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>

lib/auto-trade.ts

@@ -11,7 +11,7 @@ import { getClients } from './clients';
 import { getCachedFirm, getTradableFirms } from './firm-catalog';
 import { ensureRulesEvidence, getAccountConfig } from './account-type-resolver';
 import {
-    combineCmeSessions, computeDayPlan, groupLegFraction, pickLegAmount, resolveEffectiveConfig, currentTradeDateCT,
+    combineCmeSessions, computeDayPlan, groupLegFraction, pickLegAmount, resolveEffectiveConfig, tradeDateFor,
     obfuscationStopDollars, takeProfitPlan, onTick, percentFee, dllRoom, dllStopDollars, dllViable, stopTicks,
     expectedSwapToWin, planLegSize, maxLossRoom, breachDistance,
     isNoTradeTime, isPastSessionClose,
@@ -1043,7 +1043,10 @@ async function runTradeLocked(
     // operator's pick; 'Auto' is drawn per batch from the batch firm's list.
     const explicit = futuresLane && symbol !== 'Auto' ? symbol : null;
 
-    const tradeDate = currentTradeDateCT();
+    // The lane's own day (tradeDateFor): a notional lane is one firm — a
+    // Vest lane's day turns at 20:00 ET, its rows and realized P&L with it —
+    // and the futures lane's clients all keep the Central trade date.
+    const tradeDate = tradeDateFor(open[0]?.client);
     const maxConcurrent = maxConcurrentAccounts();
 
     // ── Phase 1: the eligible accounts across the lane's firms ──
@@ -1742,7 +1745,8 @@ async function copyTradeLocked(lease: number, lane: string): Promise<unknown[]>
         return [];
     }
 
-    const tradeDate = currentTradeDateCT();
+    // The lane's own day, as in runTrade.
+    const tradeDate = tradeDateFor(ready[0]?.client);
 
     // Collect eligible accounts (same logic as Phase 1 of runTrade)
     const eligible: LegItem[] = [];
@@ -1860,7 +1864,7 @@ export async function fireManualLeg(accountId: number, action: 'Buy' | 'Sell' |
     const lease = acquireTradeMutex('[manual-leg]', lane);
     if (lease === null) throw new Error('another batch is in flight in this lane');
     try {
-        const tradeDate = currentTradeDateCT();
+        const tradeDate = tradeDateFor(client);
         const ev = evaluateAccountForTrade(client, acc, tradeDate);
         if (!ev || !ev.plan) throw new Error(ev?.reason || 'account has no account type');
         if (!ev.eligible && !ev.reason.startsWith('already traded today')) throw new Error(ev.reason);
@@ -1986,7 +1990,6 @@ async function runClaims(lane: string, ready: FirmClient[]): Promise<void> {
     const lease = acquireTradeMutex('[auto-claim]', lane);
     if (lease === null) return;
     try {
-        const tradeDate = currentTradeDateCT();
         for (const { firm, client, acc } of due) {
             if (!holdsTradeMutex(lease, lane)) return;
             // Settled since, or a different amount now: claim what is due now.
@@ -1996,7 +1999,7 @@ async function runClaims(lane: string, ready: FirmClient[]): Promise<void> {
                 // In flight while it claims: a batch that takes over a wedged
                 // lane, or a Claim now, leaves the account alone.
                 const { claimed, received } = await withAccountInFlight(acc.id, () => client.claimProfit!(acc.id, amount));
-                afterClaim('[auto-claim]', firm, client, acc, claimed, received, tradeDate);
+                afterClaim('[auto-claim]', firm, client, acc, claimed, received, tradeDateFor(client));
             } catch (err) {
                 (runtime().claimFailedAt ??= new Map()).set(acc.id, Date.now());
                 console.error(`[auto-claim] ${firm.name} ${acc.name}: claim of $${Math.floor(amount * 100) / 100} failed — ${errorMessage(err)}; retrying in ${CLAIM_RETRY_MS / 60_000}m`);
@@ -2130,7 +2133,7 @@ export async function claimAccountNow(accountId: number, amount: number): Promis
         if (!(amount >= 1)) throw new ClaimRefusedError(`$${amount} is below the $1 minimum claim`);
         if (amount > c.amount + 0.005) throw new ClaimRefusedError(`only $${c.amount.toFixed(2)} is claimable now`);
         const { claimed, received } = await withAccountInFlight(c.acc.id, () => c.client.claimProfit!(c.acc.id, amount));
-        const stage = afterClaim('[claim-now]', c.firm, c.client, c.acc, claimed, received, currentTradeDateCT());
+        const stage = afterClaim('[claim-now]', c.firm, c.client, c.acc, claimed, received, tradeDateFor(c.client));
         return { claimed, received, stage };
     } finally {
         releaseTradeMutex(lease, lane);
@@ -2142,7 +2145,6 @@ export async function claimAccountNow(accountId: number, amount: number): Promis
 /** Returns true if any configured account could still trade today (eligible for a next leg / extra-day, or has an open position). */
 function hasRemainingConfiguredAccounts(): boolean {
     const { ready, unready } = firmClients();
-    const tradeDate = currentTradeDateCT();
 
