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      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
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      "quote_stale_lock": false
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    "initial_capital": 1000000.0,
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    "unrealized_pnl": 80456.0,
    "unrealized_pnl_pct_of_initial": 8.0456,
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    "realized_pnl_pct_of_initial": -0.8694999999999999,
    "total_pnl": 71761.0,
    "total_pnl_pct": 7.176099999999996
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      "sellable_qty": 1800,
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      "updated_at": "2026-06-30T09:44:57",
      "prev_close": 114.41,
      "holding_days": 10,
      "position_pct_of_total": 21.191664932760197
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      "symbol": "SHSE.600353",
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      "sellable_qty": 1600,
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  "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": 45.0,
    "max_shadow_total_position_pct": 45.0,
    "base_max_total_position_pct": 90.0,
    "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": 90.0,
      "base_shadow_total_position_pct": 45.0,
      "effective_total_position_pct": 45.0,
      "effective_shadow_total_position_pct": 45.0,
      "defensive_total_position_pct": 45.0,
      "warm_total_position_pct": 70.0,
      "hot_total_position_pct": 90.0,
      "defensive_shadow_total_position_pct": 25.0,
      "warm_shadow_total_position_pct": 55.0,
      "hot_shadow_total_position_pct": 65.0,
      "checks": {
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        "active_above_vwap": 0,
        "active_positive_min": 1,
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    "late_exit_time": "14:30",
    "invalid_exit": true,
    "ma5_exit": true,
    "late_weak_exit": true,
    "qfq_cost_adjustment": true
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    "max_vwap_premium_pct": 8.0,
    "max_orders_per_day": 2,
    "before_time": "14:30"
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  "summary": {
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    "preopen_strong_themes": 0
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}