Upload runtime.py

runtime.py

@@ -1,425 +1,1777 @@
-from __future__ import annotations
-
+from __future__ import annotations
+
 import json
+import copy
+import os
 import sys
-from dataclasses import dataclass
-from datetime import date, datetime, time, timedelta
-from pathlib import Path
-from typing import Any
-from zoneinfo import ZoneInfo
-
+import threading
+from dataclasses import dataclass
+from datetime import date, datetime, time, timedelta
+from functools import lru_cache
+from pathlib import Path
+from typing import Any
+from zoneinfo import ZoneInfo
+
 import joblib
 import numpy as np
 import pandas as pd
-import yfinance as yf
-
-
-IST = ZoneInfo("Asia/Kolkata")
+from nifty_backend.yahoo_history_client import YahooHistoryClient
+
+try:
+    import pandas_market_calendars as mcal
+except ImportError:  # pragma: no cover - production dependency, local fallback below.
+    mcal = None
+
+
+IST = ZoneInfo("Asia/Kolkata")
 YAHOO_NIFTY_SYMBOL = "^NSEI"
+MARKET_CLOSE = time(15, 30)
+FIRST5_READY = time(9, 20)
+CLOSE_REFRESH_READY = time(15, 45)
+TPLUS1_READY = time(14, 30)
+STALE_CHECK_INTERVAL_SECONDS = 5
 BACKEND_ROOT = Path(__file__).resolve().parents[1]
 DATA_DIR = BACKEND_ROOT / "data"
 MODEL_DIR = BACKEND_ROOT / "models"
-OPENING_DATASET_PATH = DATA_DIR / "opening_direction_training_dataset.parquet"
-NIFTY_1M_PATH = DATA_DIR / "nifty50_1m.parquet"
-NIFTY_1D_PATH = DATA_DIR / "nifty50_1d.parquet"
-MODEL_PATH = MODEL_DIR / "nifty_opening_direction_model.joblib"
-LATEST_PATH = MODEL_DIR / "latest_prediction.csv"
-TEST_PREDICTIONS_PATH = DATA_DIR / "test_predictions.parquet"
-
-DECISION_OVERLAYS = [
-    {
-        "name": "fifth_minute_momentum_flip",
-        "feature": "m5_ret_1m",
-        "op": ">=",
-        "value": 0.0005085411885759201,
-    },
-    {
-        "name": "vix_stretch_flip",
-        "feature": "india_vix_close_vs_sma_20",
-        "op": ">=",
-        "value": 0.24641908937959742,
-    },
-]
-
-
-class ProbabilityBlend:
-    def __init__(self, models: list[Any], weights: np.ndarray):
-        self.models = models
-        self.weights = np.asarray(weights, dtype="float64")
-        self.weights = self.weights / self.weights.sum()
-
-    def predict_proba(self, x: pd.DataFrame) -> np.ndarray:
-        probs = np.column_stack([predict_proba_up(model, x) for model in self.models])
-        prob_up = probs @ self.weights
-        return np.column_stack([1.0 - prob_up, prob_up])
-
-
-@dataclass(frozen=True)
-class Prediction:
-    input_date: str
-    first5_start: str
-    first5_end: str
-    prediction: str
-    prob_up: float
-    confidence: float
-    threshold: float
-    model_name: str
-
-    def to_dict(self) -> dict[str, Any]:
-        return {
-            "input_date": self.input_date,
-            "first5_start": self.first5_start,
-            "first5_end": self.first5_end,
-            "prediction": self.prediction,
-            "prob_up": self.prob_up,
-            "confidence": self.confidence,
-            "threshold": self.threshold,
-            "model_name": self.model_name,
-        }
-
-
-def predict_proba_up(model: Any, x: pd.DataFrame) -> np.ndarray:
-    return np.asarray(model.predict_proba(x)[:, 1], dtype="float64")
-
-
-def safe_div(numer: pd.Series | np.ndarray, denom: pd.Series | np.ndarray) -> pd.Series:
-    n = pd.Series(numer, copy=False)
-    d = pd.Series(denom, copy=False)
-    out = pd.Series(np.nan, index=n.index, dtype="float64")
-    mask = d.notna() & np.isfinite(d.to_numpy(dtype="float64")) & (d != 0)
-    out.loc[mask] = n.loc[mask].to_numpy(dtype="float64") / d.loc[mask].to_numpy(dtype="float64")
-    return out
+YAHOO_CACHE_PATH = MODEL_DIR / "yahoo_history_cache.sqlite3"
+OPENING_DATASET_PATH = DATA_DIR / "opening_direction_training_dataset.parquet"
+NIFTY_1M_PATH = DATA_DIR / "nifty50_1m.parquet"
+NIFTY_1D_PATH = DATA_DIR / "nifty50_1d.parquet"
+MODEL_PATH = MODEL_DIR / "nifty_opening_direction_model.joblib"
+LATEST_PATH = MODEL_DIR / "latest_prediction.csv"
+TEST_PREDICTIONS_PATH = DATA_DIR / "test_predictions.parquet"
+TOMORROW_MODEL_PATH = MODEL_DIR / "nifty_tomorrow_direction_model.joblib"
+TOMORROW_LATEST_PATH = MODEL_DIR / "tomorrow_latest_prediction.csv"
+TOMORROW_SUMMARY_PATH = MODEL_DIR / "tomorrow_summary.json"
+TOMORROW_TEST_PREDICTIONS_PATH = DATA_DIR / "tomorrow_test_predictions.parquet"
+FORECASTING_PROJECT_ROOT = Path(
+    os.environ.get(
+        "FORECASTING_PROJECT_ROOT",
+        str(BACKEND_ROOT.parent.parent / "forecasting project"),
+    )
+)
+DAILY_FORECASTER_OUTPUT_DIR = FORECASTING_PROJECT_ROOT / "Code" / "models" / "nifty_forecaster" / "outputs"
+DAILY_FORECASTER_SUMMARY_PATH = DAILY_FORECASTER_OUTPUT_DIR / "forecaster_summary.json"
