fifth version

internal/scheduler/scheduler.go

@@ -130,6 +130,16 @@ func (s *Scheduler) Run(ctx context.Context) error {
 	}
 }
 
+func (s Scheduler) GracefulShutdown(ctx context.Context) error {
+	if s.svc.Repo == nil || s.svc.Execution == nil {
+		return nil
+	}
+	if err := s.cancelActiveOrders(ctx, domain.SideBuy, domain.OrderStatusCancelled, "shutdown_cancel_active_orders"); err != nil {
+		return err
+	}
+	return s.cancelActiveOrders(ctx, domain.SideSell, domain.OrderStatusCancelled, "shutdown_cancel_active_orders")
+}
+
 func (s *Scheduler) Step(ctx context.Context) error {
 	if err := s.checkInfrastructure(ctx); err != nil {
 		return err
@@ -370,7 +380,7 @@ func (s Scheduler) sizeSignal(portfolio domain.Portfolio, instrument domain.Inst
 		Lot:                 instrument.Lot,
 		EntryIntervalVolume: feature.EntryIntervalVolume,
 		ExitIntervalVolume:  feature.ExitIntervalVolume,
-		Q05OvernightAbs:     money.Abs(feature.SigmaOn60).Mul(decimal.NewFromFloat(1.65)),
+		Q05OvernightAbs:     feature.Q05On60Abs,
 	}), nil
 }
 
@@ -544,7 +554,7 @@ func (s *Scheduler) monitorEntryOrders(ctx context.Context, now time.Time) error
 				return s.svc.MarketData.LatestQuote(ctx, instrumentUID, s.cfg.QuoteDepth, s.cfg.MaxQuoteAge)
 			},
 			RepostCheck: func(ctx context.Context, order domain.Order, instrument domain.Instrument, book domain.OrderBook) error {
-				return s.repostPreTradeCheck(ctx, now, order, instrument, book)
+				return s.repostPreTradeCheck(ctx, s.nowUTC().In(s.cfg.Location), order, instrument, book)
 			},
 		})
 		if err != nil {
@@ -570,9 +580,31 @@ func (s *Scheduler) holdOvernight(ctx context.Context) error {
 	if err := s.closeEntryWindow(ctx); err != nil {
 		return err
 	}
+	if err := s.promoteEntryFilledPositions(ctx); err != nil {
+		return err
+	}
 	return s.periodicReconcile(ctx)
 }
 
+func (s Scheduler) promoteEntryFilledPositions(ctx context.Context) error {
+	positionsList, err := s.svc.Repo.ListOpenPositions(ctx, s.svc.AccountIDHash)
+	if err != nil {
+		return err
+	}
+	now := s.nowUTC()
+	for _, pos := range positionsList {
+		if pos.Status != domain.PositionEntryFilled {
+			continue
+		}
+		pos.Status = domain.PositionHoldingOvernight
+		pos.UpdatedAt = now
+		if err := s.svc.Repo.UpsertPosition(ctx, pos); err != nil {
+			return err
+		}
+	}
+	return nil
+}
+
 func (s *Scheduler) placeExitOrders(ctx context.Context, now time.Time) error {
 	if err := s.transitionTo(ctx, domain.StatePlaceExitOrders); err != nil {
 		return err
@@ -694,7 +726,7 @@ func (s *Scheduler) monitorExitOrders(ctx context.Context, now time.Time) error
 				return s.svc.MarketData.LatestQuote(ctx, instrumentUID, s.cfg.QuoteDepth, s.cfg.MaxQuoteAge)
 			},
 			RepostCheck: func(ctx context.Context, order domain.Order, instrument domain.Instrument, book domain.OrderBook) error {
-				return s.repostPreTradeCheck(ctx, now, order, instrument, book)
+				return s.repostPreTradeCheck(ctx, s.nowUTC().In(s.cfg.Location), order, instrument, book)
 			},
 		})
 		if err != nil {
@@ -1080,7 +1112,7 @@ func (s *Scheduler) failOpenPositionsAtHardDeadline(ctx context.Context) error {
 	now := s.nowUTC()
 	for _, pos := range positionsList {
 		switch pos.Status {
-		case domain.PositionHoldingOvernight, domain.PositionExitPartiallyFilled, domain.PositionExitOrderSent:
+		case domain.PositionEntryFilled, domain.PositionHoldingOvernight, domain.PositionExitPartiallyFilled, domain.PositionExitOrderSent:
 			pos.Status = domain.PositionExitFailed
 			pos.UpdatedAt = now
 			if err := s.svc.Repo.UpsertPosition(ctx, pos); err != nil {

internal/scheduler/scheduler_test.go

@@ -650,6 +650,49 @@ func TestPlaceExitUsesCurrentTradeDateForOrderAndFreeCounter(t *testing.T) {
 	}
 }
 
+func TestGracefulShutdownCancelsActiveOrders(t *testing.T) {
+	ctx := context.Background()
+	repo := testutil.NewMemoryRepository()
+	gateway := tinvest.NewFakeGateway()
+	tradeDate := time.Date(2026, 6, 6, 0, 0, 0, 0, time.UTC)
+	order := domain.Order{
+		ClientOrderID: "shutdown-order",
+		BrokerOrderID: "broker-shutdown-order",
+		AccountIDHash: "hash",
+		InstrumentUID: "uid",
+		TradeDate:     tradeDate,
+		Side:          domain.SideBuy,
+		OrderType:     domain.OrderTypeLimit,
+		LimitPrice:    decimal.NewFromInt(100),
+		QuantityLots:  1,
+		Status:        domain.OrderStatusSent,
+		RawStateJSON:  "{}",
+	}
+	if err := repo.UpsertOrder(ctx, order); err != nil {
+		t.Fatal(err)
+	}
+	gateway.Orders[order.BrokerOrderID] = order
+	execEngine := execution.NewEngine(domain.ModeSandbox, "account", gateway, repo)
+	s := Scheduler{
+		cfg: Config{Mode: domain.ModeSandbox},
+		svc: Services{
+			Repo:          repo,
+			Execution:     &execEngine,
+			AccountIDHash: "hash",
+		},
+	}
+	if err := s.GracefulShutdown(ctx); err != nil {
+		t.Fatal(err)
+	}
+	orders, err := repo.ListOrders(ctx, "hash", tradeDate, tradeDate)
+	if err != nil {
+		t.Fatal(err)
+	}
+	if len(orders) != 1 || orders[0].Status != domain.OrderStatusCancelled {
+		t.Fatalf("orders=%+v, want cancelled", orders)
+	}
+}
+
 func mustTOD(raw string) timeutil.TimeOfDay {
 	tod, err := timeutil.ParseTimeOfDay(raw)
 	if err != nil {