fix: holiday-aware prediction validation — skip NSE holidays in target dates

- database._trading_deadline + save_prediction_snapshot: replace weekend-only
`while weekday >= 5` loop with next_trading_day() from market_calendar, which
handles both weekends and all NSE holidays
- database._migrate: add Python post-processing loop after SQL weekend patches
to fix any existing PENDING rows whose target_date landed on a weekday holiday
- app.validation_execute: guard at top — return {skipped, reason, next_trading_day}
when today is a holiday so validation never runs on non-trading days
- app.py: add next_trading_day to market_calendar import

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

app.py

@@ -27,7 +27,11 @@ from universe import get_universe, refresh_universe  # get_universe used by sear
 from data_sources import fetch_ohlcv, fetch_live_price
 import database as db
 from top5_picker import get_top5_picks
-from market_calendar import market_status as nse_market_status, is_trading_day as nse_is_trading_day
+from market_calendar import (
+    market_status as nse_market_status,
+    is_trading_day as nse_is_trading_day,
+    next_trading_day as nse_next_trading_day,
+)
 
 app = Flask(__name__)
 app.config["JSON_SORT_KEYS"] = False
@@ -2275,6 +2279,15 @@ def _intraday_target_hit(direction: str, window_high, window_low, close_price,
 @app.route("/api/validation/execute", methods=["POST"])
 def validation_execute():
     """Execute validation for pending predictions — parallel OHLCV fetches to avoid timeouts."""
+    _IST = timezone(timedelta(hours=5, minutes=30))
+    today_ist = datetime.now(timezone.utc).astimezone(_IST).date()
+    if not nse_is_trading_day(today_ist):
+        return _json_no_store({
+            "skipped": True,
+            "reason": "today_is_holiday",
+            "next_trading_day": nse_next_trading_day(today_ist).isoformat(),
+        })
+
     pending = db.get_validation_pending(limit=500, due_only=True)
 
     # Pre-filter: handle NO TRADE / bad entry immediately (no I/O needed)

database.py

@@ -276,6 +276,60 @@ def _migrate() -> None:
         except Exception:
             pass
 
+        # Fix any PENDING snapshots whose target date landed on an NSE weekday holiday.
+        # SQL cannot access _NSE_HOLIDAYS, so we use a Python loop with next_trading_day().
+        # Idempotent — rows already on a trading day are skipped.
+        try:
+            from market_calendar import next_trading_day as _ntd
+            from datetime import date as _date
+            _holiday_rows = conn.execute(
+                "SELECT id, validation_target_date FROM prediction_snapshots "
+                "WHERE validation_status = 'PENDING'"
+            ).fetchall()
+            for _row in _holiday_rows:
+                _raw = _row[1]
+                if not _raw:
+                    continue
+                try:
+                    _d = _date.fromisoformat(_raw)
+                except ValueError:
+                    continue
+                _fixed = _ntd(_d)
+                if _fixed != _d:
+                    conn.execute(
+                        "UPDATE prediction_snapshots SET validation_target_date = ? WHERE id = ?",
+                        (_fixed.isoformat(), _row[0]),
+                    )
+        except Exception:
+            pass
+
+        # Fix any PENDING snapshots whose target date landed on an NSE weekday holiday.
+        # SQL cannot access _NSE_HOLIDAYS, so we use a Python loop with next_trading_day().
+        # Idempotent — rows already on a trading day are skipped (next_trading_day returns d unchanged).
+        try:
+            from market_calendar import next_trading_day as _ntd
+            from datetime import date as _date
+            holiday_rows = conn.execute(
+                "SELECT id, validation_target_date FROM prediction_snapshots "
+                "WHERE validation_status = 'PENDING'"
+            ).fetchall()
+            for _row in holiday_rows:
+                _raw = _row[1]
+                if not _raw:
+                    continue
+                try:
+                    _d = _date.fromisoformat(_raw)
+                except ValueError:
+                    continue
+                _fixed = _ntd(_d)
+                if _fixed != _d:
+                    conn.execute(
+                        "UPDATE prediction_snapshots SET validation_target_date = ? WHERE id = ?",
+                        (_fixed.isoformat(), _row[0]),
+                    )
+        except Exception:
+            pass
+
         cols = {row[1] for row in conn.execute("PRAGMA table_info(trades)").fetchall()}
 
         if "snapshot_id" not in cols:
@@ -682,15 +736,14 @@ def get_postmortems() -> list[dict]:
 # ── PREDICTION SNAPSHOTS (audit trail) ───────────────────────────────────────
 
 def _trading_deadline(timeframe: str) -> str:
-    """Return the ISO date string when a prediction for the given timeframe expires (weekends skipped)."""
+    """Return the ISO date string when a prediction for the given timeframe expires (weekends + NSE holidays skipped)."""
     from datetime import datetime, timedelta, timezone
+    from market_calendar import next_trading_day
     tf_offset = {"INTRADAY": 0, "1D": 1, "3D": 3, "5D": 5, "1W": 7}
     days_offset = tf_offset.get(timeframe, 1)
     now_ist = datetime.now(timezone.utc).astimezone(timezone(timedelta(hours=5, minutes=30)))
     target_dt = now_ist + timedelta(days=days_offset)
-    while target_dt.weekday() >= 5:
-        target_dt += timedelta(days=1)
-    return target_dt.strftime("%Y-%m-%d")
+    return next_trading_day(target_dt.date()).isoformat()
 
 
 def save_prediction_snapshot(
@@ -714,16 +767,15 @@ def save_prediction_snapshot(
     if "." not in ticker:
         ticker += ".NS"
     
-    # Calculate validation target date based on timeframe, skipping weekends.
+    # Calculate validation target date based on timeframe, skipping weekends and NSE holidays.
     # INTRADAY (offset 0) validates same-day — target_date == today (a trading day).
+    from market_calendar import next_trading_day
     tf_offset = {"INTRADAY": 0, "1D": 1, "3D": 3, "5D": 5, "1W": 7}
     days_offset = tf_offset.get(timeframe, 1)
     now_utc = datetime.now(timezone.utc)
     now_ist = now_utc.astimezone(timezone(timedelta(hours=5, minutes=30)))
     target_dt = now_ist + timedelta(days=days_offset)
-    while target_dt.weekday() >= 5:  # 5=Sat, 6=Sun — NSE is closed
-        target_dt += timedelta(days=1)
-    target_date = target_dt.strftime("%Y-%m-%d")
+    target_date = next_trading_day(target_dt.date()).isoformat()
     
     with _conn() as conn:
         # Dedup: skip if the same ticker/timeframe/direction/target_date was already saved today.