+DAILY_FORECASTER_LATEST_PATH = DAILY_FORECASTER_OUTPUT_DIR / "forecaster_latest.csv"
+DAILY_FORECASTER_PREDICTIONS_PATH = DAILY_FORECASTER_OUTPUT_DIR / "forecaster_test_predictions.csv"
+TPLUS1_MODEL_PATH = MODEL_DIR / "nifty_1420_tplus1_logistic_model.joblib"
+TPLUS1_LATEST_PATH = MODEL_DIR / "tplus1_latest_prediction.csv"
+TPLUS1_SUMMARY_PATH = MODEL_DIR / "tplus1_summary.json"
+TPLUS1_TEST_PREDICTIONS_PATH = DATA_DIR / "tplus1_test_predictions.parquet"
+REFRESH_STATE_PATH = MODEL_DIR / "refresh_state.json"
+REFRESH_WAITING = "waiting_second_payload"
+REFRESH_REFRESHING = "refreshing"
+REFRESH_READY = "ready"
+REFRESH_FAILED = "failed"
+REFRESH_NORMAL = "normal"
+LIVE_ACCURACY_PATH = MODEL_DIR / "live_accuracy.json"
+
+DECISION_OVERLAYS = [
+    {
+        "name": "fifth_minute_momentum_flip",
+        "feature": "m5_ret_1m",
+        "op": ">=",
+        "value": 0.0005085411885759201,
+    },
+    {
+        "name": "vix_stretch_flip",
+        "feature": "india_vix_close_vs_sma_20",
+        "op": ">=",
+        "value": 0.24641908937959742,
+    },
+]
+
+_dashboard_payload_lock = threading.Lock()
+_stale_refresh_lock = threading.Lock()
+
+
+def utc_now_iso() -> str:
+    return datetime.utcnow().replace(microsecond=0).isoformat() + "Z"
+
+
+def clear_dashboard_payload_cache() -> None:
+    _dashboard_payload_cached.cache_clear()
+
+
+def save_refresh_state(phase: str, *, session_date: date | None = None, error: str | None = None) -> dict[str, Any]:
+    previous = load_refresh_state()
+    state = {
+        "phase": phase,
+        "started_at": previous.get("started_at"),
+        "finished_at": previous.get("finished_at"),
+        "session_date": session_date.isoformat() if session_date else previous.get("session_date"),
+        "error": error,
+    }
+    if phase in {REFRESH_WAITING, REFRESH_REFRESHING} and not state["started_at"]:
+        state["started_at"] = utc_now_iso()
+    if phase in {REFRESH_READY, REFRESH_FAILED, REFRESH_NORMAL}:
+        state["finished_at"] = utc_now_iso()
+    REFRESH_STATE_PATH.write_text(json.dumps(state, indent=2), encoding="utf-8")
+    return state
+
+
+def load_refresh_state() -> dict[str, Any]:
+    if not REFRESH_STATE_PATH.exists():
+        return {
+            "phase": REFRESH_NORMAL,
+            "started_at": None,
+            "finished_at": None,
+            "session_date": None,
+            "error": None,
+        }
+    try:
+        return json.loads(REFRESH_STATE_PATH.read_text(encoding="utf-8"))
+    except Exception:
+        return {
+            "phase": REFRESH_FAILED,
+            "started_at": None,
+            "finished_at": None,
+            "session_date": None,
+            "error": "refresh_state.json could not be read",
+        }
+
+
+@lru_cache(maxsize=1)
+def _nse_calendar():
+    if mcal is None:
+        return None
+    for name in ("XNSE", "NSE", "BSE"):
+        try:
+            return mcal.get_calendar(name)
+        except Exception:
+            continue
+    return None
+
+
+@lru_cache(maxsize=64)
+def trading_schedule(start: date, end: date) -> pd.DataFrame:
+    calendar = _nse_calendar()
+    if calendar is None:
+        days = pd.date_range(start=start, end=end, freq="B")
+        return pd.DataFrame(index=days)
+    return calendar.schedule(start_date=start, end_date=end)
+
+
+def is_trading_day(day: date) -> bool:
+    schedule = trading_schedule(day, day)
+    return not schedule.empty
+
+
+def next_trading_day(start: date) -> date:
+    end = start + timedelta(days=14)
+    schedule = trading_schedule(start, end)
+    if schedule.empty:
+        day = start
+        while not is_trading_day(day):
+            day += timedelta(days=1)
+        return day
+    return pd.Timestamp(schedule.index[0]).date()
+
+
+def previous_trading_day(start: date) -> date:
+    begin = start - timedelta(days=14)
+    schedule = trading_schedule(begin, start)
+    if schedule.empty:
+        day = start
+        while not is_trading_day(day):
+            day -= timedelta(days=1)
+        return day
+    return pd.Timestamp(schedule.index[-1]).date()
+
+
+class ProbabilityBlend:
+    def __init__(self, models: list[Any], weights: np.ndarray):
+        self.models = models
+        self.weights = np.asarray(weights, dtype="float64")
+        self.weights = self.weights / self.weights.sum()
+
+    def predict_proba(self, x: pd.DataFrame) -> np.ndarray:
+        probs = np.column_stack([predict_proba_up(model, x) for model in self.models])
+        prob_up = probs @ self.weights
+        return np.column_stack([1.0 - prob_up, prob_up])
+
+
+@dataclass(frozen=True)
+class Prediction:
+    input_date: str
+    first5_start: str
