Skip to content

fix: reset filled-order limits on the broker session day - #213

Merged
luisleo526 merged 5 commits into
mainfrom
round29/session-day-order-cap
Sep 7, 2026
Merged

luisleo526 merged 5 commits into
mainfrom
round29/session-day-order-cap

Conversation

@luisleo526

Copy link
Copy Markdown
Collaborator

A filled-order limit could remain latched past the symbol's session reset, rejecting valid evening orders even when the correct exchange timezone and session were supplied.

Use one broker-day key across order placement, filled orders, and direct market closes. The key follows the unmerged symbol session clock, so a futures holiday daily bar can stay combined while the broker renews its order budget. Continuous-session fallback, other risk-day rules, and the indicator/security calendar remain unchanged. The shared helper is internal C++; the C ABI is unchanged. Update the README with the measured round 29 scoreboard.

Validation on final a752fef5b529ce3ff942717e8c6cda322fd9ccba:

  • Cloud Run measures all 4,190 probes: 4,172 excellent / 18 strong / zero moderate. EURUSD JOAT improves to 100% matching and zero count gap; the other 4,189 canonical results are unchanged.
  • Final and preceding corrected full sweeps have identical trade CSVs, grades, input hashes, and lane settings for all 4,190 probes. README totals: 2,817,239 matched / 2,819,967 TradingView trades; EURUSD 15m: 367 excellent / 6 strong.
  • Covered TradingView controls verify summer/winter session boundaries, continuous sessions, equities, and the futures holiday reset while time("D") stays unchanged. 222/222 tests pass, including 253 focused assertions; C ABI and build freshness pass.
  • Exact-final Grok 4.6 high review: P0/P1/P2 = 0. Formal gate pineforge-pr-gate-jqrjn: PASS, target score +1, all 704 hard probes unchanged, zero tolerated exceptions. Snapshot: a75857788f0ed079e946893e5882fde4fe9dd58346a04ffd08562a0c5a4958ed.

Codegen remains 3fd97fe28abd7b191cb376d9f5db4e056fcfae4b. Grading metrics, verifier, harness, population, tapes, symbol inputs, and FX policy are unchanged. Runtime eligibility has no strategy, symbol, date, or benchmark-ID conditions.

@luisleo526
luisleo526 merged commit a752fef into main Sep 7, 2026
8 checks passed
@luisleo526
luisleo526 deleted the round29/session-day-order-cap branch October 5, 2026 02:44
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant