Fix roll average entry: CTP trade-weighted avg, sync after fill, live entry for preview.

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

strategy/strategy_roll_monitor_lib.py

@@ -71,6 +71,7 @@ def check_roll_monitors(
     fill_roll_leg_fn: Callable[[dict, dict, dict, dict], tuple[bool, str]],
     is_trading_session_fn: Callable[[], bool],
     get_risk_budget_fn: Callable[[], float],
+    get_entry_price_fn: Optional[Callable[[str, str, float], float]] = None,
 ) -> None:
     """扫描 pending 滚仓腿，标记价穿越则重算手数并市价成交。"""
     if not is_trading_session_fn():
@@ -114,6 +115,12 @@ def check_roll_monitors(
             "entry_price": leg["mon_entry"],
             "take_profit": leg["mon_tp"] or leg["initial_take_profit"],
         }
+        entry_fb = float(leg["mon_entry"] or 0)
+        entry_existing = (
+            get_entry_price_fn(sym, direction, entry_fb)
+            if get_entry_price_fn
+            else entry_fb
+        )
         grp = {
             "id": leg["roll_group_id"],
             "order_monitor_id": leg["order_monitor_id"],
@@ -124,7 +131,7 @@ def check_roll_monitors(
             direction=direction,
             symbol=sym,
             qty_existing=float(leg["mon_lots"] or 0),
-            entry_existing=float(leg["mon_entry"] or 0),
+            entry_existing=entry_existing,
             initial_take_profit=float(leg["mon_tp"] or leg["initial_take_profit"] or 0),
             add_mode=mode,
             new_stop_loss=float(leg["new_stop_loss"] or 0),