "low": 84.45,
            "close": 84.45,
            "amount_yi": 0.1941
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 84.45,
        "ts": "2026-07-06T10:07:08",
        "prev_close": 86.3,
        "open": 87.85,
        "high": 88.87,
        "low": 84.01,
        "bid1": 84.39,
        "ask1": 84.45,
        "bid_qty1": 1,
        "ask_qty1": 104
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300065:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300065:VWAP_RECLAIM",
      "symbol": "SZSE.300065",
      "name": "海兰信",
      "side": "BUY",
      "priority": "W100",
      "status": "ACTIONABLE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 22.62,
      "exec_low": 23.01,
      "exec_high": 23.11,
      "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": "2026-07-06T10:07:11",
      "sim_reason": "intraday_vwap_anchor_reclaim",
      "qty": 200,
      "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": 23.11,
      "entry_zone_low": 22.28,
      "entry_zone_high": 22.96,
      "entry_risk_pct": 4.6916,
      "intraday_vwap": 23.0098,
      "price_vs_vwap_pct": 0.0443,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.293,
        "prev_amount_yi": 0.0643,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.5568,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 22.97,
            "high": 22.97,
            "low": 22.96,
            "close": 22.96,
            "amount_yi": 0.0389
          },
          {
            "time": "10:06",
            "open": 22.99,
            "high": 23.04,
            "low": 22.99,
            "close": 23.04,
            "amount_yi": 0.048
          },
          {
            "time": "10:07",
            "open": 23.02,
            "high": 23.02,
            "low": 23.02,
            "close": 23.02,
            "amount_yi": 0.0517
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43072.62,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.02,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 22.35,
        "open": 22.85,
        "high": 23.5,
        "low": 22.58,
        "bid1": 23.01,
        "ask1": 23.02,
        "bid_qty1": 678,
        "ask_qty1": 36
      },
      "previous_state": "ACTIONABLE",
      "next_state": "ACTIONABLE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600353:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.600353:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "BUY",
      "priority": "W101",
      "status": "ACTIONABLE",
      "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": "2026-07-06T10:07:11",
      "sim_reason": "trigger_touched",
      "qty": 100,
      "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": 3.1391,
      "intraday_vwap": 46.6728,
      "price_vs_vwap_pct": -0.3702,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.512,
        "prev_amount_yi": 0.2575,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9883,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 46.5,
            "high": 46.5,
            "low": 46.25,
            "close": 46.25,
            "amount_yi": 0.1166
          },
          {
            "time": "10:06",
            "open": 46.29,
            "high": 46.52,
            "low": 46.29,
            "close": 46.52,
            "amount_yi": 0.1262
          },
          {
            "time": "10:07",
            "open": 46.5,
            "high": 46.5,
            "low": 46.5,
            "close": 46.5,
            "amount_yi": 0.0883
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43072.62,
      "current_position_value": 9304.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 46.5,
        "ts": "2026-07-06T10:07:10",
        "prev_close": 44.53,
        "open": 45.46,
        "high": 47.9,
        "low": 45.46,
        "bid1": 46.5,
        "ask1": 46.51,
        "bid_qty1": 47,
        "ask_qty1": 4
      },
      "previous_state": "ACTIONABLE",
      "next_state": "ACTIONABLE",
      "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": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 900,
      "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": 7.1159,
      "price_vs_vwap_pct": -0.645,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0107,
        "prev_amount_yi": 0.0045,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3778,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 7.07,
            "high": 7.07,
            "low": 7.07,
            "close": 7.07,
            "amount_yi": 0.0021
          },
          {
            "time": "10:06",
            "open": 7.07,
            "high": 7.08,
            "low": 7.07,
            "close": 7.08,
            "amount_yi": 0.0033
          },
          {
            "time": "10:07",
            "open": 7.07,
            "high": 7.07,
            "low": 7.07,
            "close": 7.07,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.07,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 7.11,
        "open": 7.11,
        "high": 7.23,
        "low": 7.02,
        "bid1": 7.07,
        "ask1": 7.08,
        "bid_qty1": 92,
        "ask_qty1": 909
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 600,
      "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": 9.6062,
      "price_vs_vwap_pct": -0.3768,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0264,
        "prev_amount_yi": 0.0038,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 6.9474,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 9.57,
            "high": 9.57,
            "low": 9.56,
            "close": 9.56,
            "amount_yi": 0.004
          },
          {
            "time": "10:06",
            "open": 9.56,
            "high": 9.57,
            "low": 9.56,
            "close": 9.57,
            "amount_yi": 0.0071
          },
          {
            "time": "10:07",
            "open": 9.57,
            "high": 9.57,
            "low": 9.57,
            "close": 9.57,
            "amount_yi": 0.0036
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.57,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 9.66,
        "open": 9.65,
        "high": 9.69,
        "low": 9.53,
        "bid1": 9.55,
        "ask1": 9.56,
        "bid_qty1": 131,
        "ask_qty1": 1
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 100,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 62.7797,
      "price_vs_vwap_pct": -1.0986,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.249,
        "prev_amount_yi": 0.3579,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.4898,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 61.97,
            "high": 62.0,
            "low": 61.97,
            "close": 62.0,
            "amount_yi": 0.241
          },
          {
            "time": "10:06",
            "open": 62.3,
            "high": 62.3,
            "low": 62.25,
            "close": 62.25,
            "amount_yi": 0.2195
          },
          {
            "time": "10:07",
            "open": 62.09,
            "high": 62.09,
            "low": 62.09,
            "close": 62.09,
            "amount_yi": 0.0786
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 62.09,
        "ts": "2026-07-06T10:07:10",
        "prev_close": 62.43,
        "open": 62.92,
        "high": 63.97,
        "low": 61.66,
        "bid1": 62.07,
        "ask1": 62.11,
        "bid_qty1": 34,
        "ask_qty1": 20
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 900,
      "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": 6.7619,
      "price_vs_vwap_pct": -1.0633,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0473,
        "prev_amount_yi": 0.0302,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5662,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 6.67,
            "high": 6.67,
            "low": 6.67,
            "close": 6.67,
            "amount_yi": 0.0062
          },
          {
            "time": "10:06",
            "open": 6.67,
            "high": 6.68,
            "low": 6.67,
            "close": 6.68,
            "amount_yi": 0.0079
          },
          {
            "time": "10:07",
            "open": 6.69,
            "high": 6.69,
            "low": 6.69,
            "close": 6.69,
            "amount_yi": 0.0104
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.69,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 6.67,
        "open": 6.72,
        "high": 6.88,
        "low": 6.64,
        "bid1": 6.68,
        "ask1": 6.69,
        "bid_qty1": 61,
        "ask_qty1": 272
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 400,
      "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": 14.8554,
      "price_vs_vwap_pct": 0.5695,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.052,
        "prev_amount_yi": 0.0277,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8773,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 14.9,
            "high": 14.9,
            "low": 14.87,
            "close": 14.87,
            "amount_yi": 0.0087
          },
          {
            "time": "10:06",
            "open": 14.92,
            "high": 14.94,
            "low": 14.92,
            "close": 14.94,
            "amount_yi": 0.0153
          },
          {
            "time": "10:07",
            "open": 14.94,
            "high": 14.94,
            "low": 14.94,
            "close": 14.94,
            "amount_yi": 0.006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.94,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 14.73,
        "open": 14.7,
        "high": 15.37,
        "low": 14.33,
        "bid1": 14.94,
        "ask1": 14.95,
        "bid_qty1": 15,
        "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": "2026-07-06T10:07:11",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 600,
      "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": 10.4162,
      "price_vs_vwap_pct": 0.7085,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1111,
        "prev_amount_yi": 0.035,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.1743,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 10.46,
            "high": 10.46,
            "low": 10.46,
            "close": 10.46,
            "amount_yi": 0.012
          },
          {
            "time": "10:06",
            "open": 10.5,
            "high": 10.5,
            "low": 10.5,
            "close": 10.5,
            "amount_yi": 0.0242
          },
          {
            "time": "10:07",
            "open": 10.49,
            "high": 10.49,
            "low": 10.49,
            "close": 10.49,
            "amount_yi": 0.0046
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.49,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 10.24,
        "open": 10.17,
        "high": 10.73,
        "low": 9.91,
        "bid1": 10.48,
        "ask1": 10.49,
        "bid_qty1": 120,
        "ask_qty1": 503
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 100,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 54.9301,
      "price_vs_vwap_pct": 1.9842,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.4613,
        "prev_amount_yi": 0.5931,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4638,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 55.57,
            "high": 55.57,
            "low": 55.4,
            "close": 55.4,
            "amount_yi": 0.3489
          },
          {
            "time": "10:06",
            "open": 55.78,
            "high": 56.01,
            "low": 55.78,
            "close": 56.01,
            "amount_yi": 0.41
          },
          {
            "time": "10:07",
            "open": 56.02,
            "high": 56.02,
            "low": 56.02,
            "close": 56.02,
            "amount_yi": 0.1252
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 56.02,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 51.96,
        "open": 51.82,
        "high": 57.16,
        "low": 51.66,
        "bid1": 56.01,
        "ask1": 56.02,
        "bid_qty1": 4,
        "ask_qty1": 8
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T10:07:11",
      "sim_reason": "near_trigger",
      "qty": 400,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 15.31,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.08,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.64,
      "entry_zone_high": 15.08,
      "entry_risk_pct": null,
      "intraday_vwap": 14.7806,
      "price_vs_vwap_pct": 0.1989,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0183,
        "prev_amount_yi": 0.0029,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 6.3103,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 14.9,
            "high": 14.9,
            "low": 14.88,
            "close": 14.88,
            "amount_yi": 0.0004
          },
          {
            "time": "10:06",
            "open": 14.8,
            "high": 14.87,
            "low": 14.8,
            "close": 14.87,
            "amount_yi": 0.0099
          },
          {
            "time": "10:07",
            "open": 14.81,
            "high": 14.81,
            "low": 14.81,
            "close": 14.81,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.81,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 14.71,
        "open": 14.66,
        "high": 15.15,
        "low": 14.4,
        "bid1": 14.84,
        "ask1": 14.87,
        "bid_qty1": 13,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 300,
      "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": 16.791,
      "price_vs_vwap_pct": -1.4353,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7422,
        "prev_amount_yi": 0.2736,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.7127,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 16.51,
            "high": 16.55,
            "low": 16.51,
            "close": 16.55,
            "amount_yi": 0.1422
          },
          {
            "time": "10:06",
            "open": 16.6,
            "high": 16.6,
            "low": 16.58,
            "close": 16.58,
            "amount_yi": 0.144
          },
          {
            "time": "10:07",
            "open": 16.55,
            "high": 16.55,
            "low": 16.55,
            "close": 16.55,
            "amount_yi": 0.0476
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.55,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 17.6,
        "open": 17.13,
        "high": 17.18,
        "low": 16.47,
        "bid1": 16.55,
        "ask1": 16.56,
        "bid_qty1": 1,
        "ask_qty1": 10
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 400,
      "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": 13.7408,
      "price_vs_vwap_pct": -1.3886,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.132,
        "prev_amount_yi": 0.0534,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4719,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 13.57,
            "high": 13.57,
            "low": 13.52,
            "close": 13.52,
            "amount_yi": 0.0203
          },
          {
            "time": "10:06",
            "open": 13.56,
            "high": 13.56,
            "low": 13.56,
            "close": 13.56,
            "amount_yi": 0.0394
          },
          {
            "time": "10:07",
            "open": 13.55,
            "high": 13.55,
            "low": 13.55,
            "close": 13.55,
            "amount_yi": 0.013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.55,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 13.69,
        "open": 13.87,
        "high": 13.94,
        "low": 13.51,
        "bid1": 13.54,
        "ask1": 13.55,
        "bid_qty1": 155,
        "ask_qty1": 101
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T10:07:11",
      "sim_reason": "near_trigger",
      "qty": 300,
      "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": 18.7713,
      "price_vs_vwap_pct": -0.6462,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0284,
        "prev_amount_yi": 0.0134,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1194,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 18.68,
            "high": 18.68,
            "low": 18.66,
            "close": 18.66,
            "amount_yi": 0.003
          },
          {
            "time": "10:06",
            "open": 18.65,
            "high": 18.67,
            "low": 18.65,
            "close": 18.67,
            "amount_yi": 0.0058
          },
          {
            "time": "10:07",
            "open": 18.65,
            "high": 18.65,
            "low": 18.65,
            "close": 18.65,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.65,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 18.49,
        "open": 18.49,
        "high": 19.26,
        "low": 18.38,
        "bid1": 18.64,
        "ask1": 18.65,
        "bid_qty1": 24,
        "ask_qty1": 33
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 600,
      "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": 9.7051,
      "price_vs_vwap_pct": 0.0505,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0026,
        "prev_amount_yi": 0.0016,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.625,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 9.73,
            "high": 9.73,
            "low": 9.73,
            "close": 9.73,
            "amount_yi": 0.0014
          },
          {
            "time": "10:06",
            "open": 9.73,
            "high": 9.73,
            "low": 9.72,
            "close": 9.72,
            "amount_yi": 0.0003
          },
          {
            "time": "10:07",
            "open": 9.71,
            "high": 9.71,
            "low": 9.71,
            "close": 9.71,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.71,
        "ts": "2026-07-06T10:07:10",
        "prev_close": 9.75,
        "open": 9.72,
        "high": 9.81,
        "low": 9.62,
        "bid1": 9.71,
        "ask1": 9.73,
        "bid_qty1": 11,
        "ask_qty1": 5
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 600,
      "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": 10.2642,
      "price_vs_vwap_pct": -0.7229,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1076,
        "prev_amount_yi": 0.0315,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.4159,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 10.19,
            "high": 10.19,
            "low": 10.19,
            "close": 10.19,
            "amount_yi": 0.0269
          },
          {
            "time": "10:06",
            "open": 10.2,
            "high": 10.2,
            "low": 10.18,
            "close": 10.18,
            "amount_yi": 0.0442
          },
          {
            "time": "10:07",
            "open": 10.19,
            "high": 10.19,
            "low": 10.19,
            "close": 10.19,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.19,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 10.41,
