Add holiday-gap detection via `exchange_calendars`

Integrate `exchange_calendars` lib to detect market holidays in
gap-checking logic via new `.ib.venues.has_holiday()` helper!

The `.ib.venues` impl deats,
- add  a new `has_holiday()` using `xcals.get_calendar()` and friends
  for sanity checking a venue's holiday closure-gaps.
  * final holiday detection-check is basically,
   `(cash_gap := (next_open - prev_close)) > period`
- include `time_step_s` param to `is_venue_closure()` for boundary
  tolerance checks.
  * let's us expand closure-time checks to include `+/-time_step_s`
    "off-by-one-`timeframe`-sample" edge case ranges.
- add real docstring to `has_weekend()`.

In `.ib.api` refine usage for ^ changes,
- move `is_venue_open()` call + tz-convert outside gap check
- use a walrus to capture `has_closure_gap` from `is_venue_closure()`
- add a `not has_closure_gap` condition to the
  mismatched-duration/short-frame warning block to avoid needless warns.
- keep duration-based "short-frame" log as `.error()` but toss in a bp
  so (somone can) umask to figure out wtf is going on..
  * we should **never** really hit this path unless there's a valid bug
    or data issue with IB/GFIS!
  * keep recursion path masked-out just leave a `breakpoint()` for now.

Also some logger updates,
- import `get_logger()` from top-level `piker.log` vs `.ib._util` which
  was always kinda wrong..
- change `NonShittyIB._logger` to use `__name__` vs literal.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code

piker/brokers/ib/api.py

@@ -92,10 +92,15 @@ from .symbols import (
     _exch_skip_list,
     _futes_venues,
 )
-from ._util import (
+from ...log import get_logger
-    log,
+from .venues import (
-    # only for the ib_sync internal logging
+    is_venue_open,
-    get_logger,
+    sesh_times,
+    is_venue_closure,
+)
+
+log = get_logger(
+    name=__name__,
 )
 
 _bar_load_dtype: list[tuple[str, type]] = [
@@ -181,7 +186,7 @@ class NonShittyIB(IB):
         # override `ib_insync` internal loggers so we can see wtf
         # it's doing..
         self._logger = get_logger(
-            'ib_insync.ib',
+            name=__name__,
         )
         self._createEvents()
 
@@ -189,7 +194,7 @@ class NonShittyIB(IB):
         self.wrapper = NonShittyWrapper(self)
         self.client = ib_client.Client(self.wrapper)
         self.client._logger = get_logger(
-            'ib_insync.client',
+            name='ib_insync.client',
         )
 
         # self.errorEvent += self._onError
@@ -486,64 +491,52 @@ class Client:
             last: float = times[-1]
             # frame_dur: float = times[-1] - first
 
-            first_dt: DateTime = from_timestamp(first)
+            details: ContractDetails = (
-            last_dt: DateTime = from_timestamp(last)
+                await self.ib.reqContractDetailsAsync(contract)
+            )[0]
+            # convert to makt-native tz
+            tz: str = details.timeZoneId
+            end_dt = end_dt.in_tz(tz)
+            first_dt: DateTime = from_timestamp(first).in_tz(tz)
+            last_dt: DateTime = from_timestamp(last).in_tz(tz)
             tdiff: int = (
                 last_dt
                 -
                 first_dt
             ).in_seconds() + sample_period_s
+            _open_now: bool = is_venue_open(
+                con_deats=details,
+            )
 
             # XXX, do gap detections.
+            has_closure_gap: bool = False
             if (
                 last_dt.add(seconds=sample_period_s)
                 <
                 end_dt
             ):
-                details: ContractDetails = (
-                    await self.ib.reqContractDetailsAsync(contract)
-                )[0]
-                from .venues import (
-                    is_venue_open,
-                    has_weekend,
-                    sesh_times,
-                    is_venue_closure,
-                )
-                _open_now: bool = is_venue_open(
-                    con_deats=details,
-                )
                 open_time, close_time = sesh_times(details)
                 # XXX, always calc gap in mkt-venue-local timezone
-                tz: str = details.timeZoneId
+                gap: Interval = end_dt - last_dt
-                gap: Interval = (
+                if not (
-                    end_dt.in_tz(tz)
+                    has_closure_gap := is_venue_closure(
-                    -
+                    gap=gap,
-                    last_dt.in_tz(tz)
+                    con_deats=details,
-                )
+                    time_step_s=sample_period_s,
-
+                )):
-                if (
-                    not has_weekend(gap)
-                    and
-                    # XXX NOT outside venue closures.
-                    # !TODO, replace with,
-                    # `not is_venue_closure()`
-                    # per below assert on inverse case!
-                    gap.end.time() != open_time
-                    and
-                    gap.start.time() != close_time
-                ):
-                    breakpoint()
                     log.warning(
                         f'Invalid non-closure gap for {fqme!r} ?!?\n'
                         f'is-open-now: {_open_now}\n'
                         f'\n'
                         f'{gap}\n'
                     )
-                else:
+                    log.warning(
-                    assert is_venue_closure(
+                        f'Detected NON venue-closure GAP ??\n'
-                        gap=gap,
+                        f'{gap}\n'
-                        con_deats=details,
                     )
+                    breakpoint()
+                else:
+                    assert has_closure_gap
                     log.debug(
                         f'Detected venue closure gap (weekend),\n'
                         f'{gap}\n'
@@ -551,14 +544,14 @@ class Client:
 
