{
  "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": 0.5115,
      "active_up_ratio": 0.2727,
      "active_positive": 3,
      "active_positive_min": 1,
      "active_above_vwap": 1,
      "active_total": 11,
      "sample_total": 131,
      "dominant_theme": "发电设备",
      "dominant_theme_share": 0.2891,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "军民融合",
          "count": 2,
          "top_symbols": [
            "SHSE.600482",
            "SZSE.300345"
          ],
          "top_return_pct": 9.1992
        }
      ],
      "structural_symbol_whitelist": [
        "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": 9.321175278622086,
          "last": 10.79,
          "vwap": 11.219450663211871,
          "above_vwap": false,
          "amount": 185324008.0
        },
        {
          "symbol": "SHSE.600482",
          "name": "中国动力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.199166418576944,
          "last": 36.68,
          "vwap": 36.16604548734984,
          "above_vwap": true,
          "amount": 1413173761.0
        },
        {
          "symbol": "SZSE.300345",
          "name": "华民股份",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.06033376123234,
          "last": 8.34,
          "vwap": 8.23846608125749,
          "above_vwap": true,
          "amount": 277050552.0
        },
        {
          "symbol": "SZSE.002536",
          "name": "飞龙股份",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.909160892994604,
          "last": 55.55,
          "vwap": 54.96108818003309,
          "above_vwap": true,
          "amount": 2594663508.0
        },
        {
          "symbol": "SHSE.600875",
          "name": "东方电气",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.161301488404303,
          "last": 30.67,
          "vwap": 30.213443339591688,
          "above_vwap": true,
          "amount": 1401640914.0
        },
        {
          "symbol": "SHSE.601126",
          "name": "四方股份",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.931034482758624,
          "last": 61.44,
          "vwap": 61.57675040294237,
          "above_vwap": false,
          "amount": 867240795.0
        },
        {
          "symbol": "SZSE.002028",
          "name": "思源电气",
          "theme": "发电设备",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 5.726215329555617,
          "last": 177.25,
          "vwap": 177.72906389195228,
          "above_vwap": false,
          "amount": 1240922097.0
        },
        {
          "symbol": "SZSE.002716",
          "name": "湖南白银",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.976303317535535,
          "last": 8.86,
          "vwap": 8.999431121590746,
          "above_vwap": false,
          "amount": 1538124271.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.7883064516129,
          "last": 20.79,
          "vwap": 20.799990939539995,
          "above_vwap": false,
          "amount": 1680443748.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.674991994876709,
          "last": 32.69,
          "vwap": 32.917887087940194,
          "above_vwap": false,
          "amount": 2734604093.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.375614552605711,
          "last": 21.23,
          "vwap": 20.983680041898825,
          "above_vwap": true,
          "amount": 1662715331.0
        },
        {
          "symbol": "SHSE.600166",
          "name": "福田汽车",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.8461538461538547,
          "last": 3.24,
          "vwap": 3.208495370240937,
          "above_vwap": true,
          "amount": 229526775.0
        }
      ]
    },
    "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": 0.5115,
        "active_up_ratio": 0.2727,
        "active_positive": 3,
        "active_positive_min": 1,
        "active_above_vwap": 1,
        "active_total": 11,
        "sample_total": 131,
        "dominant_theme": "发电设备",
        "dominant_theme_share": 0.2891,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [],
        "structural_hot_themes": [
          {
            "theme": "军民融合",
            "count": 2,
            "top_symbols": [
              "SHSE.600482",
              "SZSE.300345"
            ],
            "top_return_pct": 9.1992
          }
        ],
        "structural_symbol_whitelist": [
          "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": 9.321175278622086,
            "last": 10.79,
            "vwap": 11.219450663211871,
            "above_vwap": false,
            "amount": 185324008.0
          },
          {
            "symbol": "SHSE.600482",
            "name": "中国动力",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 9.199166418576944,
            "last": 36.68,
            "vwap": 36.16604548734984,
            "above_vwap": true,
            "amount": 1413173761.0
          },
          {
            "symbol": "SZSE.300345",
            "name": "华民股份",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 7.06033376123234,
            "last": 8.34,
            "vwap": 8.23846608125749,
            "above_vwap": true,
            "amount": 277050552.0
          },
          {
            "symbol": "SZSE.002536",
            "name": "飞龙股份",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.909160892994604,
            "last": 55.55,
            "vwap": 54.96108818003309,
            "above_vwap": true,
            "amount": 2594663508.0
          },
          {
            "symbol": "SHSE.600875",
            "name": "东方电气",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.161301488404303,
            "last": 30.67,
            "vwap": 30.213443339591688,
            "above_vwap": true,
            "amount": 1401640914.0
          },
          {
            "symbol": "SHSE.601126",
            "name": "四方股份",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.931034482758624,
            "last": 61.44,
            "vwap": 61.57675040294237,
            "above_vwap": false,
            "amount": 867240795.0
          },
          {
            "symbol": "SZSE.002028",
            "name": "思源电气",
            "theme": "发电设备",
            "paper_scope": "active",
            "priority": 1,
            "ret_pct": 5.726215329555617,
            "last": 177.25,
            "vwap": 177.72906389195228,
            "above_vwap": false,
            "amount": 1240922097.0
          },
          {
            "symbol": "SZSE.002716",
            "name": "湖南白银",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.976303317535535,
            "last": 8.86,
            "vwap": 8.999431121590746,
            "above_vwap": false,
            "amount": 1538124271.0
          },
          {
            "symbol": "SZSE.000975",
            "name": "山金国际",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.7883064516129,
            "last": 20.79,
            "vwap": 20.799990939539995,
            "above_vwap": false,
            "amount": 1680443748.0
          },
          {
            "symbol": "SHSE.600988",
            "name": "赤峰黄金",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.674991994876709,
            "last": 32.69,
            "vwap": 32.917887087940194,
            "above_vwap": false,
            "amount": 2734604093.0
          },
          {
            "symbol": "SHSE.600489",
            "name": "中金黄金",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.375614552605711,
            "last": 21.23,
            "vwap": 20.983680041898825,
            "above_vwap": true,
            "amount": 1662715331.0
          },
          {
            "symbol": "SHSE.600166",
            "name": "福田汽车",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 3.8461538461538547,
            "last": 3.24,
            "vwap": 3.208495370240937,
            "above_vwap": true,
            "amount": 229526775.0
          }
        ]
      },
      "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": 0.5115,
      "active_up_ratio": 0.2727,
      "active_positive": 3,
      "active_positive_min": 1,
      "active_above_vwap": 1,
      "active_total": 11,
      "sample_total": 131,
      "dominant_theme": "发电设备",
      "dominant_theme_share": 0.2891,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "军民融合",
          "count": 2,
          "top_symbols": [
            "SHSE.600482",
            "SZSE.300345"
          ],
          "top_return_pct": 9.1992
        }
      ],
      "structural_symbol_whitelist": [
        "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": 9.321175278622086,
          "last": 10.79,
          "vwap": 11.219450663211871,
          "above_vwap": false,
          "amount": 185324008.0
        },
        {
          "symbol": "SHSE.600482",
          "name": "中国动力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.199166418576944,
          "last": 36.68,
          "vwap": 36.16604548734984,
          "above_vwap": true,
          "amount": 1413173761.0
        },
        {
          "symbol": "SZSE.300345",
          "name": "华民股份",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.06033376123234,
          "last": 8.34,
          "vwap": 8.23846608125749,
          "above_vwap": true,
          "amount": 277050552.0
        },
        {
          "symbol": "SZSE.002536",
          "name": "飞龙股份",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.909160892994604,
          "last": 55.55,
          "vwap": 54.96108818003309,
          "above_vwap": true,
          "amount": 2594663508.0
        },
        {
          "symbol": "SHSE.600875",
          "name": "东方电气",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.161301488404303,
          "last": 30.67,
          "vwap": 30.213443339591688,
          "above_vwap": true,
          "amount": 1401640914.0
        },
        {
          "symbol": "SHSE.601126",
          "name": "四方股份",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.931034482758624,
          "last": 61.44,
          "vwap": 61.57675040294237,
          "above_vwap": false,
          "amount": 867240795.0
        },
        {
          "symbol": "SZSE.002028",
          "name": "思源电气",
          "theme": "发电设备",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 5.726215329555617,
          "last": 177.25,
          "vwap": 177.72906389195228,
          "above_vwap": false,
          "amount": 1240922097.0
        },
        {
          "symbol": "SZSE.002716",
          "name": "湖南白银",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.976303317535535,
          "last": 8.86,
          "vwap": 8.999431121590746,
          "above_vwap": false,
          "amount": 1538124271.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.7883064516129,
          "last": 20.79,
          "vwap": 20.799990939539995,
          "above_vwap": false,
          "amount": 1680443748.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.674991994876709,
          "last": 32.69,
          "vwap": 32.917887087940194,
          "above_vwap": false,
          "amount": 2734604093.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.375614552605711,
          "last": 21.23,
          "vwap": 20.983680041898825,
          "above_vwap": true,
          "amount": 1662715331.0
        },
        {
          "symbol": "SHSE.600166",
          "name": "福田汽车",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.8461538461538547,
          "last": 3.24,
          "vwap": 3.208495370240937,
          "above_vwap": true,
          "amount": 229526775.0
        }
      ]
    },
    "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": 0.5115,
      "active_up_ratio": 0.2727,
      "active_positive": 3,
      "active_positive_min": 1,
      "active_above_vwap": 1,
      "active_total": 11,
      "sample_total": 131,
      "dominant_theme": "发电设备",
      "dominant_theme_share": 0.2891,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "军民融合",
          "count": 2,
          "top_symbols": [
            "SHSE.600482",
            "SZSE.300345"
          ],
          "top_return_pct": 9.1992
        }
      ],
      "structural_symbol_whitelist": [
        "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": 9.321175278622086,
          "last": 10.79,
          "vwap": 11.219450663211871,
          "above_vwap": false,
          "amount": 185324008.0
        },
        {
          "symbol": "SHSE.600482",
          "name": "中国动力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.199166418576944,
          "last": 36.68,
          "vwap": 36.16604548734984,
          "above_vwap": true,
          "amount": 1413173761.0
        },
        {
          "symbol": "SZSE.300345",
          "name": "华民股份",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.06033376123234,
          "last": 8.34,
          "vwap": 8.23846608125749,
          "above_vwap": true,
          "amount": 277050552.0
        },
        {
          "symbol": "SZSE.002536",
          "name": "飞龙股份",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.909160892994604,
          "last": 55.55,
          "vwap": 54.96108818003309,
          "above_vwap": true,
          "amount": 2594663508.0
        },
        {
          "symbol": "SHSE.600875",
          "name": "东方电气",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.161301488404303,
          "last": 30.67,
          "vwap": 30.213443339591688,
          "above_vwap": true,
          "amount": 1401640914.0
        },
        {
          "symbol": "SHSE.601126",
          "name": "四方股份",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.931034482758624,
          "last": 61.44,
          "vwap": 61.57675040294237,
          "above_vwap": false,
          "amount": 867240795.0
        },
        {
          "symbol": "SZSE.002028",
          "name": "思源电气",
          "theme": "发电设备",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 5.726215329555617,
          "last": 177.25,
          "vwap": 177.72906389195228,
          "above_vwap": false,
          "amount": 1240922097.0
        },
        {
          "symbol": "SZSE.002716",
          "name": "湖南白银",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.976303317535535,
          "last": 8.86,
          "vwap": 8.999431121590746,
          "above_vwap": false,
          "amount": 1538124271.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.7883064516129,
          "last": 20.79,
          "vwap": 20.799990939539995,
          "above_vwap": false,
          "amount": 1680443748.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.674991994876709,
          "last": 32.69,
          "vwap": 32.917887087940194,
          "above_vwap": false,
          "amount": 2734604093.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.375614552605711,
          "last": 21.23,
          "vwap": 20.983680041898825,
          "above_vwap": true,
          "amount": 1662715331.0
        },
        {
          "symbol": "SHSE.600166",
          "name": "福田汽车",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.8461538461538547,
          "last": 3.24,
          "vwap": 3.208495370240937,
          "above_vwap": true,
          "amount": 229526775.0
        }
      ]
    },
    "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": "2026-07-06T10:14:00",
  "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": "2026-07-06T10:14:00",
      "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": null,
      "intraday_vwap": 26.6132,
      "price_vs_vwap_pct": -0.6884,
      "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": 26.43,
        "ts": "2026-07-06T10:13:58",
        "prev_close": 26.08,
        "open": 25.79,
        "high": 27.33,
        "low": 25.55,
        "bid1": 26.42,
        "ask1": 26.43,
        "bid_qty1": 57,
        "ask_qty1": 51
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 100,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 175.07,
      "max_chase_pct": 3.0,
      "base_exec_high": 175.07,
      "dynamic_exec_high": null,
      "entry_zone_low": 167.42,
      "entry_zone_high": 172.52,
      "entry_risk_pct": null,
      "intraday_vwap": 177.7291,
      "price_vs_vwap_pct": -0.2696,
      "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": 0.1436,
        "prev_amount_yi": 0.5678,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2529,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:12",
            "open": 177.1,
            "high": 177.24,
            "low": 177.1,
            "close": 177.24,
            "amount_yi": 0.0775
          },
          {
            "time": "10:13",
            "open": 177.2,
            "high": 177.2,
            "low": 177.2,
            "close": 177.2,
            "amount_yi": 0.0338
          },
          {
            "time": "10:14",
            "open": 177.25,
            "high": 177.25,
            "low": 177.25,
            "close": 177.25,
            "amount_yi": 0.0323
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128404.0,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 177.25,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 167.65,
        "open": 169.0,
        "high": 179.8,
        "low": 168.93,
        "bid1": 177.25,
        "ask1": 177.26,
        "bid_qty1": 5,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300428:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260703:SZSE.300428:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300428",
      "name": "立中集团",
      "side": "BUY",
      "priority": "P2",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 19.88,
      "exec_low": 19.88,
      "exec_high": 20.48,
      "invalid_price": 19.28,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 1600,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 20.48,
      "max_chase_pct": 3.0,
      "base_exec_high": 20.48,
      "dynamic_exec_high": null,
      "entry_zone_low": 19.58,
      "entry_zone_high": 20.18,
      "entry_risk_pct": null,
      "intraday_vwap": 19.2165,
      "price_vs_vwap_pct": -0.6583,
      "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": 0.0242,
        "prev_amount_yi": 0.0402,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.602,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:12",
            "open": 19.1,
            "high": 19.1,
            "low": 19.1,
            "close": 19.1,
            "amount_yi": 0.0207
          },
          {
            "time": "10:13",
            "open": 19.11,
            "high": 19.11,
            "low": 19.11,
            "close": 19.11,
            "amount_yi": 0.0018
          },
          {
            "time": "10:14",
            "open": 19.09,
            "high": 19.09,
            "low": 19.09,
            "close": 19.09,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128404.0,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.09,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 19.38,
        "open": 19.38,
        "high": 19.46,
        "low": 18.99,
        "bid1": 19.09,
        "ask1": 19.1,
        "bid_qty1": 27,
        "ask_qty1": 21
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 2300,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 14.88,
      "max_chase_pct": 3.0,
      "base_exec_high": 14.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.23,
      "entry_zone_high": 14.67,
      "entry_risk_pct": null,
      "intraday_vwap": 13.7682,
      "price_vs_vwap_pct": -1.6574,
      "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": 0.1565,
        "prev_amount_yi": 0.2341,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6685,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:12",
            "open": 13.54,
            "high": 13.54,
            "low": 13.53,
            "close": 13.53,
            "amount_yi": 0.0786
          },
          {
            "time": "10:13",
            "open": 13.51,
            "high": 13.51,
            "low": 13.51,
            "close": 13.51,
            "amount_yi": 0.0445
          },
          {
            "time": "10:14",
            "open": 13.54,
            "high": 13.54,
            "low": 13.54,
            "close": 13.54,
            "amount_yi": 0.0334
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128404.0,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.54,
        "ts": "2026-07-06T10:14:00",
        "prev_close": 14.22,
        "open": 13.92,
        "high": 14.07,
        "low": 13.51,
        "bid1": 13.53,
        "ask1": 13.54,
        "bid_qty1": 149,
        "ask_qty1": 223
      },
      "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": "2026-07-06T10:14:00",
      "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": 37.7527,
      "price_vs_vwap_pct": 0.1253,
      "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": 37.8,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 37.15,
        "open": 36.95,
        "high": 38.09,
        "low": 36.95,
        "bid1": 37.79,
        "ask1": 37.8,
        "bid_qty1": 93,
        "ask_qty1": 2
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 1000,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 32.75,
      "max_chase_pct": 3.0,
      "base_exec_high": 32.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 31.32,
      "entry_zone_high": 32.28,
      "entry_risk_pct": null,
      "intraday_vwap": 30.3382,
      "price_vs_vwap_pct": -1.8729,
      "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": 0.0561,
        "prev_amount_yi": 0.0857,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6546,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:12",
            "open": 29.7,
            "high": 29.72,
            "low": 29.7,
            "close": 29.72,
            "amount_yi": 0.029
          },
          {
            "time": "10:13",
            "open": 29.73,
            "high": 29.73,
            "low": 29.73,
            "close": 29.73,
            "amount_yi": 0.0202
          },
          {
            "time": "10:14",
            "open": 29.77,
            "high": 29.77,
            "low": 29.77,
            "close": 29.77,
            "amount_yi": 0.0069
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128404.0,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.77,
        "ts": "2026-07-06T10:13:54",
        "prev_close": 30.83,
        "open": 30.9,
        "high": 30.99,
        "low": 29.66,
        "bid1": 29.76,
        "ask1": 29.77,
        "bid_qty1": 22,
        "ask_qty1": 42
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 1200,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 30.17,
      "max_chase_pct": 3.0,
      "base_exec_high": 30.17,
      "dynamic_exec_high": null,
      "entry_zone_low": 28.85,
      "entry_zone_high": 29.73,
      "entry_risk_pct": null,
      "intraday_vwap": 26.5706,
      "price_vs_vwap_pct": -2.2228,
      "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": 0.0391,
        "prev_amount_yi": 0.0372,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0511,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:12",
            "open": 26.0,
            "high": 26.0,
            "low": 25.98,
            "close": 25.98,
            "amount_yi": 0.03
          },
          {
            "time": "10:13",
            "open": 25.99,
            "high": 25.99,
            "low": 25.99,
            "close": 25.99,
            "amount_yi": 0.0068
          },
          {
            "time": "10:14",
            "open": 25.98,
            "high": 25.98,
            "low": 25.98,
            "close": 25.98,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128404.0,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.98,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 27.02,
        "open": 26.75,
        "high": 27.49,
        "low": 25.95,
        "bid1": 25.98,
        "ask1": 25.99,
        "bid_qty1": 65,
        "ask_qty1": 1
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 5500,
      "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": 5.9289,
      "price_vs_vwap_pct": -1.6681,
      "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": 0.1171,
        "prev_amount_yi": 0.1282,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9134,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:12",
            "open": 5.85,
            "high": 5.85,
            "low": 5.84,
            "close": 5.84,
            "amount_yi": 0.0699
          },
          {
            "time": "10:13",
            "open": 5.84,
            "high": 5.84,
            "low": 5.84,
            "close": 5.84,
            "amount_yi": 0.0222
          },
          {
            "time": "10:14",
            "open": 5.83,
            "high": 5.83,
            "low": 5.83,
            "close": 5.83,
            "amount_yi": 0.025
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128404.0,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.83,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 6.22,
        "open": 5.95,
        "high": 6.05,
        "low": 5.82,
        "bid1": 5.83,
        "ask1": 5.84,
        "bid_qty1": 3945,
        "ask_qty1": 2144
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 600,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 51.83,
      "max_chase_pct": 3.0,
      "base_exec_high": 51.83,
      "dynamic_exec_high": null,
      "entry_zone_low": 49.57,
      "entry_zone_high": 51.07,
      "entry_risk_pct": null,
      "intraday_vwap": 48.7867,
      "price_vs_vwap_pct": -2.5144,
      "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": 0.1111,
        "prev_amount_yi": 0.3121,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.356,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:12",
            "open": 47.46,
            "high": 47.46,
            "low": 47.41,
            "close": 47.41,
            "amount_yi": 0.0872
          },
          {
            "time": "10:13",
            "open": 47.45,
            "high": 47.45,
            "low": 47.45,
            "close": 47.45,
            "amount_yi": 0.0087
          },
          {
            "time": "10:14",
            "open": 47.56,
            "high": 47.56,
            "low": 47.56,
            "close": 47.56,
            "amount_yi": 0.0152
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128404.0,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.56,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 49.58,
        "open": 49.38,
        "high": 51.0,
        "low": 46.91,
        "bid1": 47.56,
        "ask1": 47.59,
        "bid_qty1": 78,
        "ask_qty1": 8
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 1300,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 24.77,
      "max_chase_pct": 3.0,
      "base_exec_high": 24.77,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.69,
      "entry_zone_high": 24.41,
      "entry_risk_pct": null,
      "intraday_vwap": 23.4067,
      "price_vs_vwap_pct": -0.3277,
      "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": 0.0524,
        "prev_amount_yi": 0.1084,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4834,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:12",
            "open": 23.28,
            "high": 23.29,
            "low": 23.28,
            "close": 23.29,
            "amount_yi": 0.0276
          },
          {
            "time": "10:13",
            "open": 23.31,
            "high": 23.31,
            "low": 23.31,
            "close": 23.31,
            "amount_yi": 0.0168
          },
          {
            "time": "10:14",
            "open": 23.33,
            "high": 23.33,
            "low": 23.33,
            "close": 23.33,
            "amount_yi": 0.008
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128404.0,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.33,
        "ts": "2026-07-06T10:13:56",
        "prev_close": 23.45,
        "open": 23.5,
        "high": 23.69,
        "low": 23.0,
        "bid1": 23.31,
        "ask1": 23.33,
        "bid_qty1": 31,
        "ask_qty1": 198
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 1200,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 27.31,
      "max_chase_pct": 3.0,
      "base_exec_high": 27.31,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.11,
      "entry_zone_high": 26.91,
      "entry_risk_pct": null,
      "intraday_vwap": 25.9202,
      "price_vs_vwap_pct": -0.1165,
      "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": 0.0548,
        "prev_amount_yi": 0.1689,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3245,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:12",
            "open": 25.84,
            "high": 25.85,
            "low": 25.84,
            "close": 25.85,
            "amount_yi": 0.024
          },
          {
            "time": "10:13",
            "open": 25.87,
            "high": 25.87,
            "low": 25.87,
            "close": 25.87,
            "amount_yi": 0.0112
          },
          {
            "time": "10:14",
            "open": 25.89,
            "high": 25.89,
            "low": 25.89,
            "close": 25.89,
            "amount_yi": 0.0196
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128404.0,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.89,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 26.22,
        "open": 26.1,
        "high": 26.48,
        "low": 25.58,
        "bid1": 25.89,
        "ask1": 25.9,
        "bid_qty1": 612,
        "ask_qty1": 45
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 1200,
      "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": 26.7286,
      "price_vs_vwap_pct": -0.8179,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2804,
        "prev_amount_yi": 0.2343,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1968,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 26.64,
            "high": 26.64,
            "low": 26.54,
            "close": 26.54,
            "amount_yi": 0.1309
          },
          {
            "time": "10:11",
            "open": 26.57,
            "high": 26.57,
            "low": 26.54,
            "close": 26.54,
            "amount_yi": 0.0472
          },
          {
            "time": "10:12",
            "open": 26.56,
            "high": 26.56,
            "low": 26.52,
            "close": 26.52,
            "amount_yi": 0.0358
          },
          {
            "time": "10:13",
            "open": 26.5,
            "high": 26.5,
            "low": 26.5,
            "close": 26.5,
            "amount_yi": 0.0514
          },
          {
            "time": "10:14",
            "open": 26.51,
            "high": 26.51,
            "low": 26.51,
            "close": 26.51,
            "amount_yi": 0.0151
