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            "time": "11:09",
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            "time": "11:10",
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            "time": "11:11",
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            "time": "11:12",
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      "suggested_position_pct": 8.0,
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      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
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      "quote": {
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        "ts": "2026-06-29T11:12:41",
        "prev_close": 22.49,
        "open": 22.5,
        "high": 23.31,
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        "bid1": 23.14,
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      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
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    "initial_capital": 1000000.0,
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    "unrealized_pnl": 65483.999999999985,
    "unrealized_pnl_pct_of_initial": 6.548399999999999,
    "realized_pnl": -8694.999999999985,
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    "total_pnl_pct": 5.678899999999998
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      "sellable_qty": 2400,
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      "sellable_qty": 1800,
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      "position_pct_of_total": 20.30301223801535
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  "position_risk_events": [],
  "qfq_position_adjustments": [],
  "risk_orders_this_tick": [],
  "position_add_signals": [],
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  "position_sizing": {
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    "max_single_position_pct": 0.2,
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    "dynamic_total_position_sizing_enabled": true,
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    "dynamic_total_cap_reason": "当日主线承接断裂，正式买入关闭，仅保留风控与观察",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "DEFENSIVE",
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      "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,
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      "defensive_shadow_total_position_pct": 25.0,
      "warm_shadow_total_position_pct": 55.0,
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      "checks": {
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    "late_exit_time": "14:30",
    "invalid_exit": true,
    "ma5_exit": true,
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    "qfq_cost_adjustment": true
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    "max_vwap_premium_pct": 8.0,
    "max_orders_per_day": 2,
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}