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

# Conflicts:
#	package.json
#	scripts/check-trading-logic.mjs

app/accounts/[id]/page.tsx

@@ -282,6 +282,7 @@ function ObjRow({ passed, label, value }: { passed: boolean; label: ReactNode; v
     );
 }
 
+// eslint-disable-next-line @typescript-eslint/no-explicit-any
 function EquityTooltip({ active, payload, label }: any) {
     if (!active || !payload?.length) return null;
     // Always read from the raw data point so fill-only series don't interfere
@@ -487,9 +488,11 @@ export default function AccountPage() {
     }, [accountId]);
 
     useEffect(() => {
-        void load();
+        // The first load from a timer too, like the polls: not setState
+        // from the effect's own body.
+        const first = setTimeout(() => { void load(); }, 0);
         const interval = setInterval(() => { void load(); }, 5000);
-        return () => clearInterval(interval);
+        return () => { clearTimeout(first); clearInterval(interval); };
     }, [load]);
 
     if (!account) {
@@ -513,9 +516,12 @@ export default function AccountPage() {
 
     // The firm's hard daily loss limit, and the least a day must make to count
     // as a trading day — two different numbers; neither is set on every type.
-    const dailyLossLimit = (cfg?.dailyLossLimit ?? 0) > 0 ? cfg!.dailyLossLimit! : null;
+    // The limit and the min days are the current stage's, which may set its own.
+    const stageLossLimit = account.effectiveDailyLossLimit ?? cfg?.dailyLossLimit ?? 0;
+    const dailyLossLimit = stageLossLimit > 0 ? stageLossLimit : null;
     const minDayPnL      = (cfg?.minDayPnL ?? 0) > 0 ? cfg!.minDayPnL : null;
-    const daysPassed   = cfg != null && account.daysTraded >= cfg.minTradingDays;
+    const minTradingDays = account.effectiveMinTradingDays ?? cfg?.minTradingDays ?? 0;
+    const daysPassed   = cfg != null && account.daysTraded >= minTradingDays;
     // Dead when balance hits the liquidation floor — Tradovate reports its
     // (positive) floor; TopstepX floors are reconstructed MLLs, negative or
     // +$0.01 once locked at breakeven. 0 = no floor known.
@@ -552,13 +558,19 @@ export default function AccountPage() {
     }
     const sortedEvents = [...allDates].sort().map((d) => eventsByDate.get(d)!);
 
+    // Running equity after each event, summed here rather than inside the
+    // map below: a render callback mustn't reassign an outer variable.
+    const runningAfter: number[] = [];
     let running = 0;
-    const equityData = [
+    for (const ev of sortedEvents) {
-        { label: '', equity: 0, pnl: 0, origin: true, pos: 0, neg: 0, isWithdrawal: false },
-        ...sortedEvents.map((ev) => {
         if (ev.fundAmt !== undefined) running += ev.fundAmt; // withdrawals reduce equity
         if (ev.pnl !== undefined) running += ev.pnl;
-            const equity = Math.round(running * 100) / 100;
+        runningAfter.push(running);
+    }
+    const equityData = [
+        { label: '', equity: 0, pnl: 0, origin: true, pos: 0, neg: 0, isWithdrawal: false },
+        ...sortedEvents.map((ev, i) => {
+            const equity = Math.round(runningAfter[i] * 100) / 100;
             return {
                 label: fmtDate(ev.date),
                 equity,
@@ -597,7 +609,7 @@ export default function AccountPage() {
     // books exactly its plan, cycles complete, and the configured withdrawal
     // fires the day a cycle finishes. Same planner the trade path runs, so the
     // numbers (bumps and drain amounts included) are what would actually be
-    // aimed for. Shown up to TWO payouts ahead.
+    // aimed for. Shown up to TWO payout days ahead.
     const rawProjection = (cfg && !isDead) ? projectPerfectPath({
         accountId: account.id,
         cfg,
@@ -605,7 +617,10 @@ export default function AccountPage() {
         fundTransactions,
         balance: account.amount,
         realizedPnL: account.realizedPnL,
-        maxWithdrawals: 2,
+        // A type whose stages reset each day: its state stage counts today's payouts.
+        stageInputs: { stagesSameDay: cfg.stagesSameDay === true, sameDayWithdrawals: account.stage - 1 },
+        // Such a type pays out once per stage on each of those days.
+        maxWithdrawals: cfg.stagesSameDay === true ? 2 * (1 + cfg.withdrawalStages.length) : 2,
         payout: {
             withdrawalPct: cfg.withdrawalPct,
             payoutCap: cfg.payoutCap,
@@ -621,23 +636,21 @@ export default function AccountPage() {
                 : undefined,
         },
     }) : [];
-    // Cut the projection at the second payout — days beyond it are noise here.
+    // Cut the projection after the second payout day — days beyond it are
-    const secondPayoutIdx = (() => {
+    // noise here. The path's dates never go back, and a payoutReady entry is
-        let seen = 0;
+    // always its last.
-        for (let i = 0; i < rawProjection.length; i++) {
+    const payoutDays = [...new Set(rawProjection.filter((p) => p.withdrawal !== undefined || p.payoutReady).map((p) => p.date))];
-            const p = rawProjection[i];
+    const projection = payoutDays.length >= 2 ? rawProjection.filter((p) => p.date <= payoutDays[1]) : rawProjection;
-            if (p.withdrawal !== undefined || p.payoutReady) {
-                seen++;
-                if (seen >= 2 || p.payoutReady) return i;
-            }
-        }
-        return -1;
-    })();
-    const projection = secondPayoutIdx >= 0 ? rawProjection.slice(0, secondPayoutIdx + 1) : rawProjection;
     // A payout day is the cycle's FINAL trading day — it can carry both the
-    // day's booked P&L and the withdrawal.
+    // day's booked P&L and the withdrawal. A same-day type's day can hold
-    const projPnlMap = new Map(projection.filter((p) => p.pnl !== 0).map((p) => [p.date, p.pnl]));
+    // several cycles: their P&L and withdrawals add up, and the day shows
-    const projFundMap = new Map(projection.filter((p) => p.withdrawal !== undefined).map((p) => [p.date, p.withdrawal!]));
+    // the last stage it traded.
+    const projPnlMap = new Map<string, number>();
+    const projFundMap = new Map<string, number>();
+    for (const p of projection) {
+        if (p.pnl !== 0) projPnlMap.set(p.date, Math.round(((projPnlMap.get(p.date) ?? 0) + p.pnl) * 100) / 100);
+        if (p.withdrawal !== undefined) projFundMap.set(p.date, Math.round(((projFundMap.get(p.date) ?? 0) + p.withdrawal) * 100) / 100);
+    }
     const projStageMap = new Map(projection.map((p) => [p.date, p.stage]));
     /** Cumulative probability of the perfect path surviving through each projected day. */
     const projProbMap = new Map(projection.map((p) => [p.date, p.prob]));
@@ -652,14 +665,20 @@ export default function AccountPage() {
     ];
     const calendarMonths = [...new Set(allCalendarDates.map((d) => d.slice(0, 7)))].sort();
 