+    first5_end: str
+    prediction: str
+    prob_up: float
+    confidence: float
+    threshold: float
+    model_name: str
+    is_overridden: bool = False
+
+    def to_dict(self) -> dict[str, Any]:
+        return {
+            "input_date": self.input_date,
+            "first5_start": self.first5_start,
+            "first5_end": self.first5_end,
+            "prediction": self.prediction,
+            "prob_up": self.prob_up,
+            "confidence": self.confidence,
+            "threshold": self.threshold,
+            "model_name": self.model_name,
+            "is_overridden": getattr(self, "is_overridden", False),
+        }
+
+
+def predict_proba_up(model: Any, x: pd.DataFrame) -> np.ndarray:
+    return np.asarray(model.predict_proba(x)[:, 1], dtype="float64")
+
+
+def safe_div(numer: pd.Series | np.ndarray, denom: pd.Series | np.ndarray) -> pd.Series:
+    n = pd.Series(numer, copy=False)
+    d = pd.Series(denom, copy=False)
+    out = pd.Series(np.nan, index=n.index, dtype="float64")
+    mask = d.notna() & np.isfinite(d.to_numpy(dtype="float64")) & (d != 0)
+    out.loc[mask] = n.loc[mask].to_numpy(dtype="float64") / d.loc[mask].to_numpy(dtype="float64")
+    return out
+
+
+def load_model() -> dict[str, Any]:
+    # Existing artifact was trained as a script, so its custom blend class
+    # resolves through __main__ when unpickled.
+    sys.modules["__main__"].ProbabilityBlend = ProbabilityBlend
+    sys.modules["__main__"].predict_proba_up = predict_proba_up
+    payload = joblib.load(MODEL_PATH)
+    payload.setdefault("decision_overlays", DECISION_OVERLAYS)
+    payload.setdefault("model_name", "nifty_opening_direction_model")
+    return payload
+
+
+def overlay_mask(frame: pd.DataFrame, overlay: dict[str, object]) -> np.ndarray:
+    feature = str(overlay["feature"])
+    if feature not in frame.columns:
+        return np.zeros(len(frame), dtype=bool)
+    series = pd.to_numeric(frame[feature], errors="coerce")
+    value = float(overlay["value"])
+    if overlay["op"] == ">=":
+        return (series >= value).fillna(False).to_numpy(dtype=bool)
+    if overlay["op"] == "<=":
+        return (series <= value).fillna(False).to_numpy(dtype=bool)
+    raise ValueError(f"Unsupported overlay op: {overlay['op']}")
+
+
+def apply_decision_overlays(pred: np.ndarray, frame: pd.DataFrame, overlays: list[dict[str, object]]) -> np.ndarray:
+    adjusted = np.asarray(pred, dtype="int64").copy()
+    for overlay in overlays:
+        mask = overlay_mask(frame, overlay)
+        adjusted[mask] = 1 - adjusted[mask]
+    return adjusted
+
+
+def directional_confidence(prob_up: np.ndarray, pred: np.ndarray, threshold: float) -> np.ndarray:
+    prob_up = np.asarray(prob_up, dtype="float64")
+    pred = np.asarray(pred, dtype="int64")
+    base_side_prob = np.where(pred == 1, prob_up, 1.0 - prob_up)
+    threshold_distance = np.abs(prob_up - float(threshold))
+    return np.clip(0.50 + threshold_distance, base_side_prob, 0.99)
+
+
+def read_training_dataset() -> pd.DataFrame:
+    df = pd.read_parquet(OPENING_DATASET_PATH)
+    for col in ("date", "first5_start", "first5_end"):
+        if col in df.columns:
+            df[col] = pd.to_datetime(df[col], errors="coerce")
+    return df.sort_values("date").reset_index(drop=True)
+
+
+def normalize_yahoo_frame(df: pd.DataFrame) -> pd.DataFrame:
+    if df.empty:
+        return pd.DataFrame(columns=["date", "open", "high", "low", "close", "volume"])
+    if isinstance(df.columns, pd.MultiIndex):
+        df.columns = [str(c[0]).lower() for c in df.columns]
+    else:
+        df.columns = [str(c).lower().replace(" ", "_") for c in df.columns]
+    df = df.reset_index()
+    date_col = next((c for c in df.columns if c.lower() in {"datetime", "date"}), df.columns[0])
+    df["date"] = pd.to_datetime(df[date_col], errors="coerce")
+    if df["date"].dt.tz is None:
+        df["date"] = df["date"].dt.tz_localize("UTC").dt.tz_convert(IST)
+    else:
+        df["date"] = df["date"].dt.tz_convert(IST)
+    rename = {
+        "open": "open",
+        "high": "high",
+        "low": "low",
+        "close": "close",
+        "adj_close": "close",
+        "volume": "volume",
+    }
+    out = pd.DataFrame({"date": df["date"].dt.tz_localize(None)})
+    for src, dst in rename.items():
+        if src in df.columns and dst not in out.columns:
+            out[dst] = pd.to_numeric(df[src], errors="coerce")
+    return out.dropna(subset=["date", "open", "high", "low", "close"]).sort_values("date")
 
 
-def load_model() -> dict[str, Any]:
-    # Existing artifact was trained as a script, so its custom blend class
-    # resolves through __main__ when unpickled.
