senofy/autofirmer-expanded
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Vest: only a long closure holds entries back; the maintenance hour is ridden

Browse Source 
The close gate held every Vest entry within four holds of any close,
which with a 2 h hold meant no weekday entry from about 9 AM to 5 PM ET
for the one-hour maintenance break. That hour reopens before the reset,
as CME's daily break does for futures legs, so only a weekend or holiday
closure gates an entry now.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-10-27 14:51:00 -05:00
co-authored by Claude Opus 5.5
parent ef15200e5e
commit b5939a06a0
3 changed files with 28 additions and 14 deletions
Download Patch File Download Diff File Expand all files Collapse all files
scripts/check-vest-client.mjs
+13 -4
View File
@@ -137,22 +137,31 @@ test('the market-close guard closes a bot leg whose open came back unknown, not
}
});
test('a symbol the close gate holds back stays on the board, and isn\'t picked', async () => {
test('a symbol the close gate holds back stays on the board, and isn\'t picked; the maintenance hour is ridden', async () => {
const client = testClient((method, path) => {
throw new Error(`no gateway in this test: ${method} ${path}`);
});
client.refreshMarks = async () => {};
client.volatility = async (symbols) => new Map(symbols.map((s) => [s, { vol: 0.004, candles: 168 }]));
const marked = () => { for (const s of ['NDX-USD', 'BTC-PERP']) client.marks.set(s, { mark: s === 'NDX-USD' ? 20000 : 70000, at: Date.now() }); };
try {
// Thursday 2 PM ET: NDX's maintenance hour is 3 h off, crypto never closes.
// Thursday 2 PM ET: NDX's maintenance hour is 3 h off, and reopens
// before the reset — no gate.
clockAt('2026-10-29T18:00:00Z');
for (const s of ['NDX-USD', 'BTC-PERP']) client.marks.set(s, { mark: s === 'NDX-USD' ? 20000 : 70000, at: Date.now() });
marked();
await client.pickCandidate('Auto', ['NDX-USD', 'BTC-PERP'], false);
const thursday = client.lastCandidates.find((c) => c.id === 'NDX-USD');
assert.equal(thursday.closesAt, undefined);
// Friday 2 PM ET: the weekly close is 3 h off; crypto never closes.
clockAt('2026-10-30T18:00:00Z');
marked();
const pick = await client.pickCandidate('Auto', ['NDX-USD', 'BTC-PERP'], false);
assert.equal(pick.id, 'BTC-PERP');
assert.equal(pick.closesAt, undefined);
assert.deepEqual(client.lastCandidates.map((c) => c.id).sort(), ['BTC-PERP', 'NDX-USD']);
const ndx = client.lastCandidates.find((c) => c.id === 'NDX-USD');
assert.equal(ndx.closesAt, iso('2026-10-29T21:00:00Z'));
assert.equal(ndx.closesAt, iso('2026-10-30T21:00:00Z'));
// The survey keeps it up for the dashboard, though nothing is picked.
assert.equal(await client.pickCandidate('survey', ['NDX-USD'], false), null);
assert.deepEqual(client.lastCandidates.map((c) => c.id), ['NDX-USD']);