{
  "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": 0.2977,
      "active_up_ratio": 0.2727,
      "active_positive": 3,
      "active_positive_min": 1,
      "active_above_vwap": 0,
      "active_total": 11,
      "sample_total": 131,
      "dominant_theme": "发电设备",
      "dominant_theme_share": 0.2944,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [],
      "structural_symbol_whitelist": [],
      "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": 70.0,
        "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%",
          "domestic_tech_down_ratio_71%"
        ],
        "source_file": "reports/external_checks/external_tech_shock_20260706.json",
        "source_status": "ok",
        "source_generated_at": "2026-07-06T10:01:48+08:00"
      },
      "sample_rows": [
        {
          "symbol": "SZSE.300600",
          "name": "国瑞科技",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.598784194528885,
          "last": 10.62,
          "vwap": 11.161630963661723,
          "above_vwap": false,
          "amount": 209666773.0
        },
        {
          "symbol": "SHSE.600482",
          "name": "中国动力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.983923786841316,
          "last": 35.6,
          "vwap": 36.18881949126443,
          "above_vwap": false,
          "amount": 1739104385.0
        },
        {
          "symbol": "SZSE.002536",
          "name": "飞龙股份",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.061585835257887,
          "last": 54.59,
          "vwap": 54.99012832484591,
          "above_vwap": false,
          "amount": 3038655509.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.385080645161299,
          "last": 20.71,
          "vwap": 20.807846756351246,
          "above_vwap": false,
          "amount": 2045567395.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.354787063720789,
          "last": 32.59,
          "vwap": 32.86244387511657,
          "above_vwap": false,
          "amount": 3319626058.0
        },
        {
          "symbol": "SHSE.601126",
          "name": "四方股份",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.29310344827587,
          "last": 60.49,
          "vwap": 61.429957473486226,
          "above_vwap": false,
          "amount": 1175830816.0
        },
        {
          "symbol": "SZSE.002028",
          "name": "思源电气",
          "theme": "发电设备",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 3.9665970772442716,
          "last": 174.3,
          "vwap": 177.30140504951692,
          "above_vwap": false,
          "amount": 1613070453.0
        },
        {
          "symbol": "SHSE.600166",
          "name": "福田汽车",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.8461538461538547,
          "last": 3.24,
          "vwap": 3.218290148076087,
          "above_vwap": true,
          "amount": 335117013.0
        },
        {
          "symbol": "SHSE.601058",
          "name": "赛轮轮胎",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.827361563517928,
          "last": 12.75,
          "vwap": 12.629721855391471,
          "above_vwap": true,
          "amount": 492530104.0
        },
        {
          "symbol": "SHSE.600875",
          "name": "东方电气",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.5998615437867754,
          "last": 29.93,
          "vwap": 30.21455378022854,
          "above_vwap": false,
          "amount": 1819157854.0
        },
        {
          "symbol": "SZSE.300345",
          "name": "华民股份",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.3376123234916566,
          "last": 8.05,
          "vwap": 8.222563331823526,
          "above_vwap": false,
          "amount": 359442778.0
        },
        {
          "symbol": "SHSE.603338",
          "name": "浙江鼎力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.1933423650087,
          "last": 53.32,
          "vwap": 53.2200497115211,
          "above_vwap": true,
          "amount": 559912177.0
        }
      ]
    },
    "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": 70.0,
      "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%",
        "domestic_tech_down_ratio_71%"
      ],
      "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": 0.2977,
        "active_up_ratio": 0.2727,
        "active_positive": 3,
        "active_positive_min": 1,
        "active_above_vwap": 0,
        "active_total": 11,
        "sample_total": 131,
        "dominant_theme": "发电设备",
        "dominant_theme_share": 0.2944,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [],
        "structural_hot_themes": [],
        "structural_symbol_whitelist": [],
        "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": 70.0,
          "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%",
            "domestic_tech_down_ratio_71%"
          ],
          "source_file": "reports/external_checks/external_tech_shock_20260706.json",
          "source_status": "ok",
          "source_generated_at": "2026-07-06T10:01:48+08:00"
        },
        "sample_rows": [
          {
            "symbol": "SZSE.300600",
            "name": "国瑞科技",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 7.598784194528885,
            "last": 10.62,
            "vwap": 11.161630963661723,
            "above_vwap": false,
            "amount": 209666773.0
          },
          {
            "symbol": "SHSE.600482",
            "name": "中国动力",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.983923786841316,
            "last": 35.6,
            "vwap": 36.18881949126443,
            "above_vwap": false,
            "amount": 1739104385.0
          },
          {
            "symbol": "SZSE.002536",
            "name": "飞龙股份",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.061585835257887,
            "last": 54.59,
            "vwap": 54.99012832484591,
            "above_vwap": false,
            "amount": 3038655509.0
          },
          {
            "symbol": "SZSE.000975",
            "name": "山金国际",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.385080645161299,
            "last": 20.71,
            "vwap": 20.807846756351246,
            "above_vwap": false,
            "amount": 2045567395.0
          },
          {
            "symbol": "SHSE.600988",
            "name": "赤峰黄金",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.354787063720789,
            "last": 32.59,
            "vwap": 32.86244387511657,
            "above_vwap": false,
            "amount": 3319626058.0
          },
          {
            "symbol": "SHSE.601126",
            "name": "四方股份",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.29310344827587,
            "last": 60.49,
            "vwap": 61.429957473486226,
            "above_vwap": false,
            "amount": 1175830816.0
          },
          {
            "symbol": "SZSE.002028",
            "name": "思源电气",
            "theme": "发电设备",
            "paper_scope": "active",
            "priority": 1,
            "ret_pct": 3.9665970772442716,
            "last": 174.3,
            "vwap": 177.30140504951692,
            "above_vwap": false,
            "amount": 1613070453.0
          },
          {
            "symbol": "SHSE.600166",
            "name": "福田汽车",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 3.8461538461538547,
            "last": 3.24,
            "vwap": 3.218290148076087,
            "above_vwap": true,
            "amount": 335117013.0
          },
          {
            "symbol": "SHSE.601058",
            "name": "赛轮轮胎",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 3.827361563517928,
            "last": 12.75,
            "vwap": 12.629721855391471,
            "above_vwap": true,
            "amount": 492530104.0
          },
          {
            "symbol": "SHSE.600875",
            "name": "东方电气",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 3.5998615437867754,
            "last": 29.93,
            "vwap": 30.21455378022854,
            "above_vwap": false,
            "amount": 1819157854.0
          },
          {
            "symbol": "SZSE.300345",
            "name": "华民股份",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 3.3376123234916566,
            "last": 8.05,
            "vwap": 8.222563331823526,
            "above_vwap": false,
            "amount": 359442778.0
          },
          {
            "symbol": "SHSE.603338",
            "name": "浙江鼎力",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 3.1933423650087,
            "last": 53.32,
            "vwap": 53.2200497115211,
            "above_vwap": true,
            "amount": 559912177.0
          }
        ]
      },
      "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": 70.0,
        "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%",
          "domestic_tech_down_ratio_71%"
        ],
        "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": 0.2977,
      "active_up_ratio": 0.2727,
      "active_positive": 3,
      "active_positive_min": 1,
      "active_above_vwap": 0,
      "active_total": 11,
      "sample_total": 131,
      "dominant_theme": "发电设备",
      "dominant_theme_share": 0.2944,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [],
      "structural_symbol_whitelist": [],
      "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": 70.0,
        "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%",
          "domestic_tech_down_ratio_71%"
        ],
        "source_file": "reports/external_checks/external_tech_shock_20260706.json",
        "source_status": "ok",
        "source_generated_at": "2026-07-06T10:01:48+08:00"
      },
      "sample_rows": [
        {
          "symbol": "SZSE.300600",
          "name": "国瑞科技",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.598784194528885,
          "last": 10.62,
          "vwap": 11.161630963661723,
          "above_vwap": false,
          "amount": 209666773.0
        },
        {
          "symbol": "SHSE.600482",
          "name": "中国动力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.983923786841316,
          "last": 35.6,
          "vwap": 36.18881949126443,
          "above_vwap": false,
          "amount": 1739104385.0
        },
        {
          "symbol": "SZSE.002536",
          "name": "飞龙股份",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.061585835257887,
          "last": 54.59,
          "vwap": 54.99012832484591,
          "above_vwap": false,
          "amount": 3038655509.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.385080645161299,
          "last": 20.71,
          "vwap": 20.807846756351246,
          "above_vwap": false,
          "amount": 2045567395.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.354787063720789,
          "last": 32.59,
          "vwap": 32.86244387511657,
          "above_vwap": false,
          "amount": 3319626058.0
        },
        {
          "symbol": "SHSE.601126",
          "name": "四方股份",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.29310344827587,
          "last": 60.49,
          "vwap": 61.429957473486226,
          "above_vwap": false,
          "amount": 1175830816.0
        },
        {
          "symbol": "SZSE.002028",
          "name": "思源电气",
          "theme": "发电设备",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 3.9665970772442716,
          "last": 174.3,
          "vwap": 177.30140504951692,
          "above_vwap": false,
          "amount": 1613070453.0
        },
        {
          "symbol": "SHSE.600166",
          "name": "福田汽车",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.8461538461538547,
          "last": 3.24,
          "vwap": 3.218290148076087,
          "above_vwap": true,
          "amount": 335117013.0
        },
        {
          "symbol": "SHSE.601058",
          "name": "赛轮轮胎",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.827361563517928,
          "last": 12.75,
          "vwap": 12.629721855391471,
          "above_vwap": true,
          "amount": 492530104.0
        },
        {
          "symbol": "SHSE.600875",
          "name": "东方电气",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.5998615437867754,
          "last": 29.93,
          "vwap": 30.21455378022854,
          "above_vwap": false,
          "amount": 1819157854.0
        },
        {
          "symbol": "SZSE.300345",
          "name": "华民股份",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.3376123234916566,
          "last": 8.05,
          "vwap": 8.222563331823526,
          "above_vwap": false,
          "amount": 359442778.0
        },
        {
          "symbol": "SHSE.603338",
          "name": "浙江鼎力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.1933423650087,
          "last": 53.32,
          "vwap": 53.2200497115211,
          "above_vwap": true,
          "amount": 559912177.0
        }
      ]
    },
    "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": 70.0,
      "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%",
        "domestic_tech_down_ratio_71%"
      ],
      "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": 0.2977,
      "active_up_ratio": 0.2727,
      "active_positive": 3,
      "active_positive_min": 1,
      "active_above_vwap": 0,
      "active_total": 11,
      "sample_total": 131,
      "dominant_theme": "发电设备",
      "dominant_theme_share": 0.2944,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [],
      "structural_symbol_whitelist": [],
      "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": 70.0,
        "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%",
          "domestic_tech_down_ratio_71%"
        ],
        "source_file": "reports/external_checks/external_tech_shock_20260706.json",
        "source_status": "ok",
        "source_generated_at": "2026-07-06T10:01:48+08:00"
      },
      "sample_rows": [
        {
          "symbol": "SZSE.300600",
          "name": "国瑞科技",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.598784194528885,
          "last": 10.62,
          "vwap": 11.161630963661723,
          "above_vwap": false,
          "amount": 209666773.0
        },
        {
          "symbol": "SHSE.600482",
          "name": "中国动力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.983923786841316,
          "last": 35.6,
          "vwap": 36.18881949126443,
          "above_vwap": false,
          "amount": 1739104385.0
        },
        {
          "symbol": "SZSE.002536",
          "name": "飞龙股份",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.061585835257887,
          "last": 54.59,
          "vwap": 54.99012832484591,
          "above_vwap": false,
          "amount": 3038655509.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.385080645161299,
          "last": 20.71,
          "vwap": 20.807846756351246,
          "above_vwap": false,
          "amount": 2045567395.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.354787063720789,
          "last": 32.59,
          "vwap": 32.86244387511657,
          "above_vwap": false,
          "amount": 3319626058.0
        },
        {
          "symbol": "SHSE.601126",
          "name": "四方股份",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.29310344827587,
          "last": 60.49,
          "vwap": 61.429957473486226,
          "above_vwap": false,
          "amount": 1175830816.0
        },
        {
          "symbol": "SZSE.002028",
          "name": "思源电气",
          "theme": "发电设备",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 3.9665970772442716,
          "last": 174.3,
          "vwap": 177.30140504951692,
          "above_vwap": false,
          "amount": 1613070453.0
        },
        {
          "symbol": "SHSE.600166",
          "name": "福田汽车",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.8461538461538547,
          "last": 3.24,
          "vwap": 3.218290148076087,
          "above_vwap": true,
          "amount": 335117013.0
        },
        {
          "symbol": "SHSE.601058",
          "name": "赛轮轮胎",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.827361563517928,
          "last": 12.75,
          "vwap": 12.629721855391471,
          "above_vwap": true,
          "amount": 492530104.0
        },
        {
          "symbol": "SHSE.600875",
          "name": "东方电气",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.5998615437867754,
          "last": 29.93,
          "vwap": 30.21455378022854,
          "above_vwap": false,
          "amount": 1819157854.0
        },
        {
          "symbol": "SZSE.300345",
          "name": "华民股份",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.3376123234916566,
          "last": 8.05,
          "vwap": 8.222563331823526,
          "above_vwap": false,
          "amount": 359442778.0
        },
        {
          "symbol": "SHSE.603338",
          "name": "浙江鼎力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.1933423650087,
          "last": 53.32,
          "vwap": 53.2200497115211,
          "above_vwap": true,
          "amount": 559912177.0
        }
      ]
    },
    "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": 70.0,
      "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%",
        "domestic_tech_down_ratio_71%"
      ],
      "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:134/134",
  "quote_stale_lock": false,
  "generated_at": "2026-07-06T10:52:37",
  "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": "2026-07-06T10:52:37",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 27.27,
      "max_chase_pct": 3.0,
      "base_exec_high": 27.27,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.08,
      "entry_zone_high": 26.88,
      "entry_risk_pct": null,
      "intraday_vwap": 26.5709,
      "price_vs_vwap_pct": -1.5841,
      "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": 26.15,
        "ts": "2026-07-06T10:52:34",
        "prev_close": 26.08,
        "open": 25.79,
        "high": 27.33,
        "low": 25.55,
        "bid1": 26.15,
        "ask1": 26.16,
        "bid_qty1": 21,
        "ask_qty1": 135
      },
      "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": "OBSERVE",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 175.07,
      "max_chase_pct": 3.0,
      "base_exec_high": 175.07,
      "dynamic_exec_high": null,
      "entry_zone_low": 167.42,
      "entry_zone_high": 172.52,
      "entry_risk_pct": 5.5619,
      "intraday_vwap": 177.3014,
      "price_vs_vwap_pct": -1.6928,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2543,
        "prev_amount_yi": 0.1441,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7647,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:50",
            "open": 174.59,
            "high": 174.67,
            "low": 174.59,
            "close": 174.67,
            "amount_yi": 0.0884
          },
          {
            "time": "10:51",
            "open": 174.54,
            "high": 174.54,
            "low": 174.5,
            "close": 174.5,
            "amount_yi": 0.0379
          },
          {
            "time": "10:52",
            "open": 174.9,
            "high": 174.9,
            "low": 174.3,
            "close": 174.3,
            "amount_yi": 0.128
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": "entry_risk_too_wide_over_5pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 174.3,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 167.65,
        "open": 169.0,
        "high": 179.8,
        "low": 168.93,
        "bid1": 174.38,
        "ask1": 174.58,
        "bid_qty1": 3,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 5200,
      "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": 19.1527,
      "price_vs_vwap_pct": -1.1628,
      "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": 0.0252,
        "prev_amount_yi": 0.0158,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5949,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:50",
            "open": 18.95,
            "high": 18.95,
            "low": 18.93,
            "close": 18.93,
            "amount_yi": 0.0065
          },
          {
            "time": "10:51",
            "open": 18.93,
            "high": 18.93,
            "low": 18.91,
            "close": 18.91,
            "amount_yi": 0.0051
          },
          {
            "time": "10:52",
            "open": 18.91,
            "high": 18.93,
            "low": 18.91,
            "close": 18.93,
            "amount_yi": 0.0136
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127865.51,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.93,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 19.38,
        "open": 19.38,
        "high": 19.46,
        "low": 18.89,
        "bid1": 18.92,
        "ask1": 18.93,
        "bid_qty1": 15,
        "ask_qty1": 13
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 7400,
      "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": 13.6881,
      "price_vs_vwap_pct": -2.5431,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1997,
        "prev_amount_yi": 0.1155,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.729,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:50",
            "open": 13.28,
            "high": 13.29,
            "low": 13.28,
            "close": 13.29,
            "amount_yi": 0.1141
          },
          {
            "time": "10:51",
            "open": 13.29,
            "high": 13.29,
            "low": 13.28,
            "close": 13.28,
            "amount_yi": 0.0475
          },
          {
            "time": "10:52",
            "open": 13.29,
            "high": 13.34,
            "low": 13.29,
            "close": 13.34,
            "amount_yi": 0.0381
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127865.51,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.34,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 14.22,
        "open": 13.92,
        "high": 14.07,
        "low": 13.28,
        "bid1": 13.33,
        "ask1": 13.34,
        "bid_qty1": 310,
        "ask_qty1": 111
      },
      "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": "2026-07-06T10:52:37",
      "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": null,
      "intraday_vwap": 37.7392,
      "price_vs_vwap_pct": -0.5808,
      "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": 37.52,
        "ts": "2026-07-06T10:52:37",
        "prev_close": 37.15,
        "open": 36.95,
        "high": 38.09,
        "low": 36.95,
        "bid1": 37.52,
        "ask1": 37.55,
        "bid_qty1": 50,
        "ask_qty1": 16
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 3300,
      "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": 30.1683,
      "price_vs_vwap_pct": -2.4141,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1043,
        "prev_amount_yi": 0.0725,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4386,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:50",
            "open": 29.46,
            "high": 29.46,
            "low": 29.44,
            "close": 29.44,
            "amount_yi": 0.0244
          },
          {
            "time": "10:51",
            "open": 29.42,
            "high": 29.42,
            "low": 29.41,
            "close": 29.41,
            "amount_yi": 0.0571
          },
          {
            "time": "10:52",
            "open": 29.41,
            "high": 29.44,
            "low": 29.41,
            "close": 29.44,
            "amount_yi": 0.0228
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127865.51,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.44,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 30.83,
        "open": 30.9,
        "high": 30.99,
        "low": 29.38,
        "bid1": 29.41,
        "ask1": 29.44,
        "bid_qty1": 61,
        "ask_qty1": 386
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 3800,
      "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": 26.3606,
      "price_vs_vwap_pct": -2.9992,
      "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": 0.0349,
        "prev_amount_yi": 0.0335,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0418,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:50",
            "open": 25.63,
            "high": 25.63,
            "low": 25.61,
            "close": 25.61,
            "amount_yi": 0.0024
          },
          {
            "time": "10:51",
            "open": 25.56,
            "high": 25.56,
            "low": 25.56,
            "close": 25.56,
            "amount_yi": 0.023
          },
          {
            "time": "10:52",
            "open": 25.58,
            "high": 25.58,
            "low": 25.57,
            "close": 25.57,
            "amount_yi": 0.0095
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127865.51,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.57,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 27.02,
        "open": 26.75,
        "high": 27.49,
        "low": 25.55,
        "bid1": 25.57,
        "ask1": 25.6,
        "bid_qty1": 59,
        "ask_qty1": 87
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 17200,
      "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": 5.8945,
      "price_vs_vwap_pct": -2.6211,
      "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": 0.0786,
        "prev_amount_yi": 0.1135,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6925,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:50",
            "open": 5.74,
            "high": 5.74,
            "low": 5.74,
            "close": 5.74,
            "amount_yi": 0.0233
          },
          {
            "time": "10:51",
            "open": 5.73,
            "high": 5.73,
            "low": 5.73,
            "close": 5.73,
            "amount_yi": 0.0219
          },
          {
            "time": "10:52",
            "open": 5.72,
            "high": 5.74,
            "low": 5.72,
            "close": 5.74,
            "amount_yi": 0.0334
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127865.51,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.74,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 6.22,
        "open": 5.95,
        "high": 6.05,
        "low": 5.71,
        "bid1": 5.74,
        "ask1": 5.75,
        "bid_qty1": 346,
        "ask_qty1": 649
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 2100,
      "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": 48.478,
      "price_vs_vwap_pct": -2.9044,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3141,
        "prev_amount_yi": 0.0998,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.1473,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:50",
            "open": 47.1,
            "high": 47.1,
            "low": 47.04,
            "close": 47.04,
            "amount_yi": 0.0463
          },
          {
            "time": "10:51",
            "open": 46.9,
            "high": 46.9,
            "low": 46.84,
            "close": 46.84,
            "amount_yi": 0.1783
          },
          {
            "time": "10:52",
            "open": 46.94,
            "high": 47.07,
            "low": 46.94,
            "close": 47.07,
            "amount_yi": 0.0895
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127865.51,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.07,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 49.58,
        "open": 49.38,
        "high": 51.0,
        "low": 46.83,
        "bid1": 47.06,
        "ask1": 47.07,
        "bid_qty1": 5,
        "ask_qty1": 2
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 4200,
      "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": 23.3623,
      "price_vs_vwap_pct": -1.1227,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1014,
        "prev_amount_yi": 0.0634,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5994,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:50",
            "open": 23.05,
            "high": 23.06,
            "low": 23.05,
            "close": 23.06,
            "amount_yi": 0.0437
          },
          {
            "time": "10:51",
            "open": 23.05,
            "high": 23.06,
            "low": 23.05,
            "close": 23.06,
            "amount_yi": 0.0334
          },
          {
            "time": "10:52",
            "open": 23.09,
            "high": 23.1,
            "low": 23.09,
            "close": 23.1,
            "amount_yi": 0.0243
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127865.51,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.1,
        "ts": "2026-07-06T10:52:35",
        "prev_close": 23.45,
        "open": 23.5,
        "high": 23.69,
        "low": 23.0,
        "bid1": 23.09,
        "ask1": 23.1,
        "bid_qty1": 70,
        "ask_qty1": 16
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 3800,
      "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": 25.9276,
      "price_vs_vwap_pct": -0.415,
      "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": 0.1149,
        "prev_amount_yi": 0.1548,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7422,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:50",
            "open": 25.82,
            "high": 25.82,
            "low": 25.79,
            "close": 25.79,
            "amount_yi": 0.0555
          },
          {
            "time": "10:51",
            "open": 25.79,
            "high": 25.79,
            "low": 25.77,
            "close": 25.77,
            "amount_yi": 0.0327
          },
          {
            "time": "10:52",
            "open": 25.77,
            "high": 25.82,
            "low": 25.77,
            "close": 25.82,
            "amount_yi": 0.0267
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127865.51,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.82,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 26.22,
        "open": 26.1,
        "high": 26.48,
        "low": 25.58,
        "bid1": 25.81,
        "ask1": 25.82,
        "bid_qty1": 10,
        "ask_qty1": 225
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 3200,
      "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": 26.6729,
      "price_vs_vwap_pct": -2.2978,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1247,
        "prev_amount_yi": 0.1372,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9089,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:48",
            "open": 26.15,
            "high": 26.16,
            "low": 26.15,
            "close": 26.16,
            "amount_yi": 0.0182
          },
          {
            "time": "10:49",
            "open": 26.11,
            "high": 26.11,
            "low": 26.11,
            "close": 26.11,
            "amount_yi": 0.0196
          },
          {
            "time": "10:50",
            "open": 26.11,
            "high": 26.11,
            "low": 26.09,
            "close": 26.09,
            "amount_yi": 0.0444
          },
          {
            "time": "10:51",
            "open": 26.03,
            "high": 26.05,
            "low": 26.03,
            "close": 26.05,
            "amount_yi": 0.0182
          },
          {
            "time": "10:52",
            "open": 26.03,
            "high": 26.06,
            "low": 26.03,
            "close": 26.06,
            "amount_yi": 0.0243
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.06,
        "ts": "2026-07-06T10:52:36",
        "prev_close": 25.91,
        "open": 25.04,
        "high": 27.85,
        "low": 25.04,
        "bid1": 26.05,
        "ask1": 26.08,
        "bid_qty1": 2,
        "ask_qty1": 36
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 4100,
      "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": 20.8078,
      "price_vs_vwap_pct": -0.47,
      "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": 0.3529,
        "prev_amount_yi": 0.5854,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6028,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:48",
            "open": 20.92,
            "high": 20.92,
            "low": 20.85,
            "close": 20.85,
            "amount_yi": 0.0917
          },
          {
            "time": "10:49",
            "open": 20.82,
            "high": 20.82,
            "low": 20.82,
            "close": 20.82,
            "amount_yi": 0.0252
          },
          {
            "time": "10:50",
            "open": 20.83,
            "high": 20.83,
            "low": 20.81,
            "close": 20.81,
            "amount_yi": 0.0579
          },
          {
            "time": "10:51",
            "open": 20.76,
            "high": 20.76,
            "low": 20.75,
            "close": 20.75,
            "amount_yi": 0.0584
          },
          {
            "time": "10:52",
            "open": 20.72,
            "high": 20.72,
            "low": 20.71,
            "close": 20.71,
            "amount_yi": 0.1197
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.71,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 19.84,
        "open": 19.7,
        "high": 21.47,
        "low": 19.38,
        "bid1": 20.71,
        "ask1": 20.72,
        "bid_qty1": 106,
        "ask_qty1": 6
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 2600,
      "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": 32.8624,
      "price_vs_vwap_pct": -0.8289,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7311,
        "prev_amount_yi": 0.5139,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4227,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:48",
            "open": 32.54,
            "high": 32.56,
            "low": 32.54,
            "close": 32.56,
            "amount_yi": 0.1041
          },
          {
            "time": "10:49",
            "open": 32.61,
            "high": 32.61,
            "low": 32.61,
            "close": 32.61,
            "amount_yi": 0.0678
          },
          {
            "time": "10:50",
            "open": 32.68,
            "high": 32.68,
            "low": 32.58,
            "close": 32.58,
            "amount_yi": 0.2299
          },
          {
            "time": "10:51",
            "open": 32.57,
            "high": 32.57,
            "low": 32.52,
            "close": 32.52,
            "amount_yi": 0.1611
          },
          {
            "time": "10:52",
            "open": 32.5,
            "high": 32.59,
            "low": 32.5,
            "close": 32.59,
            "amount_yi": 0.1682
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 32.59,
        "ts": "2026-07-06T10:52:36",
        "prev_close": 31.23,
        "open": 31.23,
        "high": 33.59,
        "low": 31.23,
        "bid1": 32.59,
        "ask1": 32.6,
        "bid_qty1": 43,
        "ask_qty1": 71
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 4000,
      "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": 3.0047,
      "intraday_vwap": 10.6186,
      "price_vs_vwap_pct": 0.2957,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0418,
        "prev_amount_yi": 0.0537,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7784,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 10.67,
            "high": 10.67,
            "low": 10.67,
            "close": 10.67,
            "amount_yi": 0.009
          },
          {
            "time": "10:49",
            "open": 10.68,
            "high": 10.68,
            "low": 10.68,
            "close": 10.68,
            "amount_yi": 0.0058
          },
          {
            "time": "10:50",
            "open": 10.68,
            "high": 10.68,
            "low": 10.66,
            "close": 10.66,
            "amount_yi": 0.008
          },
          {
            "time": "10:51",
            "open": 10.67,
            "high": 10.67,
            "low": 10.66,
            "close": 10.66,
            "amount_yi": 0.0051
          },
          {
            "time": "10:52",
            "open": 10.64,
            "high": 10.65,
            "low": 10.64,
            "close": 10.65,
            "amount_yi": 0.0139
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42621.84,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.65,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 10.52,
        "open": 10.4,
        "high": 10.82,
        "low": 10.32,
        "bid1": 10.64,
        "ask1": 10.65,
        "bid_qty1": 97,
        "ask_qty1": 208
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "ACTIONABLE",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "trigger_touched",
      "qty": 2000,
      "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": 3.2677,
      "intraday_vwap": 20.9909,
      "price_vs_vwap_pct": -0.8618,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6938,
        "prev_amount_yi": 0.6529,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0626,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 20.86,
            "high": 20.86,
            "low": 20.84,
            "close": 20.84,
            "amount_yi": 0.1453
          },
          {
            "time": "10:49",
            "open": 20.83,
            "high": 20.83,
            "low": 20.83,
            "close": 20.83,
            "amount_yi": 0.0523
          },
          {
            "time": "10:50",
            "open": 20.85,
            "high": 20.85,
            "low": 20.82,
            "close": 20.82,
            "amount_yi": 0.1677
          },
          {
            "time": "10:51",
            "open": 20.79,
            "high": 20.79,
            "low": 20.79,
            "close": 20.79,
            "amount_yi": 0.1559
          },
          {
            "time": "10:52",
            "open": 20.79,
            "high": 20.81,
            "low": 20.79,
            "close": 20.81,
            "amount_yi": 0.1726
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42621.84,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.81,
        "ts": "2026-07-06T10:52:35",
        "prev_close": 20.34,
        "open": 19.88,
        "high": 21.49,
        "low": 19.88,
        "bid1": 20.8,
        "ask1": 20.81,
        "bid_qty1": 30,
        "ask_qty1": 238
      },
      "previous_state": "ACTIONABLE",
      "next_state": "ACTIONABLE",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 3400,
      "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": 25.6372,
      "price_vs_vwap_pct": -3.6556,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3957,
        "prev_amount_yi": 0.343,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1536,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 24.8,
            "high": 24.8,
            "low": 24.74,
            "close": 24.74,
            "amount_yi": 0.0918
          },
          {
            "time": "10:49",
            "open": 24.71,
            "high": 24.71,
            "low": 24.71,
            "close": 24.71,
            "amount_yi": 0.0518
          },
          {
            "time": "10:50",
            "open": 24.69,
            "high": 24.71,
            "low": 24.69,
            "close": 24.71,
            "amount_yi": 0.1192
          },
          {
            "time": "10:51",
            "open": 24.7,
            "high": 24.71,
            "low": 24.7,
            "close": 24.71,
            "amount_yi": 0.0712
          },
          {
            "time": "10:52",
            "open": 24.71,
            "high": 24.71,
            "low": 24.7,
            "close": 24.7,
            "amount_yi": 0.0617
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.7,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 25.93,
        "open": 25.23,
        "high": 26.6,
        "low": 24.68,
        "bid1": 24.69,
        "ask1": 24.7,
        "bid_qty1": 313,
        "ask_qty1": 60
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "trigger_touched",
      "qty": 1400,
      "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": 4.155,
      "intraday_vwap": 28.681,
      "price_vs_vwap_pct": -0.1778,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.8485,
        "prev_amount_yi": 1.0599,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.744,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 28.67,
            "high": 28.67,
            "low": 28.65,
            "close": 28.65,
            "amount_yi": 0.3506
          },
          {
            "time": "10:49",
            "open": 28.64,
            "high": 28.64,
            "low": 28.64,
            "close": 28.64,
            "amount_yi": 0.2389
          },
          {
            "time": "10:50",
            "open": 28.7,
            "high": 28.7,
            "low": 28.69,
            "close": 28.69,
            "amount_yi": 0.4159
          },
          {
            "time": "10:51",
            "open": 28.66,
            "high": 28.67,
            "low": 28.66,
            "close": 28.67,
            "amount_yi": 0.3842
          },
          {
            "time": "10:52",
            "open": 28.61,
            "high": 28.63,
            "low": 28.61,
            "close": 28.63,
            "amount_yi": 0.4589
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42621.84,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.63,
        "ts": "2026-07-06T10:52:35",
        "prev_close": 27.82,
        "open": 27.64,
        "high": 29.19,
        "low": 27.62,
        "bid1": 28.63,
        "ask1": 28.64,
        "bid_qty1": 7,
        "ask_qty1": 503
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 7300,
      "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": 11.6605,
      "price_vs_vwap_pct": -1.2907,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1382,
        "prev_amount_yi": 0.1296,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0664,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 11.52,
            "high": 11.52,
            "low": 11.51,
            "close": 11.51,
            "amount_yi": 0.0232
          },
          {
            "time": "10:49",
            "open": 11.5,
            "high": 11.5,
            "low": 11.5,
            "close": 11.5,
            "amount_yi": 0.0065
          },
          {
            "time": "10:50",
            "open": 11.5,
            "high": 11.5,
            "low": 11.5,
            "close": 11.5,
            "amount_yi": 0.0469
          },
          {
            "time": "10:51",
            "open": 11.48,
            "high": 11.49,
            "low": 11.48,
            "close": 11.49,
            "amount_yi": 0.0156
          },
          {
            "time": "10:52",
            "open": 11.49,
            "high": 11.51,
            "low": 11.49,
            "close": 11.51,
            "amount_yi": 0.046
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.51,
        "ts": "2026-07-06T10:52:36",
        "prev_close": 11.46,
        "open": 11.4,
        "high": 11.95,
        "low": 11.35,
        "bid1": 11.52,
        "ask1": 11.53,
        "bid_qty1": 4,
        "ask_qty1": 391
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002574:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002574:VWAP_RECLAIM",
      "symbol": "SZSE.002574",
      "name": "明牌珠宝",
      "side": "BUY",
      "priority": "W8",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.38,
      "exec_low": 4.45,
      "exec_high": 4.45,
      "invalid_price": 4.25,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 19600,
      "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": 4.3479,
      "price_vs_vwap_pct": -0.4117,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0053,
        "prev_amount_yi": 0.0036,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4722,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 4.33,
            "high": 4.33,
            "low": 4.33,
            "close": 4.33,
            "amount_yi": 0.0003
          },
          {
            "time": "10:49",
            "open": 4.33,
            "high": 4.33,
            "low": 4.33,
            "close": 4.33,
            "amount_yi": 0.0001
          },
          {
            "time": "10:50",
            "open": 4.33,
            "high": 4.33,
            "low": 4.33,
            "close": 4.33,
            "amount_yi": 0.003
          },
          {
            "time": "10:51",
            "open": 4.33,
            "high": 4.33,
            "low": 4.33,
            "close": 4.33,
            "amount_yi": 0.001
          },
          {
            "time": "10:52",
            "open": 4.33,
            "high": 4.33,
            "low": 4.33,
            "close": 4.33,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.33,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 4.33,
        "open": 4.32,
        "high": 4.39,
        "low": 4.31,
        "bid1": 4.32,
        "ask1": 4.33,
        "bid_qty1": 2682,
        "ask_qty1": 152
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002716:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002716:VWAP_RECLAIM",
      "symbol": "SZSE.002716",
      "name": "湖南白银",
      "side": "BUY",
      "priority": "W9",
      "status": "NEAR_TRIGGER",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "near_trigger",
      "qty": 9800,
      "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": 8.9663,
      "price_vs_vwap_pct": -3.1931,
      "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": 0.2718,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0007,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 8.69,
            "high": 8.69,
            "low": 8.69,
            "close": 8.69,
            "amount_yi": 0.0528
          },
          {
            "time": "10:49",
            "open": 8.7,
            "high": 8.7,
            "low": 8.7,
            "close": 8.7,
            "amount_yi": 0.0265
          },
          {
            "time": "10:50",
            "open": 8.7,
            "high": 8.7,
            "low": 8.68,
            "close": 8.68,
            "amount_yi": 0.0464
          },
          {
            "time": "10:51",
            "open": 8.66,
            "high": 8.66,
            "low": 8.66,
            "close": 8.66,
            "amount_yi": 0.0989
          },
          {
            "time": "10:52",
            "open": 8.66,
            "high": 8.68,
            "low": 8.66,
            "close": 8.68,
            "amount_yi": 0.0474
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.68,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 8.44,
        "open": 8.41,
        "high": 9.28,
        "low": 8.31,
        "bid1": 8.67,
        "ask1": 8.68,
        "bid_qty1": 378,
        "ask_qty1": 126
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 6200,
      "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": 13.8892,
      "price_vs_vwap_pct": -1.5782,
      "energy_floor_hint_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": 0.0814,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0663,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 13.7,
            "high": 13.7,
            "low": 13.68,
            "close": 13.68,
            "amount_yi": 0.0174
          },
          {
            "time": "10:49",
            "open": 13.68,
            "high": 13.68,
            "low": 13.68,
            "close": 13.68,
            "amount_yi": 0.0135
          },
          {
            "time": "10:50",
            "open": 13.68,
            "high": 13.68,
            "low": 13.68,
            "close": 13.68,
            "amount_yi": 0.0112
          },
          {
            "time": "10:51",
            "open": 13.68,
            "high": 13.68,
            "low": 13.67,
            "close": 13.67,
            "amount_yi": 0.0156
          },
          {
            "time": "10:52",
            "open": 13.65,
            "high": 13.67,
            "low": 13.65,
            "close": 13.67,
            "amount_yi": 0.0291
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.67,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 13.73,
        "open": 13.59,
        "high": 14.24,
        "low": 13.45,
        "bid1": 13.67,
        "ask1": 13.69,
        "bid_qty1": 52,
        "ask_qty1": 9
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "TOUCHED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 2400,
      "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": null,
      "intraday_vwap": 34.6417,
      "price_vs_vwap_pct": 1.0632,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0156,
        "prev_amount_yi": 0.0116,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3448,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 35.0,
            "high": 35.03,
            "low": 35.0,
            "close": 35.03,
            "amount_yi": 0.0049
          },
          {
            "time": "10:49",
            "open": 35.04,
            "high": 35.04,
            "low": 35.04,
            "close": 35.04,
            "amount_yi": 0.0011
          },
          {
            "time": "10:50",
            "open": 35.06,
            "high": 35.06,
            "low": 35.06,
            "close": 35.06,
            "amount_yi": 0.004
          },
          {
            "time": "10:51",
            "open": 35.04,
            "high": 35.04,
            "low": 35.03,
            "close": 35.03,
            "amount_yi": 0.0018
          },
          {
            "time": "10:52",
            "open": 35.03,
            "high": 35.03,
            "low": 35.01,
            "close": 35.01,
            "amount_yi": 0.0038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.01,
        "ts": "2026-07-06T10:52:36",
        "prev_close": 34.13,
        "open": 34.0,
        "high": 35.07,
        "low": 33.73,
        "bid1": 35.0,
        "ask1": 35.02,
        "bid_qty1": 7,
        "ask_qty1": 17
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 37200,
      "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": 2.322,
      "price_vs_vwap_pct": -1.8088,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0303,
        "prev_amount_yi": 0.026,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1654,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 2.28,
            "high": 2.29,
            "low": 2.28,
            "close": 2.29,
            "amount_yi": 0.0042
          },
          {
            "time": "10:49",
            "open": 2.28,
            "high": 2.28,
            "low": 2.28,
            "close": 2.28,
            "amount_yi": 0.0013
          },
          {
            "time": "10:50",
            "open": 2.28,
            "high": 2.28,
            "low": 2.28,
            "close": 2.28,
            "amount_yi": 0.0004
          },
          {
            "time": "10:51",
            "open": 2.28,
            "high": 2.28,
            "low": 2.28,
            "close": 2.28,
            "amount_yi": 0.0205
          },
          {
            "time": "10:52",
            "open": 2.28,
            "high": 2.28,
            "low": 2.28,
            "close": 2.28,
            "amount_yi": 0.0039
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.28,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 2.33,
        "open": 2.33,
        "high": 2.36,
        "low": 2.27,
        "bid1": 2.28,
        "ask1": 2.29,
        "bid_qty1": 68,
        "ask_qty1": 6038
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 5700,
      "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": 15.2862,
      "price_vs_vwap_pct": -2.9844,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.182,
        "prev_amount_yi": 0.1932,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.942,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 14.79,
            "high": 14.79,
            "low": 14.79,
            "close": 14.79,
            "amount_yi": 0.0321
          },
          {
            "time": "10:49",
            "open": 14.77,
            "high": 14.77,
            "low": 14.77,
            "close": 14.77,
            "amount_yi": 0.0349
          },
          {
            "time": "10:50",
            "open": 14.77,
            "high": 14.78,
            "low": 14.77,
            "close": 14.78,
            "amount_yi": 0.0409
          },
          {
            "time": "10:51",
            "open": 14.8,
            "high": 14.8,
            "low": 14.78,
            "close": 14.78,
            "amount_yi": 0.0418
          },
          {
            "time": "10:52",
            "open": 14.8,
            "high": 14.83,
            "low": 14.8,
            "close": 14.83,
            "amount_yi": 0.0323
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.83,
        "ts": "2026-07-06T10:52:36",
        "prev_close": 15.24,
        "open": 15.3,
        "high": 15.75,
        "low": 14.74,
        "bid1": 14.82,
        "ask1": 14.83,
        "bid_qty1": 82,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600807:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600807:VWAP_RECLAIM",
      "symbol": "SHSE.600807",
      "name": "济高发展",
      "side": "BUY",
      "priority": "W14",
      "status": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 35500,
      "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": 2.4375,
      "price_vs_vwap_pct": -1.5385,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0151,
        "prev_amount_yi": 0.0055,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.7455,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:47",
            "open": 2.41,
            "high": 2.41,
            "low": 2.41,
            "close": 2.41,
            "amount_yi": 0.0001
          },
          {
            "time": "10:48",
            "open": 2.4,
            "high": 2.4,
            "low": 2.4,
            "close": 2.4,
            "amount_yi": 0.0109
          },
          {
            "time": "10:50",
            "open": 2.39,
            "high": 2.4,
            "low": 2.39,
            "close": 2.4,
            "amount_yi": 0.002
          },
          {
            "time": "10:51",
            "open": 2.4,
            "high": 2.4,
            "low": 2.4,
            "close": 2.4,
            "amount_yi": 0.001
          },
          {
            "time": "10:52",
            "open": 2.39,
            "high": 2.4,
            "low": 2.39,
            "close": 2.4,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.4,
        "ts": "2026-07-06T10:52:30",
        "prev_close": 2.45,
        "open": 2.44,
        "high": 2.49,
        "low": 2.39,
        "bid1": 2.39,
        "ask1": 2.4,
        "bid_qty1": 2171,
        "ask_qty1": 138
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "near_trigger",
      "qty": 24400,
      "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": 3.4876,
      "price_vs_vwap_pct": 0.0688,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0042,
        "prev_amount_yi": 0.0069,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6087,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:46",
            "open": 3.47,
            "high": 3.48,
            "low": 3.47,
            "close": 3.48,
            "amount_yi": 0.0004
          },
          {
            "time": "10:47",
            "open": 3.47,
            "high": 3.49,
            "low": 3.47,
            "close": 3.49,
            "amount_yi": 0.0019
          },
          {
            "time": "10:50",
            "open": 3.49,
            "high": 3.49,
            "low": 3.48,
            "close": 3.48,
            "amount_yi": 0.0005
          },
          {
            "time": "10:51",
            "open": 3.48,
            "high": 3.49,
            "low": 3.48,
            "close": 3.49,
            "amount_yi": 0.0006
          },
          {
            "time": "10:52",
            "open": 3.48,
            "high": 3.49,
            "low": 3.48,
            "close": 3.49,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.49,
        "ts": "2026-07-06T10:52:36",
        "prev_close": 3.47,
        "open": 3.47,
        "high": 3.52,
        "low": 3.46,
        "bid1": 3.48,
        "ask1": 3.49,
        "bid_qty1": 204,
        "ask_qty1": 573
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "near_trigger",
      "qty": 19600,
      "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": 4.3046,
      "price_vs_vwap_pct": 0.3578,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.009,
        "prev_amount_yi": 0.0055,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6364,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 4.33,
            "high": 4.33,
            "low": 4.33,
            "close": 4.33,
            "amount_yi": 0.0012
          },
          {
            "time": "10:49",
            "open": 4.33,
            "high": 4.33,
            "low": 4.33,
            "close": 4.33,
            "amount_yi": 0.0006
          },
          {
            "time": "10:50",
            "open": 4.33,
            "high": 4.33,
            "low": 4.33,
            "close": 4.33,
            "amount_yi": 0.0036
          },
          {
            "time": "10:51",
            "open": 4.33,
            "high": 4.33,
            "low": 4.32,
            "close": 4.32,
            "amount_yi": 0.0019
          },
          {
            "time": "10:52",
            "open": 4.33,
            "high": 4.33,
            "low": 4.32,
            "close": 4.32,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.32,
        "ts": "2026-07-06T10:52:34",
        "prev_close": 4.28,
        "open": 4.29,
        "high": 4.33,
        "low": 4.26,
        "bid1": 4.32,
        "ask1": 4.33,
        "bid_qty1": 2543,
        "ask_qty1": 2689
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 6000,
      "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": 14.4254,
      "price_vs_vwap_pct": -2.0478,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1419,
        "prev_amount_yi": 0.1429,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.993,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:48",
            "open": 14.18,
            "high": 14.19,
            "low": 14.18,
            "close": 14.19,
            "amount_yi": 0.0215
          },
          {
            "time": "10:49",
            "open": 14.19,
            "high": 14.19,
            "low": 14.19,
            "close": 14.19,
            "amount_yi": 0.0091
          },
          {
            "time": "10:50",
            "open": 14.18,
            "high": 14.18,
            "low": 14.17,
            "close": 14.17,
            "amount_yi": 0.0156
          },
          {
            "time": "10:51",
            "open": 14.14,
            "high": 14.14,
            "low": 14.11,
            "close": 14.11,
            "amount_yi": 0.0602
          },
          {
            "time": "10:52",
            "open": 14.12,
            "high": 14.13,
            "low": 14.12,
            "close": 14.13,
