{
  "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": 0.458,
      "active_up_ratio": 0.2727,
      "active_positive": 3,
      "active_positive_min": 1,
      "active_above_vwap": 2,
      "active_total": 11,
      "sample_total": 131,
      "dominant_theme": "发电设备",
      "dominant_theme_share": 0.2871,
      "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": 8.4847
        }
      ],
      "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": "SHSE.600482",
          "name": "中国动力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.484668055969014,
          "last": 36.44,
          "vwap": 36.19849502769281,
          "above_vwap": true,
          "amount": 1518248138.0
        },
        {
          "symbol": "SZSE.300600",
          "name": "国瑞科技",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.308004052684904,
          "last": 10.69,
          "vwap": 11.204444607431833,
          "above_vwap": false,
          "amount": 190956229.0
        },
        {
          "symbol": "SZSE.300345",
          "name": "华民股份",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.5468549422336375,
          "last": 8.3,
          "vwap": 8.242124374765003,
          "above_vwap": true,
          "amount": 289354612.0
        },
        {
          "symbol": "SZSE.002536",
          "name": "飞龙股份",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.351039260969982,
          "last": 55.26,
          "vwap": 54.97518657036176,
          "above_vwap": true,
          "amount": 2694388869.0
        },
        {
          "symbol": "SZSE.002028",
          "name": "思源电气",
          "theme": "发电设备",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 5.398150909633159,
          "last": 176.7,
          "vwap": 177.68270004197868,
          "above_vwap": false,
          "amount": 1312133435.0
        },
        {
          "symbol": "SHSE.600875",
          "name": "东方电气",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.1228798892350325,
          "last": 30.37,
          "vwap": 30.230627381999415,
          "above_vwap": true,
          "amount": 1484880048.0
        },
        {
          "symbol": "SHSE.601126",
          "name": "四方股份",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.034482758620684,
          "last": 60.92,
          "vwap": 61.56398233755647,
          "above_vwap": false,
          "amount": 906252602.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.889112903225801,
          "last": 20.81,
          "vwap": 20.799154084435,
          "above_vwap": true,
          "amount": 1740394177.0
        },
        {
          "symbol": "SZSE.002716",
          "name": "湖南白银",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.739336492891,
          "last": 8.84,
          "vwap": 8.993334568680508,
          "above_vwap": false,
          "amount": 1594321265.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.546910022414341,
          "last": 32.65,
          "vwap": 32.90522934222198,
          "above_vwap": false,
          "amount": 2849013729.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.17895771878074,
          "last": 21.19,
          "vwap": 20.991712102103072,
          "above_vwap": true,
          "amount": 1752642126.0
        },
        {
          "symbol": "SZSE.300281",
          "name": "金明精机",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.1358936484490405,
          "last": 7.05,
          "vwap": 6.984621878929405,
          "above_vwap": true,
          "amount": 50548407.0
        }
      ]
    },
    "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": 0.458,
        "active_up_ratio": 0.2727,
        "active_positive": 3,
        "active_positive_min": 1,
        "active_above_vwap": 2,
        "active_total": 11,
        "sample_total": 131,
        "dominant_theme": "发电设备",
        "dominant_theme_share": 0.2871,
        "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": 8.4847
          }
        ],
        "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": "SHSE.600482",
            "name": "中国动力",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 8.484668055969014,
            "last": 36.44,
            "vwap": 36.19849502769281,
            "above_vwap": true,
            "amount": 1518248138.0
          },
          {
            "symbol": "SZSE.300600",
            "name": "国瑞科技",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 8.308004052684904,
            "last": 10.69,
            "vwap": 11.204444607431833,
            "above_vwap": false,
            "amount": 190956229.0
          },
          {
            "symbol": "SZSE.300345",
            "name": "华民股份",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.5468549422336375,
            "last": 8.3,
            "vwap": 8.242124374765003,
            "above_vwap": true,
            "amount": 289354612.0
          },
          {
            "symbol": "SZSE.002536",
            "name": "飞龙股份",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.351039260969982,
            "last": 55.26,
            "vwap": 54.97518657036176,
            "above_vwap": true,
            "amount": 2694388869.0
          },
          {
            "symbol": "SZSE.002028",
            "name": "思源电气",
            "theme": "发电设备",
            "paper_scope": "active",
            "priority": 1,
            "ret_pct": 5.398150909633159,
            "last": 176.7,
            "vwap": 177.68270004197868,
            "above_vwap": false,
            "amount": 1312133435.0
          },
          {
            "symbol": "SHSE.600875",
            "name": "东方电气",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.1228798892350325,
            "last": 30.37,
            "vwap": 30.230627381999415,
            "above_vwap": true,
            "amount": 1484880048.0
          },
          {
            "symbol": "SHSE.601126",
            "name": "四方股份",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.034482758620684,
            "last": 60.92,
            "vwap": 61.56398233755647,
            "above_vwap": false,
            "amount": 906252602.0
          },
          {
            "symbol": "SZSE.000975",
            "name": "山金国际",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.889112903225801,
            "last": 20.81,
            "vwap": 20.799154084435,
            "above_vwap": true,
            "amount": 1740394177.0
          },
          {
            "symbol": "SZSE.002716",
            "name": "湖南白银",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.739336492891,
            "last": 8.84,
            "vwap": 8.993334568680508,
            "above_vwap": false,
            "amount": 1594321265.0
          },
          {
            "symbol": "SHSE.600988",
            "name": "赤峰黄金",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.546910022414341,
            "last": 32.65,
            "vwap": 32.90522934222198,
            "above_vwap": false,
            "amount": 2849013729.0
          },
          {
            "symbol": "SHSE.600489",
            "name": "中金黄金",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.17895771878074,
            "last": 21.19,
            "vwap": 20.991712102103072,
            "above_vwap": true,
            "amount": 1752642126.0
          },
          {
            "symbol": "SZSE.300281",
            "name": "金明精机",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.1358936484490405,
            "last": 7.05,
            "vwap": 6.984621878929405,
            "above_vwap": true,
            "amount": 50548407.0
          }
        ]
      },
      "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": 0.458,
      "active_up_ratio": 0.2727,
      "active_positive": 3,
      "active_positive_min": 1,
      "active_above_vwap": 2,
      "active_total": 11,
      "sample_total": 131,
      "dominant_theme": "发电设备",
      "dominant_theme_share": 0.2871,
      "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": 8.4847
        }
      ],
      "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": "SHSE.600482",
          "name": "中国动力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.484668055969014,
          "last": 36.44,
          "vwap": 36.19849502769281,
          "above_vwap": true,
          "amount": 1518248138.0
        },
        {
          "symbol": "SZSE.300600",
          "name": "国瑞科技",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.308004052684904,
          "last": 10.69,
          "vwap": 11.204444607431833,
          "above_vwap": false,
          "amount": 190956229.0
        },
        {
          "symbol": "SZSE.300345",
          "name": "华民股份",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.5468549422336375,
          "last": 8.3,
          "vwap": 8.242124374765003,
          "above_vwap": true,
          "amount": 289354612.0
        },
        {
          "symbol": "SZSE.002536",
          "name": "飞龙股份",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.351039260969982,
          "last": 55.26,
          "vwap": 54.97518657036176,
          "above_vwap": true,
          "amount": 2694388869.0
        },
        {
          "symbol": "SZSE.002028",
          "name": "思源电气",
          "theme": "发电设备",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 5.398150909633159,
          "last": 176.7,
          "vwap": 177.68270004197868,
          "above_vwap": false,
          "amount": 1312133435.0
        },
        {
          "symbol": "SHSE.600875",
          "name": "东方电气",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.1228798892350325,
          "last": 30.37,
          "vwap": 30.230627381999415,
          "above_vwap": true,
          "amount": 1484880048.0
        },
        {
          "symbol": "SHSE.601126",
          "name": "四方股份",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.034482758620684,
          "last": 60.92,
          "vwap": 61.56398233755647,
          "above_vwap": false,
          "amount": 906252602.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.889112903225801,
          "last": 20.81,
          "vwap": 20.799154084435,
          "above_vwap": true,
          "amount": 1740394177.0
        },
        {
          "symbol": "SZSE.002716",
          "name": "湖南白银",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.739336492891,
          "last": 8.84,
          "vwap": 8.993334568680508,
          "above_vwap": false,
          "amount": 1594321265.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.546910022414341,
          "last": 32.65,
          "vwap": 32.90522934222198,
          "above_vwap": false,
          "amount": 2849013729.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.17895771878074,
          "last": 21.19,
          "vwap": 20.991712102103072,
          "above_vwap": true,
          "amount": 1752642126.0
        },
        {
          "symbol": "SZSE.300281",
          "name": "金明精机",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.1358936484490405,
          "last": 7.05,
          "vwap": 6.984621878929405,
          "above_vwap": true,
          "amount": 50548407.0
        }
      ]
    },
    "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": 0.458,
      "active_up_ratio": 0.2727,
      "active_positive": 3,
      "active_positive_min": 1,
      "active_above_vwap": 2,
      "active_total": 11,
      "sample_total": 131,
      "dominant_theme": "发电设备",
      "dominant_theme_share": 0.2871,
      "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": 8.4847
        }
      ],
      "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": "SHSE.600482",
          "name": "中国动力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.484668055969014,
          "last": 36.44,
          "vwap": 36.19849502769281,
          "above_vwap": true,
          "amount": 1518248138.0
        },
        {
          "symbol": "SZSE.300600",
          "name": "国瑞科技",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.308004052684904,
          "last": 10.69,
          "vwap": 11.204444607431833,
          "above_vwap": false,
          "amount": 190956229.0
        },
        {
          "symbol": "SZSE.300345",
          "name": "华民股份",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.5468549422336375,
          "last": 8.3,
          "vwap": 8.242124374765003,
          "above_vwap": true,
          "amount": 289354612.0
        },
        {
          "symbol": "SZSE.002536",
          "name": "飞龙股份",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.351039260969982,
          "last": 55.26,
          "vwap": 54.97518657036176,
          "above_vwap": true,
          "amount": 2694388869.0
        },
        {
          "symbol": "SZSE.002028",
          "name": "思源电气",
          "theme": "发电设备",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 5.398150909633159,
          "last": 176.7,
          "vwap": 177.68270004197868,
          "above_vwap": false,
          "amount": 1312133435.0
        },
        {
          "symbol": "SHSE.600875",
          "name": "东方电气",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.1228798892350325,
          "last": 30.37,
          "vwap": 30.230627381999415,
          "above_vwap": true,
          "amount": 1484880048.0
        },
        {
          "symbol": "SHSE.601126",
          "name": "四方股份",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.034482758620684,
          "last": 60.92,
          "vwap": 61.56398233755647,
          "above_vwap": false,
          "amount": 906252602.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.889112903225801,
          "last": 20.81,
          "vwap": 20.799154084435,
          "above_vwap": true,
          "amount": 1740394177.0
        },
        {
          "symbol": "SZSE.002716",
          "name": "湖南白银",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.739336492891,
          "last": 8.84,
          "vwap": 8.993334568680508,
          "above_vwap": false,
          "amount": 1594321265.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.546910022414341,
          "last": 32.65,
          "vwap": 32.90522934222198,
          "above_vwap": false,
          "amount": 2849013729.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.17895771878074,
          "last": 21.19,
          "vwap": 20.991712102103072,
          "above_vwap": true,
          "amount": 1752642126.0
        },
        {
          "symbol": "SZSE.300281",
          "name": "金明精机",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.1358936484490405,
          "last": 7.05,
          "vwap": 6.984621878929405,
          "above_vwap": true,
          "amount": 50548407.0
        }
      ]
    },
    "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": "2026-07-06T10:20:45",
  "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": "2026-07-06T10:20:45",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 27.27,
      "max_chase_pct": 3.0,
      "base_exec_high": 27.27,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.08,
      "entry_zone_high": 26.88,
      "entry_risk_pct": 3.2392,
      "intraday_vwap": 26.599,
      "price_vs_vwap_pct": -0.2218,
      "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": 26.54,
        "ts": "2026-07-06T10:20:43",
        "prev_close": 26.08,
        "open": 25.79,
        "high": 27.33,
        "low": 25.55,
        "bid1": 26.54,
        "ask1": 26.55,
        "bid_qty1": 234,
        "ask_qty1": 39
      },
      "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": "2026-07-06T10:20:45",
      "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": 177.6827,
      "price_vs_vwap_pct": -0.5531,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3333,
        "prev_amount_yi": 0.3493,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9542,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:18",
            "open": 176.26,
            "high": 176.34,
            "low": 176.26,
            "close": 176.34,
            "amount_yi": 0.1285
          },
          {
            "time": "10:19",
            "open": 176.5,
            "high": 176.5,
            "low": 176.44,
            "close": 176.44,
            "amount_yi": 0.0653
          },
          {
            "time": "10:20",
            "open": 176.77,
            "high": 176.77,
            "low": 176.7,
            "close": 176.7,
            "amount_yi": 0.1395
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128262.29,
      "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": 176.7,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 167.65,
        "open": 169.0,
        "high": 179.8,
        "low": 168.93,
        "bid1": 176.7,
        "ask1": 176.71,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300428:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260703:SZSE.300428:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300428",
      "name": "立中集团",
      "side": "BUY",
      "priority": "P2",
      "status": "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": "2026-07-06T10:20:45",
      "sim_reason": "invalid_price_broken",
      "qty": 1700,
      "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": 19.2026,
      "price_vs_vwap_pct": -0.7947,
      "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": 0.0668,
        "prev_amount_yi": 0.0257,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.5992,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:18",
            "open": 19.07,
            "high": 19.07,
            "low": 19.07,
            "close": 19.07,
            "amount_yi": 0.0283
          },
          {
            "time": "10:19",
            "open": 19.05,
            "high": 19.05,
            "low": 19.05,
            "close": 19.05,
            "amount_yi": 0.018
          },
          {
            "time": "10:20",
            "open": 19.07,
            "high": 19.07,
            "low": 19.05,
            "close": 19.05,
            "amount_yi": 0.0205
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128262.29,
      "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": 19.05,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 19.38,
        "open": 19.38,
        "high": 19.46,
        "low": 18.99,
        "bid1": 19.04,
        "ask1": 19.05,
        "bid_qty1": 22,
        "ask_qty1": 76
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "invalid_price_broken",
      "qty": 2400,
      "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": 13.7583,
      "price_vs_vwap_pct": -1.6594,
      "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": 0.1095,
        "prev_amount_yi": 0.159,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6887,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:18",
            "open": 13.51,
            "high": 13.51,
            "low": 13.51,
            "close": 13.51,
            "amount_yi": 0.0381
          },
          {
            "time": "10:19",
            "open": 13.53,
            "high": 13.53,
            "low": 13.53,
            "close": 13.53,
            "amount_yi": 0.0341
          },
          {
            "time": "10:20",
            "open": 13.53,
            "high": 13.53,
            "low": 13.53,
            "close": 13.53,
            "amount_yi": 0.0373
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128262.29,
      "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": 13.53,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 14.22,
        "open": 13.92,
        "high": 14.07,
        "low": 13.51,
        "bid1": 13.52,
        "ask1": 13.53,
        "bid_qty1": 432,
        "ask_qty1": 564
      },
      "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": "2026-07-06T10:20:45",
      "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": 3.3086,
      "intraday_vwap": 37.7524,
      "price_vs_vwap_pct": 0.0466,
      "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": 37.77,
        "ts": "2026-07-06T10:20:43",
        "prev_close": 37.15,
        "open": 36.95,
        "high": 38.09,
        "low": 36.95,
        "bid1": 37.77,
        "ask1": 37.78,
        "bid_qty1": 111,
        "ask_qty1": 13
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "invalid_price_broken",
      "qty": 1100,
      "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": 30.3196,
      "price_vs_vwap_pct": -1.8457,
      "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": 0.0443,
        "prev_amount_yi": 0.0478,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9268,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:18",
            "open": 29.7,
            "high": 29.74,
            "low": 29.7,
            "close": 29.74,
            "amount_yi": 0.016
          },
          {
            "time": "10:19",
            "open": 29.72,
            "high": 29.72,
            "low": 29.71,
            "close": 29.71,
            "amount_yi": 0.0103
          },
          {
            "time": "10:20",
            "open": 29.74,
            "high": 29.76,
            "low": 29.74,
            "close": 29.76,
            "amount_yi": 0.018
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128262.29,
      "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": 29.76,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 30.83,
        "open": 30.9,
        "high": 30.99,
        "low": 29.66,
        "bid1": 29.72,
        "ask1": 29.77,
        "bid_qty1": 1,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300696:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260703:SZSE.300696:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300696",
      "name": "爱乐达",
      "side": "BUY",
      "priority": "P6",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 29.29,
      "exec_low": 29.29,
      "exec_high": 30.17,
      "invalid_price": 28.41,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "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": 26.526,
      "price_vs_vwap_pct": -2.4353,
      "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": 0.0353,
        "prev_amount_yi": 0.0425,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8306,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:18",
            "open": 25.92,
            "high": 25.92,
            "low": 25.92,
            "close": 25.92,
            "amount_yi": 0.0055
          },
          {
            "time": "10:19",
            "open": 25.91,
            "high": 25.91,
            "low": 25.89,
            "close": 25.89,
            "amount_yi": 0.0125
          },
          {
            "time": "10:20",
            "open": 25.88,
            "high": 25.88,
            "low": 25.88,
            "close": 25.88,
            "amount_yi": 0.0173
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128262.29,
      "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": 25.88,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 27.02,
        "open": 26.75,
        "high": 27.49,
        "low": 25.85,
        "bid1": 25.88,
        "ask1": 25.89,
        "bid_qty1": 18,
        "ask_qty1": 46
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "invalid_price_broken",
      "qty": 5600,
      "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": 5.9214,
      "price_vs_vwap_pct": -2.0502,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2125,
        "prev_amount_yi": 0.142,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4965,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:18",
            "open": 5.81,
            "high": 5.81,
            "low": 5.81,
            "close": 5.81,
            "amount_yi": 0.0482
          },
          {
            "time": "10:19",
            "open": 5.81,
            "high": 5.81,
            "low": 5.81,
            "close": 5.81,
            "amount_yi": 0.0715
          },
          {
            "time": "10:20",
            "open": 5.8,
            "high": 5.8,
            "low": 5.8,
            "close": 5.8,
            "amount_yi": 0.0928
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128262.29,
      "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": 5.8,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 6.22,
        "open": 5.95,
        "high": 6.05,
        "low": 5.8,
        "bid1": 5.8,
        "ask1": 5.81,
        "bid_qty1": 7948,
        "ask_qty1": 2638
      },
      "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": "2026-07-06T10:20:45",
      "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": 48.7125,
      "price_vs_vwap_pct": -2.3659,
      "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": 0.2035,
        "prev_amount_yi": 0.2763,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7365,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:18",
            "open": 47.56,
            "high": 47.7,
            "low": 47.56,
            "close": 47.7,
            "amount_yi": 0.0527
          },
          {
            "time": "10:19",
            "open": 47.65,
            "high": 47.76,
            "low": 47.65,
            "close": 47.76,
            "amount_yi": 0.0679
          },
          {
            "time": "10:20",
            "open": 47.69,
            "high": 47.69,
            "low": 47.56,
            "close": 47.56,
            "amount_yi": 0.0829
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128262.29,
      "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": "2026-07-06T10:20:42",
        "prev_close": 49.58,
        "open": 49.38,
        "high": 51.0,
        "low": 46.91,
        "bid1": 47.54,
        "ask1": 47.56,
        "bid_qty1": 31,
        "ask_qty1": 9
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "invalid_price_broken",
      "qty": 1400,
      "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": 23.4023,
      "price_vs_vwap_pct": -0.6081,
      "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": 0.0929,
        "prev_amount_yi": 0.1038,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.895,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:18",
            "open": 23.31,
            "high": 23.33,
            "low": 23.31,
            "close": 23.33,
            "amount_yi": 0.0261
          },
          {
            "time": "10:19",
            "open": 23.28,
            "high": 23.28,
            "low": 23.27,
            "close": 23.27,
            "amount_yi": 0.0381
          },
          {
            "time": "10:20",
            "open": 23.29,
            "high": 23.29,
            "low": 23.26,
            "close": 23.26,
            "amount_yi": 0.0287
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128262.29,
      "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": 23.26,
        "ts": "2026-07-06T10:20:41",
        "prev_close": 23.45,
        "open": 23.5,
        "high": 23.69,
        "low": 23.0,
        "bid1": 23.26,
        "ask1": 23.27,
        "bid_qty1": 16,
        "ask_qty1": 3
      },
      "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": "2026-07-06T10:20:45",
      "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": 25.9221,
      "price_vs_vwap_pct": 0.3005,
      "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": 0.1447,
        "prev_amount_yi": 0.1546,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.936,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:18",
            "open": 26.0,
            "high": 26.03,
            "low": 26.0,
            "close": 26.03,
            "amount_yi": 0.0468
          },
          {
            "time": "10:19",
            "open": 26.01,
            "high": 26.06,
            "low": 26.01,
            "close": 26.06,
            "amount_yi": 0.0643
          },
          {
            "time": "10:20",
            "open": 26.05,
            "high": 26.05,
            "low": 26.0,
            "close": 26.0,
            "amount_yi": 0.0336
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128262.29,
      "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": 26.0,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 26.22,
        "open": 26.1,
        "high": 26.48,
        "low": 25.58,
        "bid1": 26.0,
        "ask1": 26.01,
        "bid_qty1": 22,
        "ask_qty1": 2
      },
      "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": "2026-07-06T10:20:45",
      "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": 26.7221,
      "price_vs_vwap_pct": -0.4195,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1876,
        "prev_amount_yi": 0.2095,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8955,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:16",
            "open": 26.57,
            "high": 26.57,
            "low": 26.55,
            "close": 26.55,
            "amount_yi": 0.0416
          },
          {
            "time": "10:17",
            "open": 26.54,
            "high": 26.54,
            "low": 26.52,
            "close": 26.52,
            "amount_yi": 0.0282
          },
          {
            "time": "10:18",
            "open": 26.45,
            "high": 26.49,
            "low": 26.45,
            "close": 26.49,
            "amount_yi": 0.0412
          },
          {
