fix: handle US session transitions and suppress US_DAY trading (#400)
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This commit is contained in:
agentson
2026-03-04 03:07:14 +09:00
parent f245f55a32
commit 2e3aed5664
4 changed files with 81 additions and 14 deletions

View File

@@ -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: