autofirmer-expanded/lib/trading-logic.ts

export interface WithdrawalStage {
    profit: number;
    consistency: number;
    minTradingDays: number;
    /** Spam-withdraw stage: no profit target — book minTradingDays qualifying
     *  days of a few dollars (tiny MNQ trades), then wait for the withdrawal.
     *  The stage's consistency still applies: the first day is a random draw,
     *  later days are sized so the cycle's biggest day fits inside that share
     *  of the cycle total (see computeDayPlan). */
    drain?: boolean;
    /** Drain stages only: the per-day booked amount (default $5; randomized
     *  the fixed $4–$15 half-dollar grid by drainDayAmount; this field is
     *  kept for the wire format but no longer drives the amount). */
    minDayPnL?: number;
    /** Payout overrides for the withdrawal that completes THIS stage; absent
     *  fields fall back to the account type's defaults. */
    withdrawalPct?: number;
    payoutCap?: number;
}

export interface EffectiveConfig {
    profitTarget: number;
    consistency: number;
    minTradingDays: number;
    minDayPnL: number;
    drain: boolean;
}

/**
 * Resolve the effective profit target and consistency for an account based on its withdrawal strategy.
 *
 * Mode A (targetSameEquity=true): the account must reach the same cumulative equity level.
 *   remainingProfit = priorProfit + totalWithdrawals (profit still in the account after payouts)
 *   effectiveProfitTarget = profitTarget − remainingProfit
 *
 * Mode B (withdrawalStages non-empty): Stage 1 (no withdrawals yet) uses base profitTarget/consistency.
 *   After the Nth withdrawal, use withdrawalStages[N-1]; last stage repeats. A drain stage carries no
 *   profit target — it resolves to target 0 with drain=true and its own min-day amount.
 * Fallback: returns base values unchanged.
 */
export function resolveEffectiveConfig(
    profitTarget: number,
    consistency: number,
    minTradingDays: number,
    targetSameEquity: boolean,
    withdrawalStages: WithdrawalStage[],
    priorProfit: number,
    fundTransactions: { date: string; amount: number }[],
    minDayPnL = 0,
): EffectiveConfig {
    if (targetSameEquity) {
        // Simple Mode A: effective target = profitTarget - equityProfit, computed in computeDailyTarget.
        // Since computeDailyTarget already compares (amount - accountSize) against profitTarget,
        // no adjustment needed here — just return the base values.
        return { profitTarget, consistency, minTradingDays, minDayPnL, drain: false };
    }
    if (withdrawalStages.length > 0) {
        const withdrawalCount = fundTransactions.filter((f) => f.amount < 0).length;
        if (withdrawalCount === 0) {
            return { profitTarget, consistency, minTradingDays, minDayPnL, drain: false }; // Stage 1 = base values
        }
        const idx = Math.min(withdrawalCount - 1, withdrawalStages.length - 1);
        const stage = withdrawalStages[idx];
        if (stage.drain === true) {
            return {
                profitTarget: 0,
                // The firm's consistency rule doesn't pause for the drain
                // (Topstep still holds its ratio at payout), so carry the
                // stage's value instead of zeroing it.
                consistency: stage.consistency,
                minTradingDays: stage.minTradingDays || minTradingDays,
                // Drain amounts come from the fixed $4–$15 grid, so the
                // qualifying bar sits at the grid floor — every draw counts.
                minDayPnL: DRAIN_DAY_MIN,
                drain: true,
            };
        }
        // Fall back to base minTradingDays when the stage doesn't specify one (0 or missing)
        return { profitTarget: stage.profit, consistency: stage.consistency, minTradingDays: stage.minTradingDays || minTradingDays, minDayPnL, drain: false };
    }
    return { profitTarget, consistency, minTradingDays, minDayPnL, drain: false };
}

/** @deprecated Use resolveEffectiveConfig instead */
export function resolveEffectiveProfitTarget(
    profitTarget: number,
    targetSameEquity: boolean,
    withdrawalStages: WithdrawalStage[],
    priorProfit: number,
    fundTransactions: { date: string; amount: number }[]
): number {
    return resolveEffectiveConfig(profitTarget, 0, 0, targetSameEquity, withdrawalStages, priorProfit, fundTransactions).profitTarget;
}

// ── randomized targets / split legs ──────────────────────────────────────────

/** Split a day's target into multiple legs when it exceeds this. */
export const BIG_DAY_THRESHOLD = 1700;
/** Every split leg must be at least this. */
export const MIN_LEG = 500;
/** After at least one trade, a residual at or below this counts as "day done". */
export const LEG_COMPLETION_EPSILON = 25;
/** firstDayStop: the first cycle day books at this loss and stops. */
export const FIRST_DAY_STOP = 1000;
/** minDayStop: a min-day trade's stop sits at this multiple of its target. */
export const MIN_DAY_STOP_MULT = 2;
/** Safety valve: never fire more than this many legs per account per trade date. */
export const MAX_LEGS_PER_DAY = 8;

const round2 = (n: number) => Math.round(n * 100) / 100;

/**
 * Deterministic random bump in {0, 5, 10, 15, 20, 25} for an (account, trade date) pair.
 * Seeded (FNV-1a) rather than Math.random() so the dashboard, reporter, and trade path —
 * which each compute the target independently — always agree on the same number.
 */
export function dailyBump(accountId: number, tradeDate: string): number {
    const key = `${accountId}|${tradeDate}`;
    let hash = 0x811c9dc5;
    for (let i = 0; i < key.length; i++) {
        hash ^= key.charCodeAt(i);
        hash = Math.imul(hash, 0x01000193) >>> 0;
    }
    return (hash % 6) * 5;
}

/**
 * Current Tradovate trade date as YYYY-MM-DD: the Chicago calendar date, rolled to the
 * next day once the evening session opens (≥ 5:00 PM CT) — matching when Tradovate
 * resets realizedPnL.
 */
export function currentTradeDateCT(now: Date = new Date()): string {
    const parts = new Intl.DateTimeFormat('en-US', {
        timeZone: 'America/Chicago',
        year: 'numeric', month: '2-digit', day: '2-digit', hour: '2-digit', hour12: false,
    }).formatToParts(now);
    const get = (t: string) => parts.find((p) => p.type === t)?.value ?? '0';
    let date = Date.UTC(Number(get('year')), Number(get('month')) - 1, Number(get('day')));
    if (Number(get('hour')) % 24 >= 17) date += 24 * 60 * 60 * 1000;
    return new Date(date).toISOString().slice(0, 10);
}

/** 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
 *  dailyBump so every consumer of the plan computes the same number. Under a
 *  consistency rule only the cycle's first drain day draws from it. */
export const DRAIN_DAY_MIN = 4;
export const DRAIN_DAY_MAX = 15;
const DRAIN_DAY_STEPS = Math.round((DRAIN_DAY_MAX - DRAIN_DAY_MIN) / 0.5) + 1;

export function drainDayAmount(accountId: number, tradeDate: string): number {
    const key = `${accountId}|drain|${tradeDate}`;
    let hash = 0x811c9dc5;
    for (let i = 0; i < key.length; i++) {
        hash ^= key.charCodeAt(i);
        hash = Math.imul(hash, 0x01000193) >>> 0;
    }
    return round2(DRAIN_DAY_MIN + (hash % DRAIN_DAY_STEPS) * 0.5);
}

/**
 * Deterministic fraction in [0, 1) for a (prefix group, trade date, leg index) triple.
 * Like accounts (same account-type prefix) carving the same leg of the same day draw the
 * same fraction, so pickLegAmount splits their targets identically when their remaining
 * amounts match and proportionally close when they differ (bumps, epsilon leftovers).
 */
export function groupLegFraction(prefix: string, tradeDate: string, legIndex: number): number {
    const key = `${prefix}|${tradeDate}|${legIndex}`;
    let hash = 0x811c9dc5;
    for (let i = 0; i < key.length; i++) {
        hash ^= key.charCodeAt(i);
        hash = Math.imul(hash, 0x01000193) >>> 0;
    }
    return hash / 0x100000000;
}

/**
 * Pick the next leg to trade toward today's remaining target.
 * remaining ≤ BIG_DAY_THRESHOLD → trade it all in one final leg; otherwise carve a random
 * $5-rounded piece from [MIN_LEG, remaining − MIN_LEG] so the remainder also stays ≥ MIN_LEG.
 *
 * minLegsLeft (an account's min-legs setting minus the legs already fired
 * today) forces a carve even below the big-day threshold and reserves MIN_LEG
 * for each leg still owed after this one. It is clamped to what MIN_LEG-sized
 * pieces make possible, so a small coast day is never forced into impossible
 * splits.
 */
export function pickLegAmount(remainingToday: number, rand: () => number = Math.random, minLegsLeft = 0): number {
    const owedAfter = Math.min(minLegsLeft, Math.floor(remainingToday / MIN_LEG)) - 1;
    if (owedAfter > 0) {
        const lo = MIN_LEG;
        const hi = remainingToday - owedAfter * MIN_LEG;
        if (hi <= lo) return lo;
        const leg = Math.round((lo + rand() * (hi - lo)) / 5) * 5;
        return Math.min(Math.max(leg, lo), hi);
    }
    if (remainingToday <= BIG_DAY_THRESHOLD) return round2(remainingToday);
    const lo = MIN_LEG;
    const hi = remainingToday - MIN_LEG;
    const leg = Math.round((lo + rand() * (hi - lo)) / 5) * 5;
    return Math.min(Math.max(leg, lo), hi);
}

// ── CME holiday session combining ────────────────────────────────────────────

const fmtUTC = (d: Date) => d.toISOString().slice(0, 10);

/** The nth given weekday of a month, e.g. (2026, 8, 1, 1) = first Monday of September. */
function nthWeekday(year: number, month: number, weekday: number, n: number): string {
    const first = new Date(Date.UTC(year, month, 1));
    const offset = (weekday - first.getUTCDay() + 7) % 7;
    return fmtUTC(new Date(Date.UTC(year, month, 1 + offset + (n - 1) * 7)));
}

/** The last given weekday of a month, e.g. (2026, 4, 1) = last Monday of May. */
function lastWeekday(year: number, month: number, weekday: number): string {
    const last = new Date(Date.UTC(year, month + 1, 0));
    const offset = (last.getUTCDay() - weekday + 7) % 7;
    return fmtUTC(new Date(Date.UTC(year, month + 1, 0 - offset)));
}

/** A fixed-date holiday as observed: Saturday moves to Friday, Sunday to Monday. */
function observed(year: number, month: number, day: number): string {
    const d = new Date(Date.UTC(year, month, day));
    if (d.getUTCDay() === 6) d.setUTCDate(d.getUTCDate() - 1);
    else if (d.getUTCDay() === 0) d.setUTCDate(d.getUTCDate() + 1);
    return fmtUTC(d);
}

const holidayCache = new Map<number, Set<string>>();

/**
 * Trade dates in the given year whose CME session does not clear on its own:
 * the exchange runs a shortened holiday session (opened the prior evening) and
 * clearing folds it into the next full trading day. Firms that follow CME
 * reporting count the whole stretch as ONE trading day — e.g. Apex on Labor
 * Day 2026: "Sunday, Monday, and Tuesday trading activity will be combined
 * and recorded as a single trading day on Tuesday, September 8."
 *
 * Computed from the federal-holiday rules rather than a hand-kept table so
 * every year works. Full-closure days (Good Friday, Christmas, New Year's
 * Day) have no session and produce no P&L rows, so they aren't included.
 */
function cmeUnsettledDates(year: number): Set<string> {
    let dates = holidayCache.get(year);
    if (!dates) {
        dates = new Set([
            nthWeekday(year, 0, 1, 3),   // MLK Day — 3rd Monday of January
            nthWeekday(year, 1, 1, 3),   // Presidents' Day — 3rd Monday of February
            lastWeekday(year, 4, 1),     // Memorial Day — last Monday of May
            observed(year, 5, 19),       // Juneteenth
            observed(year, 6, 4),        // Independence Day
            nthWeekday(year, 8, 1, 1),   // Labor Day — 1st Monday of September
            nthWeekday(year, 10, 4, 4),  // Thanksgiving — 4th Thursday of November
        ]);
        holidayCache.set(year, dates);
    }
    return dates;
}

/** 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: 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}$/.test(date)) return date;
    const d = new Date(`${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);
        if (!isUnsettledTradeDate(next, d.getUTCDay())) return next;
    }
    return date; // unreachable: no unsettled stretch spans a week
}

export interface CombinedSessionView {
    /** Daily P&L with holiday-session entries folded into their clearing date. */
    dailyPnL: { date: string; pnl: number }[];
    /** The trade date mapped to its clearing date. */
    tradeDate: string;
    /** Live realizedPnL plus P&L already booked on earlier sessions of the same combined day. */
    realizedPnL: number;
    /** Trading days as the firm counts them (nonzero combined entries). */
    daysTraded: number;
}

/**
 * The account's day-based state as its firm records it. With `enabled` false
 * this is the identity view, so callers can apply it unconditionally.
 *
 * On the later sessions of a combined day (e.g. the Tuesday after a Monday
 * holiday), Tradovate's live realizedPnL covers only the current session; the
 * earlier sessions' booked P&L is added back so day targets, already-traded
 * gates and the day's displayed P&L all treat the stretch as one day. Entries
 * dated `tradeDate` itself are never added — computeDayPlan excludes that row
 * and live realizedPnL already covers it.
 */
export function combineCmeSessions(
    enabled: boolean,
    dailyPnL: { date: string; pnl: number }[],
    tradeDate: string,
    realizedPnL: number,
): CombinedSessionView {
    if (!enabled) {
        return {
            dailyPnL, tradeDate, realizedPnL,
            daysTraded: dailyPnL.filter((d) => d.pnl !== 0).length,
        };
    }

    const merged = new Map<string, number>();
    for (const entry of dailyPnL) {
        const date = combinedTradeDate(entry.date);
        merged.set(date, round2((merged.get(date) ?? 0) + entry.pnl));
    }
    const combined = [...merged.entries()]
        .map(([date, pnl]) => ({ date, pnl }))
        .sort((a, b) => a.date.localeCompare(b.date));

    const effectiveTradeDate = combinedTradeDate(tradeDate);
    const carry = dailyPnL
        .filter((d) => d.date !== tradeDate && combinedTradeDate(d.date) === effectiveTradeDate)
        .reduce((sum, d) => sum + d.pnl, 0);

    return {
        dailyPnL: combined,
        tradeDate: effectiveTradeDate,
        realizedPnL: round2(realizedPnL + carry),
        daysTraded: combined.filter((d) => d.pnl !== 0).length,
    };
}

// ── perfect-path projection ──────────────────────────────────────────────────

export interface ProjectedDay {
    date: string;
    /** The day's booked P&L on the perfect path (0 on withdrawal/payout days). */
    pnl: number;
    /** Stage the account is on while trading this day. */
    stage: number;
    drain: boolean;
    /** A simulated withdrawal (negative) lands on this day — cycle resets after it. */
    withdrawal?: number;
    /** Non-staged account completed here; the projection stops. */
    payoutReady?: boolean;
    /** Cumulative probability of the path having survived through this day,
     *  under the fair-walk ruin model: each trading day survives with
     *  room/(room + dayTarget), where room is the distance to the trailing
     *  liquidation threshold (the per-leg product telescopes to exactly
     *  this). 1 when no drawdown applies. */
    prob: number;
    /** Withdrawal entries: gross amount leaving the account
     *  (min(withdrawalPct × balance, cap)) and the net the person receives
     *  (gross × profitSplit). */
    gross?: number;
    net?: number;
}

/** Next trade date after d (YYYY-MM-DD): the next weekday on the CME calendar,
 *  where trade dates never fall on Sat/Sun — or simply the next calendar day
 *  for a firm that trades every day (24/7 crypto/CFD, e.g. Tradeify247). */
export function nextTradingDate(d: string, everyDay = false): string {
    const dt = new Date(`${d}T00:00:00Z`);
    do { dt.setUTCDate(dt.getUTCDate() + 1); } while (!everyDay && (dt.getUTCDay() === 0 || dt.getUTCDay() === 6));
    return dt.toISOString().slice(0, 10);
}

/** Whether CME holiday sessions fold into the next day for this account type.
 *  Never for an every-day firm: it has no CME calendar to fold by. The catalog
 *  sync already clears the flag for those firms; this is the backstop. */
export function effectiveCombine(cfg: { combineCmeHolidays?: boolean; tradesEveryDay?: boolean }): boolean {
    return cfg.combineCmeHolidays === true && cfg.tradesEveryDay !== true;
}

/**
 * Simulate the account's future assuming every day goes perfectly: each
 * trading day books exactly its planned target (deterministic bumps included,
 * so the numbers match what the trader would actually aim for), stages
 * complete, a 50% withdrawal fires the day a cycle finishes, and drain cycles
 * repeat. Built on the same computeDayPlan/resolveEffectiveConfig the live
 * trade path uses — the projection can't drift from reality's rules.
 *
 * An account without withdrawal stages stops at its first completion, marked
 * payoutReady. Projection starts on the next trading day (today's cell shows
 * live data); today's remaining target is booked silently first.
 */
export function projectPerfectPath(opts: {
    accountId: number;
    cfg: {
        profitTarget: number; consistency: number; minDayPnL: number;
        minTradingDays: number; accountSize: number; targetSameEquity: boolean;
        withdrawalStages: WithdrawalStage[]; splitEnabled: boolean;
        /** Firm counts CME holiday sessions with the next full day — the
         *  projection then folds P&L rows the same way and never books a
         *  projected day on a holiday session. */
        combineCmeHolidays?: boolean;
        /** True = completing a cycle pays out and the account keeps going
         *  (withdraw, reset, re-target). False = it just PASSES once (an
         *  eval) and the projection stops. */
        payoutable?: boolean;
        /** The firm trades every calendar day (24/7): weekends and CME
         *  holidays are ordinary projected days, and nothing combines. */
        tradesEveryDay?: boolean;
    };
    /** Current-cycle daily P&L (account.dailyPnL). */
    cycleDailyPnL: { date: string; pnl: number }[];
    fundTransactions: { date: string; amount: number }[];
    balance: number;
    realizedPnL: number;
    /** Trading days to look ahead. */
    horizonDays?: number;
    maxWithdrawals?: number;
    /** Payout + risk model. Absent fields fall back to: withdraw 50%,
     *  uncapped, 90% split, no drawdown (prob 1). */
    payout?: {
        withdrawalPct?: number;
        payoutCap?: number;
        profitSplit?: number;
        /** Trailing drawdown in dollars for the ruin probabilities. */
        drawdown?: number;
        /** Current cycle's end-of-day equity-profit high-water mark. */
        startHigh?: number;
        /** The account's REAL current liquidation floor on the equity-profit
         *  scale (platform floor − account size), when the platform reports
         *  one (Tradovate auto-liq). The modeled trail never sits below it,
         *  so today's room is exact and only tightens going forward. */
        startThreshold?: number;
    };
    /** Defaults to the current time. */
    now?: Date;
}): ProjectedDay[] {
    const { accountId, cfg } = opts;
    const horizon = opts.horizonDays ?? 40;
    const maxWithdrawals = opts.maxWithdrawals ?? 6;
    const basePct = opts.payout?.withdrawalPct ?? 0.5;
    const baseCap = opts.payout?.payoutCap ?? 0;
    const profitSplit = opts.payout?.profitSplit ?? 0.9;
    const dd = Math.max(0, opts.payout?.drawdown ?? 0);
    const everyDay = cfg.tradesEveryDay === true;