            "amount_yi": 0.0355
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.13,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 14.65,
        "open": 14.52,
        "high": 14.77,
        "low": 14.1,
        "bid1": 14.13,
        "ask1": 14.14,
        "bid_qty1": 122,
        "ask_qty1": 49
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 8600,
      "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": 10.1088,
      "price_vs_vwap_pct": -3.0548,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0993,
        "prev_amount_yi": 0.078,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2731,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:48",
            "open": 9.81,
            "high": 9.82,
            "low": 9.81,
            "close": 9.82,
            "amount_yi": 0.0094
          },
          {
            "time": "10:49",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0154
          },
          {
            "time": "10:50",
            "open": 9.81,
            "high": 9.81,
            "low": 9.8,
            "close": 9.8,
            "amount_yi": 0.0145
          },
          {
            "time": "10:51",
            "open": 9.79,
            "high": 9.79,
            "low": 9.79,
            "close": 9.79,
            "amount_yi": 0.044
          },
          {
            "time": "10:52",
            "open": 9.79,
            "high": 9.8,
            "low": 9.79,
            "close": 9.8,
            "amount_yi": 0.016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.8,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 10.63,
        "open": 10.39,
        "high": 10.62,
        "low": 9.79,
        "bid1": 9.8,
        "ask1": 9.81,
        "bid_qty1": 798,
        "ask_qty1": 1491
      },
      "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": "2026-07-06T10:52:37",
      "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": 38.1979,
      "price_vs_vwap_pct": 0.5814,
      "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": 0.6806,
        "prev_amount_yi": 0.8068,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8436,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:48",
            "open": 38.35,
            "high": 38.35,
            "low": 38.27,
            "close": 38.27,
            "amount_yi": 0.1433
          },
          {
            "time": "10:49",
            "open": 38.2,
            "high": 38.2,
            "low": 38.2,
            "close": 38.2,
            "amount_yi": 0.0659
          },
          {
            "time": "10:50",
            "open": 38.16,
            "high": 38.16,
            "low": 38.07,
            "close": 38.07,
            "amount_yi": 0.152
          },
          {
            "time": "10:51",
            "open": 38.0,
            "high": 38.19,
            "low": 38.0,
            "close": 38.19,
            "amount_yi": 0.2055
          },
          {
            "time": "10:52",
            "open": 38.32,
            "high": 38.42,
            "low": 38.32,
            "close": 38.42,
            "amount_yi": 0.1139
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 38.42,
        "ts": "2026-07-06T10:52:36",
        "prev_close": 37.35,
        "open": 38.0,
        "high": 39.49,
        "low": 37.3,
        "bid1": 38.42,
        "ask1": 38.43,
        "bid_qty1": 112,
        "ask_qty1": 76
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 14000,
      "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": 6.2881,
      "price_vs_vwap_pct": -3.4685,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1325,
        "prev_amount_yi": 0.1506,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8798,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:48",
            "open": 6.08,
            "high": 6.08,
            "low": 6.07,
            "close": 6.07,
            "amount_yi": 0.0331
          },
          {
            "time": "10:49",
            "open": 6.07,
            "high": 6.07,
            "low": 6.07,
            "close": 6.07,
            "amount_yi": 0.013
          },
          {
            "time": "10:50",
            "open": 6.07,
            "high": 6.08,
            "low": 6.07,
            "close": 6.08,
            "amount_yi": 0.0167
          },
          {
            "time": "10:51",
            "open": 6.06,
            "high": 6.06,
            "low": 6.06,
            "close": 6.06,
            "amount_yi": 0.0357
          },
          {
            "time": "10:52",
            "open": 6.06,
            "high": 6.07,
            "low": 6.06,
            "close": 6.07,
            "amount_yi": 0.034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.07,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 6.51,
        "open": 6.36,
        "high": 6.54,
        "low": 6.05,
        "bid1": 6.06,
        "ask1": 6.07,
        "bid_qty1": 187,
        "ask_qty1": 1299
      },
      "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": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 8000,
      "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": 10.666,
      "price_vs_vwap_pct": -1.1813,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0414,
        "prev_amount_yi": 0.0507,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8166,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 10.55,
            "high": 10.55,
            "low": 10.54,
            "close": 10.54,
            "amount_yi": 0.0099
          },
          {
            "time": "10:49",
            "open": 10.54,
            "high": 10.54,
            "low": 10.54,
            "close": 10.54,
            "amount_yi": 0.0036
          },
          {
            "time": "10:50",
            "open": 10.54,
            "high": 10.54,
            "low": 10.54,
            "close": 10.54,
            "amount_yi": 0.0106
          },
          {
            "time": "10:51",
            "open": 10.54,
            "high": 10.54,
            "low": 10.54,
            "close": 10.54,
            "amount_yi": 0.0077
          },
          {
            "time": "10:52",
            "open": 10.54,
            "high": 10.54,
            "low": 10.54,
            "close": 10.54,
            "amount_yi": 0.0096
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.54,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 10.72,
        "open": 10.71,
        "high": 10.82,
        "low": 10.51,
        "bid1": 10.53,
        "ask1": 10.54,
        "bid_qty1": 207,
        "ask_qty1": 73
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 3800,
      "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": 3.2143,
      "intraday_vwap": 11.1389,
      "price_vs_vwap_pct": 0.4588,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0211,
        "prev_amount_yi": 0.0144,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4653,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 11.18,
            "high": 11.18,
            "low": 11.18,
            "close": 11.18,
            "amount_yi": 0.005
          },
          {
            "time": "10:49",
            "open": 11.19,
            "high": 11.19,
            "low": 11.19,
            "close": 11.19,
            "amount_yi": 0.0027
          },
          {
            "time": "10:50",
            "open": 11.17,
            "high": 11.21,
            "low": 11.17,
            "close": 11.21,
            "amount_yi": 0.0061
          },
          {
            "time": "10:51",
            "open": 11.22,
            "high": 11.22,
            "low": 11.19,
            "close": 11.19,
            "amount_yi": 0.0046
          },
          {
            "time": "10:52",
            "open": 11.19,
            "high": 11.19,
            "low": 11.19,
            "close": 11.19,
            "amount_yi": 0.0027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42621.84,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.19,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 11.03,
        "open": 11.04,
        "high": 11.25,
        "low": 10.93,
        "bid1": 11.19,
        "ask1": 11.2,
        "bid_qty1": 89,
        "ask_qty1": 75
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600590:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600590:VWAP_RECLAIM",
      "symbol": "SHSE.600590",
      "name": "泰豪科技",
      "side": "BUY",
      "priority": "W23",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.09,
      "exec_low": 10.24,
      "exec_high": 10.24,
      "invalid_price": 9.79,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 8600,
      "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": 10.1189,
      "price_vs_vwap_pct": -2.5586,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0535,
        "prev_amount_yi": 0.0888,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6025,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 9.89,
            "high": 9.89,
            "low": 9.88,
            "close": 9.88,
            "amount_yi": 0.008
          },
          {
            "time": "10:49",
            "open": 9.86,
            "high": 9.86,
            "low": 9.86,
            "close": 9.86,
            "amount_yi": 0.0155
          },
          {
            "time": "10:50",
            "open": 9.86,
            "high": 9.87,
            "low": 9.86,
            "close": 9.87,
            "amount_yi": 0.0113
          },
          {
            "time": "10:51",
            "open": 9.84,
            "high": 9.85,
            "low": 9.84,
            "close": 9.85,
            "amount_yi": 0.0097
          },
          {
            "time": "10:52",
            "open": 9.87,
            "high": 9.87,
            "low": 9.86,
            "close": 9.86,
            "amount_yi": 0.009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.86,
        "ts": "2026-07-06T10:52:36",
        "prev_close": 9.95,
        "open": 10.01,
        "high": 10.38,
        "low": 9.82,
        "bid1": 9.86,
        "ask1": 9.87,
        "bid_qty1": 55,
        "ask_qty1": 410
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002531:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002531:VWAP_RECLAIM",
      "symbol": "SZSE.002531",
      "name": "天顺风能",
      "side": "BUY",
      "priority": "W24",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.61,
      "exec_low": 8.74,
      "exec_high": 8.74,
      "invalid_price": 8.35,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 10500,
      "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": 8.3274,
      "price_vs_vwap_pct": -2.7307,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0939,
        "prev_amount_yi": 0.0679,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3829,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 8.13,
            "high": 8.13,
            "low": 8.13,
            "close": 8.13,
            "amount_yi": 0.0074
          },
          {
            "time": "10:49",
            "open": 8.13,
            "high": 8.13,
            "low": 8.13,
            "close": 8.13,
            "amount_yi": 0.0156
          },
          {
            "time": "10:50",
            "open": 8.13,
            "high": 8.13,
            "low": 8.1,
            "close": 8.1,
            "amount_yi": 0.0161
          },
          {
            "time": "10:51",
            "open": 8.11,
            "high": 8.11,
            "low": 8.1,
            "close": 8.1,
            "amount_yi": 0.0314
          },
          {
            "time": "10:52",
            "open": 8.1,
            "high": 8.1,
            "low": 8.1,
            "close": 8.1,
            "amount_yi": 0.0234
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.1,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 8.52,
        "open": 8.43,
        "high": 8.72,
        "low": 8.09,
        "bid1": 8.1,
        "ask1": 8.11,
        "bid_qty1": 296,
        "ask_qty1": 177
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300048:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300048:VWAP_RECLAIM",
      "symbol": "SZSE.300048",
      "name": "合康新能",
      "side": "BUY",
      "priority": "W25",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.89,
      "exec_low": 4.96,
      "exec_high": 4.96,
      "invalid_price": 4.74,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 17700,
      "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": 4.8861,
      "price_vs_vwap_pct": -1.7621,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0257,
        "prev_amount_yi": 0.0164,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5671,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 4.81,
            "high": 4.82,
            "low": 4.81,
            "close": 4.82,
            "amount_yi": 0.0061
          },
          {
            "time": "10:49",
            "open": 4.82,
            "high": 4.82,
            "low": 4.82,
            "close": 4.82,
            "amount_yi": 0.0006
          },
          {
            "time": "10:50",
            "open": 4.81,
            "high": 4.81,
            "low": 4.81,
            "close": 4.81,
            "amount_yi": 0.0023
          },
          {
            "time": "10:51",
            "open": 4.81,
            "high": 4.81,
            "low": 4.81,
            "close": 4.81,
            "amount_yi": 0.0166
          },
          {
            "time": "10:52",
            "open": 4.8,
            "high": 4.8,
            "low": 4.8,
            "close": 4.8,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.8,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 4.85,
        "open": 4.85,
        "high": 5.0,
        "low": 4.8,
        "bid1": 4.8,
        "ask1": 4.81,
        "bid_qty1": 4528,
        "ask_qty1": 1173
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600875:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600875:VWAP_RECLAIM",
      "symbol": "SHSE.600875",
      "name": "东方电气",
      "side": "BUY",
      "priority": "W26",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 29.33,
      "exec_low": 29.77,
      "exec_high": 29.77,
      "invalid_price": 28.45,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 2800,
      "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": 30.2146,
      "price_vs_vwap_pct": -0.9419,
      "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": 0.3211,
        "prev_amount_yi": 0.3934,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8162,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 29.89,
            "high": 29.89,
            "low": 29.89,
            "close": 29.89,
            "amount_yi": 0.0794
          },
          {
            "time": "10:49",
            "open": 29.84,
            "high": 29.84,
            "low": 29.84,
            "close": 29.84,
            "amount_yi": 0.044
          },
          {
            "time": "10:50",
            "open": 29.83,
            "high": 29.83,
            "low": 29.83,
            "close": 29.83,
            "amount_yi": 0.0603
          },
          {
            "time": "10:51",
            "open": 29.83,
            "high": 29.83,
            "low": 29.83,
            "close": 29.83,
            "amount_yi": 0.0628
          },
          {
            "time": "10:52",
            "open": 29.86,
            "high": 29.93,
            "low": 29.86,
            "close": 29.93,
            "amount_yi": 0.0746
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.93,
        "ts": "2026-07-06T10:52:36",
        "prev_close": 28.89,
        "open": 29.29,
        "high": 30.89,
        "low": 29.1,
        "bid1": 29.92,
        "ask1": 29.93,
        "bid_qty1": 1,
        "ask_qty1": 24
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 4600,
      "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": 18.6508,
      "price_vs_vwap_pct": -2.2562,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1323,
        "prev_amount_yi": 0.094,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4074,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 18.23,
            "high": 18.23,
            "low": 18.23,
            "close": 18.23,
            "amount_yi": 0.0274
          },
          {
            "time": "10:49",
            "open": 18.2,
            "high": 18.2,
            "low": 18.2,
            "close": 18.2,
            "amount_yi": 0.0187
          },
          {
            "time": "10:50",
            "open": 18.21,
            "high": 18.22,
            "low": 18.21,
            "close": 18.22,
            "amount_yi": 0.0329
          },
          {
            "time": "10:51",
            "open": 18.2,
            "high": 18.2,
            "low": 18.2,
            "close": 18.2,
            "amount_yi": 0.0358
          },
          {
            "time": "10:52",
            "open": 18.2,
            "high": 18.23,
            "low": 18.2,
            "close": 18.23,
            "amount_yi": 0.0175
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.23,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 18.28,
        "open": 18.48,
        "high": 19.07,
        "low": 18.19,
        "bid1": 18.23,
        "ask1": 18.24,
        "bid_qty1": 17,
        "ask_qty1": 18
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 3500,
      "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": 24.3419,
      "price_vs_vwap_pct": -2.3084,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0613,
        "prev_amount_yi": 0.44,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.412,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 23.85,
            "high": 23.85,
            "low": 23.85,
            "close": 23.85,
            "amount_yi": 0.1247
          },
          {
            "time": "10:49",
            "open": 23.82,
            "high": 23.82,
            "low": 23.82,
            "close": 23.82,
            "amount_yi": 0.0689
          },
          {
            "time": "10:50",
            "open": 23.78,
            "high": 23.78,
            "low": 23.76,
            "close": 23.76,
            "amount_yi": 0.4656
          },
          {
            "time": "10:51",
            "open": 23.72,
            "high": 23.72,
            "low": 23.7,
            "close": 23.7,
            "amount_yi": 0.1948
          },
          {
            "time": "10:52",
            "open": 23.72,
            "high": 23.78,
            "low": 23.72,
            "close": 23.78,
            "amount_yi": 0.2073
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.78,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 24.59,
        "open": 24.73,
        "high": 24.98,
        "low": 23.69,
        "bid1": 23.77,
        "ask1": 23.78,
        "bid_qty1": 590,
        "ask_qty1": 382
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300069:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300069:VWAP_RECLAIM",
      "symbol": "SZSE.300069",
      "name": "金利华电",
      "side": "BUY",
      "priority": "W29",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 41.05,
      "exec_low": 41.67,
      "exec_high": 41.67,
      "invalid_price": 39.82,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 2400,
      "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": 35.8943,
      "price_vs_vwap_pct": -3.2437,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1652,
        "prev_amount_yi": 0.0827,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9976,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 34.96,
            "high": 34.96,
            "low": 34.93,
            "close": 34.93,
            "amount_yi": 0.023
          },
          {
            "time": "10:49",
            "open": 34.88,
            "high": 34.88,
            "low": 34.88,
            "close": 34.88,
            "amount_yi": 0.0567
          },
          {
            "time": "10:50",
            "open": 34.92,
            "high": 34.92,
            "low": 34.81,
            "close": 34.81,
            "amount_yi": 0.0282
          },
          {
            "time": "10:51",
            "open": 34.71,
            "high": 34.73,
            "low": 34.71,
            "close": 34.73,
            "amount_yi": 0.0258
          },
          {
            "time": "10:52",
            "open": 34.77,
            "high": 34.77,
            "low": 34.73,
            "close": 34.73,
            "amount_yi": 0.0315
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.73,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 38.29,
        "open": 38.0,
        "high": 38.38,
        "low": 34.56,
        "bid1": 34.74,
        "ask1": 34.76,
        "bid_qty1": 7,
        "ask_qty1": 56
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 8700,
      "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": 9.869,
      "price_vs_vwap_pct": -1.7124,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0179,
        "prev_amount_yi": 0.0138,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2971,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 9.7,
            "high": 9.71,
            "low": 9.7,
            "close": 9.71,
            "amount_yi": 0.0056
          },
          {
            "time": "10:49",
            "open": 9.7,
            "high": 9.7,
            "low": 9.7,
            "close": 9.7,
            "amount_yi": 0.0006
          },
          {
            "time": "10:50",
            "open": 9.7,
            "high": 9.7,
            "low": 9.7,
            "close": 9.7,
            "amount_yi": 0.0025
          },
          {
            "time": "10:51",
            "open": 9.69,
            "high": 9.7,
            "low": 9.69,
            "close": 9.7,
            "amount_yi": 0.0086
          },
          {
            "time": "10:52",
            "open": 9.69,
            "high": 9.7,
            "low": 9.69,
            "close": 9.7,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.7,
        "ts": "2026-07-06T10:52:30",
        "prev_close": 9.83,
        "open": 9.71,
        "high": 10.05,
        "low": 9.68,
        "bid1": 9.69,
        "ask1": 9.7,
        "bid_qty1": 25,
        "ask_qty1": 41
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 10800,
      "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": 7.9199,
      "price_vs_vwap_pct": -0.6301,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0101,
        "prev_amount_yi": 0.0096,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0521,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 7.89,
            "high": 7.89,
            "low": 7.89,
            "close": 7.89,
            "amount_yi": 0.0012
          },
          {
            "time": "10:49",
            "open": 7.88,
            "high": 7.88,
            "low": 7.88,
            "close": 7.88,
            "amount_yi": 0.0036
          },
          {
            "time": "10:50",
            "open": 7.87,
            "high": 7.88,
            "low": 7.87,
            "close": 7.88,
            "amount_yi": 0.0014
          },
          {
            "time": "10:51",
            "open": 7.87,
            "high": 7.87,
            "low": 7.87,
            "close": 7.87,
            "amount_yi": 0.0008
          },
          {
            "time": "10:52",
            "open": 7.87,
            "high": 7.87,
            "low": 7.87,
            "close": 7.87,
            "amount_yi": 0.0031
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.87,
        "ts": "2026-07-06T10:52:35",
        "prev_close": 7.96,
        "open": 7.99,
        "high": 8.12,
        "low": 7.81,
        "bid1": 7.88,
        "ask1": 7.89,
        "bid_qty1": 271,
        "ask_qty1": 89
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600312:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600312:VWAP_RECLAIM",
      "symbol": "SHSE.600312",
      "name": "平高电气",
      "side": "BUY",
      "priority": "W32",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 17.77,
      "exec_low": 18.04,
      "exec_high": 18.04,
      "invalid_price": 17.24,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "near_trigger",
      "qty": 4800,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 18.3,
      "max_chase_pct": 1.5,
      "base_exec_high": 18.04,
      "dynamic_exec_high": null,
      "entry_zone_low": 17.5,
      "entry_zone_high": 18.04,
      "entry_risk_pct": null,
      "intraday_vwap": 17.8015,
      "price_vs_vwap_pct": -0.7387,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0509,
        "prev_amount_yi": 0.0901,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5649,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 17.68,
            "high": 17.69,
            "low": 17.68,
            "close": 17.69,
            "amount_yi": 0.0111
          },
          {
            "time": "10:49",
            "open": 17.67,
            "high": 17.67,
            "low": 17.67,
            "close": 17.67,
            "amount_yi": 0.0073
          },
          {
            "time": "10:50",
            "open": 17.68,
            "high": 17.7,
            "low": 17.68,
            "close": 17.7,
            "amount_yi": 0.0102
          },
          {
            "time": "10:51",
            "open": 17.67,
            "high": 17.67,
            "low": 17.66,
            "close": 17.66,
            "amount_yi": 0.0114
          },
          {
            "time": "10:52",
            "open": 17.68,
            "high": 17.68,
            "low": 17.67,
            "close": 17.67,
            "amount_yi": 0.0109
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.67,
        "ts": "2026-07-06T10:52:34",
        "prev_close": 17.69,
        "open": 17.65,
        "high": 18.08,
        "low": 17.51,
        "bid1": 17.65,
        "ask1": 17.67,
        "bid_qty1": 45,
        "ask_qty1": 36
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002358:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002358:VWAP_RECLAIM",
      "symbol": "SZSE.002358",
      "name": "森源电气",
      "side": "BUY",
      "priority": "W33",
      "status": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 15400,
      "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": 5.5911,
      "price_vs_vwap_pct": -1.2717,
      "energy_floor_hint_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": 0.0199,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5729,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 5.51,
            "high": 5.52,
            "low": 5.51,
            "close": 5.52,
            "amount_yi": 0.0022
          },
          {
            "time": "10:49",
            "open": 5.52,
            "high": 5.52,
            "low": 5.52,
            "close": 5.52,
            "amount_yi": 0.0032
          },
          {
            "time": "10:50",
            "open": 5.51,
            "high": 5.51,
            "low": 5.51,
            "close": 5.51,
            "amount_yi": 0.0019
          },
          {
            "time": "10:51",
            "open": 5.51,
            "high": 5.51,
            "low": 5.51,
            "close": 5.51,
            "amount_yi": 0.0026
          },
          {
            "time": "10:52",
            "open": 5.51,
            "high": 5.52,
            "low": 5.51,
            "close": 5.52,
            "amount_yi": 0.0214
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.52,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 5.62,
        "open": 5.62,
        "high": 5.68,
        "low": 5.5,
        "bid1": 5.51,
        "ask1": 5.52,
        "bid_qty1": 704,
        "ask_qty1": 573
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002622:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002622:VWAP_RECLAIM",
      "symbol": "SZSE.002622",
      "name": "皓宸医疗",
      "side": "BUY",
      "priority": "W34",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.23,
      "exec_low": 2.26,
      "exec_high": 2.26,
      "invalid_price": 2.16,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 38700,
      "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": 2.2196,
      "price_vs_vwap_pct": -0.883,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0111,
        "prev_amount_yi": 0.0038,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.9211,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 2.19,
            "high": 2.2,
            "low": 2.19,
            "close": 2.2,
            "amount_yi": 0.0076
          },
          {
            "time": "10:49",
            "open": 2.2,
            "high": 2.2,
            "low": 2.2,
            "close": 2.2,
            "amount_yi": 0.0004
          },
          {
            "time": "10:50",
            "open": 2.19,
            "high": 2.2,
            "low": 2.19,
            "close": 2.2,
            "amount_yi": 0.0003
          },
          {
            "time": "10:51",
            "open": 2.19,
            "high": 2.19,
            "low": 2.19,
            "close": 2.19,
            "amount_yi": 0.0025
          },
          {
            "time": "10:52",
            "open": 2.19,
            "high": 2.2,
            "low": 2.19,
            "close": 2.2,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.2,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 2.19,
        "open": 2.2,
        "high": 2.26,
        "low": 2.19,
        "bid1": 2.19,
        "ask1": 2.2,
        "bid_qty1": 913,
