Harden roll pending: never auto-delete on CTP snapshot gaps, repair orphans, fast monitor revive.

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

modules/trading/install.py

@@ -3657,6 +3657,60 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             (now_s, gid),
         )
 
+    def _account_has_margin_in_use(mode: str) -> bool:
+        if not ctp_status(mode).get("connected"):
+            return False
+        margin_raw = ctp_account_margin_used(mode)
+        return margin_raw is not None and float(margin_raw) > 0
+
+    def _roll_group_has_pending(conn, gid: int) -> bool:
+        return bool(conn.execute(
+            "SELECT 1 FROM roll_legs WHERE roll_group_id=? AND status=? LIMIT 1",
+            (int(gid), LEG_STATUS_PENDING),
+        ).fetchone())
+
+    def _repair_orphan_roll_pending(conn) -> int:
+        """pending 腿所在滚仓组被误关时恢复（避免「提交后消失」）。"""
+        rows = conn.execute(
+            """SELECT l.id AS leg_id, l.roll_group_id, g.order_monitor_id, g.symbol, g.direction
+               FROM roll_legs l
+               JOIN roll_groups g ON g.id = l.roll_group_id
+               WHERE l.status=? AND g.status != 'active'
+               ORDER BY l.id DESC""",
+            (LEG_STATUS_PENDING,),
+        ).fetchall()
+        fixed = 0
+        seen_monitors: set[int] = set()
+        for r in rows:
+            gid = int(r["roll_group_id"])
+            mid = int(r["order_monitor_id"] or 0)
+            if mid and mid in seen_monitors:
+                continue
+            if mid:
+                seen_monitors.add(mid)
+            sym = (r["symbol"] or "").strip()
+            direction = (r["direction"] or "long").strip().lower()
+            conn.execute(
+                "UPDATE roll_groups SET status='active', updated_at=? WHERE id=?",
+                (datetime.now().strftime("%Y-%m-%d %H:%M:%S"), gid),
+            )
+            if mid:
+                mon_row = conn.execute(
+                    "SELECT status FROM trade_order_monitors WHERE id=?",
+                    (mid,),
+                ).fetchone()
+                if mon_row and (mon_row["status"] or "").strip().lower() != "active":
+                    execute_retry(
+                        conn,
+                        "UPDATE trade_order_monitors SET status='active' WHERE id=?",
+                        (mid,),
+                    )
+                    clear_close_pending(sym, direction)
+            fixed += 1
+        if fixed:
+            commit_retry(conn)
+        return fixed
+
     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()
@@ -3676,6 +3730,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         """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)
+        _repair_orphan_roll_pending(conn)
         rows = conn.execute(
             """SELECT g.*, m.status AS monitor_status
                FROM roll_groups g
@@ -3697,6 +3752,19 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                 ).fetchone()
                 if fresh and (fresh["status"] or "").strip().lower() == "active":
                     continue
+            if _roll_group_has_pending(conn, gid):
+                if (
+                    _ctp_has_open_position(mode, sym, direction)
+                    or _account_has_margin_in_use(mode)
+                ):
+                    if mid:
+                        _revive_closed_monitor(conn, sym, direction)
+                    continue
+                logger.debug(
+                    "keep pending roll group #%s despite inactive monitor",
+                    gid,
+                )
+                continue
             if _ctp_has_open_position(mode, sym, direction):
                 if mid:
                     _revive_closed_monitor(conn, sym, direction)
@@ -3705,6 +3773,10 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                     gid, sym, direction,
                 )
                 continue
+            if _account_has_margin_in_use(mode):
+                if mid:
+                    _revive_closed_monitor(conn, sym, direction)
+                continue
             _archive_roll_group(conn, grp, result_label="持仓已结束")
             closed += 1
         if closed:
@@ -3825,6 +3897,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             mode = get_trading_mode(get_setting)
             if ctp_status(mode).get("connected"):
                 _revive_monitors_for_open_ctp(conn, mode)
+                _repair_orphan_roll_pending(conn)
             _revive_roll_monitors_light(conn)
             need_initial = conn.execute(
                 "SELECT id FROM roll_groups WHERE status='active' AND COALESCE(initial_lots, 0)=0 LIMIT 1"
@@ -4540,39 +4613,30 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         mon = dict(row)
         if (mon.get("status") or "").strip().lower() == "active":
             return mon
-        mode = get_trading_mode(get_setting)
+        if int(mon.get("lots") or 0) <= 0:
-        if not _cached_ctp_status(mode).get("connected"):
             return None
+        mode = get_trading_mode(get_setting)
         sym = (mon.get("symbol") or "").strip()
         direction = (mon.get("direction") or "long").strip().lower()
-        for p in _positions_for_monitor_restore(mode, allow_ctp=False):
+        still_holding = False
-            if int(p.get("lots") or 0) <= 0:
+        if ctp_status(mode).get("connected"):
-                continue
+            still_holding = (
-            if (p.get("direction") or "long").strip().lower() != direction:
+                _ctp_has_open_position(mode, sym, direction)
-                continue
+                or _account_has_margin_in_use(mode)
-            if not _match_ctp_symbol(p.get("symbol") or "", sym):
-                continue
-            execute_retry(
-                conn,
-                "UPDATE trade_order_monitors SET status='active' WHERE id=?",
-                (int(mon_id),),
             )
-            mon["status"] = "active"
+        if not still_holding:
-            _sync_monitor_from_ctp(
+            revived = _revive_closed_monitor(conn, sym, direction)
-                conn,
+            if revived and int(revived.get("id") or 0) == int(mon_id):
-                int(mon_id),
+                return revived
-                sym,
+            return None
-                direction,
+        execute_retry(
-                mode,
+            conn,
-                ctp=p,
+            "UPDATE trade_order_monitors SET status='active' WHERE id=?",
-                capital=_capital(conn),
+            (int(mon_id),),
-            )
+        )
-            fresh = conn.execute(
+        clear_close_pending(sym, direction)
-                "SELECT * FROM trade_order_monitors WHERE id=?",
+        mon["status"] = "active"
-                (int(mon_id),),
+        return mon
-            ).fetchone()
-            return dict(fresh) if fresh else mon
-        return None
 
     def _roll_mark_price(
         sym: str,
@@ -4747,6 +4811,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         try:
             if ctp_status(mode).get("connected"):
                 _revive_monitors_for_open_ctp(conn, mode)
+                _repair_orphan_roll_pending(conn)
             check_roll_monitors(
                 conn,
                 get_mark_price_fn=lambda sym: _roll_mark_price(sym, {}, mode, allow_ctp=True),

modules/trading/sl_tp_guard.py

@@ -793,6 +793,13 @@ def reconcile_monitors_without_position(conn, mode: str, *, grace_sec: int = 120
             (mid,),
         ).fetchone():
             continue
+        if conn.execute(
+            """SELECT 1 FROM roll_legs l
+               JOIN roll_groups g ON g.id = l.roll_group_id
+               WHERE g.order_monitor_id=? AND l.status='pending' LIMIT 1""",
+            (mid,),
+        ).fetchone():
+            continue
         try:
             cancel_monitor_exit_orders(conn, mon, mode=mode)
         except Exception as exc: