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fix: handle US session transitions and suppress US_DAY trading (#400)
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agentson
2026-03-04 03:07:14 +09:00
parent f245f55a32
commit 2e3aed5664
4 changed files with 81 additions and 14 deletions
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6
src/markets/schedule.py
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@@ -207,7 +207,7 @@ def get_open_markets(
from src.core.order_policy import classify_session_id
session_id = classify_session_id(market, now)
return session_id not in {"KR_OFF", "US_OFF"}
return session_id not in {"KR_OFF", "US_OFF", "US_DAY"}
return is_market_open(market, now)
open_markets = [
@@ -254,10 +254,10 @@ def get_next_market_open(
from src.core.order_policy import classify_session_id
ts = start_utc.astimezone(ZoneInfo("UTC")).replace(second=0, microsecond=0)
prev_active = classify_session_id(market, ts) not in {"KR_OFF", "US_OFF"}
prev_active = classify_session_id(market, ts) not in {"KR_OFF", "US_OFF", "US_DAY"}
for _ in range(7 * 24 * 60):
ts = ts + timedelta(minutes=1)
active = classify_session_id(market, ts) not in {"KR_OFF", "US_OFF"}
active = classify_session_id(market, ts) not in {"KR_OFF", "US_OFF", "US_DAY"}
if active and not prev_active:
return ts
prev_active = active