-    // Build stage map: stage increments after each withdrawal (negative fund txn)
+    // Build stage map: stage increments after each withdrawal (negative fund txn).
+    // A type whose stages reset each day starts every day on stage 1 and
+    // trades its next stage after a payout that day, as the projected days
+    // show — one fund row a day holds all of that day's payouts, so a day
+    // with one reads stage 2.
     const sortedWithdrawalDates = fundTransactions
         .filter((f) => f.amount < 0)
         .map((f) => f.date)
         .sort();
     const stageMap = new Map<string, number>();
     for (const d of displayPnL) {
-        const stage = sortedWithdrawalDates.filter((wd) => wd < d.date).length + 1;
+        const stage = cfg?.stagesSameDay === true
+            ? sortedWithdrawalDates.filter((wd) => wd === d.date).length + 1
+            : sortedWithdrawalDates.filter((wd) => wd < d.date).length + 1;
         stageMap.set(d.date, stage);
     }
 
@@ -739,7 +758,7 @@ export default function AccountPage() {
                         <ObjRow
                             passed={daysPassed}
                             label="Trading Days"
-                            value={cfg ? `${account.daysTraded} of ${cfg.minTradingDays}` : '—'}
+                            value={cfg ? `${account.daysTraded} of ${minTradingDays}` : '—'}
                         />
                         {dailyTarget != null && (
                             <div className="flex items-center justify-between py-3 border-b border-slate-100 last:border-0">
@@ -892,6 +911,7 @@ export default function AccountPage() {
                                     stroke={`url(#${strokeGradId})`}
                                     strokeWidth={2.5}
                                     fill="none"
+                                    // eslint-disable-next-line @typescript-eslint/no-explicit-any
                                     dot={(props: any) => {
                                         if (props.payload?.origin) return <g key={props.key} />;
                                         return (

app/api/state/route.ts

@@ -173,7 +173,7 @@ export async function GET() {
                             };
                         }
                     }
-                    if (plan && !dayBooked && botStopsActive(cfg)) {
+                    if (plan && !dayBooked && botStopsActive(cfg, effective)) {
                         const obf = obfuscationStopDollars(cfg, dailyPnL, plan, combined.tradeDate, plan.remainingToday);
                         // The reserve grows with the position (dllReserve): at
                         // the size the next leg would trade, where it's known.
@@ -276,7 +276,7 @@ export async function GET() {
                     // An account the bot puts stops on whose day booked red via
                     // its own stop — the personal DLL. Firm DLL lockouts show
                     // via !active instead.
-                    personalDll: !!cfg && botStopsActive(cfg)
+                    personalDll: !!cfg && !!effective && botStopsActive(cfg, effective)
                         && acc.active && !client.positions[acc.id]
                         && combined.realizedPnL <= -25,
                     positionDirection: client.positions[acc.id]
@@ -296,6 +296,8 @@ export async function GET() {
                     lastStand: lastStandNext,
                     remainingToday,
                     effectiveProfitTarget,
+                    effectiveDailyLossLimit: effective?.dailyLossLimit ?? null,
+                    effectiveMinTradingDays: effective?.minTradingDays ?? null,
                     dailyPnL,
                     fullDailyPnL: combineCmeSessions(
                         cfg?.combineCmeHolidays === true,

app/page.tsx

@@ -453,7 +453,7 @@ function AccountRow({ account, firm, hideDead, privacy, onAssigned, onStateChang
                 <AccountTypeCell account={account} firm={firm} onAssigned={onAssigned} />
             </td>
             <td className="px-4 py-3 text-slate-600 tabular-nums">
-                {account.daysTraded} / {cfg?.minTradingDays ?? '—'}
+                {account.daysTraded} / {account.effectiveMinTradingDays ?? cfg?.minTradingDays ?? '—'}
             </td>
             <td className="px-4 py-3 text-slate-600 tabular-nums">
                 <div className="flex flex-col">

lib/firm-catalog.ts

@@ -49,8 +49,11 @@ const COLD_RETRY_MAX_MS = 60_000;
  *  first sync on a newer parser fetches the whole catalog.
  *  2: kept rule sets (keptAccountRules) and the firm's maxConcurrentAccounts.
  *  Stamped only on a payload from a master that sends keptAccountRules: one
- *  from an older master can't vouch for kept sets it never sent. */
+ *  from an older master can't vouch for kept sets it never sent.
-export const CATALOG_PARSER_VERSION = 2;
+ *  3: Vest firms, which a build from before the platform skipped. A platform
+ *  learned later needs no bump: the cache names the platforms it skipped
+ *  (skippedPlatforms), and a build that knows one fetches in full. */
+export const CATALOG_PARSER_VERSION = 3;
 
