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>

strategy/strategy_db.py

@@ -122,6 +122,16 @@ CREATE TABLE IF NOT EXISTS ctp_sim_positions (
 """
 
 
+ROLL_LEG_EXTRA_COLUMNS = (
+    "ALTER TABLE roll_legs ADD COLUMN limit_price REAL",
+    "ALTER TABLE roll_legs ADD COLUMN breakthrough_price REAL",
+    "ALTER TABLE roll_legs ADD COLUMN last_mark_price REAL",
+    "ALTER TABLE roll_legs ADD COLUMN invalidated_reason TEXT",
+    "ALTER TABLE roll_legs ADD COLUMN capital_snapshot REAL",
+    "ALTER TABLE trade_order_monitors ADD COLUMN risk_percent REAL",
+)
+
+
 _TABLES_READY = False
 
 
@@ -143,6 +153,11 @@ def init_strategy_tables(conn) -> None:
         conn.execute("ALTER TABLE trend_pullback_plans ADD COLUMN period TEXT DEFAULT '15m'")
     except Exception:
         pass
+    for sql in ROLL_LEG_EXTRA_COLUMNS:
+        try:
+            conn.execute(sql)
+        except Exception:
+            pass
     if not conn.execute("SELECT id FROM ctp_sim_account WHERE id=1").fetchone():
         conn.execute("INSERT INTO ctp_sim_account (id, balance, available) VALUES (1, 100000, 100000)")
     conn.commit()