-    sys.modules["__main__"].ProbabilityBlend = ProbabilityBlend
-    sys.modules["__main__"].predict_proba_up = predict_proba_up
-    payload = joblib.load(MODEL_PATH)
-    payload.setdefault("decision_overlays", DECISION_OVERLAYS)
-    payload.setdefault("model_name", "nifty_opening_direction_model")
-    return payload
+@lru_cache(maxsize=1)
+def yahoo_history_client() -> YahooHistoryClient:
+    return YahooHistoryClient(cache_path=YAHOO_CACHE_PATH)
 
 
-def overlay_mask(frame: pd.DataFrame, overlay: dict[str, object]) -> np.ndarray:
-    feature = str(overlay["feature"])
-    if feature not in frame.columns:
-        return np.zeros(len(frame), dtype=bool)
-    series = pd.to_numeric(frame[feature], errors="coerce")
-    value = float(overlay["value"])
-    if overlay["op"] == ">=":
-        return (series >= value).fillna(False).to_numpy(dtype=bool)
-    if overlay["op"] == "<=":
-        return (series <= value).fillna(False).to_numpy(dtype=bool)
-    raise ValueError(f"Unsupported overlay op: {overlay['op']}")
+def period_start(period: str, *, end: datetime) -> datetime:
+    text = str(period).strip().lower()
+    units = {
+        "d": "days",
+        "wk": "weeks",
+        "mo": "months",
+        "y": "years",
+    }
+    for suffix, unit in units.items():
+        if text.endswith(suffix):
+            raw_value = text[: -len(suffix)]
+            if not raw_value.isdigit():
+                break
+            value = int(raw_value)
+            if unit == "days":
+                return end - timedelta(days=value)
+            if unit == "weeks":
+                return end - timedelta(weeks=value)
+            if unit == "months":
+                return end - timedelta(days=value * 31)
+            if unit == "years":
+                return end - timedelta(days=value * 366)
+    raise ValueError(f"Unsupported Yahoo period: {period!r}")
 
 
-def apply_decision_overlays(pred: np.ndarray, frame: pd.DataFrame, overlays: list[dict[str, object]]) -> np.ndarray:
-    adjusted = np.asarray(pred, dtype="int64").copy()
-    for overlay in overlays:
-        mask = overlay_mask(frame, overlay)
-        adjusted[mask] = 1 - adjusted[mask]
-    return adjusted
+def yahoo_history_to_ohlcv(frame: pd.DataFrame, *, daily: bool) -> pd.DataFrame:
+    if frame.empty:
+        return pd.DataFrame(columns=["date", "open", "high", "low", "close", "volume"])
+    out = frame.rename(columns={"timestamp": "date"}).copy()
+    out["date"] = pd.to_datetime(out["date"], errors="coerce")
+    if daily:
+        out["date"] = out["date"].dt.normalize()
+    for column in ("open", "high", "low", "close", "volume"):
+        out[column] = pd.to_numeric(out[column], errors="coerce")
+    return (
+        out[["date", "open", "high", "low", "close", "volume"]]
+        .dropna(subset=["date", "open", "high", "low", "close"])
+        .drop_duplicates("date", keep="last")
+        .sort_values("date")
+        .reset_index(drop=True)
+    )
 
 
-def directional_confidence(prob_up: np.ndarray, pred: np.ndarray, threshold: float) -> np.ndarray:
-    prob_up = np.asarray(prob_up, dtype="float64")
-    pred = np.asarray(pred, dtype="int64")
-    base_side_prob = np.where(pred == 1, prob_up, 1.0 - prob_up)
-    threshold_distance = np.abs(prob_up - float(threshold))
-    return np.clip(0.50 + threshold_distance, base_side_prob, 0.99)
+def fetch_yahoo_minutes(period: str = "5d") -> pd.DataFrame:
+    end = datetime.now(IST).replace(tzinfo=None) + timedelta(minutes=5)
+    start = period_start(period, end=end)
+    raw = yahoo_history_client().fetch_history(
+        YAHOO_NIFTY_SYMBOL,
+        interval="1m",
+        start=start,
+        end=end,
+        include_prepost=False,
+    )
+    return yahoo_history_to_ohlcv(raw, daily=False)
 
 
-def read_training_dataset() -> pd.DataFrame:
-    df = pd.read_parquet(OPENING_DATASET_PATH)
-    for col in ("date", "first5_start", "first5_end"):
-        if col in df.columns:
-            df[col] = pd.to_datetime(df[col], errors="coerce")
-    return df.sort_values("date").reset_index(drop=True)
+def fetch_yahoo_daily(period: str = "1mo") -> pd.DataFrame:
+    end = datetime.now(IST).replace(tzinfo=None) + timedelta(days=1)
+    start = period_start(period, end=end)
+    raw = yahoo_history_client().fetch_history(
+        YAHOO_NIFTY_SYMBOL,
+        interval="1d",
+        start=start,
+        end=end,
+        include_prepost=False,
+    )
+    return yahoo_history_to_ohlcv(raw, daily=True)
+
+
+def append_parquet_rows(path: Path, new_rows: pd.DataFrame, subset: list[str]) -> pd.DataFrame:
+    if new_rows.empty:
+        if path.exists():
+            return pd.read_parquet(path)
+        raise RuntimeError(f"No rows returned for {path.name}; leaving parquet unchanged.")