            "time": "10:19",
            "open": 26.52,
            "high": 26.56,
            "low": 26.52,
            "close": 26.56,
            "amount_yi": 0.0395
          },
          {
            "time": "10:20",
            "open": 26.65,
            "high": 26.65,
            "low": 26.61,
            "close": 26.61,
            "amount_yi": 0.0371
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 26.61,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 25.91,
        "open": 25.04,
        "high": 27.85,
        "low": 25.04,
        "bid1": 26.61,
        "ask1": 26.62,
        "bid_qty1": 63,
        "ask_qty1": 27
      },
      "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": "2026-07-06T10:20:45",
      "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": 20.7992,
      "price_vs_vwap_pct": 0.0519,
      "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": 0.4794,
        "prev_amount_yi": 0.4897,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.979,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:16",
            "open": 20.77,
            "high": 20.78,
            "low": 20.77,
            "close": 20.78,
            "amount_yi": 0.1164
          },
          {
            "time": "10:17",
            "open": 20.8,
            "high": 20.8,
            "low": 20.73,
            "close": 20.73,
            "amount_yi": 0.0892
          },
          {
            "time": "10:18",
            "open": 20.76,
            "high": 20.76,
            "low": 20.73,
            "close": 20.73,
            "amount_yi": 0.1192
          },
          {
            "time": "10:19",
            "open": 20.77,
            "high": 20.79,
            "low": 20.77,
            "close": 20.79,
            "amount_yi": 0.0516
          },
          {
            "time": "10:20",
            "open": 20.84,
            "high": 20.84,
            "low": 20.81,
            "close": 20.81,
            "amount_yi": 0.103
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 20.81,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 19.84,
        "open": 19.7,
        "high": 21.47,
        "low": 19.38,
        "bid1": 20.81,
        "ask1": 20.82,
        "bid_qty1": 106,
        "ask_qty1": 56
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 1000,
      "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": 32.9052,
      "price_vs_vwap_pct": -0.7756,
      "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": 0.8346,
        "prev_amount_yi": 0.8025,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.04,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:16",
            "open": 32.62,
            "high": 32.62,
            "low": 32.59,
            "close": 32.59,
            "amount_yi": 0.207
          },
          {
            "time": "10:17",
            "open": 32.65,
            "high": 32.65,
            "low": 32.56,
            "close": 32.56,
            "amount_yi": 0.2556
          },
          {
            "time": "10:18",
            "open": 32.53,
            "high": 32.53,
            "low": 32.52,
            "close": 32.52,
            "amount_yi": 0.131
          },
          {
            "time": "10:19",
            "open": 32.57,
            "high": 32.59,
            "low": 32.57,
            "close": 32.59,
            "amount_yi": 0.1293
          },
          {
            "time": "10:20",
            "open": 32.66,
            "high": 32.66,
            "low": 32.65,
            "close": 32.65,
            "amount_yi": 0.1117
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 32.65,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 31.23,
        "open": 31.23,
        "high": 33.59,
        "low": 31.23,
        "bid1": 32.64,
        "ask1": 32.65,
        "bid_qty1": 5,
        "ask_qty1": 36
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002345:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.002345:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002345",
      "name": "潮宏基",
      "side": "BUY",
      "priority": "W3",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 10.65,
      "exec_low": 10.65,
      "exec_high": 10.81,
      "invalid_price": 10.33,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 3.3676,
      "intraday_vwap": 10.6104,
      "price_vs_vwap_pct": 0.7502,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0671,
        "prev_amount_yi": 0.0564,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1897,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 10.69,
            "high": 10.69,
            "low": 10.68,
            "close": 10.68,
            "amount_yi": 0.0326
          },
          {
            "time": "10:17",
            "open": 10.67,
            "high": 10.67,
            "low": 10.66,
            "close": 10.66,
            "amount_yi": 0.0077
          },
          {
            "time": "10:18",
            "open": 10.67,
            "high": 10.67,
            "low": 10.66,
            "close": 10.66,
            "amount_yi": 0.0123
          },
          {
            "time": "10:19",
            "open": 10.66,
            "high": 10.68,
            "low": 10.66,
            "close": 10.68,
            "amount_yi": 0.0066
          },
          {
            "time": "10:20",
            "open": 10.7,
            "high": 10.7,
            "low": 10.69,
            "close": 10.69,
            "amount_yi": 0.0079
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42754.1,
      "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": 10.69,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 10.52,
        "open": 10.4,
        "high": 10.82,
        "low": 10.32,
        "bid1": 10.68,
        "ask1": 10.69,
        "bid_qty1": 21,
        "ask_qty1": 82
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600489:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.600489:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600489",
      "name": "中金黄金",
      "side": "BUY",
      "priority": "W4",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 20.75,
      "exec_low": 20.75,
      "exec_high": 21.06,
      "invalid_price": 20.13,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "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": 20.9917,
      "price_vs_vwap_pct": 0.9447,
      "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": 0.6847,
        "prev_amount_yi": 0.7786,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8794,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 21.15,
            "high": 21.15,
            "low": 21.11,
            "close": 21.11,
            "amount_yi": 0.1383
          },
          {
            "time": "10:17",
            "open": 21.15,
            "high": 21.15,
            "low": 21.13,
            "close": 21.13,
            "amount_yi": 0.127
          },
          {
            "time": "10:18",
            "open": 21.08,
            "high": 21.13,
            "low": 21.08,
            "close": 21.13,
            "amount_yi": 0.2079
          },
          {
            "time": "10:19",
            "open": 21.19,
            "high": 21.19,
            "low": 21.18,
            "close": 21.18,
            "amount_yi": 0.1012
          },
          {
            "time": "10:20",
            "open": 21.22,
            "high": 21.22,
            "low": 21.19,
            "close": 21.19,
            "amount_yi": 0.1103
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 21.19,
        "ts": "2026-07-06T10:20:41",
        "prev_close": 20.34,
        "open": 19.88,
        "high": 21.49,
        "low": 19.88,
        "bid1": 21.19,
        "ask1": 21.2,
        "bid_qty1": 3,
        "ask_qty1": 34
      },
      "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": "2026-07-06T10:20:45",
      "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": 25.8114,
      "price_vs_vwap_pct": -1.3227,
      "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": 0.498,
        "prev_amount_yi": 0.5218,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9544,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 25.36,
            "high": 25.36,
            "low": 25.34,
            "close": 25.34,
            "amount_yi": 0.1149
          },
          {
            "time": "10:17",
            "open": 25.33,
            "high": 25.33,
            "low": 25.32,
            "close": 25.32,
            "amount_yi": 0.079
          },
          {
            "time": "10:18",
            "open": 25.28,
            "high": 25.29,
            "low": 25.28,
            "close": 25.29,
            "amount_yi": 0.1444
          },
          {
            "time": "10:19",
            "open": 25.33,
            "high": 25.38,
            "low": 25.33,
            "close": 25.38,
            "amount_yi": 0.0556
          },
          {
            "time": "10:20",
            "open": 25.46,
            "high": 25.47,
            "low": 25.46,
            "close": 25.47,
            "amount_yi": 0.1041
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 25.47,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 25.93,
        "open": 25.23,
        "high": 26.6,
        "low": 25.18,
        "bid1": 25.45,
        "ask1": 25.47,
        "bid_qty1": 5,
        "ask_qty1": 37
      },
      "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": "2026-07-06T10:20:45",
      "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": 4.2219,
      "intraday_vwap": 28.6746,
      "price_vs_vwap_pct": -0.0858,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.6897,
        "prev_amount_yi": 2.1501,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7859,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 28.59,
            "high": 28.59,
            "low": 28.58,
            "close": 28.58,
            "amount_yi": 0.393
          },
          {
            "time": "10:17",
            "open": 28.59,
            "high": 28.61,
            "low": 28.59,
            "close": 28.61,
            "amount_yi": 0.2642
          },
          {
            "time": "10:18",
            "open": 28.61,
            "high": 28.63,
            "low": 28.61,
            "close": 28.63,
            "amount_yi": 0.3199
          },
          {
            "time": "10:19",
            "open": 28.59,
            "high": 28.6,
            "low": 28.59,
            "close": 28.6,
            "amount_yi": 0.3763
          },
          {
            "time": "10:20",
            "open": 28.63,
            "high": 28.65,
            "low": 28.63,
            "close": 28.65,
            "amount_yi": 0.3363
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42754.1,
      "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": 28.65,
        "ts": "2026-07-06T10:20:41",
        "prev_close": 27.82,
        "open": 27.64,
        "high": 29.19,
        "low": 27.62,
        "bid1": 28.65,
        "ask1": 28.66,
        "bid_qty1": 164,
        "ask_qty1": 504
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "waiting_trigger",
      "qty": 2800,
      "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": 11.6936,
      "price_vs_vwap_pct": -1.1425,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2431,
        "prev_amount_yi": 0.2519,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9651,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 11.6,
            "high": 11.6,
            "low": 11.58,
            "close": 11.58,
            "amount_yi": 0.044
          },
          {
            "time": "10:17",
            "open": 11.54,
            "high": 11.54,
            "low": 11.54,
            "close": 11.54,
            "amount_yi": 0.0822
          },
          {
            "time": "10:18",
            "open": 11.54,
            "high": 11.54,
            "low": 11.54,
            "close": 11.54,
            "amount_yi": 0.0359
          },
          {
            "time": "10:19",
            "open": 11.54,
            "high": 11.54,
            "low": 11.54,
            "close": 11.54,
            "amount_yi": 0.0462
          },
          {
            "time": "10:20",
            "open": 11.56,
            "high": 11.56,
            "low": 11.56,
            "close": 11.56,
            "amount_yi": 0.0348
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": "2026-07-06T10:20:42",
        "prev_close": 11.46,
        "open": 11.4,
        "high": 11.95,
        "low": 11.35,
        "bid1": 11.54,
        "ask1": 11.55,
        "bid_qty1": 327,
        "ask_qty1": 4
      },
      "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": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.38,
      "exec_low": 4.45,
      "exec_high": 4.45,
      "invalid_price": 4.25,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "sim_reason": "near_trigger",
      "qty": 7500,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.45,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.31,
      "entry_zone_high": 4.45,
      "entry_risk_pct": null,
      "intraday_vwap": 4.3511,
      "price_vs_vwap_pct": 0.2045,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.007,
        "prev_amount_yi": 0.017,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4118,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 4.38,
            "high": 4.38,
            "low": 4.37,
            "close": 4.37,
            "amount_yi": 0.001
          },
          {
            "time": "10:17",
            "open": 4.37,
            "high": 4.37,
            "low": 4.37,
            "close": 4.37,
            "amount_yi": 0.0016
          },
          {
            "time": "10:18",
            "open": 4.36,
            "high": 4.36,
            "low": 4.36,
            "close": 4.36,
            "amount_yi": 0.0004
          },
          {
            "time": "10:19",
            "open": 4.37,
            "high": 4.37,
            "low": 4.37,
            "close": 4.37,
            "amount_yi": 0.0006
          },
          {
            "time": "10:20",
            "open": 4.36,
            "high": 4.36,
            "low": 4.36,
            "close": 4.36,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 4.36,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 4.33,
        "open": 4.32,
        "high": 4.39,
        "low": 4.31,
        "bid1": 4.35,
        "ask1": 4.36,
        "bid_qty1": 322,
        "ask_qty1": 151
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002716:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002716:VWAP_RECLAIM",
      "symbol": "SZSE.002716",
      "name": "湖南白银",
      "side": "BUY",
      "priority": "W9",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.69,
      "exec_low": 8.82,
      "exec_high": 8.82,
      "invalid_price": 8.43,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 3700,
      "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": 8.9933,
      "price_vs_vwap_pct": -1.7046,
      "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": 0.4075,
        "prev_amount_yi": 0.6192,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6581,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 8.83,
            "high": 8.83,
            "low": 8.81,
            "close": 8.81,
            "amount_yi": 0.0888
          },
          {
            "time": "10:17",
            "open": 8.81,
            "high": 8.83,
            "low": 8.81,
            "close": 8.83,
            "amount_yi": 0.059
          },
          {
            "time": "10:18",
            "open": 8.82,
            "high": 8.83,
            "low": 8.82,
            "close": 8.83,
            "amount_yi": 0.0904
          },
          {
            "time": "10:19",
            "open": 8.84,
            "high": 8.85,
            "low": 8.84,
            "close": 8.85,
            "amount_yi": 0.0778
          },
          {
            "time": "10:20",
            "open": 8.85,
            "high": 8.85,
            "low": 8.84,
            "close": 8.84,
            "amount_yi": 0.0915
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 8.84,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 8.44,
        "open": 8.41,
        "high": 9.28,
        "low": 8.31,
        "bid1": 8.84,
        "ask1": 8.85,
        "bid_qty1": 3729,
        "ask_qty1": 1098
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002237:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002237:VWAP_RECLAIM",
      "symbol": "SZSE.002237",
      "name": "恒邦股份",
      "side": "BUY",
      "priority": "W10",
      "status": "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": "2026-07-06T10:20:45",
      "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": 13.9154,
      "price_vs_vwap_pct": -0.5418,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0896,
        "prev_amount_yi": 0.1503,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5961,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 13.78,
            "high": 13.8,
            "low": 13.78,
            "close": 13.8,
            "amount_yi": 0.0153
          },
          {
            "time": "10:17",
            "open": 13.79,
            "high": 13.79,
            "low": 13.78,
            "close": 13.78,
            "amount_yi": 0.0204
          },
          {
            "time": "10:18",
            "open": 13.78,
            "high": 13.78,
            "low": 13.78,
            "close": 13.78,
            "amount_yi": 0.0144
          },
          {
            "time": "10:19",
            "open": 13.78,
            "high": 13.79,
            "low": 13.78,
            "close": 13.79,
            "amount_yi": 0.0097
          },
          {
            "time": "10:20",
            "open": 13.86,
            "high": 13.86,
            "low": 13.84,
            "close": 13.84,
            "amount_yi": 0.0298
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 13.84,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 13.73,
        "open": 13.59,
        "high": 14.24,
        "low": 13.45,
        "bid1": 13.83,
        "ask1": 13.84,
        "bid_qty1": 331,
        "ask_qty1": 16
      },
      "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": "2026-07-06T10:20:45",
      "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": 4.0541,
      "intraday_vwap": 34.5115,
      "price_vs_vwap_pct": 0.807,
      "energy_floor_hint_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": 0.0061,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8525,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 34.69,
            "high": 34.7,
            "low": 34.69,
            "close": 34.7,
            "amount_yi": 0.0063
          },
          {
            "time": "10:17",
            "open": 34.7,
            "high": 34.7,
            "low": 34.68,
            "close": 34.68,
            "amount_yi": 0.0007
          },
          {
            "time": "10:18",
            "open": 34.69,
            "high": 34.71,
            "low": 34.69,
            "close": 34.71,
            "amount_yi": 0.0016
          },
          {
            "time": "10:19",
            "open": 34.71,
            "high": 34.74,
            "low": 34.71,
            "close": 34.74,
            "amount_yi": 0.0006
          },
          {
            "time": "10:20",
            "open": 34.78,
            "high": 34.79,
            "low": 34.78,
            "close": 34.79,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42754.1,
      "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": 34.79,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 34.13,
        "open": 34.0,
        "high": 34.9,
        "low": 33.73,
        "bid1": 34.76,
        "ask1": 34.78,
        "bid_qty1": 1,
        "ask_qty1": 10
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "waiting_trigger",
      "qty": 14100,
      "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": 2.3324,
      "price_vs_vwap_pct": -0.5316,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0039,
        "prev_amount_yi": 0.017,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2294,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 2.32,
            "high": 2.32,
            "low": 2.31,
            "close": 2.31,
            "amount_yi": 0.0007
          },
          {
            "time": "10:17",
            "open": 2.32,
            "high": 2.32,
            "low": 2.31,
            "close": 2.31,
            "amount_yi": 0.0001
          },
          {
            "time": "10:18",
            "open": 2.31,
            "high": 2.31,
            "low": 2.31,
            "close": 2.31,
            "amount_yi": 0.0018
          },
          {
            "time": "10:19",
            "open": 2.32,
            "high": 2.32,
            "low": 2.31,
            "close": 2.31,
            "amount_yi": 0.0007
          },
          {
            "time": "10:20",
            "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": 85508.19,
      "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": "2026-07-06T10:20:42",
        "prev_close": 2.33,
        "open": 2.33,
        "high": 2.36,
        "low": 2.31,
        "bid1": 2.31,
        "ask1": 2.32,
        "bid_qty1": 7878,
        "ask_qty1": 4146
      },
      "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": "2026-07-06T10:20:45",
      "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": 15.4101,
      "price_vs_vwap_pct": -2.9208,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9161,
        "prev_amount_yi": 0.4777,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9177,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 15.1,
            "high": 15.1,
            "low": 15.03,
            "close": 15.03,
            "amount_yi": 0.4125
          },
          {
            "time": "10:17",
            "open": 14.99,
            "high": 14.99,
            "low": 14.99,
            "close": 14.99,
            "amount_yi": 0.1463
          },
          {
            "time": "10:18",
            "open": 14.98,
            "high": 14.98,
            "low": 14.92,
            "close": 14.92,
            "amount_yi": 0.1396
          },
          {
            "time": "10:19",
            "open": 14.89,
            "high": 14.92,
            "low": 14.89,
            "close": 14.92,
            "amount_yi": 0.1292
          },
          {
            "time": "10:20",
            "open": 14.94,
            "high": 14.96,
            "low": 14.94,
            "close": 14.96,
            "amount_yi": 0.0885
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 14.96,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 15.24,
        "open": 15.3,
        "high": 15.75,
        "low": 14.87,
        "bid1": 14.96,
        "ask1": 14.97,
        "bid_qty1": 3,
        "ask_qty1": 8
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "waiting_trigger",
      "qty": 13600,
      "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": 2.4502,
      "price_vs_vwap_pct": -1.2326,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.013,
        "prev_amount_yi": 0.0105,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2381,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 2.42,
            "high": 2.42,
            "low": 2.42,
            "close": 2.42,
            "amount_yi": 0.0006
          },
          {
            "time": "10:17",
            "open": 2.42,
            "high": 2.42,
            "low": 2.42,
            "close": 2.42,
            "amount_yi": 0.0004
          },
          {
            "time": "10:18",
            "open": 2.42,
            "high": 2.43,
            "low": 2.42,
            "close": 2.43,
            "amount_yi": 0.0001
          },
          {
            "time": "10:19",
            "open": 2.42,
            "high": 2.42,
            "low": 2.42,
            "close": 2.42,
            "amount_yi": 0.0002
          },
          {
            "time": "10:20",
            "open": 2.42,
            "high": 2.42,
            "low": 2.42,
            "close": 2.42,
            "amount_yi": 0.0117
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 2.42,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 2.45,
        "open": 2.44,
        "high": 2.49,
        "low": 2.41,
        "bid1": 2.41,
        "ask1": 2.42,
        "bid_qty1": 3050,
        "ask_qty1": 1034
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "near_trigger",
      "qty": 9400,
      "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": 3.4899,
      "price_vs_vwap_pct": 0.0029,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0014,
        "prev_amount_yi": 0.0064,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2188,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 3.49,
            "high": 3.49,
            "low": 3.49,
            "close": 3.49,
            "amount_yi": 0.0001
          },
          {
            "time": "10:17",
            "open": 3.48,
            "high": 3.48,
            "low": 3.48,
            "close": 3.48,
            "amount_yi": 0.0005
          },
          {
            "time": "10:18",
            "open": 3.48,
            "high": 3.49,
            "low": 3.48,
            "close": 3.49,
            "amount_yi": 0.0005
          },
          {
            "time": "10:19",
            "open": 3.49,
            "high": 3.49,
            "low": 3.48,
            "close": 3.48,
            "amount_yi": 0.0001
          },
          {
            "time": "10:20",
            "open": 3.49,
            "high": 3.49,
            "low": 3.49,
            "close": 3.49,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": "2026-07-06T10:20:42",
        "prev_close": 3.47,
        "open": 3.47,
        "high": 3.52,
        "low": 3.46,
        "bid1": 3.48,
        "ask1": 3.49,
        "bid_qty1": 684,
        "ask_qty1": 369
      },
      "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": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.35,
      "exec_low": 4.42,
      "exec_high": 4.42,
      "invalid_price": 4.22,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "sim_reason": "near_trigger",
      "qty": 7600,
      "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": 4.298,
      "price_vs_vwap_pct": 0.2792,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0069,
        "prev_amount_yi": 0.0067,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0299,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 4.31,
            "high": 4.31,
            "low": 4.31,
            "close": 4.31,
            "amount_yi": 0.0002
          },
          {
            "time": "10:17",
            "open": 4.3,
            "high": 4.3,
            "low": 4.3,
            "close": 4.3,
            "amount_yi": 0.0006
          },
          {
            "time": "10:18",
            "open": 4.3,
            "high": 4.31,
            "low": 4.3,
            "close": 4.31,
            "amount_yi": 0.0052
          },
          {
            "time": "10:19",
            "open": 4.31,
            "high": 4.31,
            "low": 4.31,
            "close": 4.31,
            "amount_yi": 0.0004
          },
          {
            "time": "10:20",
            "open": 4.31,
            "high": 4.31,
            "low": 4.31,
            "close": 4.31,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 4.31,
        "ts": "2026-07-06T10:20:40",
        "prev_close": 4.28,
        "open": 4.29,
        "high": 4.33,
        "low": 4.26,
        "bid1": 4.3,
        "ask1": 4.31,
        "bid_qty1": 1493,
        "ask_qty1": 825
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300018:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260703:SZSE.300018:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.300018",
      "name": "中元股份",
      "side": "BUY",
      "priority": "W17",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "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": 14.4501,
      "price_vs_vwap_pct": 0.5529,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1494,
        "prev_amount_yi": 0.1674,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8925,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:16",
            "open": 14.58,
            "high": 14.61,
            "low": 14.58,
            "close": 14.61,
            "amount_yi": 0.0278
          },
          {
            "time": "10:17",
            "open": 14.65,
            "high": 14.65,
            "low": 14.64,
            "close": 14.64,
            "amount_yi": 0.0329
          },
          {
            "time": "10:18",
            "open": 14.63,
            "high": 14.63,
            "low": 14.62,
            "close": 14.62,
            "amount_yi": 0.0273
          },
          {
            "time": "10:19",
            "open": 14.56,
            "high": 14.56,
            "low": 14.54,
            "close": 14.54,
            "amount_yi": 0.0325
          },
          {
            "time": "10:20",
            "open": 14.58,
            "high": 14.58,
            "low": 14.53,
            "close": 14.53,
            "amount_yi": 0.0289
