Add futures roll strategy with breakout monitoring and fixed-amount sizing.

Replace percent-based risk with system fixed amount, support market/breakout add modes only, allow pending submission outside trading hours, and fix short breakout geometry plus route registration. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-29 12:05:21 +08:00
parent 7ce59d2d71
commit 44bec23296
8 changed files with 982 additions and 160 deletions
@@ -705,6 +705,9 @@ def background_task():
        try:
            expire_old_plans()
            check_key_monitors()
+            fn_roll = getattr(app, "_check_roll_monitors", None)
+            if fn_roll:
+                fn_roll()
            check_order_plans()
            fn = getattr(app, "_check_trend_plans", None)
            if fn: