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quant-trading/tests
Gahow Wang 31155fdcfb live: keep new sessions on subset refreshes; replay books from a backfilled day
A refresh of a few tickers judged a new date's coverage against every
ticker in the stored panel, so the date was dropped as sparse; it also
re-ran the sparse filter over the whole history. Coverage is now checked
only inside the refresh window, with unrequested tickers counted where they
already have a bar.

When a session that was skipped earlier appears in the panel, the trader
rewinds the ledger to that day (undoing later trades, or restoring a legacy
snapshot) and replays every session from it in order. State files are
written atomically, and the monitor refreshes volume with close/open.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
2026-10-12 05:16:16 -07:00
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