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/trading/install.py

@@ -28,6 +28,7 @@ from modules.trading.position_sizing import (
     calc_lots_by_risk,
     calc_margin_usage_pct,
     cap_lots_for_margin_budget,
+    current_margin_usage_pct,
     calc_order_tick_metrics,
     normalize_sizing_mode,
 )
@@ -1973,6 +1974,11 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         ).fetchone()["n"]
         if int(pending_n or 0) > 0:
             return False, "已有监控中的加仓腿"
+        cap_err = _validate_roll_margin(
+            conn, mode=mode, mon=mon, preview=preview, capital=_capital(conn),
+        )
+        if cap_err:
+            return False, cap_err
         try:
             result = execute_order(
                 conn,
@@ -4508,8 +4514,15 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         conn = get_db()
         init_strategy_tables(conn)
         mode = get_trading_mode(get_setting)
+        capital = _capital(conn)
+        preview2, merr = _apply_roll_margin_cap(
+            preview, conn=conn, mode=mode, mon=mon, capital=capital,
+        )
+        if merr:
+            conn.close()
+            return False, merr
         ok, msg = _commit_roll_fill(
-            conn, mon=mon, preview=preview, add_mode=leg.get("add_mode") or ADD_MODE_MARKET,
+            conn, mon=mon, preview=preview2, add_mode=leg.get("add_mode") or ADD_MODE_MARKET,
             mode=mode, pending_leg_id=int(leg["id"]),
         )
         conn.close()
@@ -4536,6 +4549,20 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
 
     app._check_roll_monitors = _check_roll_monitors
 
+    def _validate_roll_margin(
+        conn,
+        *,
+        mode: str,
+        mon: dict,
+        preview: dict,
+        capital: float,
+    ) -> Optional[str]:
+        """滚仓提交前：用柜台保证金复核是否超过滚仓上限。"""
+        _, merr = _apply_roll_margin_cap(
+            preview, conn=conn, mode=mode, mon=mon, capital=capital,
+        )
+        return merr
+
     def _apply_roll_margin_cap(
         preview: dict,
         *,
@@ -4558,9 +4585,21 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         mult = int(get_contract_spec(sym).get("mult") or 1)
         roll_pct = get_roll_max_margin_pct(get_setting)
         add_lots = int(preview.get("add_lots") or 0)
-        positions = _positions_for_monitor_restore(mode, allow_ctp=False)
+        positions = _positions_for_monitor_restore(mode, allow_ctp=True)
+        acct_margin = 0.0
+        if ctp_status(mode).get("connected"):
+            acct_margin = float(ctp_account_margin_used(mode) or 0)
+        current_usage = current_margin_usage_pct(
+            positions, capital, trading_mode=mode, account_margin_used=acct_margin,
+        )
+        if current_usage > roll_pct:
+            return preview, (
+                f"当前保证金占用 {current_usage:g}% 已超过滚仓上限 {roll_pct:g}%，"
+                "请先减仓或提高上限后再加仓"
+            )
         capped, usage = cap_lots_for_margin_budget(
-            positions, capital, sym, direction, price, add_lots, roll_pct, trading_mode=mode,
+            positions, capital, sym, direction, price, add_lots, roll_pct,
+            trading_mode=mode, account_margin_used=acct_margin,
         )
         if capped < 1:
             return preview, f"滚仓后保证金占用将超过上限 {roll_pct:g}%"