fix(propose): compare stops against completed sessions only

backlog/tasks/task-26 - propose-compares-stops-against-completed-sessions-only.md

@@ -0,0 +1,36 @@
+---
+id: TASK-26
+title: 'propose compares stops against completed sessions only'
+status: PR
+assignee: []
+created_date: '2026-10-14'
+labels: []
+dependencies: []
+references:
+  - DRAFT-33
+  - TASK-20
+ordinal: 26000
+---
+
+## Description
+
+<!-- SECTION:DESCRIPTION:BEGIN -->
+Seen 2026-10-09 01:24 Taipei (2026-10-08 13:24 ET, mid-NYSE-session): the actual-portfolio
+`propose` pass fired `EXIT RVMD` because the "2026-10-08 session" price 185.43 was below the
+187.00 stop. That number was yfinance's still-forming intraday bar; RVMD closed 188.12 that day
+and never closed at or below 187 through 10-13. `core/book.py` `stopped_out` is close-based, so
+the two rules disagreed about the same stop.
+
+Change: each market profile (`core/screening/__init__.py`) carries its session close as
+(timezone, HH:MM) — `us` America/New_York 16:00, `tw` Asia/Taipei 13:30. `_run_propose` drops
+the panel's final row when that row is the market's today and the market's clock is before the
+close, so every price `propose` reads (stop/EXIT, MA50, trail, scores) is a finished session.
+
+Probe: `KUROSHIO_LEDGER_DIR=$(mktemp -d) PYTHONPATH=. .venv/bin/python -m kuroshio.cli propose --ips ~/.kuroshio/ips-us.md --holdings ~/.kuroshio/book/latest/actual/holdings_us.yaml --market us --no-ledger` · budget $0 · reps 1 — during the NYSE session the cards' session label is the previous trading day; after 16:00 ET it is today.
+<!-- SECTION:DESCRIPTION:END -->
+
+## Acceptance Criteria
+<!-- AC:BEGIN -->
+- [ ] #1 with the clock stubbed at 13:24 ET on a session whose partial bar is below a holding's invalidation price, `propose` emits no EXIT for it and reads the previous session; at 16:30 ET the same panel fires the EXIT — a test each.
+- [ ] #2 a TW market read at 21:00 Taipei keeps today's bar; a panel whose last row is not the market's today is never trimmed — tests with a stubbed clock, never the local one.
+<!-- AC:END -->

kuroshio/cli.py

@@ -30,7 +30,7 @@
 from pathlib import Path
 
 from kuroshio.core.screening import PROFILES, get_profile
-from kuroshio.types import ENTRY_DATE_SOURCES, SETUP_TYPES, Candidate, Holding
+from kuroshio.types import ENTRY_DATE_SOURCES, SETUP_TYPES, Candidate, Holding, Panel
 
 
 def _parse_tickers(tickers: str | None, tickers_file: str | None) -> list[str]:
@@ -649,6 +649,7 @@ def _run_propose(
         try:
             provider = get_provider(provider_name)
             panel = provider.fetch_panel(fetch_tickers, _lookback_days(profile, holdings))
+            panel = _completed_sessions(panel, profile)
         except ImportError:
             return None, [
                 f'error: the {provider_name!r} provider is not installed. '
@@ -681,6 +682,27 @@ def _run_propose(
     return cards, None
 
 
+def _completed_sessions(panel: Panel, profile, now: datetime.datetime | None = None) -> Panel:
+    """The panel minus a still-forming final bar (TASK-26). A provider read during the
+    session returns today's partial bar as if it were a close — 2026-10-08 13:24 ET
+    fired an EXIT on RVMD's intraday 185.43 against a 187.00 stop it never closed
+    under, while ``core.book.stopped_out`` is close-based. So the final row is dropped
+    when it is the market's today and the market's own clock is before its close."""
+    from zoneinfo import ZoneInfo
+
+    # ponytail: fixed close time — an early-close half day keeps the bar out until the
+    # regular close, which only delays the check; add a holiday calendar if that matters.
+    tz, close_at = profile.session_close
+    now = (now or datetime.datetime.now(ZoneInfo(tz))).astimezone(ZoneInfo(tz))
+    index = panel.close.index
+    if len(index) and str(index[-1]) == now.date().isoformat() and now.strftime("%H:%M") < close_at:
+        panel = dataclasses.replace(panel, **{
+            f.name: frame.drop(index[-1], errors="ignore")
+            for f in dataclasses.fields(panel) if (frame := getattr(panel, f.name)) is not None
+        })
+    return panel
+
+
 def _lookback_days(profile, holdings: list[Holding]) -> int:
     """The fetch window: the profile's, extended to reach the oldest ``entry_date`` in the
     book plus the profile's own window as warm-up (MA50 and ATR14 need sessions *before*

kuroshio/core/screening/__init__.py

@@ -26,6 +26,9 @@ class MarketProfile:
     # largest share of `final_score` one pctrank can control — see tw.MIN_RANK_WEIGHT
     min_rank_weight: float
     accepts_sector_map: bool = False
+    # (IANA timezone, HH:MM) of the regular session close — a bar dated the market's
+    # today is still forming before it (cli._completed_sessions)
+    session_close: tuple[str, str] = ("America/New_York", "16:00")
 
 
 PROFILES = {
@@ -50,7 +53,7 @@ class MarketProfile:
     # row after 65 trading sessions. No institutional-flow benchmark ticker.
     "tw": MarketProfile(
         "tw", tw.screen, tw.score_names, "finmind", 120, 200, 65, None,
-        min_rank_weight=tw.MIN_RANK_WEIGHT,
+        min_rank_weight=tw.MIN_RANK_WEIGHT, session_close=("Asia/Taipei", "13:30"),
     ),
 }
 

tasks/pr-loop-ledger.jsonl

@@ -19,3 +19,4 @@
 {"task": "TASK-23", "date": "2026-09-15", "orchestrator_checks": [{"checkpoint": "SPEC", "requested": "opus-level+", "effective": "claude-opus-5", "evidence": "host session model declaration (Opus 5)", "verified_at": "2026-09-15T12:30:00Z", "outcome": "confirmed"}, {"checkpoint": "IMPLEMENT", "requested": "opus-level+", "effective": "claude-opus-5", "evidence": "host session model declaration (Opus 5)", "verified_at": "2026-09-15T12:30:00Z", "outcome": "confirmed"}, {"checkpoint": "VERIFY", "requested": "opus-level+", "effective": "claude-opus-5", "evidence": "host session model declaration (Opus 5)", "verified_at": "2026-09-15T12:30:00Z", "outcome": "confirmed"}, {"checkpoint": "REPAIR", "requested": "opus-level+", "effective": "claude-opus-5", "evidence": "host session model declaration (Opus 5)", "verified_at": "2026-09-15T12:30:00Z", "outcome": "confirmed"}, {"checkpoint": "RE-VERIFY", "requested": "opus-level+", "effective": "claude-opus-5", "evidence": "host session model declaration (Opus 5)", "verified_at": "2026-09-15T12:30:00Z", "outcome": "confirmed"}], "review_calls": 2, "review_mode": "focused", "model_routes": [{"role": "implementer", "attempt": 1, "requested": "sonnet-level", "effective": "sonnet", "evidence": "Agent model=sonnet", "risk": "ordinary", "reason": "zh template rewrite + two name tables", "outcome": "completed"}, {"role": "verifier", "attempt": 1, "requested": "opus-level", "effective": "opus", "evidence": "Agent model=opus, pr-reviewer", "risk": "low/focused", "reason": "call 1 always at the high-capability level", "outcome": "completed"}, {"role": "implementer", "attempt": 2, "requested": "sonnet-level", "effective": "sonnet", "evidence": "SendMessage resume of the same implementer", "risk": "ordinary", "reason": "test coverage repair with named repros", "outcome": "completed"}, {"role": "verifier", "attempt": 2, "requested": "sonnet-level", "effective": "sonnet", "evidence": "Agent model=sonnet, pr-reviewer mode verify", "risk": "low/delta", "reason": "delta verification", "outcome": "completed"}], "review_input_tokens": null, "review_output_tokens": null, "probe": {"runs": ["local fd616ed x1", "local a333884 x1"], "cost_usd": 0}, "findings": {"HIGH": 0, "MEDIUM": 2, "LOW": 0}, "repaired": 2, "rejected": 0, "debt_logged": 0, "gate_failures": 0, "pr": 47, "gate": "ruff 0 · pytest 421/421 · a333884", "decision": "met"}
 {"task": "TASK-24", "date": "2026-10-14", "orchestrator_checks": [{"checkpoint": "SPEC", "requested": "opus-level+", "effective": "claude-opus-5-5", "evidence": "host session model declaration", "verified_at": "2026-10-14T15:18:29Z", "outcome": "confirmed"}, {"checkpoint": "VERIFY", "requested": "opus-level+", "effective": "claude-opus-5-5", "evidence": "host session model declaration", "verified_at": "2026-10-14T15:18:29Z", "outcome": "confirmed"}], "review_calls": 1, "review_mode": "focused", "model_routes": [{"role": "implementer", "attempt": 1, "requested": "codex high-capability", "effective": null, "evidence": "codex:codex-rescue default routing", "risk": "medium", "reason": "money-path book logic; user asked for codex", "outcome": "completed; commit blocked by codex sandbox, orchestrator committed"}, {"role": "verifier", "attempt": 1, "requested": "opus-level", "effective": "opus", "evidence": "Agent model=opus", "risk": "low/focused", "reason": "call 1 at high capability", "outcome": "completed"}], "review_input_tokens": null, "review_output_tokens": null, "probe": {"runs": ["eFyGPyRts1"], "cost_usd": 0}, "findings": {"HIGH": 0, "MEDIUM": 0, "LOW": 0}, "repaired": 0, "rejected": 0, "debt_logged": 0, "gate_failures": 0, "pr": 65, "gate": "ruff clean, pytest 494/494", "decision": "met"}
 {"task": "TASK-25", "date": "2026-10-14", "orchestrator_checks": [{"checkpoint": "SPEC", "requested": "opus-level+", "effective": "claude-opus-5-5", "evidence": "host session model declaration", "verified_at": "2026-10-14T15:18:29Z", "outcome": "confirmed"}, {"checkpoint": "VERIFY", "requested": "opus-level+", "effective": "claude-opus-5-5", "evidence": "host session model declaration", "verified_at": "2026-10-14T15:18:29Z", "outcome": "confirmed"}], "review_calls": 1, "review_mode": "focused", "model_routes": [{"role": "implementer", "attempt": 1, "requested": "codex high-capability", "effective": null, "evidence": "codex:codex-rescue default routing", "risk": "medium", "reason": "money-path book logic; user asked for codex", "outcome": "completed; commit blocked by codex sandbox, orchestrator committed"}, {"role": "verifier", "attempt": 1, "requested": "opus-level", "effective": "opus", "evidence": "Agent model=opus", "risk": "low/focused", "reason": "call 1 at high capability", "outcome": "completed"}], "review_input_tokens": null, "review_output_tokens": null, "probe": {"runs": ["mlk5R5fu48"], "cost_usd": 0}, "findings": {"HIGH": 0, "MEDIUM": 0, "LOW": 1}, "repaired": 0, "rejected": 0, "debt_logged": 1, "gate_failures": 0, "pr": 66, "gate": "ruff clean, pytest 491/491", "decision": "met"}
+{"task": "TASK-26", "date": "2026-10-14", "orchestrator_checks": [{"checkpoint": "SPEC", "requested": "opus-level+", "effective": "claude-opus-5-5", "evidence": "session model id", "verified_at": "2026-10-14T15:00:00Z", "outcome": "confirmed"}, {"checkpoint": "VERIFY", "requested": "opus-level+", "effective": "claude-opus-5-5", "evidence": "unchanged session model id", "verified_at": "2026-10-14T15:30:00Z", "outcome": "confirmed"}], "review_calls": 1, "review_mode": "focused", "model_routes": [{"role": "implementer", "attempt": 1, "requested": "opus-level", "effective": "claude-opus-5-5", "evidence": "implemented in the orchestrator session at the user's direct request", "risk": "medium", "reason": "money path (stop/EXIT), user asked for the fix in-session", "outcome": "completed"}, {"role": "verifier", "attempt": 1, "requested": "opus-level", "effective": "opus", "evidence": "Agent model=opus, pr-reviewer mode review", "risk": "medium/focused", "reason": "call 1 always runs at the high-capability level", "outcome": "completed"}], "review_input_tokens": null, "review_output_tokens": null, "probe": {"runs": ["local-9498456-1420Z"], "cost_usd": 0}, "findings": {"HIGH": 0, "MEDIUM": 0, "LOW": 0}, "repaired": 0, "rejected": 0, "debt_logged": 0, "gate_failures": 0, "pr": 67, "gate": "ruff 0 · pytest 482/482 · 9498456", "decision": "met"}

tasks/reviews/pr67.json

@@ -0,0 +1 @@
+{"result":"APPROVED","findings":[]}

tests/test_cli.py

@@ -1466,3 +1466,73 @@ def test_propose_fetches_back_to_the_oldest_entry_date(tmp_path, capsys, monkeyp
     ]) == 0
     capsys.readouterr()
     assert stub.calls[0][1] >= 500
+
+
+# --- TASK-26: stops compare against completed sessions only ---------------------
+
+
+def _rvmd_panel() -> Panel:
+    """RVMD on 2026-10-08: 188.12 the prior sessions, 185.43 on the still-forming bar."""
+    dates = [d.strftime("%Y-%m-%d") for d in pd.bdate_range(end="2026-10-08", periods=65)]
+    close = pd.DataFrame({"RVMD": [188.12] * 64 + [185.43]}, index=dates)
+    volume = pd.DataFrame({"RVMD": [1_000_000.0] * 65}, index=dates)
+    return Panel(close=close, volume=volume, institutional=None)
+
+
+def _propose_rvmd_at(tmp_path, monkeypatch, now: str):
+    import functools
+    import zoneinfo
+
+    from kuroshio import cli
+
+    monkeypatch.setenv("KUROSHIO_LEDGER_DIR", str(tmp_path / "ledger"))
+    _use_stub(monkeypatch, _rvmd_panel())
+    clock = pd.Timestamp(now, tz=zoneinfo.ZoneInfo("America/New_York")).to_pydatetime()
+    monkeypatch.setattr(
+        cli, "_completed_sessions", functools.partial(cli._completed_sessions, now=clock)
+    )
+    holdings = tmp_path / "holdings.yml"
+    holdings.write_text(
+        '- {ticker: RVMD, weight: 0.05, score: 0.5, setup_type: value_dip, '
+        'entry_price: 200.0, invalidation_price: 187.0}\n'
+    )
+    cards, problems = cli._run_propose(
+        str(EXAMPLES / "ips-balanced.md"), str(holdings), "us", no_ledger=True
+    )
+    assert problems is None
+    return cards
+
+
+def test_task26_mid_session_bar_does_not_fire_an_exit(tmp_path, monkeypatch):
+    """AC #1: 13:24 ET on 10-08 — the 185.43 bar is not a close; the run reads 10-07."""
+    cards = _propose_rvmd_at(tmp_path, monkeypatch, "2026-10-08 13:24")
+    assert not [c for c in cards if c.action == "EXIT"]
+    assert all("2026-10-08" not in c.reason for c in cards)
+
+
+def test_task26_after_the_close_the_same_bar_fires_the_exit(tmp_path, monkeypatch):
+    """AC #1: 16:30 ET on 10-08 — the bar is the session close and the stop fires."""
+    cards = _propose_rvmd_at(tmp_path, monkeypatch, "2026-10-08 16:30")
+    assert [c.sell for c in cards if c.action == "EXIT"] == ["RVMD"]
+
+
+def test_task26_completed_sessions_uses_the_market_clock(monkeypatch):
+    """AC #2: TW at 21:00 Taipei keeps today's bar; a US panel whose last row is not
+    the market's today (01:00 Taipei = the prior US date) is never trimmed."""
+    import zoneinfo
+
+    from kuroshio import cli
+
+    dates = ["2026-10-07", "2026-10-08"]
+    panel = Panel(close=pd.DataFrame({"X": [1.0, 2.0]}, index=dates),
+                  volume=pd.DataFrame({"X": [1.0, 1.0]}, index=dates))
+    taipei = zoneinfo.ZoneInfo("Asia/Taipei")
+    tw_evening = pd.Timestamp("2026-10-08 21:00", tz=taipei).to_pydatetime()
+    tw_morning = pd.Timestamp("2026-10-08 10:00", tz=taipei).to_pydatetime()
+    us_next_day = pd.Timestamp("2026-10-09 01:00", tz=taipei).to_pydatetime()  # 13:00 ET 10-08
+    us_day_after = pd.Timestamp("2026-10-10 01:00", tz=taipei).to_pydatetime()  # 13:00 ET 10-09
+
+    assert list(cli._completed_sessions(panel, get_profile("tw"), now=tw_evening).close.index) == dates
+    assert list(cli._completed_sessions(panel, get_profile("tw"), now=tw_morning).close.index) == dates[:1]
+    assert list(cli._completed_sessions(panel, get_profile("us"), now=us_next_day).close.index) == dates[:1]
+    assert list(cli._completed_sessions(panel, get_profile("us"), now=us_day_after).close.index) == dates