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
This commit is contained in:
Claude 2026-10-02 14:27:49 +00:00
commit 0ba3d805a7
No known key found for this signature in database
6 changed files with 43 additions and 4 deletions

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@ -2,6 +2,8 @@ pub mod msn;
pub mod types;
pub mod yahoo;
use chrono::FixedOffset;
use crate::config::{HistoryProviderKind, ProviderKind};
use crate::error::IdxError;
use types::{
@ -9,6 +11,14 @@ use types::{
NewsItem, Period, Quote, SentimentData,
};
/// IDX trades in Western Indonesia Time (WIB, UTC+7, no DST). Providers stamp
/// candles in UTC, so day boundaries must be taken in this zone.
pub(crate) const IDX_UTC_OFFSET_SECS: i32 = 7 * 3600;
pub(crate) fn idx_offset() -> FixedOffset {
FixedOffset::east_opt(IDX_UTC_OFFSET_SECS).expect("valid WIB offset")
}
pub trait QuoteProvider {
fn quote(&self, symbol: &str) -> Result<Quote, IdxError>;
}

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@ -648,7 +648,10 @@ pub(super) fn parse_history(
let volume = series_volume_at(series, idx);
out.push(Ohlc {
date: timestamp.date_naive(),
// MSN stamps each IDX day at local midnight (17:00Z the day before).
date: timestamp
.with_timezone(&crate::api::idx_offset())
.date_naive(),
open,
high,
low,
@ -935,7 +938,8 @@ mod tests {
let history = parse_history("BBCA.JK", &raw).expect("chart history should parse");
assert_eq!(history.len(), 3);
assert_eq!(history[0].date.to_string(), "2026-01-13");
// `2026-01-13T17:00:00Z` is midnight WIB on the 14th, the trading day it belongs to.
assert_eq!(history[0].date.to_string(), "2026-01-14");
assert_eq!(history[0].open, 8000);
assert_eq!(history[0].high, 8000);
assert_eq!(history[0].low, 8000);

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@ -78,7 +78,7 @@ mod tests {
let history = parse_history_from_str("BBCA.JK", &raw).expect("chart fixture parsed");
assert_eq!(history.len(), 3);
assert_eq!(history[0].date.to_string(), "2026-01-13");
assert_eq!(history[0].date.to_string(), "2026-01-14");
assert_eq!(history[0].close, 8000);
}

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@ -87,6 +87,14 @@ pub(super) fn parse_history(
.and_then(|i| i.quote.as_ref())
.and_then(|q| q.first())
.ok_or(IdxError::ProviderUnavailable)?;
// Yahoo stamps weekly/monthly bars at local midnight (17:00Z the day before),
// so take the date in the exchange's own offset, not UTC.
let exchange_tz = result
.meta
.as_ref()
.and_then(|m| m.gmtoffset)
.and_then(chrono::FixedOffset::east_opt)
.unwrap_or_else(crate::api::idx_offset);
let mut out = Vec::new();
let mut dropped = 0usize;
@ -121,7 +129,7 @@ pub(super) fn parse_history(
&& let Some(dt) = chrono::DateTime::from_timestamp(*ts, 0)
{
out.push(Ohlc {
date: dt.date_naive(),
date: dt.with_timezone(&exchange_tz).date_naive(),
open,
high,
low,

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@ -92,6 +92,22 @@ mod tests {
assert_eq!(history[0].close, 9875);
}
#[test]
fn history_dates_use_exchange_offset_not_utc() {
// Weekly bars are stamped at Monday 00:00 WIB, i.e. Sunday 17:00Z.
let raw = r#"{"chart":{"error":null,"result":[{
"meta":{"gmtoffset":25200},
"timestamp":[1790528400],
"indicators":{"quote":[{"open":[6000],"high":[6150],"low":[5975],"close":[6100],"volume":[1000]}]}
}]}}"#;
let history = parse_history_from_str("BBCA.JK", raw).expect("history parsed");
assert_eq!(history[0].date.to_string(), "2026-09-28");
let without_offset = raw.replace(r#""gmtoffset":25200"#, r#""symbol":"BBCA.JK""#);
let history = parse_history_from_str("BBCA.JK", &without_offset).expect("history parsed");
assert_eq!(history[0].date.to_string(), "2026-09-28");
}
#[test]
fn parses_realistic_fixture_json() {
let quote_raw =

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@ -70,6 +70,7 @@ pub(super) struct ChartMeta {
pub(super) fifty_two_week_low: Option<f64>,
#[serde(rename = "averageDailyVolume3Month")]
pub(super) average_daily_volume_3month: Option<u64>,
pub(super) gmtoffset: Option<i32>,
}
#[derive(Debug, Deserialize)]