{
  "DJ4-067": {
    "inputs": {
      "quantity": 1000,
      "decision": "100",
      "arrival": "100.2",
      "terminal": "101",
      "fee": "7",
      "fills": [
        [
          300,
          "100.3"
        ],
        [
          400,
          "100.5"
        ]
      ]
    },
    "outputs": {
      "fills": [
        {
          "quantity": 300,
          "price": "100.3",
          "notional": "30090.000000"
        },
        {
          "quantity": 400,
          "price": "100.5",
          "notional": "40200.000000"
        }
      ],
      "ledger": [
        {
          "side": 1,
          "target": 1000,
          "decision": "100.000000",
          "arrival": "100.200000",
          "terminal": "101.000000",
          "filled": 700,
          "unfilled": 300,
          "delay": "140.000000",
          "execution": "150.000000",
          "fee": "7.000000",
          "opportunity": "300.000000",
          "shortfall": "597.000000",
          "paper_pnl": "1000.000000",
          "actual_pnl": "403.000000"
        },
        {
          "side": -1,
          "target": 1000,
          "decision": "100.000000",
          "arrival": "100.200000",
          "terminal": "101.000000",
          "filled": 700,
          "unfilled": 300,
          "delay": "-140.000000",
          "execution": "-150.000000",
          "fee": "7.000000",
          "opportunity": "-300.000000",
          "shortfall": "-583.000000",
          "paper_pnl": "-1000.000000",
          "actual_pnl": "-417.000000"
        }
      ],
      "lower_terminal_buy_shortfall": "-3.000000"
    }
  },
  "DJ4-068": {
    "inputs": {
      "trades": [
        {
          "id": "1:1",
          "side": 1,
          "quantity": 100,
          "bid": "99.98",
          "ask": "100.02",
          "price": "100.02"
        },
        {
          "id": "1:2",
          "side": 1,
          "quantity": 200,
          "bid": "99.98",
          "ask": "100.02",
          "price": "100"
        },
        {
          "id": "1:3",
          "side": 1,
          "quantity": 100,
          "bid": "99.98",
          "ask": "100.02",
          "price": "99.99"
        },
        {
          "id": "-1:1",
          "side": -1,
          "quantity": 100,
          "bid": "99.98",
          "ask": "100.02",
          "price": "99.98"
        },
        {
          "id": "-1:2",
          "side": -1,
          "quantity": 200,
          "bid": "99.98",
          "ask": "100.02",
          "price": "100"
        },
        {
          "id": "-1:3",
          "side": -1,
          "quantity": 100,
          "bid": "99.98",
          "ask": "100.02",
          "price": "100.01"
        }
      ]
    },
    "outputs": {
      "trades": [
        {
          "id": "1:1",
          "side": 1,
          "quantity": 100,
          "bid": "99.98",
          "ask": "100.02",
          "price": "100.02",
          "mid": "100.000000",
          "half": "0.020000",
          "effective": "0.040000",
          "cost": "2.000000",
          "half_bps": "2.000000",
          "effective_bps": "4.000000",
          "improvement": "0.000000"
        },
        {
          "id": "1:2",
          "side": 1,
          "quantity": 200,
          "bid": "99.98",
          "ask": "100.02",
          "price": "100",
          "mid": "100.000000",
          "half": "0.000000",
          "effective": "0.000000",
          "cost": "0.000000",
          "half_bps": "0.000000",
          "effective_bps": "0.000000",
          "improvement": "0.020000"
        },
        {
          "id": "1:3",
          "side": 1,
          "quantity": 100,
          "bid": "99.98",
          "ask": "100.02",
          "price": "99.99",
          "mid": "100.000000",
          "half": "-0.010000",
          "effective": "-0.020000",
          "cost": "-1.000000",
          "half_bps": "-1.000000",
          "effective_bps": "-2.000000",
          "improvement": "0.030000"
        },
        {
          "id": "-1:1",
          "side": -1,
          "quantity": 100,
          "bid": "99.98",
          "ask": "100.02",
          "price": "99.98",
          "mid": "100.000000",
          "half": "0.020000",
          "effective": "0.040000",
          "cost": "2.000000",
          "half_bps": "2.000000",
          "effective_bps": "4.000000",
          "improvement": "0.000000"
        },
        {
          "id": "-1:2",
          "side": -1,
          "quantity": 200,
          "bid": "99.98",
          "ask": "100.02",
          "price": "100",
          "mid": "100.000000",
          "half": "-0.000000",
          "effective": "-0.000000",
          "cost": "-0.000000",
          "half_bps": "-0.000000",
          "effective_bps": "-0.000000",
          "improvement": "0.020000"
        },
        {
          "id": "-1:3",
          "side": -1,
          "quantity": 100,
          "bid": "99.98",
          "ask": "100.02",
          "price": "100.01",
          "mid": "100.000000",
          "half": "-0.010000",
          "effective": "-0.020000",
          "cost": "-1.000000",
          "half_bps": "-1.000000",
          "effective_bps": "-2.000000",
          "improvement": "0.030000"
        }
      ],
      "cost": "2.000000",
      "wrong_absolute_cost": "6.000000"
    }
  },
  "DJ4-069": {
    "inputs": {
      "market": [
        [
          "101",
          1000
        ],
        [
          "99",
          2000
        ],
        [
          "98",
          0
        ],
        [
          "99",
          2000
        ],
        [
          "102",
          1000
        ],
        [
          "104",
          2000
        ]
      ],
      "fills": [
        [
          100,
          "99.5"
        ],
        [
          200,
          "99.7"
        ]
      ],
      "windows": [
        [
          "预设",
          1,
          4
        ],
        [
          "事后",
          4,
          6
        ],
        [
          "全天",
