fix: fetch today's in-progress bar; name weekday crons
Two independent bugs left the near-close scan running on the previous session's close, silently degrading live execution to the stale_close floor (~1.57 Sharpe) instead of the intended ~1.77 close-fill case. 1. OHLCV window never covered the current day. Daily bars are stamped at session start (04:00Z under EDT), so an end of midnight-on-end_date landed before that day's bar and dropped it. Widening the window alone fails the whole request with 'subscription does not permit querying recent SIP data', so end is also clamped to now-20min. Today's bar is now returned, roughly 20 minutes behind live -- within the staleness the near-close design already assumed. Intraday runs therefore store a partial bar and ingestion progress reaches today, which made incremental resume skip the after-close refresh entirely. collect_ohlcv_final() re-pulls the last sessions so the consolidated bar overwrites the partial one before outcome eval. 2. APScheduler's from_crontab() passes day-of-week to its own field where 0=Monday, so '1-5' meant Tue-Sat: every Monday was skipped and the scanner ran Saturdays on stale data. Weekday schedules now use names. Stored settings already corrected via Admin; this fixes the defaults. Tests cover both: today's bar inside the window, the delayed-data clamp, historical windows untruncated, and a week of fire times asserting Monday is present and weekends are not. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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@@ -32,6 +32,55 @@ class TestValidateCron:
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validate_cron("0 7 * * *", "Mars/Phobos")
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class TestTradingDayCrons:
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"""APScheduler's from_crontab() uses 0=Monday, so numeric "1-5" means
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Tue–Sat: it skips every Monday and fires on Saturdays. Weekday schedules
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must therefore be spelled with day *names*.
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"""
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_WEEKDAY_KEYS = (
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"schedule_near_close_pipeline_cron",
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"schedule_after_close_pipeline_cron",
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"schedule_intraday_pipeline_cron",
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)
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@pytest.mark.parametrize("key", _WEEKDAY_KEYS)
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def test_fires_monday_and_never_saturday(self, key: str):
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from datetime import datetime, timedelta
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from apscheduler.triggers.cron import CronTrigger
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trigger = CronTrigger.from_crontab(
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SCHEDULE_DEFAULTS[key], timezone=SCHEDULE_DEFAULTS["schedule_timezone"]
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)
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# Walk a full week of fire times from a known Sunday.
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cursor = datetime(2026, 7, 19, tzinfo=trigger.timezone)
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weekdays = set()
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previous = None
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for _ in range(12):
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fire = trigger.get_next_fire_time(previous, cursor)
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weekdays.add(fire.strftime("%a"))
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previous = fire
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cursor = fire + timedelta(seconds=1)
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assert "Mon" in weekdays, f"{key} skips Mondays — numeric day-of-week?"
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assert {"Sat", "Sun"}.isdisjoint(weekdays), f"{key} fires on a weekend"
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def test_fundamentals_runs_on_monday(self):
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from datetime import datetime
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from apscheduler.triggers.cron import CronTrigger
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trigger = CronTrigger.from_crontab(
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SCHEDULE_DEFAULTS["schedule_fundamentals_cron"],
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timezone=SCHEDULE_DEFAULTS["schedule_timezone"],
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)
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fire = trigger.get_next_fire_time(
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None, datetime(2026, 7, 19, tzinfo=trigger.timezone)
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)
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assert fire.strftime("%a") == "Mon"
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class TestScheduleConfig:
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async def test_defaults_when_unset(self, session: AsyncSession):
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config = await get_schedule_config(session)
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