Fix roll position display: live contracts, TP profit, and 2-decimal qty precision.

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

lib/strategy/strategy_config.py

@@ -55,6 +55,8 @@ def build_strategy_config(
         return float(row["current_capital"])
 
     def get_position(ex_sym, direction):
+        from lib.hub.hub_position_metrics import normalize_contracts_qty
+
         qty = m.get_live_position_contracts(ex_sym, direction)
         entry = None
         try:
@@ -77,7 +79,7 @@ def build_strategy_config(
                     break
         except Exception:
             pass
-        return {"contracts": float(qty or 0), "entry_price": entry}
+        return {"contracts": normalize_contracts_qty(qty or 0), "entry_price": entry}
 
     def amount_to_precision(ex_sym, amount):
         try:

lib/strategy/strategy_register.py

@@ -492,9 +492,23 @@ def _roll_execute(cfg: dict, data: dict) -> tuple[bool, str]:
                 "UPDATE roll_groups SET leg_count=?, current_stop_loss=?, updated_at=? WHERE id=?",
                 (legs_done + 1, new_sl, cfg["app_now_str"](), rg["id"]),
             )
+            live_qty = float(mon.get("order_amount") or 0) + float(amount)
+            try:
+                from lib.hub.hub_position_metrics import contracts_qty_is_open, normalize_contracts_qty
+
+                pos2 = cfg["get_position"](ex_sym, direction) or {}
+                q2 = normalize_contracts_qty(pos2.get("contracts") or 0)
+                if contracts_qty_is_open(q2):
+                    live_qty = q2
+                else:
+                    live_qty = normalize_contracts_qty(live_qty)
+            except Exception:
+                from lib.hub.hub_position_metrics import normalize_contracts_qty
+
+                live_qty = normalize_contracts_qty(live_qty)
             conn.execute(
-                "UPDATE order_monitors SET stop_loss=? WHERE id=?",
-                (new_sl, mon["id"]),
+                "UPDATE order_monitors SET stop_loss=?, order_amount=? WHERE id=?",
+                (new_sl, live_qty, mon["id"]),
             )
             conn.commit()
             _maybe_notify_roll_started(cfg, rg, mon, symbol, direction, tp0, new_sl, roll_is_new=roll_is_new)

lib/strategy/strategy_roll_monitor_lib.py

@@ -205,6 +205,8 @@ def _close_roll_group(conn, cfg: dict, group: dict, *, reason: str = "下单监
 
 
 def _reconcile_roll_groups(conn, cfg: dict) -> None:
+    from lib.hub.hub_position_metrics import contracts_qty_is_open, normalize_contracts_qty
+
     rows = conn.execute(
         """SELECT g.*, m.status AS monitor_status
            FROM roll_groups g
@@ -217,9 +219,24 @@ def _reconcile_roll_groups(conn, cfg: dict) -> None:
         direction = (g.get("direction") or "long").strip().lower()
         ex_sym = g.get("exchange_symbol") or cfg["normalize_exchange_symbol"](symbol)
         mon_ok = (row["monitor_status"] or "").strip().lower() == "active"
-        pos = cfg["get_position"](ex_sym, direction)
-        qty = float(pos.get("contracts") or 0)
-        if not mon_ok or qty <= 0:
+        if not mon_ok:
+            _close_roll_group(conn, cfg, g, reason="下单监控已结案")
+            continue
+        pos = None
+        try:
+            pos = cfg["get_position"](ex_sym, direction)
+        except Exception:
+            pos = None
+        if pos is None:
+            continue
+        qty = normalize_contracts_qty(pos.get("contracts") or 0)
+        if not contracts_qty_is_open(qty):
+            try:
+                pos2 = cfg["get_position"](ex_sym, direction) or {}
+                qty = normalize_contracts_qty(pos2.get("contracts") or 0)
+            except Exception:
+                continue
+        if not contracts_qty_is_open(qty):
             _close_roll_group(conn, cfg, g)
 
 
@@ -342,6 +359,8 @@ def _execute_pending_roll_leg(
     direction: str,
     mark: float,
 ) -> None:
+    from lib.hub.hub_position_metrics import contracts_qty_is_open, normalize_contracts_qty
+
     leg_id = int(leg["id"])
     gid = int(group["roll_group_id"]) if "roll_group_id" in leg else int(group["id"])
     mon_id = group.get("order_monitor_id")
@@ -354,9 +373,9 @@ def _execute_pending_roll_leg(
         return
 
     pos = cfg["get_position"](ex_sym, direction) or {}
-    qty = float(pos.get("contracts") or 0)
+    qty = normalize_contracts_qty(pos.get("contracts") or 0)
     entry = float(pos.get("entry_price") or mon.get("trigger_price") or 0)
-    if qty <= 0 or entry <= 0:
+    if not contracts_qty_is_open(qty) or entry <= 0:
         _invalidate_roll_leg(conn, cfg, group, leg, mark, reason="无持仓")
         return
 
@@ -431,17 +450,17 @@ def _execute_pending_roll_leg(
         "UPDATE roll_groups SET leg_count=?, current_stop_loss=?, updated_at=? WHERE id=?",
         (filled + 1, sl, _now(cfg), gid),
     )
-    live_qty = qty + float(amount)
+    live_qty = normalize_contracts_qty(qty + float(amount))
     try:
         pos2 = cfg["get_position"](ex_sym, direction) or {}
-        q2 = float(pos2.get("contracts") or 0)
-        if q2 > 0:
+        q2 = normalize_contracts_qty(pos2.get("contracts") or 0)
+        if contracts_qty_is_open(q2):
             live_qty = q2
     except Exception:
         pass
     conn.execute(
         "UPDATE order_monitors SET stop_loss=?, order_amount=? WHERE id=? AND status='active'",
-        (sl, float(live_qty), mon["id"]),
+        (sl, live_qty, mon["id"]),
     )
 
     notify = cfg.get("send_wechat")

lib/strategy/strategy_roll_ui_lib.py

@@ -63,13 +63,18 @@ def infer_initial_position(
         entry_live = float(entry_live)
     except (TypeError, ValueError):
         qty_live = entry_live = 0.0
+    from lib.hub.hub_position_metrics import normalize_contracts_qty
+
+    qty_live = normalize_contracts_qty(qty_live)
     legs = [
         lg
         for lg in filled_legs or []
         if isinstance(lg, dict) and leg_is_filled(lg) and leg_fill_price(lg) and float(lg.get("amount") or 0) > 0
     ]
-    add_sum = sum(float(lg.get("amount") or 0) for lg in legs)
-    leg_notional = sum(float(lg.get("amount") or 0) * float(leg_fill_price(lg) or 0) for lg in legs)
+    add_sum = sum(normalize_contracts_qty(lg.get("amount") or 0) for lg in legs)
+    leg_notional = sum(
+        normalize_contracts_qty(lg.get("amount") or 0) * float(leg_fill_price(lg) or 0) for lg in legs
+    )
     q0 = qty_live - add_sum
     if q0 > 1e-12 and entry_live > 0 and qty_live > 0:
         e0 = (entry_live * qty_live - leg_notional) / q0
@@ -131,8 +136,8 @@ def compute_roll_chain_metrics(
         return per_leg, group_out
     qty = float(q0)
     avg = float(e0)
-    group_out["initial_qty"] = round(qty, 4)
-    group_out["current_qty"] = round(qty, 4)
+    group_out["initial_qty"] = round(qty, 2)
+    group_out["current_qty"] = round(qty, 2)
     if tp > 0:
         group_out["avg_entry"] = avg
         group_out["reward_at_tp_usdt"] = reward_at_tp_usdt(
@@ -161,12 +166,12 @@ def compute_roll_chain_metrics(
         }
         group_out["avg_entry"] = round(avg, 10)
         group_out["reward_at_tp_usdt"] = round(reward, 4) if reward is not None else None
-        group_out["current_qty"] = round(qty, 4)
+        group_out["current_qty"] = round(qty, 2)
     if qty_live is not None:
         try:
             live_qty = float(qty_live)
             if live_qty > 0:
-                group_out["current_qty"] = round(live_qty, 4)
+                group_out["current_qty"] = round(live_qty, 2)
         except (TypeError, ValueError):
             pass
     return per_leg, group_out
@@ -208,7 +213,9 @@ def _resolve_roll_live(cfg: dict, group: dict, monitor: dict | None) -> tuple[Op
         return None, None, cs
     try:
         pos = get_pos(ex_sym or sym, direction) or {}
-        qty = float(pos.get("contracts") or 0)
+        from lib.hub.hub_position_metrics import normalize_contracts_qty
+
+        qty = normalize_contracts_qty(pos.get("contracts") or 0)
         entry = float(pos.get("entry_price") or 0)
         if qty > 0 and entry > 0:
             return qty, entry, cs

lib/strategy/templates/strategy_roll_panel.html

@@ -63,8 +63,8 @@
             <td>{{ g.symbol }}</td>
             <td>{{ g.direction }}</td>
             <td>{{ g.leg_count }}</td>
-            <td>{% if g.initial_qty is not none %}{{ '%.4g'|format(g.initial_qty) }}{% else %}—{% endif %}</td>
-            <td>{% if g.current_qty is not none %}{{ '%.4g'|format(g.current_qty) }}{% else %}—{% endif %}</td>
+            <td>{% if g.initial_qty is not none %}{{ '%.2f'|format(g.initial_qty) }}{% else %}—{% endif %}</td>
+            <td>{% if g.current_qty is not none %}{{ '%.2f'|format(g.current_qty) }}{% else %}—{% endif %}</td>
             <td>{% if price_fmt %}{{ price_fmt(g.symbol, g.initial_take_profit) }}{% else %}{{ g.initial_take_profit }}{% endif %}</td>
             <td>{% if price_fmt %}{{ price_fmt(g.symbol, g.current_stop_loss) }}{% else %}{{ g.current_stop_loss }}{% endif %}</td>
             <td>{% if g.avg_entry_display %}{{ g.avg_entry_display }}{% elif g.avg_entry is not none %}{{ g.avg_entry }}{% else %}—{% endif %}</td>