fix

src/ibkr_quant/cli.py

@@ -26,6 +26,30 @@ def update_universe(cfg: Config) -> None:
     print(f"{len(table)} symbols -> {cfg.data.universe}")
 
 
+def show_rebalance_schedule(cfg: Config, today: dt.date) -> None:
+    if not cfg.data.bars.exists():
+        print("rebalance schedule unavailable: no daily bars; run `make bars`")
+        return
+    dates = pd.read_csv(cfg.data.bars, usecols=["date"], parse_dates=["date"])["date"]
+    sessions = pd.DatetimeIndex(dates.dropna().unique()).sort_values()
+    sessions = sessions[sessions.date <= today]
+    if sessions.empty:
+        print("rebalance schedule unavailable: no sessions through today; run `make bars`")
+        return
+    last = sessions[-1].date()
+    st = cfg.strategy
+    wait = sessions_until_rebalance(sessions, st.anchor, st.rebalance_every)
+    if wait is None:
+        schedule = f"first trading session on or after {st.anchor}"
+    elif wait == 0:
+        schedule = f"{last} (0 trading sessions remaining)"
+    else:
+        schedule = f"in {wait} trading sessions"
+    print(f"next rebalance: {schedule} (as of {last}; every {st.rebalance_every} trading sessions)")
+    if last < today:
+        print(f"Bars end {last}; run `make bars` to update the rebalance countdown for {today}.")
+
+
 async def check(cfg: Config) -> None:
     async with Broker(cfg.ib) as broker:
         state = await broker.account_state()
@@ -36,12 +60,37 @@ async def check(cfg: Config) -> None:
         print(f"{len(trades)} open orders")
         for t in trades:
             print(f"  {t.contract.symbol} {t.order.action} {t.order.totalQuantity} {t.order.orderType} {t.orderStatus.status}")
+        show_rebalance_schedule(cfg, dt.datetime.now(NEW_YORK).date())
         contracts, _ = await broker.qualify_stocks(["SPY"])
-        prices = await broker.snapshot_prices(contracts)
+        if "SPY" not in contracts:
+            print("no SPY price: IBKR could not qualify the SPY contract")
+            return
+        errors: dict[int, str] = {}
+
+        def on_error(req_id, code, message, contract):
+            if contract == contracts["SPY"]:
+                errors[code] = message
+
+        broker.ib.errorEvent += on_error
+        try:
+            prices = await broker.snapshot_prices(contracts)
+        finally:
+            broker.ib.errorEvent -= on_error
         if "SPY" in prices:
-            print(f"SPY snapshot {prices['SPY']:.2f} (market_data_type={cfg.ib.market_data_type})")
+            print(f"SPY snapshot {prices['SPY']:.2f} (requested market_data_type={cfg.ib.market_data_type})")
         else:
-            print("no SPY price: check the market data subscription or set ib.market_data_type = 3")
+            reason = "; ".join(f"IBKR {code}: {message}" for code, message in errors.items()) or "no valid snapshot received"
+            print(f"no SPY price (requested market_data_type={cfg.ib.market_data_type}): {reason}")
+            if 10197 in errors:
+                print(
+                    "Log out of the competing live market-data session, then retry `make check`. "
+                    "Delayed mode (3/4) does not force delayed quotes when live data permissions exist; "
+                    "changing ib.market_data_type cannot resolve this session conflict."
+                )
+            elif cfg.ib.market_data_type in (1, 2):
+                print("Check the market data subscription, or set ib.market_data_type = 3 to allow delayed data.")
+            else:
+                print("Delayed data is already requested; check market data permissions and availability in IB Gateway/TWS.")
 
 
 async def probe_gateway(cfg: Config) -> None:

tests/test_check.py

@@ -0,0 +1,64 @@
+import asyncio
+import dataclasses
+from pathlib import Path
+from unittest.mock import AsyncMock, Mock
+
+import pytest
+from ib_async import Stock
+
+from ibkr_quant import cli
+from ibkr_quant.broker import AccountState, Broker
+from ibkr_quant.config import load_config
+
+
+@pytest.mark.parametrize(
+    "mode, error, price, expected, absent",
+    [
+        (3, (10197, "No market data during competing live session"), None,
+         "Log out of the competing live market-data session", "set ib.market_data_type = 3"),
+        (1, (10197, "No market data during competing live session"), None,
+         "changing ib.market_data_type cannot resolve this session conflict", "set ib.market_data_type = 3"),
+        (1, (354, "Requested market data is not subscribed"), None,
+         "set ib.market_data_type = 3", "competing live market-data session"),
+        (3, (354, "Requested market data is not subscribed"), None,
+         "Delayed data is already requested", "set ib.market_data_type = 3"),
+        (3, None, None, "no valid snapshot received", "set ib.market_data_type = 3"),
+        (3, None, 600.0, "SPY snapshot 600.00 (requested market_data_type=3)", "no SPY price"),
+    ],
+)
+def test_check_explains_snapshot_result(monkeypatch, capsys, mode, error, price, expected, absent):
+    cfg = load_config(Path(__file__).resolve().parents[1] / "config.toml")
+    cfg = dataclasses.replace(cfg, ib=dataclasses.replace(cfg.ib, market_data_type=mode))
+
+    async def run():
+        broker = Broker(cfg.ib)
+        listeners = len(broker.ib.errorEvent)
+        contract = Stock("SPY", "SMART", "USD", conId=756733)
+        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", 1000, 1000, [])))
+        monkeypatch.setattr(broker, "open_trades", AsyncMock(return_value=[]))
+        monkeypatch.setattr(broker, "qualify_stocks", AsyncMock(return_value=({"SPY": contract}, [])))
+        monkeypatch.setattr(broker.ib.client, "getReqId", Mock(return_value=59))
+
+        def respond(req_id, *args):
+            # Exercise ib_async's real request completion and errorEvent path.
+            if error:
+                broker.ib.wrapper.error(req_id, *error, "")
+            else:
+                if price is not None:
+                    broker.ib.wrapper.priceSizeTick(req_id, 4, price, 1)
+                broker.ib.wrapper.tickSnapshotEnd(req_id)
+
+        monkeypatch.setattr(broker.ib.client, "reqMktData", respond)
+        await cli.check(cfg)
+        assert len(broker.ib.errorEvent) == listeners
+
+    asyncio.run(run())
+    output = capsys.readouterr().out
+    assert "0 open orders" in output
+    assert expected in output
+    assert absent not in output
+    if error:
+        assert f"IBKR {error[0]}: {error[1]}" in output