Commit Graph
1 Commits
Author SHA1 Message Date
momentum devandClaude Opus 4.8 1acf77adb1 Holiday-aware market calendar: don't strip stops on closed days
The live loop gated trading + EOD flatten on weekday()<5 only, so a market
HOLIDAY read as a normal session. On a full closure the EOD flatten (15:55-16:00
window) would cancel the protective bracket/stop legs and then fail to fill the
market sell (exchange shut) — leaving positions NAKED over the holiday weekend.
Tomorrow is Juneteenth (Fri 2026-06-19, NYSE closed), with 3 open positions.

- runtime/market_calendar.py: NYSE full closures + early closes (no external
  dep), is_trading_day / is_regular_hours / session_close_hm. 2026 confirmed.
- _is_rth() now uses is_regular_hours() (holiday + early-close aware).
- EOD flatten skips when session_close_hm() is None (weekend/holiday) and uses
  the real close (13:00 on early-close days) — so it only flattens into an OPEN
  market that can actually fill the sell, never orphaning the stops.

tests/unit/runtime/test_market_calendar.py: 6 passed. Verified Juneteenth ->
not a trading day -> EOD skipped -> the 3 GTC stops stay in place.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-18 23:10:07 -04:00