fix: 修正突破加仓当前价与突破价的几何校验

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

strategy_roll_lib.py

@@ -266,13 +266,13 @@ def validate_roll_geometry(
         if direction == "long":
             if sl >= bp:
                 return "做多：止损须低于突破价"
-            if mark_price is not None and float(mark_price) <= bp:
-                return "做多：当前价须高于突破价（等待向上突破）"
+            if mark_price is not None and float(mark_price) >= bp:
+                return "做多：当前价须低于突破价（等待向上突破）"
         else:
             if sl <= bp:
                 return "做空：止损须高于突破价"
-            if mark_price is not None and float(mark_price) >= bp:
-                return "做空：当前价须低于突破价（等待向下突破）"
+            if mark_price is not None and float(mark_price) <= bp:
+                return "做空：当前价须高于突破价（等待向下跌破）"
     else:
         return "加仓方式无效"
 

tests/test_strategy_roll_lib.py

@@ -5,6 +5,7 @@ from strategy_roll_lib import (
     roll_fib_invalidate,
     roll_fib_trigger_crossed,
     solve_add_amount_for_total_risk,
+    validate_roll_geometry,
 )
 
 
@@ -64,7 +65,48 @@ def test_preview_breakout_mode_label():
         breakthrough_price=3100.0,
         risk_percent=10.0,
         capital_base_usdt=1000.0,
-        add_price=3150.0,
+        add_price=3050.0,
     )
     assert err is None
     assert preview["add_mode_label"] == "突破加仓"
+
+
+def test_breakout_geometry_short_mark_above_breakout():
+    err = validate_roll_geometry(
+        "short",
+        "breakout",
+        new_stop_loss=568.0,
+        breakthrough_price=551.0,
+        entry_existing=560.0,
+        initial_take_profit=540.0,
+        mark_price=560.0,
+    )
+    assert err is None
+
+
+def test_breakout_geometry_short_rejects_mark_at_or_below_breakout():
+    err = validate_roll_geometry(
+        "short",
+        "breakout",
+        new_stop_loss=568.0,
+        breakthrough_price=551.0,
+        entry_existing=560.0,
+        initial_take_profit=540.0,
+        mark_price=551.0,
+    )
+    assert err is not None
+    assert "高于突破价" in err
+
+
+def test_breakout_geometry_long_rejects_mark_at_or_above_breakout():
+    err = validate_roll_geometry(
+        "long",
+        "breakout",
+        new_stop_loss=2980.0,
+        breakthrough_price=3100.0,
+        entry_existing=3000.0,
+        initial_take_profit=3500.0,
+        mark_price=3100.0,
+    )
+    assert err is not None
+    assert "低于突破价" in err