          0,
          6
        ],
        [
          "零量",
          2,
          3
        ]
      ]
    },
    "outputs": {
      "market": [
        {
          "slot": 0,
          "price": "101",
          "volume": 1000,
          "notional": "101000.000000"
        },
        {
          "slot": 1,
          "price": "99",
          "volume": 2000,
          "notional": "198000.000000"
        },
        {
          "slot": 2,
          "price": "98",
          "volume": 0,
          "notional": "0.000000"
        },
        {
          "slot": 3,
          "price": "99",
          "volume": 2000,
          "notional": "198000.000000"
        },
        {
          "slot": 4,
          "price": "102",
          "volume": 1000,
          "notional": "102000.000000"
        },
        {
          "slot": 5,
          "price": "104",
          "volume": 2000,
          "notional": "208000.000000"
        }
      ],
      "own_vwap": "99.633333",
      "windows": [
        {
          "window": "预设",
          "slots": [
            1,
            2,
            3
          ],
          "excluded": [
            0,
            4,
            5
          ],
          "volume": 4000,
          "notional": "396000.000000",
          "vwap": "99.000000",
          "buy_bps": "63.973064"
        },
        {
          "window": "事后",
          "slots": [
            4,
            5
          ],
          "excluded": [
            0,
            1,
            2,
            3
          ],
          "volume": 3000,
          "notional": "310000.000000",
          "vwap": "103.333333",
          "buy_bps": "-358.064516"
        },
        {
          "window": "全天",
          "slots": [
            0,
            1,
            2,
            3,
            4,
            5
          ],
          "excluded": [],
          "volume": 8000,
          "notional": "807000.000000",
          "vwap": "100.875000",
          "buy_bps": "-123.089632"
        },
        {
          "window": "零量",
          "slots": [
            2
          ],
          "excluded": [
            0,
            1,
            3,
            4,
            5
          ],
          "volume": 0,
          "notional": "0.000000",
          "vwap": null,
          "buy_bps": null
        }
      ]
    }
  },
  "DJ4-070": {
    "inputs": {
      "fraction": "0.05",
      "events": [
        [
          1000,
          0,
          0,
          50
        ],
        [
          600,
          30,
          0,
          50
        ],
        [
          800,
          40,
          10,
          80
        ],
        [
          600,
          40,
          0,
          50
        ]
      ]
    },
    "outputs": {
      "base": [
        {
          "interval": 1,
          "market_volume": 1000,
          "cumulative_volume": 1000,
          "cap": 50,
          "new_fill": 0,
          "cancel": 0,
          "filled": 0,
          "live_before": 0,
          "available": 50,
          "requested": 50,
          "accepted": 50,
          "rejected": 0,
          "live_after": 50
        },
        {
          "interval": 2,
          "market_volume": 600,
          "cumulative_volume": 1600,
          "cap": 80,
          "new_fill": 30,
          "cancel": 0,
          "filled": 30,
          "live_before": 20,
          "available": 30,
          "requested": 50,
          "accepted": 30,
          "rejected": 20,
          "live_after": 50
        },
        {
          "interval": 3,
          "market_volume": 800,
          "cumulative_volume": 2400,
          "cap": 120,
          "new_fill": 40,
          "cancel": 10,
          "filled": 70,
          "live_before": 0,
          "available": 50,
          "requested": 80,
          "accepted": 50,
          "rejected": 30,
          "live_after": 50
        },
        {
          "interval": 4,
          "market_volume": 600,
          "cumulative_volume": 3000,
          "cap": 150,
          "new_fill": 40,
          "cancel": 0,
          "filled": 110,
          "live_before": 10,
          "available": 30,
          "requested": 50,
          "accepted": 30,
          "rejected": 20,
          "live_after": 40
        }
      ],
      "double_rate": [
        {
          "interval": 1,
          "market_volume": 1000,
          "cumulative_volume": 1000,
          "cap": 100,
          "new_fill": 0,
          "cancel": 0,
          "filled": 0,
          "live_before": 0,
          "available": 100,
          "requested": 50,
          "accepted": 50,
          "rejected": 0,
          "live_after": 50
        },
        {
          "interval": 2,
          "market_volume": 600,
          "cumulative_volume": 1600,
          "cap": 160,
          "new_fill": 30,
          "cancel": 0,
          "filled": 30,
          "live_before": 20,
          "available": 110,
          "requested": 50,
          "accepted": 50,
          "rejected": 0,
          "live_after": 70
        },
        {
          "interval": 3,
          "market_volume": 800,
          "cumulative_volume": 2400,
          "cap": 240,
          "new_fill": 40,
          "cancel": 10,
          "filled": 70,
          "live_before": 20,
          "available": 150,
          "requested": 80,
          "accepted": 80,
          "rejected": 0,
          "live_after": 100
        },
        {
          "interval": 4,
          "market_volume": 600,
          "cumulative_volume": 3000,
          "cap": 300,
          "new_fill": 40,
          "cancel": 0,
          "filled": 110,
          "live_before": 60,
          "available": 130,
          "requested": 50,
          "accepted": 50,
          "rejected": 0,
          "live_after": 110
        }
      ]
    }
  },
  "DJ4-071": {
    "inputs": {
      "target": 1000,
      "events": [
        [
          "new",
          "A",
          600
        ],
        [
          "cum",
          "A",
          200
        ],