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.51,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 25.91,
        "open": 25.04,
        "high": 27.85,
        "low": 25.04,
        "bid1": 26.51,
        "ask1": 26.52,
        "bid_qty1": 40,
        "ask_qty1": 8
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 1500,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 20.8,
      "price_vs_vwap_pct": -0.0481,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5254,
        "prev_amount_yi": 0.7444,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7058,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 20.91,
            "high": 20.91,
            "low": 20.85,
            "close": 20.85,
            "amount_yi": 0.1558
          },
          {
            "time": "10:11",
            "open": 20.82,
            "high": 20.82,
            "low": 20.81,
            "close": 20.81,
            "amount_yi": 0.1351
          },
          {
            "time": "10:12",
            "open": 20.76,
            "high": 20.78,
            "low": 20.76,
            "close": 20.78,
            "amount_yi": 0.1203
          },
          {
            "time": "10:13",
            "open": 20.8,
            "high": 20.8,
            "low": 20.8,
            "close": 20.8,
            "amount_yi": 0.0607
          },
          {
            "time": "10:14",
            "open": 20.79,
            "high": 20.79,
            "low": 20.79,
            "close": 20.79,
            "amount_yi": 0.0535
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.79,
        "ts": "2026-07-06T10:14:00",
        "prev_close": 19.84,
        "open": 19.7,
        "high": 21.47,
        "low": 19.38,
        "bid1": 20.78,
        "ask1": 20.79,
        "bid_qty1": 68,
        "ask_qty1": 51
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 900,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 32.9179,
      "price_vs_vwap_pct": -0.6923,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6946,
        "prev_amount_yi": 0.9354,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7426,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 32.77,
            "high": 32.77,
            "low": 32.7,
            "close": 32.7,
            "amount_yi": 0.2016
          },
          {
            "time": "10:11",
            "open": 32.68,
            "high": 32.68,
            "low": 32.67,
            "close": 32.67,
            "amount_yi": 0.1556
          },
          {
            "time": "10:12",
            "open": 32.65,
            "high": 32.68,
            "low": 32.65,
            "close": 32.68,
            "amount_yi": 0.1506
          },
          {
            "time": "10:13",
            "open": 32.7,
            "high": 32.7,
            "low": 32.7,
            "close": 32.7,
            "amount_yi": 0.0609
          },
          {
            "time": "10:14",
            "open": 32.69,
            "high": 32.69,
            "low": 32.69,
            "close": 32.69,
            "amount_yi": 0.1259
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 32.69,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 31.23,
        "open": 31.23,
        "high": 33.59,
        "low": 31.23,
        "bid1": 32.68,
        "ask1": 32.69,
        "bid_qty1": 572,
        "ask_qty1": 378
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "near_trigger",
      "qty": 3000,
      "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": 10.6058,
      "price_vs_vwap_pct": 0.3225,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0544,
        "prev_amount_yi": 0.0597,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9112,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 10.58,
            "high": 10.64,
            "low": 10.58,
            "close": 10.64,
            "amount_yi": 0.0239
          },
          {
            "time": "10:11",
            "open": 10.67,
            "high": 10.68,
            "low": 10.67,
            "close": 10.68,
            "amount_yi": 0.0174
          },
          {
            "time": "10:12",
            "open": 10.63,
            "high": 10.63,
            "low": 10.63,
            "close": 10.63,
            "amount_yi": 0.0063
          },
          {
            "time": "10:13",
            "open": 10.64,
            "high": 10.64,
            "low": 10.64,
            "close": 10.64,
            "amount_yi": 0.0017
          },
          {
            "time": "10:14",
            "open": 10.64,
            "high": 10.64,
            "low": 10.64,
            "close": 10.64,
            "amount_yi": 0.0051
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.64,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 10.52,
        "open": 10.4,
        "high": 10.82,
        "low": 10.32,
        "bid1": 10.64,
        "ask1": 10.65,
        "bid_qty1": 18,
        "ask_qty1": 98
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 1500,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 21.37,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.06,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.44,
      "entry_zone_high": 21.06,
      "entry_risk_pct": null,
      "intraday_vwap": 20.9837,
      "price_vs_vwap_pct": 1.1738,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7352,
        "prev_amount_yi": 1.1508,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6389,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 21.35,
            "high": 21.35,
            "low": 21.28,
            "close": 21.28,
            "amount_yi": 0.1712
          },
          {
            "time": "10:11",
            "open": 21.29,
            "high": 21.32,
            "low": 21.29,
            "close": 21.32,
            "amount_yi": 0.2298
          },
          {
            "time": "10:12",
            "open": 21.26,
            "high": 21.26,
            "low": 21.26,
            "close": 21.26,
            "amount_yi": 0.1922
          },
          {
            "time": "10:13",
            "open": 21.26,
            "high": 21.26,
            "low": 21.26,
            "close": 21.26,
            "amount_yi": 0.0613
          },
          {
            "time": "10:14",
            "open": 21.23,
            "high": 21.23,
            "low": 21.23,
            "close": 21.23,
            "amount_yi": 0.0807
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.23,
        "ts": "2026-07-06T10:13:59",
        "prev_close": 20.34,
        "open": 19.88,
        "high": 21.49,
        "low": 19.88,
        "bid1": 21.22,
        "ask1": 21.23,
        "bid_qty1": 15,
        "ask_qty1": 9
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 1200,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 27.27,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.08,
      "entry_zone_high": 26.88,
      "entry_risk_pct": null,
      "intraday_vwap": 25.8381,
      "price_vs_vwap_pct": -2.0439,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5159,
        "prev_amount_yi": 0.5195,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9931,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 25.49,
            "high": 25.49,
            "low": 25.45,
            "close": 25.45,
            "amount_yi": 0.1383
          },
          {
            "time": "10:11",
            "open": 25.43,
            "high": 25.43,
            "low": 25.41,
            "close": 25.41,
            "amount_yi": 0.135
          },
          {
            "time": "10:12",
            "open": 25.36,
            "high": 25.36,
            "low": 25.35,
            "close": 25.35,
            "amount_yi": 0.1249
          },
          {
            "time": "10:13",
            "open": 25.32,
            "high": 25.32,
            "low": 25.32,
            "close": 25.32,
            "amount_yi": 0.0522
          },
          {
            "time": "10:14",
            "open": 25.31,
            "high": 25.31,
            "low": 25.31,
            "close": 25.31,
            "amount_yi": 0.0655
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.31,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 25.93,
        "open": 25.23,
        "high": 26.6,
        "low": 25.18,
        "bid1": 25.31,
        "ask1": 25.32,
        "bid_qty1": 32,
        "ask_qty1": 335
      },
      "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": "ACTIONABLE",
      "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": "2026-07-06T10:14:00",
      "sim_reason": "trigger_touched",
      "qty": 1100,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 29.15,
      "max_chase_pct": 1.5,
      "base_exec_high": 28.72,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.88,
      "entry_zone_high": 28.72,
      "entry_risk_pct": 4.0545,
      "intraday_vwap": 28.6776,
      "price_vs_vwap_pct": -0.2357,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.255,
        "prev_amount_yi": 2.3058,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.978,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 28.63,
            "high": 28.63,
            "low": 28.62,
            "close": 28.62,
            "amount_yi": 0.5868
          },
          {
            "time": "10:11",
            "open": 28.61,
            "high": 28.61,
            "low": 28.61,
            "close": 28.61,
            "amount_yi": 0.3737
          },
          {
            "time": "10:12",
            "open": 28.65,
            "high": 28.65,
            "low": 28.63,
            "close": 28.63,
            "amount_yi": 0.3325
          },
          {
            "time": "10:13",
            "open": 28.62,
            "high": 28.62,
            "low": 28.62,
            "close": 28.62,
            "amount_yi": 0.1431
          },
          {
            "time": "10:14",
            "open": 28.61,
            "high": 28.61,
            "low": 28.61,
            "close": 28.61,
            "amount_yi": 0.8189
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42801.33,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.61,
        "ts": "2026-07-06T10:13:59",
        "prev_close": 27.82,
        "open": 27.64,
        "high": 29.19,
        "low": 27.62,
        "bid1": 28.6,
        "ask1": 28.61,
        "bid_qty1": 1664,
        "ask_qty1": 479
      },
      "previous_state": "ACTIONABLE",
      "next_state": "ACTIONABLE",
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 2700,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.18,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.01,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.65,
      "entry_zone_high": 12.01,
      "entry_risk_pct": null,
      "intraday_vwap": 11.7005,
      "price_vs_vwap_pct": -1.2008,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3051,
        "prev_amount_yi": 0.2159,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4132,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 11.62,
            "high": 11.62,
            "low": 11.59,
            "close": 11.59,
            "amount_yi": 0.1131
          },
          {
            "time": "10:11",
            "open": 11.58,
            "high": 11.59,
            "low": 11.58,
            "close": 11.59,
            "amount_yi": 0.0661
          },
          {
            "time": "10:12",
            "open": 11.59,
            "high": 11.59,
            "low": 11.58,
            "close": 11.58,
            "amount_yi": 0.0582
          },
          {
            "time": "10:13",
            "open": 11.57,
            "high": 11.57,
            "low": 11.57,
            "close": 11.57,
            "amount_yi": 0.0216
          },
          {
            "time": "10:14",
            "open": 11.56,
            "high": 11.56,
            "low": 11.56,
            "close": 11.56,
            "amount_yi": 0.0461
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.56,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 11.46,
        "open": 11.4,
        "high": 11.95,
        "low": 11.35,
        "bid1": 11.56,
        "ask1": 11.57,
        "bid_qty1": 19,
        "ask_qty1": 113
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002574:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002574:VWAP_RECLAIM",
      "symbol": "SZSE.002574",
      "name": "明牌珠宝",
      "side": "BUY",
      "priority": "W8",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.38,
      "exec_low": 4.45,
      "exec_high": 4.45,
      "invalid_price": 4.25,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 7300,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.45,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.31,
      "entry_zone_high": 4.45,
      "entry_risk_pct": 2.968,
      "intraday_vwap": 4.35,
      "price_vs_vwap_pct": 0.6897,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0128,
        "prev_amount_yi": 0.0139,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9209,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 4.37,
            "high": 4.37,
            "low": 4.37,
            "close": 4.37,
            "amount_yi": 0.0009
          },
          {
            "time": "10:11",
            "open": 4.37,
            "high": 4.38,
            "low": 4.37,
            "close": 4.38,
            "amount_yi": 0.0004
          },
          {
            "time": "10:12",
            "open": 4.36,
            "high": 4.37,
            "low": 4.36,
            "close": 4.37,
            "amount_yi": 0.0044
          },
          {
            "time": "10:13",
            "open": 4.36,
            "high": 4.36,
            "low": 4.36,
            "close": 4.36,
            "amount_yi": 0.0048
          },
          {
            "time": "10:14",
            "open": 4.38,
            "high": 4.38,
            "low": 4.38,
            "close": 4.38,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.38,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 4.33,
        "open": 4.32,
        "high": 4.39,
        "low": 4.31,
        "bid1": 4.37,
        "ask1": 4.38,
        "bid_qty1": 708,
        "ask_qty1": 802
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 3600,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.95,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.82,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.56,
      "entry_zone_high": 8.82,
      "entry_risk_pct": null,
      "intraday_vwap": 8.9994,
      "price_vs_vwap_pct": -1.549,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5419,
        "prev_amount_yi": 0.5402,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0031,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 8.94,
            "high": 8.94,
            "low": 8.92,
            "close": 8.92,
            "amount_yi": 0.0772
          },
          {
            "time": "10:11",
            "open": 8.92,
            "high": 8.92,
            "low": 8.9,
            "close": 8.9,
            "amount_yi": 0.1031
          },
          {
            "time": "10:12",
            "open": 8.9,
            "high": 8.9,
            "low": 8.86,
            "close": 8.86,
            "amount_yi": 0.1864
          },
          {
            "time": "10:13",
            "open": 8.85,
            "high": 8.85,
            "low": 8.85,
            "close": 8.85,
            "amount_yi": 0.0921
          },
          {
            "time": "10:14",
            "open": 8.86,
            "high": 8.86,
            "low": 8.86,
            "close": 8.86,
            "amount_yi": 0.0831
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.86,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 8.44,
        "open": 8.41,
        "high": 9.28,
        "low": 8.31,
        "bid1": 8.85,
        "ask1": 8.86,
        "bid_qty1": 497,
        "ask_qty1": 274
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 2300,
      "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": 13.9203,
      "price_vs_vwap_pct": -0.936,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1497,
        "prev_amount_yi": 0.0917,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6325,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 13.89,
            "high": 13.89,
            "low": 13.87,
            "close": 13.87,
            "amount_yi": 0.0411
          },
          {
            "time": "10:11",
            "open": 13.85,
            "high": 13.85,
            "low": 13.84,
            "close": 13.84,
            "amount_yi": 0.0245
          },
          {
            "time": "10:12",
            "open": 13.83,
            "high": 13.83,
            "low": 13.81,
            "close": 13.81,
            "amount_yi": 0.053
          },
          {
            "time": "10:13",
            "open": 13.79,
            "high": 13.79,
            "low": 13.79,
            "close": 13.79,
            "amount_yi": 0.0183
          },
          {
            "time": "10:14",
            "open": 13.79,
            "high": 13.79,
            "low": 13.79,
            "close": 13.79,
            "amount_yi": 0.0128
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.79,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 13.73,
        "open": 13.59,
        "high": 14.24,
        "low": 13.45,
        "bid1": 13.79,
        "ask1": 13.8,
        "bid_qty1": 34,
        "ask_qty1": 88
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 900,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 35.43,
      "max_chase_pct": 1.5,
      "base_exec_high": 34.92,
      "dynamic_exec_high": null,
      "entry_zone_low": 33.88,
      "entry_zone_high": 34.92,
      "entry_risk_pct": 3.9712,
      "intraday_vwap": 34.5025,
      "price_vs_vwap_pct": 0.6594,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0085,
        "prev_amount_yi": 0.0124,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6855,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 34.68,
            "high": 34.68,
            "low": 34.68,
            "close": 34.68,
            "amount_yi": 0.0036
          },
          {
            "time": "10:11",
            "open": 34.69,
            "high": 34.71,
            "low": 34.69,
            "close": 34.71,
            "amount_yi": 0.0017
          },
          {
            "time": "10:12",
            "open": 34.69,
            "high": 34.69,
            "low": 34.68,
            "close": 34.68,
            "amount_yi": 0.0009
          },
          {
            "time": "10:13",
            "open": 34.68,
            "high": 34.68,
            "low": 34.68,
            "close": 34.68,
            "amount_yi": 0.0009
          },
          {
            "time": "10:14",
            "open": 34.73,
            "high": 34.73,
            "low": 34.73,
            "close": 34.73,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42801.33,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.73,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 34.13,
        "open": 34.0,
        "high": 34.9,
        "low": 33.73,
        "bid1": 34.73,
        "ask1": 34.75,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002721:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002721:VWAP_RECLAIM",
      "symbol": "SZSE.002721",
      "name": "金一文化",
      "side": "BUY",
      "priority": "W12",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.35,
      "exec_low": 2.39,
      "exec_high": 2.39,
      "invalid_price": 2.28,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 13900,
      "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": 2.3327,
      "price_vs_vwap_pct": -0.5444,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0171,
        "prev_amount_yi": 0.0113,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5133,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 2.32,
            "high": 2.33,
            "low": 2.32,
            "close": 2.33,
            "amount_yi": 0.002
          },
          {
            "time": "10:11",
            "open": 2.33,
            "high": 2.33,
            "low": 2.32,
            "close": 2.32,
            "amount_yi": 0.0006
          },
          {
            "time": "10:12",
            "open": 2.32,
            "high": 2.32,
            "low": 2.32,
            "close": 2.32,
            "amount_yi": 0.0138
          },
          {
            "time": "10:13",
            "open": 2.32,
            "high": 2.32,
            "low": 2.32,
            "close": 2.32,
            "amount_yi": 0.0001
          },
          {
            "time": "10:14",
            "open": 2.32,
            "high": 2.32,
            "low": 2.32,
            "close": 2.32,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.32,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 2.33,
        "open": 2.33,
        "high": 2.36,
        "low": 2.31,
        "bid1": 2.31,
        "ask1": 2.32,
        "bid_qty1": 8419,
        "ask_qty1": 2869
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600531:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600531:VWAP_RECLAIM",
      "symbol": "SHSE.600531",
      "name": "豫光金铅",
      "side": "BUY",
      "priority": "W13",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.15,
      "exec_low": 16.39,
      "exec_high": 16.39,
      "invalid_price": 15.67,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 2100,
      "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": 15.4671,
      "price_vs_vwap_pct": -1.7269,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5064,
        "prev_amount_yi": 0.2899,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7468,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 15.33,
            "high": 15.33,
            "low": 15.28,
            "close": 15.28,
            "amount_yi": 0.1574
          },
          {
            "time": "10:11",
            "open": 15.26,
            "high": 15.26,
            "low": 15.22,
            "close": 15.22,
            "amount_yi": 0.1154
          },
          {
            "time": "10:12",
            "open": 15.21,
            "high": 15.22,
            "low": 15.21,
            "close": 15.22,
            "amount_yi": 0.1033
          },
          {
            "time": "10:13",
            "open": 15.24,
            "high": 15.24,
            "low": 15.24,
            "close": 15.24,
            "amount_yi": 0.0449
          },
          {
            "time": "10:14",
            "open": 15.2,
            "high": 15.2,
            "low": 15.2,
            "close": 15.2,
            "amount_yi": 0.0854
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.2,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 15.24,
        "open": 15.3,
        "high": 15.75,
        "low": 15.2,
        "bid1": 15.2,
        "ask1": 15.21,
        "bid_qty1": 527,
        "ask_qty1": 133
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 13200,
      "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": 2.4537,
      "price_vs_vwap_pct": -0.9659,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0127,
        "prev_amount_yi": 0.0066,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9242,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 2.44,
            "high": 2.44,
            "low": 2.43,
            "close": 2.43,
            "amount_yi": 0.0027
          },
          {
            "time": "10:10",
            "open": 2.43,
            "high": 2.44,
            "low": 2.43,
            "close": 2.44,
            "amount_yi": 0.0006
          },
          {
            "time": "10:11",
            "open": 2.43,
            "high": 2.43,
            "low": 2.43,
            "close": 2.43,
            "amount_yi": 0.0001
          },
          {
            "time": "10:12",
            "open": 2.42,
            "high": 2.43,
            "low": 2.42,
            "close": 2.43,
            "amount_yi": 0.0092
          },
          {
            "time": "10:14",
            "open": 2.43,
            "high": 2.43,
            "low": 2.43,
            "close": 2.43,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.43,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 2.45,
        "open": 2.44,
        "high": 2.49,
        "low": 2.42,
        "bid1": 2.42,
        "ask1": 2.43,
        "bid_qty1": 2725,
        "ask_qty1": 2332
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600824:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600824:VWAP_RECLAIM",
      "symbol": "SHSE.600824",
      "name": "益民集团",
      "side": "BUY",
      "priority": "W15",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.5,
      "exec_low": 3.55,
      "exec_high": 3.55,
      "invalid_price": 3.4,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "near_trigger",
      "qty": 9200,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 3.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.55,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.45,
      "entry_zone_high": 3.55,
      "entry_risk_pct": null,
      "intraday_vwap": 3.4902,
      "price_vs_vwap_pct": -0.0057,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0068,
        "prev_amount_yi": 0.0053,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.283,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 3.5,
            "high": 3.5,
            "low": 3.5,
            "close": 3.5,
            "amount_yi": 0.002
          },
          {
            "time": "10:10",
            "open": 3.5,
            "high": 3.5,
            "low": 3.5,
            "close": 3.5,
            "amount_yi": 0.0001
          },
          {
            "time": "10:12",
            "open": 3.5,
            "high": 3.5,
            "low": 3.5,
            "close": 3.5,
            "amount_yi": 0.0001
          },
          {
            "time": "10:13",
            "open": 3.48,
            "high": 3.48,
            "low": 3.48,
            "close": 3.48,
            "amount_yi": 0.0043
          },
          {
            "time": "10:14",
            "open": 3.49,
            "high": 3.49,
            "low": 3.49,
            "close": 3.49,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.49,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 3.47,
        "open": 3.47,
        "high": 3.52,
        "low": 3.46,
        "bid1": 3.48,
        "ask1": 3.49,
        "bid_qty1": 617,
        "ask_qty1": 67
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600655:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600655:VWAP_RECLAIM",
      "symbol": "SHSE.600655",
      "name": "豫园股份",
      "side": "BUY",
      "priority": "W16",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.35,
      "exec_low": 4.42,
      "exec_high": 4.42,
      "invalid_price": 4.22,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 7400,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.48,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.28,
      "entry_zone_high": 4.42,
      "entry_risk_pct": null,
      "intraday_vwap": 4.2978,
      "price_vs_vwap_pct": 0.0512,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0084,
        "prev_amount_yi": 0.0146,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5753,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 4.3,
            "high": 4.3,
            "low": 4.29,
            "close": 4.29,
            "amount_yi": 0.0022
          },
          {
            "time": "10:11",
            "open": 4.3,
            "high": 4.3,
            "low": 4.3,
            "close": 4.3,
            "amount_yi": 0.0003
          },
          {
            "time": "10:12",
            "open": 4.32,
            "high": 4.32,
            "low": 4.31,
            "close": 4.31,
            "amount_yi": 0.0054
          },
          {
            "time": "10:13",
            "open": 4.31,
            "high": 4.31,
            "low": 4.31,
            "close": 4.31,
            "amount_yi": 0.0002
          },
          {
            "time": "10:14",
            "open": 4.3,
            "high": 4.3,
            "low": 4.3,
            "close": 4.3,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.3,
        "ts": "2026-07-06T10:13:58",
        "prev_close": 4.28,
        "open": 4.29,
        "high": 4.33,
        "low": 4.26,
        "bid1": 4.3,
        "ask1": 4.31,
        "bid_qty1": 1093,
        "ask_qty1": 484
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300018:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260703:SZSE.300018:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.300018",
      "name": "中元股份",
      "side": "BUY",
      "priority": "W17",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 2200,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 14.445,
      "price_vs_vwap_pct": 0.7269,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2059,
        "prev_amount_yi": 0.2336,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8814,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 14.64,
            "high": 14.64,
            "low": 14.58,
            "close": 14.58,
            "amount_yi": 0.0774
          },
          {
            "time": "10:11",
            "open": 14.58,
            "high": 14.58,
            "low": 14.54,
            "close": 14.54,
            "amount_yi": 0.0424
          },
          {
            "time": "10:12",
            "open": 14.51,
            "high": 14.53,
            "low": 14.51,
            "close": 14.53,
            "amount_yi": 0.0611
          },
          {
            "time": "10:13",
            "open": 14.54,
            "high": 14.54,
            "low": 14.54,
            "close": 14.54,
            "amount_yi": 0.0087
          },
          {
            "time": "10:14",
            "open": 14.55,
            "high": 14.55,
            "low": 14.55,
            "close": 14.55,
            "amount_yi": 0.0163
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.55,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 14.65,
        "open": 14.52,
        "high": 14.77,
        "low": 14.15,
        "bid1": 14.54,
        "ask1": 14.55,
        "bid_qty1": 1,
        "ask_qty1": 21
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 3200,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 10.1644,
      "price_vs_vwap_pct": -1.9126,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1641,
        "prev_amount_yi": 0.2448,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6703,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 9.97,
            "high": 9.97,
            "low": 9.96,
            "close": 9.96,
            "amount_yi": 0.0412
          },
          {
            "time": "10:11",
            "open": 9.96,
            "high": 9.97,
            "low": 9.96,
            "close": 9.97,
            "amount_yi": 0.0485
