feat: flag quotes behind the latest IDX session (#50)

MSN can serve the previous session's close for hours after IDX closes;
on 2026-10-16 at 16:53 WIB it still returned the 15th. Quotes and
screener rows now carry `behind_session`, true when `as_of` is before
the latest weekday whose session has ended (16:15 WIB). It is computed
on return, not cached. The quote table notes such quotes, and the
get_quotes description explains the field.

Closes #50

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01V3syn2fN2LNo5pvTSqc6eh
This commit is contained in:
hermes 2026-10-18 17:38:48 +00:00
commit a0a2cac7cf
20 changed files with 155 additions and 24 deletions

View file

@ -94,19 +94,29 @@ pub fn print_quotes(quotes: &[Quote], no_color: bool) -> Result<(), IdxError> {
}
/// A quote whose last trade is over a week old is almost always a suspended
/// stock; say so under the table instead of letting it pass as current.
/// stock; say so under the table instead of letting it pass as current. One
/// from before the latest session is usually the provider lagging the close.
fn stale_quote_notes(quotes: &[Quote], now: chrono::DateTime<chrono::Utc>) -> Vec<String> {
quotes
.iter()
.filter_map(|q| {
let as_of = q.as_of?;
(now.signed_duration_since(as_of) > chrono::Duration::days(7)).then(|| {
format!(
if now.signed_duration_since(as_of) > chrono::Duration::days(7) {
Some(format!(
"Note: {} last traded on {}; this price is not current.",
q.symbol,
as_of.date_naive()
)
})
))
} else if q.behind_session {
Some(format!(
"Note: {} last traded on {}, before the latest IDX session; \
this price may be out of date.",
q.symbol,
as_of.date_naive()
))
} else {
None
}
})
.collect()
}
@ -1399,6 +1409,7 @@ mod tests {
prev_close: None,
avg_volume: None,
as_of: Some(chrono::DateTime::parse_from_rfc3339(as_of).unwrap()),
behind_session: false,
}
}
@ -1418,6 +1429,30 @@ mod tests {
);
}
#[test]
fn notes_quotes_behind_the_latest_session() {
let now = chrono::DateTime::parse_from_rfc3339("2026-10-16T16:53:00+07:00")
.unwrap()
.to_utc();
let mut behind = quote_as_of("BBCA.JK", "2026-10-15T16:15:00+07:00");
behind.behind_session = true;
let mut suspended = quote_as_of("WIKA.JK", "2025-02-17T16:14:58+07:00");
suspended.behind_session = true;
let quotes = [
behind,
suspended,
quote_as_of("BBRI.JK", "2026-10-16T16:15:00+07:00"),
];
assert_eq!(
stale_quote_notes(&quotes, now),
vec![
"Note: BBCA.JK last traded on 2026-10-15, before the latest IDX session; \
this price may be out of date.",
"Note: WIKA.JK last traded on 2025-02-17; this price is not current.",
]
);
}
#[test]
fn formats_idr_numbers() {
assert_eq!(format_idr(9875), "9,875");

View file

@ -1,4 +1,4 @@
exit: 0
--- stdout
[{"symbol":"BBCA.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10250,"week52_low":7800,"week52_position":0.8469387755102041,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null},{"symbol":"BBRI.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10250,"week52_low":7800,"week52_position":0.8469387755102041,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null}]
[{"symbol":"BBCA.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10250,"week52_low":7800,"week52_position":0.8469387755102041,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null,"behind_session":false},{"symbol":"BBRI.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10250,"week52_low":7800,"week52_position":0.8469387755102041,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null,"behind_session":false}]
--- stderr

View file

@ -1,4 +1,4 @@
exit: 0
--- stdout
[{"symbol":"BBCA.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10250,"week52_low":7800,"week52_position":0.8469387755102041,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null},{"symbol":"BBRI.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10250,"week52_low":7800,"week52_position":0.8469387755102041,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null}]
[{"symbol":"BBCA.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10250,"week52_low":7800,"week52_position":0.8469387755102041,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null,"behind_session":false},{"symbol":"BBRI.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10250,"week52_low":7800,"week52_position":0.8469387755102041,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null,"behind_session":false}]
--- stderr

View file

@ -1,5 +1,5 @@
exit: 0
--- stdout
{"symbol":"BBCA.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10250,"week52_low":7800,"week52_position":0.8469387755102041,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null}
{"symbol":"BBRI.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10250,"week52_low":7800,"week52_position":0.8469387755102041,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null}
{"symbol":"BBCA.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10250,"week52_low":7800,"week52_position":0.8469387755102041,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null,"behind_session":false}
{"symbol":"BBRI.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10250,"week52_low":7800,"week52_position":0.8469387755102041,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null,"behind_session":false}
--- stderr

View file

@ -1,4 +1,4 @@
exit: 0
--- stdout
[{"symbol":"BBCA.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10250,"week52_low":7800,"week52_position":0.8469387755102041,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null}]
[{"symbol":"BBCA.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10250,"week52_low":7800,"week52_position":0.8469387755102041,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null,"behind_session":false}]
--- stderr

View file

@ -1,4 +1,4 @@
exit: 0
--- stdout
[{"symbol":"BBCA.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10250,"week52_low":7800,"week52_position":0.8469387755102041,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null},{"symbol":"BBRI.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10250,"week52_low":7800,"week52_position":0.8469387755102041,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null}]
[{"symbol":"BBCA.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10250,"week52_low":7800,"week52_position":0.8469387755102041,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null,"behind_session":false},{"symbol":"BBRI.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10250,"week52_low":7800,"week52_position":0.8469387755102041,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null,"behind_session":false}]
--- stderr

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@ -1,4 +1,4 @@
exit: 0
--- stdout
[{"symbol":"BBCA.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10250,"week52_low":7800,"week52_position":0.8469387755102041,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null}]
[{"symbol":"BBCA.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10250,"week52_low":7800,"week52_position":0.8469387755102041,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null,"behind_session":false}]
--- stderr

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@ -1,4 +1,4 @@
exit: 0
--- stdout
[{"symbol":"BBRI.JK","price":5100,"change":210,"change_pct":4.3,"volume":22200000,"market_cap":780000000000000,"week52_high":5400,"week52_low":3900,"week52_position":0.8,"range_signal":"upper","prev_close":4890,"avg_volume":18000000,"as_of":null},{"symbol":"BBCA.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10500,"week52_low":8000,"week52_position":0.75,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null}]
[{"symbol":"BBRI.JK","price":5100,"change":210,"change_pct":4.3,"volume":22200000,"market_cap":780000000000000,"week52_high":5400,"week52_low":3900,"week52_position":0.8,"range_signal":"upper","prev_close":4890,"avg_volume":18000000,"as_of":null,"behind_session":false},{"symbol":"BBCA.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10500,"week52_low":8000,"week52_position":0.75,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null,"behind_session":false}]
--- stderr

View file

@ -1,4 +1,4 @@
exit: 0
--- stdout
[{"symbol":"BBCA.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10500,"week52_low":8000,"week52_position":0.75,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null},{"symbol":"BBRI.JK","price":5100,"change":210,"change_pct":4.3,"volume":22200000,"market_cap":780000000000000,"week52_high":5400,"week52_low":3900,"week52_position":0.8,"range_signal":"upper","prev_close":4890,"avg_volume":18000000,"as_of":null}]
[{"symbol":"BBCA.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10500,"week52_low":8000,"week52_position":0.75,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null,"behind_session":false},{"symbol":"BBRI.JK","price":5100,"change":210,"change_pct":4.3,"volume":22200000,"market_cap":780000000000000,"week52_high":5400,"week52_low":3900,"week52_position":0.8,"range_signal":"upper","prev_close":4890,"avg_volume":18000000,"as_of":null,"behind_session":false}]
--- stderr

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@ -1,4 +1,4 @@
exit: 0
--- stdout
[{"symbol":"BBCA.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10500,"week52_low":8000,"week52_position":0.75,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null},{"symbol":"BBRI.JK","price":5100,"change":210,"change_pct":4.3,"volume":22200000,"market_cap":780000000000000,"week52_high":5400,"week52_low":3900,"week52_position":0.8,"range_signal":"upper","prev_close":4890,"avg_volume":18000000,"as_of":null}]
[{"symbol":"BBCA.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10500,"week52_low":8000,"week52_position":0.75,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null,"behind_session":false},{"symbol":"BBRI.JK","price":5100,"change":210,"change_pct":4.3,"volume":22200000,"market_cap":780000000000000,"week52_high":5400,"week52_low":3900,"week52_position":0.8,"range_signal":"upper","prev_close":4890,"avg_volume":18000000,"as_of":null,"behind_session":false}]
--- stderr