        [
          "cum",
          "A",
          200
        ],
        [
          "cancel_request",
          "A",
          0
        ],
        [
          "new",
          "X",
          800
        ],
        [
          "cum",
          "A",
          250
        ],
        [
          "cancel_ack",
          "A",
          0
        ],
        [
          "new",
          "B",
          750
        ],
        [
          "cum",
          "B",
          300
        ],
        [
          "cum",
          "B",
          750
        ]
      ]
    },
    "outputs": {
      "events": [
        {
          "action": "new",
          "child": "A",
          "value": 600,
          "status": "接受",
          "delta": 0,
          "child_cumulative": 0,
          "filled": 0,
          "live": 600,
          "available": 400
        },
        {
          "action": "cum",
          "child": "A",
          "value": 200,
          "status": "接受",
          "delta": 200,
          "child_cumulative": 200,
          "filled": 200,
          "live": 400,
          "available": 400
        },
        {
          "action": "cum",
          "child": "A",
          "value": 200,
          "status": "忽略重复累计",
          "delta": 0,
          "child_cumulative": 200,
          "filled": 200,
          "live": 400,
          "available": 400
        },
        {
          "action": "cancel_request",
          "child": "A",
          "value": 0,
          "status": "接受",
          "delta": 0,
          "child_cumulative": 200,
          "filled": 200,
          "live": 400,
          "available": 400
        },
        {
          "action": "new",
          "child": "X",
          "value": 800,
          "status": "拒绝超量",
          "delta": 0,
          "child_cumulative": 0,
          "filled": 200,
          "live": 400,
          "available": 400
        },
        {
          "action": "cum",
          "child": "A",
          "value": 250,
          "status": "接受",
          "delta": 50,
          "child_cumulative": 250,
          "filled": 250,
          "live": 350,
          "available": 400
        },
        {
          "action": "cancel_ack",
          "child": "A",
          "value": 0,
          "status": "接受",
          "delta": 0,
          "child_cumulative": 250,
          "filled": 250,
          "live": 0,
          "available": 750
        },
        {
          "action": "new",
          "child": "B",
          "value": 750,
          "status": "接受",
          "delta": 0,
          "child_cumulative": 0,
          "filled": 250,
          "live": 750,
          "available": 0
        },
        {
          "action": "cum",
          "child": "B",
          "value": 300,
          "status": "接受",
          "delta": 300,
          "child_cumulative": 300,
          "filled": 550,
          "live": 450,
          "available": 0
        },
        {
          "action": "cum",
          "child": "B",
          "value": 750,
          "status": "接受",
          "delta": 450,
          "child_cumulative": 750,
          "filled": 1000,
          "live": 0,
          "available": 0
        }
      ],
      "children": {
        "A": {
          "qty": 600,
          "filled": 250,
          "state": "cancelled"
        },
        "B": {
          "qty": 750,
          "filled": 750,
          "state": "filled"
        }
      }
    }
  },
  "DJ4-072": {
    "inputs": {
      "quantity": 300,
      "ahead": [
        100,
        300
      ],
      "confirmed_cancel": 50,
      "possible_extra_cancel": 50,
      "active_volume": [
        200,
        350
      ],
      "limit": "10",
      "cash": "4000",
      "terminal": "10.2",
      "scenarios": [
        [
          "零成交",
          300,
          50,
          200
        ],
        [
          "部分成交",
          200,
          50,
          300
        ],
        [
          "足额成交",
          100,
          100,
          350
        ]
      ]
    },
    "outputs": {
      "ahead_after": [
        0,
        250
      ],
      "fill_bounds": [
        0,
        300
      ],
      "scenarios": [
        {
          "scenario": "零成交",
          "ahead": 300,
          "cancel": 50,
          "volume": 200,
          "fill": 0,
          "unfilled": 300,
          "cash": "4000.000000",
          "shares": 0,
          "marked_assets": "4000.000000"
        },
        {
          "scenario": "部分成交",
          "ahead": 200,
          "cancel": 50,
          "volume": 300,
          "fill": 150,
          "unfilled": 150,
          "cash": "2500.000000",
          "shares": 150,
          "marked_assets": "4030.000000"
        },
        {
          "scenario": "足额成交",
          "ahead": 100,
          "cancel": 100,
          "volume": 350,
          "fill": 300,
          "unfilled": 0,
          "cash": "1000.000000",
          "shares": 300,
          "marked_assets": "4060.000000"
        }
      ]
    }
  },
  "DJ4-073": {
    "inputs": {
      "book": [
        [
          "10",
          100
        ],
        [
          "10.01",
          200
        ],
        [
          "10.02",
          150
        ],
        [
          "10.04",
          400
        ],
        [
          "10.06",
          500
        ]
      ],
      "quantity": 600,
      "limit": "10.02",
      "cash": "7000",
      "next_book": [
        [
          "10.03",
          150
        ]
      ],
      "new_limit": "10.04"
    },
    "outputs": {
      "first": {
        "levels": [
          {
            "price": "10",
            "available": 100,
            "eligible": true,
            "fill": 100,
            "amount": "1000.000000",
            "remaining": 500,
            "spent": "1000.000000",
            "cash": "6000.000000"
          },
          {
            "price": "10.01",
            "available": 200,
            "eligible": true,
            "fill": 200,
            "amount": "2002.000000",
