momentum devandClaude Opus 4.8
16715369c0
Diagnosed the ATPC -$651 drag: on 6/18 (last session before Juneteenth) the EOD
flatten FIRED at 15:55 but every close was rejected — Alpaca 403 "insufficient
qty... held_for_orders" because the bracket stop/TP legs reserved the shares.
That root cause was already fixed by 4520c69 (cancel legs before close; verified
the current self-fetch finds the active leg). What remained were two real
naked-carry holes this closes:
- Early-close half-days NEVER flattened: the window was a fixed [15:55, close),
but half-days close at 13:00 (15:55 > 13:00) — and half-days (Jul 3, Black
Friday, Dec 24) are exactly the pre-holiday sessions. The window is now
computed RELATIVE TO THE ACTUAL CLOSE, so it fires on early closes too.
- No margin / silent failure before a multi-day gap. Before a weekend/holiday
closure the flatten lead widens (TRADING_PRE_CLOSURE_FLATTEN_LEAD_MIN, def 20)
so the book is flat with room to retry, and a flatten that can't fully close
before a multi-day gap now SCREAMS ("‼ NAKED-CARRY RISK (N-day gap ahead)")
instead of failing silently like 6/18 did.
New calendar helpers next_trading_day / days_to_next_session / eod_flatten_status
(pure, unit-tested: normal window, pre-holiday widening, early-close firing,
closed-day skip). Normal full days are unchanged (still 15:55-16:00). Dormant
until the next pre-closure session, so no effect on today's behavior.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>