fix: include extended KR/US sessions in realtime market scheduling (#301)

This commit is contained in:
agentson
2026-02-27 22:30:13 +09:00
parent cdd3814781
commit 4a404875a9
3 changed files with 89 additions and 6 deletions

View File

@@ -3408,7 +3408,10 @@ async def run(settings: Settings) -> None:
_run_context_scheduler(context_scheduler, now=datetime.now(UTC))
# Get currently open markets
open_markets = get_open_markets(settings.enabled_market_list)
open_markets = get_open_markets(
settings.enabled_market_list,
include_extended_sessions=True,
)
if not open_markets:
# Notify market close for any markets that were open
@@ -3437,7 +3440,8 @@ async def run(settings: Settings) -> None:
# No markets open — wait until next market opens
try:
next_market, next_open_time = get_next_market_open(
settings.enabled_market_list
settings.enabled_market_list,
include_extended_sessions=True,
)
now = datetime.now(UTC)
wait_seconds = (next_open_time - now).total_seconds()
@@ -3459,6 +3463,14 @@ async def run(settings: Settings) -> None:
if shutdown.is_set():
break
session_info = get_session_info(market)
logger.info(
"Market session active: %s (%s) session=%s",
market.code,
market.name,
session_info.session_id,
)
await process_blackout_recovery_orders(
broker=broker,
overseas_broker=overseas_broker,

View File

@@ -1,7 +1,7 @@
"""Market schedule management with timezone support."""
from dataclasses import dataclass
from datetime import datetime, time, timedelta
from datetime import UTC, datetime, time, timedelta
from zoneinfo import ZoneInfo
@@ -181,7 +181,10 @@ def is_market_open(market: MarketInfo, now: datetime | None = None) -> bool:
def get_open_markets(
enabled_markets: list[str] | None = None, now: datetime | None = None
enabled_markets: list[str] | None = None,
now: datetime | None = None,
*,
include_extended_sessions: bool = False,
) -> list[MarketInfo]:
"""
Get list of currently open markets.
@@ -196,17 +199,31 @@ def get_open_markets(
if enabled_markets is None:
enabled_markets = list(MARKETS.keys())
def is_available(market: MarketInfo) -> bool:
if not include_extended_sessions:
return is_market_open(market, now)
if market.code == "KR" or market.code.startswith("US"):
# Import lazily to avoid module cycle at import-time.
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 is_market_open(market, now)
open_markets = [
MARKETS[code]
for code in enabled_markets
if code in MARKETS and is_market_open(MARKETS[code], now)
if code in MARKETS and is_available(MARKETS[code])
]
return sorted(open_markets, key=lambda m: m.code)
def get_next_market_open(
enabled_markets: list[str] | None = None, now: datetime | None = None
enabled_markets: list[str] | None = None,
now: datetime | None = None,
*,
include_extended_sessions: bool = False,
) -> tuple[MarketInfo, datetime]:
"""
Find the next market that will open and when.
@@ -233,6 +250,21 @@ def get_next_market_open(
next_open_time: datetime | None = None
next_market: MarketInfo | None = None
def first_extended_open_after(market: MarketInfo, start_utc: datetime) -> datetime | None:
# Search minute-by-minute for KR/US session transition into active window.
# Bounded to 7 days to match existing behavior.
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"}
for _ in range(7 * 24 * 60):
ts = ts + timedelta(minutes=1)
active = classify_session_id(market, ts) not in {"KR_OFF", "US_OFF"}
if active and not prev_active:
return ts
prev_active = active
return None
for code in enabled_markets:
if code not in MARKETS:
continue
@@ -240,6 +272,13 @@ def get_next_market_open(
market = MARKETS[code]
market_now = now.astimezone(market.timezone)
if include_extended_sessions and (market.code == "KR" or market.code.startswith("US")):
ext_open = first_extended_open_after(market, now.astimezone(UTC))
if ext_open and (next_open_time is None or ext_open < next_open_time):
next_open_time = ext_open
next_market = market
continue
# Calculate next open time for this market
for days_ahead in range(7): # Check next 7 days
check_date = market_now.date() + timedelta(days=days_ahead)