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/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: