Merge branch 'vest-fix-timing' into vest-fixes

# Conflicts:
#	lib/reporter.ts
#	lib/vest-class.ts
#	scripts/check-vest.mjs

lib/trading-logic.ts

@@ -165,6 +165,18 @@ export function currentTradeDateCT(now: Date = new Date()): string {
     return new Date(date).toISOString().slice(0, 10);
 }
 
+/**
+ * The trade date a client's accounts are planned on and count their legs by:
+ * the platform's own day where its daily rows and realized P&L follow one
+ * that turns at another hour (Vest: 20:00 ET, two hours after the 5 PM CT
+ * roll), else the Central trade date. Between the two rolls the Central date
+ * would count the platform's still-open day both as a prior day and as
+ * today's realized P&L, and start the day's leg count over mid-day.
+ */
+export function tradeDateFor(client: { tradeDate?: (now: number) => string } | null | undefined, now: Date = new Date()): string {
+    return typeof client?.tradeDate === 'function' ? client.tradeDate(now.getTime()) : currentTradeDateCT(now);
+}
+
 /** Drain-day target grid: $4–$15 in $0.50 steps (23 values, MNQ's
  *  per-contract tick), always traded on MNQ. Drain days qualify at ≥
  *  DRAIN_DAY_MIN, so every draw counts. Seeded per (account, trade date) like
@@ -672,8 +684,9 @@ export type CycleCompletion = 'none' | 'today' | 'before';
 
 /** How long a new trade date waits before it can read 'today': the platforms
  *  reset realizedPnL on their own clock (a Tradovate cashBalance event, the
- *  TopstepX 60s sync), not at 5 PM sharp, and until then the last session's
- *  number — already booked under its own date — would count as a second day. */
+ *  TopstepX 60s sync, Vest's next sync after 20:00 ET), not at the roll
+ *  sharp, and until then the last session's number — already booked under
+ *  its own date — would count as a second day. */
 const ROLL_SETTLE_MS = 5 * 60 * 1000;
 
 /** How long after a fund transaction starts a new cycle the cycle it ended is
@@ -704,13 +717,14 @@ function cycleOwesNothing(
  *  weekend (it is the last session's stale number, already booked under its
  *  own date), a Monday with a weekend-dated row — the live session filed under
  *  a weekend date, which would count it twice — and the first minutes after
- *  the 5 PM roll. An every-day firm's weekends are real sessions, so only the
- *  roll window applies to it. */
+ *  the roll: the client's own (tradeDateFor), else 5 PM CT. An every-day
+ *  firm's weekends are real sessions, so only the roll window applies to it. */
 function sessionDoubtful(
     rawTradeDate: string,
     cycleDailyPnL: { date: string; pnl: number }[],
     now: Date,
     everyDay = false,
+    client?: { tradeDate?: (now: number) => string },
 ): boolean {
     const day = new Date(`${rawTradeDate}T00:00:00Z`);
     const dow = day.getUTCDay();
@@ -721,7 +735,7 @@ function sessionDoubtful(
         if (cycleDailyPnL.some((d) => d.date === saturday || d.date === sunday)) return true;
     }
     // Settle window: a few minutes ago it was still an earlier trade date.
-    return currentTradeDateCT(new Date(now.getTime() - ROLL_SETTLE_MS)) < rawTradeDate;
+    return tradeDateFor(client, new Date(now.getTime() - ROLL_SETTLE_MS)) < rawTradeDate;
 }
 
 /**
@@ -734,14 +748,18 @@ function sessionDoubtful(
  * 'none' instead: a weekend (realizedPnL is the last session's stale number,
  * already booked under its own date), a Monday with a weekend-dated row — the
  * live session filed under a weekend date, which would count it twice — and
- * the first minutes after the 5 PM roll. 'before' skips those guards: it only
+ * the first minutes after the roll. 'before' skips those guards: it only
  * keeps a locked, untraded pass out of the reporter's losses.
  */
 export function cycleCompletion(opts: {
     accountId: number;
-    /** currentTradeDateCT() — NOT the combined date, which rolls a weekend
-     *  forward to Monday. */
+    /** tradeDateFor(client) — NOT the combined date, which rolls a weekend
+     *  forward to Monday. On a platform whose day turns later than 5 PM CT
+     *  (Vest), the Central date would count its open day twice. */
     rawTradeDate: string;
+    /** The account's client: the settle window follows its day's roll
+     *  (tradeDateFor). */
+    client?: { tradeDate?: (now: number) => string };
     /** Current-cycle daily P&L as the client holds it (client.dailyPnL). */
     cycleDailyPnL: { date: string; pnl: number }[];
     rawRealizedPnL: number;
@@ -764,7 +782,7 @@ export function cycleCompletion(opts: {
     const prior = view.dailyPnL.filter((d) => d.date !== view.tradeDate);
 
