Single-process monitor for US + CN markets

- `trader.py monitor` now handles all markets in one process
  (US 9:45/16:35 ET, CN 9:45/15:35 CST) with unified UTC event loop
- Events from different markets/timezones are merged; sleeps until
  the globally next event across all markets
- Overlapping events (e.g. US evening + CN morning) fire together
- `trader.py compare` defaults to US, use --market cn for A-shares
- One tmux session handles everything: just `uv run python trader.py monitor`

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

CLAUDE.md

@@ -23,7 +23,8 @@ uv run python main.py --execution open-close  # Signal on open, execute at close
 uv run python trader.py auto --market us --strategy recovery_mom_top10   # Single daily run (for cron)
 uv run python trader.py morning --market us --strategy recovery_mom_top10  # Morning: generate orders
 uv run python trader.py evening --market us --strategy recovery_mom_top10  # Evening: record execution
-uv run python trader.py monitor --market us --strategy recovery_mom_top10  # Long-running daemon (for tmux)
+uv run python trader.py monitor                                            # Monitor ALL markets & strategies (for tmux)
+uv run python trader.py monitor --market us                                # Monitor US only
 uv run python trader.py status  --market us --strategy recovery_mom_top10  # Portfolio status
 uv run python trader.py simulate --market us --strategy recovery_mom_top10 --start 2026-01-01 --end 2026-04-01  # Historical replay
 uv run python trader.py log --market us --strategy sim_recovery_mom_top10 --start 2026-03-01  # View daily log
@@ -73,12 +74,16 @@ No test suite or linter is configured.
 
 ### Option 1: tmux monitor (recommended)
 
-Two-phase daily schedule — morning (open prices → generate signals) and evening (close prices → execute trades):
+Single process monitors both US and CN markets.  Two phases per market daily — morning (open → signals) and evening (close → execute).  All 9 strategies run for each market.
 
 ```bash
 tmux new -s quant
-uv run python trader.py monitor --market us --strategy recovery_mom_top10
+uv run python trader.py monitor          # Both US + CN, all strategies
 # Ctrl-B D to detach; tmux attach -t quant to reconnect
+
+# After a month, compare:
+uv run python trader.py compare              # US strategies
+uv run python trader.py compare --market cn  # CN strategies
 ```
 
 If monitor starts mid-day (after open, before close), it automatically falls back to `auto` mode for the evening phase.

trader.py

@@ -5,10 +5,11 @@ Subcommands:
     morning   — Download today's open prices, run strategy, output trade orders
     evening   — Download close prices, record execution, update portfolio
     auto      — Single daily run (morning + evening in one step, for cron)
-    monitor   — Long-running daemon that auto-runs daily after market close (for tmux)
+    monitor   — Long-running daemon for US+CN, all strategies (one tmux)
     status    — Print current portfolio, P&L, and recent trades
     simulate  — Replay a date range day-by-day (for forward testing)
     log       — View daily log: each day's holdings, cash, and operations
+    compare   — Compare all strategies side-by-side (auto-discovers state files)
 
 Usage:
     uv run python trader.py morning  --market us --strategy recovery_mom_top10
@@ -987,24 +988,20 @@ def cmd_monitor(args):
     """
     Long-running monitor — runs in a tmux session, automatically executes daily.
 
-    Two-phase daily schedule:
+    Manages ALL markets (US + CN) in a single process.  Each market has its
-      1. MORNING (~9:45 AM): Download open prices, run strategy, print orders
+    own timezone and two daily phases (morning + evening).  All strategies
-      2. EVENING (~4:35 PM): Download close prices, execute trades, record
+    run for every market.
-
-    Supports multiple strategies — each gets its own state file and runs
-    independently at each phase.
 
     Usage:
         tmux new -s quant
-        uv run python trader.py monitor --market us \\
+        uv run python trader.py monitor
-            --strategy recovery_mom_top10 momentum dual_momentum
         # Ctrl-B D to detach
     """
     import copy
     import time as _time
     import zoneinfo
 
-    market = args.market
+    markets = args.market   # list of markets
     strategies = args.strategy  # list of strategy names
 
     # Market schedule configuration — two phases per day
@@ -1023,133 +1020,170 @@ def cmd_monitor(args):
         },
     }
 
-    config = MARKET_CONFIG.get(market)
+    # Compute run times for each market
-    if not config:
+    market_schedules = {}
-        print(f"[monitor] Unknown market '{market}'. Supported: {list(MARKET_CONFIG.keys())}")
+    for mkt in markets:
-        return
+        cfg = MARKET_CONFIG[mkt]
-
+        tz = cfg["tz"]
-    tz = config["tz"]
+        morn_h = cfg["open_hour"]
-
+        morn_m = cfg["open_min"] + cfg["open_buffer"]
-    # Compute actual run times (hour, minute)
+        if morn_m >= 60:
-    morn_h = config["open_hour"]
+            morn_h += morn_m // 60
-    morn_m = config["open_min"] + config["open_buffer"]
+            morn_m = morn_m % 60
-    if morn_m >= 60:
+        eve_h = cfg["close_hour"]
-        morn_h += morn_m // 60
+        eve_m = cfg["close_min"] + cfg["close_buffer"]
-        morn_m = morn_m % 60
+        if eve_m >= 60:
-
+            eve_h += eve_m // 60
-    eve_h = config["close_hour"]
+            eve_m = eve_m % 60
-    eve_m = config["close_min"] + config["close_buffer"]
+        market_schedules[mkt] = {
-    if eve_m >= 60:
+            "tz": tz, "label": cfg["label"],
-        eve_h += eve_m // 60
+            "morn_h": morn_h, "morn_m": morn_m,
-        eve_m = eve_m % 60
+            "eve_h": eve_h, "eve_m": eve_m,
+        }
 
+    # Banner
     print(f"\n{'='*60}")
-    print(f"  MONITOR MODE — {config['label']}")
+    print(f"  MONITOR MODE — {len(markets)} market(s), "
-    print(f"  Market: {market.upper()} | Capital: ${args.capital:,.0f}")
+          f"{len(strategies)} strategies each")
-    print(f"  Strategies ({len(strategies)}):")
+    print(f"  Capital: ${args.capital:,.0f} | "
-    for s in strategies:
+          f"Fee: ${args.fixed_fee:.2f}/trade | "
-        print(f"    • {s}")
+          f"Integer shares: {args.integer_shares}")
-    print(f"  Morning (open → signals): {morn_h:02d}:{morn_m:02d} {tz}")
+    for mkt, sched in market_schedules.items():
-    print(f"  Evening (close → execute): {eve_h:02d}:{eve_m:02d} {tz}")
+        print(f"  {sched['label']}:")
+        print(f"    Morning: {sched['morn_h']:02d}:{sched['morn_m']:02d} {sched['tz']}")
+        print(f"    Evening: {sched['eve_h']:02d}:{sched['eve_m']:02d} {sched['tz']}")
+    print(f"  Strategies: {', '.join(strategies)}")
     print(f"{'='*60}")
-    print(f"[monitor] Started at {datetime.now(tz).strftime('%Y-%m-%d %H:%M:%S %Z')}")
+
+    # Use UTC as common reference for sleeping
+    utc = zoneinfo.ZoneInfo("UTC")
+    print(f"[monitor] Started at {datetime.now(utc).strftime('%Y-%m-%d %H:%M:%S UTC')}")
     print(f"[monitor] Press Ctrl+C to stop\n")
 
-    def _next_event(now):
+    def _next_events_for_market(mkt, now_utc):
-        """Return (target_datetime, phase) for the next event to run.
+        """Return list of (utc_datetime, market, phase) for next events."""
-
+        sched = market_schedules[mkt]
-        phase is 'morning' or 'evening'.
+        tz = sched["tz"]
-        """
+        now_local = now_utc.astimezone(tz)
-        today_morning = now.replace(hour=morn_h, minute=morn_m, second=0, microsecond=0)
-        today_evening = now.replace(hour=eve_h, minute=eve_m, second=0, microsecond=0)
 
         candidates = []
-        # Today's morning (if not past)
+        for phase, h, m in [("morning", sched["morn_h"], sched["morn_m"]),
-        if now < today_morning:
+                             ("evening", sched["eve_h"], sched["eve_m"])]:
-            candidates.append((today_morning, "morning"))
+            target = now_local.replace(hour=h, minute=m, second=0, microsecond=0)
-        # Today's evening (if not past)
+            if now_local >= target:
-        if now < today_evening:
+                target += timedelta(days=1)
-            candidates.append((today_evening, "evening"))
+            # Skip weekends
+            while target.weekday() >= 5:
+                target += timedelta(days=1)
+            candidates.append((target.astimezone(utc), mkt, phase))
+        return candidates
 
-        # If nothing left today, schedule tomorrow's morning
+    def _next_event(now_utc):
-        if not candidates:
+        """Find the globally next event across all markets."""
-            tomorrow = now + timedelta(days=1)
+        all_candidates = []
-            tom_morning = tomorrow.replace(hour=morn_h, minute=morn_m, second=0, microsecond=0)
+        for mkt in markets:
-            candidates.append((tom_morning, "morning"))
+            all_candidates.extend(_next_events_for_market(mkt, now_utc))
+        return min(all_candidates, key=lambda x: x[0])
 
-        # Pick the earliest
+    def _run_phase(market, phase, now_utc):
-        target, phase = min(candidates, key=lambda x: x[0])
+        """Run all strategies for a market/phase."""
+        sched = market_schedules[market]
+        tz = sched["tz"]
+        now_local = now_utc.astimezone(tz)
 
-        # Skip weekends
-        while target.weekday() >= 5:
-            target += timedelta(days=1)
-
-        return target, phase
-
-    def _sleep_until(target):
-        """Sleep in chunks until target time. Print hourly heartbeats."""
-        while True:
-            now = datetime.now(tz)
-            remaining = (target - now).total_seconds()
-            if remaining <= 0:
-                break
-            chunk = min(remaining, 900)  # 15-min chunks
-            _time.sleep(chunk)
-
-            now = datetime.now(tz)
-            remaining = (target - now).total_seconds()
-            if remaining > 60:
-                hours_left = remaining / 3600
-                if int(remaining) % 3600 < 900:
-                    print(f"[monitor] {now.strftime('%H:%M:%S')} — "
-                          f"waiting... ({hours_left:.1f}h until next)")
-
-    while True:
-        now = datetime.now(tz)
-        target, phase = _next_event(now)
-        wait_seconds = (target - now).total_seconds()
-
-        print(f"[monitor] {now.strftime('%Y-%m-%d %H:%M:%S')} — "
-              f"Next: {phase.upper()} at {target.strftime('%Y-%m-%d %H:%M:%S %Z')} "
-              f"(in {wait_seconds/3600:.1f}h)")
-
-        _sleep_until(target)
-
-        # Time to run!
-        now = datetime.now(tz)
         print(f"\n[monitor] {'='*55}")
-        print(f"[monitor] {phase.upper()} phase at "
+        print(f"[monitor] {market.upper()} {phase.upper()} at "
-              f"{now.strftime('%Y-%m-%d %H:%M:%S %Z')}")
+              f"{now_local.strftime('%Y-%m-%d %H:%M:%S %Z')}")
         print(f"[monitor] {'='*55}")
 
         for strat_name in strategies:
-            # Create a single-strategy args copy for each sub-command
             sub_args = copy.copy(args)
             sub_args.strategy = strat_name
+            sub_args.market = market
 
-            print(f"\n[monitor] --- {strat_name} ---")
+            print(f"\n[monitor] --- {market.upper()}:{strat_name} ---")
             try:
                 if phase == "morning":
                     cmd_morning(sub_args)
                 else:
-                    # Check if morning was run today; if not, use auto (combined)
                     state = load_state(market, strat_name)
-                    today_str = now.strftime("%Y-%m-%d")
+                    today_str = now_local.strftime("%Y-%m-%d")
-                    if state and state.get("last_morning") == today_str and state.get("pending_trades"):
+                    if (state and state.get("last_morning") == today_str
+                            and state.get("pending_trades")):
                         cmd_evening(sub_args)
                     else:
-                        print(f"[monitor] Morning not run for {strat_name} — using auto mode")
+                        print(f"[monitor] Morning not run for "
+                              f"{market.upper()}:{strat_name} — using auto")
                         cmd_auto(sub_args)
-                print(f"[monitor] {strat_name} {phase} OK")
+                print(f"[monitor] {market.upper()}:{strat_name} {phase} OK")
             except KeyboardInterrupt:
                 raise
             except Exception as e:
-                print(f"[monitor] ERROR in {strat_name} {phase}: {e}")
+                print(f"[monitor] ERROR {market.upper()}:{strat_name} "
+                      f"{phase}: {e}")
                 import traceback
                 traceback.print_exc()
-                print(f"[monitor] Continuing with next strategy...")
 
-        print(f"\n[monitor] All {len(strategies)} strategies processed.")
+        print(f"[monitor] {market.upper()} {phase} done — "
+              f"{len(strategies)} strategies")
+
+    while True:
+        now_utc = datetime.now(utc)
+        target_utc, next_mkt, next_phase = _next_event(now_utc)
+        wait_seconds = (target_utc - now_utc).total_seconds()
+        next_tz = market_schedules[next_mkt]["tz"]
+        target_local = target_utc.astimezone(next_tz)
+
+        print(f"[monitor] {now_utc.strftime('%Y-%m-%d %H:%M UTC')} — "
+              f"Next: {next_mkt.upper()} {next_phase.upper()} at "
+              f"{target_local.strftime('%H:%M %Z %m/%d')} "
+              f"(in {wait_seconds/3600:.1f}h)")
+
+        # Sleep in chunks
+        while True:
+            now_utc = datetime.now(utc)
+            remaining = (target_utc - now_utc).total_seconds()
+            if remaining <= 0:
+                break
+            chunk = min(remaining, 900)
+            _time.sleep(chunk)
+
+            now_utc = datetime.now(utc)
+            remaining = (target_utc - now_utc).total_seconds()
+            if remaining > 60:
+                hours_left = remaining / 3600
+                if int(remaining) % 3600 < 900:
+                    print(f"[monitor] {now_utc.strftime('%H:%M UTC')} — "
+                          f"waiting... ({hours_left:.1f}h until "
+                          f"{next_mkt.upper()} {next_phase})")
+
+        # Execute
+        now_utc = datetime.now(utc)
+
+        # Run all events that are due NOW (within 2 min window) — handles
+        # case where US evening and CN morning overlap
+        for mkt in markets:
+            for phase_check in ("morning", "evening"):
+                sched = market_schedules[mkt]
+                tz = sched["tz"]
+                now_local = now_utc.astimezone(tz)
+                if phase_check == "morning":
+                    h, m = sched["morn_h"], sched["morn_m"]
+                else:
+                    h, m = sched["eve_h"], sched["eve_m"]
+                target_local = now_local.replace(
+                    hour=h, minute=m, second=0, microsecond=0)
+                diff = abs((now_local - target_local).total_seconds())
+                # Fire if within 2-minute window and it's a weekday
+                if diff < 120 and now_local.weekday() < 5:
+                    try:
+                        _run_phase(mkt, phase_check, now_utc)
+                    except KeyboardInterrupt:
+                        raise
+                    except Exception as e:
+                        print(f"[monitor] ERROR in {mkt} {phase_check}: {e}")
+                        import traceback
+                        traceback.print_exc()
 
         print()
 
@@ -1298,10 +1332,13 @@ def main():
         help="Automated daily run: signal + execute in one step (for cron)")
     add_common(p_auto)
 
-    # Monitor (long-running daemon for tmux) — supports multiple strategies
+    # Monitor (long-running daemon for tmux) — all markets + all strategies
     p_monitor = sub.add_parser("monitor",
-        help="Long-running daemon: runs ALL strategies daily (for tmux)")
+        help="Long-running daemon: runs ALL markets & strategies (for tmux)")
-    p_monitor.add_argument("--market", choices=UNIVERSES.keys(), default="us")
+    p_monitor.add_argument("--market", nargs="+",
+                           choices=list(UNIVERSES.keys()),
+                           default=list(UNIVERSES.keys()),
+                           help="Markets to monitor (default: ALL)")
     p_monitor.add_argument("--strategy", nargs="+",
                            choices=list(STRATEGY_REGISTRY.keys()),
                            default=list(STRATEGY_REGISTRY.keys()),