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      "ts": "2026-07-02T09:35:11",
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "SELL",
      "status": "FILLED",
      "qty": 400,
      "price": 40.02,
      "amount": 16008.000000000002,
      "reason": "paper_sell_at_bid1",
      "template_key": "POSITION_RISK_EXIT",
      "decision": "risk_exit",
      "paper_scope": "position_risk",
      "theme": null,
      "trigger_price": 42.12,
      "exec_low": null,
      "exec_high": null,
      "chase_ceiling": null,
      "max_chase_pct": null,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "invalid_price": 42.12,
      "sim_reason": "position_add_invalid_t_exit",
      "risk_rule": "position_invalid_price",
      "risk_threshold": 42.12,
      "position_pnl_pct": 0.5257,
      "raw_position_pnl_pct": 0.5256570713391584,
      "raw_avg_cost": 43.2,
      "adjusted_avg_cost": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null,
      "price_scale_gap_pct": null,
      "sellable_qty": 400,
      "slippage_bps": null,
      "participation_rate": null,
      "quote_last": 40.16,
      "quote_prev_close": 42.8,
      "quote_open": 41.0,
      "quote_high": 41.24,
      "quote_low": 38.9,
      "quote_bid1": 40.02,
      "quote_ask1": 40.16,
      "quote_bid_qty1": 2,
      "quote_ask_qty1": 6,
      "quote_ts": "2026-07-02T09:35:08"
    }
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  "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": 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": 0.8496,
        "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"
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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
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  "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,
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    "actionable": 22,
    "filled_orders": 10,
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    "filled_watch_orders": 1,
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    "shadow_filled_orders": 1,
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    "unfilled_orders": 0,
    "risk_exit_signals": 3,
    "risk_exit_orders": 5,
    "risk_exit_filled": 4,
    "risk_exit_blocked_t1": 0,
    "qfq_position_adjustments": 0,
    "preopen_sector_flow_passed": true,
    "preopen_strong_themes": 3
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}