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    "unrealized_pnl": 66775.99999999999,
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  ],
  "paper_orders": [
    {
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      "rule_id": "profit_protection_day_drop_v2",
      "tier": "step1@-6pct",
      "symbol": "SHSE.600584",
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      "side": "SELL",
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      "order_kind": "RISK_SELL",
      "qty": 800,
      "quantity": 800,
      "price": 96.57,
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      "reason": "持仓利润保护：浮盈超过20%，当日跌幅触发分层减仓；事件 ID 已按跌幅档位拆分，并受冷却时间与当日累计减仓上限约束。",
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      "quantity_before": 2400,
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      "order_kind": "INVALIDATION_SELL",
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      "quantity": 200,
      "price": 39.41,
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      "reason": "亏损侧/小盈利失效保护：未达到利润保护条件，但当日急跌超过阈值，按失效止损链路先降低风险暴露。",
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      "quantity_before": 600,
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  "qfq_position_adjustments": [],
  "risk_orders_this_tick": [],
  "position_add_signals": [],
  "position_add_orders_this_tick": [],
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    "position_add_target_pct": 0.08,
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    "max_shadow_total_position_pct": 45.0,
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    "dynamic_total_position_sizing_enabled": true,
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    "dynamic_total_cap": {
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      "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,
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      "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_positive_min": 1,
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    "late_exit_time": "14:30",
    "invalid_exit": true,
    "ma5_exit": true,
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    "max_vwap_premium_pct": 8.0,
    "max_orders_per_day": 2,
    "before_time": "14:30"
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    "unfilled_orders": 0,
    "risk_exit_signals": 0,
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    "risk_exit_blocked_t1": 0,
    "qfq_position_adjustments": 0,
    "preopen_sector_flow_passed": false,
    "preopen_strong_themes": 0
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}