            "remaining": 300,
            "spent": "3002.000000",
            "cash": "3998.000000"
          },
          {
            "price": "10.02",
            "available": 150,
            "eligible": true,
            "fill": 150,
            "amount": "1503.000000",
            "remaining": 150,
            "spent": "4505.000000",
            "cash": "2495.000000"
          },
          {
            "price": "10.04",
            "available": 400,
            "eligible": false,
            "fill": 0,
            "amount": "0.000000",
            "remaining": 150,
            "spent": "4505.000000",
            "cash": "2495.000000"
          },
          {
            "price": "10.06",
            "available": 500,
            "eligible": false,
            "fill": 0,
            "amount": "0.000000",
            "remaining": 150,
            "spent": "4505.000000",
            "cash": "2495.000000"
          }
        ],
        "filled": 450,
        "remaining": 150,
        "spent": "4505.000000",
        "cash": "2495.000000",
        "average": "10.011111"
      },
      "next_unchanged": {
        "levels": [
          {
            "price": "10.03",
            "available": 150,
            "eligible": false,
            "fill": 0,
            "amount": "0.000000",
            "remaining": 150,
            "spent": "0.000000",
            "cash": "2495.000000"
          }
        ],
        "filled": 0,
        "remaining": 150,
        "spent": "0.000000",
        "cash": "2495.000000",
        "average": null
      },
      "next_raised": {
        "levels": [
          {
            "price": "10.03",
            "available": 150,
            "eligible": true,
            "fill": 150,
            "amount": "1504.500000",
            "remaining": 0,
            "spent": "1504.500000",
            "cash": "990.500000"
          }
        ],
        "filled": 150,
        "remaining": 0,
        "spent": "1504.500000",
        "cash": "990.500000",
        "average": "10.030000"
      }
    }
  },
  "DJ4-074": {
    "inputs": {
      "base": "100000",
      "scales": [
        1,
        2,
        4,
        7,
        10
      ],
      "budget": "1000",
      "search_max": "10",
      "assets": [
        {
          "name": "甲",
          "weight": "0.5",
          "a": "0.0005",
          "b": "0.1",
          "sigma": "0.02",
          "volume": "1000000"
        },
        {
          "name": "乙",
          "weight": "0.3",
          "a": "0.0005",
          "b": "0.1",
          "sigma": "0.03",
          "volume": "500000"
        },
        {
          "name": "丙",
          "weight": "0.2",
          "a": "0.0005",
          "b": "0.1",
          "sigma": "0.015",
          "volume": "2000000"
        }
      ]
    },
    "outputs": {
      "assets": [
        {
          "asset": "甲",
          "scale": 1,
          "amount": "50000.000000",
          "participation": "0.050000",
          "linear": "25.000000",
          "impact": "22.360680",
          "total": "47.360680",
          "marginal_bps": "11.708204"
        },
        {
          "asset": "乙",
          "scale": 1,
          "amount": "30000.000000",
          "participation": "0.060000",
          "linear": "15.000000",
          "impact": "22.045408",
          "total": "37.045408",
          "marginal_bps": "16.022704"
        },
        {
          "asset": "丙",
          "scale": 1,
          "amount": "20000.000000",
          "participation": "0.010000",
          "linear": "10.000000",
          "impact": "3.000000",
          "total": "13.000000",
          "marginal_bps": "7.250000"
        },
        {
          "asset": "甲",
          "scale": 2,
          "amount": "100000.000000",
          "participation": "0.100000",
          "linear": "50.000000",
          "impact": "63.245553",
          "total": "113.245553",
          "marginal_bps": "14.486833"
        },
        {
          "asset": "乙",
          "scale": 2,
          "amount": "60000.000000",
          "participation": "0.120000",
          "linear": "30.000000",
          "impact": "62.353829",
          "total": "92.353829",
          "marginal_bps": "20.588457"
        },
        {
          "asset": "丙",
          "scale": 2,
          "amount": "40000.000000",
          "participation": "0.020000",
          "linear": "20.000000",
          "impact": "8.485281",
          "total": "28.485281",
          "marginal_bps": "8.181981"
        },
        {
          "asset": "甲",
          "scale": 4,
          "amount": "200000.000000",
          "participation": "0.200000",
          "linear": "100.000000",
          "impact": "178.885438",
          "total": "278.885438",
          "marginal_bps": "18.416408"
        },
        {
          "asset": "乙",
          "scale": 4,
          "amount": "120000.000000",
          "participation": "0.240000",
          "linear": "60.000000",
          "impact": "176.363261",
          "total": "236.363261",
          "marginal_bps": "27.045408"
        },
        {
          "asset": "丙",
          "scale": 4,
          "amount": "80000.000000",
          "participation": "0.040000",
          "linear": "40.000000",
          "impact": "24.000000",
          "total": "64.000000",
          "marginal_bps": "9.500000"
        },
        {
          "asset": "甲",
          "scale": 7,
          "amount": "350000.000000",
          "participation": "0.350000",
          "linear": "175.000000",
          "impact": "414.125585",
          "total": "589.125585",
          "marginal_bps": "22.748239"
        },
        {
          "asset": "乙",
          "scale": 7,
          "amount": "210000.000000",
          "participation": "0.420000",
          "linear": "105.000000",
          "impact": "408.286664",
          "total": "513.286664",
          "marginal_bps": "34.163333"
        },
        {
          "asset": "丙",
          "scale": 7,
          "amount": "140000.000000",
          "participation": "0.070000",
          "linear": "70.000000",
          "impact": "55.560778",
          "total": "125.560778",
          "marginal_bps": "10.952940"
        },
        {
          "asset": "甲",
          "scale": 10,
          "amount": "500000.000000",
          "participation": "0.500000",
          "linear": "250.000000",
          "impact": "707.106781",
          "total": "957.106781",
          "marginal_bps": "26.213203"
        },
        {
          "asset": "乙",
          "scale": 10,
          "amount": "300000.000000",
          "participation": "0.600000",
          "linear": "150.000000",
          "impact": "697.137002",
          "total": "847.137002",
          "marginal_bps": "39.856850"
        },
        {
          "asset": "丙",
          "scale": 10,
          "amount": "200000.000000",
          "participation": "0.100000",
          "linear": "100.000000",
          "impact": "94.868330",
          "total": "194.868330",
          "marginal_bps": "12.115125"
        }
      ],
      "scales": [
        {
          "scale": 1,
          "cost": "97.406087",
          "feasible": true
        },
        {
          "scale": 2,
          "cost": "234.084664",
          "feasible": true
        },
        {
          "scale": 4,
          "cost": "579.248700",
          "feasible": true
        },
        {
          "scale": 7,
          "cost": "1227.973026",
          "feasible": false
        },
        {
          "scale": 10,
          "cost": "1999.112113",
          "feasible": false
        }
      ],
      "continuous_scale": "6.014605",
      "continuous_amount": "601460.472323",
      "budget": "1000",
      "continuous_status": "finite",
      "initial_upper": "10",
      "bracket_upper": "10",
      "bracket_expansions": 0
    }
  },
  "DJ4-075": {
    "inputs": {
      "parent": "M1",
      "children": [
        1000,
        2000,
        3000,
        4000,
        5000,
        6000,
        7000,
        8000,
        14000,
        50000
      ],
      "rate": "0.0003",
      "minimum": "5",
      "comparisons": [
        [
          10,
          10000
        ],
        [
          10,
          20000
        ],
        [
          1,
          100000
        ],
        [
          0,
          10000
        ]
      ]
    },
    "outputs": {
      "children": [
        {
          "parent": "M1",
          "child": "C01",
          "amount": "1000",
          "proportional": "0.300000",
          "fee": "5.000000"
        },
        {
          "parent": "M1",
          "child": "C02",
          "amount": "2000",
          "proportional": "0.600000",
          "fee": "5.000000"
        },
        {
          "parent": "M1",
          "child": "C03",
          "amount": "3000",
          "proportional": "0.900000",
          "fee": "5.000000"
        },
        {
          "parent": "M1",
          "child": "C04",
          "amount": "4000",
          "proportional": "1.200000",
          "fee": "5.000000"
        },
        {
          "parent": "M1",
          "child": "C05",
          "amount": "5000",
          "proportional": "1.500000",
          "fee": "5.000000"
        },
        {
          "parent": "M1",
          "child": "C06",
          "amount": "6000",
          "proportional": "1.800000",
          "fee": "5.000000"
        },
        {
          "parent": "M1",
          "child": "C07",
          "amount": "7000",
          "proportional": "2.100000",
          "fee": "5.000000"
        },
        {
          "parent": "M1",
          "child": "C08",
          "amount": "8000",
          "proportional": "2.400000",
          "fee": "5.000000"
        },
        {
          "parent": "M1",
          "child": "C09",
          "amount": "14000",
          "proportional": "4.200000",
          "fee": "5.000000"
        },
        {
          "parent": "M1",
          "child": "C10",
          "amount": "50000",
          "proportional": "15.000000",
          "fee": "15.000000"
        }
      ],
      "total": "100000.000000",
      "parent_fee": "30.000000",
      "child_fee": "60.000000",
      "difference": "30.000000",
      "threshold": "16666.666667",
      "comparisons": [
        {
          "count": 10,
          "each": "10000",
          "total": "100000.000000",
          "parent_fee": "30.000000",
          "child_fee": "50.000000",
          "difference": "20.000000"
        },
        {
          "count": 10,
          "each": "20000",
          "total": "200000.000000",
          "parent_fee": "60.000000",
          "child_fee": "60.000000",
          "difference": "0.000000"
        },
        {
          "count": 1,
          "each": "100000",
          "total": "100000.000000",
          "parent_fee": "30.000000",
          "child_fee": "30.000000",
          "difference": "0.000000"
        },
        {
          "count": 0,
          "each": "10000",
          "total": "0.000000",
          "parent_fee": "0.000000",
          "child_fee": "0.000000",
          "difference": "0.000000"
        }
      ]
    }
  },
  "DJ4-076": {
    "inputs": {
      "events": [
        {
          "signal": 0,
          "quantity": 100,
          "decision": "100",
          "terminal": "100.8",
          "quotes": [
            [
              0,
              "100.01"
            ],
            [
              0.8,
              "100.02"
            ]
          ]
        },
        {
          "signal": 10,
          "quantity": 100,
          "decision": "100",
          "terminal": "100.8",
          "quotes": [
            [
              10,
              "100.01"
            ],
            [
              10.8,
              "100.03"
            ]
          ]
        },
        {
          "signal": 20,
          "quantity": 100,
          "decision": "100",
          "terminal": "100.8",
          "quotes": [
            [
              20,
