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            "amount_yi": 2.9294
          },
          {
            "time": "09:32",
            "open": 23.74,
            "high": 23.77,
            "low": 23.74,
            "close": 23.77,
            "amount_yi": 2.3525
          },
          {
            "time": "09:33",
            "open": 23.94,
            "high": 23.94,
            "low": 23.86,
            "close": 23.86,
            "amount_yi": 1.6971
          },
          {
            "time": "09:34",
            "open": 23.87,
            "high": 23.97,
            "low": 23.87,
            "close": 23.97,
            "amount_yi": 1.2204
          },
          {
            "time": "09:35",
            "open": 23.59,
            "high": 23.59,
            "low": 23.59,
            "close": 23.59,
            "amount_yi": 0.5613
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49877.45,
      "current_position_value": 0.0,
      "cash_before_order": 990184.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 18.888,
      "invalid_price": 18.888,
      "sim_reason": "intraday_vwap_anchor_reclaim",
      "slippage_bps": 679.04,
      "participation_rate": null,
      "quote_last": 23.59,
      "quote_bid1": 23.53,
      "quote_ask1": 23.59,
      "quote_bid_qty1": 4700,
      "quote_ask_qty1": 6000,
      "quote_ts": "2026-06-05T09:35:12"
    }
  ],
  "position_risk_events": [],
  "risk_orders_this_tick": [],
  "position_sizing": {
    "enabled": true,
    "active_target_pct": 12.0,
    "shadow_active_target_pct": 10.0,
    "watch_target_pct": 5.0,
    "max_single_position_pct": 20.0,
    "max_shadow_single_position_pct": 20.0,
    "max_total_position_pct": 60.0,
    "max_shadow_total_position_pct": 35.0,
    "base_max_total_position_pct": 60.0,
    "base_max_shadow_total_position_pct": 35.0,
    "dynamic_total_position_sizing_enabled": true,
    "dynamic_total_cap_regime": "NEUTRAL",
    "dynamic_total_cap_reason": "盘中确认时间窗未满足，保持中性总仓",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "NEUTRAL",
      "reason": "盘中确认时间窗未满足，保持中性总仓",
      "base_total_position_pct": 60.0,
      "base_shadow_total_position_pct": 35.0,
      "effective_total_position_pct": 60.0,
      "effective_shadow_total_position_pct": 35.0,
      "defensive_total_position_pct": 30.0,
      "warm_total_position_pct": 75.0,
      "hot_total_position_pct": 85.0,
      "defensive_shadow_total_position_pct": 20.0,
      "warm_shadow_total_position_pct": 45.0,
      "hot_shadow_total_position_pct": 55.0,
      "checks": {
        "pool_up_ratio": 0.44,
        "active_up_ratio": 0.0,
        "active_above_vwap": 0,
        "active_positive_min": 1,
        "active_total": 0,
        "sample_total": 25,
        "market_gate_passed": false,
        "market_gate_reason": "wait_until_09:45,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap"
      }
    },
    "cash_buffer_pct": 5.0
  },
  "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
  },
  "summary": {
    "active_contracts": 25,
    "active_plan_contracts": 0,
    "watch_candidate_contracts": 25,
    "watch_only_contracts": 0,
    "actionable": 3,
    "filled_orders": 3,
    "filled_watch_orders": 1,
    "filled_shadow_orders": 1,
    "rejected_orders": 0,
    "unfilled_orders": 6,
    "risk_exit_signals": 0,
    "risk_exit_orders": 2,
    "risk_exit_filled": 2,
    "risk_exit_blocked_t1": 0
  }
}