             if (
                 start_dt is None
+                and (
+                    tdiff
+                    <
+                    dt_duration.in_seconds()
+                )
                 and
-                tdiff
+                not has_closure_gap
-                <
-                dt_duration.in_seconds()
-                # and
-                # len(bars) * sample_period_s) < dt_duration.in_seconds()
             ):
-                end_dt: DateTime = from_timestamp(first)
                 log.error(
                     f'Frame result was shorter then {dt_duration}!?\n'
                     f'end_dt: {end_dt}\n'
@@ -566,6 +559,7 @@ class Client:
                     # f'\n'
                     # f'Recursing for more bars:\n'
                 )
+                # XXX, debug!
                 breakpoint()
                 # XXX ? TODO? recursively try to re-request?
                 # => i think *NO* right?

piker/brokers/ib/venues.py

@@ -32,6 +32,7 @@ from typing import (
     TYPE_CHECKING,
 )
 
+import exchange_calendars as xcals
 from pendulum import (
     now,
     Duration,
@@ -44,11 +45,24 @@ if TYPE_CHECKING:
         TradingSession,
         ContractDetails,
     )
+    from exchange_calendars.exchange_calendars import (
+        ExchangeCalendar,
+    )
+    from pandas import (
+        # DatetimeIndex,
+        TimeDelta,
+        Timestamp,
+    )
 
 
 def has_weekend(
     period: Interval,
 ) -> bool:
+    '''
+    Predicate to for a period being within
+    days 6->0 (sat->sun).
+
+    '''
     has_weekend: bool = False
     for dt in period:
         if dt.day_of_week in [0, 6]: # 0=Sunday, 6=Saturday
@@ -58,6 +72,55 @@ def has_weekend(
     return has_weekend
 
 
+def has_holiday(
+    con_deats: ContractDetails,
+    period: Interval,
+) -> bool:
+    '''
+    Using the `exchange_calendars` lib detect if a time-gap `period`
+    is contained in a known "cash hours" closure.
+
+    '''
+    tz: str = con_deats.timeZoneId
+    exch: str = con_deats.contract.primaryExchange
+    cal: ExchangeCalendar = xcals.get_calendar(exch)
+    end: datetime = period.end
+    # _start: datetime = period.start
+    # ?TODO, can rm ya?
+    # => not that useful?
+    # dti: DatetimeIndex = cal.sessions_in_range(
+    #     _start.date(),
+    #     end.date(),
+    # )
+    prev_close: Timestamp = cal.previous_close(
+        end.date()
+    ).tz_convert(tz)
+    prev_open: Timestamp = cal.previous_open(
+        end.date()
+    ).tz_convert(tz)
+    # now do relative from prev_ values ^
+    # to get the next open which should match
+    # "contain" the end of the gap.
+    next_open: Timestamp = cal.next_open(
+        prev_open,
+    ).tz_convert(tz)
+    next_open: Timestamp = cal.next_open(
+        prev_open,
+    ).tz_convert(tz)
+    _next_close: Timestamp = cal.next_close(
+        prev_close
+    ).tz_convert(tz)
+    cash_gap: TimeDelta = next_open - prev_close
+    is_holiday_gap = (
+        cash_gap
+        > 
+        period
+    )
+    # XXX, debug
+    # breakpoint()
+    return is_holiday_gap
+
+
 def is_current_time_in_range(
     sesh: Interval,
     when: datetime|None = None,
@@ -126,6 +189,7 @@ def is_venue_open(
 def is_venue_closure(
     gap: Interval,
     con_deats: ContractDetails,
+    time_step_s: int,
 ) -> bool:
     '''
     Check if a provided time-`gap` is just an (expected) trading
@@ -135,19 +199,36 @@ def is_venue_closure(
     open: Time
     close: Time
     open, close = sesh_times(con_deats)
-    # TODO! ensure this works!
+
-    # breakpoint()
+    # ensure times are in mkt-native timezone
+    tz: str = con_deats.timeZoneId
+    start = gap.start.in_tz(tz)
+    start_t = start.time()
+    end = gap.end.in_tz(tz)
+    end_t = end.time()
     if (
         (
-            gap.start.time() == close
+            start_t in (
-            and
+                close,
-            gap.end.time() == open
+                close.subtract(seconds=time_step_s)
+            )
+            and 
+            end_t in (
+                open,
+                open.add(seconds=time_step_s),
+            )
         )
         or
         has_weekend(gap)
+        or
+        has_holiday(
+            con_deats=con_deats,
+            period=gap,
+        )
     ):
         return True
 
+    # breakpoint()
     return False