              "100.01"
            ],
            [
              20.8,
              "100.04"
            ]
          ]
        },
        {
          "signal": 30,
          "quantity": 100,
          "decision": "100",
          "terminal": "100.8",
          "quotes": [
            [
              30,
              "100.01"
            ],
            [
              30.8,
              "100.05"
            ]
          ]
        },
        {
          "signal": 40,
          "quantity": 100,
          "decision": "100",
          "terminal": "100.8",
          "quotes": [
            [
              40,
              "100.01"
            ],
            [
              40.8,
              "100.06"
            ],
            [
              41.8,
              "100.4"
            ]
          ]
        },
        {
          "signal": 50,
          "quantity": 100,
          "decision": "100",
          "terminal": "100.8",
          "quotes": [
            [
              50,
              "100.01"
            ],
            [
              50.8,
              "100.07"
            ]
          ]
        }
      ],
      "stable": [
        1,
        1,
        1,
        1,
        1,
        1
      ],
      "tail": [
        0,
        0,
        0,
        0,
        2,
        4
      ],
      "tolerance": "1.5",
      "bid_offset": "0.02",
      "quote_depth": 100
    },
    "outputs": {
      "quotes": [
        {
          "event": 1,
          "time": 0,
          "bid": "99.990000",
          "ask": "100.01",
          "depth": 100
        },
        {
          "event": 1,
          "time": 0.8,
          "bid": "100.000000",
          "ask": "100.02",
          "depth": 100
        },
        {
          "event": 2,
          "time": 10,
          "bid": "99.990000",
          "ask": "100.01",
          "depth": 100
        },
        {
          "event": 2,
          "time": 10.8,
          "bid": "100.010000",
          "ask": "100.03",
          "depth": 100
        },
        {
          "event": 3,
          "time": 20,
          "bid": "99.990000",
          "ask": "100.01",
          "depth": 100
        },
        {
          "event": 3,
          "time": 20.8,
          "bid": "100.020000",
          "ask": "100.04",
          "depth": 100
        },
        {
          "event": 4,
          "time": 30,
          "bid": "99.990000",
          "ask": "100.01",
          "depth": 100
        },
        {
          "event": 4,
          "time": 30.8,
          "bid": "100.030000",
          "ask": "100.05",
          "depth": 100
        },
        {
          "event": 5,
          "time": 40,
          "bid": "99.990000",
          "ask": "100.01",
          "depth": 100
        },
        {
          "event": 5,
          "time": 40.8,
          "bid": "100.040000",
          "ask": "100.06",
          "depth": 100
        },
        {
          "event": 5,
          "time": 41.8,
          "bid": "100.380000",
          "ask": "100.4",
          "depth": 100
        },
        {
          "event": 6,
          "time": 50,
          "bid": "99.990000",
          "ask": "100.01",
          "depth": 100
        },
        {
          "event": 6,
          "time": 50.8,
          "bid": "100.050000",
          "ask": "100.07",
          "depth": 100
        }
      ],
      "stable": {
        "events": [
          {
            "event": 1,
            "signal": 0,
            "delay": 1,
            "arrival": 1,
            "quote_time": 0.8,
            "ask": "100.02",
            "age": "0.200000",
            "status": "成交",
            "cost": "2.000000",
            "opportunity": "0.000000"
          },
          {
            "event": 2,
            "signal": 10,
            "delay": 1,
            "arrival": 11,
            "quote_time": 10.8,
            "ask": "100.03",
            "age": "0.200000",
            "status": "成交",
            "cost": "3.000000",
            "opportunity": "0.000000"
          },
          {
            "event": 3,
            "signal": 20,
            "delay": 1,
            "arrival": 21,
            "quote_time": 20.8,
            "ask": "100.04",
            "age": "0.200000",
            "status": "成交",
            "cost": "4.000000",
            "opportunity": "0.000000"
          },
          {
            "event": 4,
            "signal": 30,
            "delay": 1,
            "arrival": 31,
            "quote_time": 30.8,
            "ask": "100.05",
            "age": "0.200000",
            "status": "成交",
            "cost": "5.000000",
            "opportunity": "0.000000"
          },
          {
            "event": 5,
            "signal": 40,
            "delay": 1,
            "arrival": 41,
            "quote_time": 40.8,
            "ask": "100.06",
            "age": "0.200000",
            "status": "成交",
            "cost": "6.000000",
            "opportunity": "0.000000"
          },
          {
            "event": 6,
            "signal": 50,
            "delay": 1,
            "arrival": 51,
            "quote_time": 50.8,
            "ask": "100.07",
            "age": "0.200000",
            "status": "成交",
            "cost": "7.000000",
            "opportunity": "0.000000"
          }
        ],
        "mean_delay": "1.000000",
        "filled": 6,
        "total": 6,
        "median": "4.500000",
        "p95": "7.000000",
        "execution_cost": "27.000000",
        "opportunity": "0.000000",
        "total_shortfall": "27.000000"
      },
      "tail": {
        "events": [
          {
            "event": 1,
            "signal": 0,
            "delay": 0,
            "arrival": 0,
            "quote_time": 0,
            "ask": "100.01",
            "age": "0.000000",
            "status": "成交",
            "cost": "1.000000",
            "opportunity": "0.000000"
          },
          {
            "event": 2,
            "signal": 10,
            "delay": 0,
            "arrival": 10,
            "quote_time": 10,
            "ask": "100.01",
            "age": "0.000000",
            "status": "成交",
            "cost": "1.000000",
            "opportunity": "0.000000"
          },
          {
            "event": 3,
            "signal": 20,
            "delay": 0,
            "arrival": 20,
            "quote_time": 20,
            "ask": "100.01",
            "age": "0.000000",
            "status": "成交",
            "cost": "1.000000",
            "opportunity": "0.000000"
          },
          {
            "event": 4,
            "signal": 30,
            "delay": 0,
            "arrival": 30,
            "quote_time": 30,
            "ask": "100.01",
            "age": "0.000000",
            "status": "成交",
            "cost": "1.000000",
            "opportunity": "0.000000"
          },
          {
            "event": 5,
            "signal": 40,
            "delay": 2,
            "arrival": 42,
            "quote_time": 41.8,
            "ask": "100.4",
            "age": "0.200000",
            "status": "成交",
            "cost": "40.000000",
            "opportunity": "0.000000"
          },
          {
            "event": 6,
            "signal": 50,
            "delay": 4,
            "arrival": 54,
            "quote_time": 50.8,
            "ask": "100.07",
            "age": "3.200000",
            "status": "报价过期拒单",
            "cost": null,
            "opportunity": "80.000000"
          }
        ],
        "mean_delay": "1.000000",
        "filled": 5,
        "total": 6,
        "median": "1.000000",
        "p95": "40.000000",
        "execution_cost": "44.000000",
        "opportunity": "80.000000",
        "total_shortfall": "124.000000"
      },
      "loose_tail": {
        "events": [
          {
            "event": 1,
            "signal": 0,
            "delay": 0,
            "arrival": 0,
            "quote_time": 0,
            "ask": "100.01",
            "age": "0.000000",
            "status": "成交",
            "cost": "1.000000",
            "opportunity": "0.000000"
          },
          {
            "event": 2,
            "signal": 10,
            "delay": 0,
            "arrival": 10,
            "quote_time": 10,
            "ask": "100.01",
            "age": "0.000000",
            "status": "成交",
            "cost": "1.000000",
            "opportunity": "0.000000"
          },
          {
            "event": 3,
            "signal": 20,
            "delay": 0,
            "arrival": 20,
            "quote_time": 20,
            "ask": "100.01",
            "age": "0.000000",
            "status": "成交",
            "cost": "1.000000",
            "opportunity": "0.000000"
          },
          {
            "event": 4,
            "signal": 30,
            "delay": 0,
            "arrival": 30,
            "quote_time": 30,
            "ask": "100.01",
            "age": "0.000000",
            "status": "成交",
            "cost": "1.000000",
            "opportunity": "0.000000"
          },
          {
            "event": 5,
            "signal": 40,
            "delay": 2,
            "arrival": 42,
            "quote_time": 41.8,
            "ask": "100.4",
            "age": "0.200000",
            "status": "成交",
            "cost": "40.000000",
            "opportunity": "0.000000"
          },
          {
            "event": 6,
            "signal": 50,
            "delay": 4,
            "arrival": 54,
            "quote_time": 50.8,
            "ask": "100.07",
            "age": "3.200000",
            "status": "成交",
            "cost": "7.000000",
            "opportunity": "0.000000"
          }
        ],
        "mean_delay": "1.000000",
        "filled": 6,
        "total": 6,
        "median": "1.000000",
        "p95": "40.000000",
        "execution_cost": "51.000000",
        "opportunity": "0.000000",
        "total_shortfall": "51.000000"
      }
    }
  },
  "DJ4-077": {
    "inputs": {
      "orders": [
        {
          "id": "1-1",
          "group": "小额常规",
          "notional": "10000",
          "predicted": "2",
          "actual": "3",
          "split": "train"
        },
        {
          "id": "1-2",
          "group": "小额常规",
          "notional": "10000",
          "predicted": "2",
          "actual": "5",
          "split": "train"
        },
        {
          "id": "2-1",
          "group": "小额开端",
          "notional": "10000",
          "predicted": "4",
          "actual": "5",
          "split": "train"
        },
        {
          "id": "2-2",
          "group": "小额开端",
          "notional": "10000",
          "predicted": "4",
          "actual": "7",
          "split": "train"
        },
        {
          "id": "3-1",
          "group": "大额常规",
          "notional": "50000",
          "predicted": "6",
          "actual": "10",
          "split": "train"
        },
        {
          "id": "3-2",
          "group": "大额常规",
          "notional": "50000",
          "predicted": "6",
          "actual": "12",
          "split": "train"
        },
        {
          "id": "4-1",
          "group": "大额开端",
          "notional": "50000",
          "predicted": "8",
          "actual": "15",
          "split": "train"
        },
        {
          "id": "4-2",
          "group": "大额开端",
          "notional": "50000",
          "predicted": "8",
          "actual": "17",
          "split": "train"
        },
        {
          "id": "1-3",
          "group": "小额常规",
          "notional": "10000",
          "predicted": "2",
          "actual": "4",
          "split": "holdout"
        },
        {
          "id": "2-3",
          "group": "小额开端",
          "notional": "10000",
          "predicted": "4",
          "actual": "7",
          "split": "holdout"
        },
        {
          "id": "3-3",
          "group": "大额常规",
          "notional": "50000",
          "predicted": "6",
