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Count CME holiday sessions as one combined trading day when the type opts in

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Account types with the catalog's new combineCmeHolidays flag are read
through a combined-day view: holiday-session P&L entries fold into the
next full trading day (computed from the federal-holiday rules, so any
year works), the day count matches how the firm records it (Apex: Sun/
Mon/Tue around a Monday holiday is ONE day), and on the later sessions
of the stretch the earlier sessions' booked P&L carries into realized —
so day targets, already-traded gates, target-hit status and the panel's
day P&L all treat the stretch as a single day. Off by default; older
masters that don't send the flag behave exactly as before.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-09-08 21:12:37 -05:00
co-authored by Claude Fable 5
parent 57846d2b5f
commit f07721019b
9 changed files with 212 additions and 31 deletions
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app/api/state/route.ts
+27 -10
View File
@@ -3,7 +3,7 @@ import { loadDailyPnL } from '@/lib/db';
import { getClients } from '@/lib/clients';
import { getCachedCatalog } from '@/lib/firm-catalog';
import { getAccountConfig, getInferredSize, matchAccountType } from '@/lib/account-type-resolver';
import { computeDayPlan, resolveEffectiveConfig, currentTradeDateCT, LEG_COMPLETION_EPSILON } from '@/lib/trading-logic';
import { combineCmeSessions, computeDayPlan, resolveEffectiveConfig, currentTradeDateCT, LEG_COMPLETION_EPSILON } from '@/lib/trading-logic';
export async function GET() {
try {
@@ -22,8 +22,6 @@ export async function GET() {
}
const accounts = client.accountList.map((acc) => {
const cash = client.accountCashBalances[acc.id] ?? { amount: 0, realizedPnL: 0 };
const dailyPnL: { date: string; pnl: number }[] = client.dailyPnL[acc.id] ?? [];
const totalProfit = dailyPnL.reduce((sum, d) => sum + d.pnl, 0);
// One lookup against the assignment table — no prefix matching
// here any more. An unassigned account gets no targets, which
@@ -31,11 +29,23 @@ export async function GET() {
const resolved = getAccountConfig(acc.id);
const cfg = resolved.accountType;
const inferredAccountSize = getInferredSize(acc.id, client);
// A combining firm records holiday sessions with the next full
// trading day — everything below reads the account through that
// view (the identity view when the account type doesn't combine).
const combined = combineCmeSessions(
cfg?.combineCmeHolidays === true,
client.dailyPnL[acc.id] ?? [],
tradeDate,
cash.realizedPnL,
);
const dailyPnL = combined.dailyPnL;
const totalProfit = dailyPnL.reduce((sum, d) => sum + d.pnl, 0);
// Days traded counts only days that hit minDayPnL (when set) — that's what
// the firm requires toward the min trading day rule.
const daysTraded: number = cfg && cfg.minDayPnL > 0
? dailyPnL.filter((d) => d.pnl >= cfg.minDayPnL).length
: (client.daysTraded[acc.id] ?? 0);
: combined.daysTraded;
const autoLiqThreshold = client.autoLiqThresholds[acc.id] ?? 0;
const isDead = autoLiqThreshold > 0 && cash.amount <= autoLiqThreshold;
const allFundTxns = client.fundTransactions?.[acc.id] ?? [];
@@ -68,8 +78,8 @@ export async function GET() {
);
const equityProfit = cash.amount - cfg.accountSize;
const plan = computeDayPlan(
acc.id, tradeDate, effective.profitTarget, effective.consistency,
dailyPnL, cfg.minDayPnL, effective.minTradingDays, equityProfit, cash.realizedPnL,
acc.id, combined.tradeDate, effective.profitTarget, effective.consistency,
dailyPnL, cfg.minDayPnL, effective.minTradingDays, equityProfit, combined.realizedPnL,
cfg.splitEnabled
);
dailyTarget = plan ? { amount: plan.dayTarget, path: plan.path } : null;
@@ -87,8 +97,8 @@ export async function GET() {
// Condition 2: target > 0 → all legs done (day's remaining target used up)
if (plan) {
targetHit =
(plan.dayTarget === 0 && Math.abs(cash.realizedPnL) > 0 && client.daysTraded[acc.id] <= effective.minTradingDays) ||
(cash.realizedPnL > 0 && plan.remainingToday <= LEG_COMPLETION_EPSILON);
(plan.dayTarget === 0 && Math.abs(combined.realizedPnL) > 0 && combined.daysTraded <= effective.minTradingDays) ||
(combined.realizedPnL > 0 && plan.remainingToday <= LEG_COMPLETION_EPSILON);
}
}
@@ -97,7 +107,9 @@ export async function GET() {
name: acc.name,
active: acc.active,
amount: cash.amount,
realizedPnL: cash.realizedPnL,
// The combined day's P&L, not just the current session's —
// on the Tuesday after a holiday this includes Sun/Mon.
realizedPnL: combined.realizedPnL,
daysTraded,
positionDirection: client.positions[acc.id]
? (client.positions[acc.id].netPos > 0 ? 'long' as const : 'short' as const)
@@ -110,7 +122,12 @@ export async function GET() {
remainingToday,
effectiveProfitTarget,
dailyPnL,
fullDailyPnL: client.fullDailyPnL?.[acc.id] ?? loadDailyPnL(acc.id),
fullDailyPnL: combineCmeSessions(
cfg?.combineCmeHolidays === true,
client.fullDailyPnL?.[acc.id] ?? loadDailyPnL(acc.id),
tradeDate,
0,
).dailyPnL,
fundTransactions: displayFundTxns,
accountTypeId: resolved.accountTypeId,
accountTypeLabel: cfg?.label ?? null,