Fix roll margin validation and SHFE close offset for night positions.

Use CTP account margin for roll cap checks and prefer close-today on SHFE when yesterday close is rejected.

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

modules/ctp/vnpy_bridge.py

@@ -1015,10 +1015,19 @@ class CtpBridge:
             return Offset.CLOSE
         vol = int(getattr(pos, "volume", 0) or 0)
         yd = int(getattr(pos, "yd_volume", 0) or 0)
-        today = max(0, vol - yd)
-        if today >= lots:
+        td = max(0, vol - yd)
+        if td >= lots:
             return Offset.CLOSETODAY
-        return Offset.CLOSEYESTERDAY
+        if yd >= lots:
+            # 夜盘仓在 vnpy 常记在 yd，日盘平昨易报「平昨仓位不足」→ 上期所/能源优先平今
+            if ex_u in ("SHFE", "INE"):
+                return Offset.CLOSETODAY
+            return Offset.CLOSEYESTERDAY
+        if td + yd >= lots:
+            return Offset.CLOSETODAY
+        if ex_u in ("SHFE", "INE", "CZCE"):
+            return Offset.CLOSETODAY
+        return Offset.CLOSE
 
     def _aggressive_limit_price(
         self,