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      "tier": "loss_step1@-8pct",
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      "order_kind": "INVALIDATION_SELL",
      "qty": 200,
      "quantity": 200,
      "price": 39.0,
      "amount": 7800.0,
      "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。",
      "trigger_price": 39.0,
      "day_return_pct": -8.8785,
      "unrealized_profit_pct": -2.378,
      "quantity_before": 800,
      "sellable_qty_before": 800,
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      "reduce_ratio": 0.3333333333333333,
      "realized_pnl_delta": -190.00000000000057,
      "cost_basis": 7990.000000000001,
      "realized_pnl_source": "order_raw_cost",
      "id": 28,
      "plan_date": "20260701",
      "trade_date": "20260702",
      "ts": "2026-07-02T09:34:01",
      "sim_reason": "loss_side_invalidation_day_drop_v1"
    }
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    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
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      "threshold": 126.4,
      "reason": "position_add_invalid_opening_confirmation_pending",
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      "threshold": 103.51,
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    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "rule": "position_invalid_price",
      "status": "PENDING_CONFIRMATION",
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      "last_price": 39.65,
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      "pnl_pct": -0.7509,
      "threshold": 42.12,
      "reason": "position_add_invalid_opening_confirmation_pending",
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  "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,
        "active_total": 0,
        "sample_total": 0,
        "market_gate_passed": false,
        "market_gate_reason": "wait_until_09:35,no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation"
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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
  },
  "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": 133,
    "active_plan_contracts": 13,
    "watch_candidate_contracts": 120,
    "watch_only_contracts": 0,
    "actionable": 0,
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    "unfilled_orders": 0,
    "risk_exit_signals": 3,
    "risk_exit_orders": 2,
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    "risk_exit_blocked_t1": 0,
    "qfq_position_adjustments": 0,
    "preopen_sector_flow_passed": false,
    "preopen_strong_themes": 3
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}