    const rawToday = currentTradeDateCT(opts.now);
    // The firm's own day view: a combining firm folds holiday-session P&L
    // into its clearing date — a Labor-Day trade and the Tuesday after it are
    // ONE trading day, exactly as the firm counts min days. Identity view
    // when combining is off.
    const combine = effectiveCombine(cfg);
    const view = combineCmeSessions(combine, opts.cycleDailyPnL, rawToday, opts.realizedPnL);
    // A weekend "today" (Saturday, or Sunday before the evening open) has no
    // session — the platform's realizedPnL is the LAST session's stale number,
    // already booked in cycleDailyPnL under its own date. Adding it as a
    // today row would fabricate an extra qualifying day. An every-day firm
    // trades weekends, so its weekend today is a live session like any other.
    const todayDow = new Date(`${rawToday}T00:00:00Z`).getUTCDay();
    const todayHasSession = everyDay || (todayDow !== 0 && todayDow !== 6);
    // Today's clearing date when a session exists; on weekends keep the raw
    // date so the projection's first day is Monday, not the day after it
    // (combinedTradeDate rolls weekend dates forward).
    const today = todayHasSession ? view.tradeDate : rawToday;
    let sim = view.dailyPnL.filter((d) => d.date !== today);
    if (todayHasSession && view.realizedPnL !== 0) sim = [...sim, { date: today, pnl: view.realizedPnL }];
    /** Next date the firm settles a session on: weekends skip (except for an
     *  every-day firm), and a combining firm's holiday sessions clear into
     *  the next full day. */
    const nextDay = (d: string): string => {
        let n = nextTradingDate(d, everyDay);
        while (combine && combinedTradeDate(n) !== n) n = nextTradingDate(n);
        return n;
    };
    const funds = [...opts.fundTransactions];
    let balance = opts.balance;
    let withdrawals = 0;
    const out: ProjectedDay[] = [];

    // Fair-walk ruin model, mirroring the master's payout sim: the trailing
    // liquidation threshold follows the end-of-day equity-profit high until
    // profit reaches the drawdown, then locks at breakeven — and a past
    // withdrawal means it locked long ago. Within a day the per-leg odds
    // telescope, so a whole day survives with exactly room/(room + target).
    let high = Math.max(0, opts.payout?.startHigh ?? 0, balance - cfg.accountSize);
    if (funds.some((f) => f.amount < 0)) high = Math.max(high, dd);
    // The platform's real floor (when reported) is the baseline the modeled
    // trail can never sit below — a floor that already trailed higher than
    // our history explains stays exact.
    const startThreshold = opts.payout?.startThreshold;
    let prob = 1;
    const dayProb = (dayTarget: number): number => {
        if (dayTarget <= 0) return 1;
        if (dd <= 0 && startThreshold === undefined) return 1;
        const modeled = dd > 0 ? (high >= dd ? 0 : high - dd) : -Infinity;
        const threshold = Math.max(modeled, startThreshold ?? -Infinity);
        const room = (balance - cfg.accountSize) - threshold;
        if (room <= 0) return 0;
        return room / (room + dayTarget);
    };

    const effectiveNow = () => resolveEffectiveConfig(
        cfg.profitTarget, cfg.consistency, cfg.minTradingDays, cfg.targetSameEquity,
        cfg.withdrawalStages, 0, funds, cfg.minDayPnL,
    );
    /** The payout parameters of the stage currently being traded: per-stage
     *  overrides when set, else the type defaults. */
    const stagePayout = (): { pct: number; cap: number } => {
        const count = funds.filter((f) => f.amount < 0).length;
        if (count === 0 || cfg.withdrawalStages.length === 0) return { pct: basePct, cap: baseCap };
        const stage = cfg.withdrawalStages[Math.min(count - 1, cfg.withdrawalStages.length - 1)];
        return { pct: stage.withdrawalPct ?? basePct, cap: stage.payoutCap ?? baseCap };
    };
    const qualifyingDays = (minDay: number, excludeDate: string) => (
        minDay > 0
            ? sim.filter((d) => d.date !== excludeDate && d.pnl >= minDay).length
            : sim.filter((d) => d.date !== excludeDate && d.pnl !== 0).length
    );

    // Book the rest of today silently — the perfect path finishes today too.
    // Skipped when "today" is a weekend date (Saturday, or Friday evening
    // after the roll): there is no session to finish.
    if (todayHasSession) {
        const eff = effectiveNow();
        const plan = computeDayPlan(
            accountId, today, eff.profitTarget, eff.consistency, sim, eff.minDayPnL,
            eff.minTradingDays, balance - cfg.accountSize, opts.realizedPnL, cfg.splitEnabled, eff.drain,
        );
        if (plan && plan.dayTarget > 0 && plan.remainingToday > 0) {
            prob *= dayProb(plan.remainingToday);
            const idx = sim.findIndex((d) => d.date === today);
            const pnl = round2(opts.realizedPnL + plan.remainingToday);
            if (idx >= 0) sim[idx] = { date: today, pnl };
            else sim.push({ date: today, pnl });
            balance = round2(balance + plan.remainingToday);
            high = Math.max(high, balance - cfg.accountSize);
        }
    }

    // Fires the payout ON the given date — the trading day the cycle's final
    // required day books (the last traded day, when the cycle already stands
    // complete), the payout becomes requestable after that session. The withdrawal takes the completed stage's
    // share of the EQUITY PROFIT (for a $0-start account that is the whole
    // balance), capped. Prop payouts come out of profit, never the funded
    // principal. Returns true when the projection should stop (no further
    // stages).
    // A cycle that completes keeps looping when the account has withdrawal
    // stages OR is simply payoutable — a same-equity payout account (no
    // explicit stages) withdraws its share and re-targets the same equity,
    // over and over. Only a non-payoutable eval stops after one completion.
    const loops = cfg.withdrawalStages.length > 0 || cfg.payoutable === true;
    const finishCycle = (onDate: string, dayPnl: number, stage: number, drain: boolean): boolean => {
        const { pct, cap } = stagePayout();
        const rawGross = round2(Math.max(0, balance - cfg.accountSize) * pct);
        const gross = cap > 0 ? Math.min(rawGross, round2(cap)) : rawGross;
        const net = round2(gross * profitSplit);
        if (loops && withdrawals < maxWithdrawals && gross > 1) {
            funds.push({ date: onDate, amount: -gross });
            balance = round2(balance - gross);
            sim = []; // withdrawal excludes its day — fresh cycle
            withdrawals++;
            high = Math.max(high, dd); // a payout locks the trail at breakeven
            out.push({ date: onDate, pnl: dayPnl, stage, drain, withdrawal: -gross, prob, gross, net });
            return false;
        }
        out.push({ date: onDate, pnl: dayPnl, stage, drain, payoutReady: true, prob, gross, net });
        return true;
    };

    // Already complete right now — target hit and min days done? The payout
    // anchors to the trading day the cycle finished: the last traded day,
    // requestable after that session's close. Never "today" — a projection
    // computed over the weekend must not slide a Friday finish to Sunday.
    {
        const eff = effectiveNow();
        const probe = nextDay(today);
        const plan = computeDayPlan(
            accountId, probe, eff.profitTarget, eff.consistency, sim, eff.minDayPnL,
            eff.minTradingDays, balance - cfg.accountSize, 0, cfg.splitEnabled, eff.drain,
        );
        if (plan && plan.dayTarget <= 0 && eff.minTradingDays <= qualifyingDays(eff.minDayPnL, probe)) {
            const stage = 1 + funds.filter((f) => f.amount < 0).length;
            const traded = sim.filter((d) => d.pnl !== 0);
            const doneOn = traded.length > 0
                ? traded.reduce((a, b) => (a.date > b.date ? a : b)).date
                : today;
            if (finishCycle(doneOn, 0, stage, eff.drain)) return out;
        }
    }

    let date = today;
    for (let step = 0; step < horizon; step++) {
        date = nextDay(date);
        const eff = effectiveNow();
        const stage = 1 + funds.filter((f) => f.amount < 0).length;
        const plan = computeDayPlan(
            accountId, date, eff.profitTarget, eff.consistency, sim, eff.minDayPnL,
            eff.minTradingDays, balance - cfg.accountSize, 0, cfg.splitEnabled, eff.drain,
        );
        if (!plan) break;

        const daysNeeded = eff.minTradingDays > qualifyingDays(eff.minDayPnL, date);

        if (plan.dayTarget <= 0 && !daysNeeded) {
            // The cycle completed mid-projection with nothing left to trade —
            // the pending payout lands on this day.
            if (finishCycle(date, 0, stage, eff.drain)) break;
            continue;
        }

        // Extra days (min-day 0, days still owed) book a token dollar so the
        // day counts, matching the real in-and-out MNQ trade — riskless.
        const pnl = plan.dayTarget > 0 ? plan.remainingToday : 1;
        if (plan.dayTarget > 0) prob *= dayProb(plan.remainingToday);
        sim.push({ date, pnl });
        balance = round2(balance + pnl);
        high = Math.max(high, balance - cfg.accountSize);

        // Did this day complete the cycle? Then it IS the payout day.
        const nd = nextDay(date);
        const eff2 = effectiveNow();
        const plan2 = computeDayPlan(
            accountId, nd, eff2.profitTarget, eff2.consistency, sim, eff2.minDayPnL,
            eff2.minTradingDays, balance - cfg.accountSize, 0, cfg.splitEnabled, eff2.drain,
        );
        const doneAfter = plan2 !== null
            && plan2.dayTarget <= 0
            && eff2.minTradingDays <= qualifyingDays(eff2.minDayPnL, nd);
        if (doneAfter) {
            if (finishCycle(date, pnl, stage, eff.drain)) break;
        } else {
            out.push({ date, pnl, stage, drain: eff.drain, prob });
        }
    }

    return out;
}

/** Where the current cycle stands against today's P&L: 'today' = today's
 *  trading finished it (the final day), 'before' = it already stood complete
 *  without today, 'none' = profit or days still owed. */
export type CycleCompletion = 'none' | 'today' | 'before';

