[codex] Retry LongBridge refresh after sells

[Pigbibi]

Summary

• Add a bounded post-sell account refresh retry loop for LongBridge rebalancing.
• Use the best refreshed plan before submitting follow-up buys, instead of relying on the first immediate account read.
• Wire the retry loop to the existing order poll interval/attempt constants.

Root cause

LongBridge already refreshed the account state after submitted sells, but it did so immediately after order monitoring. In live runs the broker can still return stale buying power for the first refresh, so follow-up buys may still be sized from the pre-sale cash.

Validation

• PYTHONPATH=.:../QuantPlatformKit/src:../UsEquityStrategies/src uv run --with pytest --with pandas --with numpy --with pytz --with requests --with flask --with pandas-market-calendars --with longport python -m pytest tests/test_rebalance_service.py tests/test_decision_mapper.py tests/test_strategy_runtime.py -q
• PYTHONPATH=.:../QuantPlatformKit/src:../UsEquityStrategies/src uv run --with ruff --with requests ruff check application/rebalance_service.py main.py tests/test_rebalance_service.py
• git diff --check