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fix(history): date candles in Jakarta time, not UTC
MSN stamps each IDX trading day at local midnight (17:00Z the previous day), so every MSN candle was labelled one day early. Yahoo weekly and monthly bars have the same stamp and were labelled Sunday / last day of the previous month. Take the date in the exchange offset instead: Yahoo's meta.gmtoffset when present, else WIB (UTC+7). Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01Ld3fDSDiBzAaQvgZJX5NKM
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6 changed files with 43 additions and 4 deletions
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@ -2,6 +2,8 @@ pub mod msn;
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pub mod types;
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pub mod yahoo;
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use chrono::FixedOffset;
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use crate::config::{HistoryProviderKind, ProviderKind};
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use crate::error::IdxError;
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use types::{
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@ -9,6 +11,14 @@ use types::{
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NewsItem, Period, Quote, SentimentData,
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};
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/// IDX trades in Western Indonesia Time (WIB, UTC+7, no DST). Providers stamp
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/// candles in UTC, so day boundaries must be taken in this zone.
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pub(crate) const IDX_UTC_OFFSET_SECS: i32 = 7 * 3600;
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pub(crate) fn idx_offset() -> FixedOffset {
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FixedOffset::east_opt(IDX_UTC_OFFSET_SECS).expect("valid WIB offset")
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}
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pub trait QuoteProvider {
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fn quote(&self, symbol: &str) -> Result<Quote, IdxError>;
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}
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@ -648,7 +648,10 @@ pub(super) fn parse_history(
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let volume = series_volume_at(series, idx);
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out.push(Ohlc {
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date: timestamp.date_naive(),
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// MSN stamps each IDX day at local midnight (17:00Z the day before).
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date: timestamp
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.with_timezone(&crate::api::idx_offset())
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.date_naive(),
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open,
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high,
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low,
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@ -935,7 +938,8 @@ mod tests {
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let history = parse_history("BBCA.JK", &raw).expect("chart history should parse");
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assert_eq!(history.len(), 3);
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assert_eq!(history[0].date.to_string(), "2026-01-13");
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// `2026-01-13T17:00:00Z` is midnight WIB on the 14th, the trading day it belongs to.
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assert_eq!(history[0].date.to_string(), "2026-01-14");
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assert_eq!(history[0].open, 8000);
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assert_eq!(history[0].high, 8000);
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assert_eq!(history[0].low, 8000);
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@ -78,7 +78,7 @@ mod tests {
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let history = parse_history_from_str("BBCA.JK", &raw).expect("chart fixture parsed");
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assert_eq!(history.len(), 3);
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assert_eq!(history[0].date.to_string(), "2026-01-13");
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assert_eq!(history[0].date.to_string(), "2026-01-14");
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assert_eq!(history[0].close, 8000);
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}
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@ -87,6 +87,14 @@ pub(super) fn parse_history(
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.and_then(|i| i.quote.as_ref())
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.and_then(|q| q.first())
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.ok_or(IdxError::ProviderUnavailable)?;
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// Yahoo stamps weekly/monthly bars at local midnight (17:00Z the day before),
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// so take the date in the exchange's own offset, not UTC.
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let exchange_tz = result
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.meta
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.as_ref()
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.and_then(|m| m.gmtoffset)
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.and_then(chrono::FixedOffset::east_opt)
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.unwrap_or_else(crate::api::idx_offset);
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let mut out = Vec::new();
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let mut dropped = 0usize;
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@ -121,7 +129,7 @@ pub(super) fn parse_history(
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&& let Some(dt) = chrono::DateTime::from_timestamp(*ts, 0)
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{
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out.push(Ohlc {
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date: dt.date_naive(),
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date: dt.with_timezone(&exchange_tz).date_naive(),
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open,
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high,
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low,
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@ -92,6 +92,22 @@ mod tests {
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assert_eq!(history[0].close, 9875);
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}
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#[test]
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fn history_dates_use_exchange_offset_not_utc() {
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// Weekly bars are stamped at Monday 00:00 WIB, i.e. Sunday 17:00Z.
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let raw = r#"{"chart":{"error":null,"result":[{
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"meta":{"gmtoffset":25200},
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"timestamp":[1790528400],
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"indicators":{"quote":[{"open":[6000],"high":[6150],"low":[5975],"close":[6100],"volume":[1000]}]}
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}]}}"#;
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let history = parse_history_from_str("BBCA.JK", raw).expect("history parsed");
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assert_eq!(history[0].date.to_string(), "2026-09-28");
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let without_offset = raw.replace(r#""gmtoffset":25200"#, r#""symbol":"BBCA.JK""#);
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let history = parse_history_from_str("BBCA.JK", &without_offset).expect("history parsed");
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assert_eq!(history[0].date.to_string(), "2026-09-28");
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}
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#[test]
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fn parses_realistic_fixture_json() {
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let quote_raw =
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@ -70,6 +70,7 @@ pub(super) struct ChartMeta {
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pub(super) fifty_two_week_low: Option<f64>,
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#[serde(rename = "averageDailyVolume3Month")]
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pub(super) average_daily_volume_3month: Option<u64>,
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pub(super) gmtoffset: Option<i32>,
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}
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#[derive(Debug, Deserialize)]
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