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

@@ -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