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"max_shadow_single_position_pct": 20.0, "max_total_position_pct": 70.0, "max_shadow_total_position_pct": 70.0, "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": "WARM", "dynamic_total_cap_reason": "盘中市场修复确认，总仓从中性档上调", "dynamic_total_cap": { "enabled": true, "regime": "WARM", "reason": "盘中市场修复确认，总仓从中性档上调", "base_total_position_pct": 90.0, "base_shadow_total_position_pct": 45.0, "effective_total_position_pct": 70.0, "effective_shadow_total_position_pct": 70.0, "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": { "pool_up_ratio": 0.5564, "active_up_ratio": 0.5385, "active_above_vwap": 7, "active_positive_min": 1, "active_total": 13, "sample_total": 133, "market_gate_passed": true, "market_gate_reason": "preopen_sector_flow_confirmed" } }, "cash_buffer_pct": 0.02 }, "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 }, "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" }, "summary": { "active_contracts": 133, "active_plan_contracts": 13, "watch_candidate_contracts": 120, "watch_only_contracts": 0, "actionable": 8, "filled_orders": 2, "filled_official_orders": 2, "position_add_signals": 0, "position_add_filled": 1, "filled_watch_orders": 1, "filled_shadow_orders": 1, "shadow_filled_orders": 1, "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": true, "preopen_strong_themes": 4 } }