/** How long a new trade date waits before it can read 'today': the platforms
 *  reset realizedPnL on their own clock (a Tradovate cashBalance event, the
 *  TopstepX 60s sync), not at 5 PM sharp, and until then the last session's
 *  number — already booked under its own date — would count as a second day. */
const ROLL_SETTLE_MS = 5 * 60 * 1000;

/** How long after a fund transaction starts a new cycle the cycle it ended is
 *  still checked for a missed completion. */
const ENDED_CYCLE_WINDOW_DAYS = 7;

/** Nothing left to trade AND the days booked: with no min-day amount the
 *  plan coasts at 0 while days are still owed, so count them too. */
function cycleOwesNothing(
    accountId: number,
    eff: EffectiveConfig,
    rows: { date: string; pnl: number }[],
    date: string,
    equityProfit: number,
    realized: number,
    splitEnabled: boolean,
): boolean {
    const plan = computeDayPlan(
        accountId, date, eff.profitTarget, eff.consistency, rows, eff.minDayPnL,
        eff.minTradingDays, equityProfit, realized, splitEnabled, eff.drain,
    );
    const qualifying = rows.filter((d) => d.date !== date
        && (eff.minDayPnL > 0 ? d.pnl >= eff.minDayPnL : d.pnl !== 0)).length;
    return plan !== null && plan.dayTarget <= 0 && qualifying >= eff.minTradingDays;
}

/** Is the live realizedPnL too doubtful to count as today's session? A
 *  weekend (it is the last session's stale number, already booked under its
 *  own date), a Monday with a weekend-dated row — the live session filed under
 *  a weekend date, which would count it twice — and the first minutes after
 *  the 5 PM roll. An every-day firm's weekends are real sessions, so only the
 *  roll window applies to it. */
function sessionDoubtful(
    rawTradeDate: string,
    cycleDailyPnL: { date: string; pnl: number }[],
    now: Date,
    everyDay = false,
): boolean {
    const day = new Date(`${rawTradeDate}T00:00:00Z`);
    const dow = day.getUTCDay();
    if (!everyDay && (dow === 0 || dow === 6)) return true;
    if (!everyDay && dow === 1) {
        const sunday = fmtUTC(new Date(day.getTime() - 24 * 60 * 60 * 1000));
        const saturday = fmtUTC(new Date(day.getTime() - 2 * 24 * 60 * 60 * 1000));
        if (cycleDailyPnL.some((d) => d.date === saturday || d.date === sunday)) return true;
    }
    // Settle window: a few minutes ago it was still an earlier trade date.
    return currentTradeDateCT(new Date(now.getTime() - ROLL_SETTLE_MS)) < rawTradeDate;
}

/**
 * Did today's trading finish the account's current cycle — profit target,
 * consistency and minimum days all met? projectPerfectPath's "already
 * complete" probe, run once without today's P&L and once with it, so only
 * the final day reads 'today'.
 *
 * The master keeps a 'today' permanently, so every doubtful case reads
 * 'none' instead: a weekend (realizedPnL is the last session's stale number,
 * already booked under its own date), a Monday with a weekend-dated row — the
 * live session filed under a weekend date, which would count it twice — and
 * the first minutes after the 5 PM roll. 'before' skips those guards: it only
 * keeps a locked, untraded pass out of the reporter's losses.
 */
export function cycleCompletion(opts: {
    accountId: number;
    /** currentTradeDateCT() — NOT the combined date, which rolls a weekend
     *  forward to Monday. */
    rawTradeDate: string;
    /** Current-cycle daily P&L as the client holds it (client.dailyPnL). */
    cycleDailyPnL: { date: string; pnl: number }[];
    rawRealizedPnL: number;
    combineCmeHolidays: boolean;
    /** The firm trades every calendar day — weekends are real sessions. */
    tradesEveryDay?: boolean;
    effective: EffectiveConfig;
    /** amount − accountSize — today's P&L included. */
    equityProfit: number;
    splitEnabled: boolean;
    /** Defaults to the current time. */
    now?: Date;
}): CycleCompletion {
    const { accountId, rawTradeDate, effective: eff, equityProfit, splitEnabled } = opts;
    const everyDay = opts.tradesEveryDay === true;
    const view = combineCmeSessions(
        effectiveCombine({ combineCmeHolidays: opts.combineCmeHolidays, tradesEveryDay: everyDay }),
        opts.cycleDailyPnL, rawTradeDate, opts.rawRealizedPnL,
    );
    const prior = view.dailyPnL.filter((d) => d.date !== view.tradeDate);

    if (cycleOwesNothing(accountId, eff, prior, view.tradeDate, equityProfit, view.realizedPnL, splitEnabled)) return 'before';
    if (sessionDoubtful(rawTradeDate, opts.cycleDailyPnL, opts.now ?? new Date(), everyDay)) return 'none';

    const withToday = [...prior, { date: view.tradeDate, pnl: view.realizedPnL }];
    const probe = nextTradingDate(view.tradeDate, everyDay);
    if (view.realizedPnL !== 0 && cycleOwesNothing(accountId, eff, withToday, probe, equityProfit, 0, splitEnabled)) return 'today';
    return 'none';
}

/**
 * Catch-up for a missed final day: did the cycle the latest fund transaction
 * just ended stand complete — profit target, consistency and minimum days all
 * met? cycleCompletion reads 'today' on the final day only, so a completion
 * its guards held back (or that the instance was offline for) would vanish
 * once the payout, erasure or reset starts a new cycle and the days revert
 * to 0. Checked for a week after that fund transaction.
 *
 * The ended cycle is judged on its own rows — from the previous fund date
 * (its own row too when the client counted it in, as it does for a deposit),
 * up to the latest one, less any the current cycle holds — against the
 * equity it ended on: live equity less the current cycle's P&L and the fund
 * transaction itself. A failed account's reset (a positive adjustment after
 * a cycle that fell short) correctly reads null: the ended cycle never met
 * the rule. Null on a doubtful session too — on a weekend the live
 * realizedPnL is stale and would come off equity twice — and when this
 * instance never saw the ended cycle start (a new instance or a wipe, whose
 * fetch window cuts it short; TopstepX's first-check lump, which isn't a
 * cycle at all).
 *
 * `cycle` is the fund date that STARTED the ended cycle ('' for the
 * account's first), which is what client.lastFundDates held while it was
 * current — the same key the final-day path reported for this cycle, so the
 * master dedupes the two.
 */
export function endedCycleCompletion(opts: {
    accountId: number;
    /** currentTradeDateCT(). */
    rawTradeDate: string;
    /** Every cycle's daily P&L, raw (client.fullDailyPnL). */
    fullDailyPnL: { date: string; pnl: number }[];
    /** Current-cycle daily P&L, raw (client.dailyPnL). */
    cycleDailyPnL: { date: string; pnl: number }[];
    fundTransactions: { date: string; amount: number }[];
    /** client.lastFundDates — the fund transaction that started the current cycle. */
    lastFundDate: string | null;
    /** loadEndedCycleStart() — where the client saw the ended cycle begin,
     *  null when it never did. */
    endedCycleStart: { fundDate: string; includesDay: boolean } | null;
    rawRealizedPnL: number;
    /** amount − accountSize — today's P&L included. */
    equityProfit: number;
    cfg: {
        profitTarget: number; consistency: number; minTradingDays: number; minDayPnL: number;
        targetSameEquity: boolean; withdrawalStages: WithdrawalStage[];
        combineCmeHolidays: boolean; splitEnabled: boolean;
        tradesEveryDay?: boolean;
    };
    /** Defaults to the current time. */
    now?: Date;
}): { date: string; stage: number; drain: boolean; cycle: string } | null {
    const { accountId, rawTradeDate, lastFundDate, endedCycleStart: start, fundTransactions, cfg } = opts;
    const everyDay = cfg.tradesEveryDay === true;
    const combine = effectiveCombine(cfg);
    if (lastFundDate === null || start === null) return null;
    const ageDays = (Date.parse(`${rawTradeDate}T00:00:00Z`) - Date.parse(`${lastFundDate}T00:00:00Z`)) / (24 * 60 * 60 * 1000);
    if (!(ageDays <= ENDED_CYCLE_WINDOW_DAYS)) return null; // NaN included: an unparseable date
    if (sessionDoubtful(rawTradeDate, opts.cycleDailyPnL, opts.now ?? new Date(), everyDay)) return null;

    const latest = (a: string, b: string) => (b > a ? b : a);
    const earlierFunds = fundTransactions.filter((f) => f.date < lastFundDate);
    const prevFundDate = earlierFunds.length > 0 ? earlierFunds.map((f) => f.date).reduce(latest) : null;
    // Saved for another transition — two fund dates since the client last
    // looked — so the start it saw isn't this cycle's.
    if (start.fundDate !== (prevFundDate ?? '')) return null;
    const current = new Set(opts.cycleDailyPnL.map((d) => d.date));
    const endedRaw = opts.fullDailyPnL.filter((d) => d.date <= lastFundDate
        && (prevFundDate === null || d.date > prevFundDate || (start.includesDay && d.date === prevFundDate))
        && !current.has(d.date));
    if (!endedRaw.some((d) => d.pnl !== 0)) return null;

    // Equity the ended cycle finished on, worked back from live equity: less
    // everything the current cycle booked (today's live P&L included) and
    // less the fund transaction between the two.
    const cur = combineCmeSessions(combine, opts.cycleDailyPnL, rawTradeDate, opts.rawRealizedPnL);
    const curTotal = cur.dailyPnL.filter((d) => d.date !== cur.tradeDate).reduce((s, d) => s + d.pnl, 0)
        + cur.realizedPnL;
    const fundAmt = fundTransactions.filter((f) => f.date === lastFundDate).reduce((s, f) => s + f.amount, 0);
    const equityBefore = round2(opts.equityProfit - curTotal - fundAmt);

