Fix Gate/Binance memory regression and roll stop offset from avg.

Stop fetch_tickers fallback for volume rank and keep stale cache on failed refresh. Compute roll unified stop as merge-average plus offset percent instead of break-even.

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

strategy_register.py

@@ -9,7 +9,7 @@ from flask import Flask, flash, jsonify, redirect, request, url_for
 from jinja2 import ChoiceLoader, FileSystemLoader
 
 from strategy_db import init_strategy_tables
-from strategy_roll_lib import preview_roll
+from strategy_roll_lib import preview_roll, roll_stop_after_fill
 
 
 def _dedupe_strategy_snapshots_on_startup(cfg: dict[str, Any]) -> None:
@@ -168,10 +168,29 @@ def _roll_preview_response(cfg: dict, data: dict, json_mode: bool = False) -> di
     tp0 = float(mon.get("take_profit") or rg.get("initial_take_profit") or 0)
     add_mode = (data.get("add_mode") or "market").strip().lower()
     try:
-        new_sl = float(data.get("new_stop_loss") or data.get("sl"))
         risk_pct = float(data.get("risk_percent") or cfg.get("default_risk_percent", 2))
     except (TypeError, ValueError):
-        return {"ok": False, "msg": "止损或风险%格式错误"}
+        return {"ok": False, "msg": "风险%格式错误"}
+    stop_offset_raw = data.get("stop_offset_pct")
+    if stop_offset_raw in (None, ""):
+        stop_offset_raw = data.get("new_stop_loss") or data.get("sl")
+    new_sl_abs = None
+    stop_offset_pct = None
+    if data.get("stop_offset_pct") not in (None, ""):
+        try:
+            stop_offset_pct = float(data.get("stop_offset_pct"))
+        except (TypeError, ValueError):
+            return {"ok": False, "msg": "止损偏移%格式错误"}
+    elif data.get("new_stop_loss") not in (None, "") or data.get("sl") not in (None, ""):
+        try:
+            new_sl_abs = float(data.get("new_stop_loss") or data.get("sl"))
+        except (TypeError, ValueError):
+            return {"ok": False, "msg": "止损格式错误"}
+    elif stop_offset_raw not in (None, ""):
+        try:
+            new_sl_abs = float(stop_offset_raw)
+        except (TypeError, ValueError):
+            return {"ok": False, "msg": "止损格式错误"}
     conn_cap = get_db()
     try:
         capital = float(cfg["get_trading_capital_usdt"](conn_cap))
@@ -193,7 +212,8 @@ def _roll_preview_response(cfg: dict, data: dict, json_mode: bool = False) -> di
         entry_existing=entry,
         initial_take_profit=tp0,
         add_mode=add_mode,
-        new_stop_loss=new_sl,
+        new_stop_loss=new_sl_abs,
+        stop_offset_pct=stop_offset_pct,
         risk_percent=risk_pct,
         capital_base_usdt=capital,
         add_price=float(live) if live else None,
@@ -243,12 +263,27 @@ def _roll_execute(cfg: dict, data: dict) -> tuple[bool, str]:
             return False, "监控单已不存在"
         rg, legs_done, roll_is_new = _get_or_create_roll_group_meta(conn, mon)
         new_sl = float(preview["new_stop_loss"])
+        stop_offset_pct = preview.get("stop_offset_pct")
         tp0 = float(preview["initial_take_profit"])
+        qty_before = float(preview.get("qty_existing") or 0)
+        entry_before = float(preview.get("entry_existing") or 0)
         if add_mode == "market":
             order = cfg["market_add"](ex_sym, direction, amount, leverage)
             fill = float(cfg.get("resolve_fill_price", lambda o, s, p: p)(order, ex_sym, preview["add_price"]) or preview["add_price"])
             status = "filled"
             oid = str(order.get("id") or "") if isinstance(order, dict) else ""
+            if stop_offset_pct is not None and qty_before > 0 and entry_before > 0:
+                new_sl = roll_stop_after_fill(
+                    direction,
+                    qty_before,
+                    entry_before,
+                    float(amount),
+                    fill,
+                    stop_offset_pct=float(stop_offset_pct),
+                )
+                px_fn = cfg.get("price_to_precision")
+                if callable(px_fn):
+                    new_sl = float(px_fn(ex_sym, new_sl) or new_sl)
         else:
             price = cfg["price_to_precision"](ex_sym, float(preview["add_price"]))
             order = cfg["limit_add"](ex_sym, direction, amount, price, leverage)
@@ -256,8 +291,8 @@ def _roll_execute(cfg: dict, data: dict) -> tuple[bool, str]:
             conn.execute(
                 """INSERT INTO roll_legs (
                     roll_group_id, leg_index, add_mode, fib_upper, fib_lower, limit_price,
-                    amount, new_stop_loss, exchange_order_id, status, created_at
-                ) VALUES (?,?,?,?,?,?,?,?,?,?,?)""",
+                    amount, new_stop_loss, stop_offset_pct, exchange_order_id, status, created_at
+                ) VALUES (?,?,?,?,?,?,?,?,?,?,?,?)""",
                 (
                     rg["id"],
                     legs_done + 1,
@@ -267,6 +302,7 @@ def _roll_execute(cfg: dict, data: dict) -> tuple[bool, str]:
                     price,
                     amount,
                     new_sl,
+                    stop_offset_pct,
                     oid,
                     "pending",
                     cfg["app_now_str"](),
@@ -297,8 +333,8 @@ def _roll_execute(cfg: dict, data: dict) -> tuple[bool, str]:
         conn.execute(
             """INSERT INTO roll_legs (
                 roll_group_id, leg_index, add_mode, fib_upper, fib_lower, limit_price,
-                fill_price, amount, new_stop_loss, exchange_order_id, status, created_at
-            ) VALUES (?,?,?,?,?,?,?,?,?,?,?,?)""",
+                fill_price, amount, new_stop_loss, stop_offset_pct, exchange_order_id, status, created_at
+            ) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?)""",
             (
                 rg["id"],
                 legs_done + 1,
@@ -309,6 +345,7 @@ def _roll_execute(cfg: dict, data: dict) -> tuple[bool, str]:
                 fill,
                 amount,
                 new_sl,
+                stop_offset_pct,
                 oid,
                 "filled",
                 cfg["app_now_str"](),