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/position_sizing.py

@@ -233,6 +233,22 @@ def calc_margin_usage_pct(
     return round(total / cap * 100.0, 2)
 
 
+def current_margin_usage_pct(
+    positions: list[dict],
+    capital: float,
+    *,
+    trading_mode: str | None = None,
+    account_margin_used: float | None = None,
+) -> float:
+    """当前保证金占权益（%）；优先采用柜台账户占用，避免本地估算偏低。"""
+    cap = float(capital or 0)
+    usage = calc_margin_usage_pct(positions, cap, trading_mode=trading_mode)
+    acct = float(account_margin_used or 0)
+    if cap > 0 and acct > 0:
+        usage = max(usage, round(acct / cap * 100.0, 2))
+    return usage
+
+
 def cap_lots_for_margin_budget(
     positions: list[dict],
     capital: float,
@@ -242,29 +258,28 @@ def cap_lots_for_margin_budget(
     desired_lots: int,
     max_margin_pct: float,
     trading_mode: str | None = None,
+    account_margin_used: float | None = None,
 ) -> tuple[int, float]:
     """在保证金上限内，返回可加仓手数及占用比例。"""
+    cap = float(capital or 0)
     desired = max(0, int(desired_lots or 0))
+    baseline_usage = current_margin_usage_pct(
+        positions, cap, trading_mode=trading_mode, account_margin_used=account_margin_used,
+    )
     if desired <= 0:
-        return 0, calc_margin_usage_pct(positions, capital, trading_mode=trading_mode)
+        return 0, baseline_usage
+    if cap <= 0:
+        return 0, baseline_usage
+    baseline_margin = baseline_usage / 100.0 * cap
+    per_lot = 0.0
     for lots in range(desired, 0, -1):
-        usage = calc_margin_usage_pct(
-            positions,
-            capital,
-            extra_symbol=symbol,
-            extra_lots=lots,
-            extra_price=price,
-            extra_direction=direction,
-            trading_mode=trading_mode,
+        per_lot, _, _ = margin_one_lot(
+            symbol, price, direction=direction, trading_mode=trading_mode,
         )
+        if per_lot <= 0:
+            spec = get_contract_spec(symbol)
+            per_lot = price * spec["mult"] * spec["margin_rate"]
+        usage = round((baseline_margin + per_lot * lots) / cap * 100.0, 2)
         if usage <= max_margin_pct:
             return lots, usage
-    return 0, calc_margin_usage_pct(
-        positions,
-        capital,
-        extra_symbol=symbol,
-        extra_lots=desired,
-        extra_price=price,
-        extra_direction=direction,
-        trading_mode=trading_mode,
-    )
+    return 0, round((baseline_margin + per_lot * desired) / cap * 100.0, 2)