顺势加仓 v2：程序监控滚仓、文档页与平仓同步

重写滚仓计仓与四种加仓方式（市价/斐波/突破），程序盯 mark 触价成交；风险读监控单；pending 可删不可改；手动平仓同步结束滚仓。新增 /strategy/roll/docs 说明页与顺势加仓滚仓说明.md。

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

tests/test_strategy_roll_lib.py

@@ -1,29 +1,24 @@
 from strategy_roll_lib import (
     preview_roll,
-    resolve_roll_stop_spec,
-    roll_stop_after_fill,
-    unified_stop_from_avg,
+    roll_breakout_invalidate,
+    roll_breakout_trigger_crossed,
+    roll_fib_invalidate,
+    roll_fib_trigger_crossed,
+    solve_add_amount_for_total_risk,
 )
 
 
-def test_resolve_roll_stop_spec_treats_small_value_as_offset_pct():
-    mode, val = resolve_roll_stop_spec(new_stop_loss=1.0, entry_ref=63.976)
-    assert mode == "offset"
-    assert val == 1.0
+def test_solve_add_amount_long_one_risk():
+    q2, err = solve_add_amount_for_total_risk(
+        "long", 1.0, 3000.0, 3100.0, 2950.0, 200.0, 1.0
+    )
+    assert err is None
+    avg = (1 * 3000 + q2 * 3100) / (1 + q2)
+    loss = (avg - 2950) * (1 + q2)
+    assert abs(loss - 200.0) < 0.01
 
 
-def test_resolve_roll_stop_spec_treats_price_as_absolute():
-    mode, val = resolve_roll_stop_spec(new_stop_loss=64.6, entry_ref=63.976)
-    assert mode == "absolute"
-    assert val == 64.6
-
-
-def test_unified_stop_from_avg_short_one_percent():
-    sl = unified_stop_from_avg("short", 63.976, 1.0)
-    assert abs(sl - 63.976 * 1.01) < 1e-6
-
-
-def test_preview_roll_offset_mode_not_breakeven():
+def test_preview_roll_market_short():
     preview, err = preview_roll(
         direction="short",
         symbol="HYPE/USDT",
@@ -31,29 +26,45 @@ def test_preview_roll_offset_mode_not_breakeven():
         entry_existing=65.0,
         initial_take_profit=60.0,
         add_mode="market",
-        stop_offset_pct=1.0,
+        new_stop_loss=66.5,
         risk_percent=2.0,
         capital_base_usdt=1000.0,
         add_price=64.0,
         legs_done=1,
     )
     assert err is None
-    assert preview["stop_mode"] == "offset"
-    assert preview["stop_offset_pct"] == 1.0
-    avg = preview["avg_entry_after"]
+    assert preview["add_mode_label"] == "市价加仓"
     sl = preview["new_stop_loss"]
-    assert sl > avg * 1.009
-    assert sl < avg * 1.011
+    avg = preview["avg_entry_after"]
+    qty = preview["qty_after"]
+    loss = (sl - avg) * qty
+    assert abs(loss - 20.0) < 0.01
 
 
-def test_roll_stop_after_fill_recomputes_from_actual_fill():
-    sl = roll_stop_after_fill(
-        "short",
-        qty_before=3.0,
-        entry_before=65.0,
-        add_qty=5.0,
-        fill_price=63.5,
-        stop_offset_pct=1.0,
+def test_fib_cross_long_down():
+    assert roll_fib_trigger_crossed("long", 101.0, 100.0, 100.5) is True
+    assert roll_fib_trigger_crossed("long", 100.6, 100.6, 100.5) is False
+
+
+def test_breakout_cross_long_up():
+    assert roll_breakout_trigger_crossed("long", 99.0, 100.5, 100.0) is True
+    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_preview_breakout_mode_label():
+    preview, err = preview_roll(
+        direction="long",
+        symbol="ETH/USDT",
+        qty_existing=1.0,
+        entry_existing=3000.0,
+        initial_take_profit=3500.0,
+        add_mode="breakout",
+        new_stop_loss=2980.0,
+        breakthrough_price=3100.0,
+        risk_percent=10.0,
+        capital_base_usdt=1000.0,
+        add_price=3150.0,
     )
-    avg = (3 * 65.0 + 5 * 63.5) / 8.0
-    assert abs(sl - avg * 1.01) < 1e-6
+    assert err is None
+    assert preview["add_mode_label"] == "突破加仓"