momentum devandClaude Fable 5
390d6660ea
A market sell that sits unfilled means the symbol is halted (or session closed); cancelling and resubmitting it every exit-manager pass fills no faster and spams the broker — YXT 2026-08-05: 87 market sells across a 10-minute LULD halt, 86 cancelled, plus one exit_naked_stop journal event every ~4s. On a halt-down the resting sell is also the position's only protection. cancel_protective_and_close now returns False (nothing submitted) when a market sell for the symbol is already working, and only cancels non-market protective sells before closing. Exit-manager paths (catastrophe / naked-stop / first-red / trail) journal the exit only when a close was actually submitted. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
65 lines
1.9 KiB
Python
65 lines
1.9 KiB
Python
"""cancel_protective_and_close: halt-aware liquidation (the YXT 2026-08-05
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churn — 87 market sells through a 10-minute LULD halt, 86 cancelled)."""
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from runtime.flatten import cancel_protective_and_close
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class FakeClient:
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def __init__(self):
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self.cancelled: list[str] = []
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self.closed: list[str] = []
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def cancel_order(self, order_id):
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self.cancelled.append(order_id)
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def close_position(self, symbol, qty=None):
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self.closed.append(symbol)
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def _order(**kw):
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base = {"symbol": "YXT", "side": "sell", "type": "market",
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"status": "accepted", "id": "o1", "legs": []}
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base.update(kw)
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return base
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def test_resting_market_sell_is_left_alone():
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client = FakeClient()
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submitted = cancel_protective_and_close(client, "YXT", orders=[_order()])
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assert submitted is False
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assert client.cancelled == []
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assert client.closed == []
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def test_protective_stop_is_cancelled_then_closed():
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client = FakeClient()
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submitted = cancel_protective_and_close(
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client, "YXT", orders=[_order(type="stop", id="stop1")])
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assert submitted is True
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assert client.cancelled == ["stop1"]
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assert client.closed == ["YXT"]
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def test_no_orders_just_closes():
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client = FakeClient()
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assert cancel_protective_and_close(client, "YXT", orders=[]) is True
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assert client.closed == ["YXT"]
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def test_dead_market_sell_does_not_block_close():
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# a filled/cancelled market sell no longer reserves shares — must not be
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# mistaken for an in-flight liquidation
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client = FakeClient()
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submitted = cancel_protective_and_close(
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client, "YXT", orders=[_order(status="canceled")])
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assert submitted is True
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assert client.closed == ["YXT"]
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def test_other_symbols_market_sell_ignored():
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client = FakeClient()
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submitted = cancel_protective_and_close(
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client, "YXT", orders=[_order(symbol="SWIM")])
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assert submitted is True
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assert client.closed == ["YXT"]
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