        "open": 10.38,
        "high": 10.49,
        "low": 10.13,
        "bid1": 10.18,
        "ask1": 10.19,
        "bid_qty1": 302,
        "ask_qty1": 323
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 500,
      "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": 11.903,
      "price_vs_vwap_pct": -1.0334,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0363,
        "prev_amount_yi": 0.0247,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4696,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 11.79,
            "high": 11.79,
            "low": 11.78,
            "close": 11.78,
            "amount_yi": 0.0074
          },
          {
            "time": "10:06",
            "open": 11.78,
            "high": 11.78,
            "low": 11.78,
            "close": 11.78,
            "amount_yi": 0.0092
          },
          {
            "time": "10:07",
            "open": 11.78,
            "high": 11.78,
            "low": 11.78,
            "close": 11.78,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.78,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 12.01,
        "open": 12.0,
        "high": 12.12,
        "low": 11.73,
        "bid1": 11.78,
        "ask1": 11.79,
        "bid_qty1": 157,
        "ask_qty1": 189
      },
      "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": "2026-07-06T10:07:11",
      "sim_reason": "invalid_price_broken",
      "qty": 400,
      "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": 14.7499,
      "price_vs_vwap_pct": -0.8129,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0776,
        "prev_amount_yi": 0.0477,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6268,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 14.63,
            "high": 14.64,
            "low": 14.63,
            "close": 14.64,
            "amount_yi": 0.0242
          },
          {
            "time": "10:06",
            "open": 14.64,
            "high": 14.66,
            "low": 14.64,
            "close": 14.66,
            "amount_yi": 0.0154
          },
          {
            "time": "10:07",
            "open": 14.63,
            "high": 14.63,
            "low": 14.63,
            "close": 14.63,
            "amount_yi": 0.0131
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.63,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 15.08,
        "open": 14.9,
        "high": 14.96,
        "low": 14.57,
        "bid1": 14.62,
        "ask1": 14.63,
        "bid_qty1": 69,
        "ask_qty1": 23
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600166:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600166:VWAP_RECLAIM",
      "symbol": "SHSE.600166",
      "name": "福田汽车",
      "side": "BUY",
      "priority": "W117",
      "status": "ACTIONABLE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.19,
      "exec_low": 3.24,
      "exec_high": 3.24,
      "invalid_price": 3.09,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:07:11",
      "sim_reason": "trigger_touched",
      "qty": 1900,
      "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": 3.2037,
      "price_vs_vwap_pct": 0.8209,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2433,
        "prev_amount_yi": 0.0613,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.969,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 3.23,
            "high": 3.23,
            "low": 3.23,
            "close": 3.23,
            "amount_yi": 0.1007
          },
          {
            "time": "10:06",
            "open": 3.22,
            "high": 3.23,
            "low": 3.22,
            "close": 3.23,
            "amount_yi": 0.017
          },
          {
            "time": "10:07",
            "open": 3.23,
            "high": 3.23,
            "low": 3.23,
            "close": 3.23,
            "amount_yi": 0.0059
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43072.62,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "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": "2026-07-06T10:07:10",
        "prev_close": 3.12,
        "open": 3.12,
        "high": 3.24,
        "low": 3.11,
        "bid1": 3.22,
        "ask1": 3.23,
        "bid_qty1": 5071,
        "ask_qty1": 4170
      },
      "previous_state": "ACTIONABLE",
      "next_state": "ACTIONABLE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.601058:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.601058:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.601058",
      "name": "赛轮轮胎",
      "side": "BUY",
      "priority": "W118",
      "status": "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": "2026-07-06T10:07:11",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 500,
      "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": 12.5319,
      "price_vs_vwap_pct": 1.7404,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.652,
        "prev_amount_yi": 0.0612,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 10.6536,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 12.7,
            "high": 12.72,
            "low": 12.7,
            "close": 12.72,
            "amount_yi": 0.1071
          },
          {
            "time": "10:06",
            "open": 12.72,
            "high": 12.73,
            "low": 12.72,
            "close": 12.73,
            "amount_yi": 0.1223
          },
          {
            "time": "10:07",
            "open": 12.75,
            "high": 12.75,
            "low": 12.75,
            "close": 12.75,
            "amount_yi": 0.1272
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.75,
        "ts": "2026-07-06T10:07:08",
        "prev_close": 12.28,
        "open": 12.28,
        "high": 12.75,
        "low": 12.18,
        "bid1": 12.74,
        "ask1": 12.75,
        "bid_qty1": 2318,
        "ask_qty1": 478
      },
      "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": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 5.2,
      "exec_low": 5.2,
      "exec_high": 5.28,
      "invalid_price": 5.04,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:07:11",
      "sim_reason": "waiting_trigger",
      "qty": 1200,
      "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": 5.1199,
      "price_vs_vwap_pct": 0.3926,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0151,
        "prev_amount_yi": 0.0035,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.3143,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:05",
            "open": 5.15,
            "high": 5.15,
            "low": 5.15,
            "close": 5.15,
            "amount_yi": 0.0021
          },
          {
            "time": "10:06",
            "open": 5.14,
            "high": 5.15,
            "low": 5.14,
            "close": 5.15,
            "amount_yi": 0.0049
          },
          {
            "time": "10:07",
            "open": 5.14,
            "high": 5.14,
            "low": 5.14,
            "close": 5.14,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86145.24,
      "current_position_value": 0.0,
      "cash_before_order": 598629.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.14,
        "ts": "2026-07-06T10:07:09",
        "prev_close": 5.12,
        "open": 5.15,
        "high": 5.18,
        "low": 5.03,
        "bid1": 5.14,
        "ask1": 5.15,
        "bid_qty1": 946,
        "ask_qty1": 634
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 598629.0,
    "market_value": 477043.89,
    "total_value": 1075672.8900000001,
    "unrealized_pnl": 32649.738182832916,
    "unrealized_pnl_pct_of_initial": 3.2649738182832913,
    "realized_pnl": 43023.151817167214,
    "realized_pnl_pct_of_initial": 4.302315181716721,
    "total_pnl": 75672.89000000013,
    "total_pnl_pct": 7.56728900000001
  },
  "paper_positions": [
    {
      "symbol": "SZSE.000536",
      "name": "华映科技",
      "quantity": 38400,
      "sellable_qty": 33000,
      "avg_cost": 3.6173972602739726,
      "last_price": 3.89,
      "market_value": 149376.0,
      "unrealized_pnl": 10467.945205479458,
      "unrealized_pnl_pct": 7.535880637709713,
      "updated_at": "2026-07-06T10:07:11",
      "prev_close": 3.98,
      "holding_days": 3,
      "position_pct_of_total": 13.886749530333518
    },
    {
      "symbol": "SZSE.002979",
      "name": "雷赛智能",
      "quantity": 1400,
      "sellable_qty": 1100,
      "avg_cost": 61.34571428571429,
      "last_price": 75.0,
      "market_value": 105000.0,
      "unrealized_pnl": 19116.0,
      "unrealized_pnl_pct": 22.257929299986024,
      "updated_at": "2026-07-06T10:07:11",
      "prev_close": 69.55,
      "holding_days": 3,
      "position_pct_of_total": 9.761331811569592
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 600,
      "sellable_qty": 600,
      "avg_cost": 110.65,
      "last_price": 111.55,
      "market_value": 66930.0,
      "unrealized_pnl": 539.9999999999949,
      "unrealized_pnl_pct": 0.8133755083596927,
      "updated_at": "2026-07-06T10:07:11",
      "prev_close": 109.79,
      "holding_days": 10,
      "position_pct_of_total": 6.2221517918890745
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "quantity": 503,
      "sellable_qty": 501,
      "avg_cost": 124.28448712255774,
      "last_price": 127.63,
      "market_value": 64197.89,
      "unrealized_pnl": 1682.792977353457,
      "unrealized_pnl_pct": 2.6918185486361157,
      "updated_at": "2026-07-06T10:07:11",
      "prev_close": 140.4,
      "holding_days": 3,
      "position_pct_of_total": 5.968161008501385
    },
    {
      "symbol": "SHSE.600150",
      "name": "中国船舶",
      "quantity": 1400,
      "sellable_qty": 0,
      "avg_cost": 37.87,
      "last_price": 37.78,
      "market_value": 52892.0,
      "unrealized_pnl": -125.99999999999483,
      "unrealized_pnl_pct": -0.23765513599154353,
      "updated_at": "2026-07-06T10:07:11",
      "prev_close": 37.15,
      "holding_days": 0,
      "position_pct_of_total": 4.917108211214656
    },
    {
      "symbol": "SHSE.600547",
      "name": "山东黄金",
      "quantity": 1100,
      "sellable_qty": 0,
      "avg_cost": 26.99,
      "last_price": 26.68,
      "market_value": 29348.0,
      "unrealized_pnl": -340.9999999999986,
      "unrealized_pnl_pct": -1.1485735457576807,
      "updated_at": "2026-07-06T10:07:11",
      "prev_close": 26.08,
      "holding_days": 0,
      "position_pct_of_total": 2.728338723866137
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 200,
      "sellable_qty": 200,
      "avg_cost": 39.95,
      "last_price": 46.5,
      "market_value": 9300.0,
      "unrealized_pnl": 1309.9999999999995,
      "unrealized_pnl_pct": 16.39549436795995,
      "updated_at": "2026-07-06T10:07:11",
      "prev_close": 44.53,
      "holding_days": 9,
      "position_pct_of_total": 0.8645751033104496
    }
  ],
  "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
    },
    {
      "event_id": "20260706:SZSE.301696:loss_side_invalidation_day_drop_v1:loss_step2@-10pct",
      "rule_id": "loss_side_invalidation_day_drop_v1",
      "tier": "loss_step2@-10pct",
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "side": "SELL",
      "status": "FILLED",
      "order_kind": "INVALIDATION_SELL",
      "qty": 200,
      "quantity": 200,
      "price": 126.3,
      "amount": 25260.0,
      "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": 126.3,
      "day_return_pct": -10.0427,
      "unrealized_profit_pct": 1.6217,
      "quantity_before": 703,
      "sellable_qty_before": 701,
      "avg_cost": 124.28448712255774,
      "reduce_ratio": 0.3333333333333333,
      "realized_pnl_delta": 332.9999999999984,
      "cost_basis": 24927.0,
      "realized_pnl_source": "fifo_lot_pairing",
      "id": 52,
      "plan_date": "20260703",
      "trade_date": "20260706",
      "ts": "2026-07-06T10:05:03",
      "sim_reason": "loss_side_invalidation_day_drop_v1"
    },
    {
      "amount": 22887.000000000004,
      "base_exec_high": 76.9,
      "cash_before_order": 621516.0,
      "chase_ceiling": null,
      "current_position_value": 83765.0,
      "decision": "position_add",
      "dynamic_exec_high": 76.9,
      "energy_floor_hint_yi": null,
      "entry_risk_pct": 2.5,
      "entry_zone_high": 76.9,
      "entry_zone_low": 75.57,
      "event_id": "20260703:20260706:SZSE.002979:POSITION_TREND_ADD:BUY",
      "exec_high": 76.9,
      "exec_low": 75.57,
      "intraday_vwap": 75.5709,
      "invalid_price": 74.25,
      "ma5": null,
      "max_chase_pct": 0.8,
      "minute_energy": null,
      "name": "雷赛智能",
      "paper_scope": "position_add",
      "participation_rate": null,
      "plan_date": "20260703",
      "plan_id": "20260703:SZSE.002979:POSITION_TREND_ADD",
      "price": 76.29,
      "price_vs_vwap_pct": 0.7663,
      "qty": 300,
      "quote_ask1": 76.29,
      "quote_ask_qty1": 1,
      "quote_bid1": 76.12,
      "quote_bid_qty1": 1,
      "quote_high": 76.51,
      "quote_last": 76.15,
      "quote_low": 73.51,
      "quote_open": 75.0,
      "quote_prev_close": 69.55,
      "quote_ts": "2026-07-06T10:06:36",
      "reason": "paper_fill_at_ask1",
      "sellable_qty_before_order": 1100,
      "side": "BUY",
      "sim_reason": "verified_profit_trend_add",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": 18.38,
      "status": "FILLED",
      "suggested_position_pct": 20.0,
      "symbol": "SZSE.002979",
      "t0_protection_qty_cap": 1100,
      "target_amount": 215373.08,
      "target_position_pct": 20.0,
      "template_key": "POSITION_TREND_ADD",
      "theme": "机器人链 / 机器人概念",
      "trade_date": "20260706",
      "trigger_price": 76.15,
      "ts": "2026-07-06T10:06:38",
      "id": 53
    }
  ],
  "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": 3.89,
      "avg_cost": 3.6173972602739726,
      "pnl_pct": 7.5359,
      "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": 111.55,
      "avg_cost": 110.65,
      "pnl_pct": 0.8134,
      "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": 5,
    "filled_orders": 9,
    "filled_official_orders": 4,
    "position_add_signals": 0,
    "position_add_filled": 2,
    "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
  }
}