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@ -1,4 +1,4 @@
exit: 0
--- stdout
[{"symbol":"BBRI.JK","price":5100,"change":210,"change_pct":4.3,"volume":22200000,"market_cap":780000000000000,"week52_high":5400,"week52_low":3900,"week52_position":0.8,"range_signal":"upper","prev_close":4890,"avg_volume":18000000,"as_of":null},{"symbol":"BBCA.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10500,"week52_low":8000,"week52_position":0.75,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null}]
[{"symbol":"BBRI.JK","price":5100,"change":210,"change_pct":4.3,"volume":22200000,"market_cap":780000000000000,"week52_high":5400,"week52_low":3900,"week52_position":0.8,"range_signal":"upper","prev_close":4890,"avg_volume":18000000,"as_of":null,"behind_session":false},{"symbol":"BBCA.JK","price":9875,"change":117,"change_pct":1.2,"volume":12300000,"market_cap":1215200000000000,"week52_high":10500,"week52_low":8000,"week52_position":0.75,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null,"behind_session":false}]
--- stderr

View file

@ -1,4 +1,4 @@
exit: 0
--- stdout
[{"symbol":"BBCA.JK","price":9875,"change":117,"change_pct":1.1990161918425908,"volume":12300000,"market_cap":1215200000000000,"week52_high":10250,"week52_low":7800,"week52_position":0.8469387755102041,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null}]
[{"symbol":"BBCA.JK","price":9875,"change":117,"change_pct":1.1990161918425908,"volume":12300000,"market_cap":1215200000000000,"week52_high":10250,"week52_low":7800,"week52_position":0.8469387755102041,"range_signal":"upper","prev_close":9758,"avg_volume":10000000,"as_of":null,"behind_session":false}]
--- stderr

View file

@ -70,6 +70,7 @@ pub(super) fn parse_quote(symbol: &str, quotes: &[MsnQuote]) -> Result<Quote, Id
prev_close,
avg_volume: round_u64(quote.average_volume),
as_of: crate::api::parse_as_of(quote.time_last_traded.as_deref()),
behind_session: false,
})
}
@ -718,6 +719,7 @@ pub(super) fn parse_screener_results(raw: &RawScreenerResponse) -> Result<Vec<Qu
prev_close,
avg_volume: round_u64(q.average_volume),
as_of: crate::api::parse_as_of(q.time_last_traded.as_deref()),
behind_session: false,
})
})
.collect();

View file

@ -50,6 +50,12 @@ pub struct Quote {
/// Suspended stocks can carry a last trade months in the past.
#[serde(default)]
pub as_of: Option<DateTime<FixedOffset>>,
/// True when `as_of` is before the latest IDX session that has ended: the
/// provider has not caught up yet (MSN can lag hours after the close), or
/// the stock did not trade. False when `as_of` is unknown. Set when the
/// quote is returned, not when it is cached.
#[serde(default)]
pub behind_session: bool,
}
/// OHLC candle data normalized from Yahoo Finance chart indicators.

View file

@ -64,6 +64,7 @@ pub(super) fn parse_quote(symbol: &str, chart: &ChartResponse) -> Result<Quote,
.regular_market_time
.and_then(|ts| chrono::DateTime::from_timestamp(ts, 0))
.map(|t| t.with_timezone(&crate::api::idx_offset())),
behind_session: false,
})
}

