trader.replay.sessions module

Trading sessions, as the app’s own bars define them.

The horizon in issue #7’s scoring rule is counted in trading days, off the distinct 1d bar dates this app already holds — never off a weekday rule, which is wrong at every market holiday and would silently shorten the horizon.

trader.replay.sessions.session_grid(bars)

The sorted, deduplicated trading days these bars cover.

Parameters:

bars (Sequence[Bar])

Return type:

list[date]

trader.replay.sessions.session_offset(grid, start, n)

The session n places after start on grid, or None past the end.

None rather than the last available day: clamping would quietly shorten the horizon for rows near the end of the window and inflate every long-N result. The caller drops the row instead.

Raises:

ValueError – start is not on the grid, which means the caller built a decision date the bars do not support.

Parameters:

• grid (Sequence[date])

• start (date)

• n (int)

Return type:

date | None

trader.replay.sessions.trading_date(stamp)

Which trading day a bar timestamp (or decision instant) names.

Raises:

ValueError – stamp is naive. Guessing the zone would move the bar by a day for four months of the year, which is exactly the error this function exists to prevent.

Parameters:

stamp (datetime)

Return type:

date