          },
          {
            "time": "10:12",
            "open": 9.96,
            "high": 9.96,
            "low": 9.95,
            "close": 9.95,
            "amount_yi": 0.0433
          },
          {
            "time": "10:13",
            "open": 9.96,
            "high": 9.96,
            "low": 9.96,
            "close": 9.96,
            "amount_yi": 0.0183
          },
          {
            "time": "10:14",
            "open": 9.97,
            "high": 9.97,
            "low": 9.97,
            "close": 9.97,
            "amount_yi": 0.0128
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.97,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 10.63,
        "open": 10.39,
        "high": 10.62,
        "low": 9.92,
        "bid1": 9.96,
        "ask1": 9.97,
        "bid_qty1": 79,
        "ask_qty1": 78
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 800,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 38.1649,
      "price_vs_vwap_pct": -1.2181,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7148,
        "prev_amount_yi": 1.3287,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.538,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 37.36,
            "high": 37.45,
            "low": 37.36,
            "close": 37.45,
            "amount_yi": 0.2544
          },
          {
            "time": "10:11",
            "open": 37.5,
            "high": 37.51,
            "low": 37.5,
            "close": 37.51,
            "amount_yi": 0.1197
          },
          {
            "time": "10:12",
            "open": 37.49,
            "high": 37.49,
            "low": 37.44,
            "close": 37.44,
            "amount_yi": 0.1051
          },
          {
            "time": "10:13",
            "open": 37.55,
            "high": 37.55,
            "low": 37.55,
            "close": 37.55,
            "amount_yi": 0.1486
          },
          {
            "time": "10:14",
            "open": 37.7,
            "high": 37.7,
            "low": 37.7,
            "close": 37.7,
            "amount_yi": 0.087
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.7,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 37.35,
        "open": 38.0,
        "high": 39.49,
        "low": 37.3,
        "bid1": 37.69,
        "ask1": 37.7,
        "bid_qty1": 370,
        "ask_qty1": 53
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 5200,
      "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": 6.332,
      "price_vs_vwap_pct": -2.4005,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.292,
        "prev_amount_yi": 0.2152,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3569,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 6.19,
            "high": 6.19,
            "low": 6.18,
            "close": 6.18,
            "amount_yi": 0.0681
          },
          {
            "time": "10:11",
            "open": 6.16,
            "high": 6.17,
            "low": 6.16,
            "close": 6.17,
            "amount_yi": 0.1908
          },
          {
            "time": "10:12",
            "open": 6.17,
            "high": 6.18,
            "low": 6.17,
            "close": 6.18,
            "amount_yi": 0.015
          },
          {
            "time": "10:13",
            "open": 6.18,
            "high": 6.18,
            "low": 6.18,
            "close": 6.18,
            "amount_yi": 0.0102
          },
          {
            "time": "10:14",
            "open": 6.18,
            "high": 6.18,
            "low": 6.18,
            "close": 6.18,
            "amount_yi": 0.0079
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.18,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 6.51,
        "open": 6.36,
        "high": 6.54,
        "low": 6.14,
        "bid1": 6.17,
        "ask1": 6.18,
        "bid_qty1": 2254,
        "ask_qty1": 552
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 3000,
      "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": 10.6947,
      "price_vs_vwap_pct": -0.1375,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.045,
        "prev_amount_yi": 0.0647,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6955,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 10.66,
            "high": 10.66,
            "low": 10.65,
            "close": 10.65,
            "amount_yi": 0.0131
          },
          {
            "time": "10:11",
            "open": 10.67,
            "high": 10.67,
            "low": 10.66,
            "close": 10.66,
            "amount_yi": 0.0043
          },
          {
            "time": "10:12",
            "open": 10.66,
            "high": 10.66,
            "low": 10.64,
            "close": 10.64,
            "amount_yi": 0.0147
          },
          {
            "time": "10:13",
            "open": 10.65,
            "high": 10.65,
            "low": 10.65,
            "close": 10.65,
            "amount_yi": 0.0064
          },
          {
            "time": "10:14",
            "open": 10.68,
            "high": 10.68,
            "low": 10.68,
            "close": 10.68,
            "amount_yi": 0.0065
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.68,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 10.72,
        "open": 10.71,
        "high": 10.82,
        "low": 10.51,
        "bid1": 10.67,
        "ask1": 10.68,
        "bid_qty1": 3,
        "ask_qty1": 68
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002533:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002533:VWAP_RECLAIM",
      "symbol": "SZSE.002533",
      "name": "金杯电工",
      "side": "BUY",
      "priority": "W22",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.18,
      "exec_low": 11.35,
      "exec_high": 11.35,
      "invalid_price": 10.84,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "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": 11.52,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.35,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.01,
      "entry_zone_high": 11.35,
      "entry_risk_pct": 3.1278,
      "intraday_vwap": 11.109,
      "price_vs_vwap_pct": 0.6391,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0415,
        "prev_amount_yi": 0.0123,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.374,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 11.22,
            "high": 11.22,
            "low": 11.21,
            "close": 11.21,
            "amount_yi": 0.021
          },
          {
            "time": "10:11",
            "open": 11.2,
            "high": 11.22,
            "low": 11.2,
            "close": 11.22,
            "amount_yi": 0.008
          },
          {
            "time": "10:12",
            "open": 11.21,
            "high": 11.21,
            "low": 11.2,
            "close": 11.2,
            "amount_yi": 0.0066
          },
          {
            "time": "10:13",
            "open": 11.19,
            "high": 11.19,
            "low": 11.19,
            "close": 11.19,
            "amount_yi": 0.0036
          },
          {
            "time": "10:14",
            "open": 11.18,
            "high": 11.18,
            "low": 11.18,
            "close": 11.18,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42801.33,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.18,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 11.03,
        "open": 11.04,
        "high": 11.22,
        "low": 10.93,
        "bid1": 11.18,
        "ask1": 11.19,
        "bid_qty1": 101,
        "ask_qty1": 168
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600590:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600590:VWAP_RECLAIM",
      "symbol": "SHSE.600590",
      "name": "泰豪科技",
      "side": "BUY",
      "priority": "W23",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.09,
      "exec_low": 10.24,
      "exec_high": 10.24,
      "invalid_price": 9.79,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 3100,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.39,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.24,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.94,
      "entry_zone_high": 10.24,
      "entry_risk_pct": 3.831,
      "intraday_vwap": 10.1752,
      "price_vs_vwap_pct": 0.0472,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0744,
        "prev_amount_yi": 0.086,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8651,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 10.22,
            "high": 10.22,
            "low": 10.2,
            "close": 10.2,
            "amount_yi": 0.0286
          },
          {
            "time": "10:11",
            "open": 10.19,
            "high": 10.2,
            "low": 10.19,
            "close": 10.2,
            "amount_yi": 0.0142
          },
          {
            "time": "10:12",
            "open": 10.18,
            "high": 10.18,
            "low": 10.17,
            "close": 10.17,
            "amount_yi": 0.0204
          },
          {
            "time": "10:13",
            "open": 10.17,
            "high": 10.17,
            "low": 10.17,
            "close": 10.17,
            "amount_yi": 0.0055
          },
          {
            "time": "10:14",
            "open": 10.18,
            "high": 10.18,
            "low": 10.18,
            "close": 10.18,
            "amount_yi": 0.0057
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42801.33,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.18,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 9.95,
        "open": 10.01,
        "high": 10.38,
        "low": 9.96,
        "bid1": 10.17,
        "ask1": 10.18,
        "bid_qty1": 41,
        "ask_qty1": 21
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002531:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002531:VWAP_RECLAIM",
      "symbol": "SZSE.002531",
      "name": "天顺风能",
      "side": "BUY",
      "priority": "W24",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.61,
      "exec_low": 8.74,
      "exec_high": 8.74,
      "invalid_price": 8.35,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 3800,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.87,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.74,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.48,
      "entry_zone_high": 8.74,
      "entry_risk_pct": null,
      "intraday_vwap": 8.4007,
      "price_vs_vwap_pct": -0.8416,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0501,
        "prev_amount_yi": 0.068,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7368,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 8.36,
            "high": 8.36,
            "low": 8.34,
            "close": 8.34,
            "amount_yi": 0.0109
          },
          {
            "time": "10:11",
            "open": 8.33,
            "high": 8.33,
            "low": 8.33,
            "close": 8.33,
            "amount_yi": 0.0073
          },
          {
            "time": "10:12",
            "open": 8.31,
            "high": 8.33,
            "low": 8.31,
            "close": 8.33,
            "amount_yi": 0.0287
          },
          {
            "time": "10:13",
            "open": 8.33,
            "high": 8.33,
            "low": 8.33,
            "close": 8.33,
            "amount_yi": 0.0007
          },
          {
            "time": "10:14",
            "open": 8.33,
            "high": 8.33,
            "low": 8.33,
            "close": 8.33,
            "amount_yi": 0.0025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.33,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 8.52,
        "open": 8.43,
        "high": 8.72,
        "low": 8.23,
        "bid1": 8.32,
        "ask1": 8.33,
        "bid_qty1": 440,
        "ask_qty1": 63
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300048:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300048:VWAP_RECLAIM",
      "symbol": "SZSE.300048",
      "name": "合康新能",
      "side": "BUY",
      "priority": "W25",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.89,
      "exec_low": 4.96,
      "exec_high": 4.96,
      "invalid_price": 4.74,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 6500,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.04,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.96,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.82,
      "entry_zone_high": 4.96,
      "entry_risk_pct": 3.4623,
      "intraday_vwap": 4.9045,
      "price_vs_vwap_pct": 0.1121,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0253,
        "prev_amount_yi": 0.0211,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1991,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 4.93,
            "high": 4.93,
            "low": 4.93,
            "close": 4.93,
            "amount_yi": 0.0039
          },
          {
            "time": "10:11",
            "open": 4.92,
            "high": 4.92,
            "low": 4.92,
            "close": 4.92,
            "amount_yi": 0.0001
          },
          {
            "time": "10:12",
            "open": 4.92,
            "high": 4.92,
            "low": 4.91,
            "close": 4.91,
            "amount_yi": 0.0113
          },
          {
            "time": "10:13",
            "open": 4.9,
            "high": 4.9,
            "low": 4.9,
            "close": 4.9,
            "amount_yi": 0.0083
          },
          {
            "time": "10:14",
            "open": 4.91,
            "high": 4.91,
            "low": 4.91,
            "close": 4.91,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42801.33,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.91,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 4.85,
        "open": 4.85,
        "high": 5.0,
        "low": 4.81,
        "bid1": 4.9,
        "ask1": 4.91,
        "bid_qty1": 1297,
        "ask_qty1": 119
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 1000,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 30.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 29.77,
      "dynamic_exec_high": null,
      "entry_zone_low": 28.89,
      "entry_zone_high": 29.77,
      "entry_risk_pct": null,
      "intraday_vwap": 30.2134,
      "price_vs_vwap_pct": 1.5112,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7928,
        "prev_amount_yi": 1.5349,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5165,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 30.75,
            "high": 30.75,
            "low": 30.73,
            "close": 30.73,
            "amount_yi": 0.2562
          },
          {
            "time": "10:11",
            "open": 30.66,
            "high": 30.7,
            "low": 30.66,
            "close": 30.7,
            "amount_yi": 0.1416
          },
          {
            "time": "10:12",
            "open": 30.71,
            "high": 30.71,
            "low": 30.66,
            "close": 30.66,
            "amount_yi": 0.1886
          },
          {
            "time": "10:13",
            "open": 30.66,
            "high": 30.66,
            "low": 30.66,
            "close": 30.66,
            "amount_yi": 0.0811
          },
          {
            "time": "10:14",
            "open": 30.67,
            "high": 30.67,
            "low": 30.67,
            "close": 30.67,
            "amount_yi": 0.1253
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.67,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 28.89,
        "open": 29.29,
        "high": 30.89,
        "low": 29.1,
        "bid1": 30.66,
        "ask1": 30.67,
        "bid_qty1": 37,
        "ask_qty1": 6
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "near_trigger",
      "qty": 1700,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 19.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 18.93,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.37,
      "entry_zone_high": 18.93,
      "entry_risk_pct": null,
      "intraday_vwap": 18.7552,
      "price_vs_vwap_pct": -1.2541,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0878,
        "prev_amount_yi": 0.156,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5628,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 18.58,
            "high": 18.58,
            "low": 18.58,
            "close": 18.58,
            "amount_yi": 0.0282
          },
          {
            "time": "10:11",
            "open": 18.56,
            "high": 18.56,
            "low": 18.56,
            "close": 18.56,
            "amount_yi": 0.0309
          },
          {
            "time": "10:12",
            "open": 18.53,
            "high": 18.55,
            "low": 18.53,
            "close": 18.55,
            "amount_yi": 0.0191
          },
          {
            "time": "10:13",
            "open": 18.53,
            "high": 18.53,
            "low": 18.53,
            "close": 18.53,
            "amount_yi": 0.004
          },
          {
            "time": "10:14",
            "open": 18.52,
            "high": 18.52,
            "low": 18.52,
            "close": 18.52,
            "amount_yi": 0.0056
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.52,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 18.28,
        "open": 18.48,
        "high": 19.07,
        "low": 18.21,
        "bid1": 18.52,
        "ask1": 18.53,
        "bid_qty1": 329,
        "ask_qty1": 76
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 1300,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 25.73,
      "max_chase_pct": 1.5,
      "base_exec_high": 25.35,
      "dynamic_exec_high": null,
      "entry_zone_low": 24.61,
      "entry_zone_high": 25.35,
      "entry_risk_pct": null,
      "intraday_vwap": 24.4895,
      "price_vs_vwap_pct": -1.468,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5606,
        "prev_amount_yi": 0.838,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.669,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 24.25,
            "high": 24.3,
            "low": 24.25,
            "close": 24.3,
            "amount_yi": 0.1857
          },
          {
            "time": "10:11",
            "open": 24.24,
            "high": 24.24,
            "low": 24.22,
            "close": 24.22,
            "amount_yi": 0.1406
          },
          {
            "time": "10:12",
            "open": 24.23,
            "high": 24.23,
            "low": 24.19,
            "close": 24.19,
            "amount_yi": 0.1336
          },
          {
            "time": "10:13",
            "open": 24.16,
            "high": 24.16,
            "low": 24.16,
            "close": 24.16,
            "amount_yi": 0.0542
          },
          {
            "time": "10:14",
            "open": 24.13,
            "high": 24.13,
            "low": 24.13,
            "close": 24.13,
            "amount_yi": 0.0465
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.13,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 24.59,
        "open": 24.73,
        "high": 24.98,
        "low": 24.03,
        "bid1": 24.12,
        "ask1": 24.13,
        "bid_qty1": 227,
        "ask_qty1": 31
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 900,
      "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": 36.0636,
      "price_vs_vwap_pct": -1.1746,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1071,
        "prev_amount_yi": 0.2321,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4614,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 35.51,
            "high": 35.51,
            "low": 35.3,
            "close": 35.3,
            "amount_yi": 0.0352
          },
          {
            "time": "10:11",
            "open": 35.33,
            "high": 35.43,
            "low": 35.33,
            "close": 35.43,
            "amount_yi": 0.0287
          },
          {
            "time": "10:12",
            "open": 35.4,
            "high": 35.4,
            "low": 35.28,
            "close": 35.28,
            "amount_yi": 0.0232
          },
          {
            "time": "10:13",
            "open": 35.47,
            "high": 35.47,
            "low": 35.47,
            "close": 35.47,
            "amount_yi": 0.0063
          },
          {
            "time": "10:14",
            "open": 35.64,
            "high": 35.64,
            "low": 35.64,
            "close": 35.64,
            "amount_yi": 0.0137
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.64,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 38.29,
        "open": 38.0,
        "high": 38.38,
        "low": 34.87,
        "bid1": 35.53,
        "ask1": 35.64,
        "bid_qty1": 2,
        "ask_qty1": 7
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300141:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300141:VWAP_RECLAIM",
      "symbol": "SZSE.300141",
      "name": "和顺电气",
      "side": "BUY",
      "priority": "W30",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.96,
      "exec_low": 10.11,
      "exec_high": 10.11,
      "invalid_price": 9.66,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "near_trigger",
      "qty": 3200,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.26,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.81,
      "entry_zone_high": 10.11,
      "entry_risk_pct": null,
      "intraday_vwap": 9.9257,
      "price_vs_vwap_pct": -0.4604,
      "energy_floor_hint_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": 0.0104,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5577,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 9.92,
            "high": 9.92,
            "low": 9.9,
            "close": 9.9,
            "amount_yi": 0.0027
          },
          {
            "time": "10:11",
            "open": 9.9,
            "high": 9.91,
            "low": 9.9,
            "close": 9.91,
            "amount_yi": 0.0037
          },
          {
            "time": "10:12",
            "open": 9.89,
            "high": 9.89,
            "low": 9.87,
            "close": 9.87,
            "amount_yi": 0.0055
          },
          {
            "time": "10:13",
            "open": 9.88,
            "high": 9.88,
            "low": 9.88,
            "close": 9.88,
            "amount_yi": 0.0035
          },
          {
            "time": "10:14",
            "open": 9.88,
            "high": 9.88,
            "low": 9.88,
            "close": 9.88,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.88,
        "ts": "2026-07-06T10:13:51",
        "prev_close": 9.83,
        "open": 9.71,
        "high": 10.05,
        "low": 9.71,
        "bid1": 9.88,
        "ask1": 9.89,
        "bid_qty1": 39,
        "ask_qty1": 179
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.603333:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.603333:VWAP_RECLAIM",
      "symbol": "SHSE.603333",
      "name": "福华尚纬",
      "side": "BUY",
      "priority": "W31",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.66,
      "exec_low": 8.79,
      "exec_high": 8.79,
      "invalid_price": 8.4,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 4000,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.92,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.79,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.53,
      "entry_zone_high": 8.79,
      "entry_risk_pct": null,
      "intraday_vwap": 7.9457,
      "price_vs_vwap_pct": -0.5752,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0132,
        "prev_amount_yi": 0.0193,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6839,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 7.93,
            "high": 7.93,
            "low": 7.91,
            "close": 7.91,
            "amount_yi": 0.003
          },
          {
            "time": "10:11",
            "open": 7.91,
            "high": 7.92,
            "low": 7.91,
            "close": 7.92,
            "amount_yi": 0.0005
          },
          {
            "time": "10:12",
            "open": 7.9,
            "high": 7.9,
            "low": 7.89,
            "close": 7.89,
            "amount_yi": 0.0057
          },
          {
            "time": "10:13",
            "open": 7.88,
            "high": 7.88,
            "low": 7.88,
            "close": 7.88,
            "amount_yi": 0.0038
          },
          {
            "time": "10:14",
            "open": 7.9,
            "high": 7.9,
            "low": 7.9,
            "close": 7.9,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.9,
        "ts": "2026-07-06T10:13:56",
        "prev_close": 7.96,
        "open": 7.99,
        "high": 8.12,
        "low": 7.82,
        "bid1": 7.89,
        "ask1": 7.9,
        "bid_qty1": 241,
        "ask_qty1": 578
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T10:14:00",
      "sim_reason": "near_trigger",
      "qty": 1800,
      "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": null,
      "intraday_vwap": 17.8289,
      "price_vs_vwap_pct": -0.4986,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1028,
        "prev_amount_yi": 0.0234,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.3932,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 17.78,
            "high": 17.78,
            "low": 17.76,
            "close": 17.76,
            "amount_yi": 0.0092
          },
          {
            "time": "10:11",
            "open": 17.76,
            "high": 17.77,
            "low": 17.76,
            "close": 17.77,
            "amount_yi": 0.0806
          },
          {
            "time": "10:12",
            "open": 17.78,
            "high": 17.79,
            "low": 17.78,
            "close": 17.79,
            "amount_yi": 0.003
          },
          {
            "time": "10:13",
            "open": 17.78,
            "high": 17.78,
            "low": 17.78,
            "close": 17.78,
            "amount_yi": 0.0041
          },
          {
            "time": "10:14",
            "open": 17.74,
            "high": 17.74,
            "low": 17.74,
            "close": 17.74,
            "amount_yi": 0.0059
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.74,
        "ts": "2026-07-06T10:13:58",
        "prev_close": 17.69,
        "open": 17.65,
        "high": 18.08,
        "low": 17.51,
        "bid1": 17.74,
        "ask1": 17.75,
        "bid_qty1": 70,
        "ask_qty1": 354
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 5700,
      "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": 5.6207,
      "price_vs_vwap_pct": -0.7241,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0441,
        "prev_amount_yi": 0.0184,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3967,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 5.61,
            "high": 5.61,
            "low": 5.6,
            "close": 5.6,
            "amount_yi": 0.0153
          },
          {
            "time": "10:11",
            "open": 5.6,
            "high": 5.6,
            "low": 5.6,
            "close": 5.6,
            "amount_yi": 0.0049
          },
          {
            "time": "10:12",
            "open": 5.59,
            "high": 5.59,
            "low": 5.58,
            "close": 5.58,
            "amount_yi": 0.01
          },
          {
            "time": "10:13",
            "open": 5.58,
            "high": 5.58,
            "low": 5.58,
            "close": 5.58,
            "amount_yi": 0.0048
          },
          {
            "time": "10:14",
            "open": 5.58,
            "high": 5.58,
            "low": 5.58,
            "close": 5.58,
            "amount_yi": 0.0091
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.58,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 5.62,
        "open": 5.62,
        "high": 5.68,
        "low": 5.58,
        "bid1": 5.57,
        "ask1": 5.58,
        "bid_qty1": 1102,
        "ask_qty1": 113
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 14400,
      "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": 3.139,
      "intraday_vwap": 2.2239,
      "price_vs_vwap_pct": 0.2743,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0024,
        "prev_amount_yi": 0.0153,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1569,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 2.22,
            "high": 2.23,
            "low": 2.22,
            "close": 2.23,
            "amount_yi": 0.0005
          },
          {
            "time": "10:11",
            "open": 2.22,
            "high": 2.22,
            "low": 2.22,
            "close": 2.22,
            "amount_yi": 0.0008
          },
          {
            "time": "10:12",
            "open": 2.23,
            "high": 2.23,
            "low": 2.23,
            "close": 2.23,
            "amount_yi": 0.0004
          },
          {
            "time": "10:13",
            "open": 2.22,
            "high": 2.22,
            "low": 2.22,
            "close": 2.22,
            "amount_yi": 0.0004
          },
          {
            "time": "10:14",
            "open": 2.23,
            "high": 2.23,
            "low": 2.23,
            "close": 2.23,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42801.33,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.23,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 2.19,
        "open": 2.2,
        "high": 2.26,
        "low": 2.19,
        "bid1": 2.22,
        "ask1": 2.23,
        "bid_qty1": 2177,
        "ask_qty1": 4369
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 4800,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.96,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.86,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.66,
      "entry_zone_high": 6.86,
      "entry_risk_pct": null,
      "intraday_vwap": 6.6562,
      "price_vs_vwap_pct": -1.1448,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0963,
        "prev_amount_yi": 0.0482,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9979,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 6.61,
            "high": 6.61,
            "low": 6.6,
            "close": 6.6,
            "amount_yi": 0.0168
          },
          {
            "time": "10:11",
            "open": 6.59,
            "high": 6.61,
            "low": 6.59,
            "close": 6.61,
            "amount_yi": 0.0305
          },
          {
            "time": "10:12",
            "open": 6.6,
            "high": 6.6,
            "low": 6.59,
            "close": 6.59,
            "amount_yi": 0.0199
          },
          {
            "time": "10:13",
            "open": 6.59,
            "high": 6.59,
            "low": 6.59,
            "close": 6.59,
            "amount_yi": 0.0023
          },
          {
            "time": "10:14",