    // The stage the ended cycle traded on: only the withdrawals before it.
    const eff = resolveEffectiveConfig(
        cfg.profitTarget, cfg.consistency, cfg.minTradingDays, cfg.targetSameEquity,
        cfg.withdrawalStages, 0, earlierFunds, cfg.minDayPnL,
    );
    const rows = combineCmeSessions(combine, endedRaw, lastFundDate, 0).dailyPnL;
    // A combining firm's folded day can net to 0 — nothing traded, as the firm counts it.
    const traded = rows.filter((d) => d.pnl !== 0);
    if (traded.length === 0) return null;
    const probe = nextTradingDate(rows.map((d) => d.date).reduce(latest), everyDay);
    if (!cycleOwesNothing(accountId, eff, rows, probe, equityBefore, 0, cfg.splitEnabled)) return null;

    return {
        date: traded.map((d) => d.date).reduce(latest),
        stage: 1 + earlierFunds.filter((f) => f.amount < 0).length,
        drain: eff.drain,
        cycle: prevFundDate ?? '',
    };
}

/**
 * Compute the next trading day's profit target for an account.
 *
 * Path 1 – No positive trading days yet:
 *   target = profitTarget × consistency
 *
 * Path 2 – At least one positive day exists:
 *   maxDay     = highest single-day P&L so far
 *   realTarget = maxDay / consistency  (the total profit at which maxDay ≤ consistency% of total)
 *   needed     = realTarget − totalProfit
 *
 *   if needed > maxDay  → target maxDay (still a long way from the real target; trade a normal day)
 *   else                → target needed (close to the real target; aim for exactly what's left)
 *
 * Min-day reservation (only when minDayPnL > 0):
 *   When there are still mandatory trading days remaining, today's target is capped so that
 *   enough profit is reserved for each future mandatory day to meet minDayPnL.
 *   Cap = (profitTarget - totalProfit) − (remainingDaysAfterToday × minDayPnL)
 *   Floor = minDayPnL (we must make at least this today)
 */
export function computeDailyTarget(
    profitTarget: number,
    consistency: number,
    dailyPnL: { date: string; pnl: number }[],
    minDayPnL: number,          // 0 = no minimum per day
    minTradingDays: number,     // 0 = no minimum trading days
    equityProfit: number | null | undefined, // amount − accountSize. Null/undefined → skip (return null). 0 is valid.
    bump: number = 0                         // random extra target. No consistency rule: applied when the min-day floor binds. Strict consistency: first trade ever only.
): { amount: number; path: 'first_day' | 'normal_day' | 'reduced_day' } | null {
    // Don't run if we don't have a real account balance to compute against — 0 is valid.
    if (typeof equityProfit !== 'number' || !Number.isFinite(equityProfit)) {
        return null;
    }

    const qualifyingDays = minDayPnL === 0 ? dailyPnL : dailyPnL.filter((d) => d.pnl >= minDayPnL);
    const daysTraded = qualifyingDays.length;
    const effectiveMinDay = Math.max(0, minDayPnL);
    const tradingProfit = dailyPnL.reduce((s, d) => s + d.pnl, 0); // cycle-local trading profit

    // Shortfall to hit profitTarget (measured in equity terms — accounts for deposits/withdrawals)
    const equityShortfall = Math.max(0, profitTarget - equityProfit);

    // Shortfall to satisfy consistency rule: total trading profit must be ≥ maxDay / consistency,
    // otherwise the biggest day would exceed the consistency ratio.
    let consistencyShortfall = 0;
    if (consistency > 0 && consistency < 1 && qualifyingDays.length > 0) {
        const maxDay = Math.max(...qualifyingDays.map((d) => d.pnl));
        const realTarget = maxDay / consistency;
        consistencyShortfall = Math.max(0, realTarget - tradingProfit);
    }

    const remaining = Math.max(equityShortfall, consistencyShortfall);

    const noConsistencyRule = consistency === 0 || consistency >= 1;

    // 1. Both target and consistency already satisfied — coast on min-day if mandatory days remain.
    if (remaining <= 0) {
        const needsMoreDays = minTradingDays > daysTraded;
        let coastAmount = needsMoreDays ? effectiveMinDay : 0;
        if (coastAmount > 0 && noConsistencyRule) coastAmount += bump;
        return { amount: coastAmount, path: 'reduced_day' };
    }

    // 2. Min-day reservation: future mandatory days each reserve minDayPnL.
    //    cappedByFuture = remaining profit available after reserving.
    const daysLeft = Math.max(1, minTradingDays - daysTraded); // includes today
    const futureReserve = (daysLeft - 1) * effectiveMinDay;
    const cappedByFuture = remaining - futureReserve;

    // 3. Consistency cap.
    //    cycleStartEquity = equityProfit − tradingProfit (equity at the start of this cycle).
    //    cycleNetTarget   = profitTarget − cycleStartEquity (cycle's net P&L needed to hit target).
    //    maxConsistencyDay = cycleNetTarget × consistency — the largest day the rule allows
    //    measured against the cycle's net total (not against profitTarget directly), so prior
    //    losses don't artificially expand the cap.
    //
    //    Day 1: min(remaining × consistency, maxConsistencyDay).
    //    Day 2+: max(maxDay, maxConsistencyDay).
    //      - If maxDay ≤ maxConsistencyDay: room to grow days up to that ceiling.
    //      - If maxDay > maxConsistencyDay: consistency already broken at target, total must
    //        grow to at least maxDay / consistency. Each day can be up to maxDay (going higher
    //        creates a new maxDay requiring even more total).
    let consistencyCap: number;
    let path: 'first_day' | 'normal_day' | 'reduced_day';

    if (noConsistencyRule) {
        consistencyCap = Infinity;
        path = daysTraded === 0 ? 'first_day' : 'reduced_day';
    } else {
        const cycleStartEquity = equityProfit - tradingProfit;
        const cycleNetTarget = Math.max(0, profitTarget - cycleStartEquity);
        const maxConsistencyDay = cycleNetTarget * consistency;
        if (daysTraded === 0) {
            consistencyCap = Math.min(remaining * consistency, maxConsistencyDay);
            path = 'first_day';
        } else {
            const maxDay = Math.max(...qualifyingDays.map((d) => d.pnl));
            consistencyCap = Math.max(maxDay, maxConsistencyDay);
            path = 'normal_day';
        }
    }

    // 4. Combine caps and apply min-day floor when mandatory days remain.
    const raw = Math.min(consistencyCap, cappedByFuture);
    const mustFloor = minTradingDays > daysTraded;
    let amount = mustFloor ? Math.max(effectiveMinDay, raw) : Math.max(0, raw);

    // 5. Random bump. Without a consistency rule, bump the days where the min-day floor is
    //    what set the target (big days get their randomness from leg splitting instead).
    //    With a strict consistency rule, only the first trade ever gets a bump — a slight
    //    overshoot there just raises consistencyShortfall, which later days self-correct.
    if (bump > 0) {
        if (noConsistencyRule) {
            if (mustFloor && raw <= effectiveMinDay && effectiveMinDay > 0) amount = effectiveMinDay + bump;
        } else if (daysTraded === 0) {
            amount += bump;
        }
    }

    return { amount: Math.round(amount * 100) / 100, path };
}

export interface DayPlan {
    /** Full target for this trade date (bump included) — a fixed anchor all day. */
    dayTarget: number;
    /** dayTarget minus what's already realized today; what's left to trade. */
    remainingToday: number;
    path: 'first_day' | 'normal_day' | 'reduced_day';
    /** False when the account type disables splitting, or for strict-consistency
     *  accounts past their first trade ever — single unsplit trade. */
    splitAllowed: boolean;
}

/**
 * Compute today's full target and what's still left of it, as of right now.
 *
 * Unlike calling computeDailyTarget directly, this anchors the day: today's PnL row (which
 * the hourly Cash History refresh may write mid-day) is excluded, and day-start equity is
 * reconstructed as equityProfit − realizedPnL. So the same (account, trade date) always
 * yields the same dayTarget no matter when or where it's computed — the dashboard, the
 * reporter, and the trade path agree, and completed legs only move remainingToday.
 */
export function computeDayPlan(
    accountId: number,
    tradeDate: string,
    profitTarget: number,
    consistency: number,
    dailyPnL: { date: string; pnl: number }[],
    minDayPnL: number,
    minTradingDays: number,
    equityProfit: number | null | undefined,
    realizedPnL: number,
    splitEnabled: boolean = true,
    drain: boolean = false
): DayPlan | null {
    if (typeof equityProfit !== 'number' || !Number.isFinite(equityProfit)) return null;

    const priorDays = dailyPnL.filter((d) => d.date !== tradeDate);

    // Drain stage: no profit target at all. Book minTradingDays qualifying
    // days, then go quiet until the next withdrawal resets the cycle. One
    // unsplit tiny trade per day. The cycle's first day books a randomized
    // grid amount (every day does when there is no consistency rule).
    //
    // The stage's consistency rule outlives the profit target: the cycle's
    // biggest day must fit inside `consistency` of the cycle total. Past the
    // random first day the drain follows the standard consistency math, so
    // accounts drained together finish together whatever their first draw:
    // a day that can close the cycle aims at the MIDPOINT of the amounts
    // that close it (a fill a little over or under still lands inside), and
    // earlier days size like computeDailyTarget with the target at 0.
    if (drain) {
        const qualifying = minDayPnL > 0
            ? priorDays.filter((d) => d.pnl >= minDayPnL)
            : priorDays.filter((d) => d.pnl !== 0);
        const daysDone = qualifying.length >= minTradingDays;
        let dayTarget: number;
        if (consistency <= 0 || consistency >= 1 || qualifying.length === 0) {
            dayTarget = daysDone ? 0 : drainDayAmount(accountId, tradeDate);
        } else {
            const maxDay = Math.max(...qualifying.map((d) => d.pnl));
            const total = round2(priorDays.reduce((s, d) => s + d.pnl, 0));
            const needed = round2(maxDay / consistency - total);
            // A day of x closes the rule when it covers the shortfall without
            // topping maxDay (x ≥ needed), or tops it but still fits as the
            // new biggest day (total + x ≥ x / consistency).
            const lo = Math.max(needed, minDayPnL);
            const hi = round2((total * consistency) / (1 - consistency));
            if (daysDone && needed <= 0) dayTarget = 0;
            else if (qualifying.length + 1 >= minTradingDays && lo <= hi) dayTarget = round2((lo + hi) / 2);
            else dayTarget = computeDailyTarget(0, consistency, priorDays, minDayPnL, minTradingDays, total)?.amount ?? 0;
        }
        return {
            dayTarget,
            remainingToday: round2(dayTarget - realizedPnL),
            path: 'reduced_day',
            splitAllowed: false,
        };
    }
    const dayStartEquity = equityProfit - realizedPnL;
    const target = computeDailyTarget(
        profitTarget, consistency, priorDays, minDayPnL, minTradingDays,
        dayStartEquity, dailyBump(accountId, tradeDate)
    );
    if (!target) return null;

    const qualifyingDays = minDayPnL === 0 ? priorDays : priorDays.filter((d) => d.pnl >= minDayPnL);
    const splitAllowed = splitEnabled && (consistency === 0 || consistency >= 1 || qualifyingDays.length === 0);

    return {
        dayTarget: target.amount,
        remainingToday: round2(target.amount - realizedPnL),
        path: target.path,
        splitAllowed,
    };
}

