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CME evening session: first entry at 5:45 PM CT, not 5:05

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Tradovate moves each account's cash record to the new trade date on its own
schedule, an idle one perhaps not until it trades, and the bot holds any
account still on the old day until 5:45. Opening at 5:05 fired the ready
accounts alone (TopstepX, the early rollers) while the rest, released at
5:45, waited an hour or more for them to go flat. A 5:45 open puts every
account in the first batch and skips the open's widest spreads. The day's
0–180 minute delay still comes on top: first entries land 5:45–8:45 PM.

Every-day firms keep their own 5:05 PM end of the roll guard; the equity
hours open is unchanged. The draw's session progress now starts at 5:45.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-09-27 17:45:08 -05:00
co-authored by Claude Opus 5.5
parent ff97a59b49
commit db0ad99a76
4 changed files with 43 additions and 22 deletions
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scripts/check-instruments.mjs
+4 -3
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@@ -63,11 +63,12 @@ test('daily move from hourly closes; contracts; expected hold', () => {
assert.equal(expectedHoldHours({ leg: 1000, stopDollars: Infinity, contracts: 1, dailyMove: null }), null);
});
test('session progress: full CME 17:05 → 14:55 CT, equity hours 8:35 → 14:55', () => {
test('session progress: full CME 17:45 → 14:55 CT, equity hours 8:35 → 14:55', () => {
// 2026-09-28 is a Monday; CDT is UTC−5.
const ct = (iso) => new Date(`${iso}-05:00`);
assert.equal(sessionProgress(ct('2026-09-27T17:05'), 'full_cme'), 0);
assert.ok(Math.abs(sessionProgress(ct('2026-09-28T04:00'), 'full_cme') - 655 / 1310) < 1e-9);
assert.equal(sessionProgress(ct('2026-09-27T17:45'), 'full_cme'), 0);
assert.equal(sessionProgress(ct('2026-09-27T17:30'), 'full_cme'), null); // Sunday before the open
assert.ok(Math.abs(sessionProgress(ct('2026-09-28T04:00'), 'full_cme') - 615 / 1270) < 1e-9);
assert.equal(sessionProgress(ct('2026-09-28T14:55'), 'full_cme'), 1);
assert.equal(sessionProgress(ct('2026-09-28T15:30'), 'full_cme'), null); // maintenance
assert.equal(sessionProgress(ct('2026-09-26T12:00'), 'full_cme'), null); // Saturday