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Holdout LabHoldout Lab

Scheduling

A trading session should run when its market is open and stop when it closes. Holdout Lab is market-hours aware so you can automate start/stop instead of babysitting it.

Market hours

Section titled “Market hours”

The system knows each instrument’s trading calendar (via exchange-calendars), so a daily strategy acts on the right sessions and an intraday strategy is flat by the close. Crypto trades 24/7 and is scheduled accordingly.

Automating with cron

Section titled “Automating with cron”

Add --until 16:05 (Eastern) to a paper/live runner and the session stops itself cleanly at that time — the same code path as the kill switch, so positions flatten on stop. To start sessions automatically on weekday mornings, cron the supervised wrapper scripts/run-paper.sh (it relaunches after crashes but respects intentional stops):

# m  h    dom mon dow   command
  25 9    *   *   1-5   cd /path/to/holdout-lab && ./scripts/run-paper.sh \
      --strategy ibs_reversion --instrument QQQ.NASDAQ --until 16:05 >> .run/scheduled.log 2>&1

(macOS alternative: a launchd plist with StartCalendarInterval. Times are local — keep the clock on Eastern or adjust.) Crypto trades 24/7, so there’s no market-hours gating for crypto sessions. See paper trading for the runner flags.

Built-in nightly jobs

Section titled “Built-in nightly jobs”

Two worker crons run without any setup: the nightly catalog refresh at 08:45 UTC (tops up every free-vendor dataset to yesterday’s close — see ingestion; billed Databento data is never auto-pulled), and the fidelity scorecard at 09:30 UTC. The refresh is hard-bounded to finish before the fidelity run so the worker stays the catalog’s single writer.

Gateway restarts

Section titled “Gateway restarts”

The IB Gateway needs periodic restarts; in the Dockerized setup, IBC handles the nightly/weekly gateway restart on its own, and the gateway monitor alerts you if a gateway goes unhealthy between restarts.

Section titled “Related”