fix: 交易安全审计修复 — 补偿平仓、中控同步、滚仓/趋势防护

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

lib/strategy/strategy_roll_monitor_lib.py

@@ -40,7 +40,8 @@ def check_roll_monitors(cfg: dict[str, Any]) -> None:
         _reconcile_roll_groups(conn, cfg)
         _check_pending_roll_legs(conn, cfg)
         conn.commit()
-    except Exception:
+    except Exception as e:
+        print(f"[roll_monitor] {e}", flush=True)
         try:
             conn.rollback()
         except Exception:
@@ -408,7 +409,19 @@ def _execute_pending_roll_leg(
         return
 
     oid = str(order.get("id") or "") if isinstance(order, dict) else ""
-    cfg["replace_tpsl"](ex_sym, direction, sl, tp0, mon)
+    try:
+        cfg["replace_tpsl"](ex_sym, direction, sl, tp0, mon)
+    except Exception as tpsl_err:
+        fe = cfg.get("friendly_error")
+        msg = fe(tpsl_err) if callable(fe) else str(tpsl_err)
+        conn.execute(
+            """UPDATE roll_legs SET status='error', exchange_order_id=?, fill_price=?, amount=?
+               WHERE id=? AND status='pending'""",
+            (oid, fill, float(amount), leg_id),
+        )
+        _notify_roll_fail(cfg, group, leg, mark, f"加仓成交但止盈止损更新失败: {msg}")
+        return
+
     conn.execute(
         """UPDATE roll_legs SET status='filled', fill_price=?, amount=?, exchange_order_id=?,
            new_stop_loss=? WHERE id=? AND status='pending'""",