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 14.53,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 14.65,
        "open": 14.52,
        "high": 14.77,
        "low": 14.15,
        "bid1": 14.52,
        "ask1": 14.53,
        "bid_qty1": 338,
        "ask_qty1": 7
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 3300,
      "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": 10.1562,
      "price_vs_vwap_pct": -1.9318,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1372,
        "prev_amount_yi": 0.1694,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8099,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:16",
            "open": 9.98,
            "high": 9.98,
            "low": 9.96,
            "close": 9.96,
            "amount_yi": 0.0305
          },
          {
            "time": "10:17",
            "open": 9.98,
            "high": 9.98,
            "low": 9.96,
            "close": 9.96,
            "amount_yi": 0.024
          },
          {
            "time": "10:18",
            "open": 9.97,
            "high": 9.97,
            "low": 9.96,
            "close": 9.96,
            "amount_yi": 0.0276
          },
          {
            "time": "10:19",
            "open": 9.95,
            "high": 9.97,
            "low": 9.95,
            "close": 9.97,
            "amount_yi": 0.0345
          },
          {
            "time": "10:20",
            "open": 9.96,
            "high": 9.96,
            "low": 9.96,
            "close": 9.96,
            "amount_yi": 0.0206
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": "2026-07-06T10:20:42",
        "prev_close": 10.63,
        "open": 10.39,
        "high": 10.62,
        "low": 9.92,
        "bid1": 9.95,
        "ask1": 9.96,
        "bid_qty1": 517,
        "ask_qty1": 313
      },
      "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": "2026-07-06T10:20:45",
      "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": 38.1504,
      "price_vs_vwap_pct": -0.4467,
      "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": 0.8669,
        "prev_amount_yi": 0.9311,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.931,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:16",
            "open": 37.72,
            "high": 37.77,
            "low": 37.72,
            "close": 37.77,
            "amount_yi": 0.202
          },
          {
            "time": "10:17",
            "open": 37.78,
            "high": 37.86,
            "low": 37.78,
            "close": 37.86,
            "amount_yi": 0.1424
          },
          {
            "time": "10:18",
            "open": 37.86,
            "high": 37.93,
            "low": 37.86,
            "close": 37.93,
            "amount_yi": 0.1801
          },
          {
            "time": "10:19",
            "open": 37.86,
            "high": 37.86,
            "low": 37.79,
            "close": 37.79,
            "amount_yi": 0.1745
          },
          {
            "time": "10:20",
            "open": 37.9,
            "high": 37.98,
            "low": 37.9,
            "close": 37.98,
            "amount_yi": 0.1679
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 37.98,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 37.35,
        "open": 38.0,
        "high": 39.49,
        "low": 37.3,
        "bid1": 37.97,
        "ask1": 37.98,
        "bid_qty1": 176,
        "ask_qty1": 322
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 5300,
      "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": 6.3241,
      "price_vs_vwap_pct": -2.4367,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1373,
        "prev_amount_yi": 0.2995,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4584,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:16",
            "open": 6.18,
            "high": 6.18,
            "low": 6.18,
            "close": 6.18,
            "amount_yi": 0.0274
          },
          {
            "time": "10:17",
            "open": 6.18,
            "high": 6.18,
            "low": 6.17,
            "close": 6.17,
            "amount_yi": 0.0226
          },
          {
            "time": "10:18",
            "open": 6.18,
            "high": 6.19,
            "low": 6.18,
            "close": 6.19,
            "amount_yi": 0.038
          },
          {
            "time": "10:19",
            "open": 6.18,
            "high": 6.18,
            "low": 6.18,
            "close": 6.18,
            "amount_yi": 0.0272
          },
          {
            "time": "10:20",
            "open": 6.16,
            "high": 6.17,
            "low": 6.16,
            "close": 6.17,
            "amount_yi": 0.0221
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 6.17,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 6.51,
        "open": 6.36,
        "high": 6.54,
        "low": 6.14,
        "bid1": 6.16,
        "ask1": 6.17,
        "bid_qty1": 6165,
        "ask_qty1": 1237
      },
      "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": "2026-07-06T10:20:45",
      "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": 10.6917,
      "price_vs_vwap_pct": -0.5771,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0549,
        "prev_amount_yi": 0.0409,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3423,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 10.66,
            "high": 10.66,
            "low": 10.65,
            "close": 10.65,
            "amount_yi": 0.0081
          },
          {
            "time": "10:17",
            "open": 10.65,
            "high": 10.65,
            "low": 10.64,
            "close": 10.64,
            "amount_yi": 0.01
          },
          {
            "time": "10:18",
            "open": 10.63,
            "high": 10.63,
            "low": 10.63,
            "close": 10.63,
            "amount_yi": 0.0121
          },
          {
            "time": "10:19",
            "open": 10.61,
            "high": 10.62,
            "low": 10.61,
            "close": 10.62,
            "amount_yi": 0.0123
          },
          {
            "time": "10:20",
            "open": 10.63,
            "high": 10.63,
            "low": 10.63,
            "close": 10.63,
            "amount_yi": 0.0124
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 10.63,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 10.72,
        "open": 10.71,
        "high": 10.82,
        "low": 10.51,
        "bid1": 10.62,
        "ask1": 10.63,
        "bid_qty1": 244,
        "ask_qty1": 97
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 2900,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 11.52,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.35,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.01,
      "entry_zone_high": 11.35,
      "entry_risk_pct": 3.0411,
      "intraday_vwap": 11.1128,
      "price_vs_vwap_pct": 0.6047,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0227,
        "prev_amount_yi": 0.0239,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9498,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 11.17,
            "high": 11.18,
            "low": 11.17,
            "close": 11.18,
            "amount_yi": 0.0052
          },
          {
            "time": "10:17",
            "open": 11.17,
            "high": 11.19,
            "low": 11.17,
            "close": 11.19,
            "amount_yi": 0.0061
          },
          {
            "time": "10:18",
            "open": 11.2,
            "high": 11.2,
            "low": 11.19,
            "close": 11.19,
            "amount_yi": 0.007
          },
          {
            "time": "10:19",
            "open": 11.19,
            "high": 11.19,
            "low": 11.18,
            "close": 11.18,
            "amount_yi": 0.0022
          },
          {
            "time": "10:20",
            "open": 11.17,
            "high": 11.18,
            "low": 11.17,
            "close": 11.18,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42754.1,
      "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": "2026-07-06T10:20:42",
        "prev_close": 11.03,
        "open": 11.04,
        "high": 11.22,
        "low": 10.93,
        "bid1": 11.17,
        "ask1": 11.18,
        "bid_qty1": 233,
        "ask_qty1": 181
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600590:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600590:VWAP_RECLAIM",
      "symbol": "SHSE.600590",
      "name": "泰豪科技",
      "side": "BUY",
      "priority": "W23",
      "status": "NEAR_TRIGGER",
      "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": "2026-07-06T10:20:45",
      "sim_reason": "near_trigger",
      "qty": 3200,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.39,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.24,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.94,
      "entry_zone_high": 10.24,
      "entry_risk_pct": null,
      "intraday_vwap": 10.1718,
      "price_vs_vwap_pct": -1.0008,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0793,
        "prev_amount_yi": 0.0692,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.146,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 10.16,
            "high": 10.16,
            "low": 10.13,
            "close": 10.13,
            "amount_yi": 0.0149
          },
          {
            "time": "10:17",
            "open": 10.13,
            "high": 10.13,
            "low": 10.13,
            "close": 10.13,
            "amount_yi": 0.0139
          },
          {
            "time": "10:18",
            "open": 10.1,
            "high": 10.1,
            "low": 10.1,
            "close": 10.1,
            "amount_yi": 0.0181
          },
          {
            "time": "10:19",
            "open": 10.09,
            "high": 10.09,
            "low": 10.09,
            "close": 10.09,
            "amount_yi": 0.0142
          },
          {
            "time": "10:20",
            "open": 10.08,
            "high": 10.08,
            "low": 10.07,
            "close": 10.07,
            "amount_yi": 0.0182
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 10.07,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 9.95,
        "open": 10.01,
        "high": 10.38,
        "low": 9.96,
        "bid1": 10.07,
        "ask1": 10.08,
        "bid_qty1": 190,
        "ask_qty1": 151
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-06T10:20:45",
      "sim_reason": "invalid_price_broken",
      "qty": 3900,
      "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": 8.392,
      "price_vs_vwap_pct": -1.8112,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.098,
        "prev_amount_yi": 0.0474,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0675,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 8.31,
            "high": 8.31,
            "low": 8.3,
            "close": 8.3,
            "amount_yi": 0.0093
          },
          {
            "time": "10:17",
            "open": 8.29,
            "high": 8.29,
            "low": 8.29,
            "close": 8.29,
            "amount_yi": 0.0291
          },
          {
            "time": "10:18",
            "open": 8.29,
            "high": 8.29,
            "low": 8.28,
            "close": 8.28,
            "amount_yi": 0.0074
          },
          {
            "time": "10:19",
            "open": 8.27,
            "high": 8.27,
            "low": 8.27,
            "close": 8.27,
            "amount_yi": 0.0109
          },
          {
            "time": "10:20",
            "open": 8.26,
            "high": 8.26,
            "low": 8.24,
            "close": 8.24,
            "amount_yi": 0.0413
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 8.24,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 8.52,
        "open": 8.43,
        "high": 8.72,
        "low": 8.23,
        "bid1": 8.24,
        "ask1": 8.25,
        "bid_qty1": 631,
        "ask_qty1": 115
      },
      "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": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.89,
      "exec_low": 4.96,
      "exec_high": 4.96,
      "invalid_price": 4.74,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "sim_reason": "near_trigger",
      "qty": 6700,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.04,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.96,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.82,
      "entry_zone_high": 4.96,
      "entry_risk_pct": null,
      "intraday_vwap": 4.9032,
      "price_vs_vwap_pct": -0.4732,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0251,
        "prev_amount_yi": 0.0253,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9921,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 4.9,
            "high": 4.9,
            "low": 4.9,
            "close": 4.9,
            "amount_yi": 0.0041
          },
          {
            "time": "10:17",
            "open": 4.89,
            "high": 4.89,
            "low": 4.88,
            "close": 4.88,
            "amount_yi": 0.0039
          },
          {
            "time": "10:18",
            "open": 4.88,
            "high": 4.88,
            "low": 4.88,
            "close": 4.88,
            "amount_yi": 0.0051
          },
          {
            "time": "10:19",
            "open": 4.88,
            "high": 4.88,
            "low": 4.88,
            "close": 4.88,
            "amount_yi": 0.0097
          },
          {
            "time": "10:20",
            "open": 4.88,
            "high": 4.88,
            "low": 4.88,
            "close": 4.88,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 4.88,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 4.85,
        "open": 4.85,
        "high": 5.0,
        "low": 4.81,
        "bid1": 4.88,
        "ask1": 4.89,
        "bid_qty1": 1904,
        "ask_qty1": 1185
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600875:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600875:VWAP_RECLAIM",
      "symbol": "SHSE.600875",
      "name": "东方电气",
      "side": "BUY",
      "priority": "W26",
      "status": "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": "2026-07-06T10:20:45",
      "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": 30.2306,
      "price_vs_vwap_pct": 0.4611,
      "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": 0.6612,
        "prev_amount_yi": 0.7078,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9342,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 30.59,
            "high": 30.59,
            "low": 30.54,
            "close": 30.54,
            "amount_yi": 0.1518
          },
          {
            "time": "10:17",
            "open": 30.53,
            "high": 30.53,
            "low": 30.51,
            "close": 30.51,
            "amount_yi": 0.1449
          },
          {
            "time": "10:18",
            "open": 30.49,
            "high": 30.49,
            "low": 30.48,
            "close": 30.48,
            "amount_yi": 0.1154
          },
          {
            "time": "10:19",
            "open": 30.43,
            "high": 30.43,
            "low": 30.4,
            "close": 30.4,
            "amount_yi": 0.1149
          },
          {
            "time": "10:20",
            "open": 30.39,
            "high": 30.39,
            "low": 30.37,
            "close": 30.37,
            "amount_yi": 0.1342
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 30.37,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 28.89,
        "open": 29.29,
        "high": 30.89,
        "low": 29.1,
        "bid1": 30.37,
        "ask1": 30.38,
        "bid_qty1": 3,
        "ask_qty1": 20
      },
      "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 18.65,
      "exec_low": 18.93,
      "exec_high": 18.93,
      "invalid_price": 18.09,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "sim_reason": "waiting_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": 18.7339,
      "price_vs_vwap_pct": -1.6756,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.231,
        "prev_amount_yi": 0.0955,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4188,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 18.49,
            "high": 18.49,
            "low": 18.48,
            "close": 18.48,
            "amount_yi": 0.061
          },
          {
            "time": "10:17",
            "open": 18.46,
            "high": 18.46,
            "low": 18.45,
            "close": 18.45,
            "amount_yi": 0.0376
          },
          {
            "time": "10:18",
            "open": 18.47,
            "high": 18.47,
            "low": 18.46,
            "close": 18.46,
            "amount_yi": 0.0278
          },
          {
            "time": "10:19",
            "open": 18.44,
            "high": 18.44,
            "low": 18.43,
            "close": 18.43,
            "amount_yi": 0.0609
          },
          {
            "time": "10:20",
            "open": 18.43,
            "high": 18.43,
            "low": 18.42,
            "close": 18.42,
            "amount_yi": 0.0437
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 18.42,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 18.28,
        "open": 18.48,
        "high": 19.07,
        "low": 18.21,
        "bid1": 18.41,
        "ask1": 18.42,
        "bid_qty1": 564,
        "ask_qty1": 22
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002202:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002202:VWAP_RECLAIM",
      "symbol": "SZSE.002202",
      "name": "金风科技",
      "side": "BUY",
      "priority": "W28",
      "status": "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": "2026-07-06T10:20:45",
      "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": 24.4778,
      "price_vs_vwap_pct": -1.1758,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6503,
        "prev_amount_yi": 0.5384,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2078,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 24.12,
            "high": 24.15,
            "low": 24.12,
            "close": 24.15,
            "amount_yi": 0.095
          },
          {
            "time": "10:17",
            "open": 24.17,
            "high": 24.2,
            "low": 24.17,
            "close": 24.2,
            "amount_yi": 0.0926
          },
          {
            "time": "10:18",
            "open": 24.17,
            "high": 24.32,
            "low": 24.17,
            "close": 24.32,
            "amount_yi": 0.179
          },
          {
            "time": "10:19",
            "open": 24.25,
            "high": 24.27,
            "low": 24.25,
            "close": 24.27,
            "amount_yi": 0.1704
          },
          {
            "time": "10:20",
            "open": 24.24,
            "high": 24.24,
            "low": 24.19,
            "close": 24.19,
            "amount_yi": 0.1133
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 24.19,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 24.59,
        "open": 24.73,
        "high": 24.98,
        "low": 24.03,
        "bid1": 24.18,
        "ask1": 24.19,
        "bid_qty1": 212,
        "ask_qty1": 183
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-06T10:20:45",
      "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": 36.0469,
      "price_vs_vwap_pct": -0.9346,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2127,
        "prev_amount_yi": 0.1138,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8691,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 35.64,
            "high": 35.64,
            "low": 35.57,
            "close": 35.57,
            "amount_yi": 0.0232
          },
          {
            "time": "10:17",
            "open": 35.67,
            "high": 35.85,
            "low": 35.67,
            "close": 35.85,
            "amount_yi": 0.0344
          },
          {
            "time": "10:18",
            "open": 35.91,
            "high": 36.22,
            "low": 35.91,
            "close": 36.22,
            "amount_yi": 0.0759
          },
          {
            "time": "10:19",
            "open": 36.05,
            "high": 36.05,
            "low": 35.88,
            "close": 35.88,
            "amount_yi": 0.0414
          },
          {
            "time": "10:20",
            "open": 35.87,
            "high": 35.87,
            "low": 35.71,
            "close": 35.71,
            "amount_yi": 0.0378
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 35.71,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 38.29,
        "open": 38.0,
        "high": 38.38,
        "low": 34.87,
        "bid1": 35.63,
        "ask1": 35.72,
        "bid_qty1": 4,
        "ask_qty1": 15
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300141:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300141:VWAP_RECLAIM",
      "symbol": "SZSE.300141",
      "name": "和顺电气",
      "side": "BUY",
      "priority": "W30",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.96,
      "exec_low": 10.11,
      "exec_high": 10.11,
      "invalid_price": 9.66,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "sim_reason": "waiting_trigger",
      "qty": 3300,
      "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": 9.9169,
      "price_vs_vwap_pct": -0.7754,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0259,
        "prev_amount_yi": 0.0192,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.349,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 9.88,
            "high": 9.88,
            "low": 9.86,
            "close": 9.86,
            "amount_yi": 0.0032
          },
          {
            "time": "10:17",
            "open": 9.86,
            "high": 9.86,
            "low": 9.86,
            "close": 9.86,
            "amount_yi": 0.0037
          },
          {
            "time": "10:18",
            "open": 9.86,
            "high": 9.86,
            "low": 9.86,
            "close": 9.86,
            "amount_yi": 0.0006
          },
          {
            "time": "10:19",
            "open": 9.85,
            "high": 9.85,
            "low": 9.85,
            "close": 9.85,
            "amount_yi": 0.0019
          },
          {
            "time": "10:20",
            "open": 9.85,
            "high": 9.85,
            "low": 9.84,
            "close": 9.84,
            "amount_yi": 0.0165
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 9.84,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 9.83,
        "open": 9.71,
        "high": 10.05,
        "low": 9.71,
        "bid1": 9.83,
        "ask1": 9.84,
        "bid_qty1": 8,
        "ask_qty1": 38
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.603333:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.603333:VWAP_RECLAIM",
      "symbol": "SHSE.603333",
      "name": "福华尚纬",
      "side": "BUY",
      "priority": "W31",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.66,
      "exec_low": 8.79,
      "exec_high": 8.79,
      "invalid_price": 8.4,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "sim_reason": "invalid_price_broken",
      "qty": 4200,
      "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": 7.9384,
      "price_vs_vwap_pct": -1.3655,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0395,
        "prev_amount_yi": 0.017,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3235,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 7.87,
            "high": 7.87,
            "low": 7.86,
            "close": 7.86,
            "amount_yi": 0.0119
          },
          {
            "time": "10:17",
            "open": 7.86,
            "high": 7.86,
            "low": 7.85,
            "close": 7.85,
            "amount_yi": 0.0092
          },
          {
            "time": "10:18",
            "open": 7.85,
            "high": 7.85,
            "low": 7.84,
            "close": 7.84,
            "amount_yi": 0.0063
          },
          {
            "time": "10:19",
            "open": 7.83,
            "high": 7.84,
            "low": 7.83,
            "close": 7.84,
            "amount_yi": 0.0079
          },
          {
            "time": "10:20",
            "open": 7.85,
            "high": 7.85,
            "low": 7.83,
            "close": 7.83,
            "amount_yi": 0.0042
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 7.83,
        "ts": "2026-07-06T10:20:41",
        "prev_close": 7.96,
        "open": 7.99,
        "high": 8.12,
        "low": 7.82,
        "bid1": 7.83,
        "ask1": 7.84,
        "bid_qty1": 696,
        "ask_qty1": 137
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600312:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600312:VWAP_RECLAIM",
      "symbol": "SHSE.600312",
      "name": "平高电气",
      "side": "BUY",
      "priority": "W32",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 17.77,
      "exec_low": 18.04,
      "exec_high": 18.04,
      "invalid_price": 17.24,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 3.0916,
      "intraday_vwap": 17.8255,
      "price_vs_vwap_pct": -0.1992,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0479,
        "prev_amount_yi": 0.1044,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4588,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 17.75,
            "high": 17.77,
            "low": 17.75,
            "close": 17.77,
            "amount_yi": 0.0064
          },
          {
            "time": "10:17",
            "open": 17.75,
            "high": 17.75,
            "low": 17.75,
            "close": 17.75,
            "amount_yi": 0.0105
          },
          {
            "time": "10:18",
            "open": 17.75,
            "high": 17.75,
            "low": 17.73,
            "close": 17.73,
            "amount_yi": 0.0083
          },
          {
            "time": "10:19",
            "open": 17.72,
            "high": 17.74,
            "low": 17.72,
            "close": 17.74,
            "amount_yi": 0.0098
          },
          {
            "time": "10:20",
            "open": 17.78,
            "high": 17.79,
            "low": 17.78,
            "close": 17.79,
            "amount_yi": 0.0129
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42754.1,
      "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": 17.79,
        "ts": "2026-07-06T10:20:43",
        "prev_close": 17.69,
        "open": 17.65,
        "high": 18.08,
        "low": 17.51,
        "bid1": 17.76,
        "ask1": 17.79,
        "bid_qty1": 53,
        "ask_qty1": 28
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002358:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002358:VWAP_RECLAIM",
      "symbol": "SZSE.002358",
      "name": "森源电气",
      "side": "BUY",
      "priority": "W33",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.69,
      "exec_low": 5.78,
      "exec_high": 5.78,
      "invalid_price": 5.52,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "sim_reason": "waiting_trigger",
      "qty": 5900,
      "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": 5.6171,
      "price_vs_vwap_pct": -0.8385,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0235,
        "prev_amount_yi": 0.0334,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7036,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 5.59,
            "high": 5.59,
            "low": 5.58,
            "close": 5.58,
            "amount_yi": 0.002
          },
          {
            "time": "10:17",
            "open": 5.57,
            "high": 5.57,
            "low": 5.57,
            "close": 5.57,
            "amount_yi": 0.0115
          },
          {
            "time": "10:18",
            "open": 5.58,
            "high": 5.58,
            "low": 5.58,
            "close": 5.58,
            "amount_yi": 0.0007
          },
          {
            "time": "10:19",
            "open": 5.58,
            "high": 5.58,
            "low": 5.57,
            "close": 5.57,
            "amount_yi": 0.0076
          },
          {
            "time": "10:20",
            "open": 5.57,
            "high": 5.57,
            "low": 5.57,
            "close": 5.57,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 5.57,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 5.62,
        "open": 5.62,
        "high": 5.68,
        "low": 5.56,
        "bid1": 5.56,
        "ask1": 5.57,
        "bid_qty1": 1449,
        "ask_qty1": 84
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002622:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002622:VWAP_RECLAIM",
      "symbol": "SZSE.002622",
      "name": "皓宸医疗",
      "side": "BUY",
      "priority": "W34",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.23,
      "exec_low": 2.26,
      "exec_high": 2.26,
      "invalid_price": 2.16,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "sim_reason": "near_trigger",
      "qty": 14800,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 2.3,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.26,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.2,
      "entry_zone_high": 2.26,
      "entry_risk_pct": null,
      "intraday_vwap": 2.2235,
      "price_vs_vwap_pct": -0.6072,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0221,
        "prev_amount_yi": 0.0041,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 5.3902,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 2.22,
            "high": 2.23,
            "low": 2.22,
            "close": 2.23,
            "amount_yi": 0.0037
          },
          {
            "time": "10:17",
            "open": 2.21,
            "high": 2.22,
            "low": 2.21,
            "close": 2.22,
            "amount_yi": 0.014
          },
          {
            "time": "10:18",
            "open": 2.21,
            "high": 2.21,
            "low": 2.21,
            "close": 2.21,
            "amount_yi": 0.0014
          },
          {
            "time": "10:19",
            "open": 2.21,
            "high": 2.22,
            "low": 2.21,
            "close": 2.22,
            "amount_yi": 0.0023
          },
          {
            "time": "10:20",
            "open": 2.21,
            "high": 2.21,
            "low": 2.21,
            "close": 2.21,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 2.21,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 2.19,
        "open": 2.2,
        "high": 2.26,
        "low": 2.19,
        "bid1": 2.21,
        "ask1": 2.22,
        "bid_qty1": 2949,
        "ask_qty1": 767
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002498:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002498:VWAP_RECLAIM",
      "symbol": "SZSE.002498",
      "name": "汉缆股份",
      "side": "BUY",
      "priority": "W35",
      "status": "CANCELLED",
      "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": "2026-07-06T10:20:45",
      "sim_reason": "invalid_price_broken",
      "qty": 5000,
      "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": 6.6446,
      "price_vs_vwap_pct": -1.5742,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1722,
        "prev_amount_yi": 0.0977,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7625,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 6.58,
            "high": 6.58,
            "low": 6.57,
            "close": 6.57,
            "amount_yi": 0.047
          },
          {
            "time": "10:17",
            "open": 6.58,
            "high": 6.58,
            "low": 6.57,
            "close": 6.57,
            "amount_yi": 0.0319
          },
          {
            "time": "10:18",
            "open": 6.55,
            "high": 6.56,
            "low": 6.55,
            "close": 6.56,
            "amount_yi": 0.0401
          },
          {
            "time": "10:19",
            "open": 6.55,
            "high": 6.55,
            "low": 6.55,
            "close": 6.55,
            "amount_yi": 0.0173
          },
          {
            "time": "10:20",
            "open": 6.55,
            "high": 6.55,
            "low": 6.54,
            "close": 6.54,
            "amount_yi": 0.0359
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 6.54,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 6.66,
        "open": 6.68,
        "high": 6.78,
        "low": 6.53,
        "bid1": 6.54,
        "ask1": 6.55,
        "bid_qty1": 1168,
        "ask_qty1": 386
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T10:20:45",
      "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": 8.1443,
      "price_vs_vwap_pct": -0.7895,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0423,
        "prev_amount_yi": 0.0459,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9216,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 8.02,
            "high": 8.02,
            "low": 8.01,
            "close": 8.01,
            "amount_yi": 0.0079
          },
          {
            "time": "10:17",
            "open": 8.0,
            "high": 8.02,
            "low": 8.0,
            "close": 8.02,
            "amount_yi": 0.0085
          },
          {
            "time": "10:18",
            "open": 8.02,
            "high": 8.05,
            "low": 8.02,
            "close": 8.05,
            "amount_yi": 0.0107
          },
          {
            "time": "10:19",
            "open": 8.04,
            "high": 8.04,
            "low": 8.04,
            "close": 8.04,
            "amount_yi": 0.0043
          },
          {
            "time": "10:20",
            "open": 8.06,
            "high": 8.08,
            "low": 8.06,
            "close": 8.08,
            "amount_yi": 0.0109
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 8.08,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 7.95,
        "open": 8.08,
        "high": 8.46,
        "low": 7.98,
        "bid1": 8.07,
        "ask1": 8.08,
        "bid_qty1": 313,
        "ask_qty1": 194
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "near_trigger",
      "qty": 5500,
      "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": 5.9248,
      "price_vs_vwap_pct": -0.7561,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0312,
        "prev_amount_yi": 0.0216,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4444,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 5.91,
            "high": 5.91,
            "low": 5.91,
            "close": 5.91,
            "amount_yi": 0.0031
          },
          {
            "time": "10:17",
            "open": 5.9,
            "high": 5.9,
            "low": 5.89,
            "close": 5.89,
            "amount_yi": 0.0165
          },
          {
            "time": "10:18",
            "open": 5.88,
            "high": 5.89,
            "low": 5.88,
            "close": 5.89,
            "amount_yi": 0.0019
          },
          {
            "time": "10:19",
            "open": 5.88,
            "high": 5.88,
            "low": 5.88,
            "close": 5.88,
            "amount_yi": 0.0017
          },
          {
            "time": "10:20",
            "open": 5.88,
            "high": 5.88,
            "low": 5.88,
            "close": 5.88,
            "amount_yi": 0.008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 5.88,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 5.88,
        "open": 5.97,
        "high": 5.98,
        "low": 5.86,
        "bid1": 5.88,
        "ask1": 5.89,
        "bid_qty1": 511,
        "ask_qty1": 611
      },
      "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": "2026-07-06T10:20:45",
      "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": 11.7958,
      "price_vs_vwap_pct": -0.3035,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0314,
        "prev_amount_yi": 0.0174,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8046,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 11.81,
            "high": 11.81,
            "low": 11.81,
            "close": 11.81,
            "amount_yi": 0.0042
          },
          {
            "time": "10:17",
            "open": 11.79,
            "high": 11.79,
            "low": 11.78,
            "close": 11.78,
            "amount_yi": 0.0106
          },
          {
            "time": "10:18",
            "open": 11.78,
            "high": 11.78,
            "low": 11.78,
            "close": 11.78,
            "amount_yi": 0.0028
          },
          {
            "time": "10:19",
            "open": 11.77,
            "high": 11.77,
            "low": 11.77,
            "close": 11.77,
            "amount_yi": 0.003
          },
          {
            "time": "10:20",
            "open": 11.77,
            "high": 11.77,
            "low": 11.76,
            "close": 11.76,
            "amount_yi": 0.0108
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 11.76,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 11.73,
        "open": 11.74,
        "high": 11.92,
        "low": 11.68,
        "bid1": 11.76,
        "ask1": 11.77,
        "bid_qty1": 12,
        "ask_qty1": 198
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "waiting_trigger",
      "qty": 5700,
      "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": 5.7561,
      "price_vs_vwap_pct": -0.9746,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0313,
        "prev_amount_yi": 0.0112,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.7946,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 5.73,
            "high": 5.73,
            "low": 5.72,
            "close": 5.72,
            "amount_yi": 0.0034
          },
          {
            "time": "10:17",
            "open": 5.7,
            "high": 5.71,
            "low": 5.7,
            "close": 5.71,
            "amount_yi": 0.0093
          },
          {
            "time": "10:18",
            "open": 5.7,
            "high": 5.7,
            "low": 5.7,
            "close": 5.7,
            "amount_yi": 0.0037
          },
          {
            "time": "10:19",
            "open": 5.71,
            "high": 5.71,
            "low": 5.71,
            "close": 5.71,
            "amount_yi": 0.0036
          },
          {
            "time": "10:20",
            "open": 5.7,
            "high": 5.7,
            "low": 5.7,
            "close": 5.7,
            "amount_yi": 0.0113
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 5.7,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 5.77,
        "open": 5.75,
        "high": 5.86,
        "low": 5.69,
        "bid1": 5.69,
        "ask1": 5.7,
        "bid_qty1": 404,
        "ask_qty1": 322
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "waiting_trigger",
      "qty": 4900,
      "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": 6.6505,
      "price_vs_vwap_pct": -1.0601,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0139,
        "prev_amount_yi": 0.0104,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3365,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 6.63,
            "high": 6.63,
            "low": 6.62,
            "close": 6.62,
            "amount_yi": 0.0016
          },
          {
            "time": "10:17",
            "open": 6.6,
            "high": 6.6,
            "low": 6.59,
            "close": 6.59,
            "amount_yi": 0.0062
          },
          {
            "time": "10:18",
            "open": 6.59,
            "high": 6.6,
            "low": 6.59,
            "close": 6.6,
            "amount_yi": 0.0012
          },
          {
            "time": "10:19",
            "open": 6.59,
            "high": 6.59,
            "low": 6.59,
            "close": 6.59,
            "amount_yi": 0.0038
          },
          {
            "time": "10:20",
            "open": 6.6,
            "high": 6.6,
            "low": 6.58,
            "close": 6.58,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": "2026-07-06T10:20:42",
        "prev_close": 6.66,
        "open": 6.66,
        "high": 6.75,
        "low": 6.58,
        "bid1": 6.58,
        "ask1": 6.59,
        "bid_qty1": 77,
        "ask_qty1": 175
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "invalid_price_broken",
      "qty": 4400,
      "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": 7.5294,
      "price_vs_vwap_pct": -1.3202,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0807,
        "prev_amount_yi": 0.0377,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1406,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 7.47,
            "high": 7.47,
            "low": 7.46,
            "close": 7.46,
            "amount_yi": 0.0131
          },
          {
            "time": "10:17",
            "open": 7.44,
            "high": 7.44,
            "low": 7.44,
            "close": 7.44,
            "amount_yi": 0.0349
          },
          {
            "time": "10:18",
            "open": 7.44,
            "high": 7.44,
            "low": 7.44,
            "close": 7.44,
            "amount_yi": 0.0112
          },
          {
            "time": "10:19",
            "open": 7.44,
            "high": 7.44,
            "low": 7.43,
            "close": 7.43,
            "amount_yi": 0.0125
          },
          {
            "time": "10:20",
            "open": 7.43,
            "high": 7.43,
            "low": 7.43,
            "close": 7.43,
            "amount_yi": 0.009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 7.43,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 7.58,
        "open": 7.6,
        "high": 7.65,
        "low": 7.42,
        "bid1": 7.42,
        "ask1": 7.43,
        "bid_qty1": 1261,
        "ask_qty1": 344
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "waiting_trigger",
      "qty": 4800,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 7.13,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.02,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.82,
      "entry_zone_high": 7.02,
      "entry_risk_pct": null,
      "intraday_vwap": 6.862,
      "price_vs_vwap_pct": -1.3407,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0311,
        "prev_amount_yi": 0.048,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6479,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 6.78,
            "high": 6.79,
            "low": 6.78,
            "close": 6.79,
            "amount_yi": 0.0039
          },
          {
            "time": "10:17",
            "open": 6.77,
            "high": 6.78,
            "low": 6.77,
            "close": 6.78,
            "amount_yi": 0.0125
          },
          {
            "time": "10:18",
            "open": 6.77,
            "high": 6.78,
            "low": 6.77,
            "close": 6.78,
            "amount_yi": 0.0036
          },
          {
            "time": "10:19",
            "open": 6.77,
            "high": 6.77,
            "low": 6.77,
            "close": 6.77,
            "amount_yi": 0.0036
          },
          {
            "time": "10:20",
            "open": 6.78,
            "high": 6.78,
            "low": 6.77,
            "close": 6.77,
            "amount_yi": 0.0075
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 6.77,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 6.83,
        "open": 6.86,
        "high": 6.97,
        "low": 6.76,
        "bid1": 6.76,
        "ask1": 6.77,
        "bid_qty1": 1130,
        "ask_qty1": 19
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "waiting_trigger",
      "qty": 3300,
      "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": 9.8827,
      "price_vs_vwap_pct": -0.7356,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1363,
        "prev_amount_yi": 0.0475,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.8695,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 9.86,
            "high": 9.86,
            "low": 9.84,
            "close": 9.84,
            "amount_yi": 0.0094
          },
          {
            "time": "10:17",
            "open": 9.82,
            "high": 9.83,
            "low": 9.82,
            "close": 9.83,
            "amount_yi": 0.0802
          },
          {
            "time": "10:18",
            "open": 9.83,
            "high": 9.83,
            "low": 9.83,
            "close": 9.83,
            "amount_yi": 0.0031
          },
          {
            "time": "10:19",
            "open": 9.83,
            "high": 9.83,
            "low": 9.83,
            "close": 9.83,
            "amount_yi": 0.0029
          },
          {
            "time": "10:20",
            "open": 9.83,
            "high": 9.83,
            "low": 9.81,
            "close": 9.81,
            "amount_yi": 0.0407
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 9.81,
        "ts": "2026-07-06T10:20:41",
        "prev_close": 9.95,
        "open": 9.95,
        "high": 10.06,
        "low": 9.78,
        "bid1": 9.81,
        "ask1": 9.82,
        "bid_qty1": 104,
        "ask_qty1": 120
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T10:20:45",
      "sim_reason": "near_trigger",
      "qty": 1400,
      "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": null,
      "intraday_vwap": 23.2887,
      "price_vs_vwap_pct": -0.7244,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0444,
        "prev_amount_yi": 0.0256,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7344,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 23.33,
            "high": 23.33,
            "low": 23.28,
            "close": 23.28,
            "amount_yi": 0.0061
          },
          {
            "time": "10:17",
            "open": 23.27,
            "high": 23.27,
            "low": 23.24,
            "close": 23.24,
            "amount_yi": 0.0071
          },
          {
            "time": "10:18",
            "open": 23.22,
            "high": 23.22,
            "low": 23.2,
            "close": 23.2,
            "amount_yi": 0.0086
          },
          {
            "time": "10:19",
            "open": 23.16,
            "high": 23.16,
            "low": 23.14,
            "close": 23.14,
            "amount_yi": 0.013
          },
          {
            "time": "10:20",
            "open": 23.18,
            "high": 23.18,
            "low": 23.12,
            "close": 23.12,
            "amount_yi": 0.0096
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 23.12,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 22.82,
        "open": 23.0,
        "high": 23.61,
        "low": 22.67,
        "bid1": 23.12,
        "ask1": 23.14,
        "bid_qty1": 12,
        "ask_qty1": 25
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-06T10:20:45",
      "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": 12.5873,
      "price_vs_vwap_pct": -1.8058,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0747,
        "prev_amount_yi": 0.0824,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9066,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 12.41,
            "high": 12.41,
            "low": 12.4,
            "close": 12.4,
            "amount_yi": 0.0151
          },
          {
            "time": "10:17",
            "open": 12.38,
            "high": 12.39,
            "low": 12.38,
            "close": 12.39,
            "amount_yi": 0.0117
          },
          {
            "time": "10:18",
            "open": 12.38,
            "high": 12.38,
            "low": 12.37,
            "close": 12.37,
            "amount_yi": 0.0164
          },
          {
            "time": "10:19",
            "open": 12.36,
            "high": 12.36,
            "low": 12.36,
            "close": 12.36,
            "amount_yi": 0.016
          },
          {
            "time": "10:20",
            "open": 12.36,
            "high": 12.36,
            "low": 12.36,
            "close": 12.36,
            "amount_yi": 0.0155
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 12.36,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 12.34,
        "open": 12.36,
        "high": 12.95,
        "low": 12.28,
        "bid1": 12.35,
        "ask1": 12.36,
        "bid_qty1": 98,
        "ask_qty1": 376
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "near_trigger",
      "qty": 1300,
      "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": 25.1952,
      "price_vs_vwap_pct": 0.0191,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0952,
        "prev_amount_yi": 0.1245,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7647,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 25.26,
            "high": 25.26,
            "low": 25.22,
            "close": 25.22,
            "amount_yi": 0.0315
          },
          {
            "time": "10:17",
            "open": 25.25,
            "high": 25.25,
            "low": 25.22,
            "close": 25.22,
            "amount_yi": 0.0169
          },
          {
            "time": "10:18",
            "open": 25.21,
            "high": 25.21,
            "low": 25.21,
            "close": 25.21,
            "amount_yi": 0.0094
          },
          {
            "time": "10:19",
            "open": 25.2,
            "high": 25.2,
            "low": 25.17,
            "close": 25.17,
            "amount_yi": 0.0217
          },
          {
            "time": "10:20",
            "open": 25.21,
            "high": 25.21,
            "low": 25.2,
            "close": 25.2,
            "amount_yi": 0.0157
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 25.2,
        "ts": "2026-07-06T10:20:43",
        "prev_close": 25.18,
        "open": 25.19,
        "high": 25.37,
        "low": 25.0,
        "bid1": 25.19,
        "ask1": 25.22,
        "bid_qty1": 3,
        "ask_qty1": 20
      },
      "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": "2026-07-06T10:20:45",
      "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": 46.1202,
      "price_vs_vwap_pct": -4.3803,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1497,
        "prev_amount_yi": 0.128,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1695,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.0381
          },
          {
            "time": "10:17",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.0292
          },
          {
            "time": "10:18",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.0169
          },
          {
            "time": "10:19",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.015
          },
          {
            "time": "10:20",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.0505
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": "2026-07-06T10:20:41",
        "prev_close": 49.0,
        "open": 51.0,
        "high": 51.99,
        "low": 44.1,
        "bid1": 0.0,
        "ask1": 44.1,
        "bid_qty1": 0,
        "ask_qty1": 33610
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "near_trigger",
      "qty": 2800,
      "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": 11.6944,
      "price_vs_vwap_pct": -0.2942,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0589,
        "prev_amount_yi": 0.0458,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.286,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 11.69,
            "high": 11.69,
            "low": 11.69,
            "close": 11.69,
            "amount_yi": 0.0047
          },
          {
            "time": "10:17",
            "open": 11.68,
            "high": 11.68,
            "low": 11.68,
            "close": 11.68,
            "amount_yi": 0.0139
          },
          {
            "time": "10:18",
            "open": 11.7,
            "high": 11.7,
            "low": 11.69,
            "close": 11.69,
            "amount_yi": 0.0181
          },
          {
            "time": "10:19",
            "open": 11.69,
            "high": 11.69,
            "low": 11.69,
            "close": 11.69,
            "amount_yi": 0.0055
          },
          {
            "time": "10:20",
            "open": 11.69,
            "high": 11.69,
            "low": 11.66,
            "close": 11.66,
            "amount_yi": 0.0167
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 11.66,
        "ts": "2026-07-06T10:20:41",
        "prev_close": 11.57,
        "open": 11.52,
        "high": 11.86,
        "low": 11.31,
        "bid1": 11.66,
        "ask1": 11.67,
        "bid_qty1": 139,
        "ask_qty1": 49
      },
      "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": "2026-07-06T10:20:45",
      "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": 13.1896,
      "price_vs_vwap_pct": 0.4579,
      "energy_floor_hint_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": 0.034,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3118,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 13.29,
            "high": 13.29,
            "low": 13.29,
            "close": 13.29,
            "amount_yi": 0.0029
          },
          {
            "time": "10:17",
            "open": 13.26,
            "high": 13.28,
            "low": 13.26,
            "close": 13.28,
            "amount_yi": 0.0023
          },
          {
            "time": "10:18",
            "open": 13.27,
            "high": 13.27,
            "low": 13.27,
            "close": 13.27,
            "amount_yi": 0.0033
          },
          {
            "time": "10:19",
            "open": 13.27,
            "high": 13.27,
            "low": 13.25,
            "close": 13.25,
            "amount_yi": 0.0007
          },
          {
            "time": "10:20",
            "open": 13.26,
            "high": 13.26,
            "low": 13.25,
            "close": 13.25,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 13.25,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 13.2,
        "open": 13.18,
        "high": 13.34,
        "low": 13.04,
        "bid1": 13.24,
        "ask1": 13.25,
        "bid_qty1": 8,
        "ask_qty1": 4
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "waiting_trigger",
      "qty": 4500,
      "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": 7.2341,
      "price_vs_vwap_pct": -0.8861,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0191,
        "prev_amount_yi": 0.0188,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.016,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 7.19,
            "high": 7.19,
            "low": 7.18,
            "close": 7.18,
            "amount_yi": 0.0034
          },
          {
            "time": "10:17",
            "open": 7.18,
            "high": 7.18,
            "low": 7.18,
            "close": 7.18,
            "amount_yi": 0.0027
          },
          {
            "time": "10:18",
            "open": 7.17,
            "high": 7.17,
            "low": 7.17,
            "close": 7.17,
            "amount_yi": 0.0067
          },
          {
            "time": "10:19",
            "open": 7.18,
            "high": 7.18,
            "low": 7.18,
            "close": 7.18,
            "amount_yi": 0.0003
          },
          {
            "time": "10:20",
            "open": 7.18,
            "high": 7.18,
            "low": 7.17,
            "close": 7.17,
            "amount_yi": 0.006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 7.17,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 7.25,
        "open": 7.31,
        "high": 7.35,
        "low": 7.16,
        "bid1": 7.16,
        "ask1": 7.17,
        "bid_qty1": 1134,
        "ask_qty1": 341
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "waiting_trigger",
      "qty": 2000,
      "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": 16.6187,
      "price_vs_vwap_pct": -1.9177,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0553,
        "prev_amount_yi": 0.0436,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2683,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 16.39,
            "high": 16.39,
            "low": 16.37,
            "close": 16.37,
            "amount_yi": 0.0087
          },
          {
            "time": "10:17",
            "open": 16.34,
            "high": 16.34,
            "low": 16.34,
            "close": 16.34,
            "amount_yi": 0.0062
          },
          {
            "time": "10:18",
            "open": 16.33,
            "high": 16.34,
            "low": 16.33,
            "close": 16.34,
            "amount_yi": 0.011
          },
          {
            "time": "10:19",
            "open": 16.31,
            "high": 16.32,
            "low": 16.31,
            "close": 16.32,
            "amount_yi": 0.0111
          },
          {
            "time": "10:20",
            "open": 16.29,
            "high": 16.3,
            "low": 16.29,
            "close": 16.3,
            "amount_yi": 0.0183
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 16.3,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 16.43,
        "open": 16.48,
        "high": 16.93,
        "low": 16.29,
        "bid1": 16.29,
        "ask1": 16.3,
        "bid_qty1": 53,
        "ask_qty1": 213
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002350:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002350:VWAP_RECLAIM",
      "symbol": "SZSE.002350",
      "name": "北京科锐",
      "side": "BUY",
      "priority": "W52",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 13.96,
      "exec_low": 14.17,
      "exec_high": 14.17,
      "invalid_price": 13.54,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "sim_reason": "near_trigger",
      "qty": 2300,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.38,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.17,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.75,
      "entry_zone_high": 14.17,
      "entry_risk_pct": null,
      "intraday_vwap": 13.8809,
      "price_vs_vwap_pct": 0.2817,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0595,
        "prev_amount_yi": 0.058,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0259,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 13.92,
            "high": 13.92,
            "low": 13.88,
            "close": 13.88,
            "amount_yi": 0.0185
          },
          {
            "time": "10:17",
            "open": 13.86,
            "high": 13.88,
            "low": 13.86,
            "close": 13.88,
