Production hardening: kill switch, circuit breaker, trailing stops, log level, holiday calendar

TASK-05-session-holidays.md

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+# TASK-05: Add CME Holiday Awareness to SessionManager
+
+**File:** `src/NT8.Core/MarketData/SessionManager.cs`
+**Priority:** MEDIUM
+**No dependencies**
+**Estimated time:** 30 min
+
+---
+
+## Background
+
+`IsRegularTradingHours()` currently only checks session time windows. It has no awareness of CME holidays, so the system would attempt to trade on Christmas, Thanksgiving, etc. when markets are closed.
+
+---
+
+## Exact Changes Required
+
+### 1. Add a static holiday set as a private field on `SessionManager`
+
+Add this inside the class (near the other private fields):
+
+```csharp
+// CME US Futures holidays — markets closed all day on these dates.
+// Update annually. Dates are in the format new DateTime(year, month, day).
+private static readonly System.Collections.Generic.HashSet<DateTime> _cmeHolidays =
+    new System.Collections.Generic.HashSet<DateTime>
+    {
+        // 2025 holidays
+        new DateTime(2025, 1, 1),   // New Year's Day
+        new DateTime(2025, 1, 20),  // Martin Luther King Jr. Day
+        new DateTime(2025, 2, 17),  // Presidents' Day
+        new DateTime(2025, 4, 18),  // Good Friday
+        new DateTime(2025, 5, 26),  // Memorial Day
+        new DateTime(2025, 6, 19),  // Juneteenth
+        new DateTime(2025, 7, 4),   // Independence Day
+        new DateTime(2025, 9, 1),   // Labor Day
+        new DateTime(2025, 11, 27), // Thanksgiving
+        new DateTime(2025, 12, 25), // Christmas Day
+
+        // 2026 holidays
+        new DateTime(2026, 1, 1),   // New Year's Day
+        new DateTime(2026, 1, 19),  // Martin Luther King Jr. Day
+        new DateTime(2026, 2, 16),  // Presidents' Day
+        new DateTime(2026, 4, 3),   // Good Friday
+        new DateTime(2026, 5, 25),  // Memorial Day
+        new DateTime(2026, 6, 19),  // Juneteenth
+        new DateTime(2026, 7, 4),   // Independence Day (observed Mon 7/3 if falls on Sat — keep both just in case)
+        new DateTime(2026, 9, 7),   // Labor Day
+        new DateTime(2026, 11, 26), // Thanksgiving
+        new DateTime(2026, 12, 25), // Christmas Day
+    };
+```
+
+### 2. Add a helper method
+
+```csharp
+/// <summary>
+/// Returns true if the given UTC date is a CME holiday (market closed all day).
+/// </summary>
+private static bool IsCmeHoliday(DateTime utcTime)
+{
+    // Convert to ET for holiday date comparison
+    try
+    {
+        var estTime = TimeZoneInfo.ConvertTimeFromUtc(utcTime,
+            TimeZoneInfo.FindSystemTimeZoneById("Eastern Standard Time"));
+        return _cmeHolidays.Contains(estTime.Date);
+    }
+    catch (Exception)
+    {
+        return false;
+    }
+}
+```
+
+### 3. Update `IsRegularTradingHours()` to check holidays first
+
+The existing method body is:
+```csharp
+var sessionInfo = GetCurrentSession(symbol, time);
+return sessionInfo.IsRegularHours;
+```
+
+Replace with:
+```csharp
+// Markets are fully closed on CME holidays
+if (IsCmeHoliday(time))
+{
+    _logger.LogInformation("Holiday detected for {0} on {1} — market closed.", symbol, time.Date);
+    return false;
+}
+
+var sessionInfo = GetCurrentSession(symbol, time);
+return sessionInfo.IsRegularHours;
+```
+
+---
+
+## Acceptance Criteria
+
+- [ ] `IsRegularTradingHours("ES", new DateTime(2025, 12, 25, 14, 0, 0, DateTimeKind.Utc))` returns `false`
+- [ ] `IsRegularTradingHours("ES", new DateTime(2025, 12, 26, 14, 0, 0, DateTimeKind.Utc))` returns `true` (normal day)
+- [ ] `IsRegularTradingHours("ES", new DateTime(2025, 11, 27, 14, 0, 0, DateTimeKind.Utc))` returns `false` (Thanksgiving)
+- [ ] `verify-build.bat` passes
+- [ ] All existing tests pass