{
  "description": "Trade blotter derived from daily signal target-position changes. Cash quantity is risk-scaled face amount; futures quantity is nearest-integer signed T contracts, negative target means short.",
  "contract_tolerance": 0.5,
  "price_rows": 0,
  "presets": {
    "lev17": {
      "trade_rows": 589,
      "first_trade_date": "2020-02-04",
      "last_trade_date": "2026-05-19",
      "cash_turnover_face_rmb": 41820000000.0,
      "futures_turnover_contracts": 51848.0,
      "event_type_counts": {
        "OPEN": 238,
        "CLOSE": 238,
        "REBALANCE": 91,
        "ROLL_CASH": 12,
        "ROLL_FUTURES": 10
      }
    }
  },
  "total_trade_rows": 589
}