{
  "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": 0.3206,
      "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": 0.296,
      "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": 7.294832826747721,
          "last": 10.59,
          "vwap": 11.1526908391949,
          "above_vwap": false,
          "amount": 212941672.0
        },
        {
          "symbol": "SZSE.002536",
          "name": "飞龙股份",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.44726712856043,
          "last": 55.31,
          "vwap": 54.9879086281734,
          "above_vwap": true,
          "amount": 3125287276.0
        },
        {
          "symbol": "SHSE.600482",
          "name": "中国动力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.370943733253931,
          "last": 35.73,
          "vwap": 36.172213700945655,
          "above_vwap": false,
          "amount": 1789001728.0
        },
        {
          "symbol": "SZSE.002028",
          "name": "思源电气",
          "theme": "发电设备",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 4.843423799582469,
          "last": 175.77,
          "vwap": 177.20743826057713,
          "above_vwap": false,
          "amount": 1686270541.0
        },
        {
          "symbol": "SHSE.601126",
          "name": "四方股份",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.741379310344818,
          "last": 60.75,
          "vwap": 61.38212030893505,
          "above_vwap": false,
          "amount": 1229490008.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.322766570605174,
          "last": 32.58,
          "vwap": 32.85242575250868,
          "above_vwap": false,
          "amount": 3421524293.0
        },
        {
          "symbol": "SHSE.601058",
          "name": "赛轮轮胎",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.153094462540707,
          "last": 12.79,
          "vwap": 12.63901678523519,
          "above_vwap": true,
          "amount": 521968643.0
        },
        {
          "symbol": "SHSE.600875",
          "name": "东方电气",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.1190723433714105,
          "last": 30.08,
          "vwap": 30.204937154324934,
          "above_vwap": false,
          "amount": 1899413309.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.9818548387096753,
          "last": 20.63,
          "vwap": 20.800981832677284,
          "above_vwap": false,
          "amount": 2123798966.0
        },
        {
          "symbol": "SZSE.300345",
          "name": "华民股份",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.8510911424903593,
          "last": 8.09,
          "vwap": 8.214272200797552,
          "above_vwap": false,
          "amount": 375308454.0
        },
        {
          "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": 3.2187941462320575,
          "above_vwap": true,
          "amount": 344436724.0
        },
        {
          "symbol": "SZSE.002716",
          "name": "湖南白银",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.4360189573459765,
          "last": 8.73,
          "vwap": 8.96016351465012,
          "above_vwap": false,
          "amount": 1846176283.0
        }
      ]
    },
    "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": 0.3206,
        "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": 0.296,
        "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": 7.294832826747721,
            "last": 10.59,
            "vwap": 11.1526908391949,
            "above_vwap": false,
            "amount": 212941672.0
          },
          {
            "symbol": "SZSE.002536",
            "name": "飞龙股份",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.44726712856043,
            "last": 55.31,
            "vwap": 54.9879086281734,
            "above_vwap": true,
            "amount": 3125287276.0
          },
          {
            "symbol": "SHSE.600482",
            "name": "中国动力",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.370943733253931,
            "last": 35.73,
            "vwap": 36.172213700945655,
            "above_vwap": false,
            "amount": 1789001728.0
          },
          {
            "symbol": "SZSE.002028",
            "name": "思源电气",
            "theme": "发电设备",
            "paper_scope": "active",
            "priority": 1,
            "ret_pct": 4.843423799582469,
            "last": 175.77,
            "vwap": 177.20743826057713,
            "above_vwap": false,
            "amount": 1686270541.0
          },
          {
            "symbol": "SHSE.601126",
            "name": "四方股份",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.741379310344818,
            "last": 60.75,
            "vwap": 61.38212030893505,
            "above_vwap": false,
            "amount": 1229490008.0
          },
          {
            "symbol": "SHSE.600988",
            "name": "赤峰黄金",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.322766570605174,
            "last": 32.58,
            "vwap": 32.85242575250868,
            "above_vwap": false,
            "amount": 3421524293.0
          },
          {
            "symbol": "SHSE.601058",
            "name": "赛轮轮胎",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.153094462540707,
            "last": 12.79,
            "vwap": 12.63901678523519,
            "above_vwap": true,
            "amount": 521968643.0
          },
          {
            "symbol": "SHSE.600875",
            "name": "东方电气",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.1190723433714105,
            "last": 30.08,
            "vwap": 30.204937154324934,
            "above_vwap": false,
            "amount": 1899413309.0
          },
          {
            "symbol": "SZSE.000975",
            "name": "山金国际",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 3.9818548387096753,
            "last": 20.63,
            "vwap": 20.800981832677284,
            "above_vwap": false,
            "amount": 2123798966.0
          },
          {
            "symbol": "SZSE.300345",
            "name": "华民股份",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 3.8510911424903593,
            "last": 8.09,
            "vwap": 8.214272200797552,
            "above_vwap": false,
            "amount": 375308454.0
          },
          {
            "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": 3.2187941462320575,
            "above_vwap": true,
            "amount": 344436724.0
          },
          {
            "symbol": "SZSE.002716",
            "name": "湖南白银",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 3.4360189573459765,
            "last": 8.73,
            "vwap": 8.96016351465012,
            "above_vwap": false,
            "amount": 1846176283.0
          }
        ]
      },
      "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": 0.3206,
      "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": 0.296,
      "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": 7.294832826747721,
          "last": 10.59,
          "vwap": 11.1526908391949,
          "above_vwap": false,
          "amount": 212941672.0
        },
        {
          "symbol": "SZSE.002536",
          "name": "飞龙股份",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.44726712856043,
          "last": 55.31,
          "vwap": 54.9879086281734,
          "above_vwap": true,
          "amount": 3125287276.0
        },
        {
          "symbol": "SHSE.600482",
          "name": "中国动力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.370943733253931,
          "last": 35.73,
          "vwap": 36.172213700945655,
          "above_vwap": false,
          "amount": 1789001728.0
        },
        {
          "symbol": "SZSE.002028",
          "name": "思源电气",
          "theme": "发电设备",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 4.843423799582469,
          "last": 175.77,
          "vwap": 177.20743826057713,
          "above_vwap": false,
          "amount": 1686270541.0
        },
        {
          "symbol": "SHSE.601126",
          "name": "四方股份",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.741379310344818,
          "last": 60.75,
          "vwap": 61.38212030893505,
          "above_vwap": false,
          "amount": 1229490008.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.322766570605174,
          "last": 32.58,
          "vwap": 32.85242575250868,
          "above_vwap": false,
          "amount": 3421524293.0
        },
        {
          "symbol": "SHSE.601058",
          "name": "赛轮轮胎",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.153094462540707,
          "last": 12.79,
          "vwap": 12.63901678523519,
          "above_vwap": true,
          "amount": 521968643.0
        },
        {
          "symbol": "SHSE.600875",
          "name": "东方电气",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.1190723433714105,
          "last": 30.08,
          "vwap": 30.204937154324934,
          "above_vwap": false,
          "amount": 1899413309.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.9818548387096753,
          "last": 20.63,
          "vwap": 20.800981832677284,
          "above_vwap": false,
          "amount": 2123798966.0
        },
        {
          "symbol": "SZSE.300345",
          "name": "华民股份",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.8510911424903593,
          "last": 8.09,
          "vwap": 8.214272200797552,
          "above_vwap": false,
          "amount": 375308454.0
        },
        {
          "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": 3.2187941462320575,
          "above_vwap": true,
          "amount": 344436724.0
        },
        {
          "symbol": "SZSE.002716",
          "name": "湖南白银",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.4360189573459765,
          "last": 8.73,
          "vwap": 8.96016351465012,
          "above_vwap": false,
          "amount": 1846176283.0
        }
      ]
    },
    "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": 0.3206,
      "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": 0.296,
      "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": 7.294832826747721,
          "last": 10.59,
          "vwap": 11.1526908391949,
          "above_vwap": false,
          "amount": 212941672.0
        },
        {
          "symbol": "SZSE.002536",
          "name": "飞龙股份",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.44726712856043,
          "last": 55.31,
          "vwap": 54.9879086281734,
          "above_vwap": true,
          "amount": 3125287276.0
        },
        {
          "symbol": "SHSE.600482",
          "name": "中国动力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.370943733253931,
          "last": 35.73,
          "vwap": 36.172213700945655,
          "above_vwap": false,
          "amount": 1789001728.0
        },
        {
          "symbol": "SZSE.002028",
          "name": "思源电气",
          "theme": "发电设备",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 4.843423799582469,
          "last": 175.77,
          "vwap": 177.20743826057713,
          "above_vwap": false,
          "amount": 1686270541.0
        },
        {
          "symbol": "SHSE.601126",
          "name": "四方股份",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.741379310344818,
          "last": 60.75,
          "vwap": 61.38212030893505,
          "above_vwap": false,
          "amount": 1229490008.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.322766570605174,
          "last": 32.58,
          "vwap": 32.85242575250868,
          "above_vwap": false,
          "amount": 3421524293.0
        },
        {
          "symbol": "SHSE.601058",
          "name": "赛轮轮胎",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.153094462540707,
          "last": 12.79,
          "vwap": 12.63901678523519,
          "above_vwap": true,
          "amount": 521968643.0
        },
        {
          "symbol": "SHSE.600875",
          "name": "东方电气",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.1190723433714105,
          "last": 30.08,
          "vwap": 30.204937154324934,
          "above_vwap": false,
          "amount": 1899413309.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.9818548387096753,
          "last": 20.63,
          "vwap": 20.800981832677284,
          "above_vwap": false,
          "amount": 2123798966.0
        },
        {
          "symbol": "SZSE.300345",
          "name": "华民股份",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.8510911424903593,
          "last": 8.09,
          "vwap": 8.214272200797552,
          "above_vwap": false,
          "amount": 375308454.0
        },
        {
          "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": 3.2187941462320575,
          "above_vwap": true,
          "amount": 344436724.0
        },
        {
          "symbol": "SZSE.002716",
          "name": "湖南白银",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.4360189573459765,
          "last": 8.73,
          "vwap": 8.96016351465012,
          "above_vwap": false,
          "amount": 1846176283.0
        }
      ]
    },
    "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": "2026-07-06T11:02:06",
  "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": "2026-07-06T11:02:06",
      "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": 26.5595,
      "price_vs_vwap_pct": -1.3912,
      "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": 26.19,
        "ts": "2026-07-06T11:02:04",
        "prev_close": 26.08,
        "open": 25.79,
        "high": 27.33,
        "low": 25.55,
        "bid1": 26.18,
        "ask1": 26.19,
        "bid_qty1": 2,
        "ask_qty1": 26
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002028:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260703:SZSE.002028:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002028",
      "name": "思源电气",
      "side": "BUY",
      "priority": "P1",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 169.97,
      "exec_low": 169.97,
      "exec_high": 175.07,
      "invalid_price": 164.87,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T11:02:06",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 500,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 175.07,
      "max_chase_pct": 3.0,
      "base_exec_high": 175.07,
      "dynamic_exec_high": null,
      "entry_zone_low": 167.42,
      "entry_zone_high": 172.52,
      "entry_risk_pct": null,
      "intraday_vwap": 177.2074,
      "price_vs_vwap_pct": -0.8111,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1753,
        "prev_amount_yi": 0.2446,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7167,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 175.49,
            "high": 175.49,
            "low": 175.49,
            "close": 175.49,
            "amount_yi": 0.065
          },
          {
            "time": "11:01",
            "open": 175.51,
            "high": 175.51,
            "low": 175.37,
            "close": 175.37,
            "amount_yi": 0.0934
          },
          {
            "time": "11:02",
            "open": 175.77,
            "high": 175.77,
            "low": 175.77,
            "close": 175.77,
            "amount_yi": 0.0169
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127903.8,
      "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": 175.77,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 167.65,
        "open": 169.0,
        "high": 179.8,
        "low": 168.93,
        "bid1": 175.67,
        "ask1": 175.77,
        "bid_qty1": 1,
        "ask_qty1": 4
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300428:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260703:SZSE.300428:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300428",
      "name": "立中集团",
      "side": "BUY",
      "priority": "P2",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 19.88,
      "exec_low": 19.88,
      "exec_high": 20.48,
      "invalid_price": 19.28,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T11:02:06",
      "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": 19.1451,
      "price_vs_vwap_pct": -1.228,
      "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": 0.0032,
        "prev_amount_yi": 0.0139,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2302,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 18.9,
            "high": 18.9,
            "low": 18.9,
            "close": 18.9,
            "amount_yi": 0.0006
          },
          {
            "time": "11:01",
            "open": 18.91,
            "high": 18.91,
            "low": 18.91,
            "close": 18.91,
            "amount_yi": 0.002
          },
          {
            "time": "11:02",
            "open": 18.91,
            "high": 18.91,
            "low": 18.91,
            "close": 18.91,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127903.8,
      "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": 18.91,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 19.38,
        "open": 19.38,
        "high": 19.46,
        "low": 18.87,
        "bid1": 18.9,
        "ask1": 18.92,
        "bid_qty1": 43,
        "ask_qty1": 84
      },
      "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": "2026-07-06T11:02:06",
      "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": 13.6701,
      "price_vs_vwap_pct": -3.0,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1078,
        "prev_amount_yi": 0.0893,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2072,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 13.25,
            "high": 13.25,
            "low": 13.25,
            "close": 13.25,
            "amount_yi": 0.0352
          },
          {
            "time": "11:01",
            "open": 13.25,
            "high": 13.25,
            "low": 13.24,
            "close": 13.24,
            "amount_yi": 0.0469
          },
          {
            "time": "11:02",
            "open": 13.26,
            "high": 13.26,
            "low": 13.26,
            "close": 13.26,
            "amount_yi": 0.0257
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127903.8,
      "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": 13.26,
        "ts": "2026-07-06T11:02:06",
        "prev_close": 14.22,
        "open": 13.92,
        "high": 14.07,
        "low": 13.23,
        "bid1": 13.25,
        "ask1": 13.26,
        "bid_qty1": 28,
        "ask_qty1": 443
      },
      "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": "2026-07-06T11:02:06",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 38.79,
      "max_chase_pct": 3.0,
      "base_exec_high": 38.79,
      "dynamic_exec_high": null,
      "entry_zone_low": 37.1,
      "entry_zone_high": 38.22,
      "entry_risk_pct": 3.1548,
      "intraday_vwap": 37.7331,
      "price_vs_vwap_pct": -0.0347,
      "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": 37.72,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 37.15,
        "open": 36.95,
        "high": 38.09,
        "low": 36.95,
        "bid1": 37.69,
        "ask1": 37.72,
        "bid_qty1": 24,
        "ask_qty1": 15
      },
      "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": "2026-07-06T11:02:06",
      "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": 30.1344,
      "price_vs_vwap_pct": -2.5698,
      "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": 0.0149,
        "prev_amount_yi": 0.0572,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2605,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 29.33,
            "high": 29.33,
            "low": 29.33,
            "close": 29.33,
            "amount_yi": 0.0065
          },
          {
            "time": "11:01",
            "open": 29.36,
            "high": 29.36,
            "low": 29.36,
            "close": 29.36,
            "amount_yi": 0.0073
          },
          {
            "time": "11:02",
            "open": 29.36,
            "high": 29.36,
            "low": 29.36,
            "close": 29.36,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127903.8,
      "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": 29.36,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 30.83,
        "open": 30.9,
        "high": 30.99,
        "low": 29.22,
        "bid1": 29.36,
        "ask1": 29.37,
        "bid_qty1": 28,
        "ask_qty1": 10
      },
      "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": "2026-07-06T11:02:06",
      "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": 26.2961,
      "price_vs_vwap_pct": -2.9134,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0192,
        "prev_amount_yi": 0.0309,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6214,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 25.54,
            "high": 25.54,
            "low": 25.54,
            "close": 25.54,
            "amount_yi": 0.0015
          },
          {
            "time": "11:01",
            "open": 25.53,
            "high": 25.53,
            "low": 25.52,
            "close": 25.52,
            "amount_yi": 0.0047
          },
          {
            "time": "11:02",
            "open": 25.53,
            "high": 25.53,
            "low": 25.53,
            "close": 25.53,
            "amount_yi": 0.013
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127903.8,
      "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": 25.53,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 27.02,
        "open": 26.75,
        "high": 27.49,
        "low": 25.47,
        "bid1": 25.52,
        "ask1": 25.53,
        "bid_qty1": 13,
        "ask_qty1": 5
      },
      "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": "2026-07-06T11:02:06",
      "sim_reason": "invalid_price_broken",
      "qty": 17100,
      "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": 5.8915,
      "price_vs_vwap_pct": -2.0623,
      "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": 0.0387,
        "prev_amount_yi": 0.0354,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0932,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 5.76,
            "high": 5.76,
            "low": 5.76,
            "close": 5.76,
            "amount_yi": 0.0083
          },
          {
            "time": "11:01",
            "open": 5.77,
            "high": 5.77,
            "low": 5.77,
            "close": 5.77,
            "amount_yi": 0.0201
          },
          {
            "time": "11:02",
            "open": 5.77,
            "high": 5.77,
            "low": 5.77,
            "close": 5.77,
            "amount_yi": 0.0103
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127903.8,
      "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": 5.77,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 6.22,
        "open": 5.95,
        "high": 6.05,
        "low": 5.71,
        "bid1": 5.76,
        "ask1": 5.77,
        "bid_qty1": 324,
        "ask_qty1": 104
      },
      "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": "2026-07-06T11:02:06",
      "sim_reason": "invalid_price_broken",
      "qty": 2000,
      "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": 48.4413,
      "price_vs_vwap_pct": -2.8515,
      "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": 0.0578,
        "prev_amount_yi": 0.0623,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9278,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 47.1,
            "high": 47.1,
            "low": 47.1,
            "close": 47.1,
            "amount_yi": 0.025
          },
          {
            "time": "11:01",
            "open": 47.09,
            "high": 47.09,
            "low": 47.07,
            "close": 47.07,
            "amount_yi": 0.0187
          },
          {
            "time": "11:02",
            "open": 47.06,
            "high": 47.06,
            "low": 47.06,
            "close": 47.06,
            "amount_yi": 0.0141
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127903.8,
      "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": 47.06,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 49.58,
        "open": 49.38,
        "high": 51.0,
        "low": 46.83,
        "bid1": 47.06,
        "ask1": 47.07,
        "bid_qty1": 5,
        "ask_qty1": 28
      },
      "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": "2026-07-06T11:02:06",
      "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": 23.3395,
      "price_vs_vwap_pct": -1.1118,
      "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": 0.0379,
        "prev_amount_yi": 0.2352,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1611,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 23.08,
            "high": 23.08,
            "low": 23.08,
            "close": 23.08,
            "amount_yi": 0.0165
          },
          {
            "time": "11:01",
            "open": 23.1,
            "high": 23.1,
            "low": 23.09,
            "close": 23.09,
            "amount_yi": 0.0153
          },
          {
            "time": "11:02",
            "open": 23.08,
            "high": 23.08,
            "low": 23.08,
            "close": 23.08,
            "amount_yi": 0.0061
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127903.8,
      "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": 23.08,
        "ts": "2026-07-06T11:02:05",
        "prev_close": 23.45,
        "open": 23.5,
        "high": 23.69,
        "low": 22.96,
        "bid1": 23.08,
        "ask1": 23.09,
        "bid_qty1": 100,
        "ask_qty1": 22
      },
      "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": "2026-07-06T11:02:06",
      "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": 25.9204,
      "price_vs_vwap_pct": -0.5802,
      "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": 0.0382,
        "prev_amount_yi": 0.0566,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6749,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 25.73,
            "high": 25.73,
            "low": 25.73,
            "close": 25.73,
            "amount_yi": 0.0092
          },
          {
            "time": "11:01",
            "open": 25.77,
            "high": 25.77,
            "low": 25.75,
            "close": 25.75,
            "amount_yi": 0.0116
          },
          {
            "time": "11:02",
            "open": 25.77,
            "high": 25.77,
            "low": 25.77,
            "close": 25.77,
            "amount_yi": 0.0174
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 127903.8,
      "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": 25.77,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 26.22,
        "open": 26.1,
        "high": 26.48,
        "low": 25.58,
        "bid1": 25.76,
        "ask1": 25.77,
        "bid_qty1": 50,
        "ask_qty1": 10
      },
      "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": "2026-07-06T11:02:06",
      "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": 26.6576,
      "price_vs_vwap_pct": -2.0167,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0921,
        "prev_amount_yi": 0.1138,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8093,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:58",
            "open": 26.01,
            "high": 26.01,
            "low": 26.0,
            "close": 26.0,
            "amount_yi": 0.0256
          },
          {
            "time": "10:59",
            "open": 26.05,
            "high": 26.08,
            "low": 26.05,
            "close": 26.08,
            "amount_yi": 0.0374
          },
          {
            "time": "11:00",
            "open": 26.08,
            "high": 26.08,
            "low": 26.08,
            "close": 26.08,
            "amount_yi": 0.009
          },
          {
            "time": "11:01",
            "open": 26.06,
            "high": 26.11,
            "low": 26.06,
            "close": 26.11,
            "amount_yi": 0.0141
          },
          {
            "time": "11:02",
            "open": 26.12,
            "high": 26.12,
            "low": 26.12,
            "close": 26.12,
            "amount_yi": 0.006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 26.12,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 25.91,
