PF session-dst probe 01 - NY spring forward

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// session-dst probe 01 — NY spring-forward weekend
//
// Purpose: pin session-time + DST behavior. The NY equity session
// (09:30-16:00 America/New_York) crosses a spring-forward weekend in the
// corpus window. We count time-window entries pre/post DST and verify
// that `time(session)` returns `na<int64>` on Sunday (no NY session).
// Surfaces: tz-db version drift, ScopedTimezone mutex contention,
// DST hour-skip handling.
//
// Trade shape: long-only. Entry at first in-session bar of each day
// (session_id transitions from na -> non-na), exit at last in-session
// bar (transitions non-na -> na). Counts both pre- and post-DST entries
// on a 15m chart so we get >=10 closed trades over the corpus window.
//
// TV setup: 15m chart, ETH-USDT-USDT, same window as
// data/ohlcv_ETH-USDT-USDT_15m.csv. The window must include the second
// Sunday of March for spring-forward coverage. Export trade list to
// tv_trades.csv.
//@version=6
strategy("PF session-dst probe 01 - NY spring forward", shorttitle="SDST_p01_NY", overlay=true,
     initial_capital=1000000,
     commission_type=strategy.commission.percent, commission_value=0, slippage=0,
     default_qty_type=strategy.fixed, default_qty_value=1, pyramiding=1,
     process_orders_on_close=false)

int sessId    = time(timeframe.period, "0930-1600", "America/New_York")
bool inSess    = not na(sessId)
bool wasInSess = not na(sessId[1])

bool sessOpen  = inSess and not wasInSess
bool sessClose = wasInSess and not inSess

if sessOpen and strategy.position_size == 0
    strategy.entry("L", strategy.long, qty=1, comment="session open")
if sessClose and strategy.position_size > 0
    strategy.close("L", comment="session close")