     // A client that isn't ready can't say whether its accounts are done — its
     // snapshot is missing or stale — so while one might hold any of ours, the
@@ -2175,7 +2177,7 @@ function hasRemainingConfiguredAccounts(): boolean {
             // Order being placed right now = still in play (evaluation calls it ineligible)
             if (runtime().accountsInFlight.has(acc.id)) return true;
 
-            const ev = evaluateAccountForTrade(client, acc, tradeDate);
+            const ev = evaluateAccountForTrade(client, acc, tradeDateFor(client));
             if (ev?.eligible) return true;
             // Waiting on its history (or its day-start balance), not done: it may
             // still owe today's trade — during the session and before it opens

lib/db.ts

@@ -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 }[] {

lib/platform-client.ts

@@ -145,6 +145,11 @@ export interface PlatformClient {
      * before the platform's daily reset (resetClearStop).
      */
     dayGainForRoom?(accountId: number, o: { leg: number; limit: number }): number;
+    /** The trade date at `now` (epoch ms) that this platform's daily rows and
+     *  realized P&L follow, where its day turns at another hour than the
+     *  5 PM CT roll (Vest: 20:00 ET). The engine plans the accounts and
+     *  counts their legs by it (tradeDateFor); absent = currentTradeDateCT. */
+    tradeDate?(now: number): string;
     /** Payouts made since the firm's last daily reset — what picks the stage
      *  of an account type whose stages reset each day. */
     sameDayClaims?(accountId: number): number;

lib/trading-logic.ts

@@ -165,6 +165,18 @@ export function currentTradeDateCT(now: Date = new Date()): string {
     return new Date(date).toISOString().slice(0, 10);
 }
 
+/**
+ * The trade date a client's accounts are planned on and count their legs by:
+ * the platform's own day where its daily rows and realized P&L follow one
+ * that turns at another hour (Vest: 20:00 ET, two hours after the 5 PM CT
+ * roll), else the Central trade date. Between the two rolls the Central date
+ * would count the platform's still-open day both as a prior day and as
+ * today's realized P&L, and start the day's leg count over mid-day.
+ */
+export function tradeDateFor(client: { tradeDate?: (now: number) => string } | null | undefined, now: Date = new Date()): string {
+    return typeof client?.tradeDate === 'function' ? client.tradeDate(now.getTime()) : currentTradeDateCT(now);
+}
+
 /** Drain-day target grid: $4–$15 in $0.50 steps (23 values, MNQ's
  *  per-contract tick), always traded on MNQ. Drain days qualify at ≥
  *  DRAIN_DAY_MIN, so every draw counts. Seeded per (account, trade date) like
@@ -1387,6 +1399,15 @@ export function resetClearStop(o: { leg: number; resetInMs: number; holdHours: n
     return (o.leg * (c + Math.sqrt(c * c - 4))) / 2;
 }
 
+/** Whether a leg of `holdHours` starting now is all but sure to be done
+ *  before its market closes `closeInMs` from now: the RESET_CLEAR_HOLDS
+ *  holds a daily reset is given (resetClearStop). A leg still open at the
+ *  close can't be exited until the market reopens, and meets the reopen's
+ *  gap with its stop. */
+export function clearsClose(o: { closeInMs: number; holdHours: number }): boolean {
+    return o.closeInMs >= RESET_CLEAR_HOLDS * o.holdHours * 3_600_000;
+}
+
 /**
  * dllRoom where the platform states its daily-loss floor itself (Vest: the
  * equity the account may not fall below today, already moved by the day's

lib/vest-class.ts

@@ -38,11 +38,11 @@
 
 import { randomUUID } from 'crypto';
 import axios from './http-client';
-import { currentTradeDateCT, rankForTarget, dllReserve, resetClearStop } from './trading-logic';
+import { currentTradeDateCT, rankForTarget, dllReserve, resetClearStop, clearsClose, RESET_CLEAR_HOLDS } from './trading-logic';
 import { sizingHoldHours } from './person-size';
 import {
     saveDailyPnL, loadDailyPnL, loadAccountMeta, saveAccountMeta, loadFundTransactions, saveFundTransactions,
-    saveEndedCycleStart, saveTrades, markTrade, getOrCreateSetting, TRADES_SINCE_SETTING, openTradeAccounts,
+    saveEndedCycleStart, saveTrades, markTrade, getOrCreateSetting, TRADES_SINCE_SETTING, openTradeAccounts, botOpenedPositions,
 } from './db';
 import { getCachedFirm } from './firm-catalog';
 import { firmInstruments } from './instruments';
@@ -52,7 +52,7 @@ import { encodeContractName, decodeContractName, roundToStep, scoreCandidate } f
 import { vestSessionFor, dropVestSession, listVestSessions, refuseVestSession } from './vest-session';
 import {
     vestAccountId, vestAccountName, vestDayOf, lastVestResetMs, nextVestResetMs, parseCapitalAccount, parsePosition, parseOpenOrder,
-    parseTxn, bookTxns, awaitingLegs, unrealizedPnl, hourlyVolatility, marketOpen, num, toMs, formatDecimal, resetSafeStop,
+    parseTxn, bookTxns, awaitingLegs, unrealizedPnl, hourlyVolatility, marketOpen, longClosure, num, toMs, formatDecimal, resetSafeStop,
     parseHistoryPosition, jwtClaimStrings, accountScopedToken, VEST_STATUS_ACTIVE, VEST_TXN, VEST_STOP_SLIPPAGE_FRACTION,
 } from './vest-helpers';
 import type { VestCapitalAccount, VestPosition, VestOpenOrder, VestTxn, VestTrade } from './vest-helpers';
@@ -103,7 +103,8 @@ const NAKED_AFTER_MS = 2 * 60_000;
  *  candidate is costed as crossing this many ticks. */
 const ASSUMED_SPREAD_TICKS = 1;
 /** How long before the daily reset open positions are fitted to the room
- *  the reset will leave (guardReset). */
+ *  the reset will leave (guardReset) — and before a market closure that runs
+ *  past one, the bot's own legs are closed (guardClose). */
 const RESET_GUARD_MS = 5 * 60_000;
 /** No new position opens this close to the reset: the guard's window, and a
  *  couple of minutes before it for an entry in flight to place its exits. */
@@ -215,6 +216,13 @@ export class VestClient implements PlatformClient {
         noSessionLogged: false, unfittable: new Set<string>(),
     };
     private resetGuardInFlight = false;
+    /** guardClose's closes just sent (position → when), the hand trades it
+     *  has named (position → the close they were named for), and when it
+     *  last said it couldn't read a symbol's hours or had no session. */
+    private closeGuard = {
+        closes: new Map<string, number>(), named: new Map<string, number>(), hoursWarnedAt: new Map<string, number>(), noSessionFor: 0,
+    };
+    private closeGuardInFlight = false;
     private capital = new Map<number, VestCapitalAccount>();
     private positionsDetail = new Map<number, VestPosition[]>();
     private openOrders = new Map<number, VestOpenOrder[]>();
@@ -424,6 +432,7 @@ export class VestClient implements PlatformClient {
         const now = Date.now();
         if (this.syncInFlight && now - this.syncInFlightSince >= SYNC_WEDGED_MS) void this.requestSync();
         void this.guardReset().catch((err) => console.error(`${this.tag} reset guard failed: ${errorMessage(err)}`));
+        void this.guardClose().catch((err) => console.error(`${this.tag} market-close guard failed: ${errorMessage(err)}`));
     }
 
     // ── public market data ───────────────────────────────────────────────────
@@ -733,6 +742,12 @@ export class VestClient implements PlatformClient {
         return this.dailyFloorOf(a, cash.amount, Date.now()) ?? null;
     }
 
+    /** See PlatformClient: Vest's own day (vestDayOf, 20:00 ET to 20:00 ET),
+     *  which its daily rows, realized P&L (realizedSince) and floors follow. */
+    public tradeDate(now: number): string {
+        return vestDayOf(now);
+    }
+
     /**
      * See PlatformClient: the gain since the day's base that is still in the
      * account — since this client's own claim today, else since the reset,
@@ -743,7 +758,7 @@ export class VestClient implements PlatformClient {
      */
     public dayGainForRoom(accountId: number, o: { leg: number; limit: number }): number {
         const now = Date.now();
-        const hold = sizingHoldHours(getCachedFirm(this.cfg.firmId));
+        const hold = sizingHoldHours(getCachedFirm(this.cfg.firmId), this.tradeDate(now));
         const allowed = resetClearStop({ leg: o.leg, resetInMs: nextVestResetMs(now) - now, holdHours: hold }) - o.limit;
         if (!(allowed > 0)) return 0;
         const a = this.capital.get(accountId);
@@ -1058,6 +1073,103 @@ export class VestClient implements PlatformClient {
         }
     }
 
+    /**
+     * Before a long market closure — one that keeps a symbol's market shut
+     * across an 8 PM ET reset: the weekend, a holiday (longClosure) — close
+     * the bot's own legs in it still open in the last RESET_GUARD_MS, while
+     * the market takes orders. Inside the closure nothing exits, the reset
+     * guard's stops and closes are refused, and the reopen's gap jumps a
+     * stop. No leg starts under RESET_CLEAR_HOLDS holds of a close
+     * (pickCandidate), so this only meets one that outlived them.
+     *
+     * Only positions the bot's own order opened (markOwn): one without that
+     * mark — a hand trade, or one from before marking began — is left as it
+     * is and named once in the log. The daily maintenance hour reopens
+     * before the reset, and is ridden.
+     */
+    private async guardClose(): Promise<void> {
+        if (!this.syncComplete || this.intentionalDisconnect || this.closeGuardInFlight) return;
+        const held = [...new Set([...this.positionsDetail.values()].flat().map((p) => p.symbol))];
+        if (held.length === 0) return;
+        this.closeGuardInFlight = true;
+        try {
+            const guard = this.closeGuard;
+            const now = Date.now();
+            for (const [id, at] of guard.closes) if (now - at >= GUARD_ECHO_MS) guard.closes.delete(id);
+            for (const [id, closesAt] of guard.named) if (closesAt < now) guard.named.delete(id);
+            // This runs all day while anything is open: hours it can't read
+            // are said once in a while, not every tick.
+            const unreadable = (what: string, err: unknown) => {
+                if (now - (guard.hoursWarnedAt.get(what) ?? 0) < MARKET_HOURS_TTL_MS) return;
+                guard.hoursWarnedAt.set(what, now);
+                console.warn(`${this.tag} ${what}: market hours unreadable — can't tell whether its market is about to close (${errorMessage(err)})`);
+            };
+            let specs: Map<string, SymbolSpec>;
+            try {
+                specs = await this.symbolSpecs();
+            } catch (err) {
+                unreadable(held.join(', '), err);
+                return;
+            }
+            // Each held symbol whose long closure is this near, and when.
+            const closing = new Map<string, number>();
+            for (const symbol of held) {
+                const spec = specs.get(symbol);
+                if (!spec) continue;
+                let periods: unknown;
+                try {
+                    periods = await this.marketHours(spec.assetId);
+                } catch (err) {
+                    unreadable(symbol, err);
+                    continue;
+                }
+                const hours = marketOpen(periods, now);
+                if (hours.open && hours.closesAt !== null && hours.closesAt - now <= RESET_GUARD_MS && longClosure(periods, hours.closesAt)) {
+                    closing.set(symbol, hours.closesAt);
+                }
+            }
+            if (closing.size === 0) return;
+            if (!vestSessionFor(this.wallet, now, USER_TOKEN_MIN_MS)) {
+                const first = Math.min(...closing.values());
+                if (guard.noSessionFor !== first) {
+                    guard.noSessionFor = first;
+                    console.error(`${this.tag} the market closes in ${Math.ceil((first - now) / 60_000)} min until past an 8 PM ET reset, and the bot's open legs can't be closed — no Vest session (open the Vest tab)`);
+                }
+                return;
+            }
+            const { data } = await this.request<{ positions?: unknown[] }>('trade', 'GET', '/v3/positions/opened');
+            const open = (data?.positions ?? []).map(parsePosition).filter((p): p is VestPosition => p !== null && closing.has(p.symbol));
+            const mine = botOpenedPositions(open.map((p) => p.positionId));
+            for (const acc of this.accountList) {
+                const uuid = this.uuidById.get(acc.id);
+                if (!uuid) continue;
+                for (const pos of open.filter((p) => p.accountId === uuid)) {
+                    const closesAt = closing.get(pos.symbol)!;
+                    const inMin = Math.max(0, Math.ceil((closesAt - Date.now()) / 60_000));
+                    if (!mine.has(pos.positionId)) {
+                        if (guard.named.get(pos.positionId) !== closesAt) {
+                            guard.named.set(pos.positionId, closesAt);
+                            console.error(`${this.tag} ${acc.name}: ${pos.side} ${pos.symbol} wasn't opened by the bot and stays open — its market closes in ${inMin} min until past an 8 PM ET reset; close it on Vest if it shouldn't carry the closure and the reopen's gap`);
+                        }
+                        continue;
+                    }
+                    // A close just sent counts until a read of open positions shows it.
+                    if (guard.closes.has(pos.positionId)) continue;
+                    try {
+                        await this.submit(uuid, '/v3/positions/close', { positionId: pos.positionId, symbol: pos.symbol, orderType: 'market' });
+                        guard.closes.set(pos.positionId, Date.now());
+                        this.markOwn('closed', acc.id, pos);
+                        console.error(`${this.tag} ${acc.name}: CLOSED the bot's ${pos.side} ${pos.quantity} ${pos.symbol} at market — its market closes in ${inMin} min until past an 8 PM ET reset, and nothing could exit it there`);
+                    } catch (err) {
+                        console.error(`${this.tag} ${acc.name}: couldn't close the bot's ${pos.symbol} before its market closes in ${inMin} min: ${errorMessage(err)}`);
+                    }
+                }
+            }
+        } finally {
+            this.closeGuardInFlight = false;
+        }
+    }
+
     private settleSuspects(): void {
         const now = Date.now();
         for (const [id, since] of this.suspectAccounts) {
@@ -1478,14 +1590,23 @@ export class VestClient implements PlatformClient {
 