        "open": 25.04,
        "high": 27.85,
        "low": 25.04,
        "bid1": 26.11,
        "ask1": 26.12,
        "bid_qty1": 10,
        "ask_qty1": 6
      },
      "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": "2026-07-06T11:02:06",
      "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": 20.801,
      "price_vs_vwap_pct": -0.8221,
      "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": 0.3247,
        "prev_amount_yi": 0.4576,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7096,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:58",
            "open": 20.63,
            "high": 20.63,
            "low": 20.61,
            "close": 20.61,
            "amount_yi": 0.0911
          },
          {
            "time": "10:59",
            "open": 20.62,
            "high": 20.62,
            "low": 20.59,
            "close": 20.59,
            "amount_yi": 0.068
          },
          {
            "time": "11:00",
            "open": 20.63,
            "high": 20.63,
            "low": 20.63,
            "close": 20.63,
            "amount_yi": 0.0614
          },
          {
            "time": "11:01",
            "open": 20.63,
            "high": 20.68,
            "low": 20.63,
            "close": 20.68,
            "amount_yi": 0.0782
          },
          {
            "time": "11:02",
            "open": 20.63,
            "high": 20.63,
            "low": 20.63,
            "close": 20.63,
            "amount_yi": 0.026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 20.63,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 19.84,
        "open": 19.7,
        "high": 21.47,
        "low": 19.38,
        "bid1": 20.63,
        "ask1": 20.64,
        "bid_qty1": 4,
        "ask_qty1": 101
      },
      "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": "2026-07-06T11:02:06",
      "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": 32.8524,
      "price_vs_vwap_pct": -0.8292,
      "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": 0.5082,
        "prev_amount_yi": 0.5109,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9947,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:58",
            "open": 32.53,
            "high": 32.53,
            "low": 32.5,
            "close": 32.5,
            "amount_yi": 0.1139
          },
          {
            "time": "10:59",
            "open": 32.47,
            "high": 32.47,
            "low": 32.46,
            "close": 32.46,
            "amount_yi": 0.0797
          },
          {
            "time": "11:00",
            "open": 32.52,
            "high": 32.52,
            "low": 32.52,
            "close": 32.52,
            "amount_yi": 0.0595
          },
          {
            "time": "11:01",
            "open": 32.52,
            "high": 32.59,
            "low": 32.52,
            "close": 32.59,
            "amount_yi": 0.2311
          },
          {
            "time": "11:02",
            "open": 32.58,
            "high": 32.58,
            "low": 32.58,
            "close": 32.58,
            "amount_yi": 0.024
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 32.58,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 31.23,
        "open": 31.23,
        "high": 33.59,
        "low": 31.23,
        "bid1": 32.57,
        "ask1": 32.59,
        "bid_qty1": 70,
        "ask_qty1": 53
      },
      "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": "2026-07-06T11:02:06",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 3900,
      "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": 4.1744,
      "intraday_vwap": 10.63,
      "price_vs_vwap_pct": 1.4111,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0792,
        "prev_amount_yi": 0.1401,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5653,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 10.77,
            "high": 10.77,
            "low": 10.76,
            "close": 10.76,
            "amount_yi": 0.0256
          },
          {
            "time": "10:59",
            "open": 10.74,
            "high": 10.77,
            "low": 10.74,
            "close": 10.77,
            "amount_yi": 0.0101
          },
          {
            "time": "11:00",
            "open": 10.74,
            "high": 10.74,
            "low": 10.74,
            "close": 10.74,
            "amount_yi": 0.0039
          },
          {
            "time": "11:01",
            "open": 10.75,
            "high": 10.75,
            "low": 10.75,
            "close": 10.75,
            "amount_yi": 0.0105
          },
          {
            "time": "11:02",
            "open": 10.78,
            "high": 10.78,
            "low": 10.78,
            "close": 10.78,
            "amount_yi": 0.0291
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42634.6,
      "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": 10.78,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 10.52,
        "open": 10.4,
        "high": 10.82,
        "low": 10.32,
        "bid1": 10.77,
        "ask1": 10.78,
        "bid_qty1": 207,
        "ask_qty1": 531
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600489:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.600489:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600489",
      "name": "中金黄金",
      "side": "BUY",
      "priority": "W4",
      "status": "OBSERVE",
      "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": "2026-07-06T11:02:06",
      "sim_reason": "minute_energy_ratio_too_low",
      "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": 3.128,
      "intraday_vwap": 20.9801,
      "price_vs_vwap_pct": -1.0014,
      "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": 0.3304,
        "prev_amount_yi": 0.6395,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5167,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 20.72,
            "high": 20.72,
            "low": 20.72,
            "close": 20.72,
            "amount_yi": 0.062
          },
          {
            "time": "10:59",
            "open": 20.75,
            "high": 20.75,
            "low": 20.74,
            "close": 20.74,
            "amount_yi": 0.1214
          },
          {
            "time": "11:00",
            "open": 20.74,
            "high": 20.74,
            "low": 20.74,
            "close": 20.74,
            "amount_yi": 0.0387
          },
          {
            "time": "11:01",
            "open": 20.75,
            "high": 20.75,
            "low": 20.75,
            "close": 20.75,
            "amount_yi": 0.0688
          },
          {
            "time": "11:02",
            "open": 20.77,
            "high": 20.77,
            "low": 20.77,
            "close": 20.77,
            "amount_yi": 0.0395
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42634.6,
      "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": 20.77,
        "ts": "2026-07-06T11:02:05",
        "prev_close": 20.34,
        "open": 19.88,
        "high": 21.49,
        "low": 19.88,
        "bid1": 20.77,
        "ask1": 20.78,
        "bid_qty1": 101,
        "ask_qty1": 787
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-06T11:02:06",
      "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": 25.6042,
      "price_vs_vwap_pct": -2.9456,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1882,
        "prev_amount_yi": 0.3568,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5275,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 24.69,
            "high": 24.69,
            "low": 24.68,
            "close": 24.68,
            "amount_yi": 0.0533
          },
          {
            "time": "10:59",
            "open": 24.68,
            "high": 24.71,
            "low": 24.68,
            "close": 24.71,
            "amount_yi": 0.0475
          },
          {
            "time": "11:00",
            "open": 24.76,
            "high": 24.76,
            "low": 24.76,
            "close": 24.76,
            "amount_yi": 0.0214
          },
          {
            "time": "11:01",
            "open": 24.78,
            "high": 24.8,
            "low": 24.78,
            "close": 24.8,
            "amount_yi": 0.0444
          },
          {
            "time": "11:02",
            "open": 24.85,
            "high": 24.85,
            "low": 24.85,
            "close": 24.85,
            "amount_yi": 0.0216
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 24.85,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 25.93,
        "open": 25.23,
        "high": 26.6,
        "low": 24.67,
        "bid1": 24.84,
        "ask1": 24.85,
        "bid_qty1": 11,
        "ask_qty1": 7
      },
      "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": "2026-07-06T11:02:06",
      "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": 4.0881,
      "intraday_vwap": 28.6761,
      "price_vs_vwap_pct": -0.1956,
      "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": 0.9835,
        "prev_amount_yi": 1.7528,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5611,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 28.55,
            "high": 28.55,
            "low": 28.52,
            "close": 28.52,
            "amount_yi": 0.3504
          },
          {
            "time": "10:59",
            "open": 28.56,
            "high": 28.59,
            "low": 28.56,
            "close": 28.59,
            "amount_yi": 0.2446
          },
          {
            "time": "11:00",
            "open": 28.57,
            "high": 28.57,
            "low": 28.57,
            "close": 28.57,
            "amount_yi": 0.115
          },
          {
            "time": "11:01",
            "open": 28.6,
            "high": 28.64,
            "low": 28.6,
            "close": 28.64,
            "amount_yi": 0.1715
          },
          {
            "time": "11:02",
            "open": 28.62,
            "high": 28.62,
            "low": 28.62,
            "close": 28.62,
            "amount_yi": 0.102
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42634.6,
      "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": 28.62,
        "ts": "2026-07-06T11:02:05",
        "prev_close": 27.82,
        "open": 27.64,
        "high": 29.19,
        "low": 27.62,
        "bid1": 28.61,
        "ask1": 28.62,
        "bid_qty1": 2406,
        "ask_qty1": 272
      },
      "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": "CANCELLED",
      "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": "2026-07-06T11:02:06",
      "sim_reason": "invalid_price_broken",
      "qty": 7400,
      "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": 11.6555,
      "price_vs_vwap_pct": -1.5057,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0963,
        "prev_amount_yi": 0.12,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8025,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 11.47,
            "high": 11.47,
            "low": 11.47,
            "close": 11.47,
            "amount_yi": 0.0136
          },
          {
            "time": "10:59",
            "open": 11.47,
            "high": 11.47,
            "low": 11.46,
            "close": 11.46,
            "amount_yi": 0.0291
          },
          {
            "time": "11:00",
            "open": 11.47,
            "high": 11.47,
            "low": 11.47,
            "close": 11.47,
            "amount_yi": 0.0244
          },
          {
            "time": "11:01",
            "open": 11.48,
            "high": 11.48,
            "low": 11.48,
            "close": 11.48,
            "amount_yi": 0.0239
          },
          {
            "time": "11:02",
            "open": 11.48,
            "high": 11.48,
            "low": 11.48,
            "close": 11.48,
            "amount_yi": 0.0053
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 11.48,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 11.46,
        "open": 11.4,
        "high": 11.95,
        "low": 11.35,
        "bid1": 11.48,
        "ask1": 11.49,
        "bid_qty1": 195,
        "ask_qty1": 304
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T11:02:06",
      "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": 4.3451,
      "price_vs_vwap_pct": -0.3475,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0153,
        "prev_amount_yi": 0.0083,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8434,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 4.32,
            "high": 4.32,
            "low": 4.32,
            "close": 4.32,
            "amount_yi": 0.0004
          },
          {
            "time": "10:59",
            "open": 4.33,
            "high": 4.33,
            "low": 4.33,
            "close": 4.33,
            "amount_yi": 0.0003
          },
          {
            "time": "11:00",
            "open": 4.32,
            "high": 4.32,
            "low": 4.32,
            "close": 4.32,
            "amount_yi": 0.0122
          },
          {
            "time": "11:01",
            "open": 4.33,
            "high": 4.33,
            "low": 4.32,
            "close": 4.32,
            "amount_yi": 0.002
          },
          {
            "time": "11:02",
            "open": 4.33,
            "high": 4.33,
            "low": 4.33,
            "close": 4.33,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": "2026-07-06T11:02:03",
        "prev_close": 4.33,
        "open": 4.32,
        "high": 4.39,
        "low": 4.3,
        "bid1": 4.32,
        "ask1": 4.33,
        "bid_qty1": 34,
        "ask_qty1": 455
      },
      "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.69,
      "exec_low": 8.82,
      "exec_high": 8.82,
      "invalid_price": 8.43,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T11:02:06",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 4800,
      "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": 3.4364,
      "intraday_vwap": 8.9602,
      "price_vs_vwap_pct": -2.5691,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1547,
        "prev_amount_yi": 0.2726,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5675,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 8.73,
            "high": 8.73,
            "low": 8.72,
            "close": 8.72,
            "amount_yi": 0.0496
          },
          {
            "time": "10:59",
            "open": 8.71,
            "high": 8.71,
            "low": 8.71,
            "close": 8.71,
            "amount_yi": 0.0292
          },
          {
            "time": "11:00",
            "open": 8.7,
            "high": 8.7,
            "low": 8.7,
            "close": 8.7,
            "amount_yi": 0.0118
          },
          {
            "time": "11:01",
            "open": 8.69,
            "high": 8.72,
            "low": 8.69,
            "close": 8.72,
            "amount_yi": 0.056
          },
          {
            "time": "11:02",
            "open": 8.73,
            "high": 8.73,
            "low": 8.73,
            "close": 8.73,
            "amount_yi": 0.0081
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42634.6,
      "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": 8.73,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 8.44,
        "open": 8.41,
        "high": 9.28,
        "low": 8.31,
        "bid1": 8.72,
        "ask1": 8.73,
        "bid_qty1": 487,
        "ask_qty1": 420
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-06T11:02:06",
      "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": 13.8772,
      "price_vs_vwap_pct": -2.1416,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1062,
        "prev_amount_yi": 0.0791,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3426,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 13.65,
            "high": 13.65,
            "low": 13.64,
            "close": 13.64,
            "amount_yi": 0.0087
          },
          {
            "time": "10:59",
            "open": 13.6,
            "high": 13.6,
            "low": 13.6,
            "close": 13.6,
            "amount_yi": 0.0484
          },
          {
            "time": "11:00",
            "open": 13.58,
            "high": 13.58,
            "low": 13.58,
            "close": 13.58,
            "amount_yi": 0.012
          },
          {
            "time": "11:01",
            "open": 13.57,
            "high": 13.57,
            "low": 13.57,
            "close": 13.57,
            "amount_yi": 0.0264
          },
          {
            "time": "11:02",
            "open": 13.58,
            "high": 13.58,
            "low": 13.58,
            "close": 13.58,
            "amount_yi": 0.0107
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 13.58,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 13.73,
        "open": 13.59,
        "high": 14.24,
        "low": 13.45,
        "bid1": 13.57,
        "ask1": 13.58,
        "bid_qty1": 139,
        "ask_qty1": 183
      },
      "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 34.4,
      "exec_low": 34.92,
      "exec_high": 34.92,
      "invalid_price": 33.37,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T11:02:06",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 1200,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 35.43,
      "max_chase_pct": 1.5,
      "base_exec_high": 34.92,
      "dynamic_exec_high": null,
      "entry_zone_low": 33.88,
      "entry_zone_high": 34.92,
      "entry_risk_pct": 4.3565,
      "intraday_vwap": 34.658,
      "price_vs_vwap_pct": 0.6694,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0095,
        "prev_amount_yi": 0.0103,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9223,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 35.03,
            "high": 35.03,
            "low": 35.02,
            "close": 35.02,
            "amount_yi": 0.0005
          },
          {
            "time": "10:59",
            "open": 35.0,
            "high": 35.0,
            "low": 34.96,
            "close": 34.96,
            "amount_yi": 0.0058
          },
          {
            "time": "11:00",
            "open": 34.88,
            "high": 34.88,
            "low": 34.88,
            "close": 34.88,
            "amount_yi": 0.001
          },
          {
            "time": "11:01",
            "open": 34.89,
            "high": 34.91,
            "low": 34.89,
            "close": 34.91,
            "amount_yi": 0.002
          },
          {
            "time": "11:02",
            "open": 34.89,
            "high": 34.89,
            "low": 34.89,
            "close": 34.89,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42634.6,
      "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": 34.89,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 34.13,
        "open": 34.0,
        "high": 35.08,
        "low": 33.73,
        "bid1": 34.85,
        "ask1": 34.89,
        "bid_qty1": 5,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002721:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002721:VWAP_RECLAIM",
      "symbol": "SZSE.002721",
      "name": "金一文化",
      "side": "BUY",
      "priority": "W12",
      "status": "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": "2026-07-06T11:02:06",
      "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": 2.3204,
      "price_vs_vwap_pct": -1.7411,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0068,
        "prev_amount_yi": 0.0116,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5862,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 2.28,
            "high": 2.28,
            "low": 2.28,
            "close": 2.28,
            "amount_yi": 0.0002
          },
          {
            "time": "10:59",
            "open": 2.28,
            "high": 2.28,
            "low": 2.28,
            "close": 2.28,
            "amount_yi": 0.0005
          },
          {
            "time": "11:00",
            "open": 2.28,
            "high": 2.28,
            "low": 2.28,
            "close": 2.28,
            "amount_yi": 0.0057
          },
          {
            "time": "11:01",
            "open": 2.28,
            "high": 2.28,
            "low": 2.28,
            "close": 2.28,
            "amount_yi": 0.0003
          },
          {
            "time": "11:02",
            "open": 2.28,
            "high": 2.28,
            "low": 2.28,
            "close": 2.28,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": "2026-07-06T11:02:03",
        "prev_close": 2.33,
        "open": 2.33,
        "high": 2.36,
        "low": 2.27,
        "bid1": 2.28,
        "ask1": 2.29,
        "bid_qty1": 3708,
        "ask_qty1": 6245
      },
      "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": "2026-07-06T11:02:06",
      "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": 15.2706,
      "price_vs_vwap_pct": -2.8198,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0835,
        "prev_amount_yi": 0.2547,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3278,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 14.79,
            "high": 14.8,
            "low": 14.79,
            "close": 14.8,
            "amount_yi": 0.0157
          },
          {
            "time": "10:59",
            "open": 14.81,
            "high": 14.83,
            "low": 14.81,
            "close": 14.83,
            "amount_yi": 0.0175
          },
          {
            "time": "11:00",
            "open": 14.82,
            "high": 14.82,
            "low": 14.82,
            "close": 14.82,
            "amount_yi": 0.0191
          },
          {
            "time": "11:01",
            "open": 14.81,
            "high": 14.82,
            "low": 14.81,
            "close": 14.82,
            "amount_yi": 0.0172
          },
          {
            "time": "11:02",
            "open": 14.84,
            "high": 14.84,
            "low": 14.84,
            "close": 14.84,
            "amount_yi": 0.014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 14.84,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 15.24,
        "open": 15.3,
        "high": 15.75,
        "low": 14.74,
        "bid1": 14.83,
        "ask1": 14.84,
        "bid_qty1": 187,
        "ask_qty1": 53
      },
      "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": "2026-07-06T11:02:06",
      "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": 2.4359,
      "price_vs_vwap_pct": -1.8843,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0026,
        "prev_amount_yi": 0.0059,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4407,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:57",
            "open": 2.39,
            "high": 2.39,
            "low": 2.39,
            "close": 2.39,
            "amount_yi": 0.0012
          },
          {
            "time": "10:58",
            "open": 2.39,
            "high": 2.39,
            "low": 2.39,
            "close": 2.39,
            "amount_yi": 0.0002
          },
          {
            "time": "10:59",
            "open": 2.4,
            "high": 2.4,
            "low": 2.39,
            "close": 2.39,
            "amount_yi": 0.0002
          },
          {
            "time": "11:00",
            "open": 2.4,
            "high": 2.4,
            "low": 2.4,
            "close": 2.4,
            "amount_yi": 0.0009
          },
          {
            "time": "11:01",
            "open": 2.39,
            "high": 2.39,
            "low": 2.39,
            "close": 2.39,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 2.39,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 2.45,
        "open": 2.44,
        "high": 2.49,
        "low": 2.39,
        "bid1": 2.39,
        "ask1": 2.4,
        "bid_qty1": 3730,
        "ask_qty1": 835
      },
      "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": "2026-07-06T11:02:06",
      "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": 0.0049,
        "prev_amount_yi": 0.0028,
        "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": "10:58",
            "open": 3.49,
            "high": 3.5,
            "low": 3.49,
            "close": 3.5,
            "amount_yi": 0.001
          },
          {
            "time": "10:59",
            "open": 3.5,
            "high": 3.5,
            "low": 3.5,
            "close": 3.5,
            "amount_yi": 0.0001
          },
          {
            "time": "11:00",
            "open": 3.48,
            "high": 3.48,
            "low": 3.48,
            "close": 3.48,
            "amount_yi": 0.0032
          },
          {
            "time": "11:01",
            "open": 3.49,
            "high": 3.49,
            "low": 3.49,
            "close": 3.49,
            "amount_yi": 0.0003
          },
          {
            "time": "11:02",
            "open": 3.49,
            "high": 3.49,
            "low": 3.49,
            "close": 3.49,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": "2026-07-06T11:02:03",
        "prev_close": 3.47,
        "open": 3.47,
        "high": 3.52,
        "low": 3.46,
        "bid1": 3.48,
        "ask1": 3.49,
        "bid_qty1": 320,
        "ask_qty1": 624
      },
      "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": "2026-07-06T11:02:06",
      "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": 4.3078,
      "price_vs_vwap_pct": 0.5153,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0169,
        "prev_amount_yi": 0.0178,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9494,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 4.34,
            "high": 4.34,
            "low": 4.33,
            "close": 4.33,
            "amount_yi": 0.0016
          },
          {
            "time": "10:59",
            "open": 4.34,
            "high": 4.34,
            "low": 4.34,
            "close": 4.34,
            "amount_yi": 0.001
          },
          {
            "time": "11:00",
            "open": 4.32,
            "high": 4.32,
            "low": 4.32,
            "close": 4.32,
            "amount_yi": 0.0098
          },
          {
            "time": "11:01",
            "open": 4.33,
            "high": 4.34,
            "low": 4.33,
            "close": 4.34,
            "amount_yi": 0.0037
          },
          {
            "time": "11:02",
            "open": 4.33,
            "high": 4.33,
            "low": 4.33,
            "close": 4.33,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": "2026-07-06T11:02:04",
        "prev_close": 4.28,
        "open": 4.29,
        "high": 4.34,
        "low": 4.26,
        "bid1": 4.32,
        "ask1": 4.33,
        "bid_qty1": 1625,
        "ask_qty1": 1143
      },
      "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": "2026-07-06T11:02:06",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 6100,
      "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": 14.37,
      "price_vs_vwap_pct": -4.3841,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6124,
        "prev_amount_yi": 0.1921,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.1879,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:58",
            "open": 14.07,
            "high": 14.07,
            "low": 14.06,
            "close": 14.06,
            "amount_yi": 0.0621
          },
          {
            "time": "10:59",
            "open": 14.04,
            "high": 14.04,
            "low": 14.02,
            "close": 14.02,
            "amount_yi": 0.1349
          },
          {
            "time": "11:00",
            "open": 13.88,
            "high": 13.88,
            "low": 13.88,
            "close": 13.88,
            "amount_yi": 0.1695
          },
          {
            "time": "11:01",
            "open": 13.88,
            "high": 13.88,
            "low": 13.79,
            "close": 13.79,
            "amount_yi": 0.1675
          },
          {
            "time": "11:02",
            "open": 13.74,
            "high": 13.74,
            "low": 13.74,
            "close": 13.74,
            "amount_yi": 0.0784
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 13.74,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 14.65,