          "actual": "13",
          "split": "holdout"
        },
        {
          "id": "4-3",
          "group": "大额开端",
          "notional": "50000",
          "predicted": "8",
          "actual": "19",
          "split": "holdout"
        },
        {
          "id": "缺失",
          "group": "大额开端",
          "notional": "50000",
          "predicted": "8",
          "actual": null,
          "split": "holdout"
        }
      ],
      "known_at_prediction": [
        "母单规模",
        "预设时段",
        "预测成本",
        "订单ID"
      ],
      "label": "决策价有向已成交价格差，不含费用和未成交机会项"
    },
    "outputs": {
      "orders": [
        {
          "id": "1-1",
          "group": "小额常规",
          "notional": "10000",
          "predicted": "2",
          "actual": "3",
          "split": "train",
          "offset": "2.000000",
          "adjusted": "4.000000",
          "residual": "1.000000",
          "after_residual": "-1.000000",
          "actual_amount": "3.000000"
        },
        {
          "id": "1-2",
          "group": "小额常规",
          "notional": "10000",
          "predicted": "2",
          "actual": "5",
          "split": "train",
          "offset": "2.000000",
          "adjusted": "4.000000",
          "residual": "3.000000",
          "after_residual": "1.000000",
          "actual_amount": "5.000000"
        },
        {
          "id": "2-1",
          "group": "小额开端",
          "notional": "10000",
          "predicted": "4",
          "actual": "5",
          "split": "train",
          "offset": "2.000000",
          "adjusted": "6.000000",
          "residual": "1.000000",
          "after_residual": "-1.000000",
          "actual_amount": "5.000000"
        },
        {
          "id": "2-2",
          "group": "小额开端",
          "notional": "10000",
          "predicted": "4",
          "actual": "7",
          "split": "train",
          "offset": "2.000000",
          "adjusted": "6.000000",
          "residual": "3.000000",
          "after_residual": "1.000000",
          "actual_amount": "7.000000"
        },
        {
          "id": "3-1",
          "group": "大额常规",
          "notional": "50000",
          "predicted": "6",
          "actual": "10",
          "split": "train",
          "offset": "5.000000",
          "adjusted": "11.000000",
          "residual": "4.000000",
          "after_residual": "-1.000000",
          "actual_amount": "50.000000"
        },
        {
          "id": "3-2",
          "group": "大额常规",
          "notional": "50000",
          "predicted": "6",
          "actual": "12",
          "split": "train",
          "offset": "5.000000",
          "adjusted": "11.000000",
          "residual": "6.000000",
          "after_residual": "1.000000",
          "actual_amount": "60.000000"
        },
        {
          "id": "4-1",
          "group": "大额开端",
          "notional": "50000",
          "predicted": "8",
          "actual": "15",
          "split": "train",
          "offset": "8.000000",
          "adjusted": "16.000000",
          "residual": "7.000000",
          "after_residual": "-1.000000",
          "actual_amount": "75.000000"
        },
        {
          "id": "4-2",
          "group": "大额开端",
          "notional": "50000",
          "predicted": "8",
          "actual": "17",
          "split": "train",
          "offset": "8.000000",
          "adjusted": "16.000000",
          "residual": "9.000000",
          "after_residual": "1.000000",
          "actual_amount": "85.000000"
        },
        {
          "id": "1-3",
          "group": "小额常规",
          "notional": "10000",
          "predicted": "2",
          "actual": "4",
          "split": "holdout",
          "offset": "2.000000",
          "adjusted": "4.000000",
          "residual": "2.000000",
          "after_residual": "0.000000",
          "actual_amount": "4.000000"
        },
        {
          "id": "2-3",
          "group": "小额开端",
          "notional": "10000",
          "predicted": "4",
          "actual": "7",
          "split": "holdout",
          "offset": "2.000000",
          "adjusted": "6.000000",
          "residual": "3.000000",
          "after_residual": "1.000000",
          "actual_amount": "7.000000"
        },
        {
          "id": "3-3",
          "group": "大额常规",
          "notional": "50000",
          "predicted": "6",
          "actual": "13",
          "split": "holdout",
          "offset": "5.000000",
          "adjusted": "11.000000",
          "residual": "7.000000",
          "after_residual": "2.000000",
          "actual_amount": "65.000000"
        },
        {
          "id": "4-3",
          "group": "大额开端",
          "notional": "50000",
          "predicted": "8",
          "actual": "19",
          "split": "holdout",
          "offset": "8.000000",
          "adjusted": "16.000000",
          "residual": "11.000000",
          "after_residual": "3.000000",
          "actual_amount": "95.000000"
        },
        {
          "id": "缺失",
          "group": "大额开端",
          "notional": "50000",
          "predicted": "8",
          "actual": null,
          "split": "holdout",
          "offset": "8.000000",
          "adjusted": "16.000000",
          "residual": null,
          "after_residual": null,
          "actual_amount": null
        }
      ],
      "groups": [
        {
          "group": "小额常规",
          "n": 2,
          "mean_residual": "2.000000"
        },
        {
          "group": "小额开端",
          "n": 2,
          "mean_residual": "2.000000"
        },
        {
          "group": "大额常规",
          "n": 2,
          "mean_residual": "5.000000"
        },
        {
          "group": "大额开端",
          "n": 2,
          "mean_residual": "8.000000"
        }
      ],
      "paired": 12,
      "submitted": 13,
      "holdout_paired": 4,
      "holdout_submitted": 5,
      "before_mae": "5.750000",
      "after_mae": "1.500000"
    }
  }
}
