It was never in the enabled timeframes, so it held zero bars and produced no
levels, but it still carried weight 8 in the scoring table and forced
bucket_start to special-case a wall-clock ET anchor whose entire purpose was
surviving DST transitions. That was the most intricate logic in session.py,
maintained for a timeframe nobody used.
Daily is now the only session-anchored bucket, which is a much easier rule to
state and to keep correct. The DST parametrised tests go with it; the Sunday
open and daily boundary cases remain.
Manual-line tests move to 1h, so the weight assertions drop from 8 to 4.
The plan document keeps its 4h examples — rewriting a dozen illustrative
sentences would churn more than it clarifies — but the timeframe-roles section
now records the removal so nothing reads as a spec to build.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Planning-only commit: no application code yet.
The plan specifies a realtime /ES chart that derives moving averages and
trendlines across multiple timeframes, projects them onto one chart in a
shared (time, price) plane, and alerts when levels from different
timeframes converge.
Key findings that shaped it, all verified against source rather than
assumed:
- Schwab streams realtime futures fine (CHART_FUTURES, LEVEL_ONE_FUTURES)
but provides no futures price *history* at all. An account does not
change this; it is an API-surface limit.
- Yahoo's chart endpoint needs no key and has exactly what Schwab lacks:
~730d of hourly ES=F (~750 sessions), enough to warm a 200DMA from
startup. So it serves as both the no-keys dev source and the history
seeder, behind one MarketDataSource protocol.
- Yahoo anchors daily bars to midnight ET while the CME session runs
18:00-17:00 ET, so daily bars are built from hourly using our own
session rules instead.
- Lightweight Charts v5 replaced addCandlestickSeries() with
addSeries(CandlestickSeries, ...); most tutorials online are v4.
Build order defers judgment-heavy work: moving averages first (fully
deterministic), then confluence scoring, then hand-drawn trendlines.
Automatic trendline detection comes last, tuned against the hand-drawn
lines as ground truth.
Includes a real trimmed Yahoo response as a test fixture; it contains a
null in the OHLC arrays, which is the parsing case that needs handling.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
