From bd72c4b1f6d61171dec4eb6a71d725065d58e02a Mon Sep 17 00:00:00 2001
From: Brandon Li <brandon.seno.li@gmail.com>
Date: Tue, 8 Sep 2026 21:23:12 -0500
Subject: [PATCH] Fold weekend-dated P&L rows into the next settling day when
 combining
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Cash History rows can carry a weekend calendar date (Sunday-evening
activity attributed pre-roll), and those slipped through the holiday
combining as their own trading day — accounts traded only across the
Labor Day Sun/Mon/Tue stretch read 2/5 instead of 1/5. Weekends never
clear at CME any more than holidays do, so treat Saturday and Sunday as
unsettled dates and roll them forward with the rest of the stretch.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
---
 lib/trading-logic.ts | 21 +++++++++++++--------
 1 file changed, 13 insertions(+), 8 deletions(-)

diff --git a/lib/trading-logic.ts b/lib/trading-logic.ts
index 123f68f..2ba3c96 100644
--- a/lib/trading-logic.ts
+++ b/lib/trading-logic.ts
@@ -162,23 +162,28 @@ function cmeUnsettledDates(year: number): Set<string> {
     return dates;
 }
 
-function isUnsettledTradeDate(date: string): boolean {
+/** Weekends never clear either — a weekend-dated Cash History row (Sunday
+ *  evening activity attributed to its calendar date) belongs to the next
+ *  settling day, which is precisely why Apex's holiday notices say "Sunday,
+ *  Monday, and Tuesday" and not just the holiday itself. */
+function isUnsettledTradeDate(date: string, dayOfWeek: number): boolean {
+    if (dayOfWeek === 0 || dayOfWeek === 6) return true;
     return cmeUnsettledDates(Number(date.slice(0, 4))).has(date);
 }
 
-/** The trade date a session clears under: holiday sessions roll forward, past
- *  weekends and any consecutive holiday, to the next date that settles. */
+/** The trade date a session clears under: weekend- and holiday-dated activity
+ *  rolls forward, through any consecutive unsettled dates, to the next date
+ *  that settles. */
 export function combinedTradeDate(date: string): string {
-    if (!/^\d{4}-\d{2}-\d{2}$/.test(date) || !isUnsettledTradeDate(date)) return date;
+    if (!/^\d{4}-\d{2}-\d{2}$/.test(date)) return date;
     const d = new Date(`${date}T00:00:00Z`);
+    if (!isUnsettledTradeDate(date, d.getUTCDay())) return date;
     for (let i = 0; i < 7; i++) {
         d.setUTCDate(d.getUTCDate() + 1);
         const next = fmtUTC(d);
-        const dow = d.getUTCDay();
-        if (dow === 0 || dow === 6) continue; // weekends never settle
-        if (!isUnsettledTradeDate(next)) return next;
+        if (!isUnsettledTradeDate(next, d.getUTCDay())) return next;
     }
-    return date; // unreachable: no holiday stretch spans a week
+    return date; // unreachable: no unsettled stretch spans a week
 }
 
 export interface CombinedSessionView {