 /** A Date header further off than this is somebody else's clock, not the master's. */
 const MAX_MASTER_OFFSET_MS = 365 * 24 * 60 * 60 * 1000;
@@ -103,6 +106,10 @@ function cache(): CatalogCache {
             const parser = (stored as { parser?: unknown }).parser;
             if (typeof parser === 'number') payload.parser = parser;
             else delete payload.parser;
+            // Likewise the platforms it skipped: their firms aren't in the blob.
+            const skipped = (stored as { skippedPlatforms?: unknown }).skippedPlatforms;
+            if (Array.isArray(skipped)) payload.skippedPlatforms = skipped.filter((p): p is string => typeof p === 'string');
+            else delete payload.skippedPlatforms;
         } catch {
             console.error('[catalog] cached payload is unreadable — ignoring it');
         }
@@ -283,6 +290,8 @@ function validatePayload(raw: unknown): FirmCatalogPayload {
     if (!Array.isArray(body.firms)) throw new Error('missing firms');
 
     const firms: CatalogFirm[] = [];
+    // Stamped on the payload, so a build that learns one refetches its firms.
+    const skippedPlatforms = new Set<string>();
     body.firms.forEach((f: unknown, i: number) => {
         if (typeof f !== 'object' || f === null) throw new Error(`firm ${i} is not an object`);
         const firm = f as Record<string, unknown>;
@@ -297,6 +306,7 @@ function validatePayload(raw: unknown): FirmCatalogPayload {
         const platform = firm.platform === undefined ? 'tradovate' : firm.platform;
         if (!isFirmPlatform(platform)) {
             warnUnknownPlatform(firm.id, firm.name, platform);
+            skippedPlatforms.add(String(platform));
             return;
         }
         // Percent commission and every-day trading are settings of the
@@ -349,6 +359,7 @@ function validatePayload(raw: unknown): FirmCatalogPayload {
     return {
         version: body.version, updatedAt: body.updatedAt, firms, ...(trading ? { trading } : {}),
         ...(keptAware ? { parser: CATALOG_PARSER_VERSION } : {}),
+        ...(skippedPlatforms.size > 0 ? { skippedPlatforms: [...skippedPlatforms] } : {}),
     };
 }
 
@@ -424,10 +435,13 @@ export async function syncCatalog(): Promise<{ ok: boolean; changed: boolean; ve
     // `since` only against the master the cache came from: two masters'
     // version numbers can collide, and an 'unchanged' from the wrong one
     // would keep the other's catalog. Nor for a cache an older parser wrote:
-    // it lacks what that parser dropped, and 'unchanged' would keep it so.
+    // it lacks what that parser dropped, and 'unchanged' would keep it so —
+    // fields, or firms on a platform it didn't know and this build does.
     const hasCache = getCachedCatalog().length > 0;
     const source = url.origin;
-    const cacheCurrent = (cache().payload?.parser ?? 0) >= CATALOG_PARSER_VERSION;
+    const cached = cache().payload;
+    const cacheCurrent = (cached?.parser ?? 0) >= CATALOG_PARSER_VERSION
+        && !(cached?.skippedPlatforms ?? []).some((p) => isFirmPlatform(p));
     if (hasCache && cacheCurrent && getSetting('catalog_source_url') === source) url.searchParams.set('since', String(version));
 
     try {

lib/master-protocol.ts

@@ -514,6 +514,9 @@ export interface FirmCatalogPayload {
      *  payload. An older parser dropped fields it didn't know, so a cache
      *  without it, or below the current one, isn't trusted to hold them. */
     parser?: number;
+    /** Instance-local, like parser: the platforms of the firms that parser
+     *  skipped as unknown to it. A build that knows one fetches in full. */
+    skippedPlatforms?: string[];
 }
 
 export interface FirmCatalogUnchanged {

lib/reporter.ts

@@ -221,6 +221,7 @@ function collectFirmStats() {
                         fundTransactions: fundTxns,
                         balance: cash.amount,
                         realizedPnL: cash.realizedPnL,
+                        stageInputs: stageInputsFor(client, acc.id, cfg),
                         payout: {
                             withdrawalPct: cfg.withdrawalPct,
                             payoutCap: cfg.payoutCap,
@@ -399,11 +400,11 @@ function collectFirmStats() {
                     // A grind-day fill (dayTarget 0) can flag targetHit on a
                     // negative day — a loss is still a loss, so red wins.
                     // A red day on an account the bot puts stops on (the
-                    // obfuscation stops, or a hard daily loss limit) is its own
+                    // obfuscation stops, or its stage's hard daily loss limit) is its own
                     // personal DLL, booked on purpose — not a genuine loss. (A
                     // firm DLL lockout took the !acc.active branch above and
                     // stays a loss.)
-                    if (botStopsActive(cfg) && combined.realizedPnL <= -25) {
+                    if (botStopsActive(cfg, effective) && combined.realizedPnL <= -25) {
                         personalDllCount++;
                         slice.personalDll = (slice.personalDll ?? 0) + 1;
                     } else if (combined.realizedPnL < 0) {

lib/trading-logic.ts

@@ -454,6 +454,11 @@ export function projectPerfectPath(opts: {
     fundTransactions: { date: string; amount: number }[];
     balance: number;
     realizedPnL: number;
+    /** What picks the stage beyond the fund rows (stageInputsFor). A type
+     *  whose stages reset each day trades today on today's payouts and
+     *  every projected day from the base stage. Absent = every withdrawal
+     *  counts. */
+    stageInputs?: StageInputs;
     /** Trading days to look ahead. */
     horizonDays?: number;
     maxWithdrawals?: number;
@@ -540,17 +545,36 @@ export function projectPerfectPath(opts: {
         return room / (room + dayTarget);
     };
 
