Repository navigation
ADR book trades every day: find today's home bar even when Yahoo lists the next session - #32
Merged
Merged
Conversation
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01NsPrq53XXinQsUZsWqeKht
…s the next session home_moves kept a home market only if its *latest* Yahoo row was today. The auction sleeve books after the US close, when Sydney, Tokyo and Seoul are about to open and Yahoo already lists their next session. Every market looked as if it hadn't traded today, so the ADR book was empty on 2026-11-02. A probe run on 2026-11-03 confirmed it: Nov 2 finds only Japan, which is closed on Nov 3, and Oct 30 finds nothing. The series is now cut at the day being booked before checking for its bar. Regression test added; the one-off probe workflow is removed. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01NsPrq53XXinQsUZsWqeKht
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
home_moveskept a home market only if its latest Yahoo row was dated today. The auction sleeve books after the US close, when Sydney, Tokyo and Seoul are about to open and Yahoo already lists their next session. Every market then looked as if it hadn't traded today, so the ADR book was empty on 2026-11-02.A probe run on Actions confirmed it: run on Nov 3, it finds only Japan for Nov 2 (Japan is closed on Nov 3) and no markets at all for Oct 30.
The fix cuts each price series off at the day being booked before checking for its bar. A regression test is added, which fails without the fix. The one-off probe workflow is removed.
Generated by Claude Code