The first full-day test exposed the difference between a working demo and a dependable market instrument. Today mostly behaved correctly, but premarket coverage, current-session VWAP, and rollover still needed attention.
01Testing
Premarket and VWAP were incomplete
The review found that the expected early premarket marker was absent and that Today’s VWAP references were not appearing. It also raised the question of how the Candle should rebuild as one trading day becomes the next.
02Testing
Make session rollover explicit
A dedicated branch added rollover and VWAP recovery behavior. The first pass passed nine tests and a Release build.
03Testing
Harden live recovery
A second pass added bounded reconnect and stale-data handling, diagnostics, and a live multiday VWAP path using the available immediate feed. Fourteen tests and the Release build passed.
WHAT WE LEARNED
The desk test becomes part of the development loop.
- A missing value can be a source limitation or an application defect.
- Those conditions should never be presented as if they have the same cause.
NEXT
Turn observed gaps into bounded fixes.
- Promote reliability work only after acceptance.
- Reproduce the multiday VWAP used on the primary Thinkorswim chart.