        "ask_qty1": 1255
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002498:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002498:VWAP_RECLAIM",
      "symbol": "SZSE.002498",
      "name": "汉缆股份",
      "side": "BUY",
      "priority": "W35",
      "status": "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 13200,
      "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": 6.594,
      "price_vs_vwap_pct": -2.6388,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0794,
        "prev_amount_yi": 0.0935,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8492,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 6.43,
            "high": 6.44,
            "low": 6.43,
            "close": 6.44,
            "amount_yi": 0.0101
          },
          {
            "time": "10:49",
            "open": 6.43,
            "high": 6.43,
            "low": 6.43,
            "close": 6.43,
            "amount_yi": 0.0126
          },
          {
            "time": "10:50",
            "open": 6.42,
            "high": 6.43,
            "low": 6.42,
            "close": 6.43,
            "amount_yi": 0.0217
          },
          {
            "time": "10:51",
            "open": 6.43,
            "high": 6.43,
            "low": 6.41,
            "close": 6.41,
            "amount_yi": 0.016
          },
          {
            "time": "10:52",
            "open": 6.42,
            "high": 6.42,
            "low": 6.42,
            "close": 6.42,
            "amount_yi": 0.019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.42,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 6.66,
        "open": 6.68,
        "high": 6.78,
        "low": 6.41,
        "bid1": 6.42,
        "ask1": 6.43,
        "bid_qty1": 264,
        "ask_qty1": 911
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 10600,
      "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": 8.1258,
      "price_vs_vwap_pct": -1.4251,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0336,
        "prev_amount_yi": 0.019,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7684,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 7.99,
            "high": 7.99,
            "low": 7.98,
            "close": 7.98,
            "amount_yi": 0.0169
          },
          {
            "time": "10:49",
            "open": 8.01,
            "high": 8.01,
            "low": 8.01,
            "close": 8.01,
            "amount_yi": 0.0032
          },
          {
            "time": "10:50",
            "open": 8.02,
            "high": 8.02,
            "low": 8.02,
            "close": 8.02,
            "amount_yi": 0.0043
          },
          {
            "time": "10:51",
            "open": 8.02,
            "high": 8.02,
            "low": 8.02,
            "close": 8.02,
            "amount_yi": 0.0067
          },
          {
            "time": "10:52",
            "open": 8.0,
            "high": 8.01,
            "low": 8.0,
            "close": 8.01,
            "amount_yi": 0.0025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.01,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 7.95,
        "open": 8.08,
        "high": 8.46,
        "low": 7.98,
        "bid1": 8.01,
        "ask1": 8.02,
        "bid_qty1": 2,
        "ask_qty1": 73
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300040:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300040:VWAP_RECLAIM",
      "symbol": "SZSE.300040",
      "name": "九洲集团",
      "side": "BUY",
      "priority": "W37",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.92,
      "exec_low": 6.01,
      "exec_high": 6.01,
      "invalid_price": 5.74,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 14600,
      "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": 5.9117,
      "price_vs_vwap_pct": -1.5512,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0329,
        "prev_amount_yi": 0.026,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2654,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 5.83,
            "high": 5.83,
            "low": 5.83,
            "close": 5.83,
            "amount_yi": 0.0074
          },
          {
            "time": "10:49",
            "open": 5.82,
            "high": 5.82,
            "low": 5.82,
            "close": 5.82,
            "amount_yi": 0.002
          },
          {
            "time": "10:50",
            "open": 5.82,
            "high": 5.82,
            "low": 5.81,
            "close": 5.81,
            "amount_yi": 0.009
          },
          {
            "time": "10:51",
            "open": 5.81,
            "high": 5.81,
            "low": 5.81,
            "close": 5.81,
            "amount_yi": 0.0083
          },
          {
            "time": "10:52",
            "open": 5.81,
            "high": 5.82,
            "low": 5.81,
            "close": 5.82,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.82,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 5.88,
        "open": 5.97,
        "high": 5.98,
        "low": 5.81,
        "bid1": 5.81,
        "ask1": 5.82,
        "bid_qty1": 1276,
        "ask_qty1": 1220
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600268:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600268:VWAP_RECLAIM",
      "symbol": "SHSE.600268",
      "name": "国电南自",
      "side": "BUY",
      "priority": "W38",
      "status": "OBSERVE",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 7300,
      "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": 11.7713,
      "price_vs_vwap_pct": -0.8606,
      "energy_floor_hint_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": 0.0304,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0296,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 11.67,
            "high": 11.68,
            "low": 11.67,
            "close": 11.68,
            "amount_yi": 0.0066
          },
          {
            "time": "10:49",
            "open": 11.68,
            "high": 11.68,
            "low": 11.68,
            "close": 11.68,
            "amount_yi": 0.0018
          },
          {
            "time": "10:50",
            "open": 11.69,
            "high": 11.69,
            "low": 11.68,
            "close": 11.68,
            "amount_yi": 0.0062
          },
          {
            "time": "10:51",
            "open": 11.67,
            "high": 11.67,
            "low": 11.66,
            "close": 11.66,
            "amount_yi": 0.0131
          },
          {
            "time": "10:52",
            "open": 11.67,
            "high": 11.67,
            "low": 11.67,
            "close": 11.67,
            "amount_yi": 0.0036
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.67,
        "ts": "2026-07-06T10:52:36",
        "prev_close": 11.73,
        "open": 11.74,
        "high": 11.92,
        "low": 11.65,
        "bid1": 11.66,
        "ask1": 11.67,
        "bid_qty1": 35,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 15200,
      "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": 5.7117,
      "price_vs_vwap_pct": -2.3058,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0176,
        "prev_amount_yi": 0.0287,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6132,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 5.59,
            "high": 5.59,
            "low": 5.59,
            "close": 5.59,
            "amount_yi": 0.0045
          },
          {
            "time": "10:49",
            "open": 5.59,
            "high": 5.59,
            "low": 5.59,
            "close": 5.59,
            "amount_yi": 0.0041
          },
          {
            "time": "10:50",
            "open": 5.59,
            "high": 5.59,
            "low": 5.59,
            "close": 5.59,
            "amount_yi": 0.0042
          },
          {
            "time": "10:51",
            "open": 5.59,
            "high": 5.59,
            "low": 5.57,
            "close": 5.57,
            "amount_yi": 0.0036
          },
          {
            "time": "10:52",
            "open": 5.58,
            "high": 5.58,
            "low": 5.58,
            "close": 5.58,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.58,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 5.77,
        "open": 5.75,
        "high": 5.86,
        "low": 5.57,
        "bid1": 5.57,
        "ask1": 5.58,
        "bid_qty1": 467,
        "ask_qty1": 296
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 13000,
      "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": 6.6205,
      "price_vs_vwap_pct": -1.6691,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0081,
        "prev_amount_yi": 0.0053,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5283,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 6.52,
            "high": 6.52,
            "low": 6.52,
            "close": 6.52,
            "amount_yi": 0.0015
          },
          {
            "time": "10:49",
            "open": 6.52,
            "high": 6.52,
            "low": 6.52,
            "close": 6.52,
            "amount_yi": 0.0003
          },
          {
            "time": "10:50",
            "open": 6.52,
            "high": 6.52,
            "low": 6.51,
            "close": 6.51,
            "amount_yi": 0.0002
          },
          {
            "time": "10:51",
            "open": 6.51,
            "high": 6.51,
            "low": 6.51,
            "close": 6.51,
            "amount_yi": 0.004
          },
          {
            "time": "10:52",
            "open": 6.52,
            "high": 6.52,
            "low": 6.51,
            "close": 6.51,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.51,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 6.66,
        "open": 6.66,
        "high": 6.75,
        "low": 6.5,
        "bid1": 6.51,
        "ask1": 6.52,
        "bid_qty1": 96,
        "ask_qty1": 112
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 11600,
      "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": 7.4805,
      "price_vs_vwap_pct": -2.1456,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.091,
        "prev_amount_yi": 0.0586,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5529,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 7.33,
            "high": 7.34,
            "low": 7.33,
            "close": 7.34,
            "amount_yi": 0.0314
          },
          {
            "time": "10:49",
            "open": 7.33,
            "high": 7.33,
            "low": 7.33,
            "close": 7.33,
            "amount_yi": 0.0039
          },
          {
            "time": "10:50",
            "open": 7.33,
            "high": 7.34,
            "low": 7.33,
            "close": 7.34,
            "amount_yi": 0.0123
          },
          {
            "time": "10:51",
            "open": 7.33,
            "high": 7.33,
            "low": 7.32,
            "close": 7.32,
            "amount_yi": 0.0124
          },
          {
            "time": "10:52",
            "open": 7.32,
            "high": 7.32,
            "low": 7.32,
            "close": 7.32,
            "amount_yi": 0.031
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.32,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 7.58,
        "open": 7.6,
        "high": 7.65,
        "low": 7.31,
        "bid1": 7.31,
        "ask1": 7.32,
        "bid_qty1": 962,
        "ask_qty1": 2
      },
      "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": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 12700,
      "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": 6.8197,
      "price_vs_vwap_pct": -2.0485,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0214,
        "prev_amount_yi": 0.04,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.535,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 6.68,
            "high": 6.68,
            "low": 6.68,
            "close": 6.68,
            "amount_yi": 0.0041
          },
          {
            "time": "10:49",
            "open": 6.68,
            "high": 6.68,
            "low": 6.68,
            "close": 6.68,
            "amount_yi": 0.0033
          },
          {
            "time": "10:50",
            "open": 6.67,
            "high": 6.68,
            "low": 6.67,
            "close": 6.68,
            "amount_yi": 0.0009
          },
          {
            "time": "10:51",
            "open": 6.67,
            "high": 6.67,
            "low": 6.67,
            "close": 6.67,
            "amount_yi": 0.0084
          },
          {
            "time": "10:52",
            "open": 6.67,
            "high": 6.68,
            "low": 6.67,
            "close": 6.68,
            "amount_yi": 0.0047
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.68,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 6.83,
        "open": 6.86,
        "high": 6.97,
        "low": 6.66,
        "bid1": 6.67,
        "ask1": 6.68,
        "bid_qty1": 196,
        "ask_qty1": 30
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 8700,
      "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": 9.854,
      "price_vs_vwap_pct": -1.2584,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0485,
        "prev_amount_yi": 0.0502,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9661,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 9.74,
            "high": 9.74,
            "low": 9.73,
            "close": 9.73,
            "amount_yi": 0.0133
          },
          {
            "time": "10:49",
            "open": 9.75,
            "high": 9.75,
            "low": 9.75,
            "close": 9.75,
            "amount_yi": 0.0051
          },
          {
            "time": "10:50",
            "open": 9.74,
            "high": 9.74,
            "low": 9.74,
            "close": 9.74,
            "amount_yi": 0.0098
          },
          {
            "time": "10:51",
            "open": 9.73,
            "high": 9.73,
            "low": 9.73,
            "close": 9.73,
            "amount_yi": 0.0104
          },
          {
            "time": "10:52",
            "open": 9.73,
            "high": 9.73,
            "low": 9.73,
            "close": 9.73,
            "amount_yi": 0.0099
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.73,
        "ts": "2026-07-06T10:52:35",
        "prev_close": 9.95,
        "open": 9.95,
        "high": 10.06,
        "low": 9.71,
        "bid1": 9.72,
        "ask1": 9.73,
        "bid_qty1": 211,
        "ask_qty1": 547
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300153:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300153:VWAP_RECLAIM",
      "symbol": "SZSE.300153",
      "name": "科泰电源",
      "side": "BUY",
      "priority": "W44",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.15,
      "exec_low": 23.5,
      "exec_high": 23.5,
      "invalid_price": 22.46,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 3700,
      "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": 23.2101,
      "price_vs_vwap_pct": -1.4653,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0387,
        "prev_amount_yi": 0.0445,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8697,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 22.9,
            "high": 22.9,
            "low": 22.88,
            "close": 22.88,
            "amount_yi": 0.0166
          },
          {
            "time": "10:49",
            "open": 22.9,
            "high": 22.9,
            "low": 22.9,
            "close": 22.9,
            "amount_yi": 0.0027
          },
          {
            "time": "10:50",
            "open": 22.89,
            "high": 22.89,
            "low": 22.88,
            "close": 22.88,
            "amount_yi": 0.0054
          },
          {
            "time": "10:51",
            "open": 22.87,
            "high": 22.87,
            "low": 22.85,
            "close": 22.85,
            "amount_yi": 0.0079
          },
          {
            "time": "10:52",
            "open": 22.84,
            "high": 22.87,
            "low": 22.84,
            "close": 22.87,
            "amount_yi": 0.0061
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.87,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 22.82,
        "open": 23.0,
        "high": 23.61,
        "low": 22.67,
        "bid1": 22.86,
        "ask1": 22.88,
        "bid_qty1": 6,
        "ask_qty1": 23
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300444:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300444:VWAP_RECLAIM",
      "symbol": "SZSE.300444",
      "name": "双杰电气",
      "side": "BUY",
      "priority": "W45",
      "status": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 7000,
      "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": 12.5175,
      "price_vs_vwap_pct": -2.9359,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0509,
        "prev_amount_yi": 0.0678,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7507,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 12.16,
            "high": 12.17,
            "low": 12.16,
            "close": 12.17,
            "amount_yi": 0.0124
          },
          {
            "time": "10:49",
            "open": 12.16,
            "high": 12.16,
            "low": 12.16,
            "close": 12.16,
            "amount_yi": 0.008
          },
          {
            "time": "10:50",
            "open": 12.16,
            "high": 12.16,
            "low": 12.16,
            "close": 12.16,
            "amount_yi": 0.0071
          },
          {
            "time": "10:51",
            "open": 12.16,
            "high": 12.16,
            "low": 12.15,
            "close": 12.15,
            "amount_yi": 0.0129
          },
          {
            "time": "10:52",
            "open": 12.16,
            "high": 12.16,
            "low": 12.15,
            "close": 12.15,
            "amount_yi": 0.0105
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.15,
        "ts": "2026-07-06T10:52:30",
        "prev_close": 12.34,
        "open": 12.36,
        "high": 12.95,
        "low": 12.14,
        "bid1": 12.15,
        "ask1": 12.16,
        "bid_qty1": 119,
        "ask_qty1": 383
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "OBSERVE",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 3400,
      "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": 25.1767,
      "price_vs_vwap_pct": -0.5827,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1052,
        "prev_amount_yi": 0.0985,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.068,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 25.08,
            "high": 25.08,
            "low": 25.08,
            "close": 25.08,
            "amount_yi": 0.0163
          },
          {
            "time": "10:49",
            "open": 25.06,
            "high": 25.06,
            "low": 25.06,
            "close": 25.06,
            "amount_yi": 0.0144
          },
          {
            "time": "10:50",
            "open": 25.06,
            "high": 25.06,
            "low": 25.05,
            "close": 25.05,
            "amount_yi": 0.0269
          },
          {
            "time": "10:51",
            "open": 25.03,
            "high": 25.03,
            "low": 25.02,
            "close": 25.02,
            "amount_yi": 0.0274
          },
          {
            "time": "10:52",
            "open": 25.05,
            "high": 25.05,
            "low": 25.03,
            "close": 25.03,
            "amount_yi": 0.0202
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.03,
        "ts": "2026-07-06T10:52:37",
        "prev_close": 25.18,
        "open": 25.19,
        "high": 25.37,
        "low": 25.0,
        "bid1": 25.03,
        "ask1": 25.05,
        "bid_qty1": 78,
        "ask_qty1": 14
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 1900,
      "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": 46.0926,
      "price_vs_vwap_pct": -4.323,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0374,
        "prev_amount_yi": 0.1086,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3444,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.0108
          },
          {
            "time": "10:49",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.0023
          },
          {
            "time": "10:50",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.006
          },
          {
            "time": "10:51",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.0086
          },
          {
            "time": "10:52",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.0097
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 44.1,
        "ts": "2026-07-06T10:52:35",
        "prev_close": 49.0,
        "open": 51.0,
        "high": 51.99,
        "low": 44.1,
        "bid1": 0.0,
        "ask1": 44.1,
        "bid_qty1": 0,
        "ask_qty1": 43703
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600550:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600550:VWAP_RECLAIM",
      "symbol": "SHSE.600550",
      "name": "保变电气",
      "side": "BUY",
      "priority": "W48",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.74,
      "exec_low": 11.92,
      "exec_high": 11.92,
      "invalid_price": 11.39,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 7400,
      "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": 11.6676,
      "price_vs_vwap_pct": -1.5222,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0742,
        "prev_amount_yi": 0.0533,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3921,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 11.54,
            "high": 11.54,
            "low": 11.53,
            "close": 11.53,
            "amount_yi": 0.0069
          },
          {
            "time": "10:49",
            "open": 11.53,
            "high": 11.53,
            "low": 11.53,
            "close": 11.53,
            "amount_yi": 0.0072
          },
          {
            "time": "10:50",
            "open": 11.53,
            "high": 11.53,
            "low": 11.5,
            "close": 11.5,
            "amount_yi": 0.0223
          },
          {
            "time": "10:51",
            "open": 11.47,
            "high": 11.48,
            "low": 11.47,
            "close": 11.48,
            "amount_yi": 0.0262
          },
          {
            "time": "10:52",
            "open": 11.48,
            "high": 11.49,
            "low": 11.48,
            "close": 11.49,
            "amount_yi": 0.0116
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.49,
        "ts": "2026-07-06T10:52:35",
        "prev_close": 11.57,
        "open": 11.52,
        "high": 11.86,
        "low": 11.31,
        "bid1": 11.49,
        "ask1": 11.5,
        "bid_qty1": 23,
        "ask_qty1": 116
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300341:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300341:VWAP_RECLAIM",
      "symbol": "SZSE.300341",
      "name": "麦克奥迪",
      "side": "BUY",
      "priority": "W49",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 13.69,
      "exec_low": 13.9,
      "exec_high": 13.9,
      "invalid_price": 13.28,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 6500,
      "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": 13.1639,
      "price_vs_vwap_pct": -1.1691,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0482,
        "prev_amount_yi": 0.0228,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.114,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 13.04,
            "high": 13.04,
            "low": 13.03,
            "close": 13.03,
            "amount_yi": 0.01
          },
          {
            "time": "10:49",
            "open": 13.05,
            "high": 13.05,
            "low": 13.05,
            "close": 13.05,
            "amount_yi": 0.0016
          },
          {
            "time": "10:50",
            "open": 13.06,
            "high": 13.06,
            "low": 13.05,
            "close": 13.05,
            "amount_yi": 0.0036
          },
          {
            "time": "10:51",
            "open": 13.04,
            "high": 13.04,
            "low": 12.98,
            "close": 12.98,
            "amount_yi": 0.0236
          },
          {
            "time": "10:52",
            "open": 13.01,
            "high": 13.01,
            "low": 13.01,
            "close": 13.01,
            "amount_yi": 0.0094
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.01,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 13.2,
        "open": 13.18,
        "high": 13.34,
        "low": 12.98,
        "bid1": 13.0,
        "ask1": 13.04,
        "bid_qty1": 33,
        "ask_qty1": 53
      },
      "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": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 12000,
      "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": 7.1928,
      "price_vs_vwap_pct": -1.5682,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0132,
        "prev_amount_yi": 0.0217,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6083,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 7.07,
            "high": 7.07,
            "low": 7.07,
            "close": 7.07,
            "amount_yi": 0.0032
          },
          {
            "time": "10:49",
            "open": 7.07,
            "high": 7.07,
            "low": 7.07,
            "close": 7.07,
            "amount_yi": 0.0025
          },
          {
            "time": "10:50",
            "open": 7.07,
            "high": 7.07,
            "low": 7.06,
            "close": 7.06,
            "amount_yi": 0.0017
          },
          {
            "time": "10:51",
            "open": 7.06,
            "high": 7.06,
            "low": 7.06,
            "close": 7.06,
            "amount_yi": 0.0008
          },
          {
            "time": "10:52",
            "open": 7.07,
            "high": 7.08,
            "low": 7.07,
            "close": 7.08,
            "amount_yi": 0.005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.08,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 7.25,
        "open": 7.31,
        "high": 7.35,
        "low": 7.06,
        "bid1": 7.07,
        "ask1": 7.08,
        "bid_qty1": 65,
        "ask_qty1": 272
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 5300,
      "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": 16.4941,
      "price_vs_vwap_pct": -2.935,
      "energy_floor_hint_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": 0.0473,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9323,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 16.04,
            "high": 16.04,
            "low": 16.04,
            "close": 16.04,
            "amount_yi": 0.0067
          },
          {
            "time": "10:49",
            "open": 16.03,
            "high": 16.03,
            "low": 16.03,
            "close": 16.03,
            "amount_yi": 0.0059
          },
          {
            "time": "10:50",
            "open": 16.03,
            "high": 16.03,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.0042
          },
          {
            "time": "10:51",
            "open": 16.01,
            "high": 16.01,
            "low": 16.0,
            "close": 16.0,
            "amount_yi": 0.0218
          },
          {
            "time": "10:52",
            "open": 16.0,
            "high": 16.01,
            "low": 16.0,
            "close": 16.01,
            "amount_yi": 0.0055
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.01,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 16.43,
        "open": 16.48,
        "high": 16.93,
        "low": 15.99,
        "bid1": 16.0,
        "ask1": 16.01,
        "bid_qty1": 258,
        "ask_qty1": 44
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002350:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002350:VWAP_RECLAIM",
      "symbol": "SZSE.002350",
      "name": "北京科锐",
      "side": "BUY",
      "priority": "W52",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 13.96,
      "exec_low": 14.17,
      "exec_high": 14.17,
      "invalid_price": 13.54,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 6200,
      "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": 13.8533,
      "price_vs_vwap_pct": -1.4675,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0288,
        "prev_amount_yi": 0.0218,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3211,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 13.7,
            "high": 13.7,
            "low": 13.69,
            "close": 13.69,
            "amount_yi": 0.0009
          },
          {
            "time": "10:49",
            "open": 13.68,
            "high": 13.68,
            "low": 13.68,
            "close": 13.68,
            "amount_yi": 0.0017
          },
          {
            "time": "10:50",
            "open": 13.65,
            "high": 13.65,
            "low": 13.65,
            "close": 13.65,
            "amount_yi": 0.0214
          },
          {
            "time": "10:51",
            "open": 13.64,
            "high": 13.64,
            "low": 13.63,
            "close": 13.63,
            "amount_yi": 0.0019
          },
          {
            "time": "10:52",
            "open": 13.62,
            "high": 13.65,
            "low": 13.62,
            "close": 13.65,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.65,
        "ts": "2026-07-06T10:52:30",
        "prev_close": 13.6,
        "open": 13.7,
        "high": 14.15,
        "low": 13.58,
        "bid1": 13.64,
        "ask1": 13.65,
        "bid_qty1": 59,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.601727:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.601727:VWAP_RECLAIM",
      "symbol": "SHSE.601727",
      "name": "上海电气",
      "side": "BUY",
      "priority": "W53",
      "status": "OBSERVE",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 12300,
      "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": 6.9641,
      "price_vs_vwap_pct": -0.6332,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2767,
        "prev_amount_yi": 0.139,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9906,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 6.94,
            "high": 6.94,
            "low": 6.94,
            "close": 6.94,
            "amount_yi": 0.0391
          },
          {
            "time": "10:49",
            "open": 6.94,
            "high": 6.94,
            "low": 6.94,
            "close": 6.94,
            "amount_yi": 0.0066
          },
          {
            "time": "10:50",
            "open": 6.93,
            "high": 6.93,
            "low": 6.93,
            "close": 6.93,
            "amount_yi": 0.0145
          },
          {
            "time": "10:51",
            "open": 6.93,
            "high": 6.93,
            "low": 6.93,
            "close": 6.93,
            "amount_yi": 0.1286
          },
          {
            "time": "10:52",
            "open": 6.92,
            "high": 6.92,
            "low": 6.92,
            "close": 6.92,
            "amount_yi": 0.0879
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.92,
        "ts": "2026-07-06T10:52:34",
        "prev_close": 6.96,
        "open": 6.99,
        "high": 7.01,
        "low": 6.92,
        "bid1": 6.92,
        "ask1": 6.93,
        "bid_qty1": 2504,
        "ask_qty1": 4060
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "near_trigger",
      "qty": 4000,
      "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": 21.3129,
      "price_vs_vwap_pct": -0.6705,
      "energy_floor_hint_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": 0.0496,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.75,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 21.21,
            "high": 21.21,
            "low": 21.2,
            "close": 21.2,
            "amount_yi": 0.0074
          },
          {
            "time": "10:49",
            "open": 21.2,
            "high": 21.2,
            "low": 21.2,
            "close": 21.2,
            "amount_yi": 0.0082
          },
          {
            "time": "10:50",
            "open": 21.21,
            "high": 21.21,
            "low": 21.2,
            "close": 21.2,
            "amount_yi": 0.0154
          },
          {
            "time": "10:51",
            "open": 21.19,
            "high": 21.19,
            "low": 21.17,
            "close": 21.17,
            "amount_yi": 0.0376
          },
          {
            "time": "10:52",
            "open": 21.17,
            "high": 21.17,
            "low": 21.17,
            "close": 21.17,
            "amount_yi": 0.0182
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.17,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 21.17,
        "open": 21.2,
        "high": 21.5,
        "low": 21.06,
        "bid1": 21.16,
        "ask1": 21.17,
        "bid_qty1": 125,
        "ask_qty1": 31
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 8600,
      "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": 9.9713,
      "price_vs_vwap_pct": -1.0159,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.097,
        "prev_amount_yi": 0.1008,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9623,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 9.78,
            "high": 9.78,
            "low": 9.78,
            "close": 9.78,
            "amount_yi": 0.0342
          },
          {
            "time": "10:49",
            "open": 9.77,
            "high": 9.77,
            "low": 9.77,
            "close": 9.77,
            "amount_yi": 0.0115
          },
          {
            "time": "10:50",
            "open": 9.78,
            "high": 9.81,
            "low": 9.78,
            "close": 9.81,
            "amount_yi": 0.0327
          },
          {
            "time": "10:51",
            "open": 9.78,
            "high": 9.79,
            "low": 9.78,
            "close": 9.79,
            "amount_yi": 0.0117
          },
          {
            "time": "10:52",
            "open": 9.85,
            "high": 9.87,
            "low": 9.85,
            "close": 9.87,
            "amount_yi": 0.0069
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.87,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 10.26,
        "open": 10.19,
        "high": 10.32,
        "low": 9.7,
        "bid1": 9.87,
        "ask1": 9.88,
        "bid_qty1": 25,
        "ask_qty1": 33
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "near_trigger",
      "qty": 1400,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 62.48,
      "max_chase_pct": 1.5,
      "base_exec_high": 61.57,
      "dynamic_exec_high": null,
      "entry_zone_low": 59.75,
      "entry_zone_high": 61.57,
      "entry_risk_pct": null,
      "intraday_vwap": 61.43,
      "price_vs_vwap_pct": -1.5302,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4733,
        "prev_amount_yi": 0.258,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8345,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 60.84,
            "high": 60.84,
            "low": 60.71,
            "close": 60.71,
            "amount_yi": 0.1429
          },
          {
            "time": "10:49",
            "open": 60.56,
            "high": 60.56,
            "low": 60.56,
            "close": 60.56,
            "amount_yi": 0.0776
          },
          {
            "time": "10:50",
            "open": 60.49,
            "high": 60.61,
            "low": 60.49,
            "close": 60.61,
            "amount_yi": 0.0975
          },
          {
            "time": "10:51",
            "open": 60.54,
            "high": 60.54,
            "low": 60.47,
            "close": 60.47,
            "amount_yi": 0.0669
          },
          {
            "time": "10:52",
            "open": 60.49,
            "high": 60.49,
            "low": 60.49,
            "close": 60.49,
            "amount_yi": 0.0884
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 60.49,
        "ts": "2026-07-06T10:52:36",
        "prev_close": 58.0,
        "open": 58.88,
        "high": 62.67,
        "low": 58.73,
        "bid1": 60.48,
        "ask1": 60.49,
        "bid_qty1": 6,
        "ask_qty1": 21
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 8700,
      "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": 9.9169,
      "price_vs_vwap_pct": -1.9855,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0231,
        "prev_amount_yi": 0.0334,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6916,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 9.72,
            "high": 9.72,
            "low": 9.72,
            "close": 9.72,
            "amount_yi": 0.0015
          },
          {
            "time": "10:49",
            "open": 9.72,
            "high": 9.72,
            "low": 9.72,
            "close": 9.72,
            "amount_yi": 0.0032
          },
          {
            "time": "10:50",
            "open": 9.71,
            "high": 9.71,
            "low": 9.71,
            "close": 9.71,
            "amount_yi": 0.0079
          },
          {
            "time": "10:51",
            "open": 9.7,
            "high": 9.71,
            "low": 9.7,
            "close": 9.71,
            "amount_yi": 0.009
          },
          {
            "time": "10:52",
            "open": 9.7,
            "high": 9.72,
            "low": 9.7,
            "close": 9.72,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.72,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 9.99,
        "open": 10.02,
        "high": 10.1,
        "low": 9.7,
        "bid1": 9.71,
        "ask1": 9.72,
        "bid_qty1": 29,
        "ask_qty1": 139
      },
      "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": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.81,
      "exec_low": 4.88,
      "exec_high": 4.88,
      "invalid_price": 4.67,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "near_trigger",
      "qty": 17700,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.95,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.74,
      "entry_zone_high": 4.88,
      "entry_risk_pct": null,
      "intraday_vwap": 4.8064,
      "price_vs_vwap_pct": -0.1332,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0266,
        "prev_amount_yi": 0.0166,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6024,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 4.82,
            "high": 4.82,
            "low": 4.82,
            "close": 4.82,
            "amount_yi": 0.0016
          },
          {
            "time": "10:49",
            "open": 4.82,
            "high": 4.82,
            "low": 4.82,
            "close": 4.82,
            "amount_yi": 0.0107
          },
          {
            "time": "10:50",
            "open": 4.82,
            "high": 4.82,
            "low": 4.82,
            "close": 4.82,
            "amount_yi": 0.0031
          },
          {
            "time": "10:51",
            "open": 4.82,
            "high": 4.82,
            "low": 4.81,
            "close": 4.81,
            "amount_yi": 0.0027
          },
          {
            "time": "10:52",
            "open": 4.82,
            "high": 4.82,
            "low": 4.8,
            "close": 4.8,
            "amount_yi": 0.0085
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.8,
        "ts": "2026-07-06T10:52:36",
        "prev_close": 4.78,
        "open": 4.79,
        "high": 4.83,
        "low": 4.76,
        "bid1": 4.8,
        "ask1": 4.81,
        "bid_qty1": 2189,
        "ask_qty1": 384
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600192:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600192:VWAP_RECLAIM",
      "symbol": "SHSE.600192",
      "name": "长城电工",
      "side": "BUY",
      "priority": "W59",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 6.63,
      "exec_low": 6.73,
      "exec_high": 6.73,
      "invalid_price": 6.43,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 13100,
      "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": 6.5753,
      "price_vs_vwap_pct": -1.4494,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0052,
        "prev_amount_yi": 0.0114,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4561,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 6.48,
            "high": 6.48,
            "low": 6.48,
            "close": 6.48,
            "amount_yi": 0.001
          },
          {
            "time": "10:49",
            "open": 6.48,
            "high": 6.48,
            "low": 6.48,
            "close": 6.48,
            "amount_yi": 0.0004
          },
          {
            "time": "10:50",
            "open": 6.48,
            "high": 6.49,
            "low": 6.48,
            "close": 6.49,
            "amount_yi": 0.0006
          },
          {
            "time": "10:51",
            "open": 6.48,
            "high": 6.48,
            "low": 6.48,
            "close": 6.48,
            "amount_yi": 0.0022
          },
          {
            "time": "10:52",
            "open": 6.47,
            "high": 6.48,
            "low": 6.47,
            "close": 6.48,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.48,
        "ts": "2026-07-06T10:52:36",
        "prev_close": 6.61,
        "open": 6.61,
        "high": 6.68,
        "low": 6.47,
        "bid1": 6.48,
        "ask1": 6.49,
        "bid_qty1": 47,
        "ask_qty1": 585
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002074:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002074:VWAP_RECLAIM",
      "symbol": "SZSE.002074",
      "name": "国轩高科",
      "side": "BUY",
      "priority": "W60",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 27.37,
      "exec_low": 27.78,
      "exec_high": 27.78,
      "invalid_price": 26.55,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 3100,
      "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": 27.522,
      "price_vs_vwap_pct": -1.715,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.199,
        "prev_amount_yi": 0.1449,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3734,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 27.1,
            "high": 27.1,
            "low": 27.07,
            "close": 27.07,
            "amount_yi": 0.0489
          },
          {
            "time": "10:49",
            "open": 27.05,
            "high": 27.05,
            "low": 27.05,
            "close": 27.05,
            "amount_yi": 0.0306
          },
          {
            "time": "10:50",
            "open": 27.04,
            "high": 27.04,
            "low": 27.04,
            "close": 27.04,
            "amount_yi": 0.0287
          },
          {
            "time": "10:51",
            "open": 27.01,
            "high": 27.01,
            "low": 27.0,
            "close": 27.0,
            "amount_yi": 0.0728
          },
          {
            "time": "10:52",
            "open": 27.02,
            "high": 27.05,
            "low": 27.02,
            "close": 27.05,
            "amount_yi": 0.018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.05,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 27.05,
        "open": 27.58,
        "high": 27.95,
        "low": 27.0,
        "bid1": 27.04,
        "ask1": 27.06,
        "bid_qty1": 17,
        "ask_qty1": 11
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.601700:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.601700:VWAP_RECLAIM",
      "symbol": "SHSE.601700",
      "name": "风范股份",
      "side": "BUY",
      "priority": "W61",
      "status": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 18900,
      "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": 4.5547,
      "price_vs_vwap_pct": -1.6401,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0121,
        "prev_amount_yi": 0.018,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6722,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 4.48,
            "high": 4.49,
            "low": 4.48,
            "close": 4.49,
            "amount_yi": 0.0005
          },
          {
            "time": "10:49",
            "open": 4.48,
            "high": 4.48,
            "low": 4.48,
            "close": 4.48,
            "amount_yi": 0.0002
          },
          {
            "time": "10:50",
            "open": 4.49,
            "high": 4.49,
            "low": 4.49,
            "close": 4.49,
            "amount_yi": 0.0008
          },
          {
            "time": "10:51",
            "open": 4.48,
            "high": 4.48,
            "low": 4.48,
            "close": 4.48,
            "amount_yi": 0.0092
          },
          {
            "time": "10:52",
            "open": 4.48,
            "high": 4.48,
            "low": 4.48,
            "close": 4.48,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.48,
        "ts": "2026-07-06T10:52:36",
        "prev_close": 4.53,
        "open": 4.54,
        "high": 4.63,
        "low": 4.47,
        "bid1": 4.47,
        "ask1": 4.49,
        "bid_qty1": 826,
        "ask_qty1": 418
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 3900,
      "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": 21.6669,
      "price_vs_vwap_pct": -1.3703,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6704,
        "prev_amount_yi": 0.3936,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7033,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 21.42,
            "high": 21.42,
            "low": 21.41,
            "close": 21.41,
            "amount_yi": 0.1468
          },
          {
            "time": "10:49",
            "open": 21.38,
            "high": 21.38,
            "low": 21.38,
            "close": 21.38,
            "amount_yi": 0.1843
          },
          {
            "time": "10:50",
            "open": 21.39,
            "high": 21.39,
            "low": 21.39,
            "close": 21.39,
            "amount_yi": 0.1106
          },
          {
            "time": "10:51",
            "open": 21.38,
            "high": 21.38,
            "low": 21.38,
            "close": 21.38,
            "amount_yi": 0.0764
          },
          {
            "time": "10:52",
            "open": 21.39,
            "high": 21.39,
            "low": 21.37,
            "close": 21.37,
            "amount_yi": 0.1523
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.37,
        "ts": "2026-07-06T10:52:36",
        "prev_close": 21.65,
        "open": 21.78,
        "high": 21.98,
        "low": 21.36,
        "bid1": 21.37,
        "ask1": 21.38,
        "bid_qty1": 383,
        "ask_qty1": 1217
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002169:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002169:VWAP_RECLAIM",
      "symbol": "SZSE.002169",
      "name": "智光电气",
      "side": "BUY",
      "priority": "W63",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 14.1,
      "exec_low": 14.31,
      "exec_high": 14.31,
      "invalid_price": 13.68,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 6100,
      "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": 14.1465,
      "price_vs_vwap_pct": -1.9545,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0478,
        "prev_amount_yi": 0.0677,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7061,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 13.9,
            "high": 13.92,
            "low": 13.9,
            "close": 13.92,
            "amount_yi": 0.0151
          },
          {
            "time": "10:49",
            "open": 13.89,
            "high": 13.89,
            "low": 13.89,
            "close": 13.89,
            "amount_yi": 0.0031
          },
          {
            "time": "10:50",
            "open": 13.89,
            "high": 13.89,
            "low": 13.89,
            "close": 13.89,
            "amount_yi": 0.0061
          },
          {
            "time": "10:51",
            "open": 13.88,
            "high": 13.88,
            "low": 13.87,
            "close": 13.87,
            "amount_yi": 0.0056
          },
          {
            "time": "10:52",
            "open": 13.87,
            "high": 13.87,
            "low": 13.87,
            "close": 13.87,
            "amount_yi": 0.0179
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.87,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 13.87,
        "open": 13.89,
        "high": 14.48,
        "low": 13.83,
        "bid1": 13.86,
        "ask1": 13.88,
        "bid_qty1": 543,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.000682:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.000682:VWAP_RECLAIM",
      "symbol": "SZSE.000682",
      "name": "东方电子",
      "side": "BUY",
      "priority": "W64",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.54,
      "exec_low": 12.73,
      "exec_high": 12.73,
      "invalid_price": 12.16,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 6800,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.92,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.73,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.35,
      "entry_zone_high": 12.73,
      "entry_risk_pct": null,
      "intraday_vwap": 12.547,
      "price_vs_vwap_pct": -1.4107,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0637,
        "prev_amount_yi": 0.0873,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7297,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 12.38,
            "high": 12.38,
            "low": 12.36,
            "close": 12.36,
            "amount_yi": 0.0217
          },
          {
            "time": "10:49",
            "open": 12.36,
            "high": 12.36,
            "low": 12.36,
            "close": 12.36,
            "amount_yi": 0.0113
          },
          {
            "time": "10:50",
            "open": 12.39,
            "high": 12.39,
            "low": 12.37,
            "close": 12.37,
            "amount_yi": 0.0104
          },
          {
            "time": "10:51",
            "open": 12.36,
            "high": 12.36,
            "low": 12.36,
            "close": 12.36,
            "amount_yi": 0.006
          },
          {
            "time": "10:52",
            "open": 12.37,
            "high": 12.37,
            "low": 12.37,
            "close": 12.37,
            "amount_yi": 0.0143
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.37,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 12.36,
        "open": 12.42,
        "high": 12.85,
        "low": 12.35,
        "bid1": 12.36,
        "ask1": 12.37,
        "bid_qty1": 80,
        "ask_qty1": 76
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 2400,
      "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": 35.0674,
      "price_vs_vwap_pct": -1.7321,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1493,
        "prev_amount_yi": 0.1153,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2949,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 34.47,
            "high": 34.5,
            "low": 34.47,
            "close": 34.5,
            "amount_yi": 0.0272
          },
          {
            "time": "10:49",
            "open": 34.53,
            "high": 34.53,
            "low": 34.53,
            "close": 34.53,
            "amount_yi": 0.0082
          },
          {
            "time": "10:50",
            "open": 34.47,
            "high": 34.5,
            "low": 34.47,
            "close": 34.5,
            "amount_yi": 0.0442
          },
          {
            "time": "10:51",
            "open": 34.45,
            "high": 34.46,
            "low": 34.45,
            "close": 34.46,
            "amount_yi": 0.0226
          },
          {
            "time": "10:52",
            "open": 34.45,
            "high": 34.46,
            "low": 34.45,
            "close": 34.46,
            "amount_yi": 0.0471
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.46,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 33.84,
        "open": 34.29,
        "high": 35.97,
        "low": 34.0,
        "bid1": 34.45,
        "ask1": 34.46,
        "bid_qty1": 24,
        "ask_qty1": 3
      },
      "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": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 6000,
      "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": 14.3337,
      "price_vs_vwap_pct": -1.9095,
      "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": 0.3342,
        "prev_amount_yi": 0.3723,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8977,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 14.09,
            "high": 14.09,
            "low": 14.09,
            "close": 14.09,
            "amount_yi": 0.0596
          },
          {
            "time": "10:49",
            "open": 14.06,
            "high": 14.06,
            "low": 14.06,
            "close": 14.06,
            "amount_yi": 0.094
          },
          {
            "time": "10:50",
            "open": 14.06,
            "high": 14.07,
            "low": 14.06,
            "close": 14.07,
            "amount_yi": 0.0659
          },
          {
            "time": "10:51",
            "open": 14.06,
            "high": 14.06,
            "low": 14.06,
            "close": 14.06,
            "amount_yi": 0.0449
          },
          {
            "time": "10:52",
            "open": 14.05,
            "high": 14.06,
            "low": 14.05,
            "close": 14.06,
            "amount_yi": 0.0698
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.06,
        "ts": "2026-07-06T10:52:35",
        "prev_close": 14.29,
        "open": 14.42,
        "high": 14.57,
        "low": 14.05,
        "bid1": 14.05,
        "ask1": 14.06,
        "bid_qty1": 2997,
        "ask_qty1": 4503
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 8500,
      "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": 10.3443,
      "price_vs_vwap_pct": -3.3284,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3852,
        "prev_amount_yi": 0.193,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9959,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 10.06,
            "high": 10.06,
            "low": 10.06,
            "close": 10.06,
            "amount_yi": 0.0347
          },
          {
            "time": "10:49",
            "open": 10.04,
            "high": 10.04,
            "low": 10.04,
            "close": 10.04,
            "amount_yi": 0.0502
          },
          {
            "time": "10:50",
            "open": 10.02,
            "high": 10.02,
            "low": 10.01,
            "close": 10.01,
            "amount_yi": 0.1153
          },
          {
            "time": "10:51",
            "open": 10.01,
            "high": 10.01,
            "low": 9.99,
            "close": 9.99,
            "amount_yi": 0.1432
          },
          {
            "time": "10:52",
            "open": 10.01,
            "high": 10.01,
            "low": 10.0,
            "close": 10.0,
            "amount_yi": 0.0418
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.0,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 10.48,
        "open": 10.54,
        "high": 10.77,
        "low": 9.98,
        "bid1": 10.0,
        "ask1": 10.01,
        "bid_qty1": 254,
        "ask_qty1": 133
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 15200,
      "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": 5.6595,
      "price_vs_vwap_pct": -1.228,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0361,
        "prev_amount_yi": 0.0469,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7697,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 5.6,
            "high": 5.6,
            "low": 5.59,
            "close": 5.59,
            "amount_yi": 0.0042
          },
          {
            "time": "10:49",
            "open": 5.6,
            "high": 5.6,
            "low": 5.6,
            "close": 5.6,
            "amount_yi": 0.0032
          },
          {
            "time": "10:50",
            "open": 5.6,
            "high": 5.6,
            "low": 5.59,
            "close": 5.59,
            "amount_yi": 0.0156
          },
          {
            "time": "10:51",
            "open": 5.59,
            "high": 5.59,
            "low": 5.58,
            "close": 5.58,
            "amount_yi": 0.0042
          },
          {
            "time": "10:52",
            "open": 5.59,
            "high": 5.59,
            "low": 5.59,
            "close": 5.59,
            "amount_yi": 0.0089
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.59,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 5.74,
        "open": 5.72,
        "high": 5.75,
        "low": 5.58,
        "bid1": 5.58,
        "ask1": 5.59,
        "bid_qty1": 2183,
        "ask_qty1": 556
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 13300,
      "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": 6.4768,
      "price_vs_vwap_pct": -1.4946,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0437,
        "prev_amount_yi": 0.0244,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.791,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 6.38,
            "high": 6.38,
            "low": 6.38,
            "close": 6.38,
            "amount_yi": 0.0079
          },
          {
            "time": "10:49",
            "open": 6.38,
            "high": 6.38,
            "low": 6.38,
            "close": 6.38,
            "amount_yi": 0.0047
          },
          {
            "time": "10:50",
            "open": 6.38,
            "high": 6.39,
            "low": 6.38,
            "close": 6.39,
            "amount_yi": 0.0158
          },
          {
            "time": "10:51",
            "open": 6.38,
            "high": 6.38,
            "low": 6.37,
            "close": 6.37,
            "amount_yi": 0.0056
          },
          {
            "time": "10:52",
            "open": 6.37,
            "high": 6.38,
            "low": 6.37,
            "close": 6.38,
            "amount_yi": 0.0097
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.38,
        "ts": "2026-07-06T10:52:36",
        "prev_close": 6.62,
        "open": 6.6,
        "high": 6.6,
        "low": 6.36,
        "bid1": 6.38,
        "ask1": 6.39,
        "bid_qty1": 106,
        "ask_qty1": 51
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 1500,
      "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": 53.22,
      "price_vs_vwap_pct": 0.1879,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.131,
        "prev_amount_yi": 0.0938,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3966,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:48",