-    const effectiveNow = () => resolveEffectiveConfig(
+    // A type whose stages reset each day (Vest) counts only the payouts made
+    // since its day began: today's real ones plus the path's own on that
+    // date, so every projected day starts on the base stage.
+    const sameDay = opts.stageInputs?.stagesSameDay === true;
+    /** The path's own payouts, by the date they are claimed on. */
+    const paidOn = new Map<string, number>();
+    /** Payouts before the stage traded on `day`: that day's own for a
+     *  same-day type, else every withdrawal so far. */
+    const paidBefore = (day: string): number => (sameDay
+        ? (day === today ? Math.max(0, Math.floor(opts.stageInputs?.sameDayWithdrawals ?? 0)) : 0) + (paidOn.get(day) ?? 0)
+        : funds.filter((f) => f.amount < 0).length);
+    /** A same-day type trades its next stage on the date a payout lands
+     *  (runClaims claims, then trades again on the room the claim freed) —
+     *  once through its stages a day: the last one repeats, and the path
+     *  stops there. */
+    const tradesAgain = (day: string): boolean => sameDay
+        && (paidOn.get(day) ?? 0) > 0
+        && paidBefore(day) <= cfg.withdrawalStages.length;
+    const effectiveOn = (day: string) => resolveEffectiveConfig(
         cfg.profitTarget, cfg.consistency, cfg.minTradingDays, cfg.targetSameEquity,
         cfg.withdrawalStages, 0, funds, cfg.minDayPnL,
+        sameDay ? { stagesSameDay: true, sameDayWithdrawals: paidBefore(day) } : {},
     );
-    /** The payout parameters of the stage currently being traded: per-stage
+    /** The payout parameters of the stage being completed: per-stage
      *  overrides when set, else the type defaults. */
-    const stagePayout = (): { pct: number; cap: number } => {
+    const stagePayout = (stage: number): { pct: number; cap: number } => {
-        const count = funds.filter((f) => f.amount < 0).length;
+        const count = stage - 1;
         if (count === 0 || cfg.withdrawalStages.length === 0) return { pct: basePct, cap: baseCap };
-        const stage = cfg.withdrawalStages[Math.min(count - 1, cfg.withdrawalStages.length - 1)];
+        const s = cfg.withdrawalStages[Math.min(count - 1, cfg.withdrawalStages.length - 1)];
-        return { pct: stage.withdrawalPct ?? basePct, cap: stage.payoutCap ?? baseCap };
+        return { pct: s.withdrawalPct ?? basePct, cap: s.payoutCap ?? baseCap };
     };
     const qualifyingDays = (minDay: number, excludeDate: string) => (
         minDay > 0
@@ -562,7 +586,7 @@ export function projectPerfectPath(opts: {
     // Skipped when "today" is a weekend date (Saturday, or Friday evening
     // after the roll): there is no session to finish.
     if (todayHasSession) {
-        const eff = effectiveNow();
+        const eff = effectiveOn(today);
         const plan = computeDayPlan(
             accountId, today, eff.profitTarget, eff.consistency, sim, eff.minDayPnL,
             eff.minTradingDays, balance - cfg.accountSize, opts.realizedPnL, cfg.splitEnabled, eff.drain,
@@ -591,7 +615,7 @@ export function projectPerfectPath(opts: {
     // over and over. Only a non-payoutable eval stops after one completion.
     const loops = cfg.withdrawalStages.length > 0 || cfg.payoutable === true;
     const finishCycle = (onDate: string, dayPnl: number, stage: number, drain: boolean): boolean => {
-        const { pct, cap } = stagePayout();
+        const { pct, cap } = stagePayout(stage);
         const rawGross = round2(Math.max(0, balance - cfg.accountSize) * pct);
         const gross = cap > 0 ? Math.min(rawGross, round2(cap)) : rawGross;
         const net = round2(gross * profitSplit);
@@ -600,6 +624,9 @@ export function projectPerfectPath(opts: {
             balance = round2(balance - gross);
             sim = []; // withdrawal excludes its day — fresh cycle
             withdrawals++;
+            // A cycle that stood complete before today is claimed today.
+            const claimDay = onDate < today ? today : onDate;
+            paidOn.set(claimDay, (paidOn.get(claimDay) ?? 0) + 1);
             high = Math.max(high, dd); // a payout locks the trail at breakeven
             out.push({ date: onDate, pnl: dayPnl, stage, drain, withdrawal: -gross, prob, gross, net });
             return false;
@@ -613,14 +640,14 @@ export function projectPerfectPath(opts: {
     // requestable after that session's close. Never "today" — a projection
     // computed over the weekend must not slide a Friday finish to Sunday.
     {
-        const eff = effectiveNow();
+        const eff = effectiveOn(today);
         const probe = nextDay(today);
         const plan = computeDayPlan(
             accountId, probe, eff.profitTarget, eff.consistency, sim, eff.minDayPnL,
             eff.minTradingDays, balance - cfg.accountSize, 0, cfg.splitEnabled, eff.drain,
         );
         if (plan && plan.dayTarget <= 0 && eff.minTradingDays <= qualifyingDays(eff.minDayPnL, probe)) {
-            const stage = 1 + funds.filter((f) => f.amount < 0).length;
+            const stage = 1 + paidBefore(today);
             const traded = sim.filter((d) => d.pnl !== 0);
             const doneOn = traded.length > 0
                 ? traded.reduce((a, b) => (a.date > b.date ? a : b)).date
@@ -629,11 +656,15 @@ export function projectPerfectPath(opts: {
         }
     }
 
+    // A same-day type's next stage trades on the date its payout landed,
+    // today's included; anything else moves on a day.
     let date = today;
-    for (let step = 0; step < horizon; step++) {
+    let again = todayHasSession && tradesAgain(today);
-        date = nextDay(date);
+    for (let step = 0; again || step < horizon;) {
-        const eff = effectiveNow();
+        if (again) again = false;
-        const stage = 1 + funds.filter((f) => f.amount < 0).length;
+        else { date = nextDay(date); step++; }
+        const eff = effectiveOn(date);
+        const stage = 1 + paidBefore(date);
         const plan = computeDayPlan(
             accountId, date, eff.profitTarget, eff.consistency, sim, eff.minDayPnL,
             eff.minTradingDays, balance - cfg.accountSize, 0, cfg.splitEnabled, eff.drain,
@@ -646,6 +677,7 @@ export function projectPerfectPath(opts: {
             // The cycle completed mid-projection with nothing left to trade —
             // the pending payout lands on this day.
             if (finishCycle(date, 0, stage, eff.drain)) break;
+            again = tradesAgain(date);
             continue;
         }
 
@@ -659,7 +691,7 @@ export function projectPerfectPath(opts: {
 
         // Did this day complete the cycle? Then it IS the payout day.
         const nd = nextDay(date);
-        const eff2 = effectiveNow();
+        const eff2 = effectiveOn(date);
         const plan2 = computeDayPlan(
             accountId, nd, eff2.profitTarget, eff2.consistency, sim, eff2.minDayPnL,
             eff2.minTradingDays, balance - cfg.accountSize, 0, cfg.splitEnabled, eff2.drain,
@@ -669,6 +701,7 @@ export function projectPerfectPath(opts: {
             && eff2.minTradingDays <= qualifyingDays(eff2.minDayPnL, nd);
         if (doneAfter) {
             if (finishCycle(date, pnl, stage, eff.drain)) break;
+            again = tradesAgain(date);
         } else {
             out.push({ date, pnl, stage, drain: eff.drain, prob });
         }
@@ -865,6 +898,8 @@ export function endedCycleCompletion(opts: {
         targetSameEquity: boolean; withdrawalStages: WithdrawalStage[];
         combineCmeHolidays: boolean; splitEnabled: boolean;
         tradesEveryDay?: boolean;
+        /** Stages reset each day (StageInputs). */
+        stagesSameDay?: boolean;
     };
     /** Defaults to the current time. */
     now?: Date;
@@ -898,10 +933,14 @@ export function endedCycleCompletion(opts: {
     const fundAmt = fundTransactions.filter((f) => f.date === lastFundDate).reduce((s, f) => s + f.amount, 0);
     const equityBefore = round2(opts.equityProfit - curTotal - fundAmt);
 
-    // The stage the ended cycle traded on: only the withdrawals before it.
+    // The stage the ended cycle traded on: only the withdrawals before it —
+    // for a type whose stages reset each day, only that day's. One fund row
+    // a day shows none before it, and the rows here hold that whole day,
+    // which began on the base stage: it is judged there.
     const eff = resolveEffectiveConfig(
         cfg.profitTarget, cfg.consistency, cfg.minTradingDays, cfg.targetSameEquity,
         cfg.withdrawalStages, 0, earlierFunds, cfg.minDayPnL,
+        cfg.stagesSameDay === true ? { stagesSameDay: true, sameDayWithdrawals: 0 } : {},
     );
     const rows = combineCmeSessions(combine, endedRaw, lastFundDate, 0).dailyPnL;
     // A combining firm's folded day can net to 0 — nothing traded, as the firm counts it.
@@ -912,6 +951,8 @@ export function endedCycleCompletion(opts: {
 
     return {
         date: traded.map((d) => d.date).reduce(latest),
+        // The payout's number among the account's withdrawals, a same-day
+        // type's too: the master clears the entry once that many have booked.
         stage: 1 + earlierFunds.filter((f) => f.amount < 0).length,
         drain: eff.drain,
         cycle: prevFundDate ?? '',
@@ -1599,10 +1640,15 @@ export function stopTicks(o: {
 }
 
 /** Whether the bot places its own stops for this account type — the
- *  obfuscation options or a hard daily loss limit. A red day on such an
+ *  obfuscation options or a hard daily loss limit: the current stage's
- *  account is the bot's own stop (the personal DLL), not a firm lockout. */
+ *  (resolveEffectiveConfig) when given, which a stage may set on a type with
-export function botStopsActive(cfg: { firstDayStop: boolean; minDayStop: boolean; dailyLossLimit?: number }): boolean {
+ *  none. A red day on such an account is the bot's own stop (the personal
-    return cfg.firstDayStop || cfg.minDayStop || (cfg.dailyLossLimit ?? 0) > 0;
+ *  DLL), not a firm lockout. */
+export function botStopsActive(
+    cfg: { firstDayStop: boolean; minDayStop: boolean; dailyLossLimit?: number },
+    effective?: { dailyLossLimit: number },
+): boolean {
+    return cfg.firstDayStop || cfg.minDayStop || (effective ? effective.dailyLossLimit : cfg.dailyLossLimit ?? 0) > 0;
 }
 
