security: anchor HTF aggregation on the symbol clock (syminfo.timezone + session) - #159
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…e + session) TimeframeAggregator bucketed intraday targets on the raw epoch grid and calendar targets on UTC wall-clock. That is TV-correct only for 24x7 symbols: for session symbols TradingView groups 240m buckets from the session open (09:30 on equities) and D/W/M boundaries at symbol-local midnight, so every session-symbol request.security series was misaligned (AAPL probes: 240m 25.4%, D 56.1%, W 62.0% match). The aggregator now takes the exchange tz + session and keys buckets on (local-midnight + session-open) arithmetic; crosses_boundary/tf_change gain tz-aware forms used by historical projections, streaming replay, and the finer-TF publish gate so all boundary consumers move together. tz=UTC / session empty-or-24x7 reduces to identical integer math: default construction sites pass syminfo_.timezone/.session which stay at those defaults unless runtime_overrides set them, so the ETH corpus regime is bit-for-bit unchanged (133/133 unit tests green).
…+session) Subtracting the session-open offset before the day-floor shifted each session wholesale instead of anchoring it, making D/W/M grouping tz-invariant. Calendar periods now decompose on the exchange clock only; the session offset applies solely to intraday bucket grids.
On session symbols the next-bar-crossing rule never fires inside an RTH day (16:00 close is far from midnight), so D/W/M buckets completed on the NEXT session's first bar — every security series ran one session behind TV (probe-htf-bucket-d: engine lvl on day M was close(M-2) all day where TV refreshes to close(M-1) on M's final bar; 241 vs 180 round trips). When the run declares a same-day session window, a bucket completes on the bar whose close reaches the session end. 24x7/empty/wrapped windows keep the crossing rule bit-for-bit.
The session-close rule fired on every day's final bar, completing weekly buckets mid-week (W probe 62% -> 7.8%). Gate it on the next calendar day starting a new period.
The anchor helpers paid ScopedTimezone+localtime_r+mktime on EVERY call before consulting their day cache — session-symbol runs slowed enough to tip ladder candidates over the sweep timeout. Offset is stable within a UTC hour, so key the memo by hour before touching the slow path.
Hour keys still paid ScopedTimezone(setenv+tzset) ~24x/symbol-day per thread — 50x slowdowns on multi-security strategies over 5y feeds. Offsets change only at DST instants, which fall while session markets are closed, so a per-UTC-day memo is exact for every traded bar.
This was referenced Aug 23, 2026
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Mechanism.
TimeframeAggregatorbucketed intraday targets on the raw epoch grid and calendar targets on UTC wall-clock — TV-correct only for 24x7 symbols. Session symbols anchor differently: TradingView groups intraday HTF buckets from the session open (09:30 equities, 17:00 ET forex) and D/W/M boundaries at symbol-local midnight / session-day. Every session-symbolrequest.securityseries was misaligned (AAPL probes: 240m 25.4%, D 56.1%, W 62.0% match).Fix (generic; per-run config, no strategy-specific paths).
TimeframeAggregator(tz, session): RATIO buckets keyed on(local-midnight + session-open)arithmetic; CALENDAR periods decompose on the exchange clock.crosses_boundary/tf_changetz-aware forms keep historical projections, streaming replay, and the finer-TF publish gate on the same clock.runtime_overrides.timezone/session; defaults (UTC/empty) reduce to bit-identical integer math.Evidence (engine @ 192bf15, codegen @ 726a0f4).
Probe-level: AAPL htf-bucket D 56→86%, 240m 25→61%; EURUSD 240m 13→76% under fx-session grid.
Known follow-ups (next round). EURUSD D/W read-back still diverges: TV exposes the completing HTF candle on the session-final bar with stale-by-two history reads (
close[1]inside security); engine history-offset semantics run one bucket fresh — measured in ledger findings. Wrap-safe overnight eager-completion variant was tested and rejected at population level (net-negative), reverted.Symbol-gate verdict: PASS (four-lane metric gate: tier + entry/exit/PnL p90 regression checks). PR-gate verdict: PASS.