Stop auto-deleting roll pending legs when monitor briefly closes but CTP position remains.

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

modules/trading/install.py

@@ -3657,7 +3657,25 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             (now_s, gid),
         )
 
+    def _ctp_has_open_position(mode: str, sym: str, direction: str) -> bool:
+        """柜台是否仍有该品种方向持仓（滚仓组是否应保留）。"""
+        direction = (direction or "long").strip().lower()
+        sym = (sym or "").strip()
+        if not sym or not ctp_status(mode).get("connected"):
+            return False
+        for p in list(_ctp_positions(mode) or []) + list(trading_state.get_positions() or []):
+            if int(p.get("lots") or 0) <= 0:
+                continue
+            if (p.get("direction") or "long").strip().lower() != direction:
+                continue
+            if _match_ctp_symbol(sym, p.get("symbol") or ""):
+                return True
+        return False
+
     def _close_stale_roll_groups(conn) -> int:
+        """仅当持仓监控已结束且柜台无对应持仓时，才归档滚仓组。"""
+        mode = get_trading_mode(get_setting)
+        _revive_monitors_for_open_ctp(conn, mode)
         rows = conn.execute(
             """SELECT g.*, m.status AS monitor_status
                FROM roll_groups g
@@ -3665,9 +3683,33 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                WHERE g.status='active'
                  AND (m.id IS NULL OR m.status != 'active')"""
         ).fetchall()
+        closed = 0
         for r in rows:
-            _archive_roll_group(conn, dict(r), result_label="持仓已结束")
-        return len(rows)
+            grp = dict(r)
+            gid = int(grp.get("id") or 0)
+            sym = (grp.get("symbol") or "").strip()
+            direction = (grp.get("direction") or "long").strip().lower()
+            mid = int(grp.get("order_monitor_id") or 0)
+            if mid:
+                fresh = conn.execute(
+                    "SELECT status FROM trade_order_monitors WHERE id=?",
+                    (mid,),
+                ).fetchone()
+                if fresh and (fresh["status"] or "").strip().lower() == "active":
+                    continue
+            if _ctp_has_open_position(mode, sym, direction):
+                if mid:
+                    _revive_closed_monitor(conn, sym, direction)
+                logger.debug(
+                    "skip stale roll group #%s: CTP position still open %s %s",
+                    gid, sym, direction,
+                )
+                continue
+            _archive_roll_group(conn, grp, result_label="持仓已结束")
+            closed += 1
+        if closed:
+            commit_retry(conn)
+        return closed
 
     def _enrich_roll_leg_row(row: dict, mode: str) -> dict:
         out = dict(row)
@@ -4703,6 +4745,8 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         init_strategy_tables(conn)
         mode = get_trading_mode(get_setting)
         try:
+            if ctp_status(mode).get("connected"):
+                _revive_monitors_for_open_ctp(conn, mode)
             check_roll_monitors(
                 conn,
                 get_mark_price_fn=lambda sym: _roll_mark_price(sym, {}, mode, allow_ctp=True),