        "open": 14.52,
        "high": 14.77,
        "low": 13.62,
        "bid1": 13.74,
        "ask1": 13.76,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "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": "2026-07-06T11:02:06",
      "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": 10.0982,
      "price_vs_vwap_pct": -2.7549,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.081,
        "prev_amount_yi": 0.1114,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7271,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:58",
            "open": 9.78,
            "high": 9.8,
            "low": 9.78,
            "close": 9.8,
            "amount_yi": 0.0183
          },
          {
            "time": "10:59",
            "open": 9.79,
            "high": 9.79,
            "low": 9.78,
            "close": 9.78,
            "amount_yi": 0.0155
          },
          {
            "time": "11:00",
            "open": 9.79,
            "high": 9.79,
            "low": 9.79,
            "close": 9.79,
            "amount_yi": 0.0061
          },
          {
            "time": "11:01",
            "open": 9.81,
            "high": 9.81,
            "low": 9.81,
            "close": 9.81,
            "amount_yi": 0.0277
          },
          {
            "time": "11:02",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0134
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 9.82,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 10.63,
        "open": 10.39,
        "high": 10.62,
        "low": 9.78,
        "bid1": 9.81,
        "ask1": 9.82,
        "bid_qty1": 206,
        "ask_qty1": 572
      },
      "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": "2026-07-06T11:02:06",
      "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": 38.1975,
      "price_vs_vwap_pct": -0.3862,
      "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": 0.3808,
        "prev_amount_yi": 0.7787,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.489,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:58",
            "open": 38.19,
            "high": 38.21,
            "low": 38.19,
            "close": 38.21,
            "amount_yi": 0.0787
          },
          {
            "time": "10:59",
            "open": 38.25,
            "high": 38.3,
            "low": 38.25,
            "close": 38.3,
            "amount_yi": 0.0646
          },
          {
            "time": "11:00",
            "open": 38.14,
            "high": 38.14,
            "low": 38.14,
            "close": 38.14,
            "amount_yi": 0.0838
          },
          {
            "time": "11:01",
            "open": 38.1,
            "high": 38.1,
            "low": 38.08,
            "close": 38.08,
            "amount_yi": 0.1164
          },
          {
            "time": "11:02",
            "open": 38.05,
            "high": 38.05,
            "low": 38.05,
            "close": 38.05,
            "amount_yi": 0.0373
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 38.05,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 37.35,
        "open": 38.0,
        "high": 39.49,
        "low": 37.3,
        "bid1": 38.04,
        "ask1": 38.05,
        "bid_qty1": 268,
        "ask_qty1": 19
      },
      "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": "2026-07-06T11:02:06",
      "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": 6.2751,
      "price_vs_vwap_pct": -3.5872,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1162,
        "prev_amount_yi": 0.1617,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7186,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:58",
            "open": 6.03,
            "high": 6.04,
            "low": 6.03,
            "close": 6.04,
            "amount_yi": 0.0269
          },
          {
            "time": "10:59",
            "open": 6.03,
            "high": 6.04,
            "low": 6.03,
            "close": 6.04,
            "amount_yi": 0.0305
          },
          {
            "time": "11:00",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0167
          },
          {
            "time": "11:01",
            "open": 6.03,
            "high": 6.03,
            "low": 6.03,
            "close": 6.03,
            "amount_yi": 0.0089
          },
          {
            "time": "11:02",
            "open": 6.05,
            "high": 6.05,
            "low": 6.05,
            "close": 6.05,
            "amount_yi": 0.0332
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 6.05,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 6.51,
        "open": 6.36,
        "high": 6.54,
        "low": 6.02,
        "bid1": 6.04,
        "ask1": 6.05,
        "bid_qty1": 603,
        "ask_qty1": 855
      },
      "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": "2026-07-06T11:02:06",
      "sim_reason": "invalid_price_broken",
      "qty": 8100,
      "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": 10.6535,
      "price_vs_vwap_pct": -1.347,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0244,
        "prev_amount_yi": 0.1096,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2226,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 10.51,
            "high": 10.51,
            "low": 10.51,
            "close": 10.51,
            "amount_yi": 0.0062
          },
          {
            "time": "10:59",
            "open": 10.51,
            "high": 10.51,
            "low": 10.51,
            "close": 10.51,
            "amount_yi": 0.0027
          },
          {
            "time": "11:00",
            "open": 10.51,
            "high": 10.51,
            "low": 10.51,
            "close": 10.51,
            "amount_yi": 0.0026
          },
          {
            "time": "11:01",
            "open": 10.52,
            "high": 10.52,
            "low": 10.52,
            "close": 10.52,
            "amount_yi": 0.0092
          },
          {
            "time": "11:02",
            "open": 10.51,
            "high": 10.51,
            "low": 10.51,
            "close": 10.51,
            "amount_yi": 0.0037
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 10.51,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 10.72,
        "open": 10.71,
        "high": 10.82,
        "low": 10.48,
        "bid1": 10.51,
        "ask1": 10.52,
        "bid_qty1": 585,
        "ask_qty1": 325
      },
      "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": "2026-07-06T11:02:06",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 3700,
      "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": 3.3868,
      "intraday_vwap": 11.1415,
      "price_vs_vwap_pct": 0.7046,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0068,
        "prev_amount_yi": 0.0188,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3617,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 11.23,
            "high": 11.23,
            "low": 11.23,
            "close": 11.23,
            "amount_yi": 0.0025
          },
          {
            "time": "10:59",
            "open": 11.22,
            "high": 11.23,
            "low": 11.22,
            "close": 11.23,
            "amount_yi": 0.0012
          },
          {
            "time": "11:00",
            "open": 11.22,
            "high": 11.22,
            "low": 11.22,
            "close": 11.22,
            "amount_yi": 0.0009
          },
          {
            "time": "11:01",
            "open": 11.22,
            "high": 11.22,
            "low": 11.21,
            "close": 11.21,
            "amount_yi": 0.0013
          },
          {
            "time": "11:02",
            "open": 11.22,
            "high": 11.22,
            "low": 11.22,
            "close": 11.22,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42634.6,
      "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": 11.22,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 11.03,
        "open": 11.04,
        "high": 11.25,
        "low": 10.93,
        "bid1": 11.21,
        "ask1": 11.22,
        "bid_qty1": 57,
        "ask_qty1": 74
      },
      "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": "2026-07-06T11:02:06",
      "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": 10.1039,
      "price_vs_vwap_pct": -2.7108,
      "energy_floor_hint_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": 0.0862,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4652,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 9.84,
            "high": 9.84,
            "low": 9.83,
            "close": 9.83,
            "amount_yi": 0.0072
          },
          {
            "time": "10:59",
            "open": 9.84,
            "high": 9.84,
            "low": 9.84,
            "close": 9.84,
            "amount_yi": 0.0053
          },
          {
            "time": "11:00",
            "open": 9.83,
            "high": 9.83,
            "low": 9.83,
            "close": 9.83,
            "amount_yi": 0.0031
          },
          {
            "time": "11:01",
            "open": 9.84,
            "high": 9.84,
            "low": 9.84,
            "close": 9.84,
            "amount_yi": 0.0217
          },
          {
            "time": "11:02",
            "open": 9.83,
            "high": 9.83,
            "low": 9.83,
            "close": 9.83,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 9.83,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 9.95,
        "open": 10.01,
        "high": 10.38,
        "low": 9.82,
        "bid1": 9.83,
        "ask1": 9.84,
        "bid_qty1": 355,
        "ask_qty1": 67
      },
      "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": "2026-07-06T11:02:06",
      "sim_reason": "invalid_price_broken",
      "qty": 10600,
      "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": 8.3,
      "price_vs_vwap_pct": -3.253,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.099,
        "prev_amount_yi": 0.1368,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7237,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 8.05,
            "high": 8.05,
            "low": 8.05,
            "close": 8.05,
            "amount_yi": 0.0089
          },
          {
            "time": "10:59",
            "open": 8.04,
            "high": 8.05,
            "low": 8.04,
            "close": 8.05,
            "amount_yi": 0.0223
          },
          {
            "time": "11:00",
            "open": 8.05,
            "high": 8.05,
            "low": 8.05,
            "close": 8.05,
            "amount_yi": 0.0109
          },
          {
            "time": "11:01",
            "open": 8.05,
            "high": 8.05,
            "low": 8.04,
            "close": 8.04,
            "amount_yi": 0.0222
          },
          {
            "time": "11:02",
            "open": 8.03,
            "high": 8.03,
            "low": 8.03,
            "close": 8.03,
            "amount_yi": 0.0347
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 8.03,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 8.52,
        "open": 8.43,
        "high": 8.72,
        "low": 8.02,
        "bid1": 8.03,
        "ask1": 8.04,
        "bid_qty1": 1006,
        "ask_qty1": 66
      },
      "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": "2026-07-06T11:02:06",
      "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": 4.8838,
      "price_vs_vwap_pct": -1.7159,
      "energy_floor_hint_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": 0.0111,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5766,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 4.8,
            "high": 4.81,
            "low": 4.8,
            "close": 4.81,
            "amount_yi": 0.0003
          },
          {
            "time": "10:59",
            "open": 4.81,
            "high": 4.81,
            "low": 4.81,
            "close": 4.81,
            "amount_yi": 0.0014
          },
          {
            "time": "11:00",
            "open": 4.81,
            "high": 4.81,
            "low": 4.81,
            "close": 4.81,
            "amount_yi": 0.0019
          },
          {
            "time": "11:01",
            "open": 4.81,
            "high": 4.81,
            "low": 4.81,
            "close": 4.81,
            "amount_yi": 0.0026
          },
          {
            "time": "11:02",
            "open": 4.8,
            "high": 4.8,
            "low": 4.8,
            "close": 4.8,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": "2026-07-06T11:02:03",
        "prev_close": 4.85,
        "open": 4.85,
        "high": 5.0,
        "low": 4.8,
        "bid1": 4.8,
        "ask1": 4.81,
        "bid_qty1": 5160,
        "ask_qty1": 786
      },
      "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": "2026-07-06T11:02:06",
      "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": 30.2049,
      "price_vs_vwap_pct": -0.4135,
      "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": 0.4069,
        "prev_amount_yi": 0.3957,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0283,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 29.96,
            "high": 30.01,
            "low": 29.96,
            "close": 30.01,
            "amount_yi": 0.068
          },
          {
            "time": "10:59",
            "open": 30.04,
            "high": 30.08,
            "low": 30.04,
            "close": 30.08,
            "amount_yi": 0.1039
          },
          {
            "time": "11:00",
            "open": 30.07,
            "high": 30.07,
            "low": 30.07,
            "close": 30.07,
            "amount_yi": 0.0651
          },
          {
            "time": "11:01",
            "open": 30.05,
            "high": 30.05,
            "low": 30.04,
            "close": 30.04,
            "amount_yi": 0.1448
          },
          {
            "time": "11:02",
            "open": 30.08,
            "high": 30.08,
            "low": 30.08,
            "close": 30.08,
            "amount_yi": 0.0251
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 30.08,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 28.89,
        "open": 29.29,
        "high": 30.89,
        "low": 29.1,
        "bid1": 30.11,
        "ask1": 30.12,
        "bid_qty1": 57,
        "ask_qty1": 1
      },
      "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": "2026-07-06T11:02:06",
      "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": 18.6277,
      "price_vs_vwap_pct": -1.5982,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0958,
        "prev_amount_yi": 0.1707,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5612,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 18.23,
            "high": 18.28,
            "low": 18.23,
            "close": 18.28,
            "amount_yi": 0.0126
          },
          {
            "time": "10:59",
            "open": 18.3,
            "high": 18.3,
            "low": 18.3,
            "close": 18.3,
            "amount_yi": 0.0254
          },
          {
            "time": "11:00",
            "open": 18.32,
            "high": 18.32,
            "low": 18.32,
            "close": 18.32,
            "amount_yi": 0.0163
          },
          {
            "time": "11:01",
            "open": 18.31,
            "high": 18.33,
            "low": 18.31,
            "close": 18.33,
            "amount_yi": 0.033
          },
          {
            "time": "11:02",
            "open": 18.33,
            "high": 18.33,
            "low": 18.33,
            "close": 18.33,
            "amount_yi": 0.0085
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 18.33,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 18.28,
        "open": 18.48,
        "high": 19.07,
        "low": 18.18,
        "bid1": 18.32,
        "ask1": 18.33,
        "bid_qty1": 33,
        "ask_qty1": 5
      },
      "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": "2026-07-06T11:02:06",
      "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": 24.3257,
      "price_vs_vwap_pct": -1.7911,
      "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": 0.2875,
        "prev_amount_yi": 0.552,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5208,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 23.8,
            "high": 23.82,
            "low": 23.8,
            "close": 23.82,
            "amount_yi": 0.0601
          },
          {
            "time": "10:59",
            "open": 23.87,
            "high": 23.92,
            "low": 23.87,
            "close": 23.92,
            "amount_yi": 0.0882
          },
          {
            "time": "11:00",
            "open": 23.9,
            "high": 23.9,
            "low": 23.9,
            "close": 23.9,
            "amount_yi": 0.059
          },
          {
            "time": "11:01",
            "open": 23.9,
            "high": 23.9,
            "low": 23.88,
            "close": 23.88,
            "amount_yi": 0.0637
          },
          {
            "time": "11:02",
            "open": 23.89,
            "high": 23.89,
            "low": 23.89,
            "close": 23.89,
            "amount_yi": 0.0165
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 23.89,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 24.59,
        "open": 24.73,
        "high": 24.98,
        "low": 23.69,
        "bid1": 23.89,
        "ask1": 23.9,
        "bid_qty1": 2,
        "ask_qty1": 388
      },
      "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": "2026-07-06T11:02:06",
      "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": 35.8644,
      "price_vs_vwap_pct": -2.0198,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0325,
        "prev_amount_yi": 0.1161,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2799,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 34.94,
            "high": 35.02,
            "low": 34.94,
            "close": 35.02,
            "amount_yi": 0.0079
          },
          {
            "time": "10:59",
            "open": 34.99,
            "high": 35.0,
            "low": 34.99,
            "close": 35.0,
            "amount_yi": 0.0046
          },
          {
            "time": "11:00",
            "open": 35.2,
            "high": 35.2,
            "low": 35.2,
            "close": 35.2,
            "amount_yi": 0.005
          },
          {
            "time": "11:01",
            "open": 35.22,
            "high": 35.22,
            "low": 35.2,
            "close": 35.2,
            "amount_yi": 0.0107
          },
          {
            "time": "11:02",
            "open": 35.14,
            "high": 35.14,
            "low": 35.14,
            "close": 35.14,
            "amount_yi": 0.0043
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 35.14,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 38.29,
        "open": 38.0,
        "high": 38.38,
        "low": 34.56,
        "bid1": 35.14,
        "ask1": 35.15,
        "bid_qty1": 28,
        "ask_qty1": 41
      },
      "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": "CANCELLED",
      "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": "2026-07-06T11:02:06",
      "sim_reason": "invalid_price_broken",
      "qty": 8800,
      "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": 9.859,
      "price_vs_vwap_pct": -2.0185,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0074,
        "prev_amount_yi": 0.0105,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7048,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 9.65,
            "high": 9.65,
            "low": 9.65,
            "close": 9.65,
            "amount_yi": 0.0045
          },
          {
            "time": "10:59",
            "open": 9.66,
            "high": 9.66,
            "low": 9.66,
            "close": 9.66,
            "amount_yi": 0.0002
          },
          {
            "time": "11:00",
            "open": 9.66,
            "high": 9.66,
            "low": 9.66,
            "close": 9.66,
            "amount_yi": 0.001
          },
          {
            "time": "11:01",
            "open": 9.67,
            "high": 9.67,
            "low": 9.66,
            "close": 9.66,
            "amount_yi": 0.0013
          },
          {
            "time": "11:02",
            "open": 9.66,
            "high": 9.66,
            "low": 9.66,
            "close": 9.66,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 9.66,
        "ts": "2026-07-06T11:02:00",
        "prev_close": 9.83,
        "open": 9.71,
        "high": 10.05,
        "low": 9.65,
        "bid1": 9.66,
        "ask1": 9.67,
        "bid_qty1": 100,
        "ask_qty1": 700
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T11:02:06",
      "sim_reason": "invalid_price_broken",
      "qty": 10700,
      "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": 7.9185,
      "price_vs_vwap_pct": 0.0189,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0207,
        "prev_amount_yi": 0.01,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.07,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 7.87,
            "high": 7.87,
            "low": 7.86,
            "close": 7.86,
            "amount_yi": 0.0041
          },
          {
            "time": "10:59",
            "open": 7.86,
            "high": 7.86,
            "low": 7.86,
            "close": 7.86,
            "amount_yi": 0.0009
          },
          {
            "time": "11:00",
            "open": 7.88,
            "high": 7.88,
            "low": 7.88,
            "close": 7.88,
            "amount_yi": 0.0013
          },
          {
            "time": "11:01",
            "open": 7.93,
            "high": 7.93,
            "low": 7.92,
            "close": 7.92,
            "amount_yi": 0.0137
          },
          {
            "time": "11:02",
            "open": 7.92,
            "high": 7.92,
            "low": 7.92,
            "close": 7.92,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 7.92,
        "ts": "2026-07-06T11:02:02",
        "prev_close": 7.96,
        "open": 7.99,
        "high": 8.12,
        "low": 7.81,
        "bid1": 7.92,
        "ask1": 7.93,
        "bid_qty1": 33,
        "ask_qty1": 168
      },
      "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": "2026-07-06T11:02:06",
      "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": 17.796,
      "price_vs_vwap_pct": -0.7642,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0225,
        "prev_amount_yi": 0.0374,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6016,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 17.63,
            "high": 17.63,
            "low": 17.63,
            "close": 17.63,
            "amount_yi": 0.0052
          },
          {
            "time": "10:59",
            "open": 17.66,
            "high": 17.67,
            "low": 17.66,
            "close": 17.67,
            "amount_yi": 0.005
          },
          {
            "time": "11:00",
            "open": 17.67,
            "high": 17.67,
            "low": 17.67,
            "close": 17.67,
            "amount_yi": 0.0022
          },
          {
            "time": "11:01",
            "open": 17.68,
            "high": 17.68,
            "low": 17.66,
            "close": 17.66,
            "amount_yi": 0.0085
          },
          {
            "time": "11:02",
            "open": 17.66,
            "high": 17.66,
            "low": 17.66,
            "close": 17.66,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 17.66,
        "ts": "2026-07-06T11:02:04",
        "prev_close": 17.69,
        "open": 17.65,
        "high": 18.08,
        "low": 17.51,
        "bid1": 17.66,
        "ask1": 17.67,
        "bid_qty1": 85,
        "ask_qty1": 46
      },
      "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": "2026-07-06T11:02:06",
      "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": 5.5862,
      "price_vs_vwap_pct": -1.1851,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0136,
        "prev_amount_yi": 0.0211,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6445,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 5.51,
            "high": 5.51,
            "low": 5.51,
            "close": 5.51,
            "amount_yi": 0.0006
          },
          {
            "time": "10:59",
            "open": 5.51,
            "high": 5.52,
            "low": 5.51,
            "close": 5.52,
            "amount_yi": 0.0036
          },
          {
            "time": "11:00",
            "open": 5.52,
            "high": 5.52,
            "low": 5.52,
            "close": 5.52,
            "amount_yi": 0.0003
          },
          {
            "time": "11:01",
            "open": 5.51,
            "high": 5.52,
            "low": 5.51,
            "close": 5.52,
            "amount_yi": 0.009
          },
          {
            "time": "11:02",
            "open": 5.52,
            "high": 5.52,
            "low": 5.52,
            "close": 5.52,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": "2026-07-06T11:02:03",
        "prev_close": 5.62,
        "open": 5.62,
        "high": 5.68,
        "low": 5.5,
        "bid1": 5.51,
        "ask1": 5.52,
        "bid_qty1": 335,
        "ask_qty1": 99
      },
      "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": "2026-07-06T11:02:06",
      "sim_reason": "waiting_trigger",
      "qty": 38900,
      "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": 2.2185,
      "price_vs_vwap_pct": -1.2847,
      "energy_floor_hint_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": 0.0054,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2407,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 2.2,
            "high": 2.2,
            "low": 2.19,
            "close": 2.19,
            "amount_yi": 0.0046
          },
          {
            "time": "10:59",
            "open": 2.19,
            "high": 2.19,
            "low": 2.19,
            "close": 2.19,
            "amount_yi": 0.0003
          },
          {
            "time": "11:00",
            "open": 2.19,
            "high": 2.19,
            "low": 2.19,
            "close": 2.19,
            "amount_yi": 0.0007
          },
          {
            "time": "11:01",
            "open": 2.19,
            "high": 2.19,
            "low": 2.19,
            "close": 2.19,
            "amount_yi": 0.0045
          },
          {
            "time": "11:02",
            "open": 2.19,
            "high": 2.19,
            "low": 2.19,
            "close": 2.19,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 2.19,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 2.19,
        "open": 2.2,
        "high": 2.26,
        "low": 2.18,
        "bid1": 2.18,
        "ask1": 2.19,
        "bid_qty1": 2148,
        "ask_qty1": 424
      },
      "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": "2026-07-06T11:02:06",
      "sim_reason": "invalid_price_broken",
      "qty": 13300,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.96,
      "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": 6.5798,
      "price_vs_vwap_pct": -2.7326,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.032,
        "prev_amount_yi": 0.1367,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2341,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 6.39,
            "high": 6.4,
            "low": 6.39,
            "close": 6.4,
            "amount_yi": 0.0075
          },
          {
            "time": "10:59",
            "open": 6.39,
            "high": 6.39,
            "low": 6.39,
            "close": 6.39,
            "amount_yi": 0.0091
          },
          {
            "time": "11:00",
            "open": 6.4,
            "high": 6.4,
            "low": 6.4,
            "close": 6.4,
            "amount_yi": 0.0061
          },
          {
            "time": "11:01",
            "open": 6.4,
            "high": 6.4,
            "low": 6.4,
            "close": 6.4,
            "amount_yi": 0.0061
          },
          {
            "time": "11:02",
            "open": 6.4,
            "high": 6.4,
            "low": 6.4,
            "close": 6.4,
            "amount_yi": 0.0032
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 6.4,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 6.66,
        "open": 6.68,
        "high": 6.78,
        "low": 6.37,
        "bid1": 6.39,
        "ask1": 6.4,
        "bid_qty1": 756,
        "ask_qty1": 4258
      },
      "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": "2026-07-06T11:02:06",
      "sim_reason": "waiting_trigger",
      "qty": 10500,
      "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": 8.1224,
      "price_vs_vwap_pct": -0.7682,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0244,
        "prev_amount_yi": 0.026,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9385,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 8.05,
            "high": 8.05,
            "low": 8.05,
            "close": 8.05,
            "amount_yi": 0.0027
          },
          {
            "time": "10:59",
            "open": 8.06,
            "high": 8.06,
            "low": 8.05,
            "close": 8.05,
            "amount_yi": 0.0032
          },
          {
            "time": "11:00",
            "open": 8.04,
            "high": 8.04,
            "low": 8.04,
            "close": 8.04,
            "amount_yi": 0.0012
          },
          {
            "time": "11:01",
            "open": 8.08,
            "high": 8.08,
            "low": 8.05,
            "close": 8.05,
            "amount_yi": 0.0168
          },
          {
            "time": "11:02",
            "open": 8.06,
            "high": 8.06,
            "low": 8.06,
            "close": 8.06,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 8.06,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 7.95,
        "open": 8.08,
        "high": 8.46,
        "low": 7.98,
        "bid1": 8.05,
        "ask1": 8.06,
        "bid_qty1": 75,
        "ask_qty1": 150
      },
      "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": "2026-07-06T11:02:06",
      "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": 5.9091,
      "price_vs_vwap_pct": -1.1694,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0117,
        "prev_amount_yi": 0.0201,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5821,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 5.83,
            "high": 5.83,
            "low": 5.83,
            "close": 5.83,
            "amount_yi": 0.0052
          },
          {
            "time": "10:59",
            "open": 5.83,
            "high": 5.84,
            "low": 5.83,
            "close": 5.84,
            "amount_yi": 0.0021
          },
          {
            "time": "11:00",
            "open": 5.83,
            "high": 5.83,
            "low": 5.83,
            "close": 5.83,
            "amount_yi": 0.0004
          },
          {
            "time": "11:01",
            "open": 5.83,
            "high": 5.84,
            "low": 5.83,
            "close": 5.84,
            "amount_yi": 0.0032
          },
          {
            "time": "11:02",
            "open": 5.84,
            "high": 5.84,
            "low": 5.84,
            "close": 5.84,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 5.84,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 5.88,
        "open": 5.97,
        "high": 5.98,
        "low": 5.81,
        "bid1": 5.83,
        "ask1": 5.84,
        "bid_qty1": 695,
        "ask_qty1": 8
      },
      "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": "2026-07-06T11:02:06",
      "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": 11.7641,
      "price_vs_vwap_pct": -1.1399,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0227,
        "prev_amount_yi": 0.0272,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8346,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 11.64,
            "high": 11.64,
            "low": 11.64,
            "close": 11.64,
            "amount_yi": 0.0027
          },
          {
            "time": "10:59",
            "open": 11.64,
            "high": 11.64,
            "low": 11.64,
            "close": 11.64,
            "amount_yi": 0.0038
          },
          {
            "time": "11:00",
            "open": 11.64,
            "high": 11.64,
            "low": 11.64,
            "close": 11.64,
            "amount_yi": 0.0042
          },
          {
            "time": "11:01",
            "open": 11.64,
            "high": 11.64,
            "low": 11.63,
            "close": 11.63,
            "amount_yi": 0.0103
          },
          {
            "time": "11:02",
            "open": 11.63,
            "high": 11.63,
            "low": 11.63,
            "close": 11.63,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 11.63,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 11.73,
        "open": 11.74,
        "high": 11.92,
        "low": 11.62,
        "bid1": 11.63,
        "ask1": 11.64,
        "bid_qty1": 103,
        "ask_qty1": 13
      },
      "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": "2026-07-06T11:02:06",
      "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": 5.7031,
      "price_vs_vwap_pct": -2.1585,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0099,
        "prev_amount_yi": 0.0212,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.467,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 5.56,
            "high": 5.57,
            "low": 5.56,
            "close": 5.57,
            "amount_yi": 0.0032
          },
          {
            "time": "10:59",
            "open": 5.58,
            "high": 5.58,
            "low": 5.58,
            "close": 5.58,
            "amount_yi": 0.0022
          },
          {
            "time": "11:00",
            "open": 5.58,
            "high": 5.58,
            "low": 5.58,
            "close": 5.58,
            "amount_yi": 0.0006
          },
          {
            "time": "11:01",
            "open": 5.58,
            "high": 5.58,
            "low": 5.58,
            "close": 5.58,
            "amount_yi": 0.0038
          },
          {
            "time": "11:02",
            "open": 5.58,
            "high": 5.58,
            "low": 5.58,
            "close": 5.58,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": "2026-07-06T11:02:03",
        "prev_close": 5.77,
        "open": 5.75,
        "high": 5.86,
        "low": 5.56,
        "bid1": 5.58,
        "ask1": 5.59,
        "bid_qty1": 331,
        "ask_qty1": 157
      },
      "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 6.72,
      "exec_low": 6.82,
      "exec_high": 6.82,
      "invalid_price": 6.52,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T11:02:06",
      "sim_reason": "waiting_trigger",
      "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": 6.6162,
      "price_vs_vwap_pct": -1.3029,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0049,
        "prev_amount_yi": 0.0047,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0426,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 6.52,
            "high": 6.52,
            "low": 6.52,
            "close": 6.52,
            "amount_yi": 0.0015
          },
          {
            "time": "10:59",
            "open": 6.53,
            "high": 6.53,
            "low": 6.53,
            "close": 6.53,
            "amount_yi": 0.0008
          },
          {
            "time": "11:00",
            "open": 6.54,
            "high": 6.54,
            "low": 6.54,
            "close": 6.54,
            "amount_yi": 0.0003
          },
          {
            "time": "11:01",
            "open": 6.54,
            "high": 6.54,
            "low": 6.52,
            "close": 6.52,
            "amount_yi": 0.0019
          },
          {
            "time": "11:02",
            "open": 6.53,
            "high": 6.53,
            "low": 6.53,
            "close": 6.53,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 6.53,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 6.66,
        "open": 6.66,
        "high": 6.75,
        "low": 6.5,
        "bid1": 6.52,
        "ask1": 6.53,
        "bid_qty1": 226,
        "ask_qty1": 57
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002560:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002560:VWAP_RECLAIM",
      "symbol": "SZSE.002560",
      "name": "通达股份",
      "side": "BUY",
      "priority": "W41",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.7,
      "exec_low": 7.82,
      "exec_high": 7.82,
      "invalid_price": 7.47,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T11:02:06",
      "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": 7.4674,
      "price_vs_vwap_pct": -1.84,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0332,
        "prev_amount_yi": 0.0809,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4104,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 7.31,
            "high": 7.32,
            "low": 7.31,
            "close": 7.32,
            "amount_yi": 0.01
          },
          {
            "time": "10:59",
            "open": 7.31,
            "high": 7.34,
            "low": 7.31,
            "close": 7.34,
            "amount_yi": 0.0062
          },
          {
            "time": "11:00",
            "open": 7.33,
            "high": 7.33,
            "low": 7.33,
            "close": 7.33,
            "amount_yi": 0.0024
          },
          {
            "time": "11:01",
            "open": 7.32,
            "high": 7.32,
            "low": 7.32,
            "close": 7.32,
            "amount_yi": 0.0131
          },
          {
            "time": "11:02",
            "open": 7.33,
            "high": 7.33,
            "low": 7.33,
            "close": 7.33,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 7.33,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 7.58,
        "open": 7.6,
        "high": 7.65,
        "low": 7.29,
        "bid1": 7.32,
        "ask1": 7.33,
        "bid_qty1": 187,
        "ask_qty1": 573
      },
      "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": "2026-07-06T11:02:06",
      "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": 6.8132,
      "price_vs_vwap_pct": -2.1018,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0096,
        "prev_amount_yi": 0.0187,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5134,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 6.67,
            "high": 6.67,
            "low": 6.67,
            "close": 6.67,
            "amount_yi": 0.0022
          },
          {
            "time": "10:59",
            "open": 6.67,
            "high": 6.67,
            "low": 6.67,
            "close": 6.67,
            "amount_yi": 0.0003
          },
          {
            "time": "11:00",
            "open": 6.68,
            "high": 6.68,
            "low": 6.68,
            "close": 6.68,
            "amount_yi": 0.0002
          },
          {
            "time": "11:01",
            "open": 6.68,
            "high": 6.68,
            "low": 6.68,
            "close": 6.68,
            "amount_yi": 0.0021
          },
          {
            "time": "11:02",
            "open": 6.67,
            "high": 6.67,
            "low": 6.67,
            "close": 6.67,
            "amount_yi": 0.0048
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 6.67,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 6.83,
        "open": 6.86,
        "high": 6.97,
        "low": 6.66,
        "bid1": 6.67,
        "ask1": 6.68,
        "bid_qty1": 467,
        "ask_qty1": 220
      },
      "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": "2026-07-06T11:02:06",
      "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": 9.8418,
      "price_vs_vwap_pct": -1.4408,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0559,
        "prev_amount_yi": 0.063,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8873,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 9.72,
            "high": 9.72,
            "low": 9.72,
            "close": 9.72,
            "amount_yi": 0.0058
          },
          {
            "time": "10:59",
            "open": 9.71,
            "high": 9.71,
            "low": 9.71,
            "close": 9.71,
            "amount_yi": 0.0105
          },
          {
            "time": "11:00",
            "open": 9.71,
            "high": 9.71,
            "low": 9.71,
            "close": 9.71,
            "amount_yi": 0.0051
          },
          {
            "time": "11:01",
            "open": 9.7,
            "high": 9.7,
            "low": 9.69,
            "close": 9.69,
            "amount_yi": 0.0314
          },
          {
            "time": "11:02",
            "open": 9.7,
            "high": 9.7,
            "low": 9.7,
            "close": 9.7,
            "amount_yi": 0.0031
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": "2026-07-06T11:02:05",
        "prev_close": 9.95,
        "open": 9.95,
        "high": 10.06,
        "low": 9.68,
        "bid1": 9.7,
        "ask1": 9.71,
        "bid_qty1": 3,
        "ask_qty1": 50
      },
      "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": "2026-07-06T11:02:06",
      "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": 23.1882,
      "price_vs_vwap_pct": -1.3291,
      "energy_floor_hint_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": 0.0468,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4081,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 22.79,
            "high": 22.81,
            "low": 22.79,
            "close": 22.81,
            "amount_yi": 0.0047
          },
          {
            "time": "10:59",
            "open": 22.83,
            "high": 22.84,
            "low": 22.83,
            "close": 22.84,
            "amount_yi": 0.002
          },
          {
            "time": "11:00",
            "open": 22.87,
            "high": 22.87,
            "low": 22.87,
            "close": 22.87,
            "amount_yi": 0.004
          },
          {
            "time": "11:01",
            "open": 22.88,
            "high": 22.88,
            "low": 22.88,
            "close": 22.88,
            "amount_yi": 0.0073
          },
          {
            "time": "11:02",
            "open": 22.88,
            "high": 22.88,
            "low": 22.88,
            "close": 22.88,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 22.88,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 22.82,
        "open": 23.0,
        "high": 23.61,
        "low": 22.67,
        "bid1": 22.87,
        "ask1": 22.88,
        "bid_qty1": 2,
        "ask_qty1": 63
      },
      "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": "2026-07-06T11:02:06",
      "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": 12.4994,
      "price_vs_vwap_pct": -2.8753,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0407,
        "prev_amount_yi": 0.0895,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4547,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 12.13,
            "high": 12.13,
            "low": 12.13,
            "close": 12.13,
            "amount_yi": 0.0048
          },
          {
            "time": "10:59",
            "open": 12.16,
            "high": 12.16,
            "low": 12.14,
            "close": 12.14,
            "amount_yi": 0.0095
          },
          {
            "time": "11:00",
            "open": 12.15,
            "high": 12.15,
            "low": 12.15,
            "close": 12.15,
            "amount_yi": 0.0068
          },
          {
            "time": "11:01",
            "open": 12.15,
            "high": 12.15,
            "low": 12.13,
            "close": 12.13,
            "amount_yi": 0.018
          },
          {
            "time": "11:02",
            "open": 12.14,
            "high": 12.14,
            "low": 12.14,
            "close": 12.14,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 12.14,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 12.34,
        "open": 12.36,
        "high": 12.95,
        "low": 12.1,
        "bid1": 12.13,
        "ask1": 12.14,
        "bid_qty1": 317,
        "ask_qty1": 73
      },
      "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": "2026-07-06T11:02:06",
      "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": 25.1682,
      "price_vs_vwap_pct": -0.5094,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0483,
        "prev_amount_yi": 0.1056,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4574,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 25.03,
            "high": 25.06,
            "low": 25.03,
            "close": 25.06,
            "amount_yi": 0.0098
          },
          {
            "time": "10:59",
            "open": 25.06,
            "high": 25.06,
            "low": 25.05,
            "close": 25.05,
            "amount_yi": 0.0127
          },
          {
            "time": "11:00",
            "open": 25.05,
            "high": 25.05,
            "low": 25.05,
            "close": 25.05,
            "amount_yi": 0.0071
          },
          {
            "time": "11:01",
            "open": 25.06,
            "high": 25.06,
            "low": 25.04,
            "close": 25.04,
            "amount_yi": 0.0152
          },
          {
            "time": "11:02",
            "open": 25.04,
            "high": 25.04,
            "low": 25.04,
            "close": 25.04,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 25.04,
        "ts": "2026-07-06T11:02:04",
        "prev_close": 25.18,
        "open": 25.19,
        "high": 25.37,
        "low": 25.0,
        "bid1": 25.03,
        "ask1": 25.04,
        "bid_qty1": 178,
        "ask_qty1": 7
      },
      "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": "2026-07-06T11:02:06",
      "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": 46.0893,
      "price_vs_vwap_pct": -4.3162,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0314,
        "prev_amount_yi": 0.027,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.163,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.0113
          },
          {
            "time": "10:59",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.0062
          },
          {
            "time": "11:00",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.002
          },
          {
            "time": "11:01",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.0084
          },
          {
            "time": "11:02",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": "2026-07-06T11:02:05",
        "prev_close": 49.0,
        "open": 51.0,
        "high": 51.99,
        "low": 44.1,
        "bid1": 0.0,
        "ask1": 44.1,
        "bid_qty1": 0,
        "ask_qty1": 43344
      },
      "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": "2026-07-06T11:02:06",
      "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": 11.6554,
      "price_vs_vwap_pct": -1.3333,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0426,
        "prev_amount_yi": 0.0812,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5246,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 11.46,
            "high": 11.48,
            "low": 11.46,
            "close": 11.48,
            "amount_yi": 0.006
          },
          {
            "time": "10:59",
            "open": 11.48,
            "high": 11.48,
            "low": 11.48,
            "close": 11.48,
            "amount_yi": 0.0135
          },
          {
            "time": "11:00",
            "open": 11.5,
            "high": 11.5,
            "low": 11.5,
            "close": 11.5,
            "amount_yi": 0.0081
          },
          {
            "time": "11:01",
            "open": 11.5,
            "high": 11.5,
            "low": 11.49,
            "close": 11.49,
            "amount_yi": 0.0112
          },
          {
            "time": "11:02",
            "open": 11.5,
            "high": 11.5,
            "low": 11.5,
            "close": 11.5,
            "amount_yi": 0.0038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 11.5,
        "ts": "2026-07-06T11:02:05",
        "prev_close": 11.57,
        "open": 11.52,
        "high": 11.86,
        "low": 11.31,
        "bid1": 11.49,
        "ask1": 11.51,
        "bid_qty1": 274,
        "ask_qty1": 83
      },
      "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": "2026-07-06T11:02:06",
      "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": 13.1565,
      "price_vs_vwap_pct": -1.0375,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0126,
        "prev_amount_yi": 0.0131,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9618,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 13.03,
            "high": 13.03,
            "low": 13.03,
            "close": 13.03,
            "amount_yi": 0.0027
          },
          {
            "time": "10:59",
            "open": 13.02,
            "high": 13.02,
            "low": 13.02,
            "close": 13.02,
            "amount_yi": 0.0006
          },
          {
            "time": "11:00",
            "open": 13.01,
            "high": 13.01,
            "low": 13.01,
            "close": 13.01,
            "amount_yi": 0.0007
          },
          {
            "time": "11:01",
            "open": 13.0,
            "high": 13.01,
            "low": 13.0,
            "close": 13.01,
            "amount_yi": 0.0045
          },
          {
            "time": "11:02",
            "open": 13.02,
            "high": 13.02,
            "low": 13.02,
            "close": 13.02,
            "amount_yi": 0.0041
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 13.02,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 13.2,
        "open": 13.18,
        "high": 13.34,
        "low": 12.98,
        "bid1": 13.0,
        "ask1": 13.02,
        "bid_qty1": 165,
        "ask_qty1": 19
      },
      "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": "2026-07-06T11:02:06",
      "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": 7.1865,
      "price_vs_vwap_pct": -1.4819,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0114,
        "prev_amount_yi": 0.0123,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9268,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:57",
            "open": 7.06,
            "high": 7.07,
            "low": 7.06,
            "close": 7.07,
            "amount_yi": 0.0052
          },
          {
            "time": "10:58",
            "open": 7.07,
            "high": 7.07,
            "low": 7.07,
            "close": 7.07,
            "amount_yi": 0.003
          },
          {
            "time": "10:59",
            "open": 7.07,
            "high": 7.08,
            "low": 7.07,
            "close": 7.08,
            "amount_yi": 0.0018
          },
          {
            "time": "11:00",
            "open": 7.08,
            "high": 7.08,
            "low": 7.08,
            "close": 7.08,
            "amount_yi": 0.0009
          },
          {
            "time": "11:01",
            "open": 7.07,
            "high": 7.08,
            "low": 7.07,
            "close": 7.08,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": "2026-07-06T11:02:00",
        "prev_close": 7.25,
        "open": 7.31,
        "high": 7.35,
        "low": 7.06,
        "bid1": 7.07,
        "ask1": 7.08,
        "bid_qty1": 743,
        "ask_qty1": 222
      },
      "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": "2026-07-06T11:02:06",
      "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": 16.4661,
      "price_vs_vwap_pct": -2.7092,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0197,
        "prev_amount_yi": 0.0497,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3964,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 15.97,
            "high": 15.99,
            "low": 15.97,
            "close": 15.99,
            "amount_yi": 0.0049
          },
          {
            "time": "10:59",
            "open": 16.0,
            "high": 16.01,
            "low": 16.0,
            "close": 16.01,
            "amount_yi": 0.0074
          },
          {
            "time": "11:00",
            "open": 16.0,
            "high": 16.0,
            "low": 16.0,
            "close": 16.0,
            "amount_yi": 0.0027
          },
          {
            "time": "11:01",
            "open": 16.02,
            "high": 16.02,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.0029
          },
          {
            "time": "11:02",
            "open": 16.02,
            "high": 16.02,
            "low": 16.02,
            "close": 16.02,
            "amount_yi": 0.0018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 16.02,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 16.43,
        "open": 16.48,
        "high": 16.93,
        "low": 15.95,
        "bid1": 16.02,
        "ask1": 16.03,
        "bid_qty1": 101,
        "ask_qty1": 137
      },
      "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": "2026-07-06T11:02:06",
      "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": 13.8335,
      "price_vs_vwap_pct": -1.3988,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0159,
        "prev_amount_yi": 0.0648,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2454,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 13.54,
            "high": 13.57,
            "low": 13.54,
            "close": 13.57,
            "amount_yi": 0.0031
          },
          {
            "time": "10:59",
            "open": 13.57,
            "high": 13.58,
            "low": 13.57,
            "close": 13.58,
            "amount_yi": 0.0045
          },
          {
            "time": "11:00",
            "open": 13.61,
            "high": 13.61,
            "low": 13.61,
            "close": 13.61,
            "amount_yi": 0.0056
          },
          {
            "time": "11:01",
            "open": 13.64,
            "high": 13.64,
            "low": 13.64,
            "close": 13.64,
            "amount_yi": 0.0025
          },
          {
            "time": "11:02",
            "open": 13.64,
            "high": 13.64,
            "low": 13.64,
            "close": 13.64,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 13.64,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 13.6,
        "open": 13.7,
        "high": 14.15,
        "low": 13.53,
        "bid1": 13.63,
        "ask1": 13.64,
        "bid_qty1": 143,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.601727:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.601727:VWAP_RECLAIM",
      "symbol": "SHSE.601727",
      "name": "上海电气",
      "side": "BUY",
      "priority": "W53",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.0,
      "exec_low": 7.1,
      "exec_high": 7.1,
      "invalid_price": 6.79,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T11:02:06",
      "sim_reason": "near_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": 6.9616,
      "price_vs_vwap_pct": -0.4539,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0804,
        "prev_amount_yi": 0.0911,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8825,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 6.92,
            "high": 6.92,
            "low": 6.92,
            "close": 6.92,
            "amount_yi": 0.0322
          },
          {
            "time": "10:59",
            "open": 6.92,
            "high": 6.92,
            "low": 6.92,
            "close": 6.92,
            "amount_yi": 0.0334
          },
          {
            "time": "11:00",
            "open": 6.92,
            "high": 6.92,
            "low": 6.92,
            "close": 6.92,
            "amount_yi": 0.0044
          },
          {
            "time": "11:01",
            "open": 6.92,
            "high": 6.93,
            "low": 6.92,
            "close": 6.93,
            "amount_yi": 0.0068
          },
          {
            "time": "11:02",
            "open": 6.93,
            "high": 6.93,
            "low": 6.93,
            "close": 6.93,
            "amount_yi": 0.0036
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 6.93,
        "ts": "2026-07-06T11:02:04",