            "open": 53.21,
            "high": 53.29,
            "low": 53.21,
            "close": 53.29,
            "amount_yi": 0.0146
          },
          {
            "time": "10:49",
            "open": 53.21,
            "high": 53.21,
            "low": 53.21,
            "close": 53.21,
            "amount_yi": 0.022
          },
          {
            "time": "10:50",
            "open": 53.45,
            "high": 53.49,
            "low": 53.45,
            "close": 53.49,
            "amount_yi": 0.046
          },
          {
            "time": "10:51",
            "open": 53.44,
            "high": 53.44,
            "low": 53.34,
            "close": 53.34,
            "amount_yi": 0.0343
          },
          {
            "time": "10:52",
            "open": 53.3,
            "high": 53.32,
            "low": 53.3,
            "close": 53.32,
            "amount_yi": 0.0141
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 53.32,
        "ts": "2026-07-06T10:52:34",
        "prev_close": 51.67,
        "open": 52.46,
        "high": 54.12,
        "low": 51.0,
        "bid1": 53.29,
        "ask1": 53.33,
        "bid_qty1": 22,
        "ask_qty1": 10
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 6100,
      "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": 14.0808,
      "price_vs_vwap_pct": -1.8522,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0512,
        "prev_amount_yi": 0.2015,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2541,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:48",
            "open": 13.81,
            "high": 13.83,
            "low": 13.81,
            "close": 13.83,
            "amount_yi": 0.0057
          },
          {
            "time": "10:49",
            "open": 13.79,
            "high": 13.79,
            "low": 13.79,
            "close": 13.79,
            "amount_yi": 0.005
          },
          {
            "time": "10:50",
            "open": 13.81,
            "high": 13.83,
            "low": 13.81,
            "close": 13.83,
            "amount_yi": 0.0122
          },
          {
            "time": "10:51",
            "open": 13.82,
            "high": 13.84,
            "low": 13.82,
            "close": 13.84,
            "amount_yi": 0.0193
          },
          {
            "time": "10:52",
            "open": 13.83,
            "high": 13.83,
            "low": 13.82,
            "close": 13.82,
            "amount_yi": 0.009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.82,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 13.87,
        "open": 13.75,
        "high": 14.49,
        "low": 13.53,
        "bid1": 13.81,
        "ask1": 13.83,
        "bid_qty1": 37,
        "ask_qty1": 85
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 11000,
      "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": 7.9526,
      "price_vs_vwap_pct": -3.0506,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1043,
        "prev_amount_yi": 0.1141,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9141,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:48",
            "open": 7.74,
            "high": 7.74,
            "low": 7.74,
            "close": 7.74,
            "amount_yi": 0.013
          },
          {
            "time": "10:49",
            "open": 7.74,
            "high": 7.74,
            "low": 7.74,
            "close": 7.74,
            "amount_yi": 0.007
          },
          {
            "time": "10:50",
            "open": 7.75,
            "high": 7.75,
            "low": 7.74,
            "close": 7.74,
            "amount_yi": 0.0185
          },
          {
            "time": "10:51",
            "open": 7.73,
            "high": 7.73,
            "low": 7.72,
            "close": 7.72,
            "amount_yi": 0.0423
          },
          {
            "time": "10:52",
            "open": 7.72,
            "high": 7.72,
            "low": 7.71,
            "close": 7.71,
            "amount_yi": 0.0235
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.71,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 7.72,
        "open": 7.99,
        "high": 8.22,
        "low": 7.7,
        "bid1": 7.71,
        "ask1": 7.72,
        "bid_qty1": 617,
        "ask_qty1": 774
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 2400,
      "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": 35.8584,
      "price_vs_vwap_pct": -3.342,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1463,
        "prev_amount_yi": 0.0619,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3635,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 34.7,
            "high": 34.72,
            "low": 34.7,
            "close": 34.72,
            "amount_yi": 0.0224
          },
          {
            "time": "10:49",
            "open": 34.59,
            "high": 34.59,
            "low": 34.59,
            "close": 34.59,
            "amount_yi": 0.0517
          },
          {
            "time": "10:50",
            "open": 34.65,
            "high": 34.65,
            "low": 34.61,
            "close": 34.61,
            "amount_yi": 0.025
          },
          {
            "time": "10:51",
            "open": 34.56,
            "high": 34.56,
            "low": 34.54,
            "close": 34.54,
            "amount_yi": 0.0221
          },
          {
            "time": "10:52",
            "open": 34.56,
            "high": 34.66,
            "low": 34.56,
            "close": 34.66,
            "amount_yi": 0.0251
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.66,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 37.07,
        "open": 36.87,
        "high": 37.1,
        "low": 34.5,
        "bid1": 34.63,
        "ask1": 34.66,
        "bid_qty1": 3,
        "ask_qty1": 3
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 4800,
      "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": 17.8002,
      "price_vs_vwap_pct": -0.6191,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0619,
        "prev_amount_yi": 0.1027,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6027,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 17.69,
            "high": 17.7,
            "low": 17.69,
            "close": 17.7,
            "amount_yi": 0.0129
          },
          {
            "time": "10:49",
            "open": 17.71,
            "high": 17.71,
            "low": 17.71,
            "close": 17.71,
            "amount_yi": 0.008
          },
          {
            "time": "10:50",
            "open": 17.72,
            "high": 17.72,
            "low": 17.69,
            "close": 17.69,
            "amount_yi": 0.0146
          },
          {
            "time": "10:51",
            "open": 17.7,
            "high": 17.7,
            "low": 17.69,
            "close": 17.69,
            "amount_yi": 0.014
          },
          {
            "time": "10:52",
            "open": 17.68,
            "high": 17.69,
            "low": 17.68,
            "close": 17.69,
            "amount_yi": 0.0124
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.69,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 18.18,
        "open": 18.03,
        "high": 18.07,
        "low": 17.65,
        "bid1": 17.69,
        "ask1": 17.7,
        "bid_qty1": 21,
        "ask_qty1": 306
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 4900,
      "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": 17.8019,
      "price_vs_vwap_pct": -3.1002,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1079,
        "prev_amount_yi": 0.1289,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8371,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 17.32,
            "high": 17.32,
            "low": 17.31,
            "close": 17.31,
            "amount_yi": 0.0175
          },
          {
            "time": "10:49",
            "open": 17.27,
            "high": 17.27,
            "low": 17.27,
            "close": 17.27,
            "amount_yi": 0.0289
          },
          {
            "time": "10:50",
            "open": 17.28,
            "high": 17.28,
            "low": 17.26,
            "close": 17.26,
            "amount_yi": 0.0237
          },
          {
            "time": "10:51",
            "open": 17.23,
            "high": 17.23,
            "low": 17.23,
            "close": 17.23,
            "amount_yi": 0.0201
          },
          {
            "time": "10:52",
            "open": 17.23,
            "high": 17.25,
            "low": 17.23,
            "close": 17.25,
            "amount_yi": 0.0177
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.25,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 18.29,
        "open": 18.44,
        "high": 18.76,
        "low": 17.21,
        "bid1": 17.25,
        "ask1": 17.26,
        "bid_qty1": 5,
        "ask_qty1": 128
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 13500,
      "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": 6.372,
      "price_vs_vwap_pct": -1.4438,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0571,
        "prev_amount_yi": 0.0362,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5773,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 6.29,
            "high": 6.3,
            "low": 6.29,
            "close": 6.3,
            "amount_yi": 0.0041
          },
          {
            "time": "10:49",
            "open": 6.3,
            "high": 6.3,
            "low": 6.3,
            "close": 6.3,
            "amount_yi": 0.0044
          },
          {
            "time": "10:50",
            "open": 6.3,
            "high": 6.3,
            "low": 6.29,
            "close": 6.29,
            "amount_yi": 0.0228
          },
          {
            "time": "10:51",
            "open": 6.29,
            "high": 6.29,
            "low": 6.28,
            "close": 6.28,
            "amount_yi": 0.0096
          },
          {
            "time": "10:52",
            "open": 6.29,
            "high": 6.29,
            "low": 6.28,
            "close": 6.28,
            "amount_yi": 0.0162
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.28,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 6.31,
        "open": 6.27,
        "high": 6.47,
        "low": 6.27,
        "bid1": 6.28,
        "ask1": 6.29,
        "bid_qty1": 1344,
        "ask_qty1": 120
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 11400,
      "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": 7.5513,
      "price_vs_vwap_pct": -1.8712,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0195,
        "prev_amount_yi": 0.0279,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6989,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 7.42,
            "high": 7.42,
            "low": 7.42,
            "close": 7.42,
            "amount_yi": 0.0031
          },
          {
            "time": "10:49",
            "open": 7.41,
            "high": 7.41,
            "low": 7.41,
            "close": 7.41,
            "amount_yi": 0.0038
          },
          {
            "time": "10:50",
            "open": 7.42,
            "high": 7.42,
            "low": 7.41,
            "close": 7.41,
            "amount_yi": 0.0039
          },
          {
            "time": "10:51",
            "open": 7.41,
            "high": 7.41,
            "low": 7.4,
            "close": 7.4,
            "amount_yi": 0.0054
          },
          {
            "time": "10:52",
            "open": 7.4,
            "high": 7.41,
            "low": 7.4,
            "close": 7.41,
            "amount_yi": 0.0033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.41,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 7.64,
        "open": 7.67,
        "high": 7.72,
        "low": 7.4,
        "bid1": 7.41,
        "ask1": 7.42,
        "bid_qty1": 190,
        "ask_qty1": 176
      },
      "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": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 10500,
      "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": 8.2226,
      "price_vs_vwap_pct": -2.0991,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0663,
        "prev_amount_yi": 0.0698,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9499,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 8.05,
            "high": 8.05,
            "low": 8.05,
            "close": 8.05,
            "amount_yi": 0.013
          },
          {
            "time": "10:49",
            "open": 8.03,
            "high": 8.03,
            "low": 8.03,
            "close": 8.03,
            "amount_yi": 0.0086
          },
          {
            "time": "10:50",
            "open": 8.09,
            "high": 8.09,
            "low": 8.07,
            "close": 8.07,
            "amount_yi": 0.0259
          },
          {
            "time": "10:51",
            "open": 8.07,
            "high": 8.07,
            "low": 8.05,
            "close": 8.05,
            "amount_yi": 0.0133
          },
          {
            "time": "10:52",
            "open": 8.05,
            "high": 8.05,
            "low": 8.05,
            "close": 8.05,
            "amount_yi": 0.0055
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.05,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 7.79,
        "open": 7.99,
        "high": 8.47,
        "low": 7.93,
        "bid1": 8.05,
        "ask1": 8.06,
        "bid_qty1": 588,
        "ask_qty1": 287
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "near_trigger",
      "qty": 6700,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.07,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.5,
      "entry_zone_high": 12.88,
      "entry_risk_pct": null,
      "intraday_vwap": 12.8355,
      "price_vs_vwap_pct": -1.9127,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.048,
        "prev_amount_yi": 0.0411,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1679,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 12.6,
            "high": 12.6,
            "low": 12.6,
            "close": 12.6,
            "amount_yi": 0.0233
          },
          {
            "time": "10:49",
            "open": 12.6,
            "high": 12.6,
            "low": 12.6,
            "close": 12.6,
            "amount_yi": 0.0022
          },
          {
            "time": "10:50",
            "open": 12.61,
            "high": 12.61,
            "low": 12.6,
            "close": 12.6,
            "amount_yi": 0.006
          },
          {
            "time": "10:51",
            "open": 12.58,
            "high": 12.58,
            "low": 12.56,
            "close": 12.56,
            "amount_yi": 0.0083
          },
          {
            "time": "10:52",
            "open": 12.57,
            "high": 12.59,
            "low": 12.57,
            "close": 12.59,
            "amount_yi": 0.0082
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.59,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 12.55,
        "open": 12.5,
        "high": 13.07,
        "low": 12.4,
        "bid1": 12.58,
        "ask1": 12.6,
        "bid_qty1": 74,
        "ask_qty1": 100
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 6600,
      "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": 13.2347,
      "price_vs_vwap_pct": -3.6623,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1931,
        "prev_amount_yi": 0.2485,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7771,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 12.76,
            "high": 12.77,
            "low": 12.76,
            "close": 12.77,
            "amount_yi": 0.0303
          },
          {
            "time": "10:49",
            "open": 12.76,
            "high": 12.76,
            "low": 12.76,
            "close": 12.76,
            "amount_yi": 0.0286
          },
          {
            "time": "10:50",
            "open": 12.75,
            "high": 12.75,
            "low": 12.75,
            "close": 12.75,
            "amount_yi": 0.0704
          },
          {
            "time": "10:51",
            "open": 12.73,
            "high": 12.73,
            "low": 12.72,
            "close": 12.72,
            "amount_yi": 0.0339
          },
          {
            "time": "10:52",
            "open": 12.74,
            "high": 12.75,
            "low": 12.74,
            "close": 12.75,
            "amount_yi": 0.0299
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.75,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 13.0,
        "open": 13.36,
        "high": 13.65,
        "low": 12.72,
        "bid1": 12.74,
        "ask1": 12.75,
        "bid_qty1": 144,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 6000,
      "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": 14.5652,
      "price_vs_vwap_pct": -3.3999,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1769,
        "prev_amount_yi": 0.5017,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3526,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 14.01,
            "high": 14.02,
            "low": 14.01,
            "close": 14.02,
            "amount_yi": 0.037
          },
          {
            "time": "10:49",
            "open": 13.97,
            "high": 13.97,
            "low": 13.97,
            "close": 13.97,
            "amount_yi": 0.0535
          },
          {
            "time": "10:50",
            "open": 13.94,
            "high": 13.97,
            "low": 13.94,
            "close": 13.97,
            "amount_yi": 0.0355
          },
          {
            "time": "10:51",
            "open": 13.97,
            "high": 13.99,
            "low": 13.97,
            "close": 13.99,
            "amount_yi": 0.026
          },
          {
            "time": "10:52",
            "open": 14.01,
            "high": 14.07,
            "low": 14.01,
            "close": 14.07,
            "amount_yi": 0.0249
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.07,
        "ts": "2026-07-06T10:52:37",
        "prev_close": 14.96,
        "open": 14.69,
        "high": 15.24,
        "low": 13.92,
        "bid1": 14.07,
        "ask1": 14.08,
        "bid_qty1": 312,
        "ask_qty1": 150
      },
      "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": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 2200,
      "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": 38.9978,
      "price_vs_vwap_pct": -1.3791,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2293,
        "prev_amount_yi": 0.2852,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.804,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 38.43,
            "high": 38.45,
            "low": 38.43,
            "close": 38.45,
            "amount_yi": 0.0382
          },
          {
            "time": "10:49",
            "open": 38.47,
            "high": 38.47,
            "low": 38.47,
            "close": 38.47,
            "amount_yi": 0.0286
          },
          {
            "time": "10:50",
            "open": 38.47,
            "high": 38.47,
            "low": 38.43,
            "close": 38.43,
            "amount_yi": 0.0474
          },
          {
            "time": "10:51",
            "open": 38.39,
            "high": 38.39,
            "low": 38.38,
            "close": 38.38,
            "amount_yi": 0.0742
          },
          {
            "time": "10:52",
            "open": 38.41,
            "high": 38.46,
            "low": 38.41,
            "close": 38.46,
            "amount_yi": 0.0409
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 38.46,
        "ts": "2026-07-06T10:52:36",
        "prev_close": 39.31,
        "open": 39.35,
        "high": 40.23,
        "low": 38.37,
        "bid1": 38.45,
        "ask1": 38.46,
        "bid_qty1": 22,
        "ask_qty1": 28
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 7700,
      "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": 11.1029,
      "price_vs_vwap_pct": -1.0169,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2526,
        "prev_amount_yi": 0.0918,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.7516,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 10.99,
            "high": 10.99,
            "low": 10.98,
            "close": 10.98,
            "amount_yi": 0.1417
          },
          {
            "time": "10:49",
            "open": 10.99,
            "high": 10.99,
            "low": 10.99,
            "close": 10.99,
            "amount_yi": 0.0122
          },
          {
            "time": "10:50",
            "open": 11.0,
            "high": 11.0,
            "low": 10.99,
            "close": 10.99,
            "amount_yi": 0.0229
          },
          {
            "time": "10:51",
            "open": 10.98,
            "high": 10.98,
            "low": 10.97,
            "close": 10.97,
            "amount_yi": 0.048
          },
          {
            "time": "10:52",
            "open": 10.97,
            "high": 10.99,
            "low": 10.97,
            "close": 10.99,
            "amount_yi": 0.0278
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.99,
        "ts": "2026-07-06T10:52:35",
        "prev_close": 11.24,
        "open": 11.2,
        "high": 11.32,
        "low": 10.96,
        "bid1": 10.98,
        "ask1": 10.99,
        "bid_qty1": 228,
        "ask_qty1": 53
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 6100,
      "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": 3.8905,
      "intraday_vwap": 6.9848,
      "price_vs_vwap_pct": -0.7846,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.015,
        "prev_amount_yi": 0.0166,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9036,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:47",
            "open": 6.97,
            "high": 6.97,
            "low": 6.97,
            "close": 6.97,
            "amount_yi": 0.0007
          },
          {
            "time": "10:48",
            "open": 6.96,
            "high": 6.96,
            "low": 6.96,
            "close": 6.96,
            "amount_yi": 0.0018
          },
          {
            "time": "10:50",
            "open": 6.95,
            "high": 6.95,
            "low": 6.95,
            "close": 6.95,
            "amount_yi": 0.0023
          },
          {
            "time": "10:51",
            "open": 6.93,
            "high": 6.94,
            "low": 6.93,
            "close": 6.94,
            "amount_yi": 0.0046
          },
          {
            "time": "10:52",
            "open": 6.94,
            "high": 6.94,
            "low": 6.93,
            "close": 6.93,
            "amount_yi": 0.0056
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42621.84,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.93,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 6.77,
        "open": 6.77,
        "high": 7.16,
        "low": 6.74,
        "bid1": 6.92,
        "ask1": 6.94,
        "bid_qty1": 287,
        "ask_qty1": 24
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002406:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002406:VWAP_RECLAIM",
      "symbol": "SZSE.002406",
      "name": "远东传动",
      "side": "BUY",
      "priority": "W85",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.07,
      "exec_low": 7.18,
      "exec_high": 7.18,
      "invalid_price": 6.86,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 12200,
      "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": 6.9794,
      "price_vs_vwap_pct": -0.5645,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0216,
        "prev_amount_yi": 0.0292,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7397,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 6.94,
            "high": 6.94,
            "low": 6.94,
            "close": 6.94,
            "amount_yi": 0.0054
          },
          {
            "time": "10:49",
            "open": 6.93,
            "high": 6.93,
            "low": 6.93,
            "close": 6.93,
            "amount_yi": 0.0036
          },
          {
            "time": "10:50",
            "open": 6.93,
            "high": 6.93,
            "low": 6.93,
            "close": 6.93,
            "amount_yi": 0.0022
          },
          {
            "time": "10:51",
            "open": 6.95,
            "high": 6.95,
            "low": 6.94,
            "close": 6.94,
            "amount_yi": 0.0063
          },
          {
            "time": "10:52",
            "open": 6.95,
            "high": 6.95,
            "low": 6.94,
            "close": 6.94,
            "amount_yi": 0.0041
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.94,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 6.95,
        "open": 7.0,
        "high": 7.05,
        "low": 6.93,
        "bid1": 6.94,
        "ask1": 6.95,
        "bid_qty1": 631,
        "ask_qty1": 345
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "near_trigger",
      "qty": 3700,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 23.38,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.04,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.36,
      "entry_zone_high": 23.04,
      "entry_risk_pct": null,
      "intraday_vwap": 23.2657,
      "price_vs_vwap_pct": -3.1192,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0401,
        "prev_amount_yi": 0.045,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8911,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 22.54,
            "high": 22.54,
            "low": 22.54,
            "close": 22.54,
            "amount_yi": 0.0072
          },
          {
            "time": "10:49",
            "open": 22.52,
            "high": 22.52,
            "low": 22.52,
            "close": 22.52,
            "amount_yi": 0.0042
          },
          {
            "time": "10:50",
            "open": 22.57,
            "high": 22.57,
            "low": 22.57,
            "close": 22.57,
            "amount_yi": 0.0107
          },
          {
            "time": "10:51",
            "open": 22.53,
            "high": 22.53,
            "low": 22.51,
            "close": 22.51,
            "amount_yi": 0.0125
          },
          {
            "time": "10:52",
            "open": 22.52,
            "high": 22.54,
            "low": 22.52,
            "close": 22.54,
            "amount_yi": 0.0055
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.54,
        "ts": "2026-07-06T10:52:35",
        "prev_close": 22.58,
        "open": 23.16,
        "high": 24.11,
        "low": 22.51,
        "bid1": 22.54,
        "ask1": 22.55,
        "bid_qty1": 7,
        "ask_qty1": 11
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 5400,
      "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": 16.1384,
      "price_vs_vwap_pct": -2.9644,
      "energy_floor_hint_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": 0.0406,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7709,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 15.66,
            "high": 15.66,
            "low": 15.66,
            "close": 15.66,
            "amount_yi": 0.0036
          },
          {
            "time": "10:49",
            "open": 15.64,
            "high": 15.64,
            "low": 15.64,
            "close": 15.64,
            "amount_yi": 0.0042
          },
          {
            "time": "10:50",
            "open": 15.64,
            "high": 15.65,
            "low": 15.64,
            "close": 15.65,
            "amount_yi": 0.0066
          },
          {
            "time": "10:51",
            "open": 15.64,
            "high": 15.64,
            "low": 15.63,
            "close": 15.63,
            "amount_yi": 0.0102
          },
          {
            "time": "10:52",
            "open": 15.64,
            "high": 15.66,
            "low": 15.64,
            "close": 15.66,
            "amount_yi": 0.0067
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.66,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 16.42,
        "open": 16.4,
        "high": 16.84,
        "low": 15.62,
        "bid1": 15.65,
        "ask1": 15.66,
        "bid_qty1": 47,
        "ask_qty1": 18
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 5400,
      "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": 15.9963,
      "price_vs_vwap_pct": -2.7275,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0377,
        "prev_amount_yi": 0.057,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6614,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 15.58,
            "high": 15.58,
            "low": 15.58,
            "close": 15.58,
            "amount_yi": 0.008
          },
          {
            "time": "10:49",
            "open": 15.57,
            "high": 15.57,
            "low": 15.57,
            "close": 15.57,
            "amount_yi": 0.0024
          },
          {
            "time": "10:50",
            "open": 15.56,
            "high": 15.56,
            "low": 15.54,
            "close": 15.54,
            "amount_yi": 0.0111
          },
          {
            "time": "10:51",
            "open": 15.52,
            "high": 15.52,
            "low": 15.51,
            "close": 15.51,
            "amount_yi": 0.01
          },
          {
            "time": "10:52",
            "open": 15.54,
            "high": 15.56,
            "low": 15.54,
            "close": 15.56,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.56,
        "ts": "2026-07-06T10:52:35",
        "prev_close": 16.33,
        "open": 16.33,
        "high": 16.49,
        "low": 15.5,
        "bid1": 15.55,
        "ask1": 15.56,
        "bid_qty1": 50,
        "ask_qty1": 20
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 4100,
      "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": 20.8151,
      "price_vs_vwap_pct": -0.5049,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0847,
        "prev_amount_yi": 0.0494,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7146,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 20.73,
            "high": 20.73,
            "low": 20.71,
            "close": 20.71,
            "amount_yi": 0.0201
          },
          {
            "time": "10:49",
            "open": 20.71,
            "high": 20.71,
            "low": 20.71,
            "close": 20.71,
            "amount_yi": 0.0108
          },
          {
            "time": "10:50",
            "open": 20.71,
            "high": 20.72,
            "low": 20.71,
            "close": 20.72,
            "amount_yi": 0.0236
          },
          {
            "time": "10:51",
            "open": 20.71,
            "high": 20.71,
            "low": 20.71,
            "close": 20.71,
            "amount_yi": 0.0108
          },
          {
            "time": "10:52",
            "open": 20.71,
            "high": 20.71,
            "low": 20.71,
            "close": 20.71,
            "amount_yi": 0.0194
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.71,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 20.99,
        "open": 20.88,
        "high": 21.08,
        "low": 20.68,
        "bid1": 20.71,
        "ask1": 20.72,
        "bid_qty1": 189,
        "ask_qty1": 59
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 8000,
      "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": 11.1616,
      "price_vs_vwap_pct": -4.8524,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0247,
        "prev_amount_yi": 0.0167,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.479,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 10.63,
            "high": 10.63,
            "low": 10.62,
            "close": 10.62,
            "amount_yi": 0.0075
          },
          {
            "time": "10:49",
            "open": 10.61,
            "high": 10.61,
            "low": 10.61,
            "close": 10.61,
            "amount_yi": 0.0034
          },
          {
            "time": "10:50",
            "open": 10.61,
            "high": 10.61,
            "low": 10.59,
            "close": 10.59,
            "amount_yi": 0.0048
          },
          {
            "time": "10:51",
            "open": 10.58,
            "high": 10.58,
            "low": 10.57,
            "close": 10.57,
            "amount_yi": 0.0038
          },
          {
            "time": "10:52",
            "open": 10.59,
            "high": 10.62,
            "low": 10.59,
            "close": 10.62,
            "amount_yi": 0.0052
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.62,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 9.87,
        "open": 10.29,
        "high": 11.8,
        "low": 10.29,
        "bid1": 10.62,
        "ask1": 10.63,
        "bid_qty1": 4,
        "ask_qty1": 1
      },
      "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": "OBSERVE",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 3200,
      "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": 26.1431,
      "price_vs_vwap_pct": -0.5856,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0494,
        "prev_amount_yi": 0.0133,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.7143,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 26.04,
            "high": 26.04,
            "low": 26.04,
            "close": 26.04,
            "amount_yi": 0.0047
          },
          {
            "time": "10:49",
            "open": 26.03,
            "high": 26.03,
            "low": 26.03,
            "close": 26.03,
            "amount_yi": 0.0017
          },
          {
            "time": "10:50",
            "open": 26.06,
            "high": 26.06,
            "low": 26.05,
            "close": 26.05,
            "amount_yi": 0.0052
          },
          {
            "time": "10:51",
            "open": 26.05,
            "high": 26.05,
            "low": 26.04,
            "close": 26.04,
            "amount_yi": 0.003
          },
          {
            "time": "10:52",
            "open": 26.01,
            "high": 26.01,
            "low": 25.99,
            "close": 25.99,
            "amount_yi": 0.0348
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.99,
        "ts": "2026-07-06T10:52:37",
        "prev_close": 26.21,
        "open": 26.21,
        "high": 26.51,
        "low": 25.96,
        "bid1": 25.97,
        "ask1": 25.99,
        "bid_qty1": 185,
        "ask_qty1": 18
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 5500,
      "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": 15.4417,
      "price_vs_vwap_pct": -0.7881,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.014,
        "prev_amount_yi": 0.0054,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.5926,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 15.29,
            "high": 15.29,
            "low": 15.28,
            "close": 15.28,
            "amount_yi": 0.0005
          },
          {
            "time": "10:49",
            "open": 15.32,
            "high": 15.32,
            "low": 15.32,
            "close": 15.32,
            "amount_yi": 0.01
          },
          {
            "time": "10:50",
            "open": 15.32,
            "high": 15.32,
            "low": 15.32,
            "close": 15.32,
            "amount_yi": 0.0011
          },
          {
            "time": "10:51",
            "open": 15.3,
            "high": 15.3,
            "low": 15.3,
            "close": 15.3,
            "amount_yi": 0.0015
          },
          {
            "time": "10:52",
            "open": 15.31,
            "high": 15.32,
            "low": 15.31,
            "close": 15.32,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.32,
        "ts": "2026-07-06T10:52:32",
        "prev_close": 15.52,
        "open": 15.57,
        "high": 15.73,
        "low": 15.28,
        "bid1": 15.3,
        "ask1": 15.33,
        "bid_qty1": 11,
        "ask_qty1": 9
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 5000,
      "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": 17.3792,
      "price_vs_vwap_pct": -2.5272,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0889,
        "prev_amount_yi": 0.0582,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5275,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 16.95,
            "high": 16.95,
            "low": 16.95,
            "close": 16.95,
            "amount_yi": 0.0142
          },
          {
            "time": "10:49",
            "open": 16.93,
            "high": 16.93,
            "low": 16.93,
            "close": 16.93,
            "amount_yi": 0.0092
          },
          {
            "time": "10:50",
            "open": 16.97,
            "high": 16.97,
            "low": 16.93,
            "close": 16.93,
            "amount_yi": 0.0138
          },
          {
            "time": "10:51",
            "open": 16.91,
            "high": 16.91,
            "low": 16.9,
            "close": 16.9,
            "amount_yi": 0.0337
          },
          {
            "time": "10:52",
            "open": 16.89,
            "high": 16.94,
            "low": 16.89,
            "close": 16.94,
            "amount_yi": 0.018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.94,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 17.7,
        "open": 17.8,
        "high": 18.05,
        "low": 16.88,
        "bid1": 16.93,
        "ask1": 16.94,
        "bid_qty1": 1,
        "ask_qty1": 30
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600879:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.600879:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600879",
      "name": "航天电子",
      "side": "BUY",
      "priority": "W94",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 22.42,
      "exec_low": 22.42,
      "exec_high": 22.76,
      "invalid_price": 21.75,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 3800,
      "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": 22.3568,
      "price_vs_vwap_pct": -2.2221,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1134,
        "prev_amount_yi": 0.688,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6183,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 21.97,
            "high": 22.01,
            "low": 21.97,
            "close": 22.01,
            "amount_yi": 0.1068
          },
          {
            "time": "10:49",
            "open": 22.0,
            "high": 22.0,
            "low": 22.0,
            "close": 22.0,
            "amount_yi": 0.1479
          },
          {
            "time": "10:50",
            "open": 22.09,
            "high": 22.09,
            "low": 21.94,
            "close": 21.94,
            "amount_yi": 0.1344
          },
          {
            "time": "10:51",
            "open": 21.86,
            "high": 21.86,
            "low": 21.83,
            "close": 21.83,
            "amount_yi": 0.3854
          },
          {
            "time": "10:52",
            "open": 21.78,
            "high": 21.86,
            "low": 21.78,
            "close": 21.86,
            "amount_yi": 0.3389
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.86,
        "ts": "2026-07-06T10:52:34",
        "prev_close": 22.27,
        "open": 22.77,
        "high": 23.33,
        "low": 21.72,
        "bid1": 21.85,
        "ask1": 21.86,
        "bid_qty1": 59,
        "ask_qty1": 92
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002552:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.002552:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002552",
      "name": "宝鼎科技",
      "side": "BUY",
      "priority": "W95",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 66.46,
      "exec_low": 66.46,
      "exec_high": 67.46,
      "invalid_price": 64.47,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 1300,
      "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": 64.6155,
      "price_vs_vwap_pct": -5.2395,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0779,
        "prev_amount_yi": 0.1141,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6827,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 61.16,
            "high": 61.16,
            "low": 61.0,
            "close": 61.0,
            "amount_yi": 0.018
          },
          {
            "time": "10:49",
            "open": 60.7,
            "high": 60.7,
            "low": 60.7,
            "close": 60.7,
            "amount_yi": 0.0098
          },
          {
            "time": "10:50",
            "open": 60.9,
            "high": 60.92,
            "low": 60.9,
            "close": 60.92,
            "amount_yi": 0.0189
          },
          {
            "time": "10:51",
            "open": 61.19,
            "high": 61.19,
            "low": 61.03,
            "close": 61.03,
            "amount_yi": 0.0175
          },
          {
            "time": "10:52",
            "open": 61.01,
            "high": 61.23,
            "low": 61.01,
            "close": 61.23,
            "amount_yi": 0.0137
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 61.23,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 65.38,
        "open": 66.0,
        "high": 68.88,
        "low": 60.0,
        "bid1": 61.2,
        "ask1": 61.29,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600482:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.600482:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600482",
      "name": "中国动力",
      "side": "BUY",
      "priority": "W96",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 34.15,
      "exec_low": 34.15,
      "exec_high": 34.66,
      "invalid_price": 33.13,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 2300,
      "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": 36.1888,
      "price_vs_vwap_pct": -1.627,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3028,
        "prev_amount_yi": 0.2276,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3304,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 35.74,
            "high": 35.83,
            "low": 35.74,
            "close": 35.83,
            "amount_yi": 0.0533
          },
          {
            "time": "10:49",
            "open": 35.77,
            "high": 35.77,
            "low": 35.77,
            "close": 35.77,
            "amount_yi": 0.0151
          },
          {
            "time": "10:50",
            "open": 35.78,
            "high": 35.78,
            "low": 35.69,
            "close": 35.69,
            "amount_yi": 0.0913
          },
          {
            "time": "10:51",
            "open": 35.76,
            "high": 35.76,
            "low": 35.62,
            "close": 35.62,
            "amount_yi": 0.0759
          },
          {
            "time": "10:52",
            "open": 35.67,
            "high": 35.67,
            "low": 35.6,
            "close": 35.6,
            "amount_yi": 0.0672
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.6,
        "ts": "2026-07-06T10:52:36",
        "prev_close": 33.59,
        "open": 33.6,
        "high": 36.95,
        "low": 33.6,
        "bid1": 35.6,
        "ask1": 35.62,
        "bid_qty1": 11,
        "ask_qty1": 35
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 9100,
      "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": 9.3892,
      "price_vs_vwap_pct": -0.4175,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0179,
        "prev_amount_yi": 0.0121,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4793,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 9.35,
            "high": 9.35,
            "low": 9.35,
            "close": 9.35,
            "amount_yi": 0.0064
          },
          {
            "time": "10:49",
            "open": 9.35,
            "high": 9.35,
            "low": 9.35,
            "close": 9.35,
            "amount_yi": 0.0008
          },
          {
            "time": "10:50",
            "open": 9.34,
            "high": 9.34,
            "low": 9.33,
            "close": 9.33,
            "amount_yi": 0.0031
          },
          {
            "time": "10:51",
            "open": 9.32,
            "high": 9.35,
            "low": 9.32,
            "close": 9.35,
            "amount_yi": 0.0049
          },
          {
            "time": "10:52",
            "open": 9.34,
            "high": 9.35,
            "low": 9.34,
            "close": 9.35,
            "amount_yi": 0.0027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.35,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 9.39,
        "open": 9.41,
        "high": 9.51,
        "low": 9.31,
        "bid1": 9.34,
        "ask1": 9.35,
        "bid_qty1": 86,
        "ask_qty1": 2
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 2700,
      "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": 31.7726,
      "price_vs_vwap_pct": -2.652,
      "energy_floor_hint_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": 0.1836,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8099,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 30.97,
            "high": 30.99,
            "low": 30.97,
            "close": 30.99,
            "amount_yi": 0.024
          },
          {
            "time": "10:49",
            "open": 30.96,
            "high": 30.96,
            "low": 30.96,
            "close": 30.96,
            "amount_yi": 0.018
          },
          {
            "time": "10:50",
            "open": 30.93,
            "high": 30.93,
            "low": 30.91,
            "close": 30.91,
            "amount_yi": 0.0279
          },
          {
            "time": "10:51",
            "open": 30.89,
            "high": 30.89,
            "low": 30.89,
            "close": 30.89,
            "amount_yi": 0.0468
          },
          {
            "time": "10:52",
            "open": 30.9,
            "high": 30.93,
            "low": 30.9,
            "close": 30.93,
            "amount_yi": 0.032
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.93,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 32.45,
        "open": 32.51,
        "high": 33.24,
        "low": 30.88,
        "bid1": 30.94,
        "ask1": 30.95,
        "bid_qty1": 20,
        "ask_qty1": 10
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 1000,
      "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": 86.1508,
      "price_vs_vwap_pct": -2.3457,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.3832,
        "prev_amount_yi": 0.4804,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.8793,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 84.28,
            "high": 84.28,
            "low": 84.19,
            "close": 84.19,
            "amount_yi": 0.3292
          },
          {
            "time": "10:49",
            "open": 84.17,
            "high": 84.17,
            "low": 84.17,
            "close": 84.17,
            "amount_yi": 0.0989
          },
          {
            "time": "10:50",
            "open": 84.24,
            "high": 84.24,
            "low": 84.05,
            "close": 84.05,
            "amount_yi": 0.4749
          },
          {
            "time": "10:51",
            "open": 84.12,
            "high": 84.12,
            "low": 84.1,
            "close": 84.1,
            "amount_yi": 0.2121
          },
          {
            "time": "10:52",
            "open": 84.0,
            "high": 84.13,
            "low": 84.0,
            "close": 84.13,
            "amount_yi": 0.2681
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 84.13,
        "ts": "2026-07-06T10:52:35",
        "prev_close": 86.3,
        "open": 87.85,
        "high": 88.87,
        "low": 84.0,
        "bid1": 84.13,
        "ask1": 84.19,
        "bid_qty1": 56,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300065:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300065:VWAP_RECLAIM",
      "symbol": "SZSE.300065",
      "name": "海兰信",
      "side": "BUY",
      "priority": "W100",
      "status": "ACTIONABLE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 22.62,
      "exec_low": 22.96,
      "exec_high": 22.96,
      "invalid_price": 21.94,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "trigger_touched",
      "qty": 1800,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 23.3,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.96,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.28,
      "entry_zone_high": 22.96,
      "entry_risk_pct": 3.8563,
      "intraday_vwap": 23.0062,
      "price_vs_vwap_pct": -0.8528,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2983,
        "prev_amount_yi": 0.2049,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4558,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 22.84,
            "high": 22.84,
            "low": 22.82,
            "close": 22.82,
            "amount_yi": 0.0323
          },
          {
            "time": "10:49",
            "open": 22.79,
            "high": 22.79,
            "low": 22.79,
            "close": 22.79,
            "amount_yi": 0.0771
          },
          {
            "time": "10:50",
            "open": 22.76,
            "high": 22.76,
            "low": 22.73,
            "close": 22.73,
            "amount_yi": 0.057
          },
          {
            "time": "10:51",
            "open": 22.72,
            "high": 22.72,
            "low": 22.7,
            "close": 22.7,
            "amount_yi": 0.0745
          },
          {
            "time": "10:52",
            "open": 22.75,
            "high": 22.81,
            "low": 22.75,
            "close": 22.81,
            "amount_yi": 0.0574
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42621.84,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.81,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 22.35,
        "open": 22.85,
        "high": 23.5,
        "low": 22.58,
        "bid1": 22.81,
        "ask1": 22.82,
        "bid_qty1": 39,
        "ask_qty1": 15
      },
      "previous_state": "ACTIONABLE",
      "next_state": "ACTIONABLE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600353:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.600353:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "BUY",
      "priority": "W101",
      "status": "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": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 1600,
      "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": 46.2784,
      "price_vs_vwap_pct": -1.8116,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2303,
        "prev_amount_yi": 0.3128,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7363,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 45.19,
            "high": 45.19,
            "low": 45.08,
            "close": 45.08,
            "amount_yi": 0.0521
          },
          {
            "time": "10:49",
            "open": 44.9,
            "high": 44.9,
            "low": 44.9,
            "close": 44.9,
            "amount_yi": 0.0294
          },
          {
            "time": "10:50",
            "open": 44.92,
            "high": 45.01,
            "low": 44.92,
            "close": 45.01,
            "amount_yi": 0.0533
          },
          {
            "time": "10:51",
            "open": 45.09,
            "high": 45.1,
            "low": 45.09,
            "close": 45.1,
            "amount_yi": 0.0543
          },
          {
            "time": "10:52",
            "open": 45.28,
            "high": 45.44,
            "low": 45.28,
            "close": 45.44,
            "amount_yi": 0.0412
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 9056.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 45.44,
        "ts": "2026-07-06T10:52:34",
        "prev_close": 44.53,
        "open": 45.46,
        "high": 47.9,
        "low": 43.98,
        "bid1": 45.44,
        "ask1": 45.45,
        "bid_qty1": 15,
        "ask_qty1": 165
      },
      "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": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 12300,
      "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": 7.0556,
      "price_vs_vwap_pct": -2.3471,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0359,
        "prev_amount_yi": 0.0117,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.0684,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 6.91,
            "high": 6.91,
            "low": 6.91,
            "close": 6.91,
            "amount_yi": 0.0061
          },
          {
            "time": "10:49",
            "open": 6.9,
            "high": 6.9,
            "low": 6.9,
            "close": 6.9,
            "amount_yi": 0.0009
          },
          {
            "time": "10:50",
            "open": 6.91,
            "high": 6.91,
            "low": 6.91,
            "close": 6.91,
            "amount_yi": 0.0154
          },
          {
            "time": "10:51",
            "open": 6.9,
            "high": 6.9,
            "low": 6.89,
            "close": 6.89,
            "amount_yi": 0.0043
          },
          {
            "time": "10:52",
            "open": 6.89,
            "high": 6.89,
            "low": 6.89,
            "close": 6.89,
            "amount_yi": 0.0092
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.89,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 7.11,
        "open": 7.11,
        "high": 7.23,
        "low": 6.87,
        "bid1": 6.89,
        "ask1": 6.9,
        "bid_qty1": 84,
        "ask_qty1": 646
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 9000,
      "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": 9.5301,
      "price_vs_vwap_pct": -1.6799,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0304,
        "prev_amount_yi": 0.0307,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9902,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 9.36,
            "high": 9.36,
            "low": 9.36,
            "close": 9.36,
            "amount_yi": 0.0157
          },
          {
            "time": "10:49",
            "open": 9.36,
            "high": 9.36,
            "low": 9.36,
            "close": 9.36,
            "amount_yi": 0.0019
          },
          {
            "time": "10:50",
            "open": 9.35,
            "high": 9.36,
            "low": 9.35,
            "close": 9.36,
            "amount_yi": 0.0028
          },
          {
            "time": "10:51",
            "open": 9.36,
            "high": 9.36,
            "low": 9.36,
            "close": 9.36,
            "amount_yi": 0.0039
          },
          {
            "time": "10:52",
            "open": 9.36,
            "high": 9.37,
            "low": 9.36,
            "close": 9.37,
            "amount_yi": 0.0061
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.37,
        "ts": "2026-07-06T10:52:36",
        "prev_close": 9.66,
        "open": 9.65,
        "high": 9.69,
        "low": 9.35,
        "bid1": 9.36,
        "ask1": 9.37,
        "bid_qty1": 326,
        "ask_qty1": 318
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T10:52:37",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 1300,
      "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": 62.6929,
      "price_vs_vwap_pct": -1.0255,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8007,
        "prev_amount_yi": 0.6309,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2691,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:48",
            "open": 62.22,
            "high": 62.22,
            "low": 62.18,
            "close": 62.18,
            "amount_yi": 0.0956
          },
          {
            "time": "10:49",
            "open": 62.01,
            "high": 62.01,
            "low": 62.01,
            "close": 62.01,
            "amount_yi": 0.1768
          },
          {
            "time": "10:50",
            "open": 61.93,
            "high": 62.02,
            "low": 61.93,
            "close": 62.02,
            "amount_yi": 0.1937
          },
          {
            "time": "10:51",
            "open": 62.1,
            "high": 62.1,
            "low": 61.94,
            "close": 61.94,
            "amount_yi": 0.161
          },
          {
            "time": "10:52",
            "open": 61.95,
            "high": 62.05,
            "low": 61.95,
            "close": 62.05,
            "amount_yi": 0.1736
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 62.05,
        "ts": "2026-07-06T10:52:34",
        "prev_close": 62.43,
        "open": 62.92,
        "high": 63.97,
        "low": 61.66,
        "bid1": 62.05,
        "ask1": 62.07,
        "bid_qty1": 6,
        "ask_qty1": 3
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 12700,
      "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": 6.7475,
      "price_vs_vwap_pct": -1.2968,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0295,
        "prev_amount_yi": 0.0565,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5221,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:48",
            "open": 6.68,
            "high": 6.69,
            "low": 6.68,
            "close": 6.69,
            "amount_yi": 0.0055
          },
          {
            "time": "10:49",
            "open": 6.68,
            "high": 6.68,
            "low": 6.68,
            "close": 6.68,
            "amount_yi": 0.0056
          },
          {
            "time": "10:50",
            "open": 6.68,
            "high": 6.68,
            "low": 6.67,
            "close": 6.67,
            "amount_yi": 0.0048
          },
          {
            "time": "10:51",
            "open": 6.67,
            "high": 6.67,
            "low": 6.67,
            "close": 6.67,
            "amount_yi": 0.0118
          },
          {
            "time": "10:52",
            "open": 6.67,
            "high": 6.67,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.66,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 6.67,
        "open": 6.72,
        "high": 6.88,
        "low": 6.64,
        "bid1": 6.66,
        "ask1": 6.67,
        "bid_qty1": 2281,
        "ask_qty1": 271
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 5700,
      "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": 14.8606,
      "price_vs_vwap_pct": 0.2651,
      "energy_floor_hint_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": 0.0712,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2683,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:48",
            "open": 14.91,
            "high": 14.96,
            "low": 14.91,
            "close": 14.96,
            "amount_yi": 0.0088
          },
          {
            "time": "10:49",
            "open": 14.95,
            "high": 14.95,
            "low": 14.95,
            "close": 14.95,
            "amount_yi": 0.0011
          },
          {
            "time": "10:50",
            "open": 14.9,
            "high": 14.9,
            "low": 14.87,
            "close": 14.87,
            "amount_yi": 0.0014
          },
          {
            "time": "10:51",
            "open": 14.9,
            "high": 14.92,
            "low": 14.9,
            "close": 14.92,
            "amount_yi": 0.0044
          },
          {
            "time": "10:52",
            "open": 14.9,
            "high": 14.9,
            "low": 14.9,
            "close": 14.9,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.9,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 14.73,
        "open": 14.7,
        "high": 15.37,
        "low": 14.33,
        "bid1": 14.9,
        "ask1": 14.91,
        "bid_qty1": 43,
        "ask_qty1": 21
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 8200,
      "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": 10.4261,
      "price_vs_vwap_pct": -0.7299,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0641,
        "prev_amount_yi": 0.0728,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8805,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:48",
            "open": 10.36,
            "high": 10.36,
            "low": 10.34,
            "close": 10.34,
            "amount_yi": 0.0225
          },
          {
            "time": "10:49",
            "open": 10.34,
            "high": 10.34,
            "low": 10.34,
            "close": 10.34,
            "amount_yi": 0.0042
          },
          {
            "time": "10:50",
            "open": 10.34,
            "high": 10.35,
            "low": 10.34,
            "close": 10.35,
            "amount_yi": 0.0144
          },
          {
            "time": "10:51",
            "open": 10.33,
            "high": 10.33,
            "low": 10.33,
            "close": 10.33,
            "amount_yi": 0.0103
          },
          {
            "time": "10:52",
            "open": 10.34,
            "high": 10.35,
            "low": 10.34,
            "close": 10.35,
            "amount_yi": 0.0127
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.35,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 10.24,
        "open": 10.17,
        "high": 10.73,
        "low": 9.91,
        "bid1": 10.34,
        "ask1": 10.35,
        "bid_qty1": 57,
        "ask_qty1": 23
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 1500,
      "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": 54.9901,
      "price_vs_vwap_pct": -0.7276,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6427,
        "prev_amount_yi": 0.5768,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1143,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:48",
            "open": 55.01,
            "high": 55.01,
            "low": 54.8,
            "close": 54.8,
            "amount_yi": 0.1045
          },
          {
            "time": "10:49",
            "open": 54.76,
            "high": 54.76,
            "low": 54.76,
            "close": 54.76,
            "amount_yi": 0.07
          },
          {
            "time": "10:50",
            "open": 54.73,
            "high": 54.73,
            "low": 54.73,
            "close": 54.73,
            "amount_yi": 0.0932
          },
          {
            "time": "10:51",
            "open": 54.62,
            "high": 54.62,
            "low": 54.5,
            "close": 54.5,
            "amount_yi": 0.1563
          },
          {
            "time": "10:52",
            "open": 54.37,
            "high": 54.59,
            "low": 54.37,
            "close": 54.59,
            "amount_yi": 0.2187
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 54.59,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 51.96,
        "open": 51.82,
        "high": 57.16,
        "low": 51.66,
        "bid1": 54.57,
        "ask1": 54.58,
        "bid_qty1": 6,
        "ask_qty1": 35
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600182:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600182:VWAP_RECLAIM",
      "symbol": "SHSE.600182",
      "name": "S佳通",
      "side": "BUY",
      "priority": "W109",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 14.86,
      "exec_low": 15.08,
      "exec_high": 15.08,
      "invalid_price": 14.41,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 2800,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 15.31,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.08,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.64,
      "entry_zone_high": 15.08,
      "entry_risk_pct": 3.3535,
      "intraday_vwap": 14.8239,
      "price_vs_vwap_pct": 0.6483,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0077,
        "prev_amount_yi": 0.0246,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.313,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 14.99,
            "high": 14.99,
            "low": 14.99,
            "close": 14.99,
            "amount_yi": 0.0018
          },
          {
            "time": "10:49",
            "open": 14.99,
            "high": 14.99,
            "low": 14.99,
            "close": 14.99,
            "amount_yi": 0.0023
          },
          {
            "time": "10:50",
            "open": 14.92,
            "high": 14.93,
            "low": 14.92,
            "close": 14.93,
            "amount_yi": 0.0032
          },
          {
            "time": "10:51",
            "open": 14.91,
            "high": 14.91,
            "low": 14.91,
            "close": 14.91,
            "amount_yi": 0.0003
          },
          {
            "time": "10:52",
            "open": 14.91,
            "high": 14.92,
            "low": 14.91,
            "close": 14.92,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42621.84,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.92,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 14.71,
        "open": 14.66,
        "high": 15.15,
        "low": 14.4,
        "bid1": 14.9,
        "ask1": 14.91,
        "bid_qty1": 25,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.000700:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.000700:VWAP_RECLAIM",
      "symbol": "SZSE.000700",
      "name": "模塑科技",
      "side": "BUY",
      "priority": "W110",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 18.25,
      "exec_low": 18.52,
      "exec_high": 18.52,
      "invalid_price": 17.7,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 5100,
      "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": 16.7055,
      "price_vs_vwap_pct": -1.5893,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3169,
        "prev_amount_yi": 0.1548,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0472,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 16.34,
            "high": 16.34,
            "low": 16.33,
            "close": 16.33,
            "amount_yi": 0.1154
          },
          {
            "time": "10:49",
            "open": 16.32,
            "high": 16.32,
            "low": 16.32,
            "close": 16.32,
            "amount_yi": 0.0563
          },
          {
            "time": "10:50",
            "open": 16.32,
            "high": 16.36,
            "low": 16.32,
            "close": 16.36,
            "amount_yi": 0.0617
          },
          {
            "time": "10:51",
            "open": 16.37,
            "high": 16.37,
            "low": 16.34,
            "close": 16.34,
            "amount_yi": 0.0392
          },
          {
            "time": "10:52",
            "open": 16.35,
            "high": 16.44,
            "low": 16.35,
            "close": 16.44,
            "amount_yi": 0.0443
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.44,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 17.6,
        "open": 17.13,
        "high": 17.18,
        "low": 16.3,
        "bid1": 16.43,
        "ask1": 16.44,
        "bid_qty1": 5,
        "ask_qty1": 42
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 6400,
      "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": 13.6196,
      "price_vs_vwap_pct": -2.42,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0639,
        "prev_amount_yi": 0.0772,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8277,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 13.27,
            "high": 13.31,
            "low": 13.27,
            "close": 13.31,
            "amount_yi": 0.0153
          },
          {
            "time": "10:49",
            "open": 13.3,
            "high": 13.3,
            "low": 13.3,
            "close": 13.3,
            "amount_yi": 0.0026
          },
          {
            "time": "10:50",
            "open": 13.29,
            "high": 13.29,
            "low": 13.28,
            "close": 13.28,
            "amount_yi": 0.0158
          },
          {
            "time": "10:51",
            "open": 13.25,
            "high": 13.27,
            "low": 13.25,
            "close": 13.27,
            "amount_yi": 0.0187
          },
          {
            "time": "10:52",
            "open": 13.27,
            "high": 13.29,
            "low": 13.27,
            "close": 13.29,
            "amount_yi": 0.0115
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.29,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 13.69,
        "open": 13.87,
        "high": 13.94,
        "low": 13.24,
        "bid1": 13.28,
        "ask1": 13.29,
        "bid_qty1": 123,
        "ask_qty1": 10
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 4600,
      "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": 18.7077,
      "price_vs_vwap_pct": -1.2171,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0373,
        "prev_amount_yi": 0.0167,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2335,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 18.49,
            "high": 18.5,
            "low": 18.49,
            "close": 18.5,
            "amount_yi": 0.0058
          },
          {
            "time": "10:49",
            "open": 18.49,
            "high": 18.49,
            "low": 18.49,
            "close": 18.49,
            "amount_yi": 0.0023
          },
          {
            "time": "10:50",
            "open": 18.5,
            "high": 18.5,
            "low": 18.47,
            "close": 18.47,
            "amount_yi": 0.0169
          },
          {
            "time": "10:51",
            "open": 18.45,
            "high": 18.45,
            "low": 18.43,
            "close": 18.43,
            "amount_yi": 0.0068
          },
          {
            "time": "10:52",
            "open": 18.45,
            "high": 18.48,
            "low": 18.45,
            "close": 18.48,
            "amount_yi": 0.0055
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.48,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 18.49,
        "open": 18.49,
        "high": 19.26,
        "low": 18.38,
        "bid1": 18.46,
        "ask1": 18.48,
        "bid_qty1": 3,
        "ask_qty1": 12
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 8800,
      "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": 9.6979,
      "price_vs_vwap_pct": -0.2877,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0064,
        "prev_amount_yi": 0.0042,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5238,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 9.68,
            "high": 9.68,
            "low": 9.66,
            "close": 9.66,
            "amount_yi": 0.0003
          },
          {
            "time": "10:49",
            "open": 9.66,
            "high": 9.66,
            "low": 9.66,
            "close": 9.66,
            "amount_yi": 0.0042
          },
          {
            "time": "10:50",
            "open": 9.66,
            "high": 9.66,
            "low": 9.66,
            "close": 9.66,
            "amount_yi": 0.0005
          },
          {
            "time": "10:51",
            "open": 9.66,
            "high": 9.66,
            "low": 9.66,
            "close": 9.66,
            "amount_yi": 0.0011
          },
          {
            "time": "10:52",
            "open": 9.66,
            "high": 9.67,
            "low": 9.66,
            "close": 9.67,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.67,
        "ts": "2026-07-06T10:52:34",
        "prev_close": 9.75,
        "open": 9.72,
        "high": 9.81,
        "low": 9.62,
        "bid1": 9.66,
        "ask1": 9.67,
        "bid_qty1": 290,
        "ask_qty1": 82
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 8300,
      "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": 10.2342,
      "price_vs_vwap_pct": -0.4319,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0558,
        "prev_amount_yi": 0.0766,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7285,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 10.21,
            "high": 10.21,
            "low": 10.21,
            "close": 10.21,
            "amount_yi": 0.0098
          },
          {
            "time": "10:49",
            "open": 10.21,
            "high": 10.21,
            "low": 10.21,
            "close": 10.21,
            "amount_yi": 0.001
          },
          {
            "time": "10:50",
            "open": 10.19,
            "high": 10.19,
            "low": 10.19,
            "close": 10.19,
            "amount_yi": 0.026
          },
          {
            "time": "10:51",
            "open": 10.18,
            "high": 10.18,
            "low": 10.18,
            "close": 10.18,
            "amount_yi": 0.005
          },
          {
            "time": "10:52",
            "open": 10.18,
            "high": 10.19,
            "low": 10.18,
            "close": 10.19,
            "amount_yi": 0.014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.19,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 10.41,
        "open": 10.38,
        "high": 10.49,
        "low": 10.13,
        "bid1": 10.19,
        "ask1": 10.2,
        "bid_qty1": 23,
        "ask_qty1": 119
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 7300,
      "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": 11.8208,
      "price_vs_vwap_pct": -1.9525,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0541,
        "prev_amount_yi": 0.0186,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.9086,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 11.61,
            "high": 11.62,
            "low": 11.61,
            "close": 11.62,
            "amount_yi": 0.001
          },
          {
            "time": "10:49",
            "open": 11.61,
            "high": 11.61,
            "low": 11.61,
            "close": 11.61,
            "amount_yi": 0.0066
          },
          {
            "time": "10:50",
            "open": 11.6,
            "high": 11.6,
            "low": 11.57,
            "close": 11.57,
            "amount_yi": 0.0257
          },
          {
            "time": "10:51",
            "open": 11.56,
            "high": 11.56,
            "low": 11.56,
            "close": 11.56,
            "amount_yi": 0.005
          },
          {
            "time": "10:52",
            "open": 11.56,
            "high": 11.59,
            "low": 11.56,
            "close": 11.59,
            "amount_yi": 0.0158
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.59,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 12.01,
        "open": 12.0,
        "high": 12.12,
        "low": 11.55,
        "bid1": 11.59,
        "ask1": 11.6,
        "bid_qty1": 64,
        "ask_qty1": 6
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "invalid_price_broken",
      "qty": 5900,
      "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": 14.6398,
      "price_vs_vwap_pct": -2.526,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0829,
        "prev_amount_yi": 0.1279,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6482,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 14.3,
            "high": 14.3,
            "low": 14.3,
            "close": 14.3,
            "amount_yi": 0.0169
          },
          {
            "time": "10:49",
            "open": 14.29,
            "high": 14.29,
            "low": 14.29,
            "close": 14.29,
            "amount_yi": 0.0061
          },
          {
            "time": "10:50",
            "open": 14.28,
            "high": 14.28,
            "low": 14.26,
            "close": 14.26,
            "amount_yi": 0.0136
          },
          {
            "time": "10:51",
            "open": 14.25,
            "high": 14.25,
            "low": 14.24,
            "close": 14.24,
            "amount_yi": 0.0248
          },
          {
            "time": "10:52",
            "open": 14.25,
            "high": 14.27,
            "low": 14.25,
            "close": 14.27,
            "amount_yi": 0.0215
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.27,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 15.08,
        "open": 14.9,
        "high": 14.96,
        "low": 14.23,
        "bid1": 14.26,
        "ask1": 14.27,
        "bid_qty1": 332,
        "ask_qty1": 239
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 13100,
      "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": 4.6296,
      "intraday_vwap": 3.2183,
      "price_vs_vwap_pct": 0.6743,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1158,
        "prev_amount_yi": 0.0729,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5885,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:48",
            "open": 3.24,
            "high": 3.24,
            "low": 3.24,
            "close": 3.24,
            "amount_yi": 0.0083
          },
          {
            "time": "10:49",
            "open": 3.22,
            "high": 3.22,
            "low": 3.22,
            "close": 3.22,
            "amount_yi": 0.0356
          },
          {
            "time": "10:50",
            "open": 3.22,
            "high": 3.23,
            "low": 3.22,
            "close": 3.23,
            "amount_yi": 0.0338
          },
          {
            "time": "10:51",
            "open": 3.23,
            "high": 3.23,
            "low": 3.22,
            "close": 3.22,
            "amount_yi": 0.012
          },
          {
            "time": "10:52",
            "open": 3.22,
            "high": 3.24,
            "low": 3.22,
            "close": 3.24,
            "amount_yi": 0.0261
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42621.84,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "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": "2026-07-06T10:52:37",
        "prev_close": 3.12,
        "open": 3.12,
        "high": 3.26,
        "low": 3.11,
        "bid1": 3.23,
        "ask1": 3.24,
        "bid_qty1": 2282,
        "ask_qty1": 9011
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.601058:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.601058:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.601058",
      "name": "赛轮轮胎",
      "side": "BUY",
      "priority": "W118",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 12.39,
      "exec_low": 12.39,
      "exec_high": 12.58,
      "invalid_price": 12.02,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:52:37",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 6600,
      "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": 12.6297,
      "price_vs_vwap_pct": 0.9525,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1426,
        "prev_amount_yi": 0.1618,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8813,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 12.81,
            "high": 12.81,
            "low": 12.8,
            "close": 12.8,
            "amount_yi": 0.0477
          },
          {
            "time": "10:49",
            "open": 12.79,
            "high": 12.79,
            "low": 12.79,
            "close": 12.79,
            "amount_yi": 0.0177
          },
          {
            "time": "10:50",
            "open": 12.78,
            "high": 12.78,
            "low": 12.77,
            "close": 12.77,
            "amount_yi": 0.0152
          },
          {
            "time": "10:51",
            "open": 12.75,
            "high": 12.75,
            "low": 12.73,
            "close": 12.73,
            "amount_yi": 0.0209
          },
          {
            "time": "10:52",
            "open": 12.74,
            "high": 12.75,
            "low": 12.74,
            "close": 12.75,
            "amount_yi": 0.0411
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.75,
        "ts": "2026-07-06T10:52:35",
        "prev_close": 12.28,
        "open": 12.28,
        "high": 12.83,
        "low": 12.18,
        "bid1": 12.75,
        "ask1": 12.76,
        "bid_qty1": 214,
        "ask_qty1": 112
      },
      "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": "2026-07-06T10:52:37",
      "sim_reason": "waiting_trigger",
      "qty": 16600,
      "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": 5.1183,
      "price_vs_vwap_pct": 0.0332,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.011,
        "prev_amount_yi": 0.0091,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2088,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:48",
            "open": 5.12,
            "high": 5.12,
            "low": 5.12,
            "close": 5.12,
            "amount_yi": 0.0008
          },
          {
            "time": "10:49",
            "open": 5.12,
            "high": 5.12,
            "low": 5.12,
            "close": 5.12,
            "amount_yi": 0.0009
          },
          {
            "time": "10:50",
            "open": 5.11,
            "high": 5.12,
            "low": 5.11,
            "close": 5.12,
            "amount_yi": 0.0016
          },
          {
            "time": "10:51",
            "open": 5.12,
            "high": 5.12,
            "low": 5.12,
            "close": 5.12,
            "amount_yi": 0.0024
          },
          {
            "time": "10:52",
            "open": 5.11,
            "high": 5.12,
            "low": 5.11,
            "close": 5.12,
            "amount_yi": 0.0053
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85243.67,
      "current_position_value": 0.0,
      "cash_before_order": 685017.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.12,
        "ts": "2026-07-06T10:52:33",
        "prev_close": 5.12,
        "open": 5.15,
        "high": 5.18,
        "low": 5.03,
        "bid1": 5.11,
        "ask1": 5.12,
        "bid_qty1": 737,
        "ask_qty1": 51
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 685017.0,
    "market_value": 381219.74,
    "total_value": 1066236.74,
    "unrealized_pnl": 21619.30246854721,
    "unrealized_pnl_pct_of_initial": 2.1619302468547206,
    "realized_pnl": 44617.437531452786,
    "realized_pnl_pct_of_initial": 4.461743753145279,
    "total_pnl": 66236.73999999999,
    "total_pnl_pct": 6.6236739999999905
  },
  "paper_positions": [
    {
      "symbol": "SZSE.000536",
      "name": "华映科技",
      "quantity": 38400,
      "sellable_qty": 33000,
      "avg_cost": 3.6173972602739726,
      "last_price": 3.73,
      "market_value": 143232.0,
      "unrealized_pnl": 4323.945205479453,
      "unrealized_pnl_pct": 3.1128109970841145,
      "updated_at": "2026-07-06T10:52:37",
      "prev_close": 3.98,
      "holding_days": 3,
      "position_pct_of_total": 13.433414421641482
    },
    {
      "symbol": "SZSE.002979",
      "name": "雷赛智能",
      "quantity": 1100,
      "sellable_qty": 800,
      "avg_cost": 61.34571428571429,
      "last_price": 74.02,
      "market_value": 81422.0,
      "unrealized_pnl": 13941.71428571428,
      "unrealized_pnl_pct": 20.660425690466198,
      "updated_at": "2026-07-06T10:52:37",
      "prev_close": 69.55,
      "holding_days": 3,
      "position_pct_of_total": 7.636390394876094
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "quantity": 503,
      "sellable_qty": 501,
      "avg_cost": 124.28448712255774,
      "last_price": 131.58,
      "market_value": 66184.74,
      "unrealized_pnl": 3669.6429773534655,
      "unrealized_pnl_pct": 5.870010848778029,
      "updated_at": "2026-07-06T10:52:37",
      "prev_close": 140.4,
      "holding_days": 3,
      "position_pct_of_total": 6.2073212746355
    },
    {
      "symbol": "SHSE.600150",
      "name": "中国船舶",
      "quantity": 1400,
      "sellable_qty": 0,
      "avg_cost": 37.87,
      "last_price": 37.52,
      "market_value": 52528.00000000001,
      "unrealized_pnl": -489.99999999999204,
      "unrealized_pnl_pct": -0.9242144177449063,
      "updated_at": "2026-07-06T10:52:37",
      "prev_close": 37.15,
      "holding_days": 0,
      "position_pct_of_total": 4.926485650832104
    },
    {
      "symbol": "SHSE.600547",
      "name": "山东黄金",
      "quantity": 1100,
      "sellable_qty": 0,
      "avg_cost": 26.99,
      "last_price": 26.15,
      "market_value": 28765.0,
      "unrealized_pnl": -923.9999999999999,
      "unrealized_pnl_pct": -3.112263801407933,
      "updated_at": "2026-07-06T10:52:37",
      "prev_close": 26.08,
      "holding_days": 0,
      "position_pct_of_total": 2.697806117616994
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 200,
      "sellable_qty": 200,
      "avg_cost": 39.95,
      "last_price": 45.44,
      "market_value": 9088.0,
      "unrealized_pnl": 1097.999999999999,
      "unrealized_pnl_pct": 13.742177722152672,
      "updated_at": "2026-07-06T10:52:37",
      "prev_close": 44.53,
      "holding_days": 9,
      "position_pct_of_total": 0.8523435423919081
    }
  ],
  "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"
    },
    {
      "adjusted_avg_cost": null,
      "amount": 64218.0,
      "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_stop_loss: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_stop_loss",
      "position_pnl_pct": -3.2445,
      "price": 107.03,
      "price_scale_gap_pct": null,
      "price_vs_vwap_pct": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null,
      "qty": 600,
      "quote_ask1": 107.06,
      "quote_ask_qty1": 68,
      "quote_bid1": 107.03,
      "quote_bid_qty1": 21,
      "quote_high": 114.99,
      "quote_last": 107.06,
      "quote_low": 107.03,
      "quote_open": 113.0,
      "quote_prev_close": 109.79,
      "quote_ts": "2026-07-06T10:44:42",
      "raw_avg_cost": 129.64,
      "raw_position_pnl_pct": -3.244464527790336,
      "reason": "paper_sell_at_bid1",
      "risk_rule": "position_stop_loss",
      "risk_threshold": -3.0,
      "sellable_qty": 600,
      "side": "SELL",
      "sim_reason": "position_stop_loss_3pct",
      "slippage_bps": null,
      "status": "FILLED",
      "symbol": "SZSE.300236",
      "template_key": "POSITION_RISK_EXIT",
      "theme": null,
      "trade_date": "20260706",
      "trigger_price": -3.0,
      "ts": "2026-07-06T10:44:45",
      "id": 55,
      "realized_pnl_delta": -13565.99999999999,
      "cost_basis": 77783.99999999999,
      "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": 3.73,
      "avg_cost": 3.6173972602739726,
      "pnl_pct": 3.1128,
      "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": 74.02,
      "avg_cost": 61.34571428571429,
      "pnl_pct": 20.6604,
      "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": "SHSE.600547",
      "name": "山东黄金",
      "rule": "position_stop_loss",
      "status": "BLOCKED_T1",
      "side": "SELL",
      "qty": 0,
      "sellable_qty": 0,
      "last_price": 26.15,
      "avg_cost": 26.99,
      "pnl_pct": -3.1123,
      "threshold": -3.0,
      "reason": "t1_sellable_qty_insufficient",
      "source_order_id": 51,
      "source_event_id": "20260703:20260706:SHSE.600547:SECOND_WAVE_BREAK_VWAP:BUY",
      "quote_prev_close": null,
      "reference_price": null,
      "price_scale_gap_pct": null,
      "raw_avg_cost": 26.99,
      "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": 70.0,
          "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%",
            "domestic_tech_down_ratio_71%"
          ],
          "source_file": "reports/external_checks/external_tech_shock_20260706.json",
          "source_status": "ok",
          "source_generated_at": "2026-07-06T10:01:48+08:00"
        }
      }
    },
    "cash_buffer_pct": 0.02
  },
  "position_risk_config": {
    "enabled": true,
    "stop_loss_pct": 3.0,
    "late_exit_loss_pct": 2.0,
    "late_exit_time": "14:30",
    "invalid_exit": true,
    "ma5_exit": true,
    "late_weak_exit": true,
    "qfq_cost_adjustment": true
  },
  "position_add_config": {
    "enabled": true,
    "min_profit_pct": 6.0,
    "target_pct": 0.08,
    "max_vwap_premium_pct": 8.0,
    "max_orders_per_day": 2,
    "before_time": "14:30"
  },
  "summary": {
    "active_contracts": 131,
    "active_plan_contracts": 11,
    "watch_candidate_contracts": 120,
    "watch_only_contracts": 0,
    "actionable": 3,
    "filled_orders": 11,
    "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": 6,
    "risk_exit_filled": 5,
    "risk_exit_blocked_t1": 1,
    "qfq_position_adjustments": 0,
    "preopen_sector_flow_passed": false,
    "preopen_strong_themes": 0
  }
}