Vest: no leg opens into a market close, and accounts plan on Vest's day

Market close: a Vest entry now needs its symbol's market to stay open
for RESET_CLEAR_HOLDS holds of the leg (clearsClose), the clearance the
8 PM ET reset already gets: at the target hold, and at the leg's sized
hold when a leverage cap stretches it. That covers the weekly close and
the daily maintenance hour as Vest's market-hours periods list them.
Before a closure that runs past an 8 PM ET reset (the weekend, a
holiday: longClosure), the bot's own legs still open in the last 5
minutes are closed at market, loudly; a position the bot didn't open is
named in the log and left alone.

Vest's day: Vest accounts are planned, and their legs and entries
counted, on Vest's day (20:00 ET) instead of the Central date
(tradeDateFor, PlatformClient.tradeDate). Between 5 PM CT and the reset
the Central date counted the open Vest day as a prior day and as today's
realized P&L both ($3,000 to go, $800 made: $2,050 left, not $1,900) and
started the leg count over. Other platforms keep the Central date.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-10-27 14:12:27 -05:00
co-authored by Claude Opus 5.5
parent beddbdcf6c
commit ec3e6ea388
8 changed files with 290 additions and 32 deletions
+9
View File
@@ -684,6 +684,15 @@ export function markTrade(
`).run(t.positionId, t.accountId, t.accountName, t.symbol, t.side, t.quantity, t.openPrice, t.openedAt, Date.now());
}
/** Which of these positions this instance's own order opened (markTrade). */
export function botOpenedPositions(positionIds: string[]): Set<string> {
if (positionIds.length === 0) return new Set();
const rows = db.prepare(`SELECT position_id AS positionId FROM trades
WHERE opened_by = 'bot' AND position_id IN (${positionIds.map(() => '?').join(', ')})`)
.all(...positionIds) as { positionId: string }[];
return new Set(rows.map((r) => r.positionId));
}
/** Vest accounts with a trade the table still shows open (Vest's position
* ids are bare numbers; the fill-built trades below carry a prefix). */
export function openTradeAccounts(): { accountId: number; accountName: string }[] {