     private async pickCandidate(root: string, symbols: string[], sticky: boolean, ctx?: PickContext): Promise<PlatformContract | null> {
         const firm = getCachedFirm(this.cfg.firmId);
-        const targetHold = sizingHoldHours(firm);
+        const targetHold = sizingHoldHours(firm, this.tradeDate(Date.now()));
         const specs = await this.symbolSpecs();
         const known = symbols.filter((s) => specs.has(s));
         if (known.length > 0) await this.refreshMarks(known);
         const vols = await this.volatility(known);
         const now = Date.now();
+        // A leg its symbol's market close (the weekend, the daily maintenance
+        // hour) catches open can't be exited until the market reopens, and
+        // meets the reopen's gap with its stop: none starts under
+        // RESET_CLEAR_HOLDS holds of the close — the daily reset's clearance.
+        const tooSoon = (closesAt: number | null, holdHours: number) =>
+            closesAt !== null && !clearsClose({ closeInMs: closesAt - now, holdHours });
+        const closingNote = (closesAt: number, holdHours: number) =>
+            `closes in ${((closesAt - now) / 3_600_000).toFixed(1)}h, under ${RESET_CLEAR_HOLDS} holds of ${holdHours.toFixed(1)}h`;
+        const hold = ctx?.targetHoldHours ?? targetHold;
 
-        const board: { symbol: string; score: number | null; note: string; contract?: PlatformContract }[] = [];
+        const board: { symbol: string; score: number | null; note: string; contract?: PlatformContract; closesAt?: number | null }[] = [];
         // No new position this close to the reset: nothing picked, and the
         // last survey's candidates stay up for the dashboard.
         const toReset = nextVestResetMs(now) - now;
@@ -1510,6 +1631,7 @@ export class VestClient implements PlatformClient {
             const spread = mark && spec.tick > 0 ? (ASSUMED_SPREAD_TICKS * spec.tick) / mark.mark : NaN;
             const rejection = spec.capitalTradingStatus !== 'TRADING' ? `capital trading ${spec.capitalTradingStatus || 'unknown'}`
                 : !hours.open ? 'market closed'
+                    : tooSoon(hours.closesAt, hold) ? closingNote(hours.closesAt!, hold)
                         : !mark || now - mark.at > 5 * 60_000 ? 'no mark price'
                             : !(spec.tick > 0) ? 'no tick size'
                                 : (vol?.candles ?? 0) < 25 ? `only ${vol?.candles ?? 0} hourly candles`
@@ -1530,6 +1652,7 @@ export class VestClient implements PlatformClient {
                 note: `fee ${(pct * 100).toFixed(2)}bp${vol?.vol ? `, σ ${(vol.vol * Math.sqrt(24) * 100).toFixed(2)}%/day` : ''}`
                     + (spec.marginRate ? `, ${+(1 / spec.marginRate).toFixed(1)}:1` : '')
                     + (hours.closesAt ? `, open ${((hours.closesAt - now) / 3_600_000).toFixed(1)}h more` : ''),
+                closesAt: hours.closesAt,
                 contract: {
                     id: symbol,
                     name: encodeContractName(symbol, step),
@@ -1551,6 +1674,9 @@ export class VestClient implements PlatformClient {
                 const ev = ctx.evaluate(b.contract!);
                 if (!ev) { b.note += ', can\'t size'; return []; }
                 b.note += `, $${Math.round(ev.notional / 1000)}k → ${ev.holdHours.toFixed(1)}h, ~$${Math.round(ev.cost)}`;
+                // Held short of the target hold (a leverage cap), the leg
+                // runs longer: it has to clear the close as well.
+                if (tooSoon(b.closesAt ?? null, ev.holdHours)) { b.note += `, ${closingNote(b.closesAt!, ev.holdHours)}`; return []; }
                 return [{ b, holdHours: ev.holdHours, cost: ev.cost }];
             });
             ranked = rankForTarget(sized, ctx.targetHoldHours).map((i) => sized[i].b);

lib/vest-helpers.ts

@@ -540,7 +540,19 @@ export function hourlyVolatility(klines: unknown[]): number | null {
  */
 export function marketOpen(periods: unknown, now: number): { open: boolean; closesAt: number | null } {
     if (!Array.isArray(periods) || periods.length === 0) return { open: true, closesAt: null };
-    const list = periods.flatMap((p) => {
+    const list = hoursPeriods(periods);
+    const i = list.findIndex((p) => p.from <= now && now < p.to);
+    if (i < 0 || !list[i].open) return { open: false, closesAt: null };
+    // Consecutive open periods (overnight → pre-market → regular …) are one stretch.
+    let end = list[i].to;
+    for (let j = i + 1; j < list.length && list[j].open && list[j].from <= end + 1; j++) end = list[j].to;
+    return { open: true, closesAt: end };
+}
+
+/** The market-hours periods, read and in order; open = trading, with no
+ *  closure (see marketOpen). */
+function hoursPeriods(periods: unknown[]): { from: number; to: number; open: boolean }[] {
+    return periods.flatMap((p) => {
         const r = p as {
             fromMs?: unknown; toMs?: unknown;
             state?: { tradingStatus?: unknown; closure?: unknown; price?: { allow?: unknown } };
@@ -553,10 +565,20 @@ export function marketOpen(periods: unknown, now: number): { open: boolean; clos
             && (closure === undefined || closure === 'unspecified');
         return [{ from, to, open }];
     }).sort((a, b) => a.from - b.from);
-    const i = list.findIndex((p) => p.from <= now && now < p.to);
+}
-    if (i < 0 || !list[i].open) return { open: false, closesAt: null };
+
-    // Consecutive open periods (overnight → pre-market → regular …) are one stretch.
+/**
-    let end = list[i].to;
+ * Whether the closure that starts at `closesAt` (marketOpen's) keeps the
-    for (let j = i + 1; j < list.length && list[j].open && list[j].from <= end + 1; j++) end = list[j].to;
+ * market shut across one of Vest's 8 PM ET resets — a weekend, a holiday —
-    return { open: true, closesAt: end };
+ * or for as far as the periods go. A position held into it can't be exited
+ * or fitted to that reset until the market reopens, and meets the reopen's
+ * gap with its stop; the daily maintenance hour reopens before the reset.
+ * A close the periods don't show (they just end there) isn't one.
+ */
+export function longClosure(periods: unknown, closesAt: number): boolean {
+    if (!Array.isArray(periods)) return false;
+    const list = hoursPeriods(periods);
+    if (!list.some((p) => p.to > closesAt)) return false;
+    const reopensAt = list.find((p) => p.open && p.from >= closesAt)?.from;
+    return reopensAt === undefined || nextVestResetMs(closesAt) < reopensAt;
 }

scripts/check-trading-logic.mjs

@@ -14,7 +14,7 @@ import {
     projectPerfectPath, cycleCompletion, 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,
+    resolveEffectiveConfig, stageInputsFor, floorRoom, resetClearStop, shortestNextLeg, computeDayPlan, clearsClose, RESET_CLEAR_HOLDS,
 } from '../lib/trading-logic.ts';
 