        "prev_close": 6.96,
        "open": 6.99,
        "high": 7.01,
        "low": 6.91,
        "bid1": 6.92,
        "ask1": 6.93,
        "bid_qty1": 9557,
        "ask_qty1": 4177
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.000400:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.000400:VWAP_RECLAIM",
      "symbol": "SZSE.000400",
      "name": "许继电气",
      "side": "BUY",
      "priority": "W54",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 21.34,
      "exec_low": 21.66,
      "exec_high": 21.66,
      "invalid_price": 20.7,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T11:02:06",
      "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": 21.3002,
      "price_vs_vwap_pct": -0.6582,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0531,
        "prev_amount_yi": 0.0941,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5643,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 21.16,
            "high": 21.16,
            "low": 21.16,
            "close": 21.16,
            "amount_yi": 0.0171
          },
          {
            "time": "10:59",
            "open": 21.16,
            "high": 21.16,
            "low": 21.16,
            "close": 21.16,
            "amount_yi": 0.0151
          },
          {
            "time": "11:00",
            "open": 21.16,
            "high": 21.16,
            "low": 21.16,
            "close": 21.16,
            "amount_yi": 0.0047
          },
          {
            "time": "11:01",
            "open": 21.17,
            "high": 21.17,
            "low": 21.15,
            "close": 21.15,
            "amount_yi": 0.0132
          },
          {
            "time": "11:02",
            "open": 21.16,
            "high": 21.16,
            "low": 21.16,
            "close": 21.16,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 21.16,
        "ts": "2026-07-06T11:02:06",
        "prev_close": 21.17,
        "open": 21.2,
        "high": 21.5,
        "low": 21.06,
        "bid1": 21.14,
        "ask1": 21.16,
        "bid_qty1": 133,
        "ask_qty1": 21
      },
      "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": "2026-07-06T11:02:06",
      "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": 9.9643,
      "price_vs_vwap_pct": -1.2475,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0362,
        "prev_amount_yi": 0.0887,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4081,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 9.83,
            "high": 9.86,
            "low": 9.83,
            "close": 9.86,
            "amount_yi": 0.0037
          },
          {
            "time": "10:59",
            "open": 9.85,
            "high": 9.87,
            "low": 9.85,
            "close": 9.87,
            "amount_yi": 0.0085
          },
          {
            "time": "11:00",
            "open": 9.86,
            "high": 9.86,
            "low": 9.86,
            "close": 9.86,
            "amount_yi": 0.0027
          },
          {
            "time": "11:01",
            "open": 9.83,
            "high": 9.83,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0189
          },
          {
            "time": "11:02",
            "open": 9.84,
            "high": 9.84,
            "low": 9.84,
            "close": 9.84,
            "amount_yi": 0.0024
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 9.84,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 10.26,
        "open": 10.19,
        "high": 10.32,
        "low": 9.7,
        "bid1": 9.83,
        "ask1": 9.84,
        "bid_qty1": 323,
        "ask_qty1": 43
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.601126:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.601126:VWAP_RECLAIM",
      "symbol": "SHSE.601126",
      "name": "四方股份",
      "side": "BUY",
      "priority": "W56",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 60.66,
      "exec_low": 61.57,
      "exec_high": 61.57,
      "invalid_price": 58.84,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T11:02:06",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 700,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 62.48,
      "max_chase_pct": 1.5,
      "base_exec_high": 61.57,
      "dynamic_exec_high": null,
      "entry_zone_low": 59.75,
      "entry_zone_high": 61.57,
      "entry_risk_pct": 3.144,
      "intraday_vwap": 61.3821,
      "price_vs_vwap_pct": -1.0298,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2073,
        "prev_amount_yi": 0.3294,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6293,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 60.31,
            "high": 60.4,
            "low": 60.31,
            "close": 60.4,
            "amount_yi": 0.0464
          },
          {
            "time": "10:59",
            "open": 60.49,
            "high": 60.59,
            "low": 60.49,
            "close": 60.59,
            "amount_yi": 0.0661
          },
          {
            "time": "11:00",
            "open": 60.74,
            "high": 60.74,
            "low": 60.74,
            "close": 60.74,
            "amount_yi": 0.0218
          },
          {
            "time": "11:01",
            "open": 60.75,
            "high": 60.75,
            "low": 60.75,
            "close": 60.75,
            "amount_yi": 0.0521
          },
          {
            "time": "11:02",
            "open": 60.75,
            "high": 60.75,
            "low": 60.75,
            "close": 60.75,
            "amount_yi": 0.0209
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42634.6,
      "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": 60.75,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 58.0,
        "open": 58.88,
        "high": 62.67,
        "low": 58.73,
        "bid1": 60.72,
        "ask1": 60.75,
        "bid_qty1": 2,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300004:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300004:VWAP_RECLAIM",
      "symbol": "SZSE.300004",
      "name": "南风股份",
      "side": "BUY",
      "priority": "W57",
      "status": "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": "2026-07-06T11:02:06",
      "sim_reason": "invalid_price_broken",
      "qty": 8800,
      "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": 9.8998,
      "price_vs_vwap_pct": -2.4223,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0112,
        "prev_amount_yi": 0.0523,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2141,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 9.66,
            "high": 9.68,
            "low": 9.66,
            "close": 9.68,
            "amount_yi": 0.0015
          },
          {
            "time": "10:59",
            "open": 9.67,
            "high": 9.68,
            "low": 9.67,
            "close": 9.68,
            "amount_yi": 0.0015
          },
          {
            "time": "11:00",
            "open": 9.68,
            "high": 9.68,
            "low": 9.68,
            "close": 9.68,
            "amount_yi": 0.0002
          },
          {
            "time": "11:01",
            "open": 9.68,
            "high": 9.68,
            "low": 9.67,
            "close": 9.67,
            "amount_yi": 0.0074
          },
          {
            "time": "11:02",
            "open": 9.66,
            "high": 9.66,
            "low": 9.66,
            "close": 9.66,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 9.66,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 9.99,
        "open": 10.02,
        "high": 10.1,
        "low": 9.65,
        "bid1": 9.66,
        "ask1": 9.67,
        "bid_qty1": 159,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600517:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600517:VWAP_RECLAIM",
      "symbol": "SHSE.600517",
      "name": "国网英大",
      "side": "BUY",
      "priority": "W58",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.81,
      "exec_low": 4.88,
      "exec_high": 4.88,
      "invalid_price": 4.67,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T11:02:06",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 8800,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.95,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.74,
      "entry_zone_high": 4.88,
      "entry_risk_pct": 3.112,
      "intraday_vwap": 4.8069,
      "price_vs_vwap_pct": 0.2725,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0182,
        "prev_amount_yi": 0.0146,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2466,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 4.81,
            "high": 4.81,
            "low": 4.81,
            "close": 4.81,
            "amount_yi": 0.0062
          },
          {
            "time": "10:59",
            "open": 4.81,
            "high": 4.81,
            "low": 4.81,
            "close": 4.81,
            "amount_yi": 0.0018
          },
          {
            "time": "11:00",
            "open": 4.81,
            "high": 4.81,
            "low": 4.81,
            "close": 4.81,
            "amount_yi": 0.002
          },
          {
            "time": "11:01",
            "open": 4.82,
            "high": 4.82,
            "low": 4.82,
            "close": 4.82,
            "amount_yi": 0.0065
          },
          {
            "time": "11:02",
            "open": 4.82,
            "high": 4.82,
            "low": 4.82,
            "close": 4.82,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42634.6,
      "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": 4.82,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 4.78,
        "open": 4.79,
        "high": 4.83,
        "low": 4.76,
        "bid1": 4.81,
        "ask1": 4.82,
        "bid_qty1": 2096,
        "ask_qty1": 2110
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600192:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600192:VWAP_RECLAIM",
      "symbol": "SHSE.600192",
      "name": "长城电工",
      "side": "BUY",
      "priority": "W59",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 6.63,
      "exec_low": 6.73,
      "exec_high": 6.73,
      "invalid_price": 6.43,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T11:02:06",
      "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": 6.5711,
      "price_vs_vwap_pct": -1.2342,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0039,
        "prev_amount_yi": 0.0072,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5417,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 6.48,
            "high": 6.48,
            "low": 6.48,
            "close": 6.48,
            "amount_yi": 0.0004
          },
          {
            "time": "10:59",
            "open": 6.48,
            "high": 6.48,
            "low": 6.48,
            "close": 6.48,
            "amount_yi": 0.0023
          },
          {
            "time": "11:00",
            "open": 6.48,
            "high": 6.48,
            "low": 6.48,
            "close": 6.48,
            "amount_yi": 0.0006
          },
          {
            "time": "11:01",
            "open": 6.48,
            "high": 6.49,
            "low": 6.48,
            "close": 6.49,
            "amount_yi": 0.0005
          },
          {
            "time": "11:02",
            "open": 6.49,
            "high": 6.49,
            "low": 6.49,
            "close": 6.49,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 6.49,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 6.61,
        "open": 6.61,
        "high": 6.68,
        "low": 6.47,
        "bid1": 6.48,
        "ask1": 6.49,
        "bid_qty1": 370,
        "ask_qty1": 38
      },
      "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": "2026-07-06T11:02:06",
      "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": 27.4992,
      "price_vs_vwap_pct": -1.6335,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0906,
        "prev_amount_yi": 0.1495,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.606,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 27.05,
            "high": 27.08,
            "low": 27.05,
            "close": 27.08,
            "amount_yi": 0.0096
          },
          {
            "time": "10:59",
            "open": 27.08,
            "high": 27.09,
            "low": 27.08,
            "close": 27.09,
            "amount_yi": 0.0298
          },
          {
            "time": "11:00",
            "open": 27.04,
            "high": 27.04,
            "low": 27.04,
            "close": 27.04,
            "amount_yi": 0.0251
          },
          {
            "time": "11:01",
            "open": 27.05,
            "high": 27.05,
            "low": 27.05,
            "close": 27.05,
            "amount_yi": 0.0208
          },
          {
            "time": "11:02",
            "open": 27.05,
            "high": 27.05,
            "low": 27.05,
            "close": 27.05,
            "amount_yi": 0.0053
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": "2026-07-06T11:02:03",
        "prev_close": 27.05,
        "open": 27.58,
        "high": 27.95,
        "low": 27.0,
        "bid1": 27.04,
        "ask1": 27.05,
        "bid_qty1": 85,
        "ask_qty1": 9
      },
      "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": "2026-07-06T11:02:06",
      "sim_reason": "invalid_price_broken",
      "qty": 19000,
      "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": 4.5474,
      "price_vs_vwap_pct": -1.922,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0267,
        "prev_amount_yi": 0.0111,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4054,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:57",
            "open": 4.47,
            "high": 4.47,
            "low": 4.47,
            "close": 4.47,
            "amount_yi": 0.0232
          },
          {
            "time": "10:58",
            "open": 4.47,
            "high": 4.47,
            "low": 4.47,
            "close": 4.47,
            "amount_yi": 0.0001
          },
          {
            "time": "10:59",
            "open": 4.47,
            "high": 4.47,
            "low": 4.46,
            "close": 4.46,
            "amount_yi": 0.0003
          },
          {
            "time": "11:00",
            "open": 4.46,
            "high": 4.46,
            "low": 4.46,
            "close": 4.46,
            "amount_yi": 0.003
          },
          {
            "time": "11:01",
            "open": 4.47,
            "high": 4.47,
            "low": 4.46,
            "close": 4.46,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 4.46,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 4.53,
        "open": 4.54,
        "high": 4.63,
        "low": 4.45,
        "bid1": 4.46,
        "ask1": 4.47,
        "bid_qty1": 459,
        "ask_qty1": 2173
      },
      "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": "2026-07-06T11:02:06",
      "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": 21.6342,
      "price_vs_vwap_pct": -1.175,
      "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": 0.3982,
        "prev_amount_yi": 0.76,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5239,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 21.32,
            "high": 21.35,
            "low": 21.32,
            "close": 21.35,
            "amount_yi": 0.0704
          },
          {
            "time": "10:59",
            "open": 21.35,
            "high": 21.36,
            "low": 21.35,
            "close": 21.36,
            "amount_yi": 0.2163
          },
          {
            "time": "11:00",
            "open": 21.37,
            "high": 21.37,
            "low": 21.37,
            "close": 21.37,
            "amount_yi": 0.0357
          },
          {
            "time": "11:01",
            "open": 21.36,
            "high": 21.37,
            "low": 21.36,
            "close": 21.37,
            "amount_yi": 0.0567
          },
          {
            "time": "11:02",
            "open": 21.38,
            "high": 21.38,
            "low": 21.38,
            "close": 21.38,
            "amount_yi": 0.0191
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 21.38,
        "ts": "2026-07-06T11:02:04",
        "prev_close": 21.65,
        "open": 21.78,
        "high": 21.98,
        "low": 21.27,
        "bid1": 21.37,
        "ask1": 21.38,
        "bid_qty1": 33,
        "ask_qty1": 45
      },
      "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": "2026-07-06T11:02:06",
      "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": 14.1236,
      "price_vs_vwap_pct": -1.8664,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0278,
        "prev_amount_yi": 0.1421,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1956,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 13.81,
            "high": 13.83,
            "low": 13.81,
            "close": 13.83,
            "amount_yi": 0.006
          },
          {
            "time": "10:59",
            "open": 13.84,
            "high": 13.85,
            "low": 13.84,
            "close": 13.85,
            "amount_yi": 0.0049
          },
          {
            "time": "11:00",
            "open": 13.86,
            "high": 13.86,
            "low": 13.86,
            "close": 13.86,
            "amount_yi": 0.0037
          },
          {
            "time": "11:01",
            "open": 13.85,
            "high": 13.85,
            "low": 13.85,
            "close": 13.85,
            "amount_yi": 0.0109
          },
          {
            "time": "11:02",
            "open": 13.86,
            "high": 13.86,
            "low": 13.86,
            "close": 13.86,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 13.86,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 13.87,
        "open": 13.89,
        "high": 14.48,
        "low": 13.78,
        "bid1": 13.86,
        "ask1": 13.87,
        "bid_qty1": 194,
        "ask_qty1": 83
      },
      "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": "2026-07-06T11:02:06",
      "sim_reason": "waiting_trigger",
      "qty": 6900,
      "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": 12.536,
      "price_vs_vwap_pct": -1.4837,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0344,
        "prev_amount_yi": 0.0852,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4038,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 12.34,
            "high": 12.34,
            "low": 12.34,
            "close": 12.34,
            "amount_yi": 0.0181
          },
          {
            "time": "10:59",
            "open": 12.34,
            "high": 12.35,
            "low": 12.34,
            "close": 12.35,
            "amount_yi": 0.0053
          },
          {
            "time": "11:00",
            "open": 12.35,
            "high": 12.35,
            "low": 12.35,
            "close": 12.35,
            "amount_yi": 0.0023
          },
          {
            "time": "11:01",
            "open": 12.35,
            "high": 12.35,
            "low": 12.34,
            "close": 12.34,
            "amount_yi": 0.0077
          },
          {
            "time": "11:02",
            "open": 12.35,
            "high": 12.35,
            "low": 12.35,
            "close": 12.35,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 12.35,
        "ts": "2026-07-06T11:02:06",
        "prev_close": 12.36,
        "open": 12.42,
        "high": 12.85,
        "low": 12.32,
        "bid1": 12.34,
        "ask1": 12.35,
        "bid_qty1": 436,
        "ask_qty1": 9
      },
      "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": "2026-07-06T11:02:06",
      "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": 35.0418,
      "price_vs_vwap_pct": -1.9171,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0681,
        "prev_amount_yi": 0.1398,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4871,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 34.34,
            "high": 34.36,
            "low": 34.34,
            "close": 34.36,
            "amount_yi": 0.0212
          },
          {
            "time": "10:59",
            "open": 34.4,
            "high": 34.4,
            "low": 34.4,
            "close": 34.4,
            "amount_yi": 0.0095
          },
          {
            "time": "11:00",
            "open": 34.4,
            "high": 34.4,
            "low": 34.4,
            "close": 34.4,
            "amount_yi": 0.0096
          },
          {
            "time": "11:01",
            "open": 34.38,
            "high": 34.38,
            "low": 34.36,
            "close": 34.36,
            "amount_yi": 0.0223
          },
          {
            "time": "11:02",
            "open": 34.37,
            "high": 34.37,
            "low": 34.37,
            "close": 34.37,
            "amount_yi": 0.0055
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 34.37,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 33.84,
        "open": 34.29,
        "high": 35.97,
        "low": 34.0,
        "bid1": 34.35,
        "ask1": 34.37,
        "bid_qty1": 29,
        "ask_qty1": 13
      },
      "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": "2026-07-06T11:02:06",
      "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": 14.3133,
      "price_vs_vwap_pct": -1.5601,
      "energy_floor_hint_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": 0.5045,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2813,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 14.06,
            "high": 14.08,
            "low": 14.06,
            "close": 14.08,
            "amount_yi": 0.0251
          },
          {
            "time": "10:59",
            "open": 14.08,
            "high": 14.08,
            "low": 14.07,
            "close": 14.07,
            "amount_yi": 0.0453
          },
          {
            "time": "11:00",
            "open": 14.07,
            "high": 14.07,
            "low": 14.07,
            "close": 14.07,
            "amount_yi": 0.0211
          },
          {
            "time": "11:01",
            "open": 14.07,
            "high": 14.08,
            "low": 14.07,
            "close": 14.08,
            "amount_yi": 0.036
          },
          {
            "time": "11:02",
            "open": 14.09,
            "high": 14.09,
            "low": 14.09,
            "close": 14.09,
            "amount_yi": 0.0144
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 14.09,
        "ts": "2026-07-06T11:02:05",
        "prev_close": 14.29,
        "open": 14.42,
        "high": 14.57,
        "low": 14.02,
        "bid1": 14.08,
        "ask1": 14.09,
        "bid_qty1": 426,
        "ask_qty1": 287
      },
      "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": "2026-07-06T11:02:06",
      "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": 10.3156,
      "price_vs_vwap_pct": -2.7686,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1067,
        "prev_amount_yi": 0.3461,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3083,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 10.0,
            "high": 10.02,
            "low": 10.0,
            "close": 10.02,
            "amount_yi": 0.0339
          },
          {
            "time": "10:59",
            "open": 10.0,
            "high": 10.02,
            "low": 10.0,
            "close": 10.02,
            "amount_yi": 0.0247
          },
          {
            "time": "11:00",
            "open": 10.03,
            "high": 10.03,
            "low": 10.03,
            "close": 10.03,
            "amount_yi": 0.0147
          },
          {
            "time": "11:01",
            "open": 10.03,
            "high": 10.03,
            "low": 10.01,
            "close": 10.01,
            "amount_yi": 0.0299
          },
          {
            "time": "11:02",
            "open": 10.03,
            "high": 10.03,
            "low": 10.03,
            "close": 10.03,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 10.03,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 10.48,
        "open": 10.54,
        "high": 10.77,
        "low": 9.95,
        "bid1": 10.02,
        "ask1": 10.03,
        "bid_qty1": 142,
        "ask_qty1": 74
      },
      "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": "2026-07-06T11:02:06",
      "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": 5.6553,
      "price_vs_vwap_pct": -1.1547,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0204,
        "prev_amount_yi": 0.0276,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7391,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 5.59,
            "high": 5.59,
            "low": 5.59,
            "close": 5.59,
            "amount_yi": 0.0039
          },
          {
            "time": "10:59",
            "open": 5.59,
            "high": 5.59,
            "low": 5.59,
            "close": 5.59,
            "amount_yi": 0.0059
          },
          {
            "time": "11:00",
            "open": 5.59,
            "high": 5.59,
            "low": 5.59,
            "close": 5.59,
            "amount_yi": 0.0019
          },
          {
            "time": "11:01",
            "open": 5.59,
            "high": 5.59,
            "low": 5.58,
            "close": 5.58,
            "amount_yi": 0.0059
          },
          {
            "time": "11:02",
            "open": 5.59,
            "high": 5.59,
            "low": 5.59,
            "close": 5.59,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": "2026-07-06T11:02:03",
        "prev_close": 5.74,
        "open": 5.72,
        "high": 5.75,
        "low": 5.58,
        "bid1": 5.58,
        "ask1": 5.59,
        "bid_qty1": 4250,
        "ask_qty1": 90
      },
      "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": "2026-07-06T11:02:06",
      "sim_reason": "invalid_price_broken",
      "qty": 13400,
      "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": 6.4669,
      "price_vs_vwap_pct": -1.9623,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0524,
        "prev_amount_yi": 0.0445,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1775,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 6.35,
            "high": 6.35,
            "low": 6.34,
            "close": 6.34,
            "amount_yi": 0.0184
          },
          {
            "time": "10:59",
            "open": 6.35,
            "high": 6.35,
            "low": 6.34,
            "close": 6.34,
            "amount_yi": 0.0143
          },
          {
            "time": "11:00",
            "open": 6.35,
            "high": 6.35,
            "low": 6.35,
            "close": 6.35,
            "amount_yi": 0.0038
          },
          {
            "time": "11:01",
            "open": 6.35,
            "high": 6.35,
            "low": 6.34,
            "close": 6.34,
            "amount_yi": 0.0027
          },
          {
            "time": "11:02",
            "open": 6.34,
            "high": 6.34,
            "low": 6.34,
            "close": 6.34,
            "amount_yi": 0.0132
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 6.34,
        "ts": "2026-07-06T11:02:04",
        "prev_close": 6.62,
        "open": 6.6,
        "high": 6.6,
        "low": 6.33,
        "bid1": 6.33,
        "ask1": 6.34,
        "bid_qty1": 1006,
        "ask_qty1": 210
      },
      "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": "2026-07-06T11:02:06",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 1600,
      "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": 53.2234,
      "price_vs_vwap_pct": 0.05,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0803,
        "prev_amount_yi": 0.13,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6177,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:58",
            "open": 53.3,
            "high": 53.3,
            "low": 53.29,
            "close": 53.29,
            "amount_yi": 0.02
          },
          {
            "time": "10:59",
            "open": 53.39,
            "high": 53.39,
            "low": 53.28,
            "close": 53.28,
            "amount_yi": 0.0357
          },
          {
            "time": "11:00",
            "open": 53.22,
            "high": 53.22,
            "low": 53.22,
            "close": 53.22,
            "amount_yi": 0.008
          },
          {
            "time": "11:01",
            "open": 53.23,
            "high": 53.25,
            "low": 53.23,
            "close": 53.25,
            "amount_yi": 0.0139
          },
          {
            "time": "11:02",
            "open": 53.25,
            "high": 53.25,
            "low": 53.25,
            "close": 53.25,
            "amount_yi": 0.0027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 53.25,
        "ts": "2026-07-06T11:02:04",
        "prev_close": 51.67,
        "open": 52.46,
        "high": 54.12,
        "low": 51.0,
        "bid1": 53.24,
        "ask1": 53.25,
        "bid_qty1": 38,
        "ask_qty1": 23
      },
      "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": "2026-07-06T11:02:06",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 6000,
      "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": 14.0777,
      "price_vs_vwap_pct": 0.8687,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0792,
        "prev_amount_yi": 0.0833,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9508,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:58",
            "open": 14.09,
            "high": 14.15,
            "low": 14.09,
            "close": 14.15,
            "amount_yi": 0.0227
          },
          {
            "time": "10:59",
            "open": 14.13,
            "high": 14.13,
            "low": 14.13,
            "close": 14.13,
            "amount_yi": 0.034
          },
          {
            "time": "11:00",
            "open": 14.08,
            "high": 14.08,
            "low": 14.08,
            "close": 14.08,
            "amount_yi": 0.0057
          },
          {
            "time": "11:01",
            "open": 14.14,
            "high": 14.15,
            "low": 14.14,
            "close": 14.15,
            "amount_yi": 0.0084
          },
          {
            "time": "11:02",
            "open": 14.2,
            "high": 14.2,
            "low": 14.2,
            "close": 14.2,
            "amount_yi": 0.0084
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 14.2,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 13.87,
        "open": 13.75,
        "high": 14.49,
        "low": 13.53,
        "bid1": 14.18,
        "ask1": 14.19,
        "bid_qty1": 4,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002520:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260703:SZSE.002520:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002520",
      "name": "日发精机",
      "side": "BUY",
      "priority": "W72",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T11:02:06",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 10900,
      "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": 7.9416,
      "price_vs_vwap_pct": -2.0349,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1112,
        "prev_amount_yi": 0.3064,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3629,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:58",
            "open": 7.7,
            "high": 7.7,
            "low": 7.7,
            "close": 7.7,
            "amount_yi": 0.014
          },
          {
            "time": "10:59",
            "open": 7.7,
            "high": 7.7,
            "low": 7.7,
            "close": 7.7,
            "amount_yi": 0.0122
          },
          {
            "time": "11:00",
            "open": 7.75,
            "high": 7.75,
            "low": 7.75,
            "close": 7.75,
            "amount_yi": 0.0397
          },
          {
            "time": "11:01",
            "open": 7.75,
            "high": 7.76,
            "low": 7.75,
            "close": 7.76,
            "amount_yi": 0.0332
          },
          {
            "time": "11:02",
            "open": 7.78,
            "high": 7.78,
            "low": 7.78,
            "close": 7.78,
            "amount_yi": 0.0121
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 7.78,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 7.72,
        "open": 7.99,
        "high": 8.22,
        "low": 7.6,
        "bid1": 7.77,
        "ask1": 7.78,
        "bid_qty1": 74,
        "ask_qty1": 385
      },
      "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": "2026-07-06T11:02:06",
      "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": 35.812,
      "price_vs_vwap_pct": -3.1889,
      "energy_floor_hint_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": 0.0671,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.538,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 34.62,
            "high": 34.62,
            "low": 34.62,
            "close": 34.62,
            "amount_yi": 0.0034
          },
          {
            "time": "10:59",
            "open": 34.58,
            "high": 34.62,
            "low": 34.58,
            "close": 34.62,
            "amount_yi": 0.0117
          },
          {
            "time": "11:00",
            "open": 34.62,
            "high": 34.62,
            "low": 34.62,
            "close": 34.62,
            "amount_yi": 0.0025
          },
          {
            "time": "11:01",
            "open": 34.71,
            "high": 34.72,
            "low": 34.71,
            "close": 34.72,
            "amount_yi": 0.0126
          },
          {
            "time": "11:02",
            "open": 34.67,
            "high": 34.67,
            "low": 34.67,
            "close": 34.67,
            "amount_yi": 0.0059
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 34.67,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 37.07,
        "open": 36.87,
        "high": 37.1,
        "low": 34.49,
        "bid1": 34.67,
        "ask1": 34.68,
        "bid_qty1": 6,
        "ask_qty1": 68
      },
      "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": "2026-07-06T11:02:06",
      "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": 17.7914,
      "price_vs_vwap_pct": -0.6261,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.05,
        "prev_amount_yi": 0.271,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1845,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 17.65,
            "high": 17.71,
            "low": 17.65,
            "close": 17.71,
            "amount_yi": 0.0128
          },
          {
            "time": "10:59",
            "open": 17.7,
            "high": 17.7,
            "low": 17.69,
            "close": 17.69,
            "amount_yi": 0.0277
          },
          {
            "time": "11:00",
            "open": 17.7,
            "high": 17.7,
            "low": 17.7,
            "close": 17.7,
            "amount_yi": 0.0033
          },
          {
            "time": "11:01",
            "open": 17.7,
            "high": 17.7,
            "low": 17.68,
            "close": 17.68,
            "amount_yi": 0.0041
          },
          {
            "time": "11:02",
            "open": 17.68,
            "high": 17.68,
            "low": 17.68,
            "close": 17.68,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 17.68,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 18.18,
        "open": 18.03,
        "high": 18.07,
        "low": 17.63,
        "bid1": 17.67,
        "ask1": 17.68,
        "bid_qty1": 115,
        "ask_qty1": 26
      },
      "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": "2026-07-06T11:02:06",
      "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": 17.7743,
      "price_vs_vwap_pct": -3.006,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0532,
        "prev_amount_yi": 0.1407,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3781,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 17.24,
            "high": 17.24,
            "low": 17.24,
            "close": 17.24,
            "amount_yi": 0.0089
          },
          {
            "time": "10:59",
            "open": 17.23,
            "high": 17.25,
            "low": 17.23,
            "close": 17.25,
            "amount_yi": 0.0232
          },
          {
            "time": "11:00",
            "open": 17.25,
            "high": 17.25,
            "low": 17.25,
            "close": 17.25,
            "amount_yi": 0.003
          },
          {
            "time": "11:01",
            "open": 17.25,
            "high": 17.25,
            "low": 17.25,
            "close": 17.25,
            "amount_yi": 0.0138
          },
          {
            "time": "11:02",
            "open": 17.24,
            "high": 17.24,
            "low": 17.24,
            "close": 17.24,
            "amount_yi": 0.0043
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 17.24,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 18.29,
        "open": 18.44,
        "high": 18.76,
        "low": 17.2,
        "bid1": 17.24,
        "ask1": 17.25,
        "bid_qty1": 412,
        "ask_qty1": 9
      },
      "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": "2026-07-06T11:02:06",
      "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": 6.3689,
      "price_vs_vwap_pct": -1.3958,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0241,
        "prev_amount_yi": 0.0613,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3931,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 6.29,
            "high": 6.29,
            "low": 6.29,
            "close": 6.29,
            "amount_yi": 0.0082
          },
          {
            "time": "10:59",
            "open": 6.29,
            "high": 6.29,
            "low": 6.29,
            "close": 6.29,
            "amount_yi": 0.0029
          },
          {
            "time": "11:00",
            "open": 6.3,
            "high": 6.3,
            "low": 6.3,
            "close": 6.3,
            "amount_yi": 0.0015
          },
          {
            "time": "11:01",
            "open": 6.3,
            "high": 6.3,
            "low": 6.29,
            "close": 6.29,
            "amount_yi": 0.0093
          },
          {
            "time": "11:02",
            "open": 6.28,
            "high": 6.28,
            "low": 6.28,
            "close": 6.28,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": "2026-07-06T11:02:03",
        "prev_close": 6.31,
        "open": 6.27,
        "high": 6.47,
        "low": 6.27,
        "bid1": 6.28,
        "ask1": 6.29,
        "bid_qty1": 4723,
        "ask_qty1": 71
      },
      "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": "2026-07-06T11:02:06",
      "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": 7.5443,
      "price_vs_vwap_pct": -1.7802,
      "energy_floor_hint_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": 0.026,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3462,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:57",
            "open": 7.41,
            "high": 7.42,
            "low": 7.41,
            "close": 7.42,
            "amount_yi": 0.001
          },
          {
            "time": "10:58",
            "open": 7.41,
            "high": 7.41,
            "low": 7.41,
            "close": 7.41,
            "amount_yi": 0.0022
          },
          {
            "time": "10:59",
            "open": 7.41,
            "high": 7.42,
            "low": 7.41,
            "close": 7.42,
            "amount_yi": 0.0034
          },
          {
            "time": "11:00",
            "open": 7.42,
            "high": 7.42,
            "low": 7.42,
            "close": 7.42,
            "amount_yi": 0.0004
          },
          {
            "time": "11:01",
            "open": 7.42,
            "high": 7.42,
            "low": 7.41,
            "close": 7.41,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": "2026-07-06T11:02:03",
        "prev_close": 7.64,
        "open": 7.67,
        "high": 7.72,
        "low": 7.4,
        "bid1": 7.41,
        "ask1": 7.42,
        "bid_qty1": 101,
        "ask_qty1": 221
      },
      "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": "2026-07-06T11:02:06",
      "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": 8.2143,
      "price_vs_vwap_pct": -1.5132,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0513,
        "prev_amount_yi": 0.1073,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4781,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 8.03,
            "high": 8.03,
            "low": 8.03,
            "close": 8.03,
            "amount_yi": 0.0055
          },
          {
            "time": "10:59",
            "open": 8.03,
            "high": 8.04,
            "low": 8.03,
            "close": 8.04,
            "amount_yi": 0.0024
          },
          {
            "time": "11:00",
            "open": 8.07,
            "high": 8.07,
            "low": 8.07,
            "close": 8.07,
            "amount_yi": 0.009
          },
          {
            "time": "11:01",
            "open": 8.13,
            "high": 8.13,
            "low": 8.08,
            "close": 8.08,
            "amount_yi": 0.0337
          },
          {
            "time": "11:02",
            "open": 8.09,
            "high": 8.09,
            "low": 8.09,
            "close": 8.09,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 8.09,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 7.79,
        "open": 7.99,
        "high": 8.47,
        "low": 7.93,
        "bid1": 8.09,
        "ask1": 8.1,
        "bid_qty1": 64,
        "ask_qty1": 138
      },
      "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": "2026-07-06T11:02:06",
      "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": 12.8288,
      "price_vs_vwap_pct": -1.7055,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0172,
        "prev_amount_yi": 0.0306,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5621,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 12.58,
            "high": 12.58,
            "low": 12.58,
            "close": 12.58,
            "amount_yi": 0.0033
          },
          {
            "time": "10:59",
            "open": 12.58,
            "high": 12.59,
            "low": 12.58,
            "close": 12.59,
            "amount_yi": 0.0024
          },
          {
            "time": "11:00",
            "open": 12.59,
            "high": 12.59,
            "low": 12.59,
            "close": 12.59,
            "amount_yi": 0.003
          },
          {
            "time": "11:01",
            "open": 12.6,
            "high": 12.6,
            "low": 12.59,
            "close": 12.59,
            "amount_yi": 0.0078
          },
          {
            "time": "11:02",
            "open": 12.61,
            "high": 12.61,
            "low": 12.61,
            "close": 12.61,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 12.61,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 12.55,
        "open": 12.5,
        "high": 13.07,
        "low": 12.4,
        "bid1": 12.6,
        "ask1": 12.61,
        "bid_qty1": 59,
        "ask_qty1": 93
      },
      "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": "2026-07-06T11:02:06",
      "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": 13.2141,
      "price_vs_vwap_pct": -2.6797,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1724,
        "prev_amount_yi": 0.201,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8577,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 12.8,
            "high": 12.82,
            "low": 12.8,
            "close": 12.82,
            "amount_yi": 0.0684
          },
          {
            "time": "10:59",
            "open": 12.82,
            "high": 12.84,
            "low": 12.82,
            "close": 12.84,
            "amount_yi": 0.0421
          },
          {
            "time": "11:00",
            "open": 12.85,
            "high": 12.85,
            "low": 12.85,
            "close": 12.85,
            "amount_yi": 0.0269
          },
          {
            "time": "11:01",
            "open": 12.85,
            "high": 12.85,
            "low": 12.84,
            "close": 12.84,
            "amount_yi": 0.0293
          },
          {
            "time": "11:02",
            "open": 12.86,
            "high": 12.86,
            "low": 12.86,
            "close": 12.86,
            "amount_yi": 0.0057
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 12.86,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 13.0,
        "open": 13.36,
        "high": 13.65,
        "low": 12.7,
        "bid1": 12.85,
        "ask1": 12.86,
        "bid_qty1": 198,
        "ask_qty1": 24
      },
      "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": "2026-07-06T11:02:06",
      "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": 14.548,
      "price_vs_vwap_pct": -2.8732,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.172,
        "prev_amount_yi": 0.2505,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6866,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 14.05,
            "high": 14.09,
            "low": 14.05,
            "close": 14.09,
            "amount_yi": 0.0435
          },
          {
            "time": "10:59",
            "open": 14.12,
            "high": 14.14,
            "low": 14.12,
            "close": 14.14,
            "amount_yi": 0.0539
          },
          {
            "time": "11:00",
            "open": 14.14,
            "high": 14.14,
            "low": 14.14,
            "close": 14.14,
            "amount_yi": 0.0258
          },
          {
            "time": "11:01",
            "open": 14.14,
            "high": 14.14,
            "low": 14.11,
            "close": 14.11,
            "amount_yi": 0.0275
          },
          {
            "time": "11:02",
            "open": 14.13,
            "high": 14.13,
            "low": 14.13,
            "close": 14.13,
            "amount_yi": 0.0213
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": "2026-07-06T11:02:04",
        "prev_close": 14.96,
        "open": 14.69,
        "high": 15.24,
        "low": 13.92,
        "bid1": 14.12,
        "ask1": 14.13,
        "bid_qty1": 8,
        "ask_qty1": 244
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600893:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.600893:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600893",
      "name": "航发动力",
      "side": "BUY",
      "priority": "W82",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 39.69,
      "exec_low": 39.69,
      "exec_high": 40.29,
      "invalid_price": 38.5,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T11:02:06",
      "sim_reason": "waiting_trigger",
      "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": 38.9759,
      "price_vs_vwap_pct": -1.1697,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1292,
        "prev_amount_yi": 0.1776,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7275,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 38.47,
            "high": 38.47,
            "low": 38.47,
            "close": 38.47,
            "amount_yi": 0.0281
          },
          {
            "time": "10:59",
            "open": 38.44,
            "high": 38.52,
            "low": 38.44,
            "close": 38.52,
            "amount_yi": 0.0235
          },
          {
            "time": "11:00",
            "open": 38.49,
            "high": 38.49,
            "low": 38.49,
            "close": 38.49,
            "amount_yi": 0.0309
          },
          {
            "time": "11:01",
            "open": 38.46,
            "high": 38.55,
            "low": 38.46,
            "close": 38.55,
            "amount_yi": 0.0322
          },
          {
            "time": "11:02",
            "open": 38.52,
            "high": 38.52,
            "low": 38.52,
            "close": 38.52,
            "amount_yi": 0.0145
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 38.52,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 39.31,
        "open": 39.35,
        "high": 40.23,
        "low": 38.37,
        "bid1": 38.5,
        "ask1": 38.53,
        "bid_qty1": 12,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600372:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600372:VWAP_RECLAIM",
      "symbol": "SHSE.600372",
      "name": "中航机载",
      "side": "BUY",
      "priority": "W83",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.28,
      "exec_low": 11.45,
      "exec_high": 11.45,
      "invalid_price": 10.94,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T11:02:06",
      "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": 11.097,
      "price_vs_vwap_pct": -0.8741,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0827,
        "prev_amount_yi": 0.0968,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8543,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 11.0,
            "high": 11.0,
            "low": 11.0,
            "close": 11.0,
            "amount_yi": 0.0146
          },
          {
            "time": "10:59",
            "open": 11.01,
            "high": 11.01,
            "low": 11.01,
            "close": 11.01,
            "amount_yi": 0.0173
          },
          {
            "time": "11:00",
            "open": 11.01,
            "high": 11.01,
            "low": 11.01,
            "close": 11.01,
            "amount_yi": 0.006
          },
          {
            "time": "11:01",
            "open": 11.01,
            "high": 11.01,
            "low": 11.01,
            "close": 11.01,
            "amount_yi": 0.0351
          },
          {
            "time": "11:02",
            "open": 11.0,
            "high": 11.0,
            "low": 11.0,
            "close": 11.0,
            "amount_yi": 0.0097
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 11.0,
        "ts": "2026-07-06T11:02:05",
        "prev_close": 11.24,
        "open": 11.2,
        "high": 11.32,
        "low": 10.96,
        "bid1": 11.01,
        "ask1": 11.02,
        "bid_qty1": 1,
        "ask_qty1": 332
      },
      "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": "2026-07-06T11:02:06",
      "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": 4.0288,
      "intraday_vwap": 6.9834,
      "price_vs_vwap_pct": -0.4783,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0139,
        "prev_amount_yi": 0.0056,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4821,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 6.94,
            "high": 6.94,
            "low": 6.93,
            "close": 6.93,
            "amount_yi": 0.0005
          },
          {
            "time": "10:59",
            "open": 6.94,
            "high": 6.94,
            "low": 6.94,
            "close": 6.94,
            "amount_yi": 0.0018
          },
          {
            "time": "11:00",
            "open": 6.93,
            "high": 6.93,
            "low": 6.93,
            "close": 6.93,
            "amount_yi": 0.0004
          },
          {
            "time": "11:01",
            "open": 6.93,
            "high": 6.95,
            "low": 6.93,
            "close": 6.95,
            "amount_yi": 0.0111
          },
          {
            "time": "11:02",
            "open": 6.95,
            "high": 6.95,
            "low": 6.95,
            "close": 6.95,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42634.6,
      "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": 6.95,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 6.77,
        "open": 6.77,
        "high": 7.16,
        "low": 6.74,
        "bid1": 6.94,
        "ask1": 6.95,
        "bid_qty1": 26,
        "ask_qty1": 103
      },
      "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": "2026-07-06T11:02:06",
      "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": 6.9783,
      "price_vs_vwap_pct": -0.4055,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.006,
        "prev_amount_yi": 0.0175,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3429,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 6.94,
            "high": 6.94,
            "low": 6.93,
            "close": 6.93,
            "amount_yi": 0.0022
          },
          {
            "time": "10:59",
            "open": 6.94,
            "high": 6.95,
            "low": 6.94,
            "close": 6.95,
            "amount_yi": 0.0016
          },
          {
            "time": "11:00",
            "open": 6.94,
            "high": 6.94,
            "low": 6.94,
            "close": 6.94,
            "amount_yi": 0.0006
          },
          {
            "time": "11:01",
            "open": 6.95,
            "high": 6.95,
            "low": 6.95,
            "close": 6.95,
            "amount_yi": 0.0011
          },
          {
            "time": "11:02",
            "open": 6.95,
            "high": 6.95,
            "low": 6.95,
            "close": 6.95,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 6.95,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 6.95,
        "open": 7.0,
        "high": 7.05,
        "low": 6.93,
        "bid1": 6.94,
        "ask1": 6.95,
        "bid_qty1": 419,
        "ask_qty1": 193
      },
      "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": "2026-07-06T11:02:06",
      "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": 23.2529,
      "price_vs_vwap_pct": -2.5498,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0319,
        "prev_amount_yi": 0.0287,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1115,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 22.54,
            "high": 22.56,
            "low": 22.54,
            "close": 22.56,
            "amount_yi": 0.0031
          },
          {
            "time": "10:59",
            "open": 22.59,
            "high": 22.59,
            "low": 22.58,
            "close": 22.58,
            "amount_yi": 0.0134
          },
          {
            "time": "11:00",
            "open": 22.63,
            "high": 22.63,
            "low": 22.63,
            "close": 22.63,
            "amount_yi": 0.0021
          },
          {
            "time": "11:01",
            "open": 22.61,
            "high": 22.61,
            "low": 22.61,
            "close": 22.61,
            "amount_yi": 0.0112
          },
          {
            "time": "11:02",
            "open": 22.66,
            "high": 22.66,
            "low": 22.66,
            "close": 22.66,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 22.66,
        "ts": "2026-07-06T11:02:05",
        "prev_close": 22.58,
        "open": 23.16,
        "high": 24.11,
        "low": 22.51,
        "bid1": 22.66,
        "ask1": 22.67,
        "bid_qty1": 24,
        "ask_qty1": 22
      },
      "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": "2026-07-06T11:02:06",
      "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": 16.12,
      "price_vs_vwap_pct": -2.7295,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0206,
        "prev_amount_yi": 0.032,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6438,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 15.66,
            "high": 15.66,
            "low": 15.66,
            "close": 15.66,
            "amount_yi": 0.0057
          },
          {
            "time": "10:59",
            "open": 15.68,
            "high": 15.68,
            "low": 15.67,
            "close": 15.67,
            "amount_yi": 0.0015
          },
          {
            "time": "11:00",
            "open": 15.66,
            "high": 15.66,
            "low": 15.66,
            "close": 15.66,
            "amount_yi": 0.0043
          },
          {
            "time": "11:01",
            "open": 15.65,
            "high": 15.66,
            "low": 15.65,
            "close": 15.66,
            "amount_yi": 0.0057
          },
          {
            "time": "11:02",
            "open": 15.68,
            "high": 15.68,
            "low": 15.68,
            "close": 15.68,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 15.68,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 16.42,
        "open": 16.4,
        "high": 16.84,
        "low": 15.61,
        "bid1": 15.68,
        "ask1": 15.69,
