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Clock: re-dispatch the shadow HFT every hour of the session #36

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Merged
ASCoding11 merged 1 commit into from
Nov 9, 2026
Merged

Clock: re-dispatch the shadow HFT every hour of the session #36

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4 changes: 3 additions & 1 deletion qtrade/clock.py
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Original file line number Diff line number Diff line change
Expand Up @@ -34,7 +34,9 @@ class Job:
JOBS = [
Job("data-hoard.yml", "UTC", tuple(f"{h:02d}:{m:02d}" for h in range(24) for m in (7, 37)), weekdays=False,
window_min=20),
Job("hft-shadow.yml", NY, ("09:26",), window_min=300), # its own chain then runs the session
# its own chain runs the session; the hourly re-dispatch restarts it if a link fails (2026-11-09: a run that
# never started stopped it at 13:10) and otherwise only queues behind the running one
Job("hft-shadow.yml", NY, tuple(f"{h:02d}:26" for h in range(9, 16)), window_min=50),
Job("flip-sleeve.yml", NY, ("15:45",), window_min=400),
Job("auction-sheet.yml", NY, ("16:55",), window_min=400), # after Yahoo's ~16:30-16:45 refresh of Asian bars
Job("hoard-archive.yml", NY, ("16:45",), inputs=(("job", "eod"),), window_min=400),
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6 changes: 6 additions & 0 deletions tests/test_clock.py
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Expand Up @@ -32,3 +32,9 @@ def test_run_fires_each_slot_once(monkeypatch):
monkeypatch.setattr(C.time, "sleep", lambda s: clock.__setitem__("t", clock["t"] + 1800))
fired = C.run(1.0, "o/r", "main", dry_run=True) # polls at 0 s and 1800 s, both within the 17:15 slot
assert sum("foreign-sheet.yml" in f for f in fired) == 1


def test_hft_shadow_is_re_dispatched_every_hour_of_the_session():
j = _job("hft-shadow.yml")
keys = [k for h in range(14, 22) for k in C.due(j, pd.Timestamp(f"2026-11-09 {h}:30", tz="UTC"))]
assert len(keys) == 7 and keys[0].endswith("09:26") and keys[-1].endswith("15:26")
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