Open catch-up flatten: close stale overnight carries at the open

The backstop behind the EOD-flatten fix: even with the EOD flatten working, a
carry can survive (loop down at EOD, or the held-qty 403 before it was fixed) and
bleed for days — ATPC sat 4 days over the Juneteenth gap, -$651. This closes any
position carried from a PRIOR session, at the open, before it bleeds.

- runtime/flatten.find_overnight_carries (pure, tested): open positions with no
  BUY filled today (ET) = carried overnight. Today's fresh names have a buy
  today, so they're never touched.
- ExecutionService.flatten_overnight_carries: detects carries from the broker
  (positions + filled buys) and closes them via the robust cancel-legs-then-close
  path — WITHOUT halting the session (unlike close_session), so today's trading
  continues. Emits an open_catchup_flatten risk event.
- run_live_paper step_open_catchup_flatten: once per session, during RTH, gated by
  TRADING_OPEN_CATCHUP_FLATTEN_ENABLED (def 1). Loud log when it flattens a carry.

Dry-run against the live book: correctly targets ONLY ATPC (6/18 carry), leaves
today's DAMD/ECX. 38 runtime/safety tests pass. Needs a loop restart to activate.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

runtime/flatten.py

@@ -21,9 +21,46 @@ from __future__ import annotations
 
 import logging
 import time
+from datetime import date, datetime, timezone
+from zoneinfo import ZoneInfo
 
 logger = logging.getLogger(__name__)
 
+_ET = ZoneInfo("America/New_York")
+
+
+def _fill_et_date(iso) -> date | None:
+    """ET calendar date of a broker fill timestamp (stored UTC), or None."""
+    try:
+        dt = datetime.fromisoformat(str(iso).replace("Z", "+00:00"))
+        if dt.tzinfo is None:
+            dt = dt.replace(tzinfo=timezone.utc)
+        return dt.astimezone(_ET).date()
+    except (TypeError, ValueError):
+        return None
+
+
+def find_overnight_carries(open_symbols, buy_fills, today_et: date) -> list[str]:
+    """Open positions whose lot was NOT entered today (ET) — i.e. carried across
+    a prior session. A day-trading book should be flat by the open, so anything
+    still held that wasn't bought today survived overnight (the EOD flatten was
+    missed/failed) and should be caught up at the open before it bleeds for days
+    (the ATPC-over-Juneteenth case).
+
+    Args:
+        open_symbols: iterable of currently-open position symbols.
+        buy_fills: iterable of {"symbol", "filled_at"} for FILLED BUY orders.
+        today_et: today's ET date.
+    Returns sorted symbols open today with no buy filled today.
+    """
+    bought_today: set[str] = set()
+    for f in buy_fills or []:
+        if _fill_et_date(f.get("filled_at")) == today_et:
+            sym = f.get("symbol")
+            if sym:
+                bought_today.add(sym)
+    return sorted(s for s in (open_symbols or ()) if s and s not in bought_today)
+
 # Order states in which a sell order still RESERVES position quantity. While an
 # order is in one of these states, that many shares show as ``held_for_orders``
 # and are unavailable to a separate close. (A ``filled``/``canceled`` leg no