From fc3be349c6f0f5d8e30e921570a36f4e299fc8b1 Mon Sep 17 00:00:00 2001
From: Pigbibi <20649888+Pigbibi@users.noreply.github.com>
Date: Thu, 28 May 2026 04:26:09 +0800
Subject: [PATCH] Use live quotes in Firstrade price history

---
 application/runtime_broker_adapters.py | 23 ++++++-
 tests/test_runtime_broker_adapters.py  | 89 +++++++++++++++++++++++++-
 2 files changed, 109 insertions(+), 3 deletions(-)

diff --git a/application/runtime_broker_adapters.py b/application/runtime_broker_adapters.py
index aec0878..fdfebd2 100644
--- a/application/runtime_broker_adapters.py
+++ b/application/runtime_broker_adapters.py
@@ -4,7 +4,8 @@
 
 from collections.abc import Callable
 from dataclasses import dataclass
-from datetime import datetime, timezone
+from datetime import date, datetime, timezone
+from zoneinfo import ZoneInfo
 
 import pandas as pd
 
@@ -39,6 +40,14 @@ def _utcnow() -> datetime:
     return datetime.now(timezone.utc)
 
 
+_NEW_YORK_TZ = ZoneInfo("America/New_York")
+
+
+def _market_date(value: datetime) -> date:
+    normalized = value if value.tzinfo is not None else value.replace(tzinfo=timezone.utc)
+    return normalized.astimezone(_NEW_YORK_TZ).date()
+
+
 @dataclass(frozen=True)
 class FirstradeBrokerAdapters:
     client: FirstradeBrokerClient
@@ -101,6 +110,18 @@ def load_price_series(symbol: str) -> PriceSeries:
                 )
             if not points:
                 raise ValueError(f"Firstrade OHLC did not return price history for {normalized}.")
+            try:
+                quote = load_quote(normalized)
+            except Exception:
+                quote = None
+            if quote is not None and quote.last_price > 0:
+                quote_point = PricePoint(as_of=quote.as_of, close=quote.last_price)
+                last_market_date = _market_date(points[-1].as_of)
+                quote_market_date = _market_date(quote_point.as_of)
+                if quote_market_date > last_market_date:
+                    points.append(quote_point)
+                elif quote_market_date == last_market_date:
+                    points[-1] = quote_point
             series = PriceSeries(symbol=normalized, currency="USD", points=tuple(points))
             series_cache[normalized] = series
             return series
diff --git a/tests/test_runtime_broker_adapters.py b/tests/test_runtime_broker_adapters.py
index ff5478d..cc05ee1 100644
--- a/tests/test_runtime_broker_adapters.py
+++ b/tests/test_runtime_broker_adapters.py
@@ -1,14 +1,27 @@
 from __future__ import annotations
 
+from datetime import datetime, timezone
+
 from application.runtime_broker_adapters import build_runtime_broker_adapters
 
 
+def _timestamp_ms(value: datetime) -> int:
+    return int(value.timestamp() * 1000)
+
+
 class FakeClient:
+    def __init__(self, *, quote_payload=None, quote_error: Exception | None = None, ohlc=None):
+        self.quote_payload = quote_payload or {"last": "10.50", "bid": "10.40", "ask": "10.60"}
+        self.quote_error = quote_error
+        self.ohlc = ohlc or [(1700000000000, 9, 11, 8, 10, 1000)]
+
     def get_quote(self, _account, symbol):
-        return {"symbol": symbol, "last": "10.50", "bid": "10.40", "ask": "10.60"}
+        if self.quote_error is not None:
+            raise self.quote_error
+        return {"symbol": symbol, **self.quote_payload}
 
     def get_ohlc(self, _symbol, _range):
-        return [(1700000000000, 9, 11, 8, 10, 1000)]
+        return self.ohlc
 
     def get_balances(self, _account):
         return {"total_value": "120.00", "cash": "20.00", "buying_power": "30.00"}
@@ -33,3 +46,75 @@ def test_runtime_adapters_build_quote_and_portfolio_ports():
     assert portfolio.total_equity == 120.0
     assert portfolio.cash_balance == 20.0
     assert portfolio.positions[0].symbol == "SPY"
+
+
+def test_price_series_appends_live_quote_when_history_lags_today():
+    adapters = build_runtime_broker_adapters(
+        client=FakeClient(
+            quote_payload={"last": "12.00", "bid": "11.90", "ask": "12.10"},
+            ohlc=[
+                (
+                    _timestamp_ms(datetime(2026, 5, 26, 4, tzinfo=timezone.utc)),
+                    9,
+                    11,
+                    8,
+                    10,
+                    1000,
+                )
+            ],
+        ),
+        account="12345678",
+        clock=lambda: datetime(2026, 5, 27, 19, 45, tzinfo=timezone.utc),
+    )
+
+    series = adapters.build_market_data_port().get_price_series("SPY")
+
+    assert [point.close for point in series.points] == [10.0, 12.0]
+
+
+def test_price_series_replaces_same_day_history_with_live_quote():
+    adapters = build_runtime_broker_adapters(
+        client=FakeClient(
+            quote_payload={"last": "12.00", "bid": "11.90", "ask": "12.10"},
+            ohlc=[
+                (
+                    _timestamp_ms(datetime(2026, 5, 27, 4, tzinfo=timezone.utc)),
+                    9,
+                    11,
+                    8,
+                    10,
+                    1000,
+                )
+            ],
+        ),
+        account="12345678",
+        clock=lambda: datetime(2026, 5, 27, 19, 45, tzinfo=timezone.utc),
+    )
+
+    series = adapters.build_market_data_port().get_price_series("SPY")
+
+    assert [point.close for point in series.points] == [12.0]
+
+
+def test_price_series_falls_back_to_history_when_quote_unavailable():
+    adapters = build_runtime_broker_adapters(
+        client=FakeClient(
+            quote_error=RuntimeError("quote unavailable"),
+            ohlc=[
+                (
+                    _timestamp_ms(datetime(2026, 5, 26, 4, tzinfo=timezone.utc)),
+                    9,
+                    11,
+                    8,
+                    10,
+                    1000,
+                )
+            ],
+        ),
+        account="12345678",
+        clock=lambda: datetime(2026, 5, 27, 19, 45, tzinfo=timezone.utc),
+    )
+
+    series = adapters.build_market_data_port().get_price_series("SPY")
+
+    assert [point.close for point in series.points] == [10.0]