 /**

package.json

@@ -7,7 +7,7 @@
     "build": "next build",
     "start": "next start",
     "lint": "eslint",
-    "check": "node --experimental-strip-types --disable-warning=MODULE_TYPELESS_PACKAGE_JSON --test scripts/check-trading-logic.mjs scripts/check-instruments.mjs scripts/check-account-status.mjs scripts/check-kept-rules.mjs scripts/check-request-user-agent.mjs scripts/check-vest.mjs scripts/check-vest-client.mjs scripts/check-trades.mjs"
+    "check": "node --experimental-strip-types --disable-warning=MODULE_TYPELESS_PACKAGE_JSON --test scripts/check-trading-logic.mjs scripts/check-instruments.mjs scripts/check-account-status.mjs scripts/check-kept-rules.mjs scripts/check-request-user-agent.mjs scripts/check-vest.mjs scripts/check-vest-client.mjs scripts/check-trades.mjs scripts/check-catalog.mjs"
   },
   "dependencies": {
     "@microsoft/signalr": "^10.0.11",

scripts/check-catalog.mjs

@@ -0,0 +1,107 @@
+// Checks for the firm catalog sync in lib/firm-catalog.ts, against a stand-in
+// master on a local port and a throwaway database — never the live DB or the
+// real master.
+//
+//   npm run check
+import { after, test } from 'node:test';
+import assert from 'node:assert/strict';
+import { mkdtempSync, rmSync } from 'node:fs';
+import { tmpdir } from 'node:os';
+import { join } from 'node:path';
+import { registerHooks } from 'node:module';
+import { createServer } from 'node:http';
+import { once } from 'node:events';
+
+// Resolve the extensionless local imports used by Next, without a build.
+function resolveTypes(specifier, context, nextResolve) {
+    try {
+        return nextResolve(specifier, context);
+    } catch (err) {
+        if (err.code !== 'ERR_MODULE_NOT_FOUND' || !specifier.startsWith('.')) throw err;
+        return nextResolve(`${specifier}.ts`, context);
+    }
+}
+registerHooks({ resolve: resolveTypes });
+
+const directory = mkdtempSync(join(tmpdir(), 'autofirmer-catalog-'));
+process.env.AUTOFIRMER_DB = join(directory, 'test.sqlite');
+after(() => rmSync(directory, { recursive: true, force: true }));
+
+const { getSetting, setSetting } = await import('../lib/db.ts');
+const { syncCatalog, getCachedCatalog, getKeptRuleIdsForFirm, CATALOG_PARSER_VERSION } = await import('../lib/firm-catalog.ts');
+
+const firm = (id, name, platform) => ({
+    id, name, platform, keptAccountRules: [], updatedAt: '2026-10-26T19:00:00.000Z',
+    accountTypes: [{
+        id: `${id}-50k`, firmId: id, label: '50k', prefix: `${id.toUpperCase()}-`, updatedAt: '2026-10-26T19:00:00.000Z',
+        accountSize: 50000, profitTarget: 3000, consistency: 0, minDayPnL: 0, minTradingDays: 0, maxLoss: 3000,
+        maxPositionSize: 0, withdrawalStages: [],
+    }],
+});
+const apex = firm('apex', 'Apex', 'tradovate');
+const vest = firm('vest', 'VestMarkets', 'vest');
+
+// The master's catalog, answering ?since= as app/api/firms/catalog does, and
+// the `since` each sync sent (null = a full fetch).
+let served = { version: 41, updatedAt: '2026-10-26T19:20:00.000Z', firms: [apex, vest] };
+const sinceSent = [];
+const server = createServer((req, res) => {
+    const since = new URL(req.url, 'http://master').searchParams.get('since');
+    sinceSent.push(since);
+    res.setHeader('Content-Type', 'application/json');
+    res.end(JSON.stringify(since !== null && Number(since) === served.version
+        ? { version: served.version, updatedAt: served.updatedAt, unchanged: true }
+        : served));
+});
+server.listen(0, '127.0.0.1');
+await once(server, 'listening');
+after(() => server.close());
+const master = `http://127.0.0.1:${server.address().port}`;
+
+/** This machine's cache as some build stored it, read afresh as after a restart. */
+function storedCache(payload) {
+    setSetting('master_dashboard_url', master);
+    setSetting('catalog_source_url', master);
+    setSetting('catalog_version', String(payload.version));
+    setSetting('catalog_payload', JSON.stringify(payload));
+    globalThis.__firmCatalog = undefined;
+    sinceSent.length = 0;
+}
+
+const names = () => getCachedCatalog().map((f) => f.name);
+
+test('a cache a pre-Vest build stored is fetched in full by a build that knows Vest', async (t) => {
+    t.mock.method(console, 'log', () => {});
+    // Parser 2 skipped the Vest firm and said nothing of it; the master's
+    // catalog hasn't changed since, so ?since= would answer "unchanged".
+    storedCache({ version: 41, updatedAt: served.updatedAt, firms: [apex], parser: 2 });
+    assert.equal((await syncCatalog()).ok, true);
+    assert.deepEqual(sinceSent, [null]);
+    assert.deepEqual(names(), ['Apex', 'VestMarkets']);
+    // Current from then on: the next sync asks ?since= again.
+    await syncCatalog();
+    assert.deepEqual(sinceSent, [null, '41']);
+});
+
+test('a skipped platform is named in the cache, and a build that knows it fetches in full', async (t) => {
+    t.mock.method(console, 'log', () => {});
+    t.mock.method(console, 'warn', () => {});
+    // The master adds a firm on a platform this build doesn't know.
+    served = { version: 42, updatedAt: '2026-10-27T15:00:00.000Z', firms: [apex, vest, firm('px', 'PX Firm', 'projectx')] };
+    storedCache({ version: 41, updatedAt: '2026-10-26T19:20:00.000Z', firms: [apex, vest], parser: CATALOG_PARSER_VERSION });
+    await syncCatalog();
+    assert.deepEqual(names(), ['Apex', 'VestMarkets']);
+    assert.deepEqual(JSON.parse(getSetting('catalog_payload')).skippedPlatforms, ['projectx']);
+    // While this build still doesn't know it, syncs stay incremental, and the
+    // cache still vouches for the kept rule sets of the firms it holds.
+    globalThis.__firmCatalog = undefined;
+    sinceSent.length = 0;
+    await syncCatalog();
+    assert.deepEqual(sinceSent, ['42']);
+    assert.deepEqual(getKeptRuleIdsForFirm('apex'), []);
+    // A build that knows the platform it skipped (Vest here) fetches in full.
+    storedCache({ version: 42, updatedAt: served.updatedAt, firms: [apex], parser: CATALOG_PARSER_VERSION, skippedPlatforms: ['vest'] });
+    await syncCatalog();
+    assert.deepEqual(sinceSent, [null]);
+    assert.ok(names().includes('VestMarkets'));
+});