 // Deterministic PRNG so a failure reproduces.
@@ -527,6 +527,25 @@ test('resetClearStop: the widest stop a leg may carry and still close before the
     assert.ok(resetClearStop({ leg: 500, resetInMs: 16 * h, holdHours: 1.5 }) - 1400 > 2604.24);
 });
 
+test('clearsClose: no leg starts under four holds of its market\'s close', () => {
+    const h = 3_600_000;
+    assert.equal(RESET_CLEAR_HOLDS, 4);
+    // The weekly close 7.5 h off, legs sized for 2 h: no entry.
+    assert.equal(clearsClose({ closeInMs: 7.5 * h, holdHours: 2 }), false);
+    // Exactly four holds off, or more: the clearance the daily reset gets.
+    assert.equal(clearsClose({ closeInMs: 8 * h, holdHours: 2 }), true);
+    assert.equal(clearsClose({ closeInMs: 8 * h - 1, holdHours: 2 }), false);
+    assert.equal(clearsClose({ closeInMs: 20 * h, holdHours: 2 }), true);
+    // A leg its leverage cap holds to 3.5 h needs 14 h, where a 2 h one is clear.
+    assert.equal(clearsClose({ closeInMs: 10 * h, holdHours: 3.5 }), false);
+    // It agrees with resetClearStop, which gives no stop at all under four holds.
+    for (const off of [5.9, 6, 6.1, 12]) {
+        assert.equal(clearsClose({ closeInMs: off * h, holdHours: 1.5 }), resetClearStop({ leg: 500, resetInMs: off * h, holdHours: 1.5 }) > 0);
+    }
+    // An unknown hold never clears.
+    assert.equal(clearsClose({ closeInMs: 20 * h, holdHours: NaN }), false);
+});
+
 test('planLegSize: a split day\'s next leg, with the day\'s gain on its stop, sizes up for the same hold', () => {
     // Dingo's 2026-10-27 evals: up $2,604.24 on a $1,400 day, $2,395.76 to
     // pass, NDX at ~$29.5k on Vest (1.31%/day), sized for 1.5 h.

scripts/check-vest.mjs

@@ -1,9 +1,10 @@
-// Checks for the Vest client's pure helpers (lib/vest-helpers.ts) and the
+// Checks for the Vest client's pure helpers (lib/vest-helpers.ts), the
-// relayed-session store (lib/vest-session.ts).
+// relayed-session store (lib/vest-session.ts), and the trade date the engine
+// plans Vest accounts on (lib/trading-logic.ts).
 //
 //   npm run check
 //
-// Both files import only Node built-ins, so Node strips their types and loads
+// These files import only Node built-ins, so Node strips their types and loads
 // them directly; .mjs keeps this file out of Next's type check. The samples are
 // shaped like the gateway's real answers (captured 2026-10-26).
 import { test } from 'node:test';
@@ -12,9 +13,10 @@ import {
     isVestWalletAddress, vestAccountId, num, toMs, formatDecimal, vestDayOf, lastVestResetMs, parseCapitalAccount,
     vestAccountName, parsePosition, awaitingLegs, parseOpenOrder, unrealizedPnl, parseTxn, bookTxns, txnKind, VEST_TXN,
     hourlyVolatility, marketOpen, MIN_HOURLY_RETURNS, nextVestResetMs, resetSafeStop, parseHistoryPosition, jwtClaimStrings,
-    accountScopedToken,
+    accountScopedToken, longClosure,
 } from '../lib/vest-helpers.ts';
 import { putVestSession, vestSessionFor, dropVestSession, listVestSessions, refuseVestSession } from '../lib/vest-session.ts';
+import { computeDayPlan, currentTradeDateCT, tradeDateFor } from '../lib/trading-logic.ts';
 
 const iso = (s) => Date.parse(s);
 
@@ -205,6 +207,58 @@ test('market hours: open stretches, closures and crypto', () => {
     assert.deepEqual(marketOpen([], 600), { open: true, closesAt: null });
 });
 