            "amount_yi": 0.0048
          },
          {
            "time": "10:18",
            "open": 13.9,
            "high": 13.93,
            "low": 13.9,
            "close": 13.93,
            "amount_yi": 0.0149
          },
          {
            "time": "10:19",
            "open": 13.91,
            "high": 13.92,
            "low": 13.91,
            "close": 13.92,
            "amount_yi": 0.0194
          },
          {
            "time": "10:20",
            "open": 13.92,
            "high": 13.92,
            "low": 13.92,
            "close": 13.92,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 13.92,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 13.6,
        "open": 13.7,
        "high": 14.15,
        "low": 13.58,
        "bid1": 13.91,
        "ask1": 13.92,
        "bid_qty1": 152,
        "ask_qty1": 111
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.601727:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.601727:VWAP_RECLAIM",
      "symbol": "SHSE.601727",
      "name": "上海电气",
      "side": "BUY",
      "priority": "W53",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.0,
      "exec_low": 7.1,
      "exec_high": 7.1,
      "invalid_price": 6.79,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "sim_reason": "near_trigger",
      "qty": 4700,
      "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": 6.9741,
      "price_vs_vwap_pct": -0.2022,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1362,
        "prev_amount_yi": 0.0959,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4202,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 6.97,
            "high": 6.97,
            "low": 6.97,
            "close": 6.97,
            "amount_yi": 0.0311
          },
          {
            "time": "10:17",
            "open": 6.97,
            "high": 6.97,
            "low": 6.96,
            "close": 6.96,
            "amount_yi": 0.0172
          },
          {
            "time": "10:18",
            "open": 6.96,
            "high": 6.96,
            "low": 6.96,
            "close": 6.96,
            "amount_yi": 0.0084
          },
          {
            "time": "10:19",
            "open": 6.97,
            "high": 6.97,
            "low": 6.95,
            "close": 6.95,
            "amount_yi": 0.0659
          },
          {
            "time": "10:20",
            "open": 6.95,
            "high": 6.96,
            "low": 6.95,
            "close": 6.96,
            "amount_yi": 0.0136
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 6.96,
        "ts": "2026-07-06T10:20:43",
        "prev_close": 6.96,
        "open": 6.99,
        "high": 7.01,
        "low": 6.93,
        "bid1": 6.95,
        "ask1": 6.96,
        "bid_qty1": 13210,
        "ask_qty1": 4842
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T10:20:45",
      "sim_reason": "near_trigger",
      "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": null,
      "intraday_vwap": 21.3198,
      "price_vs_vwap_pct": 0.0009,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0514,
        "prev_amount_yi": 0.0577,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8908,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 21.33,
            "high": 21.33,
            "low": 21.32,
            "close": 21.32,
            "amount_yi": 0.0084
          },
          {
            "time": "10:17",
            "open": 21.33,
            "high": 21.33,
            "low": 21.31,
            "close": 21.31,
            "amount_yi": 0.0124
          },
          {
            "time": "10:18",
            "open": 21.31,
            "high": 21.31,
            "low": 21.31,
            "close": 21.31,
            "amount_yi": 0.0051
          },
          {
            "time": "10:19",
            "open": 21.31,
            "high": 21.32,
            "low": 21.31,
            "close": 21.32,
            "amount_yi": 0.0053
          },
          {
            "time": "10:20",
            "open": 21.32,
            "high": 21.32,
            "low": 21.32,
            "close": 21.32,
            "amount_yi": 0.0202
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 21.32,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 21.17,
        "open": 21.2,
        "high": 21.5,
        "low": 21.06,
        "bid1": 21.31,
        "ask1": 21.32,
        "bid_qty1": 190,
        "ask_qty1": 28
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-06T10:20:45",
      "sim_reason": "invalid_price_broken",
      "qty": 3300,
      "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": 10.0423,
      "price_vs_vwap_pct": -1.3174,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1046,
        "prev_amount_yi": 0.1187,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8812,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 9.98,
            "high": 9.98,
            "low": 9.97,
            "close": 9.97,
            "amount_yi": 0.0278
          },
          {
            "time": "10:17",
            "open": 9.95,
            "high": 9.95,
            "low": 9.95,
            "close": 9.95,
            "amount_yi": 0.0129
          },
          {
            "time": "10:18",
            "open": 9.96,
            "high": 9.96,
            "low": 9.95,
            "close": 9.95,
            "amount_yi": 0.0074
          },
          {
            "time": "10:19",
            "open": 9.92,
            "high": 9.92,
            "low": 9.91,
            "close": 9.91,
            "amount_yi": 0.0316
          },
          {
            "time": "10:20",
            "open": 9.91,
            "high": 9.91,
            "low": 9.91,
            "close": 9.91,
            "amount_yi": 0.0249
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 9.91,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 10.26,
        "open": 10.19,
        "high": 10.32,
        "low": 9.86,
        "bid1": 9.91,
        "ask1": 9.92,
        "bid_qty1": 163,
        "ask_qty1": 293
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.601126:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.601126:VWAP_RECLAIM",
      "symbol": "SHSE.601126",
      "name": "四方股份",
      "side": "BUY",
      "priority": "W56",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 60.66,
      "exec_low": 61.57,
      "exec_high": 61.57,
      "invalid_price": 58.84,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "sim_reason": "minute_energy_ratio_too_low",
      "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": 3.3985,
      "intraday_vwap": 61.564,
      "price_vs_vwap_pct": -1.0461,
      "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": 0.272,
        "prev_amount_yi": 0.4667,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5828,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 61.38,
            "high": 61.38,
            "low": 61.26,
            "close": 61.26,
            "amount_yi": 0.0469
          },
          {
            "time": "10:17",
            "open": 61.24,
            "high": 61.29,
            "low": 61.24,
            "close": 61.29,
            "amount_yi": 0.0472
          },
          {
            "time": "10:18",
            "open": 61.2,
            "high": 61.22,
            "low": 61.2,
            "close": 61.22,
            "amount_yi": 0.0373
          },
          {
            "time": "10:19",
            "open": 61.18,
            "high": 61.18,
            "low": 61.11,
            "close": 61.11,
            "amount_yi": 0.0623
          },
          {
            "time": "10:20",
            "open": 61.08,
            "high": 61.08,
            "low": 60.92,
            "close": 60.92,
            "amount_yi": 0.0783
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42754.1,
      "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": 60.92,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 58.0,
        "open": 58.88,
        "high": 62.67,
        "low": 58.73,
        "bid1": 60.88,
        "ask1": 60.91,
        "bid_qty1": 1,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300004:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300004:VWAP_RECLAIM",
      "symbol": "SZSE.300004",
      "name": "南风股份",
      "side": "BUY",
      "priority": "W57",
      "status": "CANCELLED",
      "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": "2026-07-06T10:20:45",
      "sim_reason": "invalid_price_broken",
      "qty": 3300,
      "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": 9.9929,
      "price_vs_vwap_pct": -1.6302,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.056,
        "prev_amount_yi": 0.0438,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2785,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 9.92,
            "high": 9.92,
            "low": 9.9,
            "close": 9.9,
            "amount_yi": 0.0149
          },
          {
            "time": "10:17",
            "open": 9.89,
            "high": 9.89,
            "low": 9.87,
            "close": 9.87,
            "amount_yi": 0.0125
          },
          {
            "time": "10:18",
            "open": 9.87,
            "high": 9.87,
            "low": 9.86,
            "close": 9.86,
            "amount_yi": 0.0063
          },
          {
            "time": "10:19",
            "open": 9.85,
            "high": 9.85,
            "low": 9.85,
            "close": 9.85,
            "amount_yi": 0.0075
          },
          {
            "time": "10:20",
            "open": 9.82,
            "high": 9.83,
            "low": 9.82,
            "close": 9.83,
            "amount_yi": 0.0148
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 9.83,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 9.99,
        "open": 10.02,
        "high": 10.1,
        "low": 9.8,
        "bid1": 9.8,
        "ask1": 9.83,
        "bid_qty1": 134,
        "ask_qty1": 58
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T10:20:45",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 6800,
      "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": 4.802,
      "price_vs_vwap_pct": 0.1666,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0465,
        "prev_amount_yi": 0.0171,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.7193,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 4.82,
            "high": 4.82,
            "low": 4.81,
            "close": 4.81,
            "amount_yi": 0.0134
          },
          {
            "time": "10:17",
            "open": 4.82,
            "high": 4.82,
            "low": 4.82,
            "close": 4.82,
            "amount_yi": 0.0017
          },
          {
            "time": "10:18",
            "open": 4.82,
            "high": 4.82,
            "low": 4.81,
            "close": 4.81,
            "amount_yi": 0.0025
          },
          {
            "time": "10:19",
            "open": 4.81,
            "high": 4.81,
            "low": 4.81,
            "close": 4.81,
            "amount_yi": 0.0278
          },
          {
            "time": "10:20",
            "open": 4.81,
            "high": 4.81,
            "low": 4.81,
            "close": 4.81,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": "2026-07-06T10:20:42",
        "prev_close": 4.78,
        "open": 4.79,
        "high": 4.83,
        "low": 4.76,
        "bid1": 4.8,
        "ask1": 4.81,
        "bid_qty1": 1532,
        "ask_qty1": 8
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "near_trigger",
      "qty": 4900,
      "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": 6.5968,
      "price_vs_vwap_pct": -0.1031,
      "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": 0.0071,
        "prev_amount_yi": 0.0114,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6228,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 6.6,
            "high": 6.6,
            "low": 6.6,
            "close": 6.6,
            "amount_yi": 0.0033
          },
          {
            "time": "10:17",
            "open": 6.59,
            "high": 6.6,
            "low": 6.59,
            "close": 6.6,
            "amount_yi": 0.0021
          },
          {
            "time": "10:18",
            "open": 6.59,
            "high": 6.59,
            "low": 6.58,
            "close": 6.58,
            "amount_yi": 0.0004
          },
          {
            "time": "10:19",
            "open": 6.58,
            "high": 6.58,
            "low": 6.58,
            "close": 6.58,
            "amount_yi": 0.0001
          },
          {
            "time": "10:20",
            "open": 6.58,
            "high": 6.59,
            "low": 6.58,
            "close": 6.59,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 6.59,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 6.61,
        "open": 6.61,
        "high": 6.68,
        "low": 6.54,
        "bid1": 6.58,
        "ask1": 6.59,
        "bid_qty1": 406,
        "ask_qty1": 216
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T10:20:45",
      "sim_reason": "near_trigger",
      "qty": 1200,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 28.19,
      "max_chase_pct": 1.5,
      "base_exec_high": 27.78,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.96,
      "entry_zone_high": 27.78,
      "entry_risk_pct": null,
      "intraday_vwap": 27.6373,
      "price_vs_vwap_pct": -1.1481,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2226,
        "prev_amount_yi": 0.1282,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7363,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 27.47,
            "high": 27.47,
            "low": 27.43,
            "close": 27.43,
            "amount_yi": 0.0382
          },
          {
            "time": "10:17",
            "open": 27.4,
            "high": 27.4,
            "low": 27.39,
            "close": 27.39,
            "amount_yi": 0.033
          },
          {
            "time": "10:18",
            "open": 27.39,
            "high": 27.39,
            "low": 27.37,
            "close": 27.37,
            "amount_yi": 0.0283
          },
          {
            "time": "10:19",
            "open": 27.33,
            "high": 27.36,
            "low": 27.33,
            "close": 27.36,
            "amount_yi": 0.0523
          },
          {
            "time": "10:20",
            "open": 27.36,
            "high": 27.36,
            "low": 27.32,
            "close": 27.32,
            "amount_yi": 0.0708
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 27.32,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 27.05,
        "open": 27.58,
        "high": 27.95,
        "low": 27.31,
        "bid1": 27.31,
        "ask1": 27.32,
        "bid_qty1": 116,
        "ask_qty1": 40
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-06T10:20:45",
      "sim_reason": "waiting_trigger",
      "qty": 7200,
      "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": 4.5699,
      "price_vs_vwap_pct": -0.8731,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0212,
        "prev_amount_yi": 0.0117,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.812,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 4.54,
            "high": 4.54,
            "low": 4.54,
            "close": 4.54,
            "amount_yi": 0.0034
          },
          {
            "time": "10:17",
            "open": 4.54,
            "high": 4.54,
            "low": 4.53,
            "close": 4.53,
            "amount_yi": 0.0065
          },
          {
            "time": "10:18",
            "open": 4.53,
            "high": 4.53,
            "low": 4.53,
            "close": 4.53,
            "amount_yi": 0.0007
          },
          {
            "time": "10:19",
            "open": 4.53,
            "high": 4.53,
            "low": 4.53,
            "close": 4.53,
            "amount_yi": 0.0006
          },
          {
            "time": "10:20",
            "open": 4.54,
            "high": 4.54,
            "low": 4.53,
            "close": 4.53,
            "amount_yi": 0.01
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 4.53,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 4.53,
        "open": 4.54,
        "high": 4.63,
        "low": 4.52,
        "bid1": 4.52,
        "ask1": 4.53,
        "bid_qty1": 794,
        "ask_qty1": 423
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "waiting_trigger",
      "qty": 1500,
      "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": 21.7392,
      "price_vs_vwap_pct": -0.4103,
      "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": 0.315,
        "prev_amount_yi": 0.3233,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9743,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 21.7,
            "high": 21.7,
            "low": 21.69,
            "close": 21.69,
            "amount_yi": 0.0442
          },
          {
            "time": "10:17",
            "open": 21.67,
            "high": 21.67,
            "low": 21.67,
            "close": 21.67,
            "amount_yi": 0.0596
          },
          {
            "time": "10:18",
            "open": 21.67,
            "high": 21.67,
            "low": 21.67,
            "close": 21.67,
            "amount_yi": 0.0529
          },
          {
            "time": "10:19",
            "open": 21.67,
            "high": 21.67,
            "low": 21.65,
            "close": 21.65,
            "amount_yi": 0.0861
          },
          {
            "time": "10:20",
            "open": 21.65,
            "high": 21.65,
            "low": 21.65,
            "close": 21.65,
            "amount_yi": 0.0722
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 21.65,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 21.65,
        "open": 21.78,
        "high": 21.98,
        "low": 21.53,
        "bid1": 21.65,
        "ask1": 21.66,
        "bid_qty1": 2,
        "ask_qty1": 261
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T10:20:45",
      "sim_reason": "near_trigger",
      "qty": 2300,
      "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": null,
      "intraday_vwap": 14.2157,
      "price_vs_vwap_pct": -1.3766,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.084,
        "prev_amount_yi": 0.0834,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0072,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 14.15,
            "high": 14.15,
            "low": 14.14,
            "close": 14.14,
            "amount_yi": 0.0104
          },
          {
            "time": "10:17",
            "open": 14.1,
            "high": 14.1,
            "low": 14.09,
            "close": 14.09,
            "amount_yi": 0.0252
          },
          {
            "time": "10:18",
            "open": 14.06,
            "high": 14.06,
            "low": 14.05,
            "close": 14.05,
            "amount_yi": 0.0151
          },
          {
            "time": "10:19",
            "open": 14.05,
            "high": 14.05,
            "low": 14.04,
            "close": 14.04,
            "amount_yi": 0.0154
          },
          {
            "time": "10:20",
            "open": 14.05,
            "high": 14.05,
            "low": 14.02,
            "close": 14.02,
            "amount_yi": 0.0179
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 14.02,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 13.87,
        "open": 13.89,
        "high": 14.48,
        "low": 13.88,
        "bid1": 14.01,
        "ask1": 14.02,
        "bid_qty1": 283,
        "ask_qty1": 127
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.000682:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.000682:VWAP_RECLAIM",
      "symbol": "SZSE.000682",
      "name": "东方电子",
      "side": "BUY",
      "priority": "W64",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.54,
      "exec_low": 12.73,
      "exec_high": 12.73,
      "invalid_price": 12.16,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 2600,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.92,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.73,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.35,
      "entry_zone_high": 12.73,
      "entry_risk_pct": 3.1076,
      "intraday_vwap": 12.5854,
      "price_vs_vwap_pct": -0.2813,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0926,
        "prev_amount_yi": 0.0762,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2152,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 12.53,
            "high": 12.53,
            "low": 12.51,
            "close": 12.51,
            "amount_yi": 0.0102
          },
          {
            "time": "10:17",
            "open": 12.48,
            "high": 12.54,
            "low": 12.48,
            "close": 12.54,
            "amount_yi": 0.0498
          },
          {
            "time": "10:18",
            "open": 12.53,
            "high": 12.53,
            "low": 12.52,
            "close": 12.52,
            "amount_yi": 0.0037
          },
          {
            "time": "10:19",
            "open": 12.52,
            "high": 12.52,
            "low": 12.51,
            "close": 12.51,
            "amount_yi": 0.0059
          },
          {
            "time": "10:20",
            "open": 12.55,
            "high": 12.55,
            "low": 12.55,
            "close": 12.55,
            "amount_yi": 0.023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42754.1,
      "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": 12.55,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 12.36,
        "open": 12.42,
        "high": 12.85,
        "low": 12.4,
        "bid1": 12.53,
        "ask1": 12.55,
        "bid_qty1": 176,
        "ask_qty1": 285
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300001:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300001:VWAP_RECLAIM",
      "symbol": "SZSE.300001",
      "name": "特锐德",
      "side": "BUY",
      "priority": "W65",
      "status": "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": "2026-07-06T10:20:45",
      "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": 35.1927,
      "price_vs_vwap_pct": -1.741,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1588,
        "prev_amount_yi": 0.1258,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2623,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 34.82,
            "high": 34.82,
            "low": 34.78,
            "close": 34.78,
            "amount_yi": 0.0318
          },
          {
            "time": "10:17",
            "open": 34.71,
            "high": 34.72,
            "low": 34.71,
            "close": 34.72,
            "amount_yi": 0.0482
          },
          {
            "time": "10:18",
            "open": 34.76,
            "high": 34.76,
            "low": 34.72,
            "close": 34.72,
            "amount_yi": 0.0343
          },
          {
            "time": "10:19",
            "open": 34.66,
            "high": 34.66,
            "low": 34.66,
            "close": 34.66,
            "amount_yi": 0.0141
          },
          {
            "time": "10:20",
            "open": 34.61,
            "high": 34.61,
            "low": 34.58,
            "close": 34.58,
            "amount_yi": 0.0304
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 34.58,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 33.84,
        "open": 34.29,
        "high": 35.97,
        "low": 34.0,
        "bid1": 34.57,
        "ask1": 34.6,
        "bid_qty1": 133,
        "ask_qty1": 44
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-06T10:20:45",
      "sim_reason": "waiting_trigger",
      "qty": 2300,
      "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": 14.4034,
      "price_vs_vwap_pct": -1.065,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4097,
        "prev_amount_yi": 0.2005,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0434,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 14.33,
            "high": 14.33,
            "low": 14.31,
            "close": 14.31,
            "amount_yi": 0.0557
          },
          {
            "time": "10:17",
            "open": 14.29,
            "high": 14.29,
            "low": 14.28,
            "close": 14.28,
            "amount_yi": 0.1354
          },
          {
            "time": "10:18",
            "open": 14.28,
            "high": 14.28,
            "low": 14.28,
            "close": 14.28,
            "amount_yi": 0.0704
          },
          {
            "time": "10:19",
            "open": 14.28,
            "high": 14.29,
            "low": 14.28,
            "close": 14.29,
            "amount_yi": 0.0613
          },
          {
            "time": "10:20",
            "open": 14.27,
            "high": 14.27,
            "low": 14.25,
            "close": 14.25,
            "amount_yi": 0.0869
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 14.25,
        "ts": "2026-07-06T10:20:41",
        "prev_close": 14.29,
        "open": 14.42,
        "high": 14.57,
        "low": 14.2,
        "bid1": 14.25,
        "ask1": 14.26,
        "bid_qty1": 1679,
        "ask_qty1": 295
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "invalid_price_broken",
      "qty": 3200,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 11.09,
      "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": 10.4548,
      "price_vs_vwap_pct": -2.6285,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4321,
        "prev_amount_yi": 0.3706,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1659,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 10.34,
            "high": 10.34,
            "low": 10.3,
            "close": 10.3,
            "amount_yi": 0.0451
          },
          {
            "time": "10:17",
            "open": 10.3,
            "high": 10.3,
            "low": 10.28,
            "close": 10.28,
            "amount_yi": 0.0955
          },
          {
            "time": "10:18",
            "open": 10.27,
            "high": 10.27,
            "low": 10.23,
            "close": 10.23,
            "amount_yi": 0.1116
          },
          {
            "time": "10:19",
            "open": 10.23,
            "high": 10.23,
            "low": 10.2,
            "close": 10.2,
            "amount_yi": 0.0793
          },
          {
            "time": "10:20",
            "open": 10.2,
            "high": 10.2,
            "low": 10.18,
            "close": 10.18,
            "amount_yi": 0.1006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 10.18,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 10.48,
        "open": 10.54,
        "high": 10.77,
        "low": 10.17,
        "bid1": 10.17,
        "ask1": 10.18,
        "bid_qty1": 322,
        "ask_qty1": 284
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "invalid_price_broken",
      "qty": 5800,
      "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": 5.684,
      "price_vs_vwap_pct": -0.7741,
      "energy_floor_hint_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": 0.0204,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1618,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 5.66,
            "high": 5.67,
            "low": 5.66,
            "close": 5.67,
            "amount_yi": 0.0033
          },
          {
            "time": "10:17",
            "open": 5.65,
            "high": 5.66,
            "low": 5.65,
            "close": 5.66,
            "amount_yi": 0.0142
          },
          {
            "time": "10:18",
            "open": 5.65,
            "high": 5.66,
            "low": 5.65,
            "close": 5.66,
            "amount_yi": 0.0032
          },
          {
            "time": "10:19",
            "open": 5.66,
            "high": 5.66,
            "low": 5.65,
            "close": 5.65,
            "amount_yi": 0.0036
          },
          {
            "time": "10:20",
            "open": 5.65,
            "high": 5.65,
            "low": 5.64,
            "close": 5.64,
            "amount_yi": 0.0198
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 5.64,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 5.74,
        "open": 5.72,
        "high": 5.75,
        "low": 5.64,
        "bid1": 5.64,
        "ask1": 5.65,
        "bid_qty1": 1333,
        "ask_qty1": 813
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "invalid_price_broken",
      "qty": 5100,
      "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": 6.507,
      "price_vs_vwap_pct": -1.1833,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0796,
        "prev_amount_yi": 0.078,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0205,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 6.45,
            "high": 6.46,
            "low": 6.45,
            "close": 6.46,
            "amount_yi": 0.0106
          },
          {
            "time": "10:17",
            "open": 6.43,
            "high": 6.43,
            "low": 6.42,
            "close": 6.42,
            "amount_yi": 0.022
          },
          {
            "time": "10:18",
            "open": 6.42,
            "high": 6.43,
            "low": 6.42,