+    if path.exists():
+        existing = pd.read_parquet(path)
+        combined = pd.concat([existing, new_rows], ignore_index=True)
+    else:
+        combined = new_rows.copy()
+    combined = combined.drop_duplicates(subset=subset, keep="last").sort_values(subset).reset_index(drop=True)
+    combined.to_parquet(path, index=False, compression="zstd")
+    return combined
+
+
+def latest_parquet_date(path: Path) -> date | None:
+    if not path.exists():
+        return None
+    df = pd.read_parquet(path, columns=["date"])
+    if df.empty:
+        return None
+    latest = pd.to_datetime(df["date"], errors="coerce").max()
+    if pd.isna(latest):
+        return None
+    return latest.date()
+
+
+def latest_opening_outcome_date() -> date | None:
+    if not OPENING_DATASET_PATH.exists():
+        return None
+    cols = ["date"]
+    if "target" in pd.read_parquet(OPENING_DATASET_PATH).columns:
+        cols.append("target")
+    df = pd.read_parquet(OPENING_DATASET_PATH, columns=cols)
+    if df.empty or "target" not in df.columns:
+        return None
+    df = df[df["target"].notna()]
+    if df.empty:
+        return None
+    latest = pd.to_datetime(df["date"], errors="coerce").max()
+    if pd.isna(latest):
+        return None
+    return latest.date()
+
+
+def first5_features_from_minutes(minutes: pd.DataFrame, session_date: date | None = None) -> pd.DataFrame:
+    if minutes.empty:
+        raise RuntimeError("Yahoo returned no minute bars.")
+    bars = minutes.copy()
+    bars["dt"] = pd.to_datetime(bars["date"], errors="coerce")
+    bars["session_date"] = bars["dt"].dt.normalize()
+    if session_date is None:
+        session_ts = bars["session_date"].max()
+    else:
+        session_ts = pd.Timestamp(session_date).normalize()
+    day = bars[bars["session_date"] == session_ts].sort_values("dt").copy()
+    start_dt = pd.Timestamp.combine(session_ts.date(), time(9, 15))
+    end_dt = pd.Timestamp.combine(session_ts.date(), time(9, 19))
+    first5 = day[(day["dt"] >= start_dt) & (day["dt"] <= end_dt)].head(5).copy()
+    if len(first5) < 5:
+        raise RuntimeError(f"Need 5 opening bars for {session_ts.date()}, got {len(first5)}.")
+    first5["minute_index"] = np.arange(len(first5))
+    first5["ret_1m"] = first5["close"].pct_change(fill_method=None)
+    first5["range_pct_1m"] = safe_div(first5["high"] - first5["low"], first5["open"])
+    first5["body_pct_1m"] = safe_div(first5["close"] - first5["open"], first5["open"])
+    row = {
+        "date": session_ts,
+        "first5_start": first5["dt"].iloc[0],
+        "first5_end": first5["dt"].iloc[-1],
+        "first5_open": first5["open"].iloc[0],
+        "first5_high": first5["high"].max(),
+        "first5_low": first5["low"].min(),
+        "first5_close": first5["close"].iloc[-1],
+        "first5_volume": first5["volume"].sum() if "volume" in first5 else 0.0,
+        "first5_bars": len(first5),
+        "first5_last_1m_ret": first5["ret_1m"].iloc[-1],
+        "first5_ret_std": first5["ret_1m"].std(),
+    }
+    row["first5_return"] = (row["first5_close"] - row["first5_open"]) / row["first5_open"]
+    row["first5_range_pct"] = (row["first5_high"] - row["first5_low"]) / row["first5_open"]
+    first5_range = row["first5_high"] - row["first5_low"]
+    row["first5_body_to_range"] = (row["first5_close"] - row["first5_open"]) / first5_range if first5_range else np.nan
+    row["first5_close_location"] = (row["first5_close"] - row["first5_low"]) / first5_range if first5_range else np.nan
+    for idx, (_, candle) in enumerate(first5.iterrows(), start=1):
+        for field in ("open", "high", "low", "close", "ret_1m", "range_pct_1m", "body_pct_1m"):
+            row[f"m{idx}_{field}"] = candle[field]
+        row[f"m{idx}_close_vs_first5_open"] = (candle["close"] - row["first5_open"]) / row["first5_open"]
+        row[f"m{idx}_range_share"] = (candle["high"] - candle["low"]) / first5_range if first5_range else np.nan
+    row["first5_return_accel"] = row["m5_ret_1m"] - row["m2_ret_1m"]
+    row["first5_last2_return"] = (row["m5_close"] - row["m4_open"]) / row["m4_open"]
+    row["first5_first2_return"] = (row["m2_close"] - row["m1_open"]) / row["m1_open"]
+    row["first5_reversal"] = np.sign(row["first5_first2_return"]) * -np.sign(row["first5_last2_return"])
