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Add first-hour QTA2 research and persistent position ledger - #31
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| source_timestamp = kis_market_timestamp( | ||
| date_value=compact_date, | ||
| time_value=latest["stck_cntg_hour"], |
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When the Korean index endpoint returns a delayed or cached tick whose time of day is within the 90-second freshness window, this constructs source_timestamp using the requested session date rather than a date supplied by the broker, so evaluate_market_regime can incorrectly accept a previous-session observation as same-session data. Use a date-bearing response or endpoint, or block admission when the observation date cannot be verified.
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| previous: Decimal | None = None | ||
| for bar in bars: | ||
| current = Decimal(bar["close"]) | ||
| if previous is not None and previous < entry <= current: |
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When the first bar opens below the entry threshold and closes at or above it, this function cannot report the crossing because previous starts as None. That systematically undercounts entry_crossed_by_bar_close and the resulting cross fractions in the opening-hour evaluation; initialize the first comparison from the first bar's open (or an explicitly defined pre-window baseline).
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