// ── fees ─────────────────────────────────────────────────────────────────────

/** An entry's fee when the balance update hasn't shown it yet — at least one
 *  extra tick on the exit. */
export const FALLBACK_COMMISSION_PER_CONTRACT = 2.5;
/** No real per-contract entry fee comes near this. Also what a daily-loss
 *  stop reserves per contract and side when the fee couldn't be measured —
 *  the $2.50 fallback is fine for a take-profit, but it would under-reserve
 *  a hard stop on NQ-class fees. */
export const MAX_COMMISSION_PER_CONTRACT = 10;

/** One side's commission on a percent-of-notional firm (e.g. Tradeify247's
 *  0.04%), rounded UP to the cent so every consumer errs toward paying more.
 *  pointValue × contracts is the position's dollars per 1.0 of price, so
 *  price × that is its notional. */
export function percentFee(pct: number, price: number, pointValue: number, contracts: number): number {
    if (!(pct > 0)) return 0;
    const raw = (pct / 100) * Math.abs(price) * pointValue * contracts;
    return Math.ceil(raw * 100 - 1e-9) / 100;
}

/**
 * Where to put the take-profit so the leg nets at least `leg` after fees.
 *
 * Measured-fee firms (commissionPct 0): the exit fee is taken to equal the
 * entry fee — the same formula the fire path always used, reproduced exactly.
 *
 * Percent-fee firms: the exit fee depends on the exit price itself, so solve
 * for it. With r = pct/100 and k = pointValue × contracts, a long nets
 * (X − entry)·k − entryFee − r·X·k at exit price X, which reaches `leg` at
 * X = ((leg + entryFee)/k + entry) / (1 − r); a short mirrors it at
 * X = (entry − (leg + entryFee)/k) / (1 + r). Rounded out to whole ticks and
 * re-checked with the cent-rounded exit fee.
 */
export function takeProfitPlan(o: {
    side: 'Buy' | 'Sell';
    entry: number;
    leg: number;
    pointValue: number;
    contracts: number;
    tickSize: number;
    commissionPct: number;
    /** The entry fee: percentFee() on percent firms, the measured one otherwise. */
    entryCommission: number;
}): { exitPrice: number; ticks: number; entryFee: number; exitFee: number; totalCommission: number; grossTarget: number } {
    const k = o.pointValue * o.contracts;
    const dir = o.side === 'Buy' ? 1 : -1;
    if (!(o.commissionPct > 0)) {
        const totalCommission = o.entryCommission * 2; // entry + exit round-trip
        const grossTarget = o.leg + totalCommission;
        const ticks = Math.ceil(grossTarget / k / o.tickSize);
        return {
            exitPrice: o.entry + dir * ticks * o.tickSize,
            ticks,
            entryFee: o.entryCommission,
            exitFee: o.entryCommission,
            totalCommission,
            grossTarget,
        };
    }

    const r = o.commissionPct / 100;
    const need = (o.leg + o.entryCommission) / k;
    const target = o.side === 'Buy' ? (need + o.entry) / (1 - r) : (o.entry - need) / (1 + r);
    let ticks = Math.max(1, Math.ceil(Math.abs(target - o.entry) / o.tickSize - 1e-9));
    const priceAt = (t: number) => Math.round((o.entry + dir * t * o.tickSize) * 1e10) / 1e10;
    const netAt = (t: number) => t * o.tickSize * k - o.entryCommission - percentFee(o.commissionPct, priceAt(t), o.pointValue, o.contracts);
    // Cent rounding on the fees can leave the closed form short — by several
    // ticks when a tick is worth a fraction of a cent. Step out by the shortfall.
    for (let i = 0; i < 10; i++) {
        const short = o.leg - netAt(ticks);
        if (short <= 1e-9) break;
        ticks += Math.max(1, Math.ceil(short / (o.tickSize * k * (1 - r)) - 1e-9));
    }
    const exitPrice = priceAt(ticks);
    const exitFee = percentFee(o.commissionPct, exitPrice, o.pointValue, o.contracts);
    const totalCommission = Math.round((o.entryCommission + exitFee) * 100) / 100;
    return { exitPrice, ticks, entryFee: o.entryCommission, exitFee, totalCommission, grossTarget: round2(o.leg + totalCommission) };
}

// ── stops ────────────────────────────────────────────────────────────────────

/** Obfuscation stop for the current leg, in dollars. Infinity = no stop.
 *  Day 1 of a cycle carries the $1,000 account stop (firstDayStop), min-day
 *  (small) trades a 2×-target stop (minDayStop) — and the day after a losing
 *  day always rides stopless, the make-back day. A hard daily loss limit is
 *  separate (dllStopDollars) and never rides stopless. */
export function obfuscationStopDollars(
    cfg: { firstDayStop: boolean; minDayStop: boolean },
    dailyPnL: { date: string; pnl: number }[],
    plan: DayPlan,
    tradeDate: string,
    legAmount: number,
): number {
    if (!cfg.firstDayStop && !cfg.minDayStop) return Infinity;
    const prior = dailyPnL
        .filter((d) => d.date < tradeDate && d.pnl !== 0)
        .sort((a, b) => a.date.localeCompare(b.date));
    if (prior.length > 0 && prior[prior.length - 1].pnl < 0) return Infinity;
    let stop = Infinity;
    const realizedToday = Math.round((plan.dayTarget - plan.remainingToday) * 100) / 100;
    if (cfg.firstDayStop && prior.length === 0) stop = Math.max(0, FIRST_DAY_STOP + realizedToday);
    if (cfg.minDayStop && plan.dayTarget <= BIG_DAY_THRESHOLD) stop = Math.min(stop, MIN_DAY_STOP_MULT * legAmount);
    return stop;
}

/** Share of a hard daily loss limit the bot never spends — room for a stop
 *  that fills worse than its price (gaps, thin weekend books). */
export const DLL_RESERVE_FRACTION = 0.10;
/** …or this share of the position's notional, when that is more: a stop's
 *  slippage grows with the position, a flat reserve doesn't. */
export const DLL_SLIPPAGE_FRACTION = 0.001;

/** The part of the day's room a stop leaves unspent. */
export function dllReserve(dailyLossLimit: number, notional = 0): number {
    return Math.max(DLL_RESERVE_FRACTION * dailyLossLimit, DLL_SLIPPAGE_FRACTION * Math.max(0, notional));
}
/** Smallest daily-loss stop worth trading. Under a fair walk a leg of L with a
 *  stop of S wins S/(S + L) of the time — about 9% for $50 against $500 — so
 *  anything tighter just spends the day's room on fees. */
export const DLL_MIN_STOP = 50;

/**
 * How much the firm's day may still lose before a hard daily-loss breach.
 * Infinity when the account type has no limit.
 *
 * The day's P&L is the closed balance against the platform's snapshot at the
 * firm's daily reset when the client knows it (DXTrade: 22:00 UTC), else the
 * broker's realized P&L for the session. Only a red day counts: a green day
 * does NOT widen the room past the limit, because a position still open at
 * the next reset has its whole move counted against the NEW day — room
 * borrowed from today's profit would be a breach tomorrow.
 */
export function dllRoom(o: {
    dailyLossLimit: number;
    closedBalance: number;
    /** Platform snapshot at the firm's daily reset; undefined/null = unknown. */
    dayStartBalance?: number | null;
    /** Fallback when there's no snapshot: the day's realized P&L (pass the
     *  worse of the raw and combined figures). */
    realizedToday: number;
}): number {
    if (!(o.dailyLossLimit > 0)) return Infinity;
    const dayPnL = typeof o.dayStartBalance === 'number' ? o.closedBalance - o.dayStartBalance : o.realizedToday;
    return round2(o.dailyLossLimit + Math.min(0, dayPnL));
}

/**
 * The widest stop, in dollars of price movement, that keeps a loss inside
 * room − reserve with both fees paid. The exit fee at the stop is at most
 * entryFee + r × (stop distance) — a short's stop sits above its entry — so
 * the worst loss is d(1 + r) + 2·entryFee, plus a cent of fee rounding.
 * Infinity when there is no limit. Can go negative: no room at all.
 *
 * Overnight swap needs no reserve of its own while a day's swap is below the
 * commission rate (Tradeify: 0.033% < 0.04%): a position carried past the
 * reset has its entry fee on the old day's books, and the swap takes no more
 * than that slot on the new day's.
 */
export function dllStopDollars(o: { room: number; dailyLossLimit: number; entryFee: number; commissionPct: number; notional?: number }): number {
    if (!Number.isFinite(o.room)) return Infinity;
    const r = Math.max(0, o.commissionPct) / 100;
    return (o.room - dllReserve(o.dailyLossLimit, o.notional) - 2 * o.entryFee - 0.01) / (1 + r);
}