+    row["dow"] = session_ts.dayofweek
+    row["dom"] = session_ts.day
+    row["month"] = session_ts.month
+    return pd.DataFrame([row])
+
+
+def build_model_row(first5_row: pd.DataFrame) -> pd.DataFrame:
+    dataset = read_training_dataset()
+    latest_context = dataset.iloc[[-1]].copy()
+    output = latest_context.copy()
+    for col in first5_row.columns:
+        output[col] = first5_row[col].iloc[0]
+    if {"first5_open", "nifty_close"}.issubset(output.columns):
+        output["first5_gap_from_prev_close"] = (output["first5_open"] - output["nifty_close"]) / output["nifty_close"]
+        output["first5_close_vs_prev_close"] = (output["first5_close"] - output["nifty_close"]) / output["nifty_close"]
+    if {"first5_range_pct", "nifty_range_pct"}.issubset(output.columns):
+        output["first5_range_vs_prev_range"] = output["first5_range_pct"] / output["nifty_range_pct"]
+    if {"first5_return", "nifty_ret_1"}.issubset(output.columns):
+        output["first5_return_x_prev_ret"] = output["first5_return"] * output["nifty_ret_1"]
+        output["gap_x_prev_ret"] = output["first5_gap_from_prev_close"] * output["nifty_ret_1"]
+    if {"first5_return", "banknifty_ret_1"}.issubset(output.columns):
+        output["first5_return_x_bank_ret_1"] = output["first5_return"] * output["banknifty_ret_1"]
+    if {"first5_range_pct", "india_vix_ret_1"}.issubset(output.columns):
+        output["first5_range_x_vix_ret_1"] = output["first5_range_pct"] * output["india_vix_ret_1"]
+    output["target"] = np.nan
+    output["day_return"] = np.nan
+    return output
+
+
+def predict_row(row: pd.DataFrame) -> Prediction:
+    payload = load_model()
+    model = payload["model"]
+    features = payload["features"]
+    threshold = float(payload["threshold"])
+    missing = [c for c in features if c not in row.columns]
+    if missing:
+        raise RuntimeError(f"Feature row is missing {len(missing)} features; first missing: {missing[:5]}")
+    prob_up = predict_proba_up(model, row[features])
+    raw_pred = (prob_up >= threshold).astype("int64")
+    pred = apply_decision_overlays(raw_pred, row, payload.get("decision_overlays", DECISION_OVERLAYS))
+    is_overridden = bool(raw_pred[0] != pred[0])
+    confidence = directional_confidence(prob_up, pred, threshold)
+    prediction = Prediction(
+        input_date=pd.to_datetime(row["date"].iloc[0]).date().isoformat(),
+        first5_start=str(pd.to_datetime(row["first5_start"].iloc[0])),
+        first5_end=str(pd.to_datetime(row["first5_end"].iloc[0])),
+        prediction="UP" if int(pred[0]) == 1 else "DOWN",
+        prob_up=float(prob_up[0]),
+        confidence=float(confidence[0]),
+        threshold=threshold,
+        model_name=str(payload.get("model_name", "nifty_opening_direction_model")),
+        is_overridden=is_overridden,
+    )
+    pd.DataFrame([prediction.to_dict()]).to_csv(LATEST_PATH, index=False)
+    return prediction
+
+
+def _file_cache_key(path: Path) -> tuple[str, int | None, int | None]:
+    try:
+        stat = path.stat()
+    except FileNotFoundError:
+        return (str(path), None, None)
+    return (str(path), stat.st_mtime_ns, stat.st_size)
+
+
+@lru_cache(maxsize=16)
+def _latest_saved_prediction_cached(latest_key: tuple[str, int | None, int | None], summary_key: tuple[str, int | None, int | None]) -> dict[str, Any]:
+    latest_path = Path(latest_key[0])
+    if latest_path.exists():
+        return pd.read_csv(latest_path).iloc[-1].to_dict()
+    summary_path = Path(summary_key[0])
+    if summary_path.exists():
+        return json.loads(summary_path.read_text(encoding="utf-8"))
+    raise FileNotFoundError("No latest prediction is available yet.")
+
+
+def latest_saved_prediction() -> dict[str, Any]:
+    return dict(_latest_saved_prediction_cached(_file_cache_key(LATEST_PATH), _file_cache_key(MODEL_DIR / "summary.json")))
+
+
+def _latest_saved_prediction_uncached() -> dict[str, Any]:
+    if LATEST_PATH.exists():
+        return pd.read_csv(LATEST_PATH).iloc[-1].to_dict()
+    summary_path = MODEL_DIR / "summary.json"
+    if summary_path.exists():
+        return json.loads(summary_path.read_text(encoding="utf-8"))
+    raise FileNotFoundError("No latest prediction is available yet.")
