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          {
            "time": "10:10",
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      "suggested_position_pct": 6.0,
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      "target_amount": 49473.0,
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      "quote": {
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        "ts": "2026-06-09T10:10:49",
        "bid1": 140.31,
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        "ask_qty1": 500
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      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
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    "unrealized_pnl": -168.00000000000068,
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      "sellable_qty": 0,
      "avg_cost": 60.28,
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      "unrealized_pnl": -2096.0000000000036,
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      "position_pct_of_total": 4.661607025557588
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      "symbol": "SHSE.688017",
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      "sellable_qty": 100,
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      "unrealized_pnl": 1928.000000000003,
      "unrealized_pnl_pct": 4.835594793208098,
      "updated_at": "2026-06-09T10:10:49",
      "position_pct_of_total": 4.224126605560215
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  "paper_orders": [
    {
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      "base_exec_high": 60.39,
      "cash_before_order": 949827.0,
      "chase_ceiling": 61.23,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260608:20260609:SZSE.002138:BREAK_PREV_HIGH:BUY",
      "exec_high": 60.39,
      "exec_low": 59.5,
      "intraday_vwap": 58.9169,
      "invalid_price": 51.694,
      "ma5": 51.694,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 4.9532,
        "bar_count": 3,
        "bars": [
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            "amount_yi": 1.3245,
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            "high": 58.32,
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            "open": 58.32,
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          {
            "amount_yi": 2.2421,
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            "open": 59.3,
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          {
            "amount_yi": 1.3866,
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            "open": 60.28,
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        "min_samples": 3,
        "passed": true,
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        "template_key": "BREAK_PREV_HIGH",
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      "name": "顺络电子",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260608",
      "plan_id": "20260608:SZSE.002138:BREAK_PREV_HIGH",
      "price": 60.28,
      "price_vs_vwap_pct": 2.3136,
      "qty": 800,
      "quote_ask1": 60.28,
      "quote_ask_qty1": 300,
      "quote_bid1": 60.02,
      "quote_bid_qty1": 800,
      "quote_last": 60.28,
      "quote_ts": "2026-06-09T09:32:06",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "trigger_touched",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": 131.09,
      "status": "FILLED",
      "suggested_position_pct": 6.0,
      "symbol": "SZSE.002138",
      "target_amount": 49525.5,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "题材股",
      "trade_date": "20260609",
      "trigger_price": 59.5,
      "ts": "2026-06-09T09:32:06",
      "id": 31
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  "position_risk_events": [
    {
      "symbol": "SZSE.002138",
      "name": "顺络电子",
      "rule": "position_stop_loss",
      "status": "BLOCKED_T1",
      "side": "SELL",
      "qty": 0,
      "sellable_qty": 0,
      "last_price": 57.66,
      "avg_cost": 60.28,
      "pnl_pct": -4.3464,
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      "reason": "t1_sellable_qty_insufficient",
      "source_order_id": 31,
      "source_event_id": "20260608:20260609:SZSE.002138:BREAK_PREV_HIGH:BUY"
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  "risk_orders_this_tick": [],
  "position_sizing": {
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    "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": 30.0,
    "max_shadow_total_position_pct": 20.0,
    "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": "DEFENSIVE",
    "dynamic_total_cap_reason": "信号池或 active 龙头承接不足，总仓降到防守档",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "DEFENSIVE",
      "reason": "信号池或 active 龙头承接不足，总仓降到防守档",
      "base_total_position_pct": 60.0,
      "base_shadow_total_position_pct": 35.0,
      "effective_total_position_pct": 30.0,
      "effective_shadow_total_position_pct": 20.0,
      "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": {
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        "active_up_ratio": 0.0,
        "active_above_vwap": 1,
        "active_positive_min": 1,
        "active_total": 1,
        "sample_total": 7,
        "market_gate_passed": false,
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  "position_risk_config": {
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    "late_exit_loss_pct": 2.0,
    "late_exit_time": "14:30",
    "invalid_exit": true,
    "ma5_exit": true,
    "late_weak_exit": true
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  "summary": {
    "active_contracts": 7,
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    "watch_candidate_contracts": 6,
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    "actionable": 0,
    "filled_orders": 1,
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    "risk_exit_signals": 1,
    "risk_exit_orders": 0,
    "risk_exit_filled": 0,
    "risk_exit_blocked_t1": 1
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}