     if (cycleOwesNothing(accountId, eff, prior, view.tradeDate, equityProfit, view.realizedPnL, splitEnabled)) return 'before';
-    if (sessionDoubtful(rawTradeDate, opts.cycleDailyPnL, opts.now ?? new Date(), everyDay)) return 'none';
+    if (sessionDoubtful(rawTradeDate, opts.cycleDailyPnL, opts.now ?? new Date(), everyDay, opts.client)) return 'none';
 
     const withToday = [...prior, { date: view.tradeDate, pnl: view.realizedPnL }];
     const probe = nextTradingDate(view.tradeDate, everyDay);
@@ -825,8 +843,10 @@ export function completionPlace(o: {
  */
 export function endedCycleCompletion(opts: {
     accountId: number;
-    /** currentTradeDateCT(). */
+    /** tradeDateFor(client). */
     rawTradeDate: string;
+    /** As in cycleCompletion. */
+    client?: { tradeDate?: (now: number) => string };
     /** Every cycle's daily P&L, raw (client.fullDailyPnL). */
     fullDailyPnL: { date: string; pnl: number }[];
     /** Current-cycle daily P&L, raw (client.dailyPnL). */
@@ -855,7 +875,7 @@ export function endedCycleCompletion(opts: {
     if (lastFundDate === null || start === null) return null;
     const ageDays = (Date.parse(`${rawTradeDate}T00:00:00Z`) - Date.parse(`${lastFundDate}T00:00:00Z`)) / (24 * 60 * 60 * 1000);
     if (!(ageDays <= ENDED_CYCLE_WINDOW_DAYS)) return null; // NaN included: an unparseable date
-    if (sessionDoubtful(rawTradeDate, opts.cycleDailyPnL, opts.now ?? new Date(), everyDay)) return null;
+    if (sessionDoubtful(rawTradeDate, opts.cycleDailyPnL, opts.now ?? new Date(), everyDay, opts.client)) return null;
 
     const latest = (a: string, b: string) => (b > a ? b : a);
     const earlierFunds = fundTransactions.filter((f) => f.date < lastFundDate);
@@ -1413,6 +1433,23 @@ export function resetClearStop(o: { leg: number; resetInMs: number; holdHours: n
     return (o.leg * (c + Math.sqrt(c * c - 4))) / 2;
 }
 
+/** Whether a leg of `holdHours` starting now is all but sure to be done
+ *  before its market closes `closeInMs` from now: the RESET_CLEAR_HOLDS
+ *  holds a daily reset is given (resetClearStop). A leg still open at the
+ *  close can't be exited until the market reopens, and meets the reopen's
+ *  gap with its stop. */
+export function clearsClose(o: { closeInMs: number; holdHours: number }): boolean {
+    return o.closeInMs >= RESET_CLEAR_HOLDS * o.holdHours * 3_600_000;
+}
+
+/** Why a leg of `holdHours` starting at `now` doesn't open: its market
+ *  closes at `closesAt` (epoch ms) before it clears (clearsClose). null when
+ *  it clears, or no close is known (a futures contract). */
+export function legCloseNote(closesAt: number | null | undefined, holdHours: number, now: number): string | null {
+    if (closesAt === null || closesAt === undefined || clearsClose({ closeInMs: closesAt - now, holdHours })) return null;
+    return `closes in ${((closesAt - now) / 3_600_000).toFixed(1)}h, under ${RESET_CLEAR_HOLDS} holds of ${holdHours.toFixed(1)}h`;
+}
+
 /**
  * dllRoom where the platform states its daily-loss floor itself (Vest: the
  * equity the account may not fall below today, already moved by the day's