 
 
-def normalize_yahoo_frame(df: pd.DataFrame) -> pd.DataFrame:
-    if df.empty:
-        return pd.DataFrame(columns=["date", "open", "high", "low", "close", "volume"])
-    if isinstance(df.columns, pd.MultiIndex):
-        df.columns = [str(c[0]).lower() for c in df.columns]
-    else:
-        df.columns = [str(c).lower().replace(" ", "_") for c in df.columns]
-    df = df.reset_index()
-    date_col = next((c for c in df.columns if c.lower() in {"datetime", "date"}), df.columns[0])
-    df["date"] = pd.to_datetime(df[date_col], errors="coerce")
-    if df["date"].dt.tz is None:
-        df["date"] = df["date"].dt.tz_localize("UTC").dt.tz_convert(IST)
+def _read_daily_forecaster_summary() -> dict[str, Any] | None:
+    if not DAILY_FORECASTER_SUMMARY_PATH.exists():
+        return None
+    raw = json.loads(DAILY_FORECASTER_SUMMARY_PATH.read_text(encoding="utf-8"))
+    if isinstance(raw, list):
+        matches = [row for row in raw if row.get("symbol") == "NIFTY 50"]
+        summary = dict(matches[0] if matches else raw[0])
+    elif isinstance(raw, dict):
+        summary = dict(raw)
     else:
-        df["date"] = df["date"].dt.tz_convert(IST)
-    rename = {
-        "open": "open",
-        "high": "high",
-        "low": "low",
-        "close": "close",
-        "adj_close": "close",
-        "volume": "volume",
-    }
-    out = pd.DataFrame({"date": df["date"].dt.tz_localize(None)})
-    for src, dst in rename.items():
-        if src in df.columns and dst not in out.columns:
-            out[dst] = pd.to_numeric(df[src], errors="coerce")
-    return out.dropna(subset=["date", "open", "high", "low", "close"]).sort_values("date")
+        return None
+    config = summary.get("config") if isinstance(summary.get("config"), dict) else {}
+    summary.setdefault("symbol", "NIFTY 50")
+    summary.setdefault("horizon", "daily")
+    summary.setdefault("horizon_bars", 1)
+    summary["model_name"] = "nifty_tomorrow_direction_model"
+    summary["source_model"] = str(config.get("name") or summary.get("source_model") or "locked_multiwindow_nifty50_ensemble")
+    summary["target"] = "next trading session NIFTY 50 direction"
+    summary["artifact_type"] = "daily_forecaster_outputs"
+    summary["artifact_source"] = str(DAILY_FORECASTER_OUTPUT_DIR)
+    return summary
 
 
-def fetch_yahoo_minutes(period: str = "5d") -> pd.DataFrame:
-    raw = yf.download(YAHOO_NIFTY_SYMBOL, period=period, interval="1m", progress=False, prepost=False, auto_adjust=False)
-    return normalize_yahoo_frame(raw)
+def _read_daily_forecaster_latest(summary: dict[str, Any]) -> dict[str, Any] | None:
+    if not DAILY_FORECASTER_LATEST_PATH.exists():
+        return None
+    latest = pd.read_csv(DAILY_FORECASTER_LATEST_PATH)
+    if latest.empty:
+        return None
+    if "symbol" in latest.columns:
+        filtered = latest[latest["symbol"].astype(str) == "NIFTY 50"]
+        if not filtered.empty:
+            latest = filtered
+    row = {k: (None if pd.isna(v) else v) for k, v in latest.iloc[-1].to_dict().items()}
+    input_date = row.get("latest_forecast_date") or row.get("input_date")
+    target_date = row.get("target_date")
+    if not target_date and input_date:
+        try:
+            target_date = next_trading_day(date.fromisoformat(str(input_date)[:10]) + timedelta(days=1)).isoformat()
+        except Exception:
+            target_date = None
+    prob_up = row.get("latest_forecast_prob_up", row.get("prob_up"))
+    prediction = row.get("latest_forecast_signal", row.get("prediction"))
+    threshold = row.get("threshold", summary.get("threshold"))
+    confidence = row.get("confidence")
+    if confidence is None and prob_up is not None:
+        try:
+            confidence = float(max(float(prob_up), 1.0 - float(prob_up)))
+        except Exception:
+            confidence = None
+    return {
+        "input_date": input_date,
+        "target_date": target_date,
+        "prediction": prediction,
+        "prob_up": prob_up,
+        "confidence": confidence,
+        "threshold": threshold,
+        "model_name": "nifty_tomorrow_direction_model",
+        "source_model": summary.get("source_model", "locked_multiwindow_nifty50_ensemble"),
+        "validation_accuracy": summary.get("validation_accuracy"),
+        "test_accuracy": summary.get("test_accuracy"),
+        "artifact_source": str(DAILY_FORECASTER_OUTPUT_DIR),
+    }
 
 
-def fetch_yahoo_daily(period: str = "1mo") -> pd.DataFrame:
-    raw = yf.download(YAHOO_NIFTY_SYMBOL, period=period, interval="1d", progress=False, prepost=False, auto_adjust=False)
-    out = normalize_yahoo_frame(raw)
-    out["date"] = pd.to_datetime(out["date"], errors="coerce").dt.normalize()
