fix: handle US session transitions and suppress US_DAY trading (#400)

tests/test_main.py

@@ -33,6 +33,7 @@ from src.main import (
     _extract_avg_price_from_balance,
     _extract_held_codes_from_balance,
     _extract_held_qty_from_balance,
+    _has_market_session_transition,
     _handle_market_close,
     _inject_staged_exit_features,
     _maybe_queue_order_intent,
@@ -41,6 +42,7 @@ from src.main import (
     _retry_connection,
     _run_context_scheduler,
     _run_evolution_loop,
+    _should_rescan_market,
     _should_block_overseas_buy_for_fx_buffer,
     _should_force_exit_for_overnight,
     _split_trade_pnl_components,
@@ -140,6 +142,38 @@ class TestExtractAvgPriceFromBalance:
         result = _extract_avg_price_from_balance(balance, "AAPL", is_domestic=False)
         assert result == 170.5
 
+
+class TestRealtimeSessionStateHelpers:
+    """Tests for realtime loop session-transition/rescan helper logic."""
+
+    def test_has_market_session_transition_when_state_missing(self) -> None:
+        states: dict[str, str] = {}
+        assert _has_market_session_transition(states, "US_NASDAQ", "US_REG")
+
+    def test_has_market_session_transition_when_session_changes(self) -> None:
+        states = {"US_NASDAQ": "US_PRE"}
+        assert _has_market_session_transition(states, "US_NASDAQ", "US_REG")
+
+    def test_has_market_session_transition_false_when_same_session(self) -> None:
+        states = {"US_NASDAQ": "US_REG"}
+        assert not _has_market_session_transition(states, "US_NASDAQ", "US_REG")
+
+    def test_should_rescan_market_forces_on_session_transition(self) -> None:
+        assert _should_rescan_market(
+            last_scan=1000.0,
+            now_timestamp=1050.0,
+            rescan_interval=300.0,
+            session_changed=True,
+        )
+
+    def test_should_rescan_market_uses_interval_without_transition(self) -> None:
+        assert not _should_rescan_market(
+            last_scan=1000.0,
+            now_timestamp=1050.0,
+            rescan_interval=300.0,
+            session_changed=False,
+        )
+
     def test_returns_zero_when_field_absent(self) -> None:
         """Returns 0.0 when pchs_avg_pric key is missing entirely."""
         balance = {"output1": [{"pdno": "005930", "ord_psbl_qty": "5"}]}

tests/test_market_schedule.py

@@ -165,6 +165,17 @@ class TestGetOpenMarkets:
         )
         assert {m.code for m in extended} == {"US_NASDAQ", "US_NYSE", "US_AMEX"}
 
+    def test_get_open_markets_excludes_us_day_when_extended_enabled(self) -> None:
+        """US_DAY should be treated as non-tradable even in extended-session lookup."""
+        # Monday 2026-02-02 10:30 KST = 01:30 UTC (US_DAY by session classification)
+        test_time = datetime(2026, 2, 2, 1, 30, tzinfo=ZoneInfo("UTC"))
+        extended = get_open_markets(
+            enabled_markets=["US_NASDAQ", "US_NYSE", "US_AMEX"],
+            now=test_time,
+            include_extended_sessions=True,
+        )
+        assert extended == []
+
 
 class TestGetNextMarketOpen:
     """Test get_next_market_open function."""
@@ -214,8 +225,8 @@ class TestGetNextMarketOpen:
     def test_get_next_market_open_prefers_extended_session(self) -> None:
         """Extended lookup should return premarket open time before regular open."""
         # Monday 2026-02-02 07:00 EST = 12:00 UTC
-        # By v3 KST session rules, US is OFF only in KST 07:00-10:00 (UTC 22:00-01:00).
-        # At 12:00 UTC market is active, so next OFF->ON transition is 01:00 UTC next day.
+        # US_DAY is treated as non-tradable in extended lookup, so after entering
+        # US_DAY the next tradable OFF->ON transition is US_PRE at 09:00 UTC next day.
         test_time = datetime(2026, 2, 2, 12, 0, tzinfo=ZoneInfo("UTC"))
         market, next_open = get_next_market_open(
             enabled_markets=["US_NASDAQ"],
@@ -223,7 +234,7 @@ class TestGetNextMarketOpen:
             include_extended_sessions=True,
         )
         assert market.code == "US_NASDAQ"
-        assert next_open == datetime(2026, 2, 3, 1, 0, tzinfo=ZoneInfo("UTC"))
+        assert next_open == datetime(2026, 2, 3, 9, 0, tzinfo=ZoneInfo("UTC"))
 
 
 class TestExpandMarketCodes: