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"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": { "pool_up_ratio": 0.5, "active_up_ratio": 0.0, "active_above_vwap": 0, "active_positive_min": 1, "active_total": 2, "sample_total": 32, "market_gate_passed": false, "market_gate_reason": "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": 32, "active_plan_contracts": 2, "watch_candidate_contracts": 30, "watch_only_contracts": 0, "actionable": 0, "filled_orders": 3, "filled_watch_orders": 1, "filled_shadow_orders": 0, "rejected_orders": 0, "unfilled_orders": 5, "risk_exit_signals": 0, "risk_exit_orders": 1, "risk_exit_filled": 1, "risk_exit_blocked_t1": 0 } }