            "close": 6.43,
            "amount_yi": 0.0203
          },
          {
            "time": "10:19",
            "open": 6.43,
            "high": 6.43,
            "low": 6.43,
            "close": 6.43,
            "amount_yi": 0.0174
          },
          {
            "time": "10:20",
            "open": 6.43,
            "high": 6.43,
            "low": 6.43,
            "close": 6.43,
            "amount_yi": 0.0093
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 6.43,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 6.62,
        "open": 6.6,
        "high": 6.6,
        "low": 6.42,
        "bid1": 6.42,
        "ask1": 6.43,
        "bid_qty1": 1879,
        "ask_qty1": 922
      },
      "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": "2026-07-06T10:20:45",
      "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": 53.172,
      "price_vs_vwap_pct": 0.6921,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1454,
        "prev_amount_yi": 0.2082,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6984,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:16",
            "open": 53.69,
            "high": 53.69,
            "low": 53.67,
            "close": 53.67,
            "amount_yi": 0.0176
          },
          {
            "time": "10:17",
            "open": 53.69,
            "high": 53.69,
            "low": 53.69,
            "close": 53.69,
            "amount_yi": 0.0397
          },
          {
            "time": "10:18",
            "open": 53.66,
            "high": 53.66,
            "low": 53.62,
            "close": 53.62,
            "amount_yi": 0.0356
          },
          {
            "time": "10:19",
            "open": 53.55,
            "high": 53.55,
            "low": 53.55,
            "close": 53.55,
            "amount_yi": 0.0304
          },
          {
            "time": "10:20",
            "open": 53.54,
            "high": 53.54,
            "low": 53.54,
            "close": 53.54,
            "amount_yi": 0.0221
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 53.54,
        "ts": "2026-07-06T10:20:43",
        "prev_close": 51.67,
        "open": 52.46,
        "high": 54.12,
        "low": 51.0,
        "bid1": 53.53,
        "ask1": 53.54,
        "bid_qty1": 165,
        "ask_qty1": 1
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 2300,
      "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": 14.1248,
      "price_vs_vwap_pct": -0.1756,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0868,
        "prev_amount_yi": 0.0407,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1327,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:16",
            "open": 14.19,
            "high": 14.19,
            "low": 14.17,
            "close": 14.17,
            "amount_yi": 0.0098
          },
          {
            "time": "10:17",
            "open": 14.16,
            "high": 14.22,
            "low": 14.16,
            "close": 14.22,
            "amount_yi": 0.0156
          },
          {
            "time": "10:18",
            "open": 14.18,
            "high": 14.18,
            "low": 14.17,
            "close": 14.17,
            "amount_yi": 0.0041
          },
          {
            "time": "10:19",
            "open": 14.17,
            "high": 14.17,
            "low": 14.15,
            "close": 14.15,
            "amount_yi": 0.0036
          },
          {
            "time": "10:20",
            "open": 14.12,
            "high": 14.12,
            "low": 14.1,
            "close": 14.1,
            "amount_yi": 0.0537
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 14.1,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 13.87,
        "open": 13.75,
        "high": 14.49,
        "low": 13.53,
        "bid1": 14.09,
        "ask1": 14.1,
        "bid_qty1": 48,
        "ask_qty1": 3
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 4200,
      "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": 7.9734,
      "price_vs_vwap_pct": -3.3035,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2719,
        "prev_amount_yi": 0.1564,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7385,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:16",
            "open": 7.8,
            "high": 7.81,
            "low": 7.8,
            "close": 7.81,
            "amount_yi": 0.0402
          },
          {
            "time": "10:17",
            "open": 7.79,
            "high": 7.79,
            "low": 7.78,
            "close": 7.78,
            "amount_yi": 0.0446
          },
          {
            "time": "10:18",
            "open": 7.78,
            "high": 7.78,
            "low": 7.77,
            "close": 7.77,
            "amount_yi": 0.0241
          },
          {
            "time": "10:19",
            "open": 7.76,
            "high": 7.76,
            "low": 7.74,
            "close": 7.74,
            "amount_yi": 0.0785
          },
          {
            "time": "10:20",
            "open": 7.72,
            "high": 7.72,
            "low": 7.71,
            "close": 7.71,
            "amount_yi": 0.0845
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 7.71,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 7.72,
        "open": 7.99,
        "high": 8.22,
        "low": 7.7,
        "bid1": 7.7,
        "ask1": 7.71,
        "bid_qty1": 4693,
        "ask_qty1": 376
      },
      "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": "2026-07-06T10:20:45",
      "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": 36.0846,
      "price_vs_vwap_pct": -2.5346,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1112,
        "prev_amount_yi": 0.1084,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0258,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 35.45,
            "high": 35.45,
            "low": 35.4,
            "close": 35.4,
            "amount_yi": 0.0185
          },
          {
            "time": "10:17",
            "open": 35.32,
            "high": 35.32,
            "low": 35.31,
            "close": 35.31,
            "amount_yi": 0.0452
          },
          {
            "time": "10:18",
            "open": 35.29,
            "high": 35.32,
            "low": 35.29,
            "close": 35.32,
            "amount_yi": 0.0141
          },
          {
            "time": "10:19",
            "open": 35.36,
            "high": 35.36,
            "low": 35.35,
            "close": 35.35,
            "amount_yi": 0.0118
          },
          {
            "time": "10:20",
            "open": 35.28,
            "high": 35.28,
            "low": 35.17,
            "close": 35.17,
            "amount_yi": 0.0216
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 35.17,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 37.07,
        "open": 36.87,
        "high": 37.1,
        "low": 35.17,
        "bid1": 35.17,
        "ask1": 35.18,
        "bid_qty1": 6,
        "ask_qty1": 11
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.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": "2026-07-06T10:20:45",
      "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": 17.8198,
      "price_vs_vwap_pct": -0.6723,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2234,
        "prev_amount_yi": 0.1314,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7002,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 17.75,
            "high": 17.75,
            "low": 17.75,
            "close": 17.75,
            "amount_yi": 0.0238
          },
          {
            "time": "10:17",
            "open": 17.72,
            "high": 17.73,
            "low": 17.72,
            "close": 17.73,
            "amount_yi": 0.0361
          },
          {
            "time": "10:18",
            "open": 17.73,
            "high": 17.75,
            "low": 17.73,
            "close": 17.75,
            "amount_yi": 0.0181
          },
          {
            "time": "10:19",
            "open": 17.75,
            "high": 17.75,
            "low": 17.73,
            "close": 17.73,
            "amount_yi": 0.0118
          },
          {
            "time": "10:20",
            "open": 17.7,
            "high": 17.7,
            "low": 17.7,
            "close": 17.7,
            "amount_yi": 0.1336
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 17.7,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 18.18,
        "open": 18.03,
        "high": 18.07,
        "low": 17.65,
        "bid1": 17.69,
        "ask1": 17.7,
        "bid_qty1": 1,
        "ask_qty1": 72
      },
      "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": "2026-07-06T10:20:45",
      "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": 17.9379,
      "price_vs_vwap_pct": -2.3297,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1487,
        "prev_amount_yi": 0.2578,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5768,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 17.57,
            "high": 17.57,
            "low": 17.57,
            "close": 17.57,
            "amount_yi": 0.0179
          },
          {
            "time": "10:17",
            "open": 17.57,
            "high": 17.57,
            "low": 17.57,
            "close": 17.57,
            "amount_yi": 0.0193
          },
          {
            "time": "10:18",
            "open": 17.59,
            "high": 17.59,
            "low": 17.59,
            "close": 17.59,
            "amount_yi": 0.0168
          },
          {
            "time": "10:19",
            "open": 17.56,
            "high": 17.56,
            "low": 17.56,
            "close": 17.56,
            "amount_yi": 0.0368
          },
          {
            "time": "10:20",
            "open": 17.54,
            "high": 17.54,
            "low": 17.52,
            "close": 17.52,
            "amount_yi": 0.0579
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 17.52,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 18.29,
        "open": 18.44,
        "high": 18.76,
        "low": 17.51,
        "bid1": 17.51,
        "ask1": 17.52,
        "bid_qty1": 103,
        "ask_qty1": 15
      },
      "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": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 6.42,
      "exec_low": 6.42,
      "exec_high": 6.52,
      "invalid_price": 6.23,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "sim_reason": "waiting_trigger",
      "qty": 5100,
      "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": 6.3863,
      "price_vs_vwap_pct": -0.725,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1056,
        "prev_amount_yi": 0.0722,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4626,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 6.34,
            "high": 6.34,
            "low": 6.33,
            "close": 6.33,
            "amount_yi": 0.0191
          },
          {
            "time": "10:17",
            "open": 6.34,
            "high": 6.34,
            "low": 6.34,
            "close": 6.34,
            "amount_yi": 0.0428
          },
          {
            "time": "10:18",
            "open": 6.36,
            "high": 6.36,
            "low": 6.35,
            "close": 6.35,
            "amount_yi": 0.018
          },
          {
            "time": "10:19",
            "open": 6.35,
            "high": 6.35,
            "low": 6.34,
            "close": 6.34,
            "amount_yi": 0.0112
          },
          {
            "time": "10:20",
            "open": 6.35,
            "high": 6.35,
            "low": 6.34,
            "close": 6.34,
            "amount_yi": 0.0145
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 6.34,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 6.31,
        "open": 6.27,
        "high": 6.47,
        "low": 6.27,
        "bid1": 6.33,
        "ask1": 6.34,
        "bid_qty1": 664,
        "ask_qty1": 470
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.000561:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.000561:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000561",
      "name": "烽火电子",
      "side": "BUY",
      "priority": "W77",
      "status": "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": "2026-07-06T10:20:45",
      "sim_reason": "invalid_price_broken",
      "qty": 4400,
      "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": 7.5854,
      "price_vs_vwap_pct": -1.3895,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0368,
        "prev_amount_yi": 0.0136,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.7059,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 7.5,
            "high": 7.5,
            "low": 7.5,
            "close": 7.5,
            "amount_yi": 0.0024
          },
          {
            "time": "10:17",
            "open": 7.48,
            "high": 7.48,
            "low": 7.48,
            "close": 7.48,
            "amount_yi": 0.0188
          },
          {
            "time": "10:18",
            "open": 7.49,
            "high": 7.5,
            "low": 7.49,
            "close": 7.5,
            "amount_yi": 0.0057
          },
          {
            "time": "10:19",
            "open": 7.5,
            "high": 7.5,
            "low": 7.49,
            "close": 7.49,
            "amount_yi": 0.0042
          },
          {
            "time": "10:20",
            "open": 7.48,
            "high": 7.48,
            "low": 7.48,
            "close": 7.48,
            "amount_yi": 0.0057
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 7.48,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 7.64,
        "open": 7.67,
        "high": 7.72,
        "low": 7.48,
        "bid1": 7.47,
        "ask1": 7.48,
        "bid_qty1": 590,
        "ask_qty1": 94
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "near_trigger",
      "qty": 3900,
      "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": 8.2421,
      "price_vs_vwap_pct": 0.7025,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0799,
        "prev_amount_yi": 0.1201,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6653,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 8.37,
            "high": 8.37,
            "low": 8.34,
            "close": 8.34,
            "amount_yi": 0.02
          },
          {
            "time": "10:17",
            "open": 8.34,
            "high": 8.34,
            "low": 8.33,
            "close": 8.33,
            "amount_yi": 0.0113
          },
          {
            "time": "10:18",
            "open": 8.31,
            "high": 8.31,
            "low": 8.3,
            "close": 8.3,
            "amount_yi": 0.0101
          },
          {
            "time": "10:19",
            "open": 8.27,
            "high": 8.28,
            "low": 8.27,
            "close": 8.28,
            "amount_yi": 0.0117
          },
          {
            "time": "10:20",
            "open": 8.28,
            "high": 8.3,
            "low": 8.28,
            "close": 8.3,
            "amount_yi": 0.0268
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 8.3,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 7.79,
        "open": 7.99,
        "high": 8.47,
        "low": 7.93,
        "bid1": 8.3,
        "ask1": 8.32,
        "bid_qty1": 422,
        "ask_qty1": 333
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300589:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.300589:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300589",
      "name": "江龙船艇",
      "side": "BUY",
      "priority": "W79",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 12.69,
      "exec_low": 12.69,
      "exec_high": 12.88,
      "invalid_price": 12.31,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "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": 3.6022,
      "intraday_vwap": 12.8651,
      "price_vs_vwap_pct": -0.8169,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.076,
        "prev_amount_yi": 0.0421,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8052,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 12.8,
            "high": 12.8,
            "low": 12.79,
            "close": 12.79,
            "amount_yi": 0.0254
          },
          {
            "time": "10:17",
            "open": 12.78,
            "high": 12.78,
            "low": 12.78,
            "close": 12.78,
            "amount_yi": 0.0191
          },
          {
            "time": "10:18",
            "open": 12.8,
            "high": 12.8,
            "low": 12.8,
            "close": 12.8,
            "amount_yi": 0.004
          },
          {
            "time": "10:19",
            "open": 12.8,
            "high": 12.8,
            "low": 12.8,
            "close": 12.8,
            "amount_yi": 0.007
          },
          {
            "time": "10:20",
            "open": 12.79,
            "high": 12.79,
            "low": 12.76,
            "close": 12.76,
            "amount_yi": 0.0205
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42754.1,
      "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": 12.76,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 12.55,
        "open": 12.5,
        "high": 13.07,
        "low": 12.4,
        "bid1": 12.76,
        "ask1": 12.77,
        "bid_qty1": 86,
        "ask_qty1": 119
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "waiting_trigger",
      "qty": 2500,
      "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": 13.32,
      "price_vs_vwap_pct": -2.4024,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2409,
        "prev_amount_yi": 0.2026,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.189,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 13.0,
            "high": 13.0,
            "low": 13.0,
            "close": 13.0,
            "amount_yi": 0.0527
          },
          {
            "time": "10:17",
            "open": 13.01,
            "high": 13.01,
            "low": 13.01,
            "close": 13.01,
            "amount_yi": 0.0334
          },
          {
            "time": "10:18",
            "open": 13.01,
            "high": 13.03,
            "low": 13.01,
            "close": 13.03,
            "amount_yi": 0.0331
          },
          {
            "time": "10:19",
            "open": 13.03,
            "high": 13.03,
            "low": 13.02,
            "close": 13.02,
            "amount_yi": 0.0554
          },
          {
            "time": "10:20",
            "open": 13.02,
            "high": 13.02,
            "low": 13.0,
            "close": 13.0,
            "amount_yi": 0.0663
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 13.0,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 13.0,
        "open": 13.36,
        "high": 13.65,
        "low": 12.95,
        "bid1": 13.0,
        "ask1": 13.01,
        "bid_qty1": 333,
        "ask_qty1": 257
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "invalid_price_broken",
      "qty": 2300,
      "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": 14.6958,
      "price_vs_vwap_pct": -3.2377,
      "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": 0.4828,
        "prev_amount_yi": 0.5608,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8609,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 14.31,
            "high": 14.31,
            "low": 14.29,
            "close": 14.29,
            "amount_yi": 0.1192
          },
          {
            "time": "10:17",
            "open": 14.27,
            "high": 14.27,
            "low": 14.26,
            "close": 14.26,
            "amount_yi": 0.1182
          },
          {
            "time": "10:18",
            "open": 14.23,
            "high": 14.26,
            "low": 14.23,
            "close": 14.26,
            "amount_yi": 0.0947
          },
          {
            "time": "10:19",
            "open": 14.26,
            "high": 14.26,
            "low": 14.24,
            "close": 14.24,
            "amount_yi": 0.0631
          },
          {
            "time": "10:20",
            "open": 14.23,
            "high": 14.23,
            "low": 14.22,
            "close": 14.22,
            "amount_yi": 0.0876
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 14.22,
        "ts": "2026-07-06T10:20:43",
        "prev_close": 14.96,
        "open": 14.69,
        "high": 15.24,
        "low": 14.21,
        "bid1": 14.22,
        "ask1": 14.23,
        "bid_qty1": 87,
        "ask_qty1": 220
      },
      "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": "2026-07-06T10:20:45",
      "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": 39.1456,
      "price_vs_vwap_pct": -1.4193,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2345,
        "prev_amount_yi": 0.2099,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1172,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 38.6,
            "high": 38.6,
            "low": 38.59,
            "close": 38.59,
            "amount_yi": 0.0529
          },
          {
            "time": "10:17",
            "open": 38.74,
            "high": 38.74,
            "low": 38.68,
            "close": 38.68,
            "amount_yi": 0.0691
          },
          {
            "time": "10:18",
            "open": 38.68,
            "high": 38.7,
            "low": 38.68,
            "close": 38.7,
            "amount_yi": 0.0263
          },
          {
            "time": "10:19",
            "open": 38.64,
            "high": 38.64,
            "low": 38.62,
            "close": 38.62,
            "amount_yi": 0.04
          },
          {
            "time": "10:20",
            "open": 38.62,
            "high": 38.62,
            "low": 38.59,
            "close": 38.59,
            "amount_yi": 0.0462
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 38.59,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 39.31,
        "open": 39.35,
        "high": 40.23,
        "low": 38.44,
        "bid1": 38.56,
        "ask1": 38.59,
        "bid_qty1": 3,
        "ask_qty1": 32
      },
      "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": "2026-07-06T10:20:45",
      "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": 11.1412,
      "price_vs_vwap_pct": -0.8186,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.169,
        "prev_amount_yi": 0.0948,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7827,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 11.06,
            "high": 11.06,
            "low": 11.06,
            "close": 11.06,
            "amount_yi": 0.0422
          },
          {
            "time": "10:17",
            "open": 11.05,
            "high": 11.05,
            "low": 11.04,
            "close": 11.04,
            "amount_yi": 0.0403
          },
          {
            "time": "10:18",
            "open": 11.04,
            "high": 11.06,
            "low": 11.04,
            "close": 11.06,
            "amount_yi": 0.0392
          },
          {
            "time": "10:19",
            "open": 11.05,
            "high": 11.05,
            "low": 11.05,
            "close": 11.05,
            "amount_yi": 0.02
          },
          {
            "time": "10:20",
            "open": 11.05,
            "high": 11.05,
            "low": 11.05,
            "close": 11.05,
            "amount_yi": 0.0273
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 11.05,
        "ts": "2026-07-06T10:20:41",
        "prev_close": 11.24,
        "open": 11.2,
        "high": 11.32,
        "low": 11.04,
        "bid1": 11.04,
        "ask1": 11.05,
        "bid_qty1": 1715,
        "ask_qty1": 82
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 4600,
      "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": 6.9846,
      "price_vs_vwap_pct": 0.9363,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0357,
        "prev_amount_yi": 0.0144,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4792,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 7.02,
            "high": 7.02,
            "low": 6.99,
            "close": 6.99,
            "amount_yi": 0.0142
          },
          {
            "time": "10:17",
            "open": 7.01,
            "high": 7.02,
            "low": 7.01,
            "close": 7.02,
            "amount_yi": 0.0066
          },
          {
            "time": "10:18",
            "open": 7.02,
            "high": 7.03,
            "low": 7.02,
            "close": 7.03,
            "amount_yi": 0.0031
          },
          {
            "time": "10:19",
            "open": 7.04,
            "high": 7.04,
            "low": 7.04,
            "close": 7.04,
            "amount_yi": 0.0045
          },
          {
            "time": "10:20",
            "open": 7.06,
            "high": 7.06,
            "low": 7.05,
            "close": 7.05,
            "amount_yi": 0.0073
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 7.05,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 6.77,
        "open": 6.77,
        "high": 7.16,
        "low": 6.74,
        "bid1": 7.04,
        "ask1": 7.05,
        "bid_qty1": 46,
        "ask_qty1": 11
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "waiting_trigger",
      "qty": 4700,
      "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": 6.9833,
      "price_vs_vwap_pct": -0.0473,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0365,
        "prev_amount_yi": 0.0537,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6797,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 6.97,
            "high": 6.97,
            "low": 6.95,
            "close": 6.95,
            "amount_yi": 0.0156
          },
          {
            "time": "10:17",
            "open": 6.95,
            "high": 6.95,
            "low": 6.95,
            "close": 6.95,
            "amount_yi": 0.0081
          },
          {
            "time": "10:18",
            "open": 6.95,
            "high": 6.97,
            "low": 6.95,
            "close": 6.97,
            "amount_yi": 0.0038
          },
          {
            "time": "10:19",
            "open": 6.97,
            "high": 6.97,
            "low": 6.97,
            "close": 6.97,
            "amount_yi": 0.0047
          },
          {
            "time": "10:20",
            "open": 6.98,
            "high": 6.98,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0043
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": "2026-07-06T10:20:42",
        "prev_close": 6.95,
        "open": 7.0,
        "high": 7.05,
        "low": 6.93,
        "bid1": 6.98,
        "ask1": 6.99,
        "bid_qty1": 256,
        "ask_qty1": 743
      },
      "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": "2026-07-06T10:20:45",
      "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": 3.3363,
      "intraday_vwap": 23.3348,
      "price_vs_vwap_pct": -2.4204,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1121,
        "prev_amount_yi": 0.0656,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7088,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 22.72,
            "high": 22.72,
            "low": 22.7,
            "close": 22.7,
            "amount_yi": 0.0386
          },
          {
            "time": "10:17",
            "open": 22.73,
            "high": 22.73,
            "low": 22.73,
            "close": 22.73,
            "amount_yi": 0.0307
          },
          {
            "time": "10:18",
            "open": 22.79,
            "high": 22.81,
            "low": 22.79,
            "close": 22.81,
            "amount_yi": 0.0141
          },
          {
            "time": "10:19",
            "open": 22.8,
            "high": 22.81,
            "low": 22.8,
            "close": 22.81,
            "amount_yi": 0.023
          },
          {
            "time": "10:20",
            "open": 22.79,
            "high": 22.79,
            "low": 22.77,
            "close": 22.77,
            "amount_yi": 0.0057
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42754.1,
      "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": 22.77,
        "ts": "2026-07-06T10:20:41",
        "prev_close": 22.58,
        "open": 23.16,
        "high": 24.11,
        "low": 22.63,
        "bid1": 22.77,
        "ask1": 22.78,
        "bid_qty1": 1,
        "ask_qty1": 27
      },
      "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": "2026-07-06T10:20:45",
      "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": 16.2391,
      "price_vs_vwap_pct": -1.7803,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0469,
        "prev_amount_yi": 0.0258,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8178,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 15.95,
            "high": 15.95,
            "low": 15.92,
            "close": 15.92,
            "amount_yi": 0.0088
          },
          {
            "time": "10:17",
            "open": 15.92,
            "high": 15.92,
            "low": 15.92,
            "close": 15.92,
            "amount_yi": 0.0177
          },
          {
            "time": "10:18",
            "open": 15.95,