            "open": 6.58,
            "high": 6.58,
            "low": 6.58,
            "close": 6.58,
            "amount_yi": 0.0268
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.58,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 6.66,
        "open": 6.68,
        "high": 6.78,
        "low": 6.58,
        "bid1": 6.58,
        "ask1": 6.59,
        "bid_qty1": 4842,
        "ask_qty1": 512
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 4000,
      "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": 8.1508,
      "price_vs_vwap_pct": -1.9728,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0438,
        "prev_amount_yi": 0.039,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1231,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 8.02,
            "high": 8.02,
            "low": 8.02,
            "close": 8.02,
            "amount_yi": 0.0054
          },
          {
            "time": "10:11",
            "open": 8.01,
            "high": 8.01,
            "low": 8.0,
            "close": 8.0,
            "amount_yi": 0.0111
          },
          {
            "time": "10:12",
            "open": 7.99,
            "high": 7.99,
            "low": 7.98,
            "close": 7.98,
            "amount_yi": 0.0217
          },
          {
            "time": "10:13",
            "open": 7.99,
            "high": 7.99,
            "low": 7.99,
            "close": 7.99,
            "amount_yi": 0.0027
          },
          {
            "time": "10:14",
            "open": 7.99,
            "high": 7.99,
            "low": 7.99,
            "close": 7.99,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.99,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 7.95,
        "open": 8.08,
        "high": 8.46,
        "low": 7.98,
        "bid1": 7.99,
        "ask1": 8.0,
        "bid_qty1": 526,
        "ask_qty1": 210
      },
      "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": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.92,
      "exec_low": 6.01,
      "exec_high": 6.01,
      "invalid_price": 5.74,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "near_trigger",
      "qty": 5400,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.1,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.01,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.83,
      "entry_zone_high": 6.01,
      "entry_risk_pct": null,
      "intraday_vwap": 5.9262,
      "price_vs_vwap_pct": -0.2734,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.024,
        "prev_amount_yi": 0.0372,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6452,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 5.93,
            "high": 5.93,
            "low": 5.93,
            "close": 5.93,
            "amount_yi": 0.0088
          },
          {
            "time": "10:11",
            "open": 5.93,
            "high": 5.93,
            "low": 5.92,
            "close": 5.92,
            "amount_yi": 0.0038
          },
          {
            "time": "10:12",
            "open": 5.92,
            "high": 5.92,
            "low": 5.92,
            "close": 5.92,
            "amount_yi": 0.0056
          },
          {
            "time": "10:13",
            "open": 5.91,
            "high": 5.91,
            "low": 5.91,
            "close": 5.91,
            "amount_yi": 0.002
          },
          {
            "time": "10:14",
            "open": 5.91,
            "high": 5.91,
            "low": 5.91,
            "close": 5.91,
            "amount_yi": 0.0038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.91,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 5.88,
        "open": 5.97,
        "high": 5.98,
        "low": 5.86,
        "bid1": 5.91,
        "ask1": 5.92,
        "bid_qty1": 79,
        "ask_qty1": 115
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600268:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600268:VWAP_RECLAIM",
      "symbol": "SHSE.600268",
      "name": "国电南自",
      "side": "BUY",
      "priority": "W38",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.84,
      "exec_low": 12.02,
      "exec_high": 12.02,
      "invalid_price": 11.48,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "near_trigger",
      "qty": 2700,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.2,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.02,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.66,
      "entry_zone_high": 12.02,
      "entry_risk_pct": null,
      "intraday_vwap": 11.7966,
      "price_vs_vwap_pct": 0.0288,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0345,
        "prev_amount_yi": 0.0352,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9801,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 11.81,
            "high": 11.81,
            "low": 11.78,
            "close": 11.78,
            "amount_yi": 0.0218
          },
          {
            "time": "10:11",
            "open": 11.81,
            "high": 11.81,
            "low": 11.8,
            "close": 11.8,
            "amount_yi": 0.0031
          },
          {
            "time": "10:12",
            "open": 11.82,
            "high": 11.82,
            "low": 11.82,
            "close": 11.82,
            "amount_yi": 0.0021
          },
          {
            "time": "10:13",
            "open": 11.82,
            "high": 11.82,
            "low": 11.82,
            "close": 11.82,
            "amount_yi": 0.0013
          },
          {
            "time": "10:14",
            "open": 11.8,
            "high": 11.8,
            "low": 11.8,
            "close": 11.8,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.8,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 11.73,
        "open": 11.74,
        "high": 11.92,
        "low": 11.68,
        "bid1": 11.8,
        "ask1": 11.81,
        "bid_qty1": 176,
        "ask_qty1": 22
      },
      "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": "OBSERVE",
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 5600,
      "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": 5.7624,
      "price_vs_vwap_pct": -0.5623,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0106,
        "prev_amount_yi": 0.0154,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6883,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 5.73,
            "high": 5.73,
            "low": 5.73,
            "close": 5.73,
            "amount_yi": 0.0017
          },
          {
            "time": "10:11",
            "open": 5.74,
            "high": 5.74,
            "low": 5.74,
            "close": 5.74,
            "amount_yi": 0.0016
          },
          {
            "time": "10:12",
            "open": 5.73,
            "high": 5.73,
            "low": 5.72,
            "close": 5.72,
            "amount_yi": 0.0066
          },
          {
            "time": "10:13",
            "open": 5.72,
            "high": 5.72,
            "low": 5.72,
            "close": 5.72,
            "amount_yi": 0.0004
          },
          {
            "time": "10:14",
            "open": 5.73,
            "high": 5.73,
            "low": 5.73,
            "close": 5.73,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.73,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 5.77,
        "open": 5.75,
        "high": 5.86,
        "low": 5.7,
        "bid1": 5.72,
        "ask1": 5.73,
        "bid_qty1": 578,
        "ask_qty1": 131
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002660:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002660:VWAP_RECLAIM",
      "symbol": "SZSE.002660",
      "name": "茂硕电源",
      "side": "BUY",
      "priority": "W40",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 6.72,
      "exec_low": 6.82,
      "exec_high": 6.82,
      "invalid_price": 6.52,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 4800,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.92,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.82,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.62,
      "entry_zone_high": 6.82,
      "entry_risk_pct": null,
      "intraday_vwap": 6.6558,
      "price_vs_vwap_pct": -0.6881,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0105,
        "prev_amount_yi": 0.0105,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 6.65,
            "high": 6.65,
            "low": 6.64,
            "close": 6.64,
            "amount_yi": 0.0013
          },
          {
            "time": "10:11",
            "open": 6.63,
            "high": 6.63,
            "low": 6.63,
            "close": 6.63,
            "amount_yi": 0.0005
          },
          {
            "time": "10:12",
            "open": 6.62,
            "high": 6.62,
            "low": 6.61,
            "close": 6.61,
            "amount_yi": 0.0062
          },
          {
            "time": "10:13",
            "open": 6.61,
            "high": 6.61,
            "low": 6.61,
            "close": 6.61,
            "amount_yi": 0.0004
          },
          {
            "time": "10:14",
            "open": 6.61,
            "high": 6.61,
            "low": 6.61,
            "close": 6.61,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.61,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 6.66,
        "open": 6.66,
        "high": 6.75,
        "low": 6.6,
        "bid1": 6.6,
        "ask1": 6.61,
        "bid_qty1": 170,
        "ask_qty1": 16
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002560:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002560:VWAP_RECLAIM",
      "symbol": "SZSE.002560",
      "name": "通达股份",
      "side": "BUY",
      "priority": "W41",
      "status": "CANCELLED",
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 4300,
      "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": 7.5385,
      "price_vs_vwap_pct": -1.0413,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0429,
        "prev_amount_yi": 0.0401,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0698,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 7.49,
            "high": 7.49,
            "low": 7.49,
            "close": 7.49,
            "amount_yi": 0.0178
          },
          {
            "time": "10:11",
            "open": 7.48,
            "high": 7.48,
            "low": 7.48,
            "close": 7.48,
            "amount_yi": 0.0016
          },
          {
            "time": "10:12",
            "open": 7.48,
            "high": 7.48,
            "low": 7.47,
            "close": 7.47,
            "amount_yi": 0.0084
          },
          {
            "time": "10:13",
            "open": 7.46,
            "high": 7.46,
            "low": 7.46,
            "close": 7.46,
            "amount_yi": 0.0082
          },
          {
            "time": "10:14",
            "open": 7.46,
            "high": 7.46,
            "low": 7.46,
            "close": 7.46,
            "amount_yi": 0.0069
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.46,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 7.58,
        "open": 7.6,
        "high": 7.65,
        "low": 7.45,
        "bid1": 7.46,
        "ask1": 7.47,
        "bid_qty1": 916,
        "ask_qty1": 1225
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 4700,
      "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": 6.8731,
      "price_vs_vwap_pct": -0.9181,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0371,
        "prev_amount_yi": 0.0201,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8458,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 6.83,
            "high": 6.83,
            "low": 6.81,
            "close": 6.81,
            "amount_yi": 0.0156
          },
          {
            "time": "10:11",
            "open": 6.82,
            "high": 6.82,
            "low": 6.82,
            "close": 6.82,
            "amount_yi": 0.0057
          },
          {
            "time": "10:12",
            "open": 6.82,
            "high": 6.82,
            "low": 6.82,
            "close": 6.82,
            "amount_yi": 0.0123
          },
          {
            "time": "10:13",
            "open": 6.8,
            "high": 6.8,
            "low": 6.8,
            "close": 6.8,
            "amount_yi": 0.0026
          },
          {
            "time": "10:14",
            "open": 6.81,
            "high": 6.81,
            "low": 6.81,
            "close": 6.81,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.81,
        "ts": "2026-07-06T10:13:54",
        "prev_close": 6.83,
        "open": 6.86,
        "high": 6.97,
        "low": 6.8,
        "bid1": 6.8,
        "ask1": 6.81,
        "bid_qty1": 2686,
        "ask_qty1": 23
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 3200,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.35,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.2,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.9,
      "entry_zone_high": 10.2,
      "entry_risk_pct": null,
      "intraday_vwap": 9.8919,
      "price_vs_vwap_pct": -0.7269,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0359,
        "prev_amount_yi": 0.0305,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.177,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 9.83,
            "high": 9.83,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0088
          },
          {
            "time": "10:11",
            "open": 9.84,
            "high": 9.84,
            "low": 9.83,
            "close": 9.83,
            "amount_yi": 0.0034
          },
          {
            "time": "10:12",
            "open": 9.81,
            "high": 9.84,
            "low": 9.81,
            "close": 9.84,
            "amount_yi": 0.0209
          },
          {
            "time": "10:13",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0015
          },
          {
            "time": "10:14",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.82,
        "ts": "2026-07-06T10:13:56",
        "prev_close": 9.95,
        "open": 9.95,
        "high": 10.06,
        "low": 9.78,
        "bid1": 9.82,
        "ask1": 9.84,
        "bid_qty1": 2276,
        "ask_qty1": 48
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 1300,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 23.84,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.5,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.8,
      "entry_zone_high": 23.5,
      "entry_risk_pct": 3.8527,
      "intraday_vwap": 23.293,
      "price_vs_vwap_pct": 0.2447,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0224,
        "prev_amount_yi": 0.0609,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3678,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 23.37,
            "high": 23.37,
            "low": 23.34,
            "close": 23.34,
            "amount_yi": 0.003
          },
          {
            "time": "10:11",
            "open": 23.31,
            "high": 23.37,
            "low": 23.31,
            "close": 23.37,
            "amount_yi": 0.0042
          },
          {
            "time": "10:12",
            "open": 23.31,
            "high": 23.31,
            "low": 23.31,
            "close": 23.31,
            "amount_yi": 0.0107
          },
          {
            "time": "10:13",
            "open": 23.34,
            "high": 23.34,
            "low": 23.34,
            "close": 23.34,
            "amount_yi": 0.0033
          },
          {
            "time": "10:14",
            "open": 23.35,
            "high": 23.35,
            "low": 23.35,
            "close": 23.35,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42801.33,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.35,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 22.82,
        "open": 23.0,
        "high": 23.61,
        "low": 22.67,
        "bid1": 23.35,
        "ask1": 23.36,
        "bid_qty1": 8,
        "ask_qty1": 73
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300444:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300444:VWAP_RECLAIM",
      "symbol": "SZSE.300444",
      "name": "双杰电气",
      "side": "BUY",
      "priority": "W45",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.58,
      "exec_low": 12.77,
      "exec_high": 12.77,
      "invalid_price": 12.2,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 2600,
      "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": 12.5975,
      "price_vs_vwap_pct": -1.5678,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0893,
        "prev_amount_yi": 0.0859,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0396,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 12.44,
            "high": 12.44,
            "low": 12.43,
            "close": 12.43,
            "amount_yi": 0.035
          },
          {
            "time": "10:11",
            "open": 12.42,
            "high": 12.42,
            "low": 12.42,
            "close": 12.42,
            "amount_yi": 0.0085
          },
          {
            "time": "10:12",
            "open": 12.44,
            "high": 12.44,
            "low": 12.41,
            "close": 12.41,
            "amount_yi": 0.0146
          },
          {
            "time": "10:13",
            "open": 12.4,
            "high": 12.4,
            "low": 12.4,
            "close": 12.4,
            "amount_yi": 0.0115
          },
          {
            "time": "10:14",
            "open": 12.4,
            "high": 12.4,
            "low": 12.4,
            "close": 12.4,
            "amount_yi": 0.0197
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.4,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 12.34,
        "open": 12.36,
        "high": 12.95,
        "low": 12.28,
        "bid1": 12.39,
        "ask1": 12.4,
        "bid_qty1": 121,
        "ask_qty1": 199
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.601877:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.601877:VWAP_RECLAIM",
      "symbol": "SHSE.601877",
      "name": "正泰电器",
      "side": "BUY",
      "priority": "W46",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 25.39,
      "exec_low": 25.77,
      "exec_high": 25.77,
      "invalid_price": 24.63,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "near_trigger",
      "qty": 1200,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 26.15,
      "max_chase_pct": 1.5,
      "base_exec_high": 25.77,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.01,
      "entry_zone_high": 25.77,
      "entry_risk_pct": null,
      "intraday_vwap": 25.1923,
      "price_vs_vwap_pct": 0.11,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1092,
        "prev_amount_yi": 0.1032,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0581,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 25.21,
            "high": 25.21,
            "low": 25.21,
            "close": 25.21,
            "amount_yi": 0.0352
          },
          {
            "time": "10:11",
            "open": 25.23,
            "high": 25.25,
            "low": 25.23,
            "close": 25.25,
            "amount_yi": 0.0141
          },
          {
            "time": "10:12",
            "open": 25.24,
            "high": 25.24,
            "low": 25.22,
            "close": 25.22,
            "amount_yi": 0.0275
          },
          {
            "time": "10:13",
            "open": 25.24,
            "high": 25.24,
            "low": 25.24,
            "close": 25.24,
            "amount_yi": 0.0148
          },
          {
            "time": "10:14",
            "open": 25.22,
            "high": 25.22,
            "low": 25.22,
            "close": 25.22,
            "amount_yi": 0.0176
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.22,
        "ts": "2026-07-06T10:13:58",
        "prev_close": 25.18,
        "open": 25.19,
        "high": 25.37,
        "low": 25.0,
        "bid1": 25.21,
        "ask1": 25.22,
        "bid_qty1": 238,
        "ask_qty1": 49
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 700,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 52.39,
      "max_chase_pct": 1.5,
      "base_exec_high": 51.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 50.1,
      "entry_zone_high": 51.62,
      "entry_risk_pct": null,
      "intraday_vwap": 46.1311,
      "price_vs_vwap_pct": -4.4029,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.139,
        "prev_amount_yi": 0.5679,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2448,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.048
          },
          {
            "time": "10:11",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.0347
          },
          {
            "time": "10:12",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.0299
          },
          {
            "time": "10:13",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.0122
          },
          {
            "time": "10:14",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.0142
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 44.1,
        "ts": "2026-07-06T10:13:59",
        "prev_close": 49.0,
        "open": 51.0,
        "high": 51.99,
        "low": 44.1,
        "bid1": 0.0,
        "ask1": 44.1,
        "bid_qty1": 0,
        "ask_qty1": 31107
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600550:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600550:VWAP_RECLAIM",
      "symbol": "SHSE.600550",
      "name": "保变电气",
      "side": "BUY",
      "priority": "W48",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.74,
      "exec_low": 11.92,
      "exec_high": 11.92,
      "invalid_price": 11.39,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "near_trigger",
      "qty": 2700,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.09,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.92,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.56,
      "entry_zone_high": 11.92,
      "entry_risk_pct": null,
      "intraday_vwap": 11.6948,
      "price_vs_vwap_pct": -0.041,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0467,
        "prev_amount_yi": 0.0427,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0937,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 11.71,
            "high": 11.71,
            "low": 11.71,
            "close": 11.71,
            "amount_yi": 0.0134
          },
          {
            "time": "10:11",
            "open": 11.71,
            "high": 11.72,
            "low": 11.71,
            "close": 11.72,
            "amount_yi": 0.0073
          },
          {
            "time": "10:12",
            "open": 11.73,
            "high": 11.73,
            "low": 11.72,
            "close": 11.72,
            "amount_yi": 0.0162
          },
          {
            "time": "10:13",
            "open": 11.71,
            "high": 11.71,
            "low": 11.71,
            "close": 11.71,
            "amount_yi": 0.0064
          },
          {
            "time": "10:14",
            "open": 11.69,
            "high": 11.69,
            "low": 11.69,
            "close": 11.69,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.69,
        "ts": "2026-07-06T10:13:56",
        "prev_close": 11.57,
        "open": 11.52,
        "high": 11.86,
        "low": 11.31,
        "bid1": 11.69,
        "ask1": 11.7,
        "bid_qty1": 255,
        "ask_qty1": 44
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300341:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300341:VWAP_RECLAIM",
      "symbol": "SZSE.300341",
      "name": "麦克奥迪",
      "side": "BUY",
      "priority": "W49",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 13.69,
      "exec_low": 13.9,
      "exec_high": 13.9,
      "invalid_price": 13.28,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 2400,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.1,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.9,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.48,
      "entry_zone_high": 13.9,
      "entry_risk_pct": null,
      "intraday_vwap": 13.1772,
      "price_vs_vwap_pct": 0.3248,
      "energy_floor_hint_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": 0.0399,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.188,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 13.24,
            "high": 13.24,
            "low": 13.24,
            "close": 13.24,
            "amount_yi": 0.002
          },
          {
            "time": "10:11",
            "open": 13.23,
            "high": 13.24,
            "low": 13.23,
            "close": 13.24,
            "amount_yi": 0.0003
          },
          {
            "time": "10:12",
            "open": 13.21,
            "high": 13.21,
            "low": 13.2,
            "close": 13.2,
            "amount_yi": 0.0033
          },
          {
            "time": "10:13",
            "open": 13.21,
            "high": 13.21,
            "low": 13.21,
            "close": 13.21,
            "amount_yi": 0.0018
          },
          {
            "time": "10:14",
            "open": 13.22,
            "high": 13.22,
            "low": 13.22,
            "close": 13.22,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.22,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 13.2,
        "open": 13.18,
        "high": 13.29,
        "low": 13.04,
        "bid1": 13.22,
        "ask1": 13.23,
        "bid_qty1": 29,
        "ask_qty1": 9
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 4400,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 7.53,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.2,
      "entry_zone_high": 7.42,
      "entry_risk_pct": null,
      "intraday_vwap": 7.2405,
      "price_vs_vwap_pct": -0.8356,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0184,
        "prev_amount_yi": 0.0051,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.6078,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 7.19,
            "high": 7.19,
            "low": 7.19,
            "close": 7.19,
            "amount_yi": 0.0028
          },
          {
            "time": "10:11",
            "open": 7.19,
            "high": 7.19,
            "low": 7.18,
            "close": 7.18,
            "amount_yi": 0.0021
          },
          {
            "time": "10:12",
            "open": 7.18,
            "high": 7.18,
            "low": 7.18,
            "close": 7.18,
            "amount_yi": 0.0106
          },
          {
            "time": "10:13",
            "open": 7.18,
            "high": 7.18,
            "low": 7.18,
            "close": 7.18,
            "amount_yi": 0.0007
          },
          {
            "time": "10:14",
            "open": 7.18,
            "high": 7.18,
            "low": 7.18,
            "close": 7.18,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.18,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 7.25,
        "open": 7.31,
        "high": 7.35,
        "low": 7.16,
        "bid1": 7.17,
        "ask1": 7.18,
        "bid_qty1": 198,
        "ask_qty1": 56
      },
      "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.58,
      "exec_low": 16.83,
      "exec_high": 16.83,
      "invalid_price": 16.08,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 1900,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 17.08,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.83,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.33,
      "entry_zone_high": 16.83,
      "entry_risk_pct": null,
      "intraday_vwap": 16.641,
      "price_vs_vwap_pct": -1.5684,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0609,
        "prev_amount_yi": 0.0624,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.976,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 16.47,
            "high": 16.47,
            "low": 16.45,
            "close": 16.45,
            "amount_yi": 0.0271
          },
          {
            "time": "10:11",
            "open": 16.45,
            "high": 16.46,
            "low": 16.45,
            "close": 16.46,
            "amount_yi": 0.006
          },
          {
            "time": "10:12",
            "open": 16.42,
            "high": 16.42,
            "low": 16.42,
            "close": 16.42,
            "amount_yi": 0.0074
          },
          {
            "time": "10:13",
            "open": 16.43,
            "high": 16.43,
            "low": 16.43,
            "close": 16.43,
            "amount_yi": 0.0054
          },
          {
            "time": "10:14",
            "open": 16.38,
            "high": 16.38,
            "low": 16.38,
            "close": 16.38,
            "amount_yi": 0.015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.38,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 16.43,
        "open": 16.48,
        "high": 16.93,
        "low": 16.3,
        "bid1": 16.39,
        "ask1": 16.4,
        "bid_qty1": 4,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002350:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002350:VWAP_RECLAIM",
      "symbol": "SZSE.002350",
      "name": "北京科锐",
      "side": "BUY",
      "priority": "W52",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 13.96,
      "exec_low": 14.17,
      "exec_high": 14.17,
      "invalid_price": 13.54,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 2300,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.38,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.17,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.75,
      "entry_zone_high": 14.17,
      "entry_risk_pct": 3.1474,
      "intraday_vwap": 13.8781,
      "price_vs_vwap_pct": 0.7343,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0864,
        "prev_amount_yi": 0.0993,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8701,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 14.11,
            "high": 14.11,
            "low": 14.06,
            "close": 14.06,
            "amount_yi": 0.0407
          },
          {
            "time": "10:11",
            "open": 14.02,
            "high": 14.02,
            "low": 14.01,
            "close": 14.01,
            "amount_yi": 0.0221
          },
          {
            "time": "10:12",
            "open": 14.03,
            "high": 14.03,
            "low": 13.98,
            "close": 13.98,
            "amount_yi": 0.0095
          },
          {
            "time": "10:13",
            "open": 13.95,
            "high": 13.95,
            "low": 13.95,
            "close": 13.95,
            "amount_yi": 0.0084
          },
          {
            "time": "10:14",
            "open": 13.98,
            "high": 13.98,
            "low": 13.98,
            "close": 13.98,
            "amount_yi": 0.0057
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42801.33,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.98,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 13.6,
        "open": 13.7,
        "high": 14.15,
        "low": 13.58,
        "bid1": 13.96,
        "ask1": 13.98,
        "bid_qty1": 61,
        "ask_qty1": 5
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-07-06T10:14:00",
      "sim_reason": "near_trigger",
      "qty": 4600,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 7.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.1,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.89,
      "entry_zone_high": 7.1,
      "entry_risk_pct": null,
      "intraday_vwap": 6.9752,
      "price_vs_vwap_pct": 0.0688,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0865,
        "prev_amount_yi": 0.135,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6407,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 6.99,
            "high": 6.99,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0134
          },
          {
            "time": "10:11",
            "open": 6.98,
            "high": 6.98,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0124
          },
          {
            "time": "10:12",
            "open": 6.98,
            "high": 6.98,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0507
          },
          {
            "time": "10:13",
            "open": 6.97,
            "high": 6.97,
            "low": 6.97,
            "close": 6.97,
            "amount_yi": 0.0037
          },
          {
            "time": "10:14",
            "open": 6.98,
            "high": 6.98,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0063
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.98,
        "ts": "2026-07-06T10:13:58",
        "prev_close": 6.96,
        "open": 6.99,
        "high": 7.01,
        "low": 6.93,
        "bid1": 6.97,
        "ask1": 6.98,
        "bid_qty1": 3135,
        "ask_qty1": 5003
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 1500,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 21.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 21.02,
      "entry_zone_high": 21.66,
      "entry_risk_pct": 2.9991,
      "intraday_vwap": 21.3197,
      "price_vs_vwap_pct": 0.0952,
      "energy_floor_hint_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": 0.055,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1036,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 21.31,
            "high": 21.31,
            "low": 21.3,
            "close": 21.3,
            "amount_yi": 0.0145
          },
          {
            "time": "10:11",
            "open": 21.3,
            "high": 21.35,
            "low": 21.3,
            "close": 21.35,
            "amount_yi": 0.0075
          },
          {
            "time": "10:12",
            "open": 21.37,
            "high": 21.37,
            "low": 21.36,
            "close": 21.36,
            "amount_yi": 0.0342
          },
          {
            "time": "10:13",
            "open": 21.34,
            "high": 21.34,
            "low": 21.34,
            "close": 21.34,
            "amount_yi": 0.0024
          },
          {
            "time": "10:14",
            "open": 21.34,
            "high": 21.34,
            "low": 21.34,
            "close": 21.34,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.34,
        "ts": "2026-07-06T10:14:00",
        "prev_close": 21.17,
        "open": 21.2,
        "high": 21.5,
        "low": 21.06,
        "bid1": 21.33,
        "ask1": 21.34,
        "bid_qty1": 135,
        "ask_qty1": 1
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 3200,
      "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": 10.0508,
      "price_vs_vwap_pct": -0.9034,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1123,
        "prev_amount_yi": 0.1672,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6717,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 10.07,
            "high": 10.07,
            "low": 10.07,
            "close": 10.07,
            "amount_yi": 0.031
          },
          {
            "time": "10:11",
            "open": 10.07,
            "high": 10.07,
            "low": 10.02,
            "close": 10.02,
            "amount_yi": 0.0588
          },
          {
            "time": "10:12",
            "open": 9.99,
            "high": 9.99,
            "low": 9.99,
            "close": 9.99,
            "amount_yi": 0.0141
          },
          {
            "time": "10:13",
            "open": 9.99,
            "high": 9.99,
            "low": 9.99,
            "close": 9.99,
            "amount_yi": 0.0037
          },
          {
            "time": "10:14",
            "open": 9.96,
            "high": 9.96,
            "low": 9.96,
            "close": 9.96,
            "amount_yi": 0.0047
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.96,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 10.26,
        "open": 10.19,
        "high": 10.32,
        "low": 9.86,
        "bid1": 9.96,
        "ask1": 9.97,
        "bid_qty1": 276,
        "ask_qty1": 246
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "trigger_touched",
      "qty": 500,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 62.48,
      "max_chase_pct": 1.5,
      "base_exec_high": 61.57,
      "dynamic_exec_high": null,
      "entry_zone_low": 59.75,
      "entry_zone_high": 61.57,
      "entry_risk_pct": 4.3096,
      "intraday_vwap": 61.5768,
      "price_vs_vwap_pct": -0.2222,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.445,
        "prev_amount_yi": 0.5608,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7935,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 61.5,
            "high": 61.5,
            "low": 61.37,
            "close": 61.37,
            "amount_yi": 0.0964
          },
          {
            "time": "10:11",
            "open": 61.25,
            "high": 61.25,
            "low": 61.21,
            "close": 61.21,
            "amount_yi": 0.035
          },
          {
            "time": "10:12",
            "open": 61.11,
            "high": 61.16,
            "low": 61.11,
            "close": 61.16,
            "amount_yi": 0.1101
          },
          {
            "time": "10:13",
            "open": 61.3,
            "high": 61.3,
            "low": 61.3,
            "close": 61.3,
            "amount_yi": 0.04
          },
          {
            "time": "10:14",
            "open": 61.44,
            "high": 61.44,
            "low": 61.44,
            "close": 61.44,
            "amount_yi": 0.1635
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42801.33,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 61.44,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 58.0,
        "open": 58.88,
        "high": 62.67,
        "low": 58.73,
        "bid1": 61.48,
        "ask1": 61.49,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 3200,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.35,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.05,
      "entry_zone_high": 10.35,
      "entry_risk_pct": null,
      "intraday_vwap": 10.0081,
      "price_vs_vwap_pct": -0.8803,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0432,
        "prev_amount_yi": 0.0158,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.7342,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 9.96,
            "high": 9.96,
            "low": 9.95,
            "close": 9.95,
            "amount_yi": 0.0086
          },
          {
            "time": "10:11",
            "open": 9.95,
            "high": 9.95,
            "low": 9.95,
            "close": 9.95,
            "amount_yi": 0.0039
          },
          {
            "time": "10:12",
            "open": 9.92,
            "high": 9.92,
            "low": 9.91,
            "close": 9.91,
            "amount_yi": 0.0239
          },
          {
            "time": "10:13",
            "open": 9.91,
            "high": 9.91,
            "low": 9.91,
            "close": 9.91,
            "amount_yi": 0.0038
          },
          {
            "time": "10:14",
            "open": 9.92,
            "high": 9.92,
            "low": 9.92,
            "close": 9.92,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.92,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 9.99,
        "open": 10.02,
        "high": 10.1,
        "low": 9.91,
        "bid1": 9.91,
        "ask1": 9.92,
        "bid_qty1": 352,
        "ask_qty1": 52
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 6700,
      "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": 2.9106,
      "intraday_vwap": 4.8006,
      "price_vs_vwap_pct": 0.1958,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0115,
        "prev_amount_yi": 0.0198,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5808,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 4.8,
            "high": 4.81,
            "low": 4.8,
            "close": 4.81,
            "amount_yi": 0.0007
          },
          {
            "time": "10:11",
            "open": 4.81,
            "high": 4.81,
            "low": 4.81,
            "close": 4.81,
            "amount_yi": 0.0055
          },
          {
            "time": "10:12",
            "open": 4.82,
            "high": 4.82,
            "low": 4.81,
            "close": 4.81,
            "amount_yi": 0.001
          },
          {
            "time": "10:13",
            "open": 4.81,
            "high": 4.81,
            "low": 4.81,
            "close": 4.81,
            "amount_yi": 0.0038
          },
          {
            "time": "10:14",
            "open": 4.81,
            "high": 4.81,
            "low": 4.81,
            "close": 4.81,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.81,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 4.78,
        "open": 4.79,
        "high": 4.83,
        "low": 4.76,
        "bid1": 4.8,
        "ask1": 4.81,
        "bid_qty1": 1011,
        "ask_qty1": 832
      },
      "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": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 6.63,
      "exec_low": 6.73,
      "exec_high": 6.73,
      "invalid_price": 6.43,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "near_trigger",
      "qty": 4800,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.83,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.73,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.53,
      "entry_zone_high": 6.73,
      "entry_risk_pct": null,
      "intraday_vwap": 6.5967,
      "price_vs_vwap_pct": 0.3532,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0113,
        "prev_amount_yi": 0.0106,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.066,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 6.63,
            "high": 6.63,
            "low": 6.62,
            "close": 6.62,
            "amount_yi": 0.0017
          },
          {
            "time": "10:11",
            "open": 6.62,
            "high": 6.63,
            "low": 6.62,
            "close": 6.63,
            "amount_yi": 0.0064
          },
          {
            "time": "10:12",
            "open": 6.63,
            "high": 6.63,
            "low": 6.62,
            "close": 6.62,
            "amount_yi": 0.0028
          },
          {
            "time": "10:13",
            "open": 6.6,
            "high": 6.6,
            "low": 6.6,
            "close": 6.6,
            "amount_yi": 0.0001
          },
          {
            "time": "10:14",
            "open": 6.62,
            "high": 6.62,
            "low": 6.62,
            "close": 6.62,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.62,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 6.61,
        "open": 6.61,
        "high": 6.68,
        "low": 6.54,
        "bid1": 6.61,
        "ask1": 6.62,
        "bid_qty1": 16,
        "ask_qty1": 77
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002074:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002074:VWAP_RECLAIM",
      "symbol": "SZSE.002074",
      "name": "国轩高科",
      "side": "BUY",
      "priority": "W60",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 27.37,
      "exec_low": 27.78,
      "exec_high": 27.78,
      "invalid_price": 26.55,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 1100,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 28.19,
      "max_chase_pct": 1.5,
      "base_exec_high": 27.78,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.96,
      "entry_zone_high": 27.78,
      "entry_risk_pct": 3.3843,
      "intraday_vwap": 27.6558,
      "price_vs_vwap_pct": -0.6718,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1726,
        "prev_amount_yi": 0.1488,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1599,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 27.54,
            "high": 27.54,
            "low": 27.5,
            "close": 27.5,
            "amount_yi": 0.0732
          },
          {
            "time": "10:11",
            "open": 27.49,
            "high": 27.49,
            "low": 27.48,
            "close": 27.48,
            "amount_yi": 0.0385
          },
          {
            "time": "10:12",
            "open": 27.5,
            "high": 27.5,
            "low": 27.49,
            "close": 27.49,
            "amount_yi": 0.0404
          },
          {
            "time": "10:13",
            "open": 27.47,
            "high": 27.47,
            "low": 27.47,
            "close": 27.47,
            "amount_yi": 0.0116
          },
          {
            "time": "10:14",
            "open": 27.47,
            "high": 27.47,
            "low": 27.47,
            "close": 27.47,
            "amount_yi": 0.0089
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42801.33,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.47,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 27.05,
        "open": 27.58,
        "high": 27.95,
        "low": 27.31,
        "bid1": 27.47,
        "ask1": 27.48,
        "bid_qty1": 16,
        "ask_qty1": 19
      },
      "previous_state": "ACTIONABLE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.601700:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.601700:VWAP_RECLAIM",
      "symbol": "SHSE.601700",
      "name": "风范股份",
      "side": "BUY",
      "priority": "W61",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.65,
      "exec_low": 4.72,
      "exec_high": 4.72,
      "invalid_price": 4.51,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 7000,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.79,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.72,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.58,
      "entry_zone_high": 4.72,
      "entry_risk_pct": null,
      "intraday_vwap": 4.5726,
      "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": 0.0116,
        "prev_amount_yi": 0.0151,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7682,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 4.56,
            "high": 4.56,
            "low": 4.54,
            "close": 4.54,
            "amount_yi": 0.0033
          },
          {
            "time": "10:11",
            "open": 4.54,
            "high": 4.54,
            "low": 4.54,
            "close": 4.54,
            "amount_yi": 0.0008
          },
          {
            "time": "10:12",
            "open": 4.54,
            "high": 4.55,
            "low": 4.54,
            "close": 4.55,
            "amount_yi": 0.0021
          },
          {
            "time": "10:13",
            "open": 4.55,
            "high": 4.55,
            "low": 4.55,
            "close": 4.55,
            "amount_yi": 0.0053
          },
          {
            "time": "10:14",
            "open": 4.54,
            "high": 4.54,
            "low": 4.54,
            "close": 4.54,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.54,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 4.53,
        "open": 4.54,
        "high": 4.63,
        "low": 4.52,
        "bid1": 4.54,
        "ask1": 4.55,
        "bid_qty1": 1150,
        "ask_qty1": 169
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 1400,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 22.91,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.57,
      "dynamic_exec_high": null,
      "entry_zone_low": 21.91,
      "entry_zone_high": 22.57,
      "entry_risk_pct": null,
      "intraday_vwap": 21.743,
      "price_vs_vwap_pct": -0.1058,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3388,
        "prev_amount_yi": 0.3684,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9197,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 21.75,
            "high": 21.75,
            "low": 21.73,
            "close": 21.73,
            "amount_yi": 0.0966
          },
          {
            "time": "10:11",
            "open": 21.75,
            "high": 21.75,
            "low": 21.75,
            "close": 21.75,
            "amount_yi": 0.0747
          },
          {
            "time": "10:12",
            "open": 21.79,
            "high": 21.79,
            "low": 21.78,
            "close": 21.78,
            "amount_yi": 0.0838
          },
          {
            "time": "10:13",
            "open": 21.74,
            "high": 21.74,
            "low": 21.74,
            "close": 21.74,
            "amount_yi": 0.0604
          },
          {
            "time": "10:14",
            "open": 21.72,
            "high": 21.72,
            "low": 21.72,
            "close": 21.72,
            "amount_yi": 0.0233
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.72,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 21.65,
        "open": 21.78,
        "high": 21.98,
        "low": 21.53,
        "bid1": 21.71,
        "ask1": 21.72,
        "bid_qty1": 82,
        "ask_qty1": 90
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 2200,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.52,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.31,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.89,
      "entry_zone_high": 14.31,
      "entry_risk_pct": 3.3898,
      "intraday_vwap": 14.2242,
      "price_vs_vwap_pct": -0.4513,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0647,
        "prev_amount_yi": 0.0454,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4251,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 14.23,
            "high": 14.23,
            "low": 14.22,
            "close": 14.22,
            "amount_yi": 0.0107
          },
          {
            "time": "10:11",
            "open": 14.19,
            "high": 14.19,
            "low": 14.19,
            "close": 14.19,
            "amount_yi": 0.0155
          },
          {
            "time": "10:12",
            "open": 14.16,
            "high": 14.17,
            "low": 14.16,
            "close": 14.17,
            "amount_yi": 0.0299
          },
          {
            "time": "10:13",
            "open": 14.17,
            "high": 14.17,
            "low": 14.17,
            "close": 14.17,
            "amount_yi": 0.0039
          },
          {
            "time": "10:14",
            "open": 14.16,
            "high": 14.16,
            "low": 14.16,
            "close": 14.16,
            "amount_yi": 0.0047
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42801.33,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.16,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 13.87,
        "open": 13.89,
        "high": 14.48,
        "low": 13.88,
        "bid1": 14.15,
        "ask1": 14.16,
        "bid_qty1": 503,
        "ask_qty1": 142
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "near_trigger",
      "qty": 2500,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.92,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.73,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.35,
      "entry_zone_high": 12.73,
      "entry_risk_pct": null,
      "intraday_vwap": 12.5908,
      "price_vs_vwap_pct": -0.4829,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.06,
        "prev_amount_yi": 0.063,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9524,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 12.51,
            "high": 12.51,
            "low": 12.51,
            "close": 12.51,
            "amount_yi": 0.0058
          },
          {
            "time": "10:11",
            "open": 12.51,
            "high": 12.51,
            "low": 12.51,
            "close": 12.51,
            "amount_yi": 0.005
          },
          {
            "time": "10:12",
            "open": 12.5,
            "high": 12.5,
            "low": 12.5,
            "close": 12.5,
            "amount_yi": 0.0224
          },
          {
            "time": "10:13",
            "open": 12.51,
            "high": 12.51,
            "low": 12.51,
            "close": 12.51,
            "amount_yi": 0.0149
          },
          {
            "time": "10:14",
            "open": 12.53,
            "high": 12.53,
            "low": 12.53,
            "close": 12.53,
            "amount_yi": 0.0119
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.53,
        "ts": "2026-07-06T10:14:00",
        "prev_close": 12.36,
        "open": 12.42,
        "high": 12.85,
        "low": 12.4,
        "bid1": 12.52,
        "ask1": 12.53,
        "bid_qty1": 60,
        "ask_qty1": 50
      },
      "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": "OBSERVE",
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 900,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 36.25,
      "max_chase_pct": 1.5,
      "base_exec_high": 35.72,
      "dynamic_exec_high": null,
      "entry_zone_low": 34.66,
      "entry_zone_high": 35.72,
      "entry_risk_pct": null,
      "intraday_vwap": 35.2124,
      "price_vs_vwap_pct": -1.1428,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1208,
        "prev_amount_yi": 0.1749,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6907,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 35.04,
            "high": 35.04,
            "low": 34.98,
            "close": 34.98,
            "amount_yi": 0.0254
          },
          {
            "time": "10:11",
            "open": 34.97,
            "high": 34.97,
            "low": 34.95,
            "close": 34.95,
            "amount_yi": 0.0211
          },
          {
            "time": "10:12",
            "open": 34.92,
            "high": 34.92,
            "low": 34.89,
            "close": 34.89,
            "amount_yi": 0.0608
          },
          {
            "time": "10:13",
            "open": 34.86,
            "high": 34.86,
            "low": 34.86,
            "close": 34.86,
            "amount_yi": 0.008
          },
          {
            "time": "10:14",
            "open": 34.81,
            "high": 34.81,
            "low": 34.81,
            "close": 34.81,
            "amount_yi": 0.0055
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.81,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 33.84,
        "open": 34.29,
        "high": 35.97,
        "low": 34.0,
        "bid1": 34.81,
        "ask1": 34.82,
        "bid_qty1": 21,
        "ask_qty1": 48
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 2200,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.76,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.32,
      "entry_zone_high": 14.76,
      "entry_risk_pct": null,
      "intraday_vwap": 14.4128,
      "price_vs_vwap_pct": -0.6439,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1907,
        "prev_amount_yi": 0.2462,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7746,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 14.38,
            "high": 14.38,
            "low": 14.36,
            "close": 14.36,
            "amount_yi": 0.059
          },
          {
            "time": "10:11",
            "open": 14.34,
            "high": 14.38,
            "low": 14.34,
            "close": 14.38,
            "amount_yi": 0.0597
          },
          {
            "time": "10:12",
            "open": 14.37,
            "high": 14.37,
            "low": 14.36,
            "close": 14.36,
            "amount_yi": 0.0279
          },
          {
            "time": "10:13",
            "open": 14.34,
            "high": 14.34,
            "low": 14.34,
            "close": 14.34,
            "amount_yi": 0.0167
          },
          {
            "time": "10:14",
            "open": 14.32,
            "high": 14.32,
            "low": 14.32,
            "close": 14.32,
            "amount_yi": 0.0274
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.32,
        "ts": "2026-07-06T10:13:59",
        "prev_close": 14.29,
        "open": 14.42,
        "high": 14.57,
        "low": 14.2,
        "bid1": 14.32,
        "ask1": 14.33,
        "bid_qty1": 834,
        "ask_qty1": 406
      },
      "previous_state": "OBSERVE",
      "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": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.77,
      "exec_low": 10.93,
      "exec_high": 10.93,
      "invalid_price": 10.45,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 3100,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 11.09,
      "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": 10.4847,
      "price_vs_vwap_pct": -1.4755,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3569,
        "prev_amount_yi": 0.181,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9718,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 10.44,
            "high": 10.44,
            "low": 10.42,
            "close": 10.42,
            "amount_yi": 0.0431
          },
          {
            "time": "10:11",
            "open": 10.36,
            "high": 10.36,
            "low": 10.35,
            "close": 10.35,
            "amount_yi": 0.1676
          },
          {
            "time": "10:12",
            "open": 10.32,
            "high": 10.32,
            "low": 10.32,
            "close": 10.32,
            "amount_yi": 0.0534
          },
          {
            "time": "10:13",
            "open": 10.32,
            "high": 10.32,
            "low": 10.32,
            "close": 10.32,
            "amount_yi": 0.0546
          },
          {
            "time": "10:14",
            "open": 10.33,
            "high": 10.33,
            "low": 10.33,
            "close": 10.33,
            "amount_yi": 0.0382
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.33,
        "ts": "2026-07-06T10:14:00",
        "prev_close": 10.48,
        "open": 10.54,
        "high": 10.77,
        "low": 10.3,
        "bid1": 10.31,
        "ask1": 10.33,
        "bid_qty1": 629,
        "ask_qty1": 492
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002212:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002212:VWAP_RECLAIM",
      "symbol": "SZSE.002212",
      "name": "天融信",
      "side": "BUY",
      "priority": "W68",
      "status": "CANCELLED",
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 5600,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.93,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.75,
      "entry_zone_high": 5.93,
      "entry_risk_pct": null,
      "intraday_vwap": 5.6871,
      "price_vs_vwap_pct": -0.4765,
      "energy_floor_hint_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": 0.0241,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0581,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 5.68,
            "high": 5.68,
            "low": 5.67,
            "close": 5.67,
            "amount_yi": 0.0074
          },
          {
            "time": "10:11",
            "open": 5.67,
            "high": 5.67,
            "low": 5.67,
            "close": 5.67,
            "amount_yi": 0.0058
          },
          {
            "time": "10:12",
            "open": 5.67,
            "high": 5.67,
            "low": 5.66,
            "close": 5.66,
            "amount_yi": 0.0065
          },
          {
            "time": "10:13",
            "open": 5.66,
            "high": 5.66,
            "low": 5.66,
            "close": 5.66,
            "amount_yi": 0.001
          },
          {
            "time": "10:14",
            "open": 5.66,
            "high": 5.66,
            "low": 5.66,
            "close": 5.66,
            "amount_yi": 0.0048
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.66,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 5.74,
        "open": 5.72,
        "high": 5.75,
        "low": 5.65,
        "bid1": 5.66,
        "ask1": 5.67,
        "bid_qty1": 1355,
        "ask_qty1": 1048
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 4900,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.97,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.87,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.67,
      "entry_zone_high": 6.87,
      "entry_risk_pct": null,
      "intraday_vwap": 6.5162,
      "price_vs_vwap_pct": -0.8625,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0768,
        "prev_amount_yi": 0.0302,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.543,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 6.5,
            "high": 6.5,
            "low": 6.49,
            "close": 6.49,
            "amount_yi": 0.0149
          },
          {
            "time": "10:11",
            "open": 6.5,
            "high": 6.5,
            "low": 6.49,
            "close": 6.49,
            "amount_yi": 0.0052
          },
          {
            "time": "10:12",
            "open": 6.48,
            "high": 6.48,
            "low": 6.47,
            "close": 6.47,
            "amount_yi": 0.0316
          },
          {
            "time": "10:13",
            "open": 6.47,
            "high": 6.47,
            "low": 6.47,
            "close": 6.47,
            "amount_yi": 0.0086
          },
          {
            "time": "10:14",
            "open": 6.46,
            "high": 6.46,
            "low": 6.46,
            "close": 6.46,
            "amount_yi": 0.0165
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.46,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 6.62,
        "open": 6.6,
        "high": 6.6,
        "low": 6.46,
        "bid1": 6.46,
        "ask1": 6.47,
        "bid_qty1": 843,
        "ask_qty1": 406
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 600,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 53.1507,
      "price_vs_vwap_pct": 0.8453,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1973,
