Schedule CTP disconnect 30 minutes after day and night session close.

Co-authored-by: Cursor <cursoragent@cursor.com>

market_sessions.py

@@ -246,3 +246,40 @@ def in_premarket_connect_window(
     if mins is None:
         return False
     return 0 < mins <= float(minutes_before)
+
+
+def in_postmarket_grace_window(
+    now: Optional[datetime] = None,
+    *,
+    minutes_after: int = 30,
+) -> bool:
+    """日盘 15:00 或夜盘 02:30 收盘后 minutes_after 分钟内（仍保持连接，便于收尾）。"""
+    if is_trading_session(now):
+        return False
+    d = _normalize_dt(now)
+    t = _minutes_of_day(d)
+    wd = d.weekday()
+    ma = max(1, int(minutes_after))
+    day_close = 15 * 60
+    night_close = 2 * 60 + 30
+    # 日盘收盘 15:00 后宽限（周一至周五）
+    if wd < 5 and day_close <= t < day_close + ma:
+        return True
+    # 夜盘收盘 02:30 后宽限（含周六凌晨结束周五夜盘）
+    if night_close <= t < night_close + ma:
+        return True
+    return False
+
+
+def should_keep_ctp_connected(
+    now: Optional[datetime] = None,
+    *,
+    minutes_before: int = 30,
+    minutes_after: int = 30,
+) -> bool:
+    """是否处于应连接 CTP 的窗口：交易时段 + 盘前 + 盘后宽限。"""
+    if is_trading_session(now):
+        return True
+    if in_postmarket_grace_window(now, minutes_after=minutes_after):
+        return True
+    return in_premarket_connect_window(now, minutes_before=minutes_before)