Fix position limit to count distinct slots and speed up strategy page.

Roll/add-on shares one monitor per symbol+direction so it no longer inflates the active position count; strategy page skips full CTP sync when monitors already exist.

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

modules/risk/account_risk_lib.py

@@ -274,6 +274,30 @@ def count_active_trade_monitors(conn) -> int:
         return 0
 
 
+def _position_slot_key(sym: str, direction: str) -> tuple[str, str]:
+    base = (sym or "").strip().lower().split(".")[0]
+    return (base, (direction or "long").strip().lower())
+
+
+def active_position_slots_from_monitors(conn) -> set[tuple[str, str]]:
+    """按品种+方向去重；滚仓/加仓共用同一监控，不额外占仓位槽。"""
+    keys: set[tuple[str, str]] = set()
+    try:
+        for r in conn.execute(
+            "SELECT symbol, direction FROM trade_order_monitors WHERE status='active'"
+        ):
+            sym = (r["symbol"] or "").strip()
+            if sym:
+                keys.add(_position_slot_key(sym, r["direction"] or "long"))
+    except Exception:
+        pass
+    return keys
+
+
+def count_active_position_slots(conn) -> int:
+    return len(active_position_slots_from_monitors(conn))
+
+
 def _position_keys_from_rows(rows: list) -> set[tuple[str, str]]:
     keys: set[tuple[str, str]] = set()
     for p in rows or []:
@@ -285,10 +309,10 @@ def _position_keys_from_rows(rows: list) -> set[tuple[str, str]]:
             or p.get("symbol_code")
             or p.get("ths_code")
             or ""
-        ).strip().lower()
+        ).strip()
         direction = (p.get("direction") or "long").strip().lower()
         if sym:
-            keys.add((sym, direction))
+            keys.add(_position_slot_key(sym, direction))
     return keys
 
 
@@ -298,8 +322,8 @@ def effective_active_position_count(
     *,
     ctp_connected: Optional[bool] = None,
 ) -> int:
-    """风控持仓数：柜台/快照实际持仓优先，本地监控作兜底。"""
-    monitor_count = count_active_trade_monitors(conn)
+    """风控持仓数：品种+方向槽位去重；滚仓不计入新仓位。"""
+    keys = active_position_slots_from_monitors(conn)
     if ctp_connected is None:
         try:
             from modules.ctp.vnpy_bridge import ctp_status
@@ -307,23 +331,21 @@ def effective_active_position_count(
             ctp_connected = bool(ctp_status(mode).get("connected"))
         except Exception:
             ctp_connected = False
-    if not ctp_connected:
-        return monitor_count
-    keys: set[tuple[str, str]] = set()
-    try:
-        from modules.ctp.ctp_trading_state import trading_state
+    if ctp_connected:
+        try:
+            from modules.ctp.ctp_trading_state import trading_state
 
-        keys |= _position_keys_from_rows(trading_state.get_positions())
-    except Exception:
-        pass
-    try:
-        from modules.trading.position_stream import position_hub
+            keys |= _position_keys_from_rows(trading_state.get_positions())
+        except Exception:
+            pass
+        try:
+            from modules.trading.position_stream import position_hub
 
-        snap = position_hub.get_snapshot() or {}
-        keys |= _position_keys_from_rows(snap.get("rows"))
-    except Exception:
-        pass
-    return max(monitor_count, len(keys))
+            snap = position_hub.get_snapshot() or {}
+            keys |= _position_keys_from_rows(snap.get("rows"))
+        except Exception:
+            pass
+    return len(keys)
 
 
 def parse_mood_issues(raw: Any) -> list[str]:
@@ -419,7 +441,11 @@ def get_risk_status(
                 "UPDATE account_risk_state SET cooloff_until_ms=NULL, cooloff_hours=NULL WHERE id=1"
             )
             conn.commit()
-        active = count_active_trade_monitors(conn) if active_count is None else int(active_count)
+        active = (
+            count_active_position_slots(conn)
+            if active_count is None
+            else int(active_count)
+        )
         mx = max_active_positions()
         pos_limit = active >= mx
         daily_opens = count_daily_opens(conn, now)