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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
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20 changed files with 155 additions and 24 deletions
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@ -70,6 +70,7 @@ pub(super) fn parse_quote(symbol: &str, quotes: &[MsnQuote]) -> Result<Quote, Id
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prev_close,
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avg_volume: round_u64(quote.average_volume),
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as_of: crate::api::parse_as_of(quote.time_last_traded.as_deref()),
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behind_session: false,
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})
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}
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@ -718,6 +719,7 @@ pub(super) fn parse_screener_results(raw: &RawScreenerResponse) -> Result<Vec<Qu
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prev_close,
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avg_volume: round_u64(q.average_volume),
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as_of: crate::api::parse_as_of(q.time_last_traded.as_deref()),
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behind_session: false,
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})
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})
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.collect();
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@ -50,6 +50,12 @@ pub struct Quote {
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/// Suspended stocks can carry a last trade months in the past.
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#[serde(default)]
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pub as_of: Option<DateTime<FixedOffset>>,
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/// True when `as_of` is before the latest IDX session that has ended: the
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/// provider has not caught up yet (MSN can lag hours after the close), or
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/// the stock did not trade. False when `as_of` is unknown. Set when the
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/// quote is returned, not when it is cached.
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#[serde(default)]
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pub behind_session: bool,
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}
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/// OHLC candle data normalized from Yahoo Finance chart indicators.
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@ -64,6 +64,7 @@ pub(super) fn parse_quote(symbol: &str, chart: &ChartResponse) -> Result<Quote,
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.regular_market_time
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.and_then(|ts| chrono::DateTime::from_timestamp(ts, 0))
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.map(|t| t.with_timezone(&crate::api::idx_offset())),
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behind_session: false,
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})
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}
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@ -4,8 +4,10 @@ use std::cmp::Ordering;
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use std::fmt;
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use std::str::FromStr;
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use chrono::{DateTime, Datelike, Duration, NaiveDate, NaiveTime, Utc, Weekday};
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use crate::api::types::{Interval, Ohlc, Period, Quote};
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use crate::api::{history_provider, history_source};
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use crate::api::{history_provider, history_source, idx_offset};
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use crate::client::{CachePolicy, CacheSpec, Fetched, Idx, cached_fetch};
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use crate::config::{HistoryProviderKind, ProviderKind};
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use crate::error::IdxError;
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@ -49,6 +51,10 @@ impl Market<'_> {
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Ok,
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)?);
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}
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let session = latest_session(Utc::now());
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for quote in &mut quotes {
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mark_behind_session(&mut quote.data, session);
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}
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Ok(quotes)
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}
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@ -131,10 +137,38 @@ impl Market<'_> {
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)?;
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sort_screener_quotes(&mut fetched.data, filter);
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fetched.data.truncate(limit);
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let session = latest_session(Utc::now());
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for quote in &mut fetched.data {
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mark_behind_session(quote, session);
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}
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Ok(fetched)
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}
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}
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/// When IDX's post-trading session ends, in WIB; MSN stamps a day's closing
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/// quote with this time.
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const SESSION_END: NaiveTime = NaiveTime::from_hms_opt(16, 15, 0).expect("valid time");
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/// The latest weekday whose IDX session has ended by `now`. Exchange holidays
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/// are not known offline, so on a weekday holiday this is the holiday itself.
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pub fn latest_session(now: DateTime<Utc>) -> NaiveDate {
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let now = now.with_timezone(&idx_offset());
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let mut day = now.date_naive();
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if now.time() < SESSION_END {
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day -= Duration::days(1);
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}
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while matches!(day.weekday(), Weekday::Sat | Weekday::Sun) {
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day -= Duration::days(1);
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}
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day
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}
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fn mark_behind_session(quote: &mut Quote, session: NaiveDate) {
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quote.behind_session = quote
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.as_of
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.is_some_and(|as_of| as_of.with_timezone(&idx_offset()).date_naive() < session);
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}
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#[derive(Debug, Clone, Copy, PartialEq, Eq)]
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pub struct ScreenQuery {
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pub filter: ScreenFilter,
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@ -320,7 +354,9 @@ fn sort_screener_quotes(quotes: &mut [Quote], filter: ScreenFilter) {
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#[cfg(test)]
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mod tests {
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use super::{ScreenFilter, ScreenRegion, sort_screener_quotes};
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use super::{
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ScreenFilter, ScreenRegion, latest_session, mark_behind_session, sort_screener_quotes,
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};
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use crate::api::types::Quote;
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use crate::error::IdxError;
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@ -339,6 +375,53 @@ mod tests {
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prev_close: None,
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avg_volume: None,
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as_of: None,
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behind_session: false,
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}
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}
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fn wib(raw: &str) -> chrono::DateTime<chrono::Utc> {
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chrono::DateTime::parse_from_rfc3339(&format!("{raw}+07:00"))
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.unwrap()
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.to_utc()
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}
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fn day(raw: &str) -> chrono::NaiveDate {
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chrono::NaiveDate::parse_from_str(raw, "%Y-%m-%d").unwrap()
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}
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#[test]
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fn latest_session_is_the_last_weekday_past_the_post_trading_close() {
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// 2026-10-16 is a Friday.
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for (now, session) in [
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("2026-10-16T16:53:00", "2026-10-16"),
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("2026-10-16T16:15:00", "2026-10-16"),
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("2026-10-16T16:14:59", "2026-10-15"),
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("2026-10-16T00:30:00", "2026-10-15"),
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("2026-10-17T12:00:00", "2026-10-16"),
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("2026-10-18T23:59:59", "2026-10-16"),
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("2026-10-19T10:00:00", "2026-10-16"),
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("2026-10-19T16:15:00", "2026-10-19"),
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] {
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assert_eq!(latest_session(wib(now)), day(session), "now {now}");
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}
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}
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#[test]
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fn quote_from_before_the_latest_session_is_behind_it() {
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// Issue #50: at 16:53 WIB on the 16th, MSN still served the 15th.
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let session = latest_session(wib("2026-10-16T16:53:00"));
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for (as_of, behind) in [
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(Some("2026-10-15T16:15:00+07:00"), true),
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(Some("2026-10-16T16:15:00+07:00"), false),
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(Some("2026-10-16T09:15:00Z"), false),
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(Some("2026-10-15T17:30:00Z"), false),
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(Some("2025-02-17T16:14:58+07:00"), true),
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(None, false),
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] {
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let mut quote = sample_quote("BBCA.JK", None);
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quote.as_of = as_of.map(|t| chrono::DateTime::parse_from_rfc3339(t).unwrap());
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mark_behind_session(&mut quote, session);
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assert_eq!(quote.behind_session, behind, "as_of {as_of:?}");
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}
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}
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