fix: 突破加仓按 mark 触价触发，避免漏单

Co-authored-by: Cursor <cursoragent@cursor.com>

lib/strategy/strategy_roll_lib.py

@@ -176,21 +176,20 @@ def roll_breakout_trigger_crossed(
     mark: float,
     breakthrough_price: float,
 ) -> bool:
-    """突破：多=向上穿越突破价；空=向下穿越突破价。"""
+    """突破：多=mark 在突破价之上；空=mark 在突破价之下。
+
+    提交时已校验 mark 在逆势侧（多低于突破价、空高于突破价），触价侧到达即成交。
+    不再要求单 tick 内穿越，避免 mark 已破位但 last_mark 也落在突破价另一侧时永久漏触发。
+    """
     try:
         m = float(mark)
         bp = float(breakthrough_price)
-        pm = float(prev_mark) if prev_mark is not None else None
     except (TypeError, ValueError):
         return False
     direction = (direction or "long").strip().lower()
     if direction == "long":
-        if pm is None:
-            return m > bp
-        return pm <= bp and m > bp
-    if pm is None:
-        return m < bp
-    return pm >= bp and m < bp
+        return m > bp
+    return m < bp
 
 
 def roll_fib_invalidate(direction: str, mark: float, upper: float, lower: float) -> bool:

lib/strategy/templates/strategy_roll_panel.html

@@ -6,7 +6,7 @@
             <strong>仅人工提交</strong>；须先在「实盘下单」有同向持仓。仅<strong>以损定仓</strong>模式可用。<br>
             做多/做空各最多滚仓 <strong>3</strong> 次（仅计已成交腿）；止盈<strong>锁定首仓</strong>不变。<br>
             风险比例读取所选监控单，<strong>不可手改</strong>；打到新止损时合并持仓亏损 ≈ 1 个风险单位（当前基数 × 监控 risk%）。<br>
-            斐波/突破为<strong>程序监控</strong>（mark 价穿越触发），触价后市价加仓；填写后直接点「执行滚仓」（无需预览）。同时仅允许 <strong>1</strong> 条监控中腿，提交后<strong>不可修改</strong>，可删除。<br>
+            斐波/突破为<strong>程序监控</strong>（交易所 mark 价），触价后市价加仓；填写后直接点「执行滚仓」（无需预览）。同时仅允许 <strong>1</strong> 条监控中腿，提交后<strong>不可修改</strong>，可删除。<br>
             手动平仓后滚仓监控自动结束；<strong>已成交腿历史保留</strong>供复盘。<br>
             <a href="/strategy/roll/docs" target="_blank" rel="noopener" class="roll-doc-link">→ 顺势加仓完整逻辑说明</a><br>
             {% if roll_trend_active %}<span style="color:#ff8f8f">当前有运行中的趋势回调计划，请先结束后再滚仓。</span>{% endif %}

tests/test_strategy_roll_lib.py

@@ -49,10 +49,18 @@ def test_fib_cross_long_down():
 
 def test_breakout_cross_long_up():
     assert roll_breakout_trigger_crossed("long", 99.0, 100.5, 100.0) is True
+    assert roll_breakout_trigger_crossed("long", 99.0, 100.0, 100.0) is False
     assert roll_breakout_invalidate("long", 98.0, 99.0) is True
     assert roll_fib_invalidate("long", 110.0, 105.0, 95.0) is True
 
 
+def test_breakout_short_below_breakthrough():
+    assert roll_breakout_trigger_crossed("short", 81.0, 80.57, 80.65) is True
+    assert roll_breakout_trigger_crossed("short", 80.64, 80.57, 80.65) is True
+    assert roll_breakout_trigger_crossed("short", 80.57, 80.57, 80.65) is True
+    assert roll_breakout_trigger_crossed("short", 81.0, 80.70, 80.65) is False
+
+
 def test_preview_breakout_mode_label():
     preview, err = preview_roll(
         direction="long",