From ae28bc62730b7518fa4ecad2b0055c5620749735 Mon Sep 17 00:00:00 2001
From: dekun <dekun@local>
Date: Thu, 2 Jul 2026 23:04:34 +0800
Subject: [PATCH] Count roll groups as one position slot and protect monitors
 during roll.

Include active roll groups in deduped position slots; normalize CTP position keys in reconcile; skip closing monitors tied to active roll groups.

Co-authored-by: Cursor <cursoragent@cursor.com>
---
 modules/risk/account_risk_lib.py |  9 +++++++++
 modules/trading/sl_tp_guard.py   | 18 ++++++++++++++----
 2 files changed, 23 insertions(+), 4 deletions(-)

diff --git a/modules/risk/account_risk_lib.py b/modules/risk/account_risk_lib.py
index 364fd0c..2d1c7aa 100644
--- a/modules/risk/account_risk_lib.py
+++ b/modules/risk/account_risk_lib.py
@@ -289,6 +289,15 @@ def active_position_slots_from_monitors(conn) -> set[tuple[str, str]]:
             sym = (r["symbol"] or "").strip()
             if sym:
                 keys.add(_position_slot_key(sym, r["direction"] or "long"))
+        for r in conn.execute(
+            """SELECT m.symbol, m.direction
+               FROM roll_groups g
+               JOIN trade_order_monitors m ON m.id = g.order_monitor_id
+               WHERE g.status='active'"""
+        ):
+            sym = (r["symbol"] or "").strip()
+            if sym:
+                keys.add(_position_slot_key(sym, r["direction"] or "long"))
     except Exception:
         pass
     return keys
diff --git a/modules/trading/sl_tp_guard.py b/modules/trading/sl_tp_guard.py
index f573cd8..d475a4a 100644
--- a/modules/trading/sl_tp_guard.py
+++ b/modules/trading/sl_tp_guard.py
@@ -647,9 +647,11 @@ def reconcile_monitors_without_position(conn, mode: str, *, grace_sec: int = 120
     for p in positions:
         if int(p.get("lots") or 0) <= 0:
             continue
-        sym = (p.get("symbol") or "").lower()
+        sym = (p.get("symbol") or "").strip()
         direction = p.get("direction") or "long"
-        position_keys.add((sym, direction))
+        if sym:
+            base = sym.lower().split(".")[0]
+            position_keys.add((base, (direction or "long").strip().lower()))
     try:
         from modules.ctp.ctp_trading_state import trading_state
 
@@ -657,9 +659,11 @@ def reconcile_monitors_without_position(conn, mode: str, *, grace_sec: int = 120
             lots = int(p.get("lots") or 0)
             if lots <= 0:
                 continue
-            sym = (p.get("symbol") or "").lower()
+            sym = (p.get("symbol") or "").strip()
             direction = p.get("direction") or "long"
-            position_keys.add((sym, direction))
+            if sym:
+                base = sym.lower().split(".")[0]
+                position_keys.add((base, (direction or "long").strip().lower()))
     except Exception:
         pass
 
@@ -709,6 +713,12 @@ def reconcile_monitors_without_position(conn, mode: str, *, grace_sec: int = 120
                 break
         if matched:
             continue
+        mid = mon.get("id")
+        if conn.execute(
+            "SELECT 1 FROM roll_groups WHERE order_monitor_id=? AND status='active' LIMIT 1",
+            (mid,),
+        ).fetchone():
+            continue
         try:
             cancel_monitor_exit_orders(conn, mon, mode=mode)
         except Exception as exc: