fix: holiday check false positives on trading days#8
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…it codes Root cause: trading_calendar.py used sys.exit(1) for holidays, but SSM reports "Failed" for ANY non-zero exit (holidays, crashes, missing files). The Step Function treated all non-Success SSM status as holidays, causing false skips on normal trading days when the script failed for infrastructure reasons. Three fixes: 1. Script always exits 0, prints TRADING_DAY or MARKET_CLOSED marker 2. Step Function checks StandardOutputContent for markers, not SSM status 3. Added TradingDayCheckFailed state — infrastructure errors proceed as trading day (with alert) instead of silently skipping the pipeline 4. Added InProgress/Pending polling loop (was missing — immediate default to holiday skip if SSM hadn't finished yet) Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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Replace local helper with lib import — same logic, single source of truth across the three repos that need trading-day arithmetic. Trim duplicate arithmetic tests (those are locked in alpha-engine-lib's test_trading_calendar.py now); keep data-specific eligibility-filter tests. Requires alpha-engine-lib >= 0.2.1 (alpha-engine-data is pinned @main, so auto-picks up after lib PR #8 merges). Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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…ndows (#96) * fix(universe_returns): use NYSE trading-day arithmetic for forward windows Replace _add_business_days (Mon-Fri, no holiday awareness) with _add_trading_days using alpha_engine_lib.trading_calendar.next_trading_day. The pre-fix helper silently mis-labeled forward returns when the window crossed a NYSE holiday — e.g. eval_date=2026-04-02 + 5 BD returned 2026-04-09 (counting Good Friday as a BD), so return_5d was actually a 4-trading-day return. Now lands on 2026-04-10 as intended. Also enumerates trading days only via existing is_trading_day check, so holidays never become eval_dates either. 14 new tests in test_universe_returns_trading_day.py covering the helper + _trading_days_to_process eligibility filter. 223/223 full suite pass. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com> * universe_returns: import _add_trading_days from alpha-engine-lib v0.2.1 Replace local helper with lib import — same logic, single source of truth across the three repos that need trading-day arithmetic. Trim duplicate arithmetic tests (those are locked in alpha-engine-lib's test_trading_calendar.py now); keep data-specific eligibility-filter tests. Requires alpha-engine-lib >= 0.2.1 (alpha-engine-data is pinned @main, so auto-picks up after lib PR #8 merges). Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com> --------- Co-authored-by: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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Summary
trading_calendar.pyusedsys.exit(1)for holidays, but SSM reportsFailedfor any non-zero exit — crashes, missing files, venv issues all looked like holidays to the Step FunctionTRADING DAY/MARKET_CLOSED). Step Function checksStandardOutputContentinstead of SSM statusTradingDayCheckFailedstate: infrastructure errors send an alert but proceed as trading day (fail-open) instead of silently skippingInProgress/Pendingpolling loop — was missing, so unfinished SSM commands defaulted to holiday skipTest plan
deploy_step_function_daily.shgit pullon EC2 micro instance🤖 Generated with Claude Code