/**
 * How far the account's balance is above its max-drawdown floor, or null when
 * it isn't known: the broker's liquidation floor where it reports one, else
 * the account type's static max loss below the starting size — whichever is
 * higher.
 */
export function maxLossRoom(o: { balance: number; accountSize: number; maxLoss: number; autoLiqThreshold?: number }): number | null {
    const floors: number[] = [];
    if ((o.autoLiqThreshold ?? 0) > 0) floors.push(o.autoLiqThreshold!);
    if (Math.abs(o.maxLoss) > 0 && o.accountSize > 0) floors.push(o.accountSize - Math.abs(o.maxLoss));
    return floors.length > 0 ? round2(o.balance - Math.max(...floors)) : null;
}

/** A daily-loss stop is kept only while the max-drawdown floor lies more than
 *  this share of a full daily loss beyond it. */
export const LAST_STAND_FRACTION = 0.15;

/**
 * Whether a leg should ride without its daily-loss stop. The stop is there to
 * keep the account alive for another day; when hitting the day's loss limit
 * would leave it within 15% of that loss of its max-drawdown floor — or the
 * floor is nearer than the limit — there is no useful day after, and the stop
 * only gives up room (the reserve, and whatever the floor allows past it)
 * for nothing. The leg then runs until its take-profit or the firm's own
 * breach. E.g. $3,000 of daily room with $3,294.70 to the floor: $294.70
 * left, 9.8% — a last stand.
 */
export function lastStand(o: { dllRoom: number; dailyLossLimit: number; maxLossRoom: number | null }): boolean {
    if (o.maxLossRoom === null || !(o.dailyLossLimit > 0) || !Number.isFinite(o.dllRoom) || !(o.dllRoom > 0)) return false;
    return o.maxLossRoom - o.dllRoom <= LAST_STAND_FRACTION * o.dllRoom;
}

/** On a last stand: how far price can move against the leg before the firm's
 *  nearer floor breaches the account — its equity carries the entry fee, not
 *  the exit's. What sizing and the swap estimate take as the walk's far side. */
export function breachDistance(o: { dllRoom: number; maxLossRoom: number | null; entryFee: number }): number {
    return Math.min(o.dllRoom, o.maxLossRoom ?? Infinity) - o.entryFee;
}

/** Is there enough daily-loss room left to trade at all? */
export function dllViable(room: number, dailyLossLimit: number, roundTripFeeEstimate: number): boolean {
    if (!Number.isFinite(room)) return true;
    return room - DLL_RESERVE_FRACTION * dailyLossLimit >= DLL_MIN_STOP + roundTripFeeEstimate;
}

/**
 * The stop distance in ticks: the tighter of the obfuscation stop (rounded
 * out, as it always was — it is a soft target) and the daily-loss stop
 * (rounded IN — it is a hard limit). null = no stop at all (lone take-profit);
 * 0 = the daily-loss room doesn't cover a single tick, so the position must
 * not stay open. An obfuscation value of 0 or Infinity means no obfuscation stop.
 */
export function stopTicks(o: {
    obfuscationDollars: number;
    dllDollars: number;
    pointValue: number;
    contracts: number;
    tickSize: number;
}): number | null {
    const perTick = o.pointValue * o.contracts * o.tickSize;
    let ticks: number | null = null;
    if (Number.isFinite(o.obfuscationDollars) && o.obfuscationDollars > 0) {
        ticks = Math.max(1, Math.ceil(o.obfuscationDollars / (o.pointValue * o.contracts) / o.tickSize));
    }
    if (Number.isFinite(o.dllDollars)) {
        const dllTicks = Math.max(0, Math.floor(o.dllDollars / perTick + 1e-9));
        ticks = ticks === null ? dllTicks : Math.min(ticks, dllTicks);
    }
    return ticks;
}

/** Whether the bot places its own stops for this account type — the
 *  obfuscation options or a hard daily loss limit. A red day on such an
 *  account is the bot's own stop (the personal DLL), not a firm lockout. */
export function botStopsActive(cfg: { firstDayStop: boolean; minDayStop: boolean; dailyLossLimit?: number }): boolean {
    return cfg.firstDayStop || cfg.minDayStop || (cfg.dailyLossLimit ?? 0) > 0;
}

// ── position size ────────────────────────────────────────────────────────────

/** The hold a leg is sized for when the firm doesn't set one. */
export const DEFAULT_TARGET_HOLD_HOURS = 12;

/** Share of the broker's margin headroom a new position may use: the rest
 *  absorbs the price moving between sizing and the fill, and the entry fee. */
export const MARGIN_HEADROOM = 0.97;

/**
 * The largest position an account may open: what its available funds can
 * margin at the broker's rate for the instrument — the firm's leverage per
 * symbol (5:1 crypto, 2:1 stocks at Tradeify247). 0 = no cap known.
 */
export function notionalCap(o: { marginRate?: number; availableFunds?: number }): number {
    if (!((o.marginRate ?? 0) > 0) || !Number.isFinite(o.availableFunds) || !(o.availableFunds! > 0)) return 0;
    return (MARGIN_HEADROOM * o.availableFunds!) / o.marginRate!;
}

/** The swap reserve never grows past this share of the take-profit distance
 *  — beyond it the leg is sized too small to hold at all. */
const MAX_SWAP_RESERVE_FRACTION = 0.25;

/**
 * The overnight swap a winning leg is expected to pay before its take-profit
 * fills, so the take-profit can carry it and a win still clears the leg.
 *
 * Same driftless walk as sizeNotional, in dollars: σ$ = notional·σ per √hour,
 * the take-profit A away, the stop B away. Given it wins, the walk takes
 * (A² + 2AB)/(3σ$²) hours on average — longer than the unconditional hold,
 * since the quick endings are mostly stop-outs. The swap is charged at each
 * daily reset the position is held over, about one per 24 h held, on the
 * notional. A includes the reserve itself, so it is solved as a fixed point.
 * A stopless leg is taken as B = A.
 *
 * `distance` = the take-profit distance before swap: leg + round-trip fees.
 */
export function expectedSwapToWin(o: {
    distance: number;
    stopDollars: number;
    notional: number;
    volatilityPerHour?: number;
    financingPctPerDay?: number;
}): number {
    const daily = Math.max(0, o.financingPctPerDay ?? 0) / 100;
    const sigma = o.volatilityPerHour ?? 0;
    if (!(daily > 0) || !(sigma > 0) || !(o.notional > 0) || !(o.distance > 0)) return 0;
    const variance = (o.notional * sigma) ** 2;
    const stopped = Number.isFinite(o.stopDollars) && o.stopDollars > 0;
    const cap = o.distance * MAX_SWAP_RESERVE_FRACTION;
    let swap = 0;
    for (let i = 0; i < 50; i++) {
        const a = o.distance + swap;
        const b = stopped ? o.stopDollars : a;
        const winHours = (a * a + 2 * a * b) / (3 * variance);
        const next = Math.min(cap, daily * o.notional * (winHours / 24));
        const done = Math.abs(next - swap) < 0.005;
        swap = next;
        if (done) break;
    }
    return Math.ceil(swap * 100) / 100;
}

/**
 * How much notional a leg should carry, on platforms that price it (DXTrade).
 *
 * Model price as a driftless random walk with σ per √hour. With the
 * take-profit A dollars away (leg + fees + expected swap) and the stop B
 * dollars away, a position of notional N wins B/(A+B) of the time whatever N
 * is, its expected hold is (A/N)(B/N)/σ² hours, and its expected P&L is minus
 * fees and spread — proportional to N. Smaller is cheaper, bigger is faster,
 * so the knob is the target hold T: N = √(A·B/(σ²·T)). A firm that charges
 * overnight financing adds a floor: below √(f·A·B/(σ²·(2c + s))), a bigger
 * position is both cheaper and faster.
 *
 * A stopless leg (no daily loss limit, no obfuscation stop) is sized as if
 * its stop sat as far away as its target. Returns null without a volatility.
 */
export function sizeNotional(o: {
    leg: number;
    /** Stop distance in dollars at a given notional (fees move with it). */
    stopDollarsAt: (notional: number) => number;
    volatilityPerHour?: number;
    /** 0 = DEFAULT_TARGET_HOLD_HOURS. */
    targetHoldHours: number;
    /** Per side, percent. */
    commissionPct: number;
    spreadFraction?: number;
    financingPctPerDay?: number;
    /** Hard cap on the position (see notionalCap); 0 = none. */
    maxNotional: number;
    /** The smallest order the broker takes; 0 = none. It wins over the cap,
     *  as the order does. */
    minNotional?: number;
}): { notional: number; predictedHoldHours: number; winProbability: number | null; swapReserve: number } | null {
    const sigma = o.volatilityPerHour ?? 0;
    if (!(sigma > 0)) return null;
    const hold = o.targetHoldHours > 0 ? o.targetHoldHours : DEFAULT_TARGET_HOLD_HOURS;
    const c = Math.max(0, o.commissionPct) / 100;
    const s = Math.max(0, o.spreadFraction ?? 0);
    const fh = Math.max(0, o.financingPctPerDay ?? 0) / 100 / 24;
    const distances = (n: number) => {
        const stop = o.stopDollarsAt(n);
        const stopped = Number.isFinite(stop) && stop > 0;
        const swap = expectedSwapToWin({
            distance: o.leg + 2 * c * n, stopDollars: stop, notional: n,
            volatilityPerHour: sigma, financingPctPerDay: o.financingPctPerDay,
        });
        const a = o.leg + 2 * c * n + swap;
        return { a, b: stopped ? stop : a, stopped, swap };
    };