scripts/check-trading-logic.mjs

@@ -11,7 +11,7 @@ import assert from 'node:assert/strict';
 import {
     percentFee, takeProfitPlan, onTick, obfuscationStopDollars, dllRoom, dllStopDollars, dllViable, stopTicks,
     botStopsActive, sizeNotional, isNoTradeTime, isPastSessionClose, nextTradingDate, effectiveCombine, DEFAULT_TARGET_HOLD_HOURS,
-    projectPerfectPath, cycleCompletion, DLL_RESERVE_FRACTION, DLL_MIN_STOP, notionalCap, expectedSwapToWin, MARGIN_HEADROOM,
+    projectPerfectPath, cycleCompletion, endedCycleCompletion, DLL_RESERVE_FRACTION, DLL_MIN_STOP, notionalCap, expectedSwapToWin, MARGIN_HEADROOM,
     dllReserve, DLL_SLIPPAGE_FRACTION, maxLossRoom, lastStand, breachDistance, LAST_STAND_FRACTION, planLegSize, rankForTarget,
     currentTradeDateCT, foldReason, withinFirmCaps, personSizeFactor, personHoldHours, PERSON_SIZE_SPREAD, machineSide,
     resolveEffectiveConfig, stageInputsFor, floorRoom, resetClearStop, shortestNextLeg, computeDayPlan, clearsClose, RESET_CLEAR_HOLDS,
@@ -306,6 +306,22 @@ test('dllViable and botStopsActive', () => {
     assert.equal(botStopsActive({ firstDayStop: true, minDayStop: false, dailyLossLimit: 0 }), true);
 });
 
+test('botStopsActive: the current stage\'s daily loss limit, which a stage may set on a type with none', () => {
+    const cfg = { firstDayStop: false, minDayStop: false, dailyLossLimit: 0 };
+    const stages = [{ profit: 3000, consistency: 0, minTradingDays: 0, dailyLossLimit: 3000 }];
+    const paidOnce = [{ date: '2026-10-25', amount: -1500 }];
+    // Stage 2 places its $3,000 stop: a red day there is the personal DLL.
+    const stage2 = resolveEffectiveConfig(1500, 0, 0, false, stages, 0, paidOnce, 0, { dailyLossLimit: 0 });
+    assert.equal(botStopsActive(cfg, stage2), true);
+    // Stage 1 of the same type places none.
+    assert.equal(botStopsActive(cfg, resolveEffectiveConfig(1500, 0, 0, false, stages, 0, [], 0, { dailyLossLimit: 0 })), false);
+    // A stage that sets 0 lifts the type's limit.
+    const lifted = resolveEffectiveConfig(1500, 0, 0, false, [{ ...stages[0], dailyLossLimit: 0 }], 0, paidOnce, 0, { dailyLossLimit: 1229 });
+    assert.equal(botStopsActive({ ...cfg, dailyLossLimit: 1229 }, lifted), false);
+    // The obfuscation stops count whatever the stage.
+    assert.equal(botStopsActive({ ...cfg, minDayStop: true }, lifted), true);
+});
+
 // ── sizing ───────────────────────────────────────────────────────────────────
 