        "bid_qty1": 26,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600501:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600501:VWAP_RECLAIM",
      "symbol": "SHSE.600501",
      "name": "航天晨光",
      "side": "BUY",
      "priority": "W88",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 17.0,
      "exec_low": 17.25,
      "exec_high": 17.25,
      "invalid_price": 16.49,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T11:02:06",
      "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": 15.9736,
      "price_vs_vwap_pct": -2.4641,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0144,
        "prev_amount_yi": 0.0337,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4273,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 15.53,
            "high": 15.55,
            "low": 15.53,
            "close": 15.55,
            "amount_yi": 0.0025
          },
          {
            "time": "10:59",
            "open": 15.56,
            "high": 15.57,
            "low": 15.56,
            "close": 15.57,
            "amount_yi": 0.0053
          },
          {
            "time": "11:00",
            "open": 15.56,
            "high": 15.56,
            "low": 15.56,
            "close": 15.56,
            "amount_yi": 0.0014
          },
          {
            "time": "11:01",
            "open": 15.58,
            "high": 15.58,
            "low": 15.57,
            "close": 15.57,
            "amount_yi": 0.002
          },
          {
            "time": "11:02",
            "open": 15.58,
            "high": 15.58,
            "low": 15.58,
            "close": 15.58,
            "amount_yi": 0.0032
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 15.58,
        "ts": "2026-07-06T11:02:05",
        "prev_close": 16.33,
        "open": 16.33,
        "high": 16.49,
        "low": 15.5,
        "bid1": 15.58,
        "ask1": 15.59,
        "bid_qty1": 24,
        "ask_qty1": 56
      },
      "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": "2026-07-06T11:02:06",
      "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": 20.8114,
      "price_vs_vwap_pct": -0.247,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0582,
        "prev_amount_yi": 0.0484,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2025,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 20.71,
            "high": 20.72,
            "low": 20.71,
            "close": 20.72,
            "amount_yi": 0.0039
          },
          {
            "time": "10:59",
            "open": 20.73,
            "high": 20.73,
            "low": 20.71,
            "close": 20.71,
            "amount_yi": 0.0348
          },
          {
            "time": "11:00",
            "open": 20.73,
            "high": 20.73,
            "low": 20.73,
            "close": 20.73,
            "amount_yi": 0.0016
          },
          {
            "time": "11:01",
            "open": 20.75,
            "high": 20.76,
            "low": 20.75,
            "close": 20.76,
            "amount_yi": 0.006
          },
          {
            "time": "11:02",
            "open": 20.76,
            "high": 20.76,
            "low": 20.76,
            "close": 20.76,
            "amount_yi": 0.0119
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 20.76,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 20.99,
        "open": 20.88,
        "high": 21.08,
        "low": 20.68,
        "bid1": 20.73,
        "ask1": 20.76,
        "bid_qty1": 6,
        "ask_qty1": 25
      },
      "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": "2026-07-06T11:02:06",
      "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": 11.1527,
      "price_vs_vwap_pct": -5.0454,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0158,
        "prev_amount_yi": 0.017,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9294,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 10.6,
            "high": 10.61,
            "low": 10.6,
            "close": 10.61,
            "amount_yi": 0.0031
          },
          {
            "time": "10:59",
            "open": 10.61,
            "high": 10.61,
            "low": 10.61,
            "close": 10.61,
            "amount_yi": 0.0003
          },
          {
            "time": "11:00",
            "open": 10.62,
            "high": 10.62,
            "low": 10.62,
            "close": 10.62,
            "amount_yi": 0.0013
          },
          {
            "time": "11:01",
            "open": 10.59,
            "high": 10.6,
            "low": 10.59,
            "close": 10.6,
            "amount_yi": 0.0095
          },
          {
            "time": "11:02",
            "open": 10.59,
            "high": 10.59,
            "low": 10.59,
            "close": 10.59,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 10.59,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 9.87,
        "open": 10.29,
        "high": 11.8,
        "low": 10.29,
        "bid1": 10.58,
        "ask1": 10.59,
        "bid_qty1": 419,
        "ask_qty1": 249
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600038:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600038:VWAP_RECLAIM",
      "symbol": "SHSE.600038",
      "name": "中直股份",
      "side": "BUY",
      "priority": "W91",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 26.3,
      "exec_low": 26.69,
      "exec_high": 26.69,
      "invalid_price": 25.51,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T11:02:06",
      "sim_reason": "near_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": 26.1388,
      "price_vs_vwap_pct": -0.3397,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0107,
        "prev_amount_yi": 0.0245,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4367,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 26.07,
            "high": 26.07,
            "low": 26.06,
            "close": 26.06,
            "amount_yi": 0.0022
          },
          {
            "time": "10:59",
            "open": 26.06,
            "high": 26.06,
            "low": 26.04,
            "close": 26.04,
            "amount_yi": 0.0034
          },
          {
            "time": "11:00",
            "open": 26.05,
            "high": 26.05,
            "low": 26.05,
            "close": 26.05,
            "amount_yi": 0.0006
          },
          {
            "time": "11:01",
            "open": 26.04,
            "high": 26.05,
            "low": 26.04,
            "close": 26.05,
            "amount_yi": 0.0015
          },
          {
            "time": "11:02",
            "open": 26.05,
            "high": 26.05,
            "low": 26.05,
            "close": 26.05,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 26.05,
        "ts": "2026-07-06T11:02:04",
        "prev_close": 26.21,
        "open": 26.21,
        "high": 26.51,
        "low": 25.96,
        "bid1": 26.05,
        "ask1": 26.06,
        "bid_qty1": 18,
        "ask_qty1": 7
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600148:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600148:VWAP_RECLAIM",
      "symbol": "SHSE.600148",
      "name": "长春一东",
      "side": "BUY",
      "priority": "W92",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 15.61,
      "exec_low": 15.84,
      "exec_high": 15.84,
      "invalid_price": 15.14,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T11:02:06",
      "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": 15.4385,
      "price_vs_vwap_pct": -0.5732,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0023,
        "prev_amount_yi": 0.0022,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0455,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 15.34,
            "high": 15.35,
            "low": 15.34,
            "close": 15.35,
            "amount_yi": 0.0009
          },
          {
            "time": "10:59",
            "open": 15.33,
            "high": 15.33,
            "low": 15.32,
            "close": 15.32,
            "amount_yi": 0.0002
          },
          {
            "time": "11:00",
            "open": 15.35,
            "high": 15.35,
            "low": 15.35,
            "close": 15.35,
            "amount_yi": 0.0002
          },
          {
            "time": "11:01",
            "open": 15.33,
            "high": 15.36,
            "low": 15.33,
            "close": 15.36,
            "amount_yi": 0.0008
          },
          {
            "time": "11:02",
            "open": 15.35,
            "high": 15.35,
            "low": 15.35,
            "close": 15.35,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 15.35,
        "ts": "2026-07-06T11:02:05",
        "prev_close": 15.52,
        "open": 15.57,
        "high": 15.73,
        "low": 15.28,
        "bid1": 15.33,
        "ask1": 15.35,
        "bid_qty1": 8,
        "ask_qty1": 3
      },
      "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": "2026-07-06T11:02:06",
      "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": 17.3569,
      "price_vs_vwap_pct": -2.7476,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0416,
        "prev_amount_yi": 0.0699,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5951,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 16.9,
            "high": 16.92,
            "low": 16.9,
            "close": 16.92,
            "amount_yi": 0.0092
          },
          {
            "time": "10:59",
            "open": 16.91,
            "high": 16.91,
            "low": 16.91,
            "close": 16.91,
            "amount_yi": 0.0056
          },
          {
            "time": "11:00",
            "open": 16.9,
            "high": 16.9,
            "low": 16.9,
            "close": 16.9,
            "amount_yi": 0.0098
          },
          {
            "time": "11:01",
            "open": 16.9,
            "high": 16.9,
            "low": 16.88,
            "close": 16.88,
            "amount_yi": 0.012
          },
          {
            "time": "11:02",
            "open": 16.88,
            "high": 16.88,
            "low": 16.88,
            "close": 16.88,
            "amount_yi": 0.005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 16.88,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 17.7,
        "open": 17.8,
        "high": 18.05,
        "low": 16.85,
        "bid1": 16.87,
        "ask1": 16.88,
        "bid_qty1": 57,
        "ask_qty1": 45
      },
      "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": "2026-07-06T11:02:06",
      "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": 22.3418,
      "price_vs_vwap_pct": -2.1565,
      "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": 0.4612,
        "prev_amount_yi": 0.6449,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7151,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 21.92,
            "high": 21.93,
            "low": 21.92,
            "close": 21.93,
            "amount_yi": 0.1457
          },
          {
            "time": "10:59",
            "open": 21.9,
            "high": 21.94,
            "low": 21.9,
            "close": 21.94,
            "amount_yi": 0.0901
          },
          {
            "time": "11:00",
            "open": 21.96,
            "high": 21.96,
            "low": 21.96,
            "close": 21.96,
            "amount_yi": 0.0561
          },
          {
            "time": "11:01",
            "open": 21.96,
            "high": 21.96,
            "low": 21.96,
            "close": 21.96,
            "amount_yi": 0.0936
          },
          {
            "time": "11:02",
            "open": 21.86,
            "high": 21.86,
            "low": 21.86,
            "close": 21.86,
            "amount_yi": 0.0757
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": "2026-07-06T11:02:04",
        "prev_close": 22.27,
        "open": 22.77,
        "high": 23.33,
        "low": 21.72,
        "bid1": 21.86,
        "ask1": 21.9,
        "bid_qty1": 157,
        "ask_qty1": 398
      },
      "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": "2026-07-06T11:02:06",
      "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": 64.5148,
      "price_vs_vwap_pct": -4.6885,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0633,
        "prev_amount_yi": 0.1015,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6236,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 60.76,
            "high": 60.88,
            "low": 60.76,
            "close": 60.88,
            "amount_yi": 0.0159
          },
          {
            "time": "10:59",
            "open": 61.12,
            "high": 61.43,
            "low": 61.12,
            "close": 61.43,
            "amount_yi": 0.0173
          },
          {
            "time": "11:00",
            "open": 61.33,
            "high": 61.33,
            "low": 61.33,
            "close": 61.33,
            "amount_yi": 0.0133
          },
          {
            "time": "11:01",
            "open": 61.49,
            "high": 61.49,
            "low": 61.47,
            "close": 61.47,
            "amount_yi": 0.0137
          },
          {
            "time": "11:02",
            "open": 61.49,
            "high": 61.49,
            "low": 61.49,
            "close": 61.49,
            "amount_yi": 0.0031
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 61.49,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 65.38,
        "open": 66.0,
        "high": 68.88,
        "low": 60.0,
        "bid1": 61.49,
        "ask1": 61.5,
        "bid_qty1": 5,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600482:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.600482:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600482",
      "name": "中国动力",
      "side": "BUY",
      "priority": "W96",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 34.15,
      "exec_low": 34.15,
      "exec_high": 34.66,
      "invalid_price": 33.13,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T11:02:06",
      "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": 36.1722,
      "price_vs_vwap_pct": -1.2225,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2467,
        "prev_amount_yi": 0.2523,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9778,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 35.63,
            "high": 35.67,
            "low": 35.63,
            "close": 35.67,
            "amount_yi": 0.0609
          },
          {
            "time": "10:59",
            "open": 35.68,
            "high": 35.7,
            "low": 35.68,
            "close": 35.7,
            "amount_yi": 0.0394
          },
          {
            "time": "11:00",
            "open": 35.72,
            "high": 35.72,
            "low": 35.72,
            "close": 35.72,
            "amount_yi": 0.056
          },
          {
            "time": "11:01",
            "open": 35.67,
            "high": 35.71,
            "low": 35.67,
            "close": 35.71,
            "amount_yi": 0.0723
          },
          {
            "time": "11:02",
            "open": 35.73,
            "high": 35.73,
            "low": 35.73,
            "close": 35.73,
            "amount_yi": 0.0181
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 35.73,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 33.59,
        "open": 33.6,
        "high": 36.95,
        "low": 33.6,
        "bid1": 35.74,
        "ask1": 35.75,
        "bid_qty1": 14,
        "ask_qty1": 98
      },
      "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": "2026-07-06T11:02:06",
      "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": 9.3881,
      "price_vs_vwap_pct": -0.2993,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0066,
        "prev_amount_yi": 0.0083,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7952,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 9.37,
            "high": 9.37,
            "low": 9.36,
            "close": 9.36,
            "amount_yi": 0.0008
          },
          {
            "time": "10:59",
            "open": 9.36,
            "high": 9.37,
            "low": 9.36,
            "close": 9.37,
            "amount_yi": 0.0012
          },
          {
            "time": "11:00",
            "open": 9.37,
            "high": 9.37,
            "low": 9.37,
            "close": 9.37,
            "amount_yi": 0.0004
          },
          {
            "time": "11:01",
            "open": 9.36,
            "high": 9.37,
            "low": 9.36,
            "close": 9.37,
            "amount_yi": 0.0041
          },
          {
            "time": "11:02",
            "open": 9.36,
            "high": 9.36,
            "low": 9.36,
            "close": 9.36,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 9.36,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 9.39,
        "open": 9.41,
        "high": 9.51,
        "low": 9.31,
        "bid1": 9.36,
        "ask1": 9.37,
        "bid_qty1": 78,
        "ask_qty1": 139
      },
      "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": "2026-07-06T11:02:06",
      "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": 31.7329,
      "price_vs_vwap_pct": -2.4672,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0752,
        "prev_amount_yi": 0.1045,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7196,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 30.96,
            "high": 30.96,
            "low": 30.96,
            "close": 30.96,
            "amount_yi": 0.0178
          },
          {
            "time": "10:59",
            "open": 30.96,
            "high": 30.96,
            "low": 30.96,
            "close": 30.96,
            "amount_yi": 0.0232
          },
          {
            "time": "11:00",
            "open": 30.96,
            "high": 30.96,
            "low": 30.96,
            "close": 30.96,
            "amount_yi": 0.0062
          },
          {
            "time": "11:01",
            "open": 30.94,
            "high": 30.94,
            "low": 30.94,
            "close": 30.94,
            "amount_yi": 0.0257
          },
          {
            "time": "11:02",
            "open": 30.95,
            "high": 30.95,
            "low": 30.95,
            "close": 30.95,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 30.95,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 32.45,
        "open": 32.51,
        "high": 33.24,
        "low": 30.88,
        "bid1": 30.95,
        "ask1": 30.96,
        "bid_qty1": 11,
        "ask_qty1": 157
      },
      "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": "2026-07-06T11:02:06",
      "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": 86.1002,
      "price_vs_vwap_pct": -1.5217,
      "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": 0.3827,
        "prev_amount_yi": 0.5554,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6891,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 84.27,
            "high": 84.29,
            "low": 84.27,
            "close": 84.29,
            "amount_yi": 0.1021
          },
          {
            "time": "10:59",
            "open": 84.37,
            "high": 84.5,
            "low": 84.37,
            "close": 84.5,
            "amount_yi": 0.0674
          },
          {
            "time": "11:00",
            "open": 84.58,
            "high": 84.58,
            "low": 84.58,
            "close": 84.58,
            "amount_yi": 0.0652
          },
          {
            "time": "11:01",
            "open": 84.65,
            "high": 84.81,
            "low": 84.65,
            "close": 84.81,
            "amount_yi": 0.0949
          },
          {
            "time": "11:02",
            "open": 84.79,
            "high": 84.79,
            "low": 84.79,
            "close": 84.79,
            "amount_yi": 0.0531
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 84.79,
        "ts": "2026-07-06T11:02:05",
        "prev_close": 86.3,
        "open": 87.85,
        "high": 88.87,
        "low": 84.0,
        "bid1": 84.73,
        "ask1": 84.79,
        "bid_qty1": 12,
        "ask_qty1": 31
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300065:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300065:VWAP_RECLAIM",
      "symbol": "SZSE.300065",
      "name": "海兰信",
      "side": "BUY",
      "priority": "W100",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 22.62,
      "exec_low": 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": "2026-07-06T11:02:06",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 3.7297,
      "intraday_vwap": 23.0016,
      "price_vs_vwap_pct": -1.0938,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1014,
        "prev_amount_yi": 0.1496,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6778,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 22.81,
            "high": 22.85,
            "low": 22.81,
            "close": 22.85,
            "amount_yi": 0.0134
          },
          {
            "time": "10:59",
            "open": 22.82,
            "high": 22.82,
            "low": 22.82,
            "close": 22.82,
            "amount_yi": 0.0164
          },
          {
            "time": "11:00",
            "open": 22.87,
            "high": 22.87,
            "low": 22.87,
            "close": 22.87,
            "amount_yi": 0.0101
          },
          {
            "time": "11:01",
            "open": 22.84,
            "high": 22.84,
            "low": 22.81,
            "close": 22.81,
            "amount_yi": 0.0381
          },
          {
            "time": "11:02",
            "open": 22.75,
            "high": 22.75,
            "low": 22.75,
            "close": 22.75,
            "amount_yi": 0.0234
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42634.6,
      "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": 22.75,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 22.35,
        "open": 22.85,
        "high": 23.5,
        "low": 22.58,
        "bid1": 22.75,
        "ask1": 22.79,
        "bid_qty1": 163,
        "ask_qty1": 10
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600353:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.600353:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "BUY",
      "priority": "W101",
      "status": "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": "2026-07-06T11:02:06",
      "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": 46.2609,
      "price_vs_vwap_pct": -1.5367,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1783,
        "prev_amount_yi": 0.3271,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5451,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 45.75,
            "high": 45.75,
            "low": 45.73,
            "close": 45.73,
            "amount_yi": 0.0324
          },
          {
            "time": "10:59",
            "open": 45.49,
            "high": 45.5,
            "low": 45.49,
            "close": 45.5,
            "amount_yi": 0.0571
          },
          {
            "time": "11:00",
            "open": 45.72,
            "high": 45.72,
            "low": 45.72,
            "close": 45.72,
            "amount_yi": 0.0169
          },
          {
            "time": "11:01",
            "open": 45.85,
            "high": 45.85,
            "low": 45.7,
            "close": 45.7,
            "amount_yi": 0.0553
          },
          {
            "time": "11:02",
            "open": 45.55,
            "high": 45.55,
            "low": 45.55,
            "close": 45.55,
            "amount_yi": 0.0166
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "current_position_value": 9100.0,
      "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": 45.55,
        "ts": "2026-07-06T11:02:04",
        "prev_close": 44.53,
        "open": 45.46,
        "high": 47.9,
        "low": 43.98,
        "bid1": 45.55,
        "ask1": 45.57,
        "bid_qty1": 99,
        "ask_qty1": 8
      },
      "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": "2026-07-06T11:02:06",
      "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": 7.0448,
      "price_vs_vwap_pct": -2.1974,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0133,
        "prev_amount_yi": 0.0301,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4419,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 6.89,
            "high": 6.89,
            "low": 6.89,
            "close": 6.89,
            "amount_yi": 0.0008
          },
          {
            "time": "10:59",
            "open": 6.9,
            "high": 6.9,
            "low": 6.89,
            "close": 6.89,
            "amount_yi": 0.0088
          },
          {
            "time": "11:00",
            "open": 6.89,
            "high": 6.89,
            "low": 6.89,
            "close": 6.89,
            "amount_yi": 0.0013
          },
          {
            "time": "11:01",
            "open": 6.89,
            "high": 6.89,
            "low": 6.89,
            "close": 6.89,
            "amount_yi": 0.0008
          },
          {
            "time": "11:02",
            "open": 6.89,
            "high": 6.89,
            "low": 6.89,
            "close": 6.89,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": "2026-07-06T11:02:03",
        "prev_close": 7.11,
        "open": 7.11,
        "high": 7.23,
        "low": 6.87,
        "bid1": 6.89,
        "ask1": 6.9,
        "bid_qty1": 8,
        "ask_qty1": 225
      },
      "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": "2026-07-06T11:02:06",
      "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": 9.52,
      "price_vs_vwap_pct": -1.4706,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0106,
        "prev_amount_yi": 0.0329,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3222,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 9.35,
            "high": 9.35,
            "low": 9.35,
            "close": 9.35,
            "amount_yi": 0.0018
          },
          {
            "time": "10:59",
            "open": 9.36,
            "high": 9.36,
            "low": 9.35,
            "close": 9.35,
            "amount_yi": 0.0018
          },
          {
            "time": "11:00",
            "open": 9.36,
            "high": 9.36,
            "low": 9.36,
            "close": 9.36,
            "amount_yi": 0.0033
          },
          {
            "time": "11:01",
            "open": 9.37,
            "high": 9.37,
            "low": 9.37,
            "close": 9.37,
            "amount_yi": 0.0023
          },
          {
            "time": "11:02",
            "open": 9.38,
            "high": 9.38,
            "low": 9.38,
            "close": 9.38,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 9.38,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 9.66,
        "open": 9.65,
        "high": 9.69,
        "low": 9.34,
        "bid1": 9.38,
        "ask1": 9.39,
        "bid_qty1": 21,
        "ask_qty1": 77
      },
      "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": "2026-07-06T11:02:06",
      "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": 62.6599,
      "price_vs_vwap_pct": -1.1489,
      "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": 0.4276,
        "prev_amount_yi": 0.8493,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5035,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:58",
            "open": 61.88,
            "high": 61.9,
            "low": 61.88,
            "close": 61.9,
            "amount_yi": 0.0844
          },
          {
            "time": "10:59",
            "open": 61.89,
            "high": 61.89,
            "low": 61.86,
            "close": 61.86,
            "amount_yi": 0.1091
          },
          {
            "time": "11:00",
            "open": 61.76,
            "high": 61.76,
            "low": 61.76,
            "close": 61.76,
            "amount_yi": 0.0917
          },
          {
            "time": "11:01",
            "open": 61.8,
            "high": 61.86,
            "low": 61.8,
            "close": 61.86,
            "amount_yi": 0.0574
          },
          {
            "time": "11:02",
            "open": 61.94,