        "prev_amount_yi": 0.254,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7768,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 53.43,
            "high": 53.48,
            "low": 53.43,
            "close": 53.48,
            "amount_yi": 0.0475
          },
          {
            "time": "10:11",
            "open": 53.44,
            "high": 53.44,
            "low": 53.4,
            "close": 53.4,
            "amount_yi": 0.0329
          },
          {
            "time": "10:12",
            "open": 53.39,
            "high": 53.39,
            "low": 53.39,
            "close": 53.39,
            "amount_yi": 0.0222
          },
          {
            "time": "10:13",
            "open": 53.7,
            "high": 53.7,
            "low": 53.7,
            "close": 53.7,
            "amount_yi": 0.0706
          },
          {
            "time": "10:14",
            "open": 53.6,
            "high": 53.6,
            "low": 53.6,
            "close": 53.6,
            "amount_yi": 0.0241
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 53.6,
        "ts": "2026-07-06T10:13:58",
        "prev_close": 51.67,
        "open": 52.46,
        "high": 54.12,
        "low": 51.0,
        "bid1": 53.59,
        "ask1": 53.6,
        "bid_qty1": 22,
        "ask_qty1": 18
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 2200,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 14.1235,
      "price_vs_vwap_pct": 0.4708,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0372,
        "prev_amount_yi": 0.0893,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4166,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 14.21,
            "high": 14.21,
            "low": 14.17,
            "close": 14.17,
            "amount_yi": 0.0089
          },
          {
            "time": "10:11",
            "open": 14.17,
            "high": 14.21,
            "low": 14.17,
            "close": 14.21,
            "amount_yi": 0.0093
          },
          {
            "time": "10:12",
            "open": 14.21,
            "high": 14.21,
            "low": 14.16,
            "close": 14.16,
            "amount_yi": 0.0047
          },
          {
            "time": "10:13",
            "open": 14.22,
            "high": 14.22,
            "low": 14.22,
            "close": 14.22,
            "amount_yi": 0.009
          },
          {
            "time": "10:14",
            "open": 14.19,
            "high": 14.19,
            "low": 14.19,
            "close": 14.19,
            "amount_yi": 0.0053
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.19,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 13.87,
        "open": 13.75,
        "high": 14.49,
        "low": 13.53,
        "bid1": 14.18,
        "ask1": 14.19,
        "bid_qty1": 26,
        "ask_qty1": 43
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 4100,
      "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": 7.9809,
      "price_vs_vwap_pct": -2.5173,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1508,
        "prev_amount_yi": 0.279,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5405,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 7.83,
            "high": 7.83,
            "low": 7.81,
            "close": 7.81,
            "amount_yi": 0.0326
          },
          {
            "time": "10:11",
            "open": 7.81,
            "high": 7.81,
            "low": 7.8,
            "close": 7.8,
            "amount_yi": 0.0351
          },
          {
            "time": "10:12",
            "open": 7.79,
            "high": 7.79,
            "low": 7.77,
            "close": 7.77,
            "amount_yi": 0.0576
          },
          {
            "time": "10:13",
            "open": 7.78,
            "high": 7.78,
            "low": 7.78,
            "close": 7.78,
            "amount_yi": 0.0101
          },
          {
            "time": "10:14",
            "open": 7.78,
            "high": 7.78,
            "low": 7.78,
            "close": 7.78,
            "amount_yi": 0.0154
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.78,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 7.72,
        "open": 7.99,
        "high": 8.22,
        "low": 7.73,
        "bid1": 7.78,
        "ask1": 7.79,
        "bid_qty1": 279,
        "ask_qty1": 222
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 900,
      "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": 36.1322,
      "price_vs_vwap_pct": -1.9434,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1061,
        "prev_amount_yi": 0.1728,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.614,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 35.57,
            "high": 35.59,
            "low": 35.57,
            "close": 35.59,
            "amount_yi": 0.0178
          },
          {
            "time": "10:11",
            "open": 35.54,
            "high": 35.54,
            "low": 35.52,
            "close": 35.52,
            "amount_yi": 0.0171
          },
          {
            "time": "10:12",
            "open": 35.44,
            "high": 35.44,
            "low": 35.39,
            "close": 35.39,
            "amount_yi": 0.0256
          },
          {
            "time": "10:13",
            "open": 35.35,
            "high": 35.35,
            "low": 35.35,
            "close": 35.35,
            "amount_yi": 0.0136
          },
          {
            "time": "10:14",
            "open": 35.43,
            "high": 35.43,
            "low": 35.43,
            "close": 35.43,
            "amount_yi": 0.032
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.43,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 37.07,
        "open": 36.87,
        "high": 37.1,
        "low": 35.33,
        "bid1": 35.38,
        "ask1": 35.43,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 1800,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 18.94,
      "max_chase_pct": 1.5,
      "base_exec_high": 18.67,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.11,
      "entry_zone_high": 18.67,
      "entry_risk_pct": null,
      "intraday_vwap": 17.8284,
      "price_vs_vwap_pct": -0.3276,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0682,
        "prev_amount_yi": 0.1415,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.482,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 17.78,
            "high": 17.79,
            "low": 17.78,
            "close": 17.79,
            "amount_yi": 0.0116
          },
          {
            "time": "10:11",
            "open": 17.8,
            "high": 17.81,
            "low": 17.8,
            "close": 17.81,
            "amount_yi": 0.0171
          },
          {
            "time": "10:12",
            "open": 17.79,
            "high": 17.79,
            "low": 17.79,
            "close": 17.79,
            "amount_yi": 0.0205
          },
          {
            "time": "10:13",
            "open": 17.78,
            "high": 17.78,
            "low": 17.78,
            "close": 17.78,
            "amount_yi": 0.0103
          },
          {
            "time": "10:14",
            "open": 17.77,
            "high": 17.77,
            "low": 17.77,
            "close": 17.77,
            "amount_yi": 0.0087
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.77,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 18.18,
        "open": 18.03,
        "high": 18.07,
        "low": 17.65,
        "bid1": 17.77,
        "ask1": 17.78,
        "bid_qty1": 232,
        "ask_qty1": 119
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 1800,
      "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": 17.9683,
      "price_vs_vwap_pct": -2.2167,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2175,
        "prev_amount_yi": 0.1712,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2704,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 17.65,
            "high": 17.65,
            "low": 17.64,
            "close": 17.64,
            "amount_yi": 0.0305
          },
          {
            "time": "10:11",
            "open": 17.65,
            "high": 17.65,
            "low": 17.65,
            "close": 17.65,
            "amount_yi": 0.0256
          },
          {
            "time": "10:12",
            "open": 17.61,
            "high": 17.61,
            "low": 17.57,
            "close": 17.57,
            "amount_yi": 0.1357
          },
          {
            "time": "10:13",
            "open": 17.57,
            "high": 17.57,
            "low": 17.57,
            "close": 17.57,
            "amount_yi": 0.0137
          },
          {
            "time": "10:14",
            "open": 17.57,
            "high": 17.57,
            "low": 17.57,
            "close": 17.57,
            "amount_yi": 0.012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.57,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 18.29,
        "open": 18.44,
        "high": 18.76,
        "low": 17.55,
        "bid1": 17.57,
        "ask1": 17.58,
        "bid_qty1": 468,
        "ask_qty1": 268
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "near_trigger",
      "qty": 5000,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.61,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.52,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.32,
      "entry_zone_high": 6.52,
      "entry_risk_pct": null,
      "intraday_vwap": 6.3897,
      "price_vs_vwap_pct": -0.4648,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0484,
        "prev_amount_yi": 0.0677,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7149,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 6.36,
            "high": 6.36,
            "low": 6.35,
            "close": 6.35,
            "amount_yi": 0.008
          },
          {
            "time": "10:11",
            "open": 6.36,
            "high": 6.36,
            "low": 6.36,
            "close": 6.36,
            "amount_yi": 0.0203
          },
          {
            "time": "10:12",
            "open": 6.37,
            "high": 6.37,
            "low": 6.37,
            "close": 6.37,
            "amount_yi": 0.006
          },
          {
            "time": "10:13",
            "open": 6.36,
            "high": 6.36,
            "low": 6.36,
            "close": 6.36,
            "amount_yi": 0.0034
          },
          {
            "time": "10:14",
            "open": 6.36,
            "high": 6.36,
            "low": 6.36,
            "close": 6.36,
            "amount_yi": 0.0107
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.36,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 6.31,
        "open": 6.27,
        "high": 6.47,
        "low": 6.27,
        "bid1": 6.35,
        "ask1": 6.36,
        "bid_qty1": 3156,
        "ask_qty1": 484
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.000561:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.000561:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000561",
      "name": "烽火电子",
      "side": "BUY",
      "priority": "W77",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 7.74,
      "exec_low": 7.74,
      "exec_high": 7.86,
      "invalid_price": 7.51,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 4300,
      "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": 7.5956,
      "price_vs_vwap_pct": -1.3903,
      "energy_floor_hint_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": 0.032,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4281,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:09",
            "open": 7.51,
            "high": 7.51,
            "low": 7.51,
            "close": 7.51,
            "amount_yi": 0.0029
          },
          {
            "time": "10:10",
            "open": 7.5,
            "high": 7.51,
            "low": 7.5,
            "close": 7.51,
            "amount_yi": 0.0026
          },
          {
            "time": "10:11",
            "open": 7.5,
            "high": 7.5,
            "low": 7.5,
            "close": 7.5,
            "amount_yi": 0.0044
          },
          {
            "time": "10:12",
            "open": 7.5,
            "high": 7.5,
            "low": 7.49,
            "close": 7.49,
            "amount_yi": 0.0029
          },
          {
            "time": "10:13",
            "open": 7.5,
            "high": 7.5,
            "low": 7.5,
            "close": 7.5,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.49,
        "ts": "2026-07-06T10:14:00",
        "prev_close": 7.64,
        "open": 7.67,
        "high": 7.72,
        "low": 7.49,
        "bid1": 7.49,
        "ask1": 7.5,
        "bid_qty1": 660,
        "ask_qty1": 453
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300345:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300345:VWAP_RECLAIM",
      "symbol": "SZSE.300345",
      "name": "华民股份",
      "side": "BUY",
      "priority": "W78",
      "status": "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": "2026-07-06T10:14:00",
      "sim_reason": "near_trigger",
      "qty": 3800,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.63,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.51,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.25,
      "entry_zone_high": 8.51,
      "entry_risk_pct": null,
      "intraday_vwap": 8.2385,
      "price_vs_vwap_pct": 1.232,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0887,
        "prev_amount_yi": 0.1586,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5593,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 8.29,
            "high": 8.29,
            "low": 8.26,
            "close": 8.26,
            "amount_yi": 0.0117
          },
          {
            "time": "10:11",
            "open": 8.32,
            "high": 8.32,
            "low": 8.31,
            "close": 8.31,
            "amount_yi": 0.03
          },
          {
            "time": "10:12",
            "open": 8.3,
            "high": 8.3,
            "low": 8.26,
            "close": 8.26,
            "amount_yi": 0.0105
          },
          {
            "time": "10:13",
            "open": 8.33,
            "high": 8.33,
            "low": 8.33,
            "close": 8.33,
            "amount_yi": 0.0176
          },
          {
            "time": "10:14",
            "open": 8.34,
            "high": 8.34,
            "low": 8.34,
            "close": 8.34,
            "amount_yi": 0.0189
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.34,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 7.79,
        "open": 7.99,
        "high": 8.47,
        "low": 7.93,
        "bid1": 8.34,
        "ask1": 8.35,
        "bid_qty1": 1004,
        "ask_qty1": 1017
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-07-06T10:14:00",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 2500,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.07,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.5,
      "entry_zone_high": 12.88,
      "entry_risk_pct": 3.9782,
      "intraday_vwap": 12.8699,
      "price_vs_vwap_pct": -0.5431,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0399,
        "prev_amount_yi": 0.0608,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6562,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 12.89,
            "high": 12.89,
            "low": 12.87,
            "close": 12.87,
            "amount_yi": 0.0121
          },
          {
            "time": "10:11",
            "open": 12.88,
            "high": 12.88,
            "low": 12.86,
            "close": 12.86,
            "amount_yi": 0.0112
          },
          {
            "time": "10:12",
            "open": 12.84,
            "high": 12.84,
            "low": 12.83,
            "close": 12.83,
            "amount_yi": 0.0088
          },
          {
            "time": "10:13",
            "open": 12.82,
            "high": 12.82,
            "low": 12.82,
            "close": 12.82,
            "amount_yi": 0.0035
          },
          {
            "time": "10:14",
            "open": 12.8,
            "high": 12.8,
            "low": 12.8,
            "close": 12.8,
            "amount_yi": 0.0043
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42801.33,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.8,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 12.55,
        "open": 12.5,
        "high": 13.07,
        "low": 12.4,
        "bid1": 12.8,
        "ask1": 12.82,
        "bid_qty1": 435,
        "ask_qty1": 1
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 2400,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.73,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.53,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.13,
      "entry_zone_high": 13.53,
      "entry_risk_pct": null,
      "intraday_vwap": 13.334,
      "price_vs_vwap_pct": -2.3549,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2206,
        "prev_amount_yi": 0.2885,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7646,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 13.05,
            "high": 13.05,
            "low": 13.05,
            "close": 13.05,
            "amount_yi": 0.0689
          },
          {
            "time": "10:11",
            "open": 13.04,
            "high": 13.04,
            "low": 13.04,
            "close": 13.04,
            "amount_yi": 0.0408
          },
          {
            "time": "10:12",
            "open": 13.0,
            "high": 13.01,
            "low": 13.0,
            "close": 13.01,
            "amount_yi": 0.0785
          },
          {
            "time": "10:13",
            "open": 13.02,
            "high": 13.02,
            "low": 13.02,
            "close": 13.02,
            "amount_yi": 0.0226
          },
          {
            "time": "10:14",
            "open": 13.02,
            "high": 13.02,
            "low": 13.02,
            "close": 13.02,
            "amount_yi": 0.0098
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.02,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 13.0,
        "open": 13.36,
        "high": 13.65,
        "low": 12.95,
        "bid1": 13.01,
        "ask1": 13.02,
        "bid_qty1": 292,
        "ask_qty1": 53
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 2200,
      "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": 14.7293,
      "price_vs_vwap_pct": -2.3036,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.409,
        "prev_amount_yi": 0.4136,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9889,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 14.49,
            "high": 14.5,
            "low": 14.49,
            "close": 14.5,
            "amount_yi": 0.094
          },
          {
            "time": "10:11",
            "open": 14.44,
            "high": 14.44,
            "low": 14.39,
            "close": 14.39,
            "amount_yi": 0.1229
          },
          {
            "time": "10:12",
            "open": 14.38,
            "high": 14.39,
            "low": 14.38,
            "close": 14.39,
            "amount_yi": 0.1113
          },
          {
            "time": "10:13",
            "open": 14.42,
            "high": 14.42,
            "low": 14.42,
            "close": 14.42,
            "amount_yi": 0.0255
          },
          {
            "time": "10:14",
            "open": 14.39,
            "high": 14.39,
            "low": 14.39,
            "close": 14.39,
            "amount_yi": 0.0553
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.39,
        "ts": "2026-07-06T10:13:58",
        "prev_close": 14.96,
        "open": 14.69,
        "high": 15.24,
        "low": 14.34,
        "bid1": 14.38,
        "ask1": 14.39,
        "bid_qty1": 1732,
        "ask_qty1": 29
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 800,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 40.88,
      "max_chase_pct": 1.5,
      "base_exec_high": 40.29,
      "dynamic_exec_high": null,
      "entry_zone_low": 39.09,
      "entry_zone_high": 40.29,
      "entry_risk_pct": null,
      "intraday_vwap": 39.1766,
      "price_vs_vwap_pct": -1.3697,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1743,
        "prev_amount_yi": 0.3173,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5493,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 38.77,
            "high": 38.77,
            "low": 38.76,
            "close": 38.76,
            "amount_yi": 0.0272
          },
          {
            "time": "10:11",
            "open": 38.73,
            "high": 38.73,
            "low": 38.71,
            "close": 38.71,
            "amount_yi": 0.0292
          },
          {
            "time": "10:12",
            "open": 38.63,
            "high": 38.63,
            "low": 38.58,
            "close": 38.58,
            "amount_yi": 0.079
          },
          {
            "time": "10:13",
            "open": 38.61,
            "high": 38.61,
            "low": 38.61,
            "close": 38.61,
            "amount_yi": 0.0286
          },
          {
            "time": "10:14",
            "open": 38.64,
            "high": 38.64,
            "low": 38.64,
            "close": 38.64,
            "amount_yi": 0.0103
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 38.64,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 39.31,
        "open": 39.35,
        "high": 40.23,
        "low": 38.44,
        "bid1": 38.64,
        "ask1": 38.65,
        "bid_qty1": 5,
        "ask_qty1": 87
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 2900,
      "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": 11.1508,
      "price_vs_vwap_pct": -0.7246,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0876,
        "prev_amount_yi": 0.0827,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0593,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 11.06,
            "high": 11.06,
            "low": 11.06,
            "close": 11.06,
            "amount_yi": 0.0258
          },
          {
            "time": "10:11",
            "open": 11.08,
            "high": 11.08,
            "low": 11.07,
            "close": 11.07,
            "amount_yi": 0.0192
          },
          {
            "time": "10:12",
            "open": 11.07,
            "high": 11.08,
            "low": 11.07,
            "close": 11.08,
            "amount_yi": 0.036
          },
          {
            "time": "10:13",
            "open": 11.07,
            "high": 11.07,
            "low": 11.07,
            "close": 11.07,
            "amount_yi": 0.002
          },
          {
            "time": "10:14",
            "open": 11.07,
            "high": 11.07,
            "low": 11.07,
            "close": 11.07,
            "amount_yi": 0.0046
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.07,
        "ts": "2026-07-06T10:13:59",
        "prev_close": 11.24,
        "open": 11.2,
        "high": 11.32,
        "low": 11.05,
        "bid1": 11.07,
        "ask1": 11.08,
        "bid_qty1": 528,
        "ask_qty1": 1376
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 4500,
      "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": 6.9819,
      "price_vs_vwap_pct": 0.5457,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0144,
        "prev_amount_yi": 0.0136,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0588,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 7.03,
            "high": 7.03,
            "low": 7.03,
            "close": 7.03,
            "amount_yi": 0.001
          },
          {
            "time": "10:11",
            "open": 7.04,
            "high": 7.04,
            "low": 7.04,
            "close": 7.04,
            "amount_yi": 0.0019
          },
          {
            "time": "10:12",
            "open": 7.05,
            "high": 7.05,
            "low": 7.03,
            "close": 7.03,
            "amount_yi": 0.009
          },
          {
            "time": "10:13",
            "open": 7.03,
            "high": 7.03,
            "low": 7.03,
            "close": 7.03,
            "amount_yi": 0.0012
          },
          {
            "time": "10:14",
            "open": 7.02,
            "high": 7.02,
            "low": 7.02,
            "close": 7.02,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.02,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 6.77,
        "open": 6.77,
        "high": 7.16,
        "low": 6.74,
        "bid1": 7.02,
        "ask1": 7.03,
        "bid_qty1": 17,
        "ask_qty1": 6
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 4600,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 7.28,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.18,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.96,
      "entry_zone_high": 7.18,
      "entry_risk_pct": null,
      "intraday_vwap": 6.985,
      "price_vs_vwap_pct": -0.6442,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0534,
        "prev_amount_yi": 0.0195,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.7385,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 6.96,
            "high": 6.96,
            "low": 6.96,
            "close": 6.96,
            "amount_yi": 0.0076
          },
          {
            "time": "10:11",
            "open": 6.95,
            "high": 6.96,
            "low": 6.95,
            "close": 6.96,
            "amount_yi": 0.0175
          },
          {
            "time": "10:12",
            "open": 6.95,
            "high": 6.95,
            "low": 6.94,
            "close": 6.94,
            "amount_yi": 0.0139
          },
          {
            "time": "10:13",
            "open": 6.94,
            "high": 6.94,
            "low": 6.94,
            "close": 6.94,
            "amount_yi": 0.0083
          },
          {
            "time": "10:14",
            "open": 6.94,
            "high": 6.94,
            "low": 6.94,
            "close": 6.94,
            "amount_yi": 0.0061
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.94,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 6.95,
        "open": 7.0,
        "high": 7.05,
        "low": 6.93,
        "bid1": 6.94,
        "ask1": 6.96,
        "bid_qty1": 159,
        "ask_qty1": 146
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 1400,
      "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": 3.1662,
      "intraday_vwap": 23.3631,
      "price_vs_vwap_pct": -2.667,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0594,
        "prev_amount_yi": 0.1168,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5086,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 22.79,
            "high": 22.79,
            "low": 22.78,
            "close": 22.78,
            "amount_yi": 0.0135
          },
          {
            "time": "10:11",
            "open": 22.8,
            "high": 22.82,
            "low": 22.8,
            "close": 22.82,
            "amount_yi": 0.0186
          },
          {
            "time": "10:12",
            "open": 22.81,
            "high": 22.81,
            "low": 22.78,
            "close": 22.78,
            "amount_yi": 0.0189
          },
          {
            "time": "10:13",
            "open": 22.76,
            "high": 22.76,
            "low": 22.76,
            "close": 22.76,
            "amount_yi": 0.0049
          },
          {
            "time": "10:14",
            "open": 22.74,
            "high": 22.74,
            "low": 22.74,
            "close": 22.74,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42801.33,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.74,
        "ts": "2026-07-06T10:13:56",
        "prev_close": 22.58,
        "open": 23.16,
        "high": 24.11,
        "low": 22.73,
        "bid1": 22.73,
        "ask1": 22.74,
        "bid_qty1": 7,
        "ask_qty1": 52
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 2000,
      "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": 16.2556,
      "price_vs_vwap_pct": -1.7569,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0224,
        "prev_amount_yi": 0.1161,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1929,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 16.03,
            "high": 16.03,
            "low": 16.0,
            "close": 16.0,
            "amount_yi": 0.0064
          },
          {
            "time": "10:11",
            "open": 15.97,
            "high": 15.99,
            "low": 15.97,
            "close": 15.99,
            "amount_yi": 0.0065
          },
          {
            "time": "10:12",
            "open": 15.94,
            "high": 15.94,
            "low": 15.93,
            "close": 15.93,
            "amount_yi": 0.0077
          },
          {
            "time": "10:13",
            "open": 15.95,
            "high": 15.95,
            "low": 15.95,
            "close": 15.95,
            "amount_yi": 0.0007
          },
          {
            "time": "10:14",
            "open": 15.97,
            "high": 15.97,
            "low": 15.97,
            "close": 15.97,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.97,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 16.42,
        "open": 16.4,
        "high": 16.84,
        "low": 15.81,
        "bid1": 15.97,
        "ask1": 15.98,
        "bid_qty1": 213,
        "ask_qty1": 3
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 2000,
      "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": 16.1289,
      "price_vs_vwap_pct": -1.6052,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0385,
        "prev_amount_yi": 0.0409,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9413,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 15.92,
            "high": 15.92,
            "low": 15.92,
            "close": 15.92,
            "amount_yi": 0.0042
          },
          {
            "time": "10:11",
            "open": 15.92,
            "high": 15.92,
            "low": 15.91,
            "close": 15.91,
            "amount_yi": 0.0057
          },
          {
            "time": "10:12",
            "open": 15.87,
            "high": 15.87,
            "low": 15.87,
            "close": 15.87,
            "amount_yi": 0.0219
          },
          {
            "time": "10:13",
            "open": 15.87,
            "high": 15.87,
            "low": 15.87,
            "close": 15.87,
            "amount_yi": 0.003
          },
          {
            "time": "10:14",
            "open": 15.87,
            "high": 15.87,
            "low": 15.87,
            "close": 15.87,
            "amount_yi": 0.0037