View file

@ -4,8 +4,10 @@ use std::cmp::Ordering;
use std::fmt;
use std::str::FromStr;
use chrono::{DateTime, Datelike, Duration, NaiveDate, NaiveTime, Utc, Weekday};
use crate::api::types::{Interval, Ohlc, Period, Quote};
use crate::api::{history_provider, history_source};
use crate::api::{history_provider, history_source, idx_offset};
use crate::client::{CachePolicy, CacheSpec, Fetched, Idx, cached_fetch};
use crate::config::{HistoryProviderKind, ProviderKind};
use crate::error::IdxError;
@ -49,6 +51,10 @@ impl Market<'_> {
Ok,
)?);
}
let session = latest_session(Utc::now());
for quote in &mut quotes {
mark_behind_session(&mut quote.data, session);
}
Ok(quotes)
}
@ -131,10 +137,38 @@ impl Market<'_> {
)?;
sort_screener_quotes(&mut fetched.data, filter);
fetched.data.truncate(limit);
let session = latest_session(Utc::now());
for quote in &mut fetched.data {
mark_behind_session(quote, session);
}
Ok(fetched)
}
}
/// When IDX's post-trading session ends, in WIB; MSN stamps a day's closing
/// quote with this time.
const SESSION_END: NaiveTime = NaiveTime::from_hms_opt(16, 15, 0).expect("valid time");
/// The latest weekday whose IDX session has ended by `now`. Exchange holidays
/// are not known offline, so on a weekday holiday this is the holiday itself.
pub fn latest_session(now: DateTime<Utc>) -> NaiveDate {
let now = now.with_timezone(&idx_offset());
let mut day = now.date_naive();
if now.time() < SESSION_END {
day -= Duration::days(1);
}
while matches!(day.weekday(), Weekday::Sat | Weekday::Sun) {
day -= Duration::days(1);
}
day
}
fn mark_behind_session(quote: &mut Quote, session: NaiveDate) {
quote.behind_session = quote
.as_of
.is_some_and(|as_of| as_of.with_timezone(&idx_offset()).date_naive() < session);
}
#[derive(Debug, Clone, Copy, PartialEq, Eq)]
pub struct ScreenQuery {
pub filter: ScreenFilter,
@ -320,7 +354,9 @@ fn sort_screener_quotes(quotes: &mut [Quote], filter: ScreenFilter) {
#[cfg(test)]
mod tests {
use super::{ScreenFilter, ScreenRegion, sort_screener_quotes};
use super::{
ScreenFilter, ScreenRegion, latest_session, mark_behind_session, sort_screener_quotes,
};
use crate::api::types::Quote;
use crate::error::IdxError;
@ -339,6 +375,53 @@ mod tests {
prev_close: None,
avg_volume: None,
as_of: None,
behind_session: false,
}
}
fn wib(raw: &str) -> chrono::DateTime<chrono::Utc> {
chrono::DateTime::parse_from_rfc3339(&format!("{raw}+07:00"))
.unwrap()
.to_utc()
}
fn day(raw: &str) -> chrono::NaiveDate {
chrono::NaiveDate::parse_from_str(raw, "%Y-%m-%d").unwrap()
}
#[test]
fn latest_session_is_the_last_weekday_past_the_post_trading_close() {
// 2026-10-16 is a Friday.
for (now, session) in [
("2026-10-16T16:53:00", "2026-10-16"),
("2026-10-16T16:15:00", "2026-10-16"),
("2026-10-16T16:14:59", "2026-10-15"),
("2026-10-16T00:30:00", "2026-10-15"),
("2026-10-17T12:00:00", "2026-10-16"),
("2026-10-18T23:59:59", "2026-10-16"),
("2026-10-19T10:00:00", "2026-10-16"),
("2026-10-19T16:15:00", "2026-10-19"),
] {
assert_eq!(latest_session(wib(now)), day(session), "now {now}");
}
}
#[test]
fn quote_from_before_the_latest_session_is_behind_it() {
// Issue #50: at 16:53 WIB on the 16th, MSN still served the 15th.
let session = latest_session(wib("2026-10-16T16:53:00"));
for (as_of, behind) in [
(Some("2026-10-15T16:15:00+07:00"), true),
(Some("2026-10-16T16:15:00+07:00"), false),
(Some("2026-10-16T09:15:00Z"), false),
(Some("2026-10-15T17:30:00Z"), false),
(Some("2025-02-17T16:14:58+07:00"), true),
(None, false),
] {
let mut quote = sample_quote("BBCA.JK", None);
quote.as_of = as_of.map(|t| chrono::DateTime::parse_from_rfc3339(t).unwrap());
mark_behind_session(&mut quote, session);
assert_eq!(quote.behind_session, behind, "as_of {as_of:?}");
}
}

View file

@ -115,7 +115,8 @@ impl IdxServer {
impl IdxServer {
#[tool(
description = "Latest quotes (price, change, volume, 52-week range, market cap) \
for one or more IDX tickers."
for one or more IDX tickers. `as_of` is the last trade in WIB; `behind_session` is true \
when that is before the latest IDX session, so the price is not that session's close."
)]
async fn get_quotes(&self, params: Parameters<SymbolsParams>) -> ToolResult {
let symbols = match checked_symbols(params.0.symbols) {

View file

@ -397,7 +397,7 @@
"name": "get_price_history"
},
{
"description": "Latest quotes (price, change, volume, 52-week range, market cap) for one or more IDX tickers.",
"description": "Latest quotes (price, change, volume, 52-week range, market cap) for one or more IDX tickers. `as_of` is the last trade in WIB; `behind_session` is true when that is before the latest IDX session, so the price is not that session's close.",
"inputSchema": {
"$schema": "https://json-schema.org/draft/2020-12/schema",
"properties": {