            "high": 61.94,
            "low": 61.94,
            "close": 61.94,
            "amount_yi": 0.085
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 61.94,
        "ts": "2026-07-06T11:02:04",
        "prev_close": 62.43,
        "open": 62.92,
        "high": 63.97,
        "low": 61.6,
        "bid1": 61.94,
        "ask1": 61.95,
        "bid_qty1": 14,
        "ask_qty1": 5
      },
      "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": "2026-07-06T11:02:06",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 12800,
      "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": 6.7424,
      "price_vs_vwap_pct": -1.8154,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0409,
        "prev_amount_yi": 0.0714,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5728,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:58",
            "open": 6.62,
            "high": 6.63,
            "low": 6.62,
            "close": 6.63,
            "amount_yi": 0.0193
          },
          {
            "time": "10:59",
            "open": 6.63,
            "high": 6.63,
            "low": 6.63,
            "close": 6.63,
            "amount_yi": 0.0024
          },
          {
            "time": "11:00",
            "open": 6.63,
            "high": 6.63,
            "low": 6.63,
            "close": 6.63,
            "amount_yi": 0.0024
          },
          {
            "time": "11:01",
            "open": 6.62,
            "high": 6.62,
            "low": 6.62,
            "close": 6.62,
            "amount_yi": 0.01
          },
          {
            "time": "11:02",
            "open": 6.62,
            "high": 6.62,
            "low": 6.62,
            "close": 6.62,
            "amount_yi": 0.0068
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 6.62,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 6.67,
        "open": 6.72,
        "high": 6.88,
        "low": 6.61,
        "bid1": 6.62,
        "ask1": 6.63,
        "bid_qty1": 60,
        "ask_qty1": 507
      },
      "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": "2026-07-06T11:02:06",
      "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": 14.8609,
      "price_vs_vwap_pct": 0.3304,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0125,
        "prev_amount_yi": 0.0097,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2887,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:58",
            "open": 14.85,
            "high": 14.88,
            "low": 14.85,
            "close": 14.88,
            "amount_yi": 0.0085
          },
          {
            "time": "10:59",
            "open": 14.89,
            "high": 14.9,
            "low": 14.89,
            "close": 14.9,
            "amount_yi": 0.002
          },
          {
            "time": "11:00",
            "open": 14.86,
            "high": 14.86,
            "low": 14.86,
            "close": 14.86,
            "amount_yi": 0.0012
          },
          {
            "time": "11:01",
            "open": 14.9,
            "high": 14.9,
            "low": 14.89,
            "close": 14.89,
            "amount_yi": 0.0005
          },
          {
            "time": "11:02",
            "open": 14.91,
            "high": 14.91,
            "low": 14.91,
            "close": 14.91,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 14.91,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 14.73,
        "open": 14.7,
        "high": 15.37,
        "low": 14.33,
        "bid1": 14.89,
        "ask1": 14.91,
        "bid_qty1": 11,
        "ask_qty1": 9
      },
      "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": "2026-07-06T11:02:06",
      "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": 10.4216,
      "price_vs_vwap_pct": -0.9749,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0314,
        "prev_amount_yi": 0.1089,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2883,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:58",
            "open": 10.31,
            "high": 10.32,
            "low": 10.31,
            "close": 10.32,
            "amount_yi": 0.0055
          },
          {
            "time": "10:59",
            "open": 10.32,
            "high": 10.33,
            "low": 10.32,
            "close": 10.33,
            "amount_yi": 0.0043
          },
          {
            "time": "11:00",
            "open": 10.33,
            "high": 10.33,
            "low": 10.33,
            "close": 10.33,
            "amount_yi": 0.002
          },
          {
            "time": "11:01",
            "open": 10.34,
            "high": 10.34,
            "low": 10.32,
            "close": 10.32,
            "amount_yi": 0.0153
          },
          {
            "time": "11:02",
            "open": 10.32,
            "high": 10.32,
            "low": 10.32,
            "close": 10.32,
            "amount_yi": 0.0043
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 10.32,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 10.24,
        "open": 10.17,
        "high": 10.73,
        "low": 9.91,
        "bid1": 10.32,
        "ask1": 10.33,
        "bid_qty1": 159,
        "ask_qty1": 85
      },
      "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": "2026-07-06T11:02:06",
      "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": 54.9879,
      "price_vs_vwap_pct": 0.5858,
      "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": 0.3738,
        "prev_amount_yi": 0.4924,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7591,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:58",
            "open": 55.03,
            "high": 55.16,
            "low": 55.03,
            "close": 55.16,
            "amount_yi": 0.1037
          },
          {
            "time": "10:59",
            "open": 55.02,
            "high": 55.11,
            "low": 55.02,
            "close": 55.11,
            "amount_yi": 0.0789
          },
          {
            "time": "11:00",
            "open": 55.23,
            "high": 55.23,
            "low": 55.23,
            "close": 55.23,
            "amount_yi": 0.0783
          },
          {
            "time": "11:01",
            "open": 55.28,
            "high": 55.28,
            "low": 55.24,
            "close": 55.24,
            "amount_yi": 0.0917
          },
          {
            "time": "11:02",
            "open": 55.31,
            "high": 55.31,
            "low": 55.31,
            "close": 55.31,
            "amount_yi": 0.0212
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 55.31,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 51.96,
        "open": 51.82,
        "high": 57.16,
        "low": 51.66,
        "bid1": 55.3,
        "ask1": 55.31,
        "bid_qty1": 237,
        "ask_qty1": 13
      },
      "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": "2026-07-06T11:02:06",
      "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": 3.2886,
      "intraday_vwap": 14.8268,
      "price_vs_vwap_pct": 0.4263,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0204,
        "prev_amount_yi": 0.0025,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 8.16,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 14.86,
            "high": 14.88,
            "low": 14.86,
            "close": 14.88,
            "amount_yi": 0.0009
          },
          {
            "time": "10:59",
            "open": 14.87,
            "high": 14.87,
            "low": 14.87,
            "close": 14.87,
            "amount_yi": 0.0043
          },
          {
            "time": "11:00",
            "open": 14.87,
            "high": 14.87,
            "low": 14.87,
            "close": 14.87,
            "amount_yi": 0.0006
          },
          {
            "time": "11:01",
            "open": 14.87,
            "high": 14.9,
            "low": 14.87,
            "close": 14.9,
            "amount_yi": 0.0133
          },
          {
            "time": "11:02",
            "open": 14.89,
            "high": 14.89,
            "low": 14.89,
            "close": 14.89,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42634.6,
      "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": 14.89,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 14.71,
        "open": 14.66,
        "high": 15.15,
        "low": 14.4,
        "bid1": 14.89,
        "ask1": 14.9,
        "bid_qty1": 5,
        "ask_qty1": 256
      },
      "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": "2026-07-06T11:02:06",
      "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": 16.7,
      "price_vs_vwap_pct": -0.5389,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1851,
        "prev_amount_yi": 0.2757,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6714,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 16.57,
            "high": 16.57,
            "low": 16.57,
            "close": 16.57,
            "amount_yi": 0.0367
          },
          {
            "time": "10:59",
            "open": 16.57,
            "high": 16.57,
            "low": 16.57,
            "close": 16.57,
            "amount_yi": 0.0375
          },
          {
            "time": "11:00",
            "open": 16.65,
            "high": 16.65,
            "low": 16.65,
            "close": 16.65,
            "amount_yi": 0.0649
          },
          {
            "time": "11:01",
            "open": 16.62,
            "high": 16.62,
            "low": 16.59,
            "close": 16.59,
            "amount_yi": 0.0352
          },
          {
            "time": "11:02",
            "open": 16.61,
            "high": 16.61,
            "low": 16.61,
            "close": 16.61,
            "amount_yi": 0.0108
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 16.61,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 17.6,
        "open": 17.13,
        "high": 17.18,
        "low": 16.3,
        "bid1": 16.6,
        "ask1": 16.61,
        "bid_qty1": 118,
        "ask_qty1": 14
      },
      "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": "2026-07-06T11:02:06",
      "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": 13.5957,
      "price_vs_vwap_pct": -2.6898,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.084,
        "prev_amount_yi": 0.1134,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7407,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 13.23,
            "high": 13.26,
            "low": 13.23,
            "close": 13.26,
            "amount_yi": 0.0181
          },
          {
            "time": "10:59",
            "open": 13.25,
            "high": 13.26,
            "low": 13.25,
            "close": 13.26,
            "amount_yi": 0.0087
          },
          {
            "time": "11:00",
            "open": 13.26,
            "high": 13.26,
            "low": 13.26,
            "close": 13.26,
            "amount_yi": 0.0047
          },
          {
            "time": "11:01",
            "open": 13.26,
            "high": 13.26,
            "low": 13.22,
            "close": 13.22,
            "amount_yi": 0.0433
          },
          {
            "time": "11:02",
            "open": 13.23,
            "high": 13.23,
            "low": 13.23,
            "close": 13.23,
            "amount_yi": 0.0092
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 13.23,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 13.69,
        "open": 13.87,
        "high": 13.94,
        "low": 13.2,
        "bid1": 13.24,
        "ask1": 13.25,
        "bid_qty1": 1,
        "ask_qty1": 34
      },
      "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": "2026-07-06T11:02:06",
      "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": 18.7001,
      "price_vs_vwap_pct": -1.0166,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.027,
        "prev_amount_yi": 0.0156,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7308,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 18.46,
            "high": 18.46,
            "low": 18.46,
            "close": 18.46,
            "amount_yi": 0.0098
          },
          {
            "time": "10:59",
            "open": 18.48,
            "high": 18.48,
            "low": 18.47,
            "close": 18.47,
            "amount_yi": 0.0041
          },
          {
            "time": "11:00",
            "open": 18.5,
            "high": 18.5,
            "low": 18.5,
            "close": 18.5,
            "amount_yi": 0.0024
          },
          {
            "time": "11:01",
            "open": 18.5,
            "high": 18.51,
            "low": 18.5,
            "close": 18.51,
            "amount_yi": 0.0072
          },
          {
            "time": "11:02",
            "open": 18.51,
            "high": 18.51,
            "low": 18.51,
            "close": 18.51,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 18.51,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 18.49,
        "open": 18.49,
        "high": 19.26,
        "low": 18.38,
        "bid1": 18.5,
        "ask1": 18.51,
        "bid_qty1": 33,
        "ask_qty1": 10
      },
      "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": "2026-07-06T11:02:06",
      "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": 9.694,
      "price_vs_vwap_pct": -0.4539,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0147,
        "prev_amount_yi": 0.0023,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 6.3913,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 9.66,
            "high": 9.67,
            "low": 9.66,
            "close": 9.67,
            "amount_yi": 0.0008
          },
          {
            "time": "10:59",
            "open": 9.65,
            "high": 9.65,
            "low": 9.65,
            "close": 9.65,
            "amount_yi": 0.0129
          },
          {
            "time": "11:00",
            "open": 9.65,
            "high": 9.65,
            "low": 9.65,
            "close": 9.65,
            "amount_yi": 0.0005
          },
          {
            "time": "11:01",
            "open": 9.65,
            "high": 9.65,
            "low": 9.65,
            "close": 9.65,
            "amount_yi": 0.0002
          },
          {
            "time": "11:02",
            "open": 9.65,
            "high": 9.65,
            "low": 9.65,
            "close": 9.65,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 9.65,
        "ts": "2026-07-06T11:01:58",
        "prev_close": 9.75,
        "open": 9.72,
        "high": 9.81,
        "low": 9.62,
        "bid1": 9.65,
        "ask1": 9.66,
        "bid_qty1": 56,
        "ask_qty1": 28
      },
      "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": "2026-07-06T11:02:06",
      "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": 10.2331,
      "price_vs_vwap_pct": -0.4212,
      "energy_floor_hint_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": 0.0234,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6667,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 10.2,
            "high": 10.2,
            "low": 10.19,
            "close": 10.19,
            "amount_yi": 0.0025
          },
          {
            "time": "10:59",
            "open": 10.2,
            "high": 10.2,
            "low": 10.2,
            "close": 10.2,
            "amount_yi": 0.0016
          },
          {
            "time": "11:00",
            "open": 10.19,
            "high": 10.19,
            "low": 10.19,
            "close": 10.19,
            "amount_yi": 0.0027
          },
          {
            "time": "11:01",
            "open": 10.19,
            "high": 10.19,
            "low": 10.19,
            "close": 10.19,
            "amount_yi": 0.006
          },
          {
            "time": "11:02",
            "open": 10.19,
            "high": 10.19,
            "low": 10.19,
            "close": 10.19,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": "2026-07-06T11:02:03",
        "prev_close": 10.41,
        "open": 10.38,
        "high": 10.49,
        "low": 10.13,
        "bid1": 10.18,
        "ask1": 10.19,
        "bid_qty1": 1,
        "ask_qty1": 42
      },
      "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": "2026-07-06T11:02:06",
      "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": 11.808,
      "price_vs_vwap_pct": -2.1003,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0147,
        "prev_amount_yi": 0.0436,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3372,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 11.54,
            "high": 11.55,
            "low": 11.54,
            "close": 11.55,
            "amount_yi": 0.0062
          },
          {
            "time": "10:59",
            "open": 11.56,
            "high": 11.57,
            "low": 11.56,
            "close": 11.57,
            "amount_yi": 0.0023
          },
          {
            "time": "11:00",
            "open": 11.57,
            "high": 11.57,
            "low": 11.57,
            "close": 11.57,
            "amount_yi": 0.0038
          },
          {
            "time": "11:01",
            "open": 11.58,
            "high": 11.58,
            "low": 11.57,
            "close": 11.57,
            "amount_yi": 0.002
          },
          {
            "time": "11:02",
            "open": 11.56,
            "high": 11.56,
            "low": 11.56,
            "close": 11.56,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 11.56,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 12.01,
        "open": 12.0,
        "high": 12.12,
        "low": 11.52,
        "bid1": 11.56,
        "ask1": 11.57,
        "bid_qty1": 80,
        "ask_qty1": 134
      },
      "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": "2026-07-06T11:02:06",
      "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": 14.6235,
      "price_vs_vwap_pct": -2.2806,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0283,
        "prev_amount_yi": 0.0993,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.285,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 14.25,
            "high": 14.28,
            "low": 14.25,
            "close": 14.28,
            "amount_yi": 0.0057
          },
          {
            "time": "10:59",
            "open": 14.27,
            "high": 14.28,
            "low": 14.27,
            "close": 14.28,
            "amount_yi": 0.0083
          },
          {
            "time": "11:00",
            "open": 14.28,
            "high": 14.28,
            "low": 14.28,
            "close": 14.28,
            "amount_yi": 0.0025
          },
          {
            "time": "11:01",
            "open": 14.29,
            "high": 14.29,
            "low": 14.28,
            "close": 14.28,
            "amount_yi": 0.0095
          },
          {
            "time": "11:02",
            "open": 14.29,
            "high": 14.29,
            "low": 14.29,
            "close": 14.29,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 14.29,
        "ts": "2026-07-06T11:02:03",
        "prev_close": 15.08,
        "open": 14.9,
        "high": 14.96,
        "low": 14.22,
        "bid1": 14.28,
        "ask1": 14.29,
        "bid_qty1": 239,
        "ask_qty1": 51
      },
      "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": "2026-07-06T11:02:06",
      "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": 3.2188,
      "price_vs_vwap_pct": 0.6586,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0383,
        "prev_amount_yi": 0.0549,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6976,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:58",
            "open": 3.24,
            "high": 3.24,
            "low": 3.23,
            "close": 3.23,
            "amount_yi": 0.0136
          },
          {
            "time": "10:59",
            "open": 3.23,
            "high": 3.23,
            "low": 3.23,
            "close": 3.23,
            "amount_yi": 0.0111
          },
          {
            "time": "11:00",
            "open": 3.23,
            "high": 3.23,
            "low": 3.23,
            "close": 3.23,
            "amount_yi": 0.0031
          },
          {
            "time": "11:01",
            "open": 3.24,
            "high": 3.24,
            "low": 3.24,
            "close": 3.24,
            "amount_yi": 0.0086
          },
          {
            "time": "11:02",
            "open": 3.24,
            "high": 3.24,
            "low": 3.24,
            "close": 3.24,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42634.6,
      "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": "2026-07-06T11:02:04",
        "prev_close": 3.12,
        "open": 3.12,
        "high": 3.26,
        "low": 3.11,
        "bid1": 3.23,
        "ask1": 3.24,
        "bid_qty1": 11799,
        "ask_qty1": 12804
      },
      "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": "2026-07-06T11:02:06",
      "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": 12.639,
      "price_vs_vwap_pct": 1.1947,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1478,
        "prev_amount_yi": 0.1465,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0089,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 12.8,
            "high": 12.8,
            "low": 12.8,
            "close": 12.8,
            "amount_yi": 0.0213
          },
          {
            "time": "10:59",
            "open": 12.81,
            "high": 12.82,
            "low": 12.81,
            "close": 12.82,
            "amount_yi": 0.0835
          },
          {
            "time": "11:00",
            "open": 12.81,
            "high": 12.81,
            "low": 12.81,
            "close": 12.81,
            "amount_yi": 0.0144
          },
          {
            "time": "11:01",
            "open": 12.81,
            "high": 12.81,
            "low": 12.8,
            "close": 12.8,
            "amount_yi": 0.0224
          },
          {
            "time": "11:02",
            "open": 12.79,
            "high": 12.79,
            "low": 12.79,
            "close": 12.79,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": 12.79,
        "ts": "2026-07-06T11:02:05",
        "prev_close": 12.28,
        "open": 12.28,
        "high": 12.83,
        "low": 12.18,
        "bid1": 12.79,
        "ask1": 12.8,
        "bid_qty1": 207,
        "ask_qty1": 254
      },
      "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": "2026-07-06T11:02:06",
      "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": 5.1175,
      "price_vs_vwap_pct": 0.0489,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0135,
        "prev_amount_yi": 0.0128,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0547,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 5.1,
            "high": 5.11,
            "low": 5.1,
            "close": 5.11,
            "amount_yi": 0.0012
          },
          {
            "time": "10:59",
            "open": 5.1,
            "high": 5.12,
            "low": 5.1,
            "close": 5.12,
            "amount_yi": 0.008
          },
          {
            "time": "11:00",
            "open": 5.11,
            "high": 5.11,
            "low": 5.11,
            "close": 5.11,
            "amount_yi": 0.0004
          },
          {
            "time": "11:01",
            "open": 5.12,
            "high": 5.12,
            "low": 5.12,
            "close": 5.12,
            "amount_yi": 0.0012
          },
          {
            "time": "11:02",
            "open": 5.12,
            "high": 5.12,
            "low": 5.12,
            "close": 5.12,
            "amount_yi": 0.0027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85269.2,
      "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": "2026-07-06T11:02:03",
        "prev_close": 5.12,
        "open": 5.15,
        "high": 5.18,
        "low": 5.03,
        "bid1": 5.11,
        "ask1": 5.12,
        "bid_qty1": 213,
        "ask_qty1": 164
      },
      "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": 380867.78,
    "total_value": 1065884.78,
    "unrealized_pnl": 21267.34246854721,
    "unrealized_pnl_pct_of_initial": 2.126734246854721,
    "realized_pnl": 44617.437531452815,
    "realized_pnl_pct_of_initial": 4.4617437531452815,
    "total_pnl": 65884.78000000003,
    "total_pnl_pct": 6.588477999999998
  },
  "paper_positions": [
    {
      "symbol": "SZSE.000536",
      "name": "华映科技",
      "quantity": 38400,
      "sellable_qty": 33000,
      "avg_cost": 3.6173972602739726,
      "last_price": 3.74,
      "market_value": 143616.0,
      "unrealized_pnl": 4707.945205479462,
      "unrealized_pnl_pct": 3.3892528496232144,
      "updated_at": "2026-07-06T11:02:06",
      "prev_close": 3.98,
      "holding_days": 3,
      "position_pct_of_total": 13.473876604186055
    },
    {
      "symbol": "SZSE.002979",
      "name": "雷赛智能",
      "quantity": 1100,
      "sellable_qty": 800,
      "avg_cost": 61.34571428571429,
      "last_price": 73.64,
      "market_value": 81004.0,
      "unrealized_pnl": 13523.714285714284,
      "unrealized_pnl_pct": 20.04098551534628,
      "updated_at": "2026-07-06T11:02:06",
      "prev_close": 69.55,
      "holding_days": 3,
      "position_pct_of_total": 7.599695719456657
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "quantity": 503,
      "sellable_qty": 501,
      "avg_cost": 124.28448712255774,
      "last_price": 130.26,
      "market_value": 65520.78,
      "unrealized_pnl": 3005.6829773534546,
      "unrealized_pnl_pct": 4.807931396578691,
      "updated_at": "2026-07-06T11:02:06",
      "prev_close": 140.4,
      "holding_days": 3,
      "position_pct_of_total": 6.147079049200796
    },
    {
      "symbol": "SHSE.600150",
      "name": "中国船舶",
      "quantity": 1400,
      "sellable_qty": 0,
      "avg_cost": 37.87,
      "last_price": 37.72,
      "market_value": 52808.0,
      "unrealized_pnl": -209.999999999998,
      "unrealized_pnl_pct": -0.3960918933192503,
      "updated_at": "2026-07-06T11:02:06",
      "prev_close": 37.15,
      "holding_days": 0,
      "position_pct_of_total": 4.954381654647513
    },
    {
      "symbol": "SHSE.600547",
      "name": "山东黄金",
      "quantity": 1100,
      "sellable_qty": 0,
      "avg_cost": 26.99,
      "last_price": 26.19,
      "market_value": 28809.0,
      "unrealized_pnl": -879.9999999999968,
      "unrealized_pnl_pct": -2.964060763245635,
      "updated_at": "2026-07-06T11:02:06",
      "prev_close": 26.08,
      "holding_days": 0,
      "position_pct_of_total": 2.702824971381991
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 200,
      "sellable_qty": 200,
      "avg_cost": 39.95,
      "last_price": 45.55,
      "market_value": 9110.0,
      "unrealized_pnl": 1119.9999999999989,
      "unrealized_pnl_pct": 14.01752190237795,
      "updated_at": "2026-07-06T11:02:06",
      "prev_close": 44.53,
      "holding_days": 9,
      "position_pct_of_total": 0.8546890030646651
    }
  ],
  "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": 3.74,
      "avg_cost": 3.6173972602739726,
      "pnl_pct": 3.3893,
      "threshold": 3.89,
      "reason": "position_add_invalid_t_exit",
      "source_order_id": 45,
      "source_event_id": "20260703:20260706:SZSE.000536:POSITION_TREND_ADD:BUY",
      "quote_prev_close": null,
      "reference_price": null,
      "price_scale_gap_pct": null,
      "raw_avg_cost": 3.99,
      "adjusted_avg_cost": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null
    },
    {
      "symbol": "SZSE.002979",
      "name": "雷赛智能",
      "rule": "position_invalid_price",
      "status": "PENDING_SELL",
      "side": "SELL",
      "qty": 300,
      "sellable_qty": 800,
      "last_price": 73.64,
      "avg_cost": 61.34571428571429,
      "pnl_pct": 20.041,
      "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
    }
  ],
  "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": 1,
    "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": 2,
    "risk_exit_orders": 6,
    "risk_exit_filled": 5,
    "risk_exit_blocked_t1": 0,
    "qfq_position_adjustments": 0,
    "preopen_sector_flow_passed": false,
    "preopen_strong_themes": 0
  }
}