Accept paper MOC orders IBKR holds as PendingSubmit; stop retrying after the order window

On 2026-10-13 the 09:53 ET run placed six MOC orders and failed: the paper
account reports MOC orders as PendingSubmit until the closing auction and sent
no acknowledgement within 30 s, so confirm_orders treated them as rejected.
IBKR listed all six with permanent ids and filled them at the close, as it did
the 14 PendingSubmit orders of 2026-09-29. Every retry then stopped at "6 open
orders already exist", and after 15:45 ET at the order window, and the start
limit's 6-hour window reset at 15:50 ET, so the job restarted every 10 minutes
into the evening (42 restarts by 17:28 ET).

- confirm_orders accepts a PendingSubmit order once IBKR lists it with a
  permanent id, re-reading this client's open orders every 5 s for up to 60 s.
- rebalance --submit succeeds without sending anything when every open order
  comes from today's runs and IBKR still holds every order those runs sent;
  a missing one still fails.
- The trade unit skips starts after 15:45 ET (ExecCondition), which systemd
  does not restart.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>

tests/test_order_confirmation.py

@@ -34,6 +34,34 @@ def test_confirmation_accepts_broker_acknowledged_orders(status):
     asyncio.run(Broker(cfg.ib).confirm_orders([trade(status)], timeout=0))
 
 
+def test_confirmation_accepts_pending_moc_orders_that_ibkr_lists():
+    # The paper account keeps MOC orders PendingSubmit until the close (2026-09-29, 10-13).
+    async def run():
+        order = trade("PendingSubmit")
+        cfg = load_config(Path(__file__).resolve().parents[1] / "config.toml")
+        broker = Broker(cfg.ib)
+
+        async def open_orders():
+            order.order.permId = 114178004
+            return [order]
+        broker.ib.reqOpenOrdersAsync = AsyncMock(side_effect=open_orders)
+        await broker.confirm_orders([order], timeout=1, refresh_every=0.01)
+        assert order.orderStatus.status == "PendingSubmit"
+        broker.ib.reqOpenOrdersAsync.assert_awaited()
+    asyncio.run(run())
+
+
+def test_confirmation_rejects_pending_orders_ibkr_never_lists():
+    async def run():
+        cfg = load_config(Path(__file__).resolve().parents[1] / "config.toml")
+        broker = Broker(cfg.ib)
+        broker.ib.reqOpenOrdersAsync = AsyncMock(return_value=[])
+        with pytest.raises(RuntimeError, match="AAA order 41: PendingSubmit"):
+            await broker.confirm_orders([trade("PendingSubmit")], timeout=0.5, refresh_every=0.01)
+        broker.ib.reqOpenOrdersAsync.assert_awaited()
+    asyncio.run(run())
+
+
 @pytest.mark.parametrize("status", ["Inactive", "Cancelled", "ApiCancelled", "PendingSubmit", "ApiPending"])
 def test_confirmation_rejects_terminal_failure_and_missing_acknowledgement(status):
     cfg = load_config(Path(__file__).resolve().parents[1] / "config.toml")
@@ -82,3 +110,57 @@ def test_rebalance_records_partial_failure_and_exits_nonzero(monkeypatch, tmp_pa
     orders = pd.read_csv(next((tmp_path / "runs").glob("*/orders.csv")))
     assert dict(zip(orders.symbol, orders.status)) == {"AAA": "Submitted", "BBB": "Inactive"}
     assert "accepted 2 orders" not in capsys.readouterr().out
+
+
+def submit_with_open_orders(monkeypatch, tmp_path, open_trades, earlier_run="20261012-095323", earlier_ids=(64, 65)):
+    """Run `rebalance --submit` at 10:00 ET on 2026-10-12 while `open_trades` are open at IBKR."""
+    cfg = load_config(Path(__file__).resolve().parents[1] / "config.toml")
+    cfg = dataclasses.replace(cfg, root=tmp_path, strategy=dataclasses.replace(cfg.strategy, top_n=2))
+    now = dt.datetime(2026, 10, 12, 10, 0, tzinfo=cli.NEW_YORK)
+    run_dir = tmp_path / "runs" / earlier_run
+    run_dir.mkdir(parents=True)
+    pd.DataFrame({"symbol": ["AAA", "BBB"][:len(earlier_ids)], "order_id": list(earlier_ids),
+                  "status": "PendingSubmit"}).to_csv(run_dir / "orders.csv", index=False)
+
+    class Clock(dt.datetime):
+        @classmethod
+        def now(cls, tz=None):
+            return now
+
+    monkeypatch.setattr(cli.dt, "datetime", Clock)
+    idx = pd.bdate_range(end=now.date(), periods=300)
+    panel = pd.DataFrame({"AAA": 100.0, "BBB": 100.0}, index=idx)
+    monkeypatch.setattr(cli, "load_universe", lambda _: ["AAA", "BBB"])
+    monkeypatch.setattr(cli, "load_bars", lambda *_: (panel, panel))
+    monkeypatch.setattr(cli, "sessions_until_rebalance", lambda *_: 0)
+    monkeypatch.setattr(cli, "signal_overnight_recovery", lambda *_: panel.iloc[:-1])
+    broker = Broker(cfg.ib)
+    monkeypatch.setattr(Broker, "__aenter__", AsyncMock(return_value=broker))
+    monkeypatch.setattr(Broker, "__aexit__", AsyncMock(return_value=None))
+    monkeypatch.setattr(cli, "Broker", lambda _: broker)
+    monkeypatch.setattr(broker, "account_state", AsyncMock(return_value=AccountState("DU123", 10000, 10000, [])))
+    monkeypatch.setattr(broker, "open_trades", AsyncMock(return_value=open_trades))
+    monkeypatch.setattr(broker, "place", lambda *_: pytest.fail("placed an order while orders were open"))
+    asyncio.run(cli.rebalance(cfg, submit=True))
+
+
+def open_order(order_id, ref):
+    return Trade(Stock("AAA", "SMART", "USD"), Order(orderId=order_id, permId=114178000 + order_id, orderRef=ref),
+                 OrderStatus(status="PendingSubmit"))
+
+
+def test_retry_succeeds_when_ibkr_holds_every_order_an_earlier_run_sent(monkeypatch, tmp_path, capsys):
+    ref = "ibkr-quant 20261012-095323"
+    submit_with_open_orders(monkeypatch, tmp_path, [open_order(64, ref), open_order(65, ref)])
+    assert f"2 orders from {ref} are open at IBKR; not submitting again" in capsys.readouterr().out
+
+
+def test_retry_fails_when_an_order_from_the_earlier_run_is_gone(monkeypatch, tmp_path):
+    with pytest.raises(SystemExit, match=r"today's orders \[65\] are no longer open"):
+        submit_with_open_orders(monkeypatch, tmp_path, [open_order(64, "ibkr-quant 20261012-095323")])
+
+
+@pytest.mark.parametrize("ref", ["ibkr-quant 20261009-095323", "", "manual"])
+def test_retry_refuses_open_orders_it_did_not_send_today(monkeypatch, tmp_path, ref):
+    with pytest.raises(SystemExit, match="1 open orders already exist"):
+        submit_with_open_orders(monkeypatch, tmp_path, [open_order(64, ref)])