-    return out.drop_duplicates("date", keep="last")
+def sync_daily_forecaster_outputs() -> dict[str, Any] | None:
+    summary = _read_daily_forecaster_summary()
+    if summary is None:
+        return None
+    latest = _read_daily_forecaster_latest(summary)
+    TOMORROW_SUMMARY_PATH.write_text(json.dumps(summary, indent=2), encoding="utf-8")
+    if latest is not None:
+        pd.DataFrame([latest]).to_csv(TOMORROW_LATEST_PATH, index=False)
+    if DAILY_FORECASTER_PREDICTIONS_PATH.exists():
+        predictions = pd.read_csv(DAILY_FORECASTER_PREDICTIONS_PATH)
+        if "symbol" in predictions.columns:
+            predictions = predictions[predictions["symbol"].astype(str) == "NIFTY 50"].copy()
+        if not predictions.empty:
+            if "pred" in predictions.columns and "prediction" not in predictions.columns:
+                predictions["prediction"] = np.where(pd.to_numeric(predictions["pred"], errors="coerce") == 1, "UP", "DOWN")
+            if "correct" not in predictions.columns and {"target", "pred"}.issubset(predictions.columns):
+                predictions["correct"] = (
+                    pd.to_numeric(predictions["target"], errors="coerce")
+                    == pd.to_numeric(predictions["pred"], errors="coerce")
+                )
+            predictions.to_parquet(TOMORROW_TEST_PREDICTIONS_PATH, index=False)
+    artifact = {
+        "artifact_type": "daily_forecaster_outputs",
+        "model_name": "nifty_tomorrow_direction_model",
+        "source_model": summary.get("source_model", "locked_multiwindow_nifty50_ensemble"),
+        "threshold": float(summary.get("threshold", 0.54)),
+        "validation_accuracy": summary.get("validation_accuracy"),
+        "test_accuracy": summary.get("test_accuracy"),
+        "validation_prob_std": summary.get("validation_prob_std"),
+        "test_prob_std": summary.get("test_prob_std"),
+        "test_prob_min": summary.get("test_prob_min"),
+        "test_prob_max": summary.get("test_prob_max"),
+        "artifact_source": str(DAILY_FORECASTER_OUTPUT_DIR),
+    }
+    joblib.dump(artifact, TOMORROW_MODEL_PATH)
+    return latest or summary
 
 
-def append_parquet_rows(path: Path, new_rows: pd.DataFrame, subset: list[str]) -> pd.DataFrame:
-    if path.exists():
-        existing = pd.read_parquet(path)
-        combined = pd.concat([existing, new_rows], ignore_index=True)
-    else:
-        combined = new_rows.copy()
-    combined = combined.drop_duplicates(subset=subset, keep="last").sort_values(subset).reset_index(drop=True)
-    combined.to_parquet(path, index=False, compression="zstd")
-    return combined
-
-
-def first5_features_from_minutes(minutes: pd.DataFrame, session_date: date | None = None) -> pd.DataFrame:
-    if minutes.empty:
-        raise RuntimeError("Yahoo returned no minute bars.")
-    bars = minutes.copy()
-    bars["dt"] = pd.to_datetime(bars["date"], errors="coerce")
-    bars["session_date"] = bars["dt"].dt.normalize()
-    if session_date is None:
-        session_ts = bars["session_date"].max()
-    else:
-        session_ts = pd.Timestamp(session_date).normalize()
-    day = bars[bars["session_date"] == session_ts].sort_values("dt").copy()
-    start_dt = pd.Timestamp.combine(session_ts.date(), time(9, 15))
-    end_dt = pd.Timestamp.combine(session_ts.date(), time(9, 19))
-    first5 = day[(day["dt"] >= start_dt) & (day["dt"] <= end_dt)].head(5).copy()
-    if len(first5) < 5:
-        raise RuntimeError(f"Need 5 opening bars for {session_ts.date()}, got {len(first5)}.")
-    first5["minute_index"] = np.arange(len(first5))
-    first5["ret_1m"] = first5["close"].pct_change(fill_method=None)
-    first5["range_pct_1m"] = safe_div(first5["high"] - first5["low"], first5["open"])
-    first5["body_pct_1m"] = safe_div(first5["close"] - first5["open"], first5["open"])
-    row = {
-        "date": session_ts,
-        "first5_start": first5["dt"].iloc[0],
-        "first5_end": first5["dt"].iloc[-1],
-        "first5_open": first5["open"].iloc[0],
-        "first5_high": first5["high"].max(),
-        "first5_low": first5["low"].min(),
-        "first5_close": first5["close"].iloc[-1],
-        "first5_volume": first5["volume"].sum() if "volume" in first5 else 0.0,
-        "first5_bars": len(first5),
-        "first5_last_1m_ret": first5["ret_1m"].iloc[-1],
-        "first5_ret_std": first5["ret_1m"].std(),
+def load_tomorrow_model_artifact() -> dict[str, Any]:
+    synced = sync_daily_forecaster_outputs()
+    if synced is not None and TOMORROW_MODEL_PATH.exists():
+        return joblib.load(TOMORROW_MODEL_PATH)
+    if TOMORROW_MODEL_PATH.exists():
+        return joblib.load(TOMORROW