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"amount_yi": 0.0741 }, { "time": "09:46", "open": 279.01, "high": 279.01, "low": 279.01, "close": 279.01, "amount_yi": 0.0274 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 279.01, "ts": "2026-06-25T09:46:12", "prev_close": 283.96, "open": 284.76, "high": 285.01, "low": 272.0, "bid1": 279.02, "ask1": 279.66, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 1000000.0, "market_value": 0, "total_value": 1000000.0, "unrealized_pnl": 0, "unrealized_pnl_pct_of_initial": 0.0, "realized_pnl": 0.0, "realized_pnl_pct_of_initial": 0.0, "total_pnl": 0.0, "total_pnl_pct": 0.0 }, "paper_positions": [], "paper_orders": [], "orders_this_tick": [], "position_risk_events": [], "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": 0.45, "max_shadow_total_position_pct": 0.45, "base_max_total_position_pct": 0.9, "base_max_shadow_total_position_pct": 45.0, "dynamic_total_position_sizing_enabled": true, "dynamic_total_cap_regime": "DEFENSIVE", "dynamic_total_cap_reason": "行情样本缺失或陈旧，总仓降到防守档", "dynamic_total_cap": { "enabled": true, "regime": "DEFENSIVE", "reason": "行情样本缺失或陈旧，总仓降到防守档", "base_total_position_pct": 0.9, "base_shadow_total_position_pct": 45.0, "effective_total_position_pct": 0.45, "effective_shadow_total_position_pct": 0.45, 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