Prefer monitor slots for position limit and fix dashboard sticky count.

When active monitors exist, use their deduped symbol+direction slots so roll does not inflate the limit; only hold previous active_count on SSE when incoming drops to zero during sync.

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

modules/risk/account_risk_lib.py

@@ -322,8 +322,10 @@ def effective_active_position_count(
     *,
     ctp_connected: Optional[bool] = None,
 ) -> int:
-    """风控持仓数：品种+方向槽位去重；滚仓不计入新仓位。"""
+    """风控持仓数：按品种+方向槽位去重；滚仓/加仓共用监控，不额外占槽。"""
-    keys = active_position_slots_from_monitors(conn)
+    monitor_keys = active_position_slots_from_monitors(conn)
+    if monitor_keys:
+        return len(monitor_keys)
     if ctp_connected is None:
         try:
             from modules.ctp.vnpy_bridge import ctp_status
@@ -331,13 +333,16 @@ def effective_active_position_count(
             ctp_connected = bool(ctp_status(mode).get("connected"))
         except Exception:
             ctp_connected = False
-    if ctp_connected:
+    if not ctp_connected:
+        return 0
+    keys: set[tuple[str, str]] = set()
     try:
         from modules.ctp.ctp_trading_state import trading_state
 
         keys |= _position_keys_from_rows(trading_state.get_positions())
     except Exception:
         pass
+    if not keys:
         try:
             from modules.trading.position_stream import position_hub
 

modules/web/static/js/dashboard.js

@@ -424,8 +424,8 @@
                     : 0;
                 if (
                     !isNaN(incN) && !isNaN(prevN)
-                    && incN < prevN
+                    && incN === 0 && prevN > 0
-                    && (marginUsed > 0 || prevN > 0)
+                    && marginUsed > 0
                 ) {
                     risk.status.active_count = prevN;
                 }