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.87,
        "ts": "2026-07-06T10:13:56",
        "prev_close": 16.33,
        "open": 16.33,
        "high": 16.49,
        "low": 15.86,
        "bid1": 15.87,
        "ask1": 15.88,
        "bid_qty1": 96,
        "ask_qty1": 67
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 1500,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 21.73,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.78,
      "entry_zone_high": 21.42,
      "entry_risk_pct": null,
      "intraday_vwap": 20.8321,
      "price_vs_vwap_pct": -0.4421,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0804,
        "prev_amount_yi": 0.1125,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7147,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 20.74,
            "high": 20.78,
            "low": 20.74,
            "close": 20.78,
            "amount_yi": 0.0249
          },
          {
            "time": "10:11",
            "open": 20.78,
            "high": 20.78,
            "low": 20.77,
            "close": 20.77,
            "amount_yi": 0.0112
          },
          {
            "time": "10:12",
            "open": 20.76,
            "high": 20.76,
            "low": 20.75,
            "close": 20.75,
            "amount_yi": 0.0294
          },
          {
            "time": "10:13",
            "open": 20.75,
            "high": 20.75,
            "low": 20.75,
            "close": 20.75,
            "amount_yi": 0.0075
          },
          {
            "time": "10:14",
            "open": 20.74,
            "high": 20.74,
            "low": 20.74,
            "close": 20.74,
            "amount_yi": 0.0074
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.74,
        "ts": "2026-07-06T10:14:00",
        "prev_close": 20.99,
        "open": 20.88,
        "high": 21.08,
        "low": 20.68,
        "bid1": 20.74,
        "ask1": 20.75,
        "bid_qty1": 330,
        "ask_qty1": 520
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 2900,
      "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": 11.2195,
      "price_vs_vwap_pct": -3.8282,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.027,
        "prev_amount_yi": 0.073,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3699,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 10.78,
            "high": 10.78,
            "low": 10.75,
            "close": 10.75,
            "amount_yi": 0.0081
          },
          {
            "time": "10:11",
            "open": 10.76,
            "high": 10.77,
            "low": 10.76,
            "close": 10.77,
            "amount_yi": 0.007
          },
          {
            "time": "10:12",
            "open": 10.77,
            "high": 10.78,
            "low": 10.77,
            "close": 10.78,
            "amount_yi": 0.0079
          },
          {
            "time": "10:13",
            "open": 10.78,
            "high": 10.78,
            "low": 10.78,
            "close": 10.78,
            "amount_yi": 0.0029
          },
          {
            "time": "10:14",
            "open": 10.79,
            "high": 10.79,
            "low": 10.79,
            "close": 10.79,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.79,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 9.87,
        "open": 10.29,
        "high": 11.8,
        "low": 10.29,
        "bid1": 10.78,
        "ask1": 10.79,
        "bid_qty1": 210,
        "ask_qty1": 37
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "near_trigger",
      "qty": 1200,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 27.09,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.69,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.91,
      "entry_zone_high": 26.69,
      "entry_risk_pct": null,
      "intraday_vwap": 26.1777,
      "price_vs_vwap_pct": -0.3732,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.017,
        "prev_amount_yi": 0.0363,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4683,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 26.05,
            "high": 26.05,
            "low": 26.05,
            "close": 26.05,
            "amount_yi": 0.0033
          },
          {
            "time": "10:11",
            "open": 26.07,
            "high": 26.08,
            "low": 26.07,
            "close": 26.08,
            "amount_yi": 0.0023
          },
          {
            "time": "10:12",
            "open": 26.08,
            "high": 26.08,
            "low": 26.08,
            "close": 26.08,
            "amount_yi": 0.0034
          },
          {
            "time": "10:13",
            "open": 26.05,
            "high": 26.05,
            "low": 26.05,
            "close": 26.05,
            "amount_yi": 0.0011
          },
          {
            "time": "10:14",
            "open": 26.08,
            "high": 26.08,
            "low": 26.08,
            "close": 26.08,
            "amount_yi": 0.0069
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.08,
        "ts": "2026-07-06T10:13:58",
        "prev_close": 26.21,
        "open": 26.21,
        "high": 26.51,
        "low": 25.98,
        "bid1": 26.07,
        "ask1": 26.09,
        "bid_qty1": 5,
        "ask_qty1": 4
      },
      "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": "OBSERVE",
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 2000,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 16.08,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.84,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.38,
      "entry_zone_high": 15.84,
      "entry_risk_pct": null,
      "intraday_vwap": 15.4998,
      "price_vs_vwap_pct": -0.4503,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0025,
        "prev_amount_yi": 0.0054,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.463,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 15.48,
            "high": 15.48,
            "low": 15.45,
            "close": 15.45,
            "amount_yi": 0.0002
          },
          {
            "time": "10:10",
            "open": 15.46,
            "high": 15.46,
            "low": 15.45,
            "close": 15.45,
            "amount_yi": 0.0006
          },
          {
            "time": "10:11",
            "open": 15.45,
            "high": 15.48,
            "low": 15.45,
            "close": 15.48,
            "amount_yi": 0.0008
          },
          {
            "time": "10:12",
            "open": 15.45,
            "high": 15.45,
            "low": 15.45,
            "close": 15.45,
            "amount_yi": 0.0007
          },
          {
            "time": "10:14",
            "open": 15.43,
            "high": 15.43,
            "low": 15.43,
            "close": 15.43,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.43,
        "ts": "2026-07-06T10:13:53",
        "prev_close": 15.52,
        "open": 15.57,
        "high": 15.73,
        "low": 15.41,
        "bid1": 15.43,
        "ask1": 15.45,
        "bid_qty1": 50,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 1800,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 18.49,
      "max_chase_pct": 1.5,
      "base_exec_high": 18.22,
      "dynamic_exec_high": null,
      "entry_zone_low": 17.68,
      "entry_zone_high": 18.22,
      "entry_risk_pct": null,
      "intraday_vwap": 17.5199,
      "price_vs_vwap_pct": -1.5976,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0585,
        "prev_amount_yi": 0.1008,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5804,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 17.26,
            "high": 17.28,
            "low": 17.26,
            "close": 17.28,
            "amount_yi": 0.011
          },
          {
            "time": "10:11",
            "open": 17.26,
            "high": 17.27,
            "low": 17.26,
            "close": 17.27,
            "amount_yi": 0.0089
          },
          {
            "time": "10:12",
            "open": 17.23,
            "high": 17.23,
            "low": 17.22,
            "close": 17.22,
            "amount_yi": 0.0313
          },
          {
            "time": "10:13",
            "open": 17.24,
            "high": 17.24,
            "low": 17.24,
            "close": 17.24,
            "amount_yi": 0.0061
          },
          {
            "time": "10:14",
            "open": 17.24,
            "high": 17.24,
            "low": 17.24,
            "close": 17.24,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.24,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 17.7,
        "open": 17.8,
        "high": 18.05,
        "low": 17.21,
        "bid1": 17.23,
        "ask1": 17.24,
        "bid_qty1": 64,
        "ask_qty1": 81
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 1400,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 23.09,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.76,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.08,
      "entry_zone_high": 22.76,
      "entry_risk_pct": null,
      "intraday_vwap": 22.4362,
      "price_vs_vwap_pct": -1.1865,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9723,
        "prev_amount_yi": 1.3759,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7067,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 21.98,
            "high": 22.13,
            "low": 21.98,
            "close": 22.13,
            "amount_yi": 0.3186
          },
          {
            "time": "10:11",
            "open": 22.14,
            "high": 22.17,
            "low": 22.14,
            "close": 22.17,
            "amount_yi": 0.2917
          },
          {
            "time": "10:12",
            "open": 22.04,
            "high": 22.1,
            "low": 22.04,
            "close": 22.1,
            "amount_yi": 0.1407
          },
          {
            "time": "10:13",
            "open": 22.08,
            "high": 22.08,
            "low": 22.08,
            "close": 22.08,
            "amount_yi": 0.0974
          },
          {
            "time": "10:14",
            "open": 22.17,
            "high": 22.17,
            "low": 22.17,
            "close": 22.17,
            "amount_yi": 0.1239
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.17,
        "ts": "2026-07-06T10:13:58",
        "prev_close": 22.27,
        "open": 22.77,
        "high": 23.33,
        "low": 21.72,
        "bid1": 22.17,
        "ask1": 22.21,
        "bid_qty1": 5,
        "ask_qty1": 3
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 500,
      "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": 66.1127,
      "price_vs_vwap_pct": -4.1031,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1711,
        "prev_amount_yi": 0.3201,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5345,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 64.2,
            "high": 64.2,
            "low": 63.97,
            "close": 63.97,
            "amount_yi": 0.037
          },
          {
            "time": "10:11",
            "open": 63.68,
            "high": 63.69,
            "low": 63.68,
            "close": 63.69,
            "amount_yi": 0.0501
          },
          {
            "time": "10:12",
            "open": 63.5,
            "high": 63.62,
            "low": 63.5,
            "close": 63.62,
            "amount_yi": 0.0539
          },
          {
            "time": "10:13",
            "open": 63.49,
            "high": 63.49,
            "low": 63.49,
            "close": 63.49,
            "amount_yi": 0.0121
          },
          {
            "time": "10:14",
            "open": 63.4,
            "high": 63.4,
            "low": 63.4,
            "close": 63.4,
            "amount_yi": 0.018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 63.4,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 65.38,
        "open": 66.0,
        "high": 68.88,
        "low": 63.26,
        "bid1": 63.4,
        "ask1": 63.43,
        "bid_qty1": 20,
        "ask_qty1": 11
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 800,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 35.17,
      "max_chase_pct": 1.5,
      "base_exec_high": 34.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 33.64,
      "entry_zone_high": 34.66,
      "entry_risk_pct": null,
      "intraday_vwap": 36.166,
      "price_vs_vwap_pct": 1.4212,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.8037,
        "prev_amount_yi": 0.8824,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.3106,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 36.76,
            "high": 36.76,
            "low": 36.7,
            "close": 36.7,
            "amount_yi": 3.203
          },
          {
            "time": "10:11",
            "open": 36.67,
            "high": 36.72,
            "low": 36.67,
            "close": 36.72,
            "amount_yi": 0.1802
          },
          {
            "time": "10:12",
            "open": 36.72,
            "high": 36.75,
            "low": 36.72,
            "close": 36.75,
            "amount_yi": 0.1559
          },
          {
            "time": "10:13",
            "open": 36.72,
            "high": 36.72,
            "low": 36.72,
            "close": 36.72,
            "amount_yi": 0.1069
          },
          {
            "time": "10:14",
            "open": 36.68,
            "high": 36.68,
            "low": 36.68,
            "close": 36.68,
            "amount_yi": 0.1577
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.68,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 33.59,
        "open": 33.6,
        "high": 36.95,
        "low": 33.6,
        "bid1": 36.68,
        "ask1": 36.69,
        "bid_qty1": 59,
        "ask_qty1": 32
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002111:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002111:VWAP_RECLAIM",
      "symbol": "SZSE.002111",
      "name": "威海广泰",
      "side": "BUY",
      "priority": "W97",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.48,
      "exec_low": 9.62,
      "exec_high": 9.62,
      "invalid_price": 9.2,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 3400,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 9.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.34,
      "entry_zone_high": 9.62,
      "entry_risk_pct": null,
      "intraday_vwap": 9.398,
      "price_vs_vwap_pct": -0.1915,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0166,
        "prev_amount_yi": 0.0175,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9486,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 9.37,
            "high": 9.37,
            "low": 9.36,
            "close": 9.36,
            "amount_yi": 0.0044
          },
          {
            "time": "10:11",
            "open": 9.36,
            "high": 9.37,
            "low": 9.36,
            "close": 9.37,
            "amount_yi": 0.0021
          },
          {
            "time": "10:12",
            "open": 9.36,
            "high": 9.38,
            "low": 9.36,
            "close": 9.38,
            "amount_yi": 0.008
          },
          {
            "time": "10:13",
            "open": 9.37,
            "high": 9.37,
            "low": 9.37,
            "close": 9.37,
            "amount_yi": 0.0005
          },
          {
            "time": "10:14",
            "open": 9.38,
            "high": 9.38,
            "low": 9.38,
            "close": 9.38,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.38,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 9.39,
        "open": 9.41,
        "high": 9.51,
        "low": 9.31,
        "bid1": 9.37,
        "ask1": 9.39,
        "bid_qty1": 77,
        "ask_qty1": 88
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002151:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002151:VWAP_RECLAIM",
      "symbol": "SZSE.002151",
      "name": "北斗星通",
      "side": "BUY",
      "priority": "W98",
      "status": "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 1000,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 33.85,
      "max_chase_pct": 1.5,
      "base_exec_high": 33.35,
      "dynamic_exec_high": null,
      "entry_zone_low": 32.37,
      "entry_zone_high": 33.35,
      "entry_risk_pct": null,
      "intraday_vwap": 32.2008,
      "price_vs_vwap_pct": -1.4931,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0691,
        "prev_amount_yi": 0.1346,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5134,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 31.74,
            "high": 31.78,
            "low": 31.74,
            "close": 31.78,
            "amount_yi": 0.0179
          },
          {
            "time": "10:11",
            "open": 31.78,
            "high": 31.78,
            "low": 31.78,
            "close": 31.78,
            "amount_yi": 0.0151
          },
          {
            "time": "10:12",
            "open": 31.71,
            "high": 31.72,
            "low": 31.71,
            "close": 31.72,
            "amount_yi": 0.0282
          },
          {
            "time": "10:13",
            "open": 31.72,
            "high": 31.72,
            "low": 31.72,
            "close": 31.72,
            "amount_yi": 0.004
          },
          {
            "time": "10:14",
            "open": 31.72,
            "high": 31.72,
            "low": 31.72,
            "close": 31.72,
            "amount_yi": 0.0039
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 31.72,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 32.45,
        "open": 32.51,
        "high": 33.24,
        "low": 31.63,
        "bid1": 31.72,
        "ask1": 31.73,
        "bid_qty1": 19,
        "ask_qty1": 6
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 300,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 91.42,
      "max_chase_pct": 1.5,
      "base_exec_high": 90.09,
      "dynamic_exec_high": null,
      "entry_zone_low": 87.43,
      "entry_zone_high": 90.09,
      "entry_risk_pct": null,
      "intraday_vwap": 86.4296,
      "price_vs_vwap_pct": -1.0756,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8613,
        "prev_amount_yi": 1.6135,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5338,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 84.97,
            "high": 85.2,
            "low": 84.97,
            "close": 85.2,
            "amount_yi": 0.2863
          },
          {
            "time": "10:11",
            "open": 85.38,
            "high": 85.38,
            "low": 85.3,
            "close": 85.3,
            "amount_yi": 0.2512
          },
          {
            "time": "10:12",
            "open": 85.01,
            "high": 85.01,
            "low": 84.91,
            "close": 84.91,
            "amount_yi": 0.1875
          },
          {
            "time": "10:13",
            "open": 85.2,
            "high": 85.2,
            "low": 85.2,
            "close": 85.2,
            "amount_yi": 0.0795
          },
          {
            "time": "10:14",
            "open": 85.5,
            "high": 85.5,
            "low": 85.5,
            "close": 85.5,
            "amount_yi": 0.0568
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 85.5,
        "ts": "2026-07-06T10:13:56",
        "prev_close": 86.3,
        "open": 87.85,
        "high": 88.87,
        "low": 84.01,
        "bid1": 85.48,
        "ask1": 85.49,
        "bid_qty1": 88,
        "ask_qty1": 2
      },
      "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 22.62,
      "exec_low": 23.02,
      "exec_high": 23.12,
      "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": "2026-07-06T10:14:00",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 1300,
      "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": 23.12,
      "entry_zone_low": 22.28,
      "entry_zone_high": 22.96,
      "entry_risk_pct": 4.9805,
      "intraday_vwap": 23.021,
      "price_vs_vwap_pct": 0.2997,
      "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": 0.2452,
        "prev_amount_yi": 0.401,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6115,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 23.22,
            "high": 23.22,
            "low": 23.2,
            "close": 23.2,
            "amount_yi": 0.0733
          },
          {
            "time": "10:11",
            "open": 23.22,
            "high": 23.22,
            "low": 23.22,
            "close": 23.22,
            "amount_yi": 0.0664
          },
          {
            "time": "10:12",
            "open": 23.22,
            "high": 23.22,
            "low": 23.14,
            "close": 23.14,
            "amount_yi": 0.0484
          },
          {
            "time": "10:13",
            "open": 23.1,
            "high": 23.1,
            "low": 23.1,
            "close": 23.1,
            "amount_yi": 0.0224
          },
          {
            "time": "10:14",
            "open": 23.09,
            "high": 23.09,
            "low": 23.09,
            "close": 23.09,
            "amount_yi": 0.0347
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42801.33,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.09,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 22.35,
        "open": 22.85,
        "high": 23.5,
        "low": 22.58,
        "bid1": 23.08,
        "ask1": 23.09,
        "bid_qty1": 34,
        "ask_qty1": 11
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600353:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.600353:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "BUY",
      "priority": "W101",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 46.44,
      "exec_low": 46.44,
      "exec_high": 47.14,
      "invalid_price": 45.05,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "near_trigger",
      "qty": 600,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 47.83,
      "max_chase_pct": 1.5,
      "base_exec_high": 47.14,
      "dynamic_exec_high": null,
      "entry_zone_low": 45.74,
      "entry_zone_high": 47.14,
      "entry_risk_pct": null,
      "intraday_vwap": 46.6533,
      "price_vs_vwap_pct": -1.186,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4484,
        "prev_amount_yi": 0.5201,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8621,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 46.51,
            "high": 46.52,
            "low": 46.51,
            "close": 46.52,
            "amount_yi": 0.0386
          },
          {
            "time": "10:11",
            "open": 46.49,
            "high": 46.49,
            "low": 46.41,
            "close": 46.41,
            "amount_yi": 0.0797
          },
          {
            "time": "10:12",
            "open": 46.3,
            "high": 46.3,
            "low": 46.1,
            "close": 46.1,
            "amount_yi": 0.147
          },
          {
            "time": "10:13",
            "open": 46.0,
            "high": 46.0,
            "low": 46.0,
            "close": 46.0,
            "amount_yi": 0.1091
          },
          {
            "time": "10:14",
            "open": 46.1,
            "high": 46.1,
            "low": 46.1,
            "close": 46.1,
            "amount_yi": 0.074
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 9208.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 46.1,
        "ts": "2026-07-06T10:13:58",
        "prev_close": 44.53,
        "open": 45.46,
        "high": 47.9,
        "low": 45.46,
        "bid1": 46.1,
        "ask1": 46.12,
        "bid_qty1": 87,
        "ask_qty1": 81
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002339:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002339:VWAP_RECLAIM",
      "symbol": "SZSE.002339",
      "name": "积成电子",
      "side": "BUY",
      "priority": "W102",
      "status": "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 4500,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 7.42,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.31,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.09,
      "entry_zone_high": 7.31,
      "entry_risk_pct": null,
      "intraday_vwap": 7.1084,
      "price_vs_vwap_pct": -1.2436,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0258,
        "prev_amount_yi": 0.0176,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4659,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 7.04,
            "high": 7.04,
            "low": 7.02,
            "close": 7.02,
            "amount_yi": 0.0088
          },
          {
            "time": "10:11",
            "open": 7.03,
            "high": 7.03,
            "low": 7.03,
            "close": 7.03,
            "amount_yi": 0.003
          },
          {
            "time": "10:12",
            "open": 7.03,
            "high": 7.03,
            "low": 7.02,
            "close": 7.02,
            "amount_yi": 0.011
          },
          {
            "time": "10:13",
            "open": 7.01,
            "high": 7.01,
            "low": 7.01,
            "close": 7.01,
            "amount_yi": 0.0014
          },
          {
            "time": "10:14",
            "open": 7.02,
            "high": 7.02,
            "low": 7.02,
            "close": 7.02,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.02,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 7.11,
        "open": 7.11,
        "high": 7.23,
        "low": 7.01,
        "bid1": 7.01,
        "ask1": 7.02,
        "bid_qty1": 753,
        "ask_qty1": 38
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 3300,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.06,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.92,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.62,
      "entry_zone_high": 9.92,
      "entry_risk_pct": null,
      "intraday_vwap": 9.5994,
      "price_vs_vwap_pct": -0.8271,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0287,
        "prev_amount_yi": 0.0236,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2161,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 9.54,
            "high": 9.55,
            "low": 9.54,
            "close": 9.55,
            "amount_yi": 0.0053
          },
          {
            "time": "10:11",
            "open": 9.54,
            "high": 9.54,
            "low": 9.54,
            "close": 9.54,
            "amount_yi": 0.0019
          },
          {
            "time": "10:12",
            "open": 9.52,
            "high": 9.52,
            "low": 9.52,
            "close": 9.52,
            "amount_yi": 0.0124
          },
          {
            "time": "10:13",
            "open": 9.51,
            "high": 9.51,
            "low": 9.51,
            "close": 9.51,
            "amount_yi": 0.0079
          },
          {
            "time": "10:14",
            "open": 9.52,
            "high": 9.52,
            "low": 9.52,
            "close": 9.52,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.52,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 9.66,
        "open": 9.65,
        "high": 9.69,
        "low": 9.51,
        "bid1": 9.51,
        "ask1": 9.52,
        "bid_qty1": 1576,
        "ask_qty1": 88
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 500,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 62.7517,
      "price_vs_vwap_pct": -0.3533,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.732,
        "prev_amount_yi": 1.0232,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7154,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 62.15,
            "high": 62.23,
            "low": 62.15,
            "close": 62.23,
            "amount_yi": 0.2368
          },
          {
            "time": "10:11",
            "open": 62.13,
            "high": 62.19,
            "low": 62.13,
            "close": 62.19,
            "amount_yi": 0.12
          },
          {
            "time": "10:12",
            "open": 62.21,
            "high": 62.33,
            "low": 62.21,
            "close": 62.33,
            "amount_yi": 0.1524
          },
          {
            "time": "10:13",
            "open": 62.4,
            "high": 62.4,
            "low": 62.4,
            "close": 62.4,
            "amount_yi": 0.1034
          },
          {
            "time": "10:14",
            "open": 62.53,
            "high": 62.53,
            "low": 62.53,
            "close": 62.53,
            "amount_yi": 0.1194
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 62.53,
        "ts": "2026-07-06T10:13:58",
        "prev_close": 62.43,
        "open": 62.92,
        "high": 63.97,
        "low": 61.66,
        "bid1": 62.48,
        "ask1": 62.53,
        "bid_qty1": 173,
        "ask_qty1": 7
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 4800,
      "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": 6.7582,
      "price_vs_vwap_pct": -1.601,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0335,
        "prev_amount_yi": 0.0668,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5015,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 6.65,
            "high": 6.65,
            "low": 6.65,
            "close": 6.65,
            "amount_yi": 0.0113
          },
          {
            "time": "10:11",
            "open": 6.65,
            "high": 6.66,
            "low": 6.65,
            "close": 6.66,
            "amount_yi": 0.0117
          },
          {
            "time": "10:12",
            "open": 6.65,
            "high": 6.65,
            "low": 6.65,
            "close": 6.65,
            "amount_yi": 0.0027
          },
          {
            "time": "10:13",
            "open": 6.65,
            "high": 6.65,
            "low": 6.65,
            "close": 6.65,
            "amount_yi": 0.0017
          },
          {
            "time": "10:14",
            "open": 6.65,
            "high": 6.65,
            "low": 6.65,
            "close": 6.65,
            "amount_yi": 0.0061
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.65,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 6.67,
        "open": 6.72,
        "high": 6.88,
        "low": 6.64,
        "bid1": 6.65,
        "ask1": 6.66,
        "bid_qty1": 319,
        "ask_qty1": 2037
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 2100,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 14.8583,
      "price_vs_vwap_pct": 0.6172,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0629,
        "prev_amount_yi": 0.0676,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9305,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 14.88,
            "high": 14.9,
            "low": 14.88,
            "close": 14.9,
            "amount_yi": 0.0116
          },
          {
            "time": "10:11",