    // Fees and swap depend on N and the daily-loss stop depends on fees: a
    // few fixed-point passes settle it (the correction is second order).
    let n = o.leg * 20;
    for (let pass = 0; pass < 4; pass++) {
        const { a, b } = distances(n);
        const nTime = Math.sqrt((a * b) / (sigma * sigma * hold));
        // No per-trade cost (a zero-commission firm on a zero spread): no
        // floor — there is nothing for a bigger position to save.
        const nCost = fh > 0 && 2 * c + s > 0 ? Math.sqrt((fh * a * b) / (sigma * sigma * (2 * c + s))) : 0;
        n = Math.max(nTime, nCost);
    }
    if (!Number.isFinite(n) || n <= 0) return null;
    const notional = Math.max(o.maxNotional > 0 ? Math.min(n, o.maxNotional) : n, o.minNotional ?? 0);
    const { a, b, stopped, swap } = distances(notional);
    return {
        notional,
        predictedHoldHours: (a / notional) * (b / notional) / (sigma * sigma),
        winProbability: stopped ? b / (a + b) : null,
        swapReserve: swap,
    };
}

/**
 * One leg's size on one instrument for one account — the rule fireLeg
 * trades, the instrument pick ranks by and the dashboard shows.
 *
 * The walk's far side (what sizing, the win chance and the swap estimate
 * use) is the stop the leg carries: the tighter of the obfuscation stop and
 * the hard daily-loss stop. On a last stand there is no daily-loss stop and
 * the far side is the firm's own breach. `cost` is what the leg is expected
 * to spend: spread and both commissions on its notional, plus swap over its
 * expected hold.
 *
 * The size is held to what the order can be — the margin cap and the
 * broker's largest order, then its smallest — so the pick ranks each
 * instrument by the hold it can actually reach. `cap` is the margin cap
 * alone.
 */
export function planLegSize(o: {
    leg: number;
    contract: {
        stepNotional?: number; volatilityPerHour?: number; spreadFraction?: number; marginRate?: number;
        /** The broker's largest and smallest order, in steps. */
        maxContracts?: number; minContracts?: number;
    };
    /** Per side, percent. */
    commissionPct: number;
    targetHoldHours: number;
    financingPctPerDay: number;
    dailyLossLimit: number;
    /** Infinity = no hard daily limit. */
    dllRoom: number;
    maxLossRoom: number | null;
    /** Infinity (or ≤ 0) = no obfuscation stop. */
    obfuscationDollars: number;
    availableFunds?: number;
}): {
    lastStand: boolean;
    cap: number;
    walkAt: (notional: number) => number;
    sizing: ReturnType<typeof sizeNotional>;
    cost: number | null;
} {
    const dllOn = Number.isFinite(o.dllRoom) && o.dailyLossLimit > 0;
    const stand = dllOn && lastStand({ dllRoom: o.dllRoom, dailyLossLimit: o.dailyLossLimit, maxLossRoom: o.maxLossRoom });
    const obf = Number.isFinite(o.obfuscationDollars) && o.obfuscationDollars > 0 ? o.obfuscationDollars : Infinity;
    const r = Math.max(0, o.commissionPct) / 100;
    const walkAt = (notional: number) => Math.min(
        obf,
        !dllOn ? Infinity
            : stand ? breachDistance({ dllRoom: o.dllRoom, maxLossRoom: o.maxLossRoom, entryFee: r * notional })
                : dllStopDollars({ room: o.dllRoom, dailyLossLimit: o.dailyLossLimit, entryFee: r * notional, commissionPct: o.commissionPct, notional }),
    );
    const cap = notionalCap({ marginRate: o.contract.marginRate, availableFunds: o.availableFunds });
    const step = o.contract.stepNotional ?? 0;
    const orderMax = (o.contract.maxContracts ?? 0) > 0 ? o.contract.maxContracts! * step : 0;
    const sizing = step > 0
        ? sizeNotional({
            leg: o.leg,
            stopDollarsAt: walkAt,
            volatilityPerHour: o.contract.volatilityPerHour,
            targetHoldHours: o.targetHoldHours,
            commissionPct: o.commissionPct,
            spreadFraction: o.contract.spreadFraction,
            financingPctPerDay: o.financingPctPerDay,
            maxNotional: cap > 0 && orderMax > 0 ? Math.min(cap, orderMax) : cap || orderMax,
            minNotional: Math.max(1, o.contract.minContracts ?? 1) * step,
        })
        : null;
    const cost = sizing
        ? sizing.notional * (Math.max(0, o.contract.spreadFraction ?? 0) + 2 * r)
            + (Math.max(0, o.financingPctPerDay) / 100) * sizing.notional * (sizing.predictedHoldHours / 24)
        : null;
    return { lastStand: stand, cap, walkAt, sizing, cost };
}

/**
 * Order candidates for a leg: those that reach the target hold (within a
 * few percent) first, cheapest first; then those whose leverage cap keeps
 * them short of it, quickest first. Returns indices into `options`.
 */
export function rankForTarget(options: { holdHours: number; cost: number }[], targetHoldHours: number): number[] {
    const reaches = (h: number) => h <= targetHoldHours * 1.02 + 0.01;
    return options
        .map((opt, i) => ({ ...opt, i, reach: reaches(opt.holdHours) }))
        .sort((a, b) => (a.reach === b.reach
            ? (a.reach ? a.cost - b.cost : a.holdHours - b.holdHours) || a.i - b.i
            : a.reach ? -1 : 1))
        .map((x) => x.i);
}

// ── trading hours ────────────────────────────────────────────────────────────

/** Tradeify247 (and DXtrade brokers generally) roll the trading day at 22:00
 *  UTC — 5 PM Central in summer, 4 PM in winter. */
export const FIRM_RESET_UTC_HOUR = 22;
/** Every-day firms stop opening new trades this long before the earlier of
 *  their reset and the 5 PM CT roll. */
const ROLL_GUARD_MIN = 5;

function centralClock(now: Date): { day: string; minutes: number; resetMinutes: number } {
    const parts = new Intl.DateTimeFormat('en-US', {
        weekday: 'short', hour: 'numeric', minute: 'numeric', hour12: false, timeZone: 'America/Chicago',
    }).formatToParts(now);
    const get = (type: string) => parts.find((p) => p.type === type)?.value ?? '';
    const minutes = (parseInt(get('hour'), 10) % 24) * 60 + parseInt(get('minute'), 10);
    // Central's offset from UTC right now (−300 in CDT, −360 in CST) places
    // the firm's 22:00 UTC reset on the Central clock.
    const utcMinutes = now.getUTCHours() * 60 + now.getUTCMinutes();
    const offset = ((minutes - utcMinutes + 720 + 1440) % 1440) - 720;
    const resetMinutes = (FIRM_RESET_UTC_HOUR * 60 + offset + 1440) % 1440;
    return { day: get('weekday'), minutes, resetMinutes };
}

/**
 * The CME evening session's first entry, in Central minutes: 5:45 PM, 45
 * minutes after the 5 PM roll. 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
 * (tradovate-class ROLL_WINDOW_END_MIN). Opening then puts every account in
 * the first batch, instead of the ready ones firing alone and the rest
 * waiting for them to go flat, and skips the open's widest spreads.
 */
export const CME_EVENING_OPEN_MIN = 17 * 60 + 45;
/** Every-day firms' roll guard ends here (plus the day's delay): they have
 *  no Tradovate roll to wait for. */
const EVERY_DAY_OPEN_MIN = 17 * 60 + 5;

/**
 * Whether no new trade may open right now.
 *
 * CME firms follow the trading_hours setting:
 *   "full_cme"     — Sun 5:45 PM – Fri 2:55 PM Central (see CME_EVENING_OPEN_MIN)
 *   "equity_hours" — 8:35 AM – 2:55 PM Central, Mon–Fri (5 min buffer on each side)
 * with the open pushed back by the day's 0–180 minute delay.
 *
 * Every-day firms ignore trading_hours and close only around the day's roll:
 * from 5 minutes before the earlier of their 22:00 UTC reset and 5 PM CT, to
 * 5:05 PM CT + jitter. In CST that is 3:55 → 5:05 PM, which keeps new entries
 * out of the hour where the firm's day (reset at 4 PM CT) and our trade date
 * (5 PM CT) disagree.
 */
export function isNoTradeTime(now: Date, o: { everyDay: boolean; mode: string; jitterMin: number }): boolean {
    const { day, minutes, resetMinutes } = centralClock(now);
    const cmeOpen = CME_EVENING_OPEN_MIN + o.jitterMin;

    if (o.everyDay) {
        const guardStart = Math.min(resetMinutes, 17 * 60) - ROLL_GUARD_MIN;
        return minutes >= guardStart && minutes < EVERY_DAY_OPEN_MIN + o.jitterMin;
    }

    if (o.mode === 'equity_hours') {
        if (day === 'Sat' || day === 'Sun') return true;
        const open = 8 * 60 + 35 + o.jitterMin;
        const close = 14 * 60 + 55;
        return minutes < open || minutes >= close;
    }

    // Full CME: Sun 5:45 PM (plus the delay) – Fri 2:55 PM Central.
    if (day === 'Sat') return true;
    if (day === 'Sun') return minutes < cmeOpen;
    const cmeClose = 14 * 60 + 55;
    if (day === 'Fri' && minutes >= cmeClose) return true;
    // Mon–Thu: block 2:55 PM – 5:45 PM Central (early stop, daily halt, Tradovate's roll).
    return minutes >= cmeClose && minutes < cmeOpen;
}

/** The trade date's session has closed and the 5 PM roll hasn't opened the
 *  next one: weekdays 2:55–5:00 PM CT on the CME calendar, the pre-roll guard
 *  for an every-day firm. */
export function isPastSessionClose(now: Date, everyDay: boolean): boolean {
    const { day, minutes, resetMinutes } = centralClock(now);
    if (everyDay) return minutes >= Math.min(resetMinutes, 17 * 60) - ROLL_GUARD_MIN && minutes < 17 * 60;
    if (day === 'Sat' || day === 'Sun') return false;
    return minutes >= 14 * 60 + 55 && minutes < 17 * 60;
}