Cap strategy hold time to 2 min before market close

Prevents sell orders from being rejected after market close by fetching
the market clock after entry and capping the hold deadline to next_close
minus a 2-minute buffer.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

src/momentum-strategy.test.ts

@@ -7,7 +7,11 @@ function mockAlpaca(overrides: Partial<Alpaca> = {}): Alpaca {
         getAccount: vi.fn(),
         getAssets: vi.fn(),
         getAsset: vi.fn(),
-        getClock: vi.fn(),
+        getClock: vi.fn().mockResolvedValue({
+            is_open: true,
+            next_open: new Date().toISOString(),
+            next_close: new Date(Date.now() + 86_400_000).toISOString(),
+        }),
         getLatestAsk: vi.fn(),
         getLatestBid: vi.fn(),
         getLatestSpread: vi.fn(),
@@ -113,6 +117,38 @@ describe('MomentumStrategy', () => {
         expect(alpaca.sell).toHaveBeenCalledWith('TQQQ', 5000);
     });
 
+    it('caps hold time to 2 min before market close', async () => {
+        // Market closes in 500ms, but holdTime is 1000ms
+        // So the strategy should sell after ~380ms (500 - 120 = 380ms safe close)
+        // rather than waiting for the full 1000ms holdTime
+        const closeTime = new Date(Date.now() + 500).toISOString();
+        const alpaca = mockAlpaca({
+            getLatestAsk: vi.fn()
+                .mockResolvedValueOnce(100)
+                .mockResolvedValueOnce(101),
+            buy: vi.fn().mockResolvedValue(50),
+            getClock: vi.fn().mockResolvedValue({
+                is_open: true,
+                next_open: new Date().toISOString(),
+                next_close: closeTime,
+            }),
+            getLatestBid: vi.fn().mockResolvedValue(49.90),
+            sell: vi.fn().mockResolvedValue(49.90),
+        });
+
+        const strategy = new MomentumStrategy(fastConfig);
+        const promise = strategy.execute(alpaca, 5000);
+        // Advance enough for the capped deadline (close - 120_000 is in the past,
+        // so the loop should exit immediately without any polls)
+        await vi.advanceTimersByTimeAsync(500);
+        await promise;
+
+        expect(alpaca.sell).toHaveBeenCalledWith('TQQQ', 5000);
+        // With close only 500ms away, safeClose = close - 120s is already past,
+        // so the loop body should never run (no bid checks)
+        expect(alpaca.getLatestBid).not.toHaveBeenCalled();
+    });
+
     it('uses actual fill price for target calculation', async () => {
         const alpaca = mockAlpaca({
             getLatestAsk: vi.fn()

src/momentum-strategy.ts

@@ -37,7 +37,14 @@ export class MomentumStrategy implements Strategy {
         logger.info(`[${this.name}] entered ${symbol} at price ${entryPrice}`);
 
         const targetPrice = entryPrice * (1 + this.config.targetGain);
-        const deadline = Date.now() + this.config.holdTime;
+        let deadline = Date.now() + this.config.holdTime;
+
+        const clock = await alpaca.getClock();
+        const safeClose = new Date(clock.next_close).getTime() - 120_000;
+        if (safeClose < deadline) {
+            logger.info(`[${this.name}] capping hold time to 2 min before market close`);
+            deadline = safeClose;
+        }
 
         logger.debug(`[${this.name}] monitoring ${symbol} for target price ${targetPrice} or timeout at ${new Date(deadline).toISOString()}`);
         let reason: 'target' | 'timeout' = 'timeout';