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      "trade_date": "20260702",
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      "tier": "loss_step1@-8pct",
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      "name": "长电科技",
      "side": "SELL",
      "status": "FILLED",
      "order_kind": "INVALIDATION_SELL",
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      "quantity": 300,
      "price": 98.07,
      "amount": 29420.999999999996,
      "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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      "sim_reason": "loss_side_invalidation_day_drop_v1"
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  "risk_orders_this_tick": [],
  "position_add_signals": [],
  "position_add_orders_this_tick": [],
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    "position_add_target_pct": 0.08,
    "shadow_active_target_pct": 10.0,
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    "max_shadow_single_position_pct": 20.0,
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    "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": {
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      "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,
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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_loss_pct": 2.0,
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    "invalid_exit": true,
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    "late_weak_exit": true,
    "qfq_cost_adjustment": true
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  "position_add_config": {
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    "min_profit_pct": 6.0,
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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_sector_flow_passed": false,
    "preopen_strong_themes": 0
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}