            "open": 14.86,
            "high": 14.86,
            "low": 14.86,
            "close": 14.86,
            "amount_yi": 0.0062
          },
          {
            "time": "10:12",
            "open": 14.83,
            "high": 14.9,
            "low": 14.83,
            "close": 14.9,
            "amount_yi": 0.0289
          },
          {
            "time": "10:13",
            "open": 14.93,
            "high": 14.93,
            "low": 14.93,
            "close": 14.93,
            "amount_yi": 0.005
          },
          {
            "time": "10:14",
            "open": 14.95,
            "high": 14.95,
            "low": 14.95,
            "close": 14.95,
            "amount_yi": 0.0112
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.95,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 14.73,
        "open": 14.7,
        "high": 15.37,
        "low": 14.33,
        "bid1": 14.94,
        "ask1": 14.95,
        "bid_qty1": 1,
        "ask_qty1": 19
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 3000,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 10.4244,
      "price_vs_vwap_pct": 1.2049,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.111,
        "prev_amount_yi": 0.0937,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1846,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 10.55,
            "high": 10.57,
            "low": 10.55,
            "close": 10.57,
            "amount_yi": 0.0234
          },
          {
            "time": "10:11",
            "open": 10.55,
            "high": 10.56,
            "low": 10.55,
            "close": 10.56,
            "amount_yi": 0.0338
          },
          {
            "time": "10:12",
            "open": 10.56,
            "high": 10.56,
            "low": 10.55,
            "close": 10.55,
            "amount_yi": 0.0206
          },
          {
            "time": "10:13",
            "open": 10.58,
            "high": 10.58,
            "low": 10.58,
            "close": 10.58,
            "amount_yi": 0.0097
          },
          {
            "time": "10:14",
            "open": 10.55,
            "high": 10.55,
            "low": 10.55,
            "close": 10.55,
            "amount_yi": 0.0235
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.55,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 10.24,
        "open": 10.17,
        "high": 10.73,
        "low": 9.91,
        "bid1": 10.54,
        "ask1": 10.55,
        "bid_qty1": 2,
        "ask_qty1": 137
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 500,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 54.9611,
      "price_vs_vwap_pct": 1.0715,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5055,
        "prev_amount_yi": 1.2125,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4169,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 56.08,
            "high": 56.16,
            "low": 56.08,
            "close": 56.16,
            "amount_yi": 0.1404
          },
          {
            "time": "10:11",
            "open": 55.9,
            "high": 55.9,
            "low": 55.9,
            "close": 55.9,
            "amount_yi": 0.1575
          },
          {
            "time": "10:12",
            "open": 55.74,
            "high": 55.74,
            "low": 55.61,
            "close": 55.61,
            "amount_yi": 0.1119
          },
          {
            "time": "10:13",
            "open": 55.61,
            "high": 55.61,
            "low": 55.61,
            "close": 55.61,
            "amount_yi": 0.0593
          },
          {
            "time": "10:14",
            "open": 55.55,
            "high": 55.55,
            "low": 55.55,
            "close": 55.55,
            "amount_yi": 0.0364
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 55.55,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 51.96,
        "open": 51.82,
        "high": 57.16,
        "low": 51.66,
        "bid1": 55.52,
        "ask1": 55.53,
        "bid_qty1": 12,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600182:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600182:VWAP_RECLAIM",
      "symbol": "SHSE.600182",
      "name": "S佳通",
      "side": "BUY",
      "priority": "W109",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 14.86,
      "exec_low": 15.08,
      "exec_high": 15.08,
      "invalid_price": 14.41,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 2100,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 15.31,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.08,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.64,
      "entry_zone_high": 15.08,
      "entry_risk_pct": 3.2886,
      "intraday_vwap": 14.783,
      "price_vs_vwap_pct": 0.7914,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0055,
        "prev_amount_yi": 0.0217,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2535,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 14.82,
            "high": 14.83,
            "low": 14.82,
            "close": 14.83,
            "amount_yi": 0.0004
          },
          {
            "time": "10:11",
            "open": 14.85,
            "high": 14.87,
            "low": 14.85,
            "close": 14.87,
            "amount_yi": 0.0005
          },
          {
            "time": "10:12",
            "open": 14.87,
            "high": 14.87,
            "low": 14.87,
            "close": 14.87,
            "amount_yi": 0.0027
          },
          {
            "time": "10:13",
            "open": 14.88,
            "high": 14.88,
            "low": 14.88,
            "close": 14.88,
            "amount_yi": 0.0008
          },
          {
            "time": "10:14",
            "open": 14.9,
            "high": 14.9,
            "low": 14.9,
            "close": 14.9,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42801.33,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.9,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 14.71,
        "open": 14.66,
        "high": 15.15,
        "low": 14.4,
        "bid1": 14.89,
        "ask1": 14.9,
        "bid_qty1": 5,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.000700:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.000700:VWAP_RECLAIM",
      "symbol": "SZSE.000700",
      "name": "模塑科技",
      "side": "BUY",
      "priority": "W110",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 18.25,
      "exec_low": 18.52,
      "exec_high": 18.52,
      "invalid_price": 17.7,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 1900,
      "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": 16.7632,
      "price_vs_vwap_pct": -1.3911,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5127,
        "prev_amount_yi": 0.7165,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7156,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 16.52,
            "high": 16.52,
            "low": 16.5,
            "close": 16.5,
            "amount_yi": 0.1199
          },
          {
            "time": "10:11",
            "open": 16.45,
            "high": 16.45,
            "low": 16.44,
            "close": 16.44,
            "amount_yi": 0.1496
          },
          {
            "time": "10:12",
            "open": 16.45,
            "high": 16.46,
            "low": 16.45,
            "close": 16.46,
            "amount_yi": 0.1272
          },
          {
            "time": "10:13",
            "open": 16.47,
            "high": 16.47,
            "low": 16.47,
            "close": 16.47,
            "amount_yi": 0.0668
          },
          {
            "time": "10:14",
            "open": 16.53,
            "high": 16.53,
            "low": 16.53,
            "close": 16.53,
            "amount_yi": 0.0492
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.53,
        "ts": "2026-07-06T10:14:00",
        "prev_close": 17.6,
        "open": 17.13,
        "high": 17.18,
        "low": 16.41,
        "bid1": 16.52,
        "ask1": 16.53,
        "bid_qty1": 79,
        "ask_qty1": 280
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 2400,
      "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": 13.7179,
      "price_vs_vwap_pct": -1.9529,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1204,
        "prev_amount_yi": 0.1618,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7441,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 13.51,
            "high": 13.51,
            "low": 13.51,
            "close": 13.51,
            "amount_yi": 0.0274
          },
          {
            "time": "10:11",
            "open": 13.48,
            "high": 13.48,
            "low": 13.47,
            "close": 13.47,
            "amount_yi": 0.0435
          },
          {
            "time": "10:12",
            "open": 13.45,
            "high": 13.45,
            "low": 13.45,
            "close": 13.45,
            "amount_yi": 0.0309
          },
          {
            "time": "10:13",
            "open": 13.46,
            "high": 13.46,
            "low": 13.46,
            "close": 13.46,
            "amount_yi": 0.0088
          },
          {
            "time": "10:14",
            "open": 13.45,
            "high": 13.45,
            "low": 13.45,
            "close": 13.45,
            "amount_yi": 0.0098
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.45,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 13.69,
        "open": 13.87,
        "high": 13.94,
        "low": 13.44,
        "bid1": 13.44,
        "ask1": 13.45,
        "bid_qty1": 56,
        "ask_qty1": 20
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002265:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.002265:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002265",
      "name": "建设工业",
      "side": "BUY",
      "priority": "W112",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 18.83,
      "exec_low": 18.83,
      "exec_high": 19.11,
      "invalid_price": 18.27,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 1700,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 19.39,
      "max_chase_pct": 1.5,
      "base_exec_high": 19.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.55,
      "entry_zone_high": 19.11,
      "entry_risk_pct": null,
      "intraday_vwap": 18.76,
      "price_vs_vwap_pct": -0.6397,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0261,
        "prev_amount_yi": 0.0447,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5839,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 18.55,
            "high": 18.62,
            "low": 18.55,
            "close": 18.62,
            "amount_yi": 0.013
          },
          {
            "time": "10:11",
            "open": 18.62,
            "high": 18.63,
            "low": 18.62,
            "close": 18.63,
            "amount_yi": 0.0027
          },
          {
            "time": "10:12",
            "open": 18.62,
            "high": 18.62,
            "low": 18.6,
            "close": 18.6,
            "amount_yi": 0.0068
          },
          {
            "time": "10:13",
            "open": 18.62,
            "high": 18.62,
            "low": 18.62,
            "close": 18.62,
            "amount_yi": 0.0013
          },
          {
            "time": "10:14",
            "open": 18.64,
            "high": 18.64,
            "low": 18.64,
            "close": 18.64,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.64,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 18.49,
        "open": 18.49,
        "high": 19.26,
        "low": 18.38,
        "bid1": 18.62,
        "ask1": 18.64,
        "bid_qty1": 18,
        "ask_qty1": 31
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600081:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.600081:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600081",
      "name": "东风科技",
      "side": "BUY",
      "priority": "W113",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 9.85,
      "exec_low": 9.85,
      "exec_high": 10.0,
      "invalid_price": 9.55,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 3300,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.15,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.0,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.7,
      "entry_zone_high": 10.0,
      "entry_risk_pct": null,
      "intraday_vwap": 9.7059,
      "price_vs_vwap_pct": 0.1453,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0041,
        "prev_amount_yi": 0.0041,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:09",
            "open": 9.73,
            "high": 9.73,
            "low": 9.72,
            "close": 9.72,
            "amount_yi": 0.0005
          },
          {
            "time": "10:10",
            "open": 9.72,
            "high": 9.72,
            "low": 9.72,
            "close": 9.72,
            "amount_yi": 0.0015
          },
          {
            "time": "10:11",
            "open": 9.72,
            "high": 9.74,
            "low": 9.72,
            "close": 9.74,
            "amount_yi": 0.0015
          },
          {
            "time": "10:12",
            "open": 9.71,
            "high": 9.71,
            "low": 9.71,
            "close": 9.71,
            "amount_yi": 0.0003
          },
          {
            "time": "10:13",
            "open": 9.72,
            "high": 9.72,
            "low": 9.72,
            "close": 9.72,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.72,
        "ts": "2026-07-06T10:13:58",
        "prev_close": 9.75,
        "open": 9.72,
        "high": 9.81,
        "low": 9.62,
        "bid1": 9.71,
        "ask1": 9.73,
        "bid_qty1": 25,
        "ask_qty1": 52
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 3100,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.81,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.34,
      "entry_zone_high": 10.66,
      "entry_risk_pct": null,
      "intraday_vwap": 10.2543,
      "price_vs_vwap_pct": -1.0171,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0559,
        "prev_amount_yi": 0.1157,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4831,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 10.15,
            "high": 10.15,
            "low": 10.15,
            "close": 10.15,
            "amount_yi": 0.0311
          },
          {
            "time": "10:11",
            "open": 10.14,
            "high": 10.14,
            "low": 10.14,
            "close": 10.14,
            "amount_yi": 0.0093
          },
          {
            "time": "10:12",
            "open": 10.14,
            "high": 10.14,
            "low": 10.13,
            "close": 10.13,
            "amount_yi": 0.0085
          },
          {
            "time": "10:13",
            "open": 10.13,
            "high": 10.13,
            "low": 10.13,
            "close": 10.13,
            "amount_yi": 0.0013
          },
          {
            "time": "10:14",
            "open": 10.15,
            "high": 10.15,
            "low": 10.15,
            "close": 10.15,
            "amount_yi": 0.0057
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.15,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 10.41,
        "open": 10.38,
        "high": 10.49,
        "low": 10.13,
        "bid1": 10.14,
        "ask1": 10.15,
        "bid_qty1": 103,
        "ask_qty1": 69
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 2700,
      "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": 11.8863,
      "price_vs_vwap_pct": -1.3991,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0385,
        "prev_amount_yi": 0.0554,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6949,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 11.72,
            "high": 11.72,
            "low": 11.71,
            "close": 11.71,
            "amount_yi": 0.0114
          },
          {
            "time": "10:11",
            "open": 11.72,
            "high": 11.72,
            "low": 11.72,
            "close": 11.72,
            "amount_yi": 0.004
          },
          {
            "time": "10:12",
            "open": 11.71,
            "high": 11.71,
            "low": 11.7,
            "close": 11.7,
            "amount_yi": 0.0075
          },
          {
            "time": "10:13",
            "open": 11.71,
            "high": 11.71,
            "low": 11.71,
            "close": 11.71,
            "amount_yi": 0.0119
          },
          {
            "time": "10:14",
            "open": 11.72,
            "high": 11.72,
            "low": 11.72,
            "close": 11.72,
            "amount_yi": 0.0037
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.72,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 12.01,
        "open": 12.0,
        "high": 12.12,
        "low": 11.69,
        "bid1": 11.71,
        "ask1": 11.72,
        "bid_qty1": 505,
        "ask_qty1": 8
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "invalid_price_broken",
      "qty": 2200,
      "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": 14.7353,
      "price_vs_vwap_pct": -1.2575,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1144,
        "prev_amount_yi": 0.1144,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 14.58,
            "high": 14.58,
            "low": 14.58,
            "close": 14.58,
            "amount_yi": 0.035
          },
          {
            "time": "10:11",
            "open": 14.59,
            "high": 14.59,
            "low": 14.59,
            "close": 14.59,
            "amount_yi": 0.0142
          },
          {
            "time": "10:12",
            "open": 14.56,
            "high": 14.56,
            "low": 14.55,
            "close": 14.55,
            "amount_yi": 0.0353
          },
          {
            "time": "10:13",
            "open": 14.54,
            "high": 14.54,
            "low": 14.54,
            "close": 14.54,
            "amount_yi": 0.0176
          },
          {
            "time": "10:14",
            "open": 14.55,
            "high": 14.55,
            "low": 14.55,
            "close": 14.55,
            "amount_yi": 0.0123
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.55,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 15.08,
        "open": 14.9,
        "high": 14.96,
        "low": 14.53,
        "bid1": 14.55,
        "ask1": 14.56,
        "bid_qty1": 40,
        "ask_qty1": 82
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "trigger_touched",
      "qty": 9900,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 3.29,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.24,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.14,
      "entry_zone_high": 3.24,
      "entry_risk_pct": 4.9231,
      "intraday_vwap": 3.2085,
      "price_vs_vwap_pct": 0.9818,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2806,
        "prev_amount_yi": 0.1595,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7592,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 3.22,
            "high": 3.22,
            "low": 3.22,
            "close": 3.22,
            "amount_yi": 0.0159
          },
          {
            "time": "10:11",
            "open": 3.23,
            "high": 3.23,
            "low": 3.23,
            "close": 3.23,
            "amount_yi": 0.0418
          },
          {
            "time": "10:12",
            "open": 3.24,
            "high": 3.24,
            "low": 3.24,
            "close": 3.24,
            "amount_yi": 0.1647
          },
          {
            "time": "10:13",
            "open": 3.23,
            "high": 3.23,
            "low": 3.23,
            "close": 3.23,
            "amount_yi": 0.0259
          },
          {
            "time": "10:14",
            "open": 3.24,
            "high": 3.24,
            "low": 3.24,
            "close": 3.24,
            "amount_yi": 0.0323
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42801.33,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.24,
        "ts": "2026-07-06T10:13:58",
        "prev_close": 3.12,
        "open": 3.12,
        "high": 3.25,
        "low": 3.11,
        "bid1": 3.24,
        "ask1": 3.25,
        "bid_qty1": 198,
        "ask_qty1": 17643
      },
      "previous_state": "OBSERVE",
      "next_state": "ACTIONABLE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.601058:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.601058:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.601058",
      "name": "赛轮轮胎",
      "side": "BUY",
      "priority": "W118",
      "status": "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": "2026-07-06T10:14:00",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 2500,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.2,
      "entry_zone_high": 12.58,
      "entry_risk_pct": null,
      "intraday_vwap": 12.5578,
      "price_vs_vwap_pct": 1.2916,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1837,
        "prev_amount_yi": 0.5964,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.308,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 12.71,
            "high": 12.71,
            "low": 12.71,
            "close": 12.71,
            "amount_yi": 0.0658
          },
          {
            "time": "10:11",
            "open": 12.73,
            "high": 12.73,
            "low": 12.72,
            "close": 12.72,
            "amount_yi": 0.0295
          },
          {
            "time": "10:12",
            "open": 12.73,
            "high": 12.73,
            "low": 12.73,
            "close": 12.73,
            "amount_yi": 0.0357
          },
          {
            "time": "10:13",
            "open": 12.72,
            "high": 12.72,
            "low": 12.72,
            "close": 12.72,
            "amount_yi": 0.0419
          },
          {
            "time": "10:14",
            "open": 12.72,
            "high": 12.72,
            "low": 12.72,
            "close": 12.72,
            "amount_yi": 0.0108
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.72,
        "ts": "2026-07-06T10:13:56",
        "prev_close": 12.28,
        "open": 12.28,
        "high": 12.77,
        "low": 12.18,
        "bid1": 12.71,
        "ask1": 12.72,
        "bid_qty1": 22,
        "ask_qty1": 1019
      },
      "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": "2026-07-06T10:14:00",
      "sim_reason": "waiting_trigger",
      "qty": 6200,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.36,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.28,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.12,
      "entry_zone_high": 5.28,
      "entry_risk_pct": null,
      "intraday_vwap": 5.1209,
      "price_vs_vwap_pct": -0.0176,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0108,
        "prev_amount_yi": 0.0188,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5745,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 5.13,
            "high": 5.13,
            "low": 5.12,
            "close": 5.12,
            "amount_yi": 0.0047
          },
          {
            "time": "10:11",
            "open": 5.12,
            "high": 5.13,
            "low": 5.12,
            "close": 5.13,
            "amount_yi": 0.0038
          },
          {
            "time": "10:12",
            "open": 5.12,
            "high": 5.12,
            "low": 5.12,
            "close": 5.12,
            "amount_yi": 0.0016
          },
          {
            "time": "10:13",
            "open": 5.12,
            "high": 5.12,
            "low": 5.12,
            "close": 5.12,
            "amount_yi": 0.0006
          },
          {
            "time": "10:14",
            "open": 5.12,
            "high": 5.12,
            "low": 5.12,
            "close": 5.12,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85602.67,
      "current_position_value": 0.0,
      "cash_before_order": 620799.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.12,
        "ts": "2026-07-06T10:13:57",
        "prev_close": 5.12,
        "open": 5.15,
        "high": 5.18,
        "low": 5.03,
        "bid1": 5.12,
        "ask1": 5.13,
        "bid_qty1": 337,
        "ask_qty1": 310
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 620799.0,
    "market_value": 449811.74,
    "total_value": 1070610.74,
    "unrealized_pnl": 23821.30246854719,
    "unrealized_pnl_pct_of_initial": 2.382130246854719,
    "realized_pnl": 46789.4375314528,
    "realized_pnl_pct_of_initial": 4.67894375314528,
    "total_pnl": 70610.73999999999,
    "total_pnl_pct": 7.0610740000000005
  },
  "paper_positions": [
    {
      "symbol": "SZSE.000536",
      "name": "华映科技",
      "quantity": 38400,
      "sellable_qty": 33000,
      "avg_cost": 3.6173972602739726,
      "last_price": 3.84,
      "market_value": 147456.0,
      "unrealized_pnl": 8547.945205479447,
      "unrealized_pnl_pct": 6.153671375014191,
      "updated_at": "2026-07-06T10:14:00",
      "prev_close": 3.98,
      "holding_days": 3,
      "position_pct_of_total": 13.773073115257558
    },
    {
      "symbol": "SZSE.002979",
      "name": "雷赛智能",
      "quantity": 1100,
      "sellable_qty": 800,
      "avg_cost": 61.34571428571429,
      "last_price": 73.87,
      "market_value": 81257.0,
      "unrealized_pnl": 13776.71428571429,
      "unrealized_pnl_pct": 20.41590983186625,
      "updated_at": "2026-07-06T10:14:00",
      "prev_close": 69.55,
      "holding_days": 3,
      "position_pct_of_total": 7.589780016591277
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 600,
      "sellable_qty": 600,
      "avg_cost": 110.65,
      "last_price": 110.36,
      "market_value": 66216.0,
      "unrealized_pnl": -174.00000000000375,
      "unrealized_pnl_pct": -0.26208766380479975,
      "updated_at": "2026-07-06T10:14:00",
      "prev_close": 109.79,
      "holding_days": 10,
      "position_pct_of_total": 6.184880977375587
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "quantity": 503,
      "sellable_qty": 501,
      "avg_cost": 124.28448712255774,
      "last_price": 126.58,
      "market_value": 63669.74,
      "unrealized_pnl": 1154.6429773534585,
      "unrealized_pnl_pct": 1.8469826207502926,
      "updated_at": "2026-07-06T10:14:00",
      "prev_close": 140.4,
      "holding_days": 3,
      "position_pct_of_total": 5.947048504295782
    },
    {
      "symbol": "SHSE.600150",
      "name": "中国船舶",
      "quantity": 1400,
      "sellable_qty": 0,
      "avg_cost": 37.87,
      "last_price": 37.8,
      "market_value": 52919.99999999999,
      "unrealized_pnl": -98.0000000000004,
      "unrealized_pnl_pct": -0.1848428835489857,
      "updated_at": "2026-07-06T10:14:00",
      "prev_close": 37.15,
      "holding_days": 0,
      "position_pct_of_total": 4.942973017438625
    },
    {
      "symbol": "SHSE.600547",
      "name": "山东黄金",
      "quantity": 1100,
      "sellable_qty": 0,
      "avg_cost": 26.99,
      "last_price": 26.43,
      "market_value": 29073.0,
      "unrealized_pnl": -615.9999999999986,
      "unrealized_pnl_pct": -2.074842534271948,
      "updated_at": "2026-07-06T10:14:00",
      "prev_close": 26.08,
      "holding_days": 0,
      "position_pct_of_total": 2.715552806802592
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 200,
      "sellable_qty": 200,
      "avg_cost": 39.95,
      "last_price": 46.1,
      "market_value": 9220.0,
      "unrealized_pnl": 1229.9999999999998,
      "unrealized_pnl_pct": 15.394242803504365,
      "updated_at": "2026-07-06T10:14:00",
      "prev_close": 44.53,
      "holding_days": 9,
      "position_pct_of_total": 0.861190688223434
    }
  ],
  "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
    },
    {
      "adjusted_avg_cost": null,
      "amount": 22170.0,
      "base_exec_high": null,
      "chase_ceiling": null,
      "decision": "risk_exit",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "RISK:20260706:SZSE.002979:position_invalid_price:SELL",
      "exec_high": null,
      "exec_low": null,
      "intraday_vwap": null,
      "invalid_price": 74.25,
      "max_chase_pct": null,
      "minute_energy": null,
      "name": "雷赛智能",
      "paper_scope": "position_risk",
      "participation_rate": null,
      "plan_date": "20260703",
      "plan_id": "RISK:20260703:SZSE.002979:position_invalid_price",
      "position_pnl_pct": 20.53,
      "price": 73.9,
      "price_scale_gap_pct": null,
      "price_vs_vwap_pct": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null,
      "qty": 300,
      "quote_ask1": 73.96,
      "quote_ask_qty1": 1,
      "quote_bid1": 73.9,
      "quote_bid_qty1": 1,
      "quote_high": 76.51,
      "quote_last": 73.94,
      "quote_low": 72.5,
      "quote_open": 75.0,
      "quote_prev_close": 69.55,
      "quote_ts": "2026-07-06T10:09:45",
      "raw_avg_cost": 76.29,
      "raw_position_pnl_pct": 20.530017232546214,
      "reason": "paper_sell_at_bid1",
      "risk_rule": "position_invalid_price",
      "risk_threshold": 74.25,
      "sellable_qty": 300,
      "side": "SELL",
      "sim_reason": "position_add_invalid_t_exit",
      "slippage_bps": null,
      "status": "FILLED",
      "symbol": "SZSE.002979",
      "template_key": "POSITION_RISK_EXIT",
      "theme": "机器人链 / 机器人概念",
      "trade_date": "20260706",
      "trigger_price": 74.25,
      "ts": "2026-07-06T10:09:47",
      "id": 54,
      "realized_pnl_delta": 3766.2857142857156,
      "cost_basis": 18403.714285714286,
      "realized_pnl_source": "fifo_lot_pairing"
    }
  ],
  "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": 3.84,
      "avg_cost": 3.6173972602739726,
      "pnl_pct": 6.1537,
      "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.002979",
      "name": "雷赛智能",
      "rule": "position_invalid_price",
      "status": "PENDING_SELL",
      "side": "SELL",
      "qty": 300,
      "sellable_qty": 800,
      "last_price": 73.87,
      "avg_cost": 61.34571428571429,
      "pnl_pct": 20.4159,
      "threshold": 74.25,
      "reason": "position_add_invalid_t_exit",
      "source_order_id": 53,
      "source_event_id": "20260703:20260706:SZSE.002979:POSITION_TREND_ADD:BUY",
      "quote_prev_close": null,
      "reference_price": null,
      "price_scale_gap_pct": null,
      "raw_avg_cost": 76.29,
      "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": 110.36,
      "avg_cost": 110.65,
      "pnl_pct": -0.2621,
      "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": 3,
    "filled_orders": 10,
    "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": 3,
    "risk_exit_orders": 5,
    "risk_exit_filled": 4,
    "risk_exit_blocked_t1": 0,
    "qfq_position_adjustments": 0,
    "preopen_sector_flow_passed": false,
    "preopen_strong_themes": 0
  }
}