fix(live): skip market-triggered ticks while the market is closed - #1253
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he-yufeng wants to merge 1 commit into
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fix(live): skip market-triggered ticks while the market is closed#1253he-yufeng wants to merge 1 commit into
he-yufeng wants to merge 1 commit into
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_jobs_from_triggers downgraded a MARKET trigger to a plain 60s interval job, and the tick never re-checked the session: due_now sat imported with zero call sites, so weekend ticks ran the full pipeline and submitted orders that queue into the Monday open. The runner now gates on the trigger layer the jobs were synthesized from: with MARKET triggers attached, a tick proceeds only when at least one of their markets is open at the tick instant. Interval-only and 24/7 (crypto) channels never block, and the skip stops before reconcile, so a closed session costs no broker calls and writes no audit records. Refs HKUDS#1207 (Phase 0, item 5). Signed-off-by: Yufeng He <40085740+he-yufeng@users.noreply.github.com>
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Summary
_jobs_from_triggersdowngraded a MARKET trigger to a plain 60s interval job and the tick never re-checked the session:due_nowsat imported inruntime/runner.pywith zero call sites. Weekend ticks ran the full pipeline and submitted orders that queue into the Monday open.Why
Refs #1207 (Phase 0, item 5). The design always intended this:
_jobs_from_triggers' docstring says the tick itself re-checks market state, but nothing ever called it.Changes
runner._any_market_open: union over attached MARKET triggers via the trigger layer'sdue_now. Runners without MARKET triggers never gate; 24/7 markets (crypto) report open at every instant.run_oncereturns a newmarket_closedoutcome before reconcile when every attached market is closed, so a closed session costs no broker calls and writes no audit records (a 60s watch cadence all weekend would otherwise flood the ledger).Test Plan
test_runtime_runner.py: pre-open skip stops after the mandate check with no reconcile/invoke/audit, mid-session ticks proceed, a closed us_equity plus 24/7 crypto union stays open, interval-only runners ignore the gate.pytest agent/tests/test_runtime_runner.py -q: 29 passed. Live safety set (flatten, sweep latch, api runtime, order gate, mandate enforcement, killswitch, readonly): 150 passed.ruff checkclean on the touched files (two pre-existing F401s in runner.py left alone).Risk: fail-closed in the trading direction only. Ticks outside market hours become no-ops; nothing about open-session behavior changes. Rollback is a plain revert.
Prepared with AI assistance (Kimi K3); all verification above was run locally.