            "high": 15.98,
            "low": 15.95,
            "close": 15.98,
            "amount_yi": 0.0042
          },
          {
            "time": "10:19",
            "open": 15.98,
            "high": 15.98,
            "low": 15.96,
            "close": 15.96,
            "amount_yi": 0.0052
          },
          {
            "time": "10:20",
            "open": 15.98,
            "high": 15.98,
            "low": 15.95,
            "close": 15.95,
            "amount_yi": 0.011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 15.95,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 16.42,
        "open": 16.4,
        "high": 16.84,
        "low": 15.81,
        "bid1": 15.95,
        "ask1": 15.96,
        "bid_qty1": 60,
        "ask_qty1": 2
      },
      "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": "2026-07-06T10:20:45",
      "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": 16.1127,
      "price_vs_vwap_pct": -1.8166,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0294,
        "prev_amount_yi": 0.0448,
        "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": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 15.86,
            "high": 15.86,
            "low": 15.85,
            "close": 15.85,
            "amount_yi": 0.0058
          },
          {
            "time": "10:17",
            "open": 15.83,
            "high": 15.83,
            "low": 15.83,
            "close": 15.83,
            "amount_yi": 0.0099
          },
          {
            "time": "10:18",
            "open": 15.82,
            "high": 15.83,
            "low": 15.82,
            "close": 15.83,
            "amount_yi": 0.0053
          },
          {
            "time": "10:19",
            "open": 15.84,
            "high": 15.84,
            "low": 15.84,
            "close": 15.84,
            "amount_yi": 0.0041
          },
          {
            "time": "10:20",
            "open": 15.83,
            "high": 15.83,
            "low": 15.82,
            "close": 15.82,
            "amount_yi": 0.0043
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 15.82,
        "ts": "2026-07-06T10:20:41",
        "prev_close": 16.33,
        "open": 16.33,
        "high": 16.49,
        "low": 15.81,
        "bid1": 15.82,
        "ask1": 15.83,
        "bid_qty1": 25,
        "ask_qty1": 165
      },
      "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": "2026-07-06T10:20:45",
      "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": 20.8275,
      "price_vs_vwap_pct": -0.084,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1139,
        "prev_amount_yi": 0.0976,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.167,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 20.76,
            "high": 20.76,
            "low": 20.75,
            "close": 20.75,
            "amount_yi": 0.0199
          },
          {
            "time": "10:17",
            "open": 20.75,
            "high": 20.75,
            "low": 20.75,
            "close": 20.75,
            "amount_yi": 0.0106
          },
          {
            "time": "10:18",
            "open": 20.73,
            "high": 20.74,
            "low": 20.73,
            "close": 20.74,
            "amount_yi": 0.0302
          },
          {
            "time": "10:19",
            "open": 20.76,
            "high": 20.79,
            "low": 20.76,
            "close": 20.79,
            "amount_yi": 0.0163
          },
          {
            "time": "10:20",
            "open": 20.82,
            "high": 20.82,
            "low": 20.81,
            "close": 20.81,
            "amount_yi": 0.0369
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 20.81,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 20.99,
        "open": 20.88,
        "high": 21.08,
        "low": 20.68,
        "bid1": 20.8,
        "ask1": 20.81,
        "bid_qty1": 420,
        "ask_qty1": 56
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 3000,
      "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": 11.2044,
      "price_vs_vwap_pct": -4.5911,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0339,
        "prev_amount_yi": 0.0414,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8188,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 10.72,
            "high": 10.72,
            "low": 10.7,
            "close": 10.7,
            "amount_yi": 0.0063
          },
          {
            "time": "10:17",
            "open": 10.68,
            "high": 10.7,
            "low": 10.68,
            "close": 10.7,
            "amount_yi": 0.0086
          },
          {
            "time": "10:18",
            "open": 10.69,
            "high": 10.71,
            "low": 10.69,
            "close": 10.71,
            "amount_yi": 0.0059
          },
          {
            "time": "10:19",
            "open": 10.7,
            "high": 10.71,
            "low": 10.7,
            "close": 10.71,
            "amount_yi": 0.0053
          },
          {
            "time": "10:20",
            "open": 10.72,
            "high": 10.72,
            "low": 10.69,
            "close": 10.69,
            "amount_yi": 0.0078
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 10.69,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 9.87,
        "open": 10.29,
        "high": 11.8,
        "low": 10.29,
        "bid1": 10.69,
        "ask1": 10.7,
        "bid_qty1": 184,
        "ask_qty1": 148
      },
      "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": "2026-07-06T10:20:45",
      "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": 26.1738,
      "price_vs_vwap_pct": -0.5112,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0133,
        "prev_amount_yi": 0.0219,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6073,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 26.05,
            "high": 26.06,
            "low": 26.05,
            "close": 26.06,
            "amount_yi": 0.0014
          },
          {
            "time": "10:17",
            "open": 26.05,
            "high": 26.08,
            "low": 26.05,
            "close": 26.08,
            "amount_yi": 0.0016
          },
          {
            "time": "10:18",
            "open": 26.04,
            "high": 26.05,
            "low": 26.04,
            "close": 26.05,
            "amount_yi": 0.0027
          },
          {
            "time": "10:19",
            "open": 26.08,
            "high": 26.08,
            "low": 26.07,
            "close": 26.07,
            "amount_yi": 0.0039
          },
          {
            "time": "10:20",
            "open": 26.05,
            "high": 26.05,
            "low": 26.04,
            "close": 26.04,
            "amount_yi": 0.0037
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 26.04,
        "ts": "2026-07-06T10:20:43",
        "prev_close": 26.21,
        "open": 26.21,
        "high": 26.51,
        "low": 25.98,
        "bid1": 26.03,
        "ask1": 26.04,
        "bid_qty1": 32,
        "ask_qty1": 7
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600148:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600148:VWAP_RECLAIM",
      "symbol": "SHSE.600148",
      "name": "长春一东",
      "side": "BUY",
      "priority": "W92",
      "status": "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": "2026-07-06T10:20:45",
      "sim_reason": "waiting_trigger",
      "qty": 2100,
      "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": 15.4895,
      "price_vs_vwap_pct": -0.7715,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0104,
        "prev_amount_yi": 0.0033,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.1515,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 15.44,
            "high": 15.44,
            "low": 15.44,
            "close": 15.44,
            "amount_yi": 0.0002
          },
          {
            "time": "10:17",
            "open": 15.39,
            "high": 15.39,
            "low": 15.39,
            "close": 15.39,
            "amount_yi": 0.0078
          },
          {
            "time": "10:18",
            "open": 15.38,
            "high": 15.38,
            "low": 15.38,
            "close": 15.38,
            "amount_yi": 0.0003
          },
          {
            "time": "10:19",
            "open": 15.38,
            "high": 15.38,
            "low": 15.38,
            "close": 15.38,
            "amount_yi": 0.0004
          },
          {
            "time": "10:20",
            "open": 15.38,
            "high": 15.38,
            "low": 15.37,
            "close": 15.37,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 15.37,
        "ts": "2026-07-06T10:20:35",
        "prev_close": 15.52,
        "open": 15.57,
        "high": 15.73,
        "low": 15.37,
        "bid1": 15.36,
        "ask1": 15.37,
        "bid_qty1": 11,
        "ask_qty1": 23
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "invalid_price_broken",
      "qty": 1900,
      "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": 17.5004,
      "price_vs_vwap_pct": -1.7165,
      "energy_floor_hint_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": 0.0733,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1951,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 17.21,
            "high": 17.21,
            "low": 17.21,
            "close": 17.21,
            "amount_yi": 0.0218
          },
          {
            "time": "10:17",
            "open": 17.22,
            "high": 17.22,
            "low": 17.22,
            "close": 17.22,
            "amount_yi": 0.0085
          },
          {
            "time": "10:18",
            "open": 17.23,
            "high": 17.23,
            "low": 17.23,
            "close": 17.23,
            "amount_yi": 0.0275
          },
          {
            "time": "10:19",
            "open": 17.21,
            "high": 17.22,
            "low": 17.21,
            "close": 17.22,
            "amount_yi": 0.0085
          },
          {
            "time": "10:20",
            "open": 17.21,
            "high": 17.21,
            "low": 17.2,
            "close": 17.2,
            "amount_yi": 0.0213
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 17.2,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 17.7,
        "open": 17.8,
        "high": 18.05,
        "low": 17.19,
        "bid1": 17.19,
        "ask1": 17.2,
        "bid_qty1": 174,
        "ask_qty1": 101
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T10:20:45",
      "sim_reason": "near_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": 22.4186,
      "price_vs_vwap_pct": -0.7074,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.6302,
        "prev_amount_yi": 1.31,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0078,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 22.16,
            "high": 22.39,
            "low": 22.16,
            "close": 22.39,
            "amount_yi": 1.1398
          },
          {
            "time": "10:17",
            "open": 22.35,
            "high": 22.35,
            "low": 22.27,
            "close": 22.27,
            "amount_yi": 0.6697
          },
          {
            "time": "10:18",
            "open": 22.27,
            "high": 22.39,
            "low": 22.27,
            "close": 22.39,
            "amount_yi": 0.2534
          },
          {
            "time": "10:19",
            "open": 22.37,
            "high": 22.37,
            "low": 22.26,
            "close": 22.26,
            "amount_yi": 0.3895
          },
          {
            "time": "10:20",
            "open": 22.27,
            "high": 22.27,
            "low": 22.26,
            "close": 22.26,
            "amount_yi": 0.1778
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 22.26,
        "ts": "2026-07-06T10:20:43",
        "prev_close": 22.27,
        "open": 22.77,
        "high": 23.33,
        "low": 21.72,
        "bid1": 22.23,
        "ask1": 22.26,
        "bid_qty1": 286,
        "ask_qty1": 28
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-06T10:20:45",
      "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": 65.697,
      "price_vs_vwap_pct": -5.3381,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4333,
        "prev_amount_yi": 0.2181,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9867,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 63.18,
            "high": 63.18,
            "low": 62.91,
            "close": 62.91,
            "amount_yi": 0.0761
          },
          {
            "time": "10:17",
            "open": 62.73,
            "high": 62.89,
            "low": 62.73,
            "close": 62.89,
            "amount_yi": 0.071
          },
          {
            "time": "10:18",
            "open": 62.66,
            "high": 62.66,
            "low": 62.29,
            "close": 62.29,
            "amount_yi": 0.0405
          },
          {
            "time": "10:19",
            "open": 62.25,
            "high": 62.25,
            "low": 62.07,
            "close": 62.07,
            "amount_yi": 0.1198
          },
          {
            "time": "10:20",
            "open": 62.3,
            "high": 62.3,
            "low": 62.19,
            "close": 62.19,
            "amount_yi": 0.1259
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 62.19,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 65.38,
        "open": 66.0,
        "high": 68.88,
        "low": 62.0,
        "bid1": 62.12,
        "ask1": 62.19,
        "bid_qty1": 1,
        "ask_qty1": 4
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 900,
      "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": 36.1985,
      "price_vs_vwap_pct": 0.6672,
      "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": 0.7141,
        "prev_amount_yi": 0.9375,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7617,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 36.69,
            "high": 36.74,
            "low": 36.69,
            "close": 36.74,
            "amount_yi": 0.2037
          },
          {
            "time": "10:17",
            "open": 36.66,
            "high": 36.7,
            "low": 36.66,
            "close": 36.7,
            "amount_yi": 0.1556
          },
          {
            "time": "10:18",
            "open": 36.59,
            "high": 36.59,
            "low": 36.53,
            "close": 36.53,
            "amount_yi": 0.1218
          },
          {
            "time": "10:19",
            "open": 36.48,
            "high": 36.48,
            "low": 36.46,
            "close": 36.46,
            "amount_yi": 0.1016
          },
          {
            "time": "10:20",
            "open": 36.48,
            "high": 36.48,
            "low": 36.44,
            "close": 36.44,
            "amount_yi": 0.1314
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 36.44,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 33.59,
        "open": 33.6,
        "high": 36.95,
        "low": 33.6,
        "bid1": 36.44,
        "ask1": 36.45,
        "bid_qty1": 187,
        "ask_qty1": 128
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "waiting_trigger",
      "qty": 3500,
      "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": 9.3964,
      "price_vs_vwap_pct": -0.3874,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0134,
        "prev_amount_yi": 0.0159,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8428,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 9.37,
            "high": 9.37,
            "low": 9.37,
            "close": 9.37,
            "amount_yi": 0.0024
          },
          {
            "time": "10:17",
            "open": 9.36,
            "high": 9.36,
            "low": 9.36,
            "close": 9.36,
            "amount_yi": 0.003
          },
          {
            "time": "10:18",
            "open": 9.35,
            "high": 9.37,
            "low": 9.35,
            "close": 9.37,
            "amount_yi": 0.0019
          },
          {
            "time": "10:19",
            "open": 9.37,
            "high": 9.37,
            "low": 9.37,
            "close": 9.37,
            "amount_yi": 0.0012
          },
          {
            "time": "10:20",
            "open": 9.37,
            "high": 9.37,
            "low": 9.36,
            "close": 9.36,
            "amount_yi": 0.0049
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 9.36,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 9.39,
        "open": 9.41,
        "high": 9.51,
        "low": 9.31,
        "bid1": 9.36,
        "ask1": 9.37,
        "bid_qty1": 31,
        "ask_qty1": 171
      },
      "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": "2026-07-06T10:20:45",
      "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": 32.1686,
      "price_vs_vwap_pct": -1.7054,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1089,
        "prev_amount_yi": 0.0795,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3698,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 31.7,
            "high": 31.7,
            "low": 31.69,
            "close": 31.69,
            "amount_yi": 0.0172
          },
          {
            "time": "10:17",
            "open": 31.69,
            "high": 31.7,
            "low": 31.69,
            "close": 31.7,
            "amount_yi": 0.0139
          },
          {
            "time": "10:18",
            "open": 31.71,
            "high": 31.77,
            "low": 31.71,
            "close": 31.77,
            "amount_yi": 0.0188
          },
          {
            "time": "10:19",
            "open": 31.71,
            "high": 31.71,
            "low": 31.68,
            "close": 31.68,
            "amount_yi": 0.0163
          },
          {
            "time": "10:20",
            "open": 31.7,
            "high": 31.7,
            "low": 31.62,
            "close": 31.62,
            "amount_yi": 0.0427
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 31.62,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 32.45,
        "open": 32.51,
        "high": 33.24,
        "low": 31.62,
        "bid1": 31.62,
        "ask1": 31.63,
        "bid_qty1": 31,
        "ask_qty1": 90
      },
      "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": "2026-07-06T10:20:45",
      "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": 86.3848,
      "price_vs_vwap_pct": -0.7696,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.4397,
        "prev_amount_yi": 0.8468,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7002,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 85.01,
            "high": 85.21,
            "low": 85.01,
            "close": 85.21,
            "amount_yi": 0.1303
          },
          {
            "time": "10:17",
            "open": 85.35,
            "high": 85.35,
            "low": 85.28,
            "close": 85.28,
            "amount_yi": 0.1965
          },
          {
            "time": "10:18",
            "open": 85.91,
            "high": 86.3,
            "low": 85.91,
            "close": 86.3,
            "amount_yi": 0.6401
          },
          {
            "time": "10:19",
            "open": 86.1,
            "high": 86.1,
            "low": 85.75,
            "close": 85.75,
            "amount_yi": 0.3275
          },
          {
            "time": "10:20",
            "open": 85.65,
            "high": 85.72,
            "low": 85.65,
            "close": 85.72,
            "amount_yi": 0.1453
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 85.72,
        "ts": "2026-07-06T10:20:41",
        "prev_close": 86.3,
        "open": 87.85,
        "high": 88.87,
        "low": 84.01,
        "bid1": 85.66,
        "ask1": 85.72,
        "bid_qty1": 24,
        "ask_qty1": 16
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300065:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300065:VWAP_RECLAIM",
      "symbol": "SZSE.300065",
      "name": "海兰信",
      "side": "BUY",
      "priority": "W100",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 22.62,
      "exec_low": 22.96,
      "exec_high": 22.96,
      "invalid_price": 21.94,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 1400,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 23.3,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.96,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.28,
      "entry_zone_high": 22.96,
      "entry_risk_pct": null,
      "intraday_vwap": 23.0214,
      "price_vs_vwap_pct": -0.093,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2819,
        "prev_amount_yi": 0.2299,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2262,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 23.03,
            "high": 23.05,
            "low": 23.03,
            "close": 23.05,
            "amount_yi": 0.0263
          },
          {
            "time": "10:17",
            "open": 23.04,
            "high": 23.04,
            "low": 23.04,
            "close": 23.04,
            "amount_yi": 0.0389
          },
          {
            "time": "10:18",
            "open": 23.05,
            "high": 23.05,
            "low": 23.04,
            "close": 23.04,
            "amount_yi": 0.0527
          },
          {
            "time": "10:19",
            "open": 23.04,
            "high": 23.04,
            "low": 23.04,
            "close": 23.04,
            "amount_yi": 0.0335
          },
          {
            "time": "10:20",
            "open": 22.98,
            "high": 23.0,
            "low": 22.98,
            "close": 23.0,
            "amount_yi": 0.1305
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 23.0,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 22.35,
        "open": 22.85,
        "high": 23.5,
        "low": 22.58,
        "bid1": 22.96,
        "ask1": 23.0,
        "bid_qty1": 248,
        "ask_qty1": 59
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600353:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.600353:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "BUY",
      "priority": "W101",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 46.44,
      "exec_low": 46.44,
      "exec_high": 47.14,
      "invalid_price": 45.05,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "sim_reason": "waiting_trigger",
      "qty": 700,
      "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": 46.6032,
      "price_vs_vwap_pct": -1.8522,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5414,
        "prev_amount_yi": 0.6565,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8247,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 45.89,
            "high": 45.93,
            "low": 45.89,
            "close": 45.93,
            "amount_yi": 0.1339
          },
          {
            "time": "10:17",
            "open": 45.92,
            "high": 45.92,
            "low": 45.8,
            "close": 45.8,
            "amount_yi": 0.1193
          },
          {
            "time": "10:18",
            "open": 45.73,
            "high": 45.94,
            "low": 45.73,
            "close": 45.94,
            "amount_yi": 0.1107
          },
          {
            "time": "10:19",
            "open": 45.95,
            "high": 45.95,
            "low": 45.85,
            "close": 45.85,
            "amount_yi": 0.0955
          },
          {
            "time": "10:20",
            "open": 45.65,
            "high": 45.74,
            "low": 45.65,
            "close": 45.74,
            "amount_yi": 0.082
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "current_position_value": 9140.0,
      "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": 45.74,
        "ts": "2026-07-06T10:20:43",
        "prev_close": 44.53,
        "open": 45.46,
        "high": 47.9,
        "low": 45.46,
        "bid1": 45.74,
        "ask1": 45.75,
        "bid_qty1": 53,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002339:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002339:VWAP_RECLAIM",
      "symbol": "SZSE.002339",
      "name": "积成电子",
      "side": "BUY",
      "priority": "W102",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.2,
      "exec_low": 7.31,
      "exec_high": 7.31,
      "invalid_price": 6.98,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "sim_reason": "waiting_trigger",
      "qty": 4700,
      "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": 7.0957,
      "price_vs_vwap_pct": -1.4896,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0507,
        "prev_amount_yi": 0.0207,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4493,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 7.02,
            "high": 7.02,
            "low": 7.01,
            "close": 7.01,
            "amount_yi": 0.0112
          },
          {
            "time": "10:17",
            "open": 7.0,
            "high": 7.01,
            "low": 7.0,
            "close": 7.01,
            "amount_yi": 0.0249
          },
          {
            "time": "10:18",
            "open": 7.0,
            "high": 7.0,
            "low": 7.0,
            "close": 7.0,
            "amount_yi": 0.0019
          },
          {
            "time": "10:19",
            "open": 7.0,
            "high": 7.0,
            "low": 7.0,
            "close": 7.0,
            "amount_yi": 0.0013
          },
          {
            "time": "10:20",
            "open": 7.0,
            "high": 7.0,
            "low": 6.99,
            "close": 6.99,
            "amount_yi": 0.0114
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 6.99,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 7.11,
        "open": 7.11,
        "high": 7.23,
        "low": 6.99,
        "bid1": 6.99,
        "ask1": 7.0,
        "bid_qty1": 9,
        "ask_qty1": 888
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "waiting_trigger",
      "qty": 3400,
      "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": 9.5838,
      "price_vs_vwap_pct": -0.9787,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.071,
        "prev_amount_yi": 0.0334,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1257,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 9.54,
            "high": 9.54,
            "low": 9.53,
            "close": 9.53,
            "amount_yi": 0.002
          },
          {
            "time": "10:17",
            "open": 9.52,
            "high": 9.52,
            "low": 9.51,
            "close": 9.51,
            "amount_yi": 0.0053
          },
          {
            "time": "10:18",
            "open": 9.51,
            "high": 9.51,
            "low": 9.51,
            "close": 9.51,
            "amount_yi": 0.0236
          },
          {
            "time": "10:19",
            "open": 9.51,
            "high": 9.51,
            "low": 9.51,
            "close": 9.51,
            "amount_yi": 0.0066
          },
          {
            "time": "10:20",
            "open": 9.51,
            "high": 9.51,
            "low": 9.49,
            "close": 9.49,
            "amount_yi": 0.0335
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 9.49,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 9.66,
        "open": 9.65,
        "high": 9.69,
        "low": 9.49,
        "bid1": 9.49,
        "ask1": 9.5,
        "bid_qty1": 136,
        "ask_qty1": 226
      },
      "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": "2026-07-06T10:20:45",
      "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": 62.7386,
      "price_vs_vwap_pct": -0.4919,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0399,
        "prev_amount_yi": 0.9291,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1193,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:16",
            "open": 62.63,
            "high": 62.63,
            "low": 62.48,
            "close": 62.48,
            "amount_yi": 0.251
          },
          {
            "time": "10:17",
            "open": 62.42,
            "high": 62.48,
            "low": 62.42,
            "close": 62.48,
            "amount_yi": 0.1768
          },
          {
            "time": "10:18",
            "open": 62.64,
            "high": 62.64,
            "low": 62.51,
            "close": 62.51,
            "amount_yi": 0.2151
          },
          {
            "time": "10:19",
            "open": 62.51,
            "high": 62.51,
            "low": 62.38,
            "close": 62.38,
            "amount_yi": 0.1831
          },
          {
            "time": "10:20",
            "open": 62.5,
            "high": 62.5,
            "low": 62.43,
            "close": 62.43,
            "amount_yi": 0.2139
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 62.43,
        "ts": "2026-07-06T10:20:43",
        "prev_close": 62.43,
        "open": 62.92,
        "high": 63.97,
        "low": 61.66,
        "bid1": 62.43,
        "ask1": 62.47,
        "bid_qty1": 19,
        "ask_qty1": 17
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 4900,
      "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": 6.7551,
      "price_vs_vwap_pct": -0.9637,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0597,
        "prev_amount_yi": 0.0297,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0101,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:16",
            "open": 6.66,
            "high": 6.66,
            "low": 6.65,
            "close": 6.65,
            "amount_yi": 0.005
          },
          {
            "time": "10:17",
            "open": 6.65,
            "high": 6.65,
            "low": 6.65,
            "close": 6.65,
            "amount_yi": 0.0099
          },
          {
            "time": "10:18",
            "open": 6.65,
            "high": 6.65,
            "low": 6.64,
            "close": 6.64,
            "amount_yi": 0.0121
          },
          {
            "time": "10:19",
            "open": 6.65,
            "high": 6.66,
            "low": 6.65,
            "close": 6.66,
            "amount_yi": 0.0085
          },
          {
            "time": "10:20",
            "open": 6.69,
            "high": 6.69,
            "low": 6.69,
            "close": 6.69,
            "amount_yi": 0.0242
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 6.69,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 6.67,
        "open": 6.72,
        "high": 6.88,
        "low": 6.64,
        "bid1": 6.68,
        "ask1": 6.69,
        "bid_qty1": 515,
        "ask_qty1": 260
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 2200,
      "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": 14.8572,
      "price_vs_vwap_pct": -0.3177,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0468,
        "prev_amount_yi": 0.064,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7312,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:16",
            "open": 14.9,
            "high": 14.9,
            "low": 14.89,
            "close": 14.89,
            "amount_yi": 0.0061
          },
          {
            "time": "10:17",
            "open": 14.88,
            "high": 14.88,
            "low": 14.86,
            "close": 14.86,
            "amount_yi": 0.0086
          },
          {
            "time": "10:18",
            "open": 14.8,
            "high": 14.81,
            "low": 14.8,
            "close": 14.81,
            "amount_yi": 0.016
          },
          {
            "time": "10:19",
            "open": 14.82,
            "high": 14.82,
            "low": 14.78,
            "close": 14.78,
            "amount_yi": 0.0062
          },
          {
            "time": "10:20",
            "open": 14.75,
            "high": 14.81,
            "low": 14.75,
            "close": 14.81,
            "amount_yi": 0.0099
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 14.81,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 14.73,
        "open": 14.7,
        "high": 15.37,
        "low": 14.33,
        "bid1": 14.78,
        "ask1": 14.81,
        "bid_qty1": 17,
        "ask_qty1": 40
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 3100,
      "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": 10.4305,
      "price_vs_vwap_pct": 0.2828,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1288,
        "prev_amount_yi": 0.1256,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0255,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:16",
            "open": 10.57,
            "high": 10.57,
            "low": 10.54,
            "close": 10.54,
            "amount_yi": 0.0231
          },
          {
            "time": "10:17",
            "open": 10.57,
            "high": 10.57,
            "low": 10.54,
            "close": 10.54,
            "amount_yi": 0.033
          },
          {
            "time": "10:18",
            "open": 10.56,
            "high": 10.56,
            "low": 10.55,
            "close": 10.55,
            "amount_yi": 0.0125
          },
          {
            "time": "10:19",
            "open": 10.5,
            "high": 10.5,
            "low": 10.44,
            "close": 10.44,
            "amount_yi": 0.0399
          },
          {
            "time": "10:20",
            "open": 10.47,
            "high": 10.47,
            "low": 10.46,
            "close": 10.46,
            "amount_yi": 0.0203
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 10.46,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 10.24,
        "open": 10.17,
        "high": 10.73,
        "low": 9.91,
        "bid1": 10.45,
        "ask1": 10.46,
        "bid_qty1": 85,
        "ask_qty1": 1
      },
      "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": "2026-07-06T10:20:45",
      "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": 54.9752,
      "price_vs_vwap_pct": 0.5181,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7939,
        "prev_amount_yi": 0.5686,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3962,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:16",
            "open": 55.84,
            "high": 55.84,
            "low": 55.45,
            "close": 55.45,
            "amount_yi": 0.2083
          },
          {
            "time": "10:17",
            "open": 55.4,
            "high": 55.4,
            "low": 55.32,
            "close": 55.32,
            "amount_yi": 0.0852
          },
          {
            "time": "10:18",
            "open": 55.19,
            "high": 55.19,
            "low": 55.13,
            "close": 55.13,
            "amount_yi": 0.1882
          },
          {
            "time": "10:19",
            "open": 55.04,
            "high": 55.1,
            "low": 55.04,
            "close": 55.1,
            "amount_yi": 0.1373
          },
          {
            "time": "10:20",
            "open": 55.26,
            "high": 55.26,
            "low": 55.26,
            "close": 55.26,
            "amount_yi": 0.1749
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 55.26,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 51.96,
        "open": 51.82,
        "high": 57.16,
        "low": 51.66,
        "bid1": 55.25,
        "ask1": 55.26,
        "bid_qty1": 54,
        "ask_qty1": 376
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600182:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600182:VWAP_RECLAIM",
      "symbol": "SHSE.600182",
      "name": "S佳通",
      "side": "BUY",
      "priority": "W109",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 14.86,
      "exec_low": 15.08,
      "exec_high": 15.08,
      "invalid_price": 14.41,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "sim_reason": "near_trigger",
      "qty": 2200,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 15.31,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.08,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.64,
      "entry_zone_high": 15.08,
      "entry_risk_pct": null,
      "intraday_vwap": 14.786,
      "price_vs_vwap_pct": 0.2299,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0035,
        "prev_amount_yi": 0.0136,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2574,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 14.84,
            "high": 14.84,
            "low": 14.83,
            "close": 14.83,
            "amount_yi": 0.0008
          },
          {
            "time": "10:17",
            "open": 14.83,
            "high": 14.83,
            "low": 14.83,
            "close": 14.83,
            "amount_yi": 0.0004
          },
          {
            "time": "10:18",
            "open": 14.82,
            "high": 14.82,
            "low": 14.81,
            "close": 14.81,
            "amount_yi": 0.0008
          },
          {
            "time": "10:19",
            "open": 14.81,
            "high": 14.83,
            "low": 14.81,
            "close": 14.83,
            "amount_yi": 0.0001
          },
          {
            "time": "10:20",
            "open": 14.8,
            "high": 14.82,
            "low": 14.8,
            "close": 14.82,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 14.82,
        "ts": "2026-07-06T10:20:39",
        "prev_close": 14.71,
        "open": 14.66,
        "high": 15.15,
        "low": 14.4,
        "bid1": 14.79,
        "ask1": 14.8,
        "bid_qty1": 14,
        "ask_qty1": 5
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.000700:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.000700:VWAP_RECLAIM",
      "symbol": "SZSE.000700",
      "name": "模塑科技",
      "side": "BUY",
      "priority": "W110",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 18.25,
      "exec_low": 18.52,
      "exec_high": 18.52,
      "invalid_price": 17.7,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "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": 16.7538,
      "price_vs_vwap_pct": -0.7986,
      "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": 0.3403,
        "prev_amount_yi": 0.4931,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6901,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 16.55,
            "high": 16.55,
            "low": 16.52,
            "close": 16.52,
            "amount_yi": 0.0912
          },
          {
            "time": "10:17",
            "open": 16.51,
            "high": 16.51,
            "low": 16.51,
            "close": 16.51,
            "amount_yi": 0.0447
          },
          {
            "time": "10:18",
            "open": 16.57,
            "high": 16.57,
            "low": 16.57,
            "close": 16.57,
            "amount_yi": 0.0798
          },
          {
            "time": "10:19",
            "open": 16.57,
            "high": 16.6,
            "low": 16.57,
            "close": 16.6,
            "amount_yi": 0.0702
          },
          {
            "time": "10:20",
            "open": 16.61,
            "high": 16.62,
            "low": 16.61,
            "close": 16.62,
            "amount_yi": 0.0544
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 16.62,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 17.6,
        "open": 17.13,
        "high": 17.18,
        "low": 16.41,
        "bid1": 16.62,
        "ask1": 16.63,
        "bid_qty1": 125,
        "ask_qty1": 88
      },
      "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": "2026-07-06T10:20:45",
      "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": 13.6965,
      "price_vs_vwap_pct": -2.3838,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1142,
        "prev_amount_yi": 0.1473,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7753,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 13.43,
            "high": 13.43,
            "low": 13.4,
            "close": 13.4,
            "amount_yi": 0.0342
          },
          {
            "time": "10:17",
            "open": 13.41,
            "high": 13.42,
            "low": 13.41,
            "close": 13.42,
            "amount_yi": 0.0232
          },
          {
            "time": "10:18",
            "open": 13.41,
            "high": 13.41,
            "low": 13.41,
            "close": 13.41,
            "amount_yi": 0.0178
          },
          {
            "time": "10:19",
            "open": 13.4,
            "high": 13.4,
            "low": 13.39,
            "close": 13.39,
            "amount_yi": 0.0175
          },
          {
            "time": "10:20",
            "open": 13.38,
            "high": 13.38,
            "low": 13.37,
            "close": 13.37,
            "amount_yi": 0.0215
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 13.37,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 13.69,
        "open": 13.87,
        "high": 13.94,
        "low": 13.36,
        "bid1": 13.37,
        "ask1": 13.38,
        "bid_qty1": 16,
        "ask_qty1": 38
      },
      "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": "2026-07-06T10:20:45",
      "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": 18.7511,
      "price_vs_vwap_pct": -0.9125,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0428,
        "prev_amount_yi": 0.0192,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2292,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 18.61,
            "high": 18.61,
            "low": 18.59,
            "close": 18.59,
            "amount_yi": 0.0019
          },
          {
            "time": "10:17",
            "open": 18.57,
            "high": 18.58,
            "low": 18.57,
            "close": 18.58,
            "amount_yi": 0.0072
          },
          {
            "time": "10:18",
            "open": 18.55,
            "high": 18.6,
            "low": 18.55,
            "close": 18.6,
            "amount_yi": 0.0074
          },
          {
            "time": "10:19",
            "open": 18.56,
            "high": 18.56,
            "low": 18.55,
            "close": 18.55,
            "amount_yi": 0.0102
          },
          {
            "time": "10:20",
            "open": 18.55,
            "high": 18.58,
            "low": 18.55,
            "close": 18.58,
            "amount_yi": 0.0161
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 18.58,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 18.49,
        "open": 18.49,
        "high": 19.26,
        "low": 18.38,
        "bid1": 18.56,
        "ask1": 18.58,
        "bid_qty1": 16,
        "ask_qty1": 67
      },
      "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": "2026-07-06T10:20:45",
      "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": 9.7063,
      "price_vs_vwap_pct": -0.1679,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0046,
        "prev_amount_yi": 0.0032,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4375,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 9.73,
            "high": 9.73,
            "low": 9.72,
            "close": 9.72,
            "amount_yi": 0.0023
          },
          {
            "time": "10:17",
            "open": 9.72,
            "high": 9.72,
            "low": 9.72,
            "close": 9.72,
            "amount_yi": 0.0003
          },
          {
            "time": "10:18",
            "open": 9.7,
            "high": 9.7,
            "low": 9.7,
            "close": 9.7,
            "amount_yi": 0.001
          },
          {
            "time": "10:19",
            "open": 9.7,
            "high": 9.7,
            "low": 9.7,
            "close": 9.7,
            "amount_yi": 0.0003
          },
          {
            "time": "10:20",
            "open": 9.71,
            "high": 9.71,
            "low": 9.69,
            "close": 9.69,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 9.69,
        "ts": "2026-07-06T10:20:43",
        "prev_close": 9.75,
        "open": 9.72,
        "high": 9.81,
        "low": 9.62,
        "bid1": 9.69,
        "ask1": 9.71,
        "bid_qty1": 41,
        "ask_qty1": 24
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "invalid_price_broken",
      "qty": 3200,
      "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": 10.2486,
      "price_vs_vwap_pct": -0.9621,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0511,
        "prev_amount_yi": 0.034,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5029,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 10.17,
            "high": 10.17,
            "low": 10.15,
            "close": 10.15,
            "amount_yi": 0.0118
          },
          {
            "time": "10:17",
            "open": 10.14,
            "high": 10.14,
            "low": 10.13,
            "close": 10.13,
            "amount_yi": 0.0107
          },
          {
            "time": "10:18",
            "open": 10.15,
            "high": 10.15,
            "low": 10.14,
            "close": 10.14,
            "amount_yi": 0.0082
          },
          {
            "time": "10:19",
            "open": 10.14,
            "high": 10.14,
            "low": 10.14,
            "close": 10.14,
            "amount_yi": 0.0115
          },
          {
            "time": "10:20",
            "open": 10.15,
            "high": 10.15,
            "low": 10.15,
            "close": 10.15,
            "amount_yi": 0.0089
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": "2026-07-06T10:20:42",
        "prev_close": 10.41,
        "open": 10.38,
        "high": 10.49,
        "low": 10.13,
        "bid1": 10.14,
        "ask1": 10.15,
        "bid_qty1": 133,
        "ask_qty1": 7
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "invalid_price_broken",
      "qty": 2800,
      "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": 11.8709,
      "price_vs_vwap_pct": -1.6081,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0615,
        "prev_amount_yi": 0.0335,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8358,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 11.71,
            "high": 11.71,
            "low": 11.71,
            "close": 11.71,
            "amount_yi": 0.007
          },
          {
            "time": "10:17",
            "open": 11.71,
            "high": 11.71,
            "low": 11.7,
            "close": 11.7,
            "amount_yi": 0.009
          },
          {
            "time": "10:18",
            "open": 11.69,
            "high": 11.69,
            "low": 11.68,
            "close": 11.68,
            "amount_yi": 0.0111
          },
          {
            "time": "10:19",
            "open": 11.67,
            "high": 11.67,
            "low": 11.65,
            "close": 11.65,
            "amount_yi": 0.0128
          },
          {
            "time": "10:20",
            "open": 11.69,
            "high": 11.69,
            "low": 11.68,
            "close": 11.68,
            "amount_yi": 0.0216
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 11.68,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 12.01,
        "open": 12.0,
        "high": 12.12,
        "low": 11.64,
        "bid1": 11.68,
        "ask1": 11.69,
        "bid_qty1": 125,
        "ask_qty1": 126
      },
      "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": "2026-07-06T10:20:45",
      "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": 14.7202,
      "price_vs_vwap_pct": -1.428,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1369,
        "prev_amount_yi": 0.0999,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3704,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 14.56,
            "high": 14.56,
            "low": 14.56,
            "close": 14.56,
            "amount_yi": 0.0222
          },
          {
            "time": "10:17",
            "open": 14.52,
            "high": 14.52,
            "low": 14.52,
            "close": 14.52,
            "amount_yi": 0.0502
          },
          {
            "time": "10:18",
            "open": 14.52,
            "high": 14.52,
            "low": 14.52,
            "close": 14.52,
            "amount_yi": 0.0159
          },
          {
            "time": "10:19",
            "open": 14.52,
            "high": 14.52,
            "low": 14.51,
            "close": 14.51,
            "amount_yi": 0.0319
          },
          {
            "time": "10:20",
            "open": 14.5,
            "high": 14.51,
            "low": 14.5,
            "close": 14.51,
            "amount_yi": 0.0167
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 14.51,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 15.08,
        "open": 14.9,
        "high": 14.96,
        "low": 14.5,
        "bid1": 14.5,
        "ask1": 14.51,
        "bid_qty1": 459,
        "ask_qty1": 343
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600166:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600166:VWAP_RECLAIM",
      "symbol": "SHSE.600166",
      "name": "福田汽车",
      "side": "BUY",
      "priority": "W117",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.19,
      "exec_low": 3.24,
      "exec_high": 3.24,
      "invalid_price": 3.09,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "sim_reason": "minute_energy_ratio_too_low",
      "qty": 10100,
      "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": 3.2129,
      "price_vs_vwap_pct": 0.8435,
      "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": 0.2745,
        "prev_amount_yi": 0.2969,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9246,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:16",
            "open": 3.24,
            "high": 3.24,
            "low": 3.24,
            "close": 3.24,
            "amount_yi": 0.0348
          },
          {
            "time": "10:17",
            "open": 3.23,
            "high": 3.24,
            "low": 3.23,
            "close": 3.24,
            "amount_yi": 0.1371
          },
          {
            "time": "10:18",
            "open": 3.25,
            "high": 3.25,
            "low": 3.25,
            "close": 3.25,
            "amount_yi": 0.035
          },
          {
            "time": "10:19",
            "open": 3.25,
            "high": 3.25,
            "low": 3.25,
            "close": 3.25,
            "amount_yi": 0.0444
          },
          {
            "time": "10:20",
            "open": 3.25,
            "high": 3.25,
            "low": 3.24,
            "close": 3.24,
            "amount_yi": 0.0232
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42754.1,
      "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": "2026-07-06T10:20:43",
        "prev_close": 3.12,
        "open": 3.12,
        "high": 3.26,
        "low": 3.11,
        "bid1": 3.24,
        "ask1": 3.25,
        "bid_qty1": 6261,
        "ask_qty1": 3007
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.601058:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.601058:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.601058",
      "name": "赛轮轮胎",
      "side": "BUY",
      "priority": "W118",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 12.39,
      "exec_low": 12.39,
      "exec_high": 12.58,
      "invalid_price": 12.02,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:20:45",
      "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": 12.5808,
      "price_vs_vwap_pct": 1.2654,
      "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": 0.2672,
        "prev_amount_yi": 0.3023,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8839,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 12.76,
            "high": 12.77,
            "low": 12.76,
            "close": 12.77,
            "amount_yi": 0.0394
          },
          {
            "time": "10:17",
            "open": 12.74,
            "high": 12.76,
            "low": 12.74,
            "close": 12.76,
            "amount_yi": 0.0586
          },
          {
            "time": "10:18",
            "open": 12.74,
            "high": 12.74,
            "low": 12.73,
            "close": 12.73,
            "amount_yi": 0.0405
          },
          {
            "time": "10:19",
            "open": 12.74,
            "high": 12.74,
            "low": 12.71,
            "close": 12.71,
            "amount_yi": 0.0564
          },
          {
            "time": "10:20",
            "open": 12.73,
            "high": 12.74,
            "low": 12.73,
            "close": 12.74,
            "amount_yi": 0.0723
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 12.74,
        "ts": "2026-07-06T10:20:41",
        "prev_close": 12.28,
        "open": 12.28,
        "high": 12.78,
        "low": 12.18,
        "bid1": 12.73,
        "ask1": 12.75,
        "bid_qty1": 57,
        "ask_qty1": 163
      },
      "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": "2026-07-06T10:20:45",
      "sim_reason": "waiting_trigger",
      "qty": 6400,
      "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": 5.1206,
      "price_vs_vwap_pct": -0.207,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0139,
        "prev_amount_yi": 0.011,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2636,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:16",
            "open": 5.12,
            "high": 5.13,
            "low": 5.12,
            "close": 5.13,
            "amount_yi": 0.0013
          },
          {
            "time": "10:17",
            "open": 5.11,
            "high": 5.11,
            "low": 5.11,
            "close": 5.11,
            "amount_yi": 0.0041
          },
          {
            "time": "10:18",
            "open": 5.11,
            "high": 5.11,
            "low": 5.11,
            "close": 5.11,
            "amount_yi": 0.0042
          },
          {
            "time": "10:19",
            "open": 5.12,
            "high": 5.12,
            "low": 5.11,
            "close": 5.11,
            "amount_yi": 0.0014
          },
          {
            "time": "10:20",
            "open": 5.11,
            "high": 5.11,
            "low": 5.11,
            "close": 5.11,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85508.19,
      "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": 5.11,
        "ts": "2026-07-06T10:20:42",
        "prev_close": 5.12,
        "open": 5.15,
        "high": 5.18,
        "low": 5.03,
        "bid1": 5.11,
        "ask1": 5.12,
        "bid_qty1": 4,
        "ask_qty1": 228
      },
      "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": 448044.41,
    "total_value": 1068843.41,
    "unrealized_pnl": 22053.9724685472,
    "unrealized_pnl_pct_of_initial": 2.20539724685472,
    "realized_pnl": 46789.43753145271,
    "realized_pnl_pct_of_initial": 4.678943753145271,
    "total_pnl": 68843.40999999992,
    "total_pnl_pct": 6.884340999999994
  },
  "paper_positions": [
    {
      "symbol": "SZSE.000536",
      "name": "华映科技",
      "quantity": 38400,
      "sellable_qty": 33000,
      "avg_cost": 3.6173972602739726,
      "last_price": 3.8,
      "market_value": 145920.0,
      "unrealized_pnl": 7011.9452054794465,
      "unrealized_pnl_pct": 5.047903964857792,
      "updated_at": "2026-07-06T10:20:45",
      "prev_close": 3.98,
      "holding_days": 3,
      "position_pct_of_total": 13.652140120319403
    },
    {
      "symbol": "SZSE.002979",
      "name": "雷赛智能",
      "quantity": 1100,
      "sellable_qty": 800,
      "avg_cost": 61.34571428571429,
      "last_price": 73.9,
      "market_value": 81290.0,
      "unrealized_pnl": 13809.71428571429,
      "unrealized_pnl_pct": 20.464813003586247,
      "updated_at": "2026-07-06T10:20:45",
      "prev_close": 69.55,
      "holding_days": 3,
      "position_pct_of_total": 7.605417148990984
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 600,
      "sellable_qty": 600,
      "avg_cost": 110.65,
      "last_price": 110.0,
      "market_value": 66000.0,
      "unrealized_pnl": -390.0000000000034,
      "unrealized_pnl_pct": -0.5874378671486769,
      "updated_at": "2026-07-06T10:20:45",
      "prev_close": 109.79,
      "holding_days": 10,
      "position_pct_of_total": 6.174898903104993
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "quantity": 503,
      "sellable_qty": 501,
      "avg_cost": 124.28448712255774,
      "last_price": 126.47,
      "market_value": 63614.409999999996,
      "unrealized_pnl": 1099.3129773534588,
      "unrealized_pnl_pct": 1.7584759997336663,
      "updated_at": "2026-07-06T10:20:45",
      "prev_close": 140.4,
      "holding_days": 3,
      "position_pct_of_total": 5.951705311070777
    },
    {
      "symbol": "SHSE.600150",
      "name": "中国船舶",
      "quantity": 1400,
      "sellable_qty": 0,
      "avg_cost": 37.87,
      "last_price": 37.77,
      "market_value": 52878.00000000001,
      "unrealized_pnl": -139.99999999999204,
      "unrealized_pnl_pct": -0.26406126221282245,
      "updated_at": "2026-07-06T10:20:45",
      "prev_close": 37.15,
      "holding_days": 0,
      "position_pct_of_total": 4.947216730278574
    },
    {
      "symbol": "SHSE.600547",
      "name": "山东黄金",
      "quantity": 1100,
      "sellable_qty": 0,
      "avg_cost": 26.99,
      "last_price": 26.54,
      "market_value": 29194.0,
      "unrealized_pnl": -494.9999999999992,
      "unrealized_pnl_pct": -1.6672841793256787,
      "updated_at": "2026-07-06T10:20:45",
      "prev_close": 26.08,
      "holding_days": 0,
      "position_pct_of_total": 2.7313636148067753
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 200,
      "sellable_qty": 200,
      "avg_cost": 39.95,
      "last_price": 45.74,
      "market_value": 9148.0,
      "unrealized_pnl": 1157.9999999999998,
      "unrealized_pnl_pct": 14.493116395494354,
      "updated_at": "2026-07-06T10:20:45",
      "prev_close": 44.53,
      "holding_days": 9,
      "position_pct_of_total": 0.8558784116000677
    }
  ],
  "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": 3.8,
      "avg_cost": 3.6173972602739726,
      "pnl_pct": 5.0479,
      "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": 73.9,
      "avg_cost": 61.34571428571429,
      "pnl_pct": 20.4648,
      "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": 110.0,
      "avg_cost": 110.65,
      "pnl_pct": -0.5874,
      "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": 1,
    "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
  }
}