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      "position_pct_of_total": 14.577516969140847
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      "rule_id": "profit_protection_day_drop_v1",
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "SELL",
      "status": "FILLED",
      "qty": 1600,
      "quantity": 1600,
      "price": 49.47,
      "amount": 79152.0,
      "reason": "持仓利润保护：浮盈超过20%，当日跌幅超过6%，先卖出可卖数量的约三分之一锁定利润；若跌幅扩大再继续降仓。",
      "trigger_price": 49.47,
      "day_return_pct": -6.4839,
      "unrealized_profit_pct": 34.7956,
      "quantity_before": 4800,
      "sellable_qty_before": 4800,
      "id": 1,
      "plan_date": "20260624",
      "trade_date": "20260625",
      "ts": "2026-06-25T10:17:03",
      "sim_reason": "profit_protection_day_drop_v1",
      "template_key": "BREAK_PREV_HIGH",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "theme": "光刻胶 / 光刻工艺",
      "exec_low": 53.68,
      "exec_high": 54.49,
      "invalid_price": 52.07,
      "chase_ceiling": 55.29,
      "max_chase_pct": 1.5,
      "base_exec_high": 54.49,
      "entry_zone_low": 52.87,
      "entry_zone_high": 54.49,
      "intraday_vwap": 49.551,
      "price_vs_vwap_pct": -1.112,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 4,
        "min_samples": 3,
        "amount_yi": 0.386,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
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        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
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            "time": "10:17",
            "open": 49.48,
            "high": 49.48,
            "low": 49.48,
            "close": 49.48,
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          {
            "time": "10:18",
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            "close": 49.17,
            "amount_yi": 0.1197
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          {
            "time": "10:19",
            "open": 49.19,
            "high": 49.21,
            "low": 49.19,
            "close": 49.21,
            "amount_yi": 0.1214
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          {
            "time": "10:20",
            "open": 49.0,
            "high": 49.0,
            "low": 49.0,
            "close": 49.0,
            "amount_yi": 0.1103
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      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 860.6,
      "current_position_value": 156800.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "quote_last": 49.0,
      "quote_prev_close": 52.9,
      "quote_open": 51.6,
      "quote_high": 51.95,
      "quote_low": 47.66,
      "quote_bid1": 49.0,
      "quote_ask1": 49.01,
      "quote_bid_qty1": 1327,
      "quote_ask_qty1": 3,
      "quote_ts": "2026-06-25T10:20:50"
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  "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,
      "defensive_total_position_pct": 0.45,
      "warm_total_position_pct": 0.7,
      "hot_total_position_pct": 0.9,
      "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"
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    "cash_buffer_pct": 0.02
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  "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
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  "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"
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  "summary": {
    "active_contracts": 93,
    "active_plan_contracts": 13,
    "watch_candidate_contracts": 80,
    "watch_only_contracts": 0,
    "actionable": 0,
    "filled_orders": 1,
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    "position_add_signals": 0,
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    "filled_watch_orders": 0,
    "filled_shadow_orders": 0,
    "shadow_filled_orders": 0,
    "rejected_orders": 0,
    "unfilled_orders": 0,
    "risk_exit_signals": 0,
    "risk_exit_orders": 0,
    "risk_exit_filled": 0,
    "risk_exit_blocked_t1": 0,
    "qfq_position_adjustments": 0,
    "preopen_sector_flow_passed": false,
    "preopen_strong_themes": 0
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}