+test('market hours: a closure past an 8 PM ET reset is a long one, the maintenance hour is not', () => {
+    const open = (from, to) => ({ fromMs: iso(from), toMs: iso(to), state: { session: 'overnight', closure: 'unspecified', tradingStatus: 'OPEN', price: { allow: true } } });
+    const shut = (from, to, closure) => ({ fromMs: iso(from), toMs: iso(to), state: { session: 'unspecified', closure, tradingStatus: closure === 'weekly' ? 'CLOSE' : 'OPEN', price: { allow: closure !== 'weekly' } } });
+    const week = [
+        open('2026-10-28T22:00:00Z', '2026-10-29T21:00:00Z'),
+        shut('2026-10-29T21:00:00Z', '2026-10-29T22:00:00Z', 'maintenance'),
+        open('2026-10-29T22:00:00Z', '2026-10-30T21:00:00Z'),
+        shut('2026-10-30T21:00:00Z', '2026-11-01T23:00:00Z', 'weekly'),
+        open('2026-11-01T23:00:00Z', '2026-11-02T22:00:00Z'),
+        shut('2026-11-02T22:00:00Z', '2026-11-02T23:00:00Z', 'maintenance'),
+        open('2026-11-02T23:00:00Z', '2026-11-03T22:00:00Z'),
+    ];
+    // The weekend: shut through Friday's and Saturday's 8 PM ET resets.
+    const friday = marketOpen(week, iso('2026-10-30T20:57:00Z'));
+    assert.deepEqual(friday, { open: true, closesAt: iso('2026-10-30T21:00:00Z') });
+    assert.equal(longClosure(week, friday.closesAt), true);
+    // The maintenance hour reopens before the evening's reset, in summer and winter.
+    const thursday = marketOpen(week, iso('2026-10-29T20:57:00Z'));
+    assert.equal(thursday.closesAt, iso('2026-10-29T21:00:00Z'));
+    assert.equal(longClosure(week, thursday.closesAt), false);
+    assert.equal(longClosure(week, iso('2026-11-02T22:00:00Z')), false);
+    // A gap in the periods is shut too (a holiday), and this one outlasts the reset.
+    const early = [open('2026-11-25T14:00:00Z', '2026-11-25T18:00:00Z'), open('2026-11-26T23:00:00Z', '2026-11-27T18:00:00Z')];
+    assert.equal(longClosure(early, iso('2026-11-25T18:00:00Z')), true);
+    // Shut as far as the periods go: long. Periods that just end: no close known.
+    assert.equal(longClosure(week.slice(0, 4), iso('2026-10-30T21:00:00Z')), true);
+    assert.equal(longClosure(week.slice(0, 3), iso('2026-10-30T21:00:00Z')), false);
+    assert.equal(longClosure(undefined, iso('2026-10-30T21:00:00Z')), false);
+});
+
+test("a Vest account plans on Vest's day: the 5 PM CT roll doesn't count today's P&L twice", () => {
+    const vest = { tradeDate: vestDayOf };
+    // 3:30 and 5:30 PM CT (4:30 / 6:30 PM ET): the Central date rolls at
+    // 5 PM CT, Vest's day only at 8 PM ET.
+    const before = new Date('2026-10-27T20:30:00Z');
+    const after = new Date('2026-10-27T22:30:00Z');
+    assert.equal(currentTradeDateCT(after), '2026-10-28');
+    assert.equal(tradeDateFor(vest, after), '2026-10-27');
+    assert.equal(tradeDateFor(vest, new Date('2026-10-28T00:00:00Z')), '2026-10-28');
+    // Every other platform keeps the Central date.
+    assert.equal(tradeDateFor(undefined, after), '2026-10-28');
+    assert.equal(tradeDateFor({}, after), '2026-10-28');
+    // $3,000 to go, 3 min days of $150, $800 made today: Vest's row for its
+    // day, and the realized P&L since its reset.
+    const rows = [{ date: '2026-10-27', pnl: 800 }];
+    const plan = (date) => computeDayPlan(7, date, 3000, 0, rows, 150, 3, 800, 800);
+    assert.equal(plan(currentTradeDateCT(before)).remainingToday, 1900);
+    assert.deepEqual(plan(tradeDateFor(vest, after)), plan(currentTradeDateCT(before)));
+    // On the Central date the $800 is a prior min day and today's P&L both.
+    assert.equal(plan(currentTradeDateCT(after)).remainingToday, 2050);
+});
+
 test('relayed sessions: taken, kept fresher, dropped, never listed with tokens', () => {
     const now = iso('2026-10-26T18:40:00Z');
     const jwt = (n) => `eyJhbGciOiJIUzI1NiJ9.eyJzdWIiOiIke${n}In0.sig${n}`;