fix: correct WorldQuant daily alpha date filters

2026-09-09 15:12:45 +08:00
parent 4debca7dbd
commit ff840ca140
3 changed files with 30 additions and 10 deletions
@@ -350,9 +350,13 @@ class WqClient:
            # Daily intervals are [UTC midnight, next midnight). Submitted dates
            # use the actual submission time, independently of creation or stage.
            field = "dateCreated" if submission == "UNSUBMITTED" else "dateSubmitted"
-            params.update({f"{field}>=": date_from, f"{field}<": date_to, "order": field})
+            # BRAIN treats the query separator '=' as part of its comparison
+            # syntax: a '>=' key adds an extra '=' and makes the date invalid.
+            # Both bounds are inclusive upstream; exclude the next UTC midnight.
+            upper = (datetime.fromisoformat(date_to) - timedelta(microseconds=1)).isoformat()
+            params.update({f"{field}>": date_from, f"{field}<": upper, "order": field})
            if field == "dateCreated":
-                params["dateCreated<"] = min(before, date_to)
+                params["dateCreated<"] = min(before, upper)
        return await self.get("/users/self/alphas", params)

    async def alpha(self, alpha_id):