 const btcSigma = 0.03 / Math.sqrt(24); // 3%/day
@@ -1268,3 +1284,77 @@ test('the engine says what each order is for, and both position-based clients go
         assert.match(src, /= orderEffect\(\{[^}]*\bintent\b[^}]*\}\) === 'close' \? held : undefined;/, `${file}: orderEffect doesn't pick the route`);
     }
 });
+
+// The Vest 50k Funded type: $1,500 and claim it all, then $3,000 on the room
+// the claim freed — and every new day back at $1,500.
+const vestFunded = {
+    profitTarget: 1500, consistency: 0, minDayPnL: 0, minTradingDays: 0, accountSize: 50000,
+    targetSameEquity: false, splitEnabled: true, payoutable: true, tradesEveryDay: true, combineCmeHolidays: false,
+    withdrawalStages: [{ profit: 3000, consistency: 0, minTradingDays: 0, dailyLossLimit: 3000 }],
+};
+const claimedBefore = [{ date: '2026-10-20', amount: 50000 }, { date: '2026-10-25', amount: -1500 }];
+
+test('projectPerfectPath: a same-day type trades each projected day from the base stage, then its next stages that day', () => {
+    const opts = {
+        accountId: 7, cfg: vestFunded, cycleDailyPnL: [], fundTransactions: claimedBefore,
+        balance: 50000, realizedPnL: 0, payout: { withdrawalPct: 1 }, now: cdt('2026-10-27T12:00:00'),
+    };
+    const firstOf = (path, n) => path.slice(0, n).map((d) => [d.date, d.stage, d.withdrawal]);
+
+    // An earlier day's claim doesn't count: today and every day after it
+    // make $1,500 on stage 1 and claim it, then $3,000 on stage 2 and claim
+    // that — once through the stages a day.
+    const fresh = projectPerfectPath({ ...opts, stageInputs: { dailyLossLimit: 1229, stagesSameDay: true, sameDayWithdrawals: 0 } });
+    assert.deepEqual(firstOf(fresh, 5), [
+        ['2026-10-27', 1, -1500], ['2026-10-27', 2, -3000],
+        ['2026-10-28', 1, -1500], ['2026-10-28', 2, -3000],
+        ['2026-10-29', 1, -1500],
+    ]);
+
+    // Claimed once already today: today's cycle is stage 2's $3,000, tomorrow $1,500 and $3,000 again.
+    const claimedToday = projectPerfectPath({ ...opts, stageInputs: { dailyLossLimit: 1229, stagesSameDay: true, sameDayWithdrawals: 1 } });
+    assert.deepEqual(firstOf(claimedToday, 3), [['2026-10-27', 2, -3000], ['2026-10-28', 1, -1500], ['2026-10-28', 2, -3000]]);
+
+    // A cycle that stood complete yesterday is claimed today, so today trades stage 2.
+    const unclaimed = projectPerfectPath({
+        ...opts, cycleDailyPnL: [{ date: '2026-10-26', pnl: 1500 }], balance: 51500,
+        stageInputs: { dailyLossLimit: 1229, stagesSameDay: true, sameDayWithdrawals: 0 },
+    });
+    assert.deepEqual(firstOf(unclaimed, 3), [['2026-10-26', 1, -1500], ['2026-10-27', 2, -3000], ['2026-10-28', 1, -1500]]);
+
+    // Two listed stages: three payouts a day, and the day after starts over.
+    const twoStages = projectPerfectPath({
+        ...opts, cfg: { ...vestFunded, withdrawalStages: [...vestFunded.withdrawalStages, { profit: 2000, consistency: 0, minTradingDays: 0 }] },
+        maxWithdrawals: 10, stageInputs: { stagesSameDay: true, sameDayWithdrawals: 0 },
+    });
+    assert.deepEqual(firstOf(twoStages, 4).map(([date, stage]) => [date, stage]), [
+        ['2026-10-27', 1], ['2026-10-27', 2], ['2026-10-27', 3], ['2026-10-28', 1],
+    ]);
+
+    // Any other type counts every withdrawal, as it always has.
+    const lifetime = projectPerfectPath(opts);
+    assert.deepEqual(firstOf(lifetime, 3), [['2026-10-27', 2, -3000], ['2026-10-28', 3, -3000], ['2026-10-29', 4, -3000]]);
+    assert.deepEqual(projectPerfectPath({ ...opts, stageInputs: { dailyLossLimit: 1229, stagesSameDay: false, sameDayWithdrawals: 0 } }), lifetime);
+});
+
+test('endedCycleCompletion: a same-day type\'s ended cycle is judged on its day\'s base stage', () => {
+    // 2026-10-26 made $1,500 and the auto-claim took it before the reporter
+    // saw the final day; the account had claimed the day before too. The
+    // claim ended that day's stage 1, not a $3,000 stage 2.
+    const opts = {
+        accountId: 7, rawTradeDate: '2026-10-26',
+        fullDailyPnL: [{ date: '2026-10-25', pnl: 1500 }, { date: '2026-10-26', pnl: 1500 }],
+        cycleDailyPnL: [],
+        fundTransactions: [...claimedBefore, { date: '2026-10-26', amount: -1500 }],
+        lastFundDate: '2026-10-26',
+        endedCycleStart: { fundDate: '2026-10-25', includesDay: false },
+        rawRealizedPnL: 0, equityProfit: 0,
+        cfg: { ...vestFunded, stagesSameDay: true },
+        now: cdt('2026-10-26T12:00:00'),
+    };
+    // Its stage stays the payout's number among the account's withdrawals,
+    // which the master clears the entry by.
+    assert.deepEqual(endedCycleCompletion(opts), { date: '2026-10-26', stage: 2, drain: false, cycle: '2026-10-25' });
+    // Any other type: judged on stage 2's $3,000, as before.
+    assert.equal(endedCycleCompletion({ ...opts, cfg: vestFunded }), null);
+});

types.ts

@@ -38,6 +38,9 @@ export interface AccountConfig {
     /** Hard daily loss limit in dollars (0/absent = none): every leg carries a
      *  stop that keeps the firm's day inside it, less a reserve and fees. */
     dailyLossLimit?: number;
+    /** The stage is picked by the payouts since the firm's last daily reset,
+     *  and every new day starts back at the base stage (Vest). */
+    stagesSameDay?: boolean;
     /** The firm trades every calendar day, weekends and CME holidays included. */
     tradesEveryDay?: boolean;
 }
@@ -136,6 +139,10 @@ export interface AccountState {
     lastStand: boolean;
     /** Actual profit target to hit — max(stage profit target, consistency realTarget = maxDay/consistency). */
     effectiveProfitTarget: number | null;
+    /** The current stage's hard daily loss limit (0 = none) and minimum
+     *  trading days — a withdrawal stage may set its own. null = unassigned. */
+    effectiveDailyLossLimit: number | null;
+    effectiveMinTradingDays: number | null;
     /** Current cycle daily P&L — used for target calculations. */
     dailyPnL: { date: string; pnl: number }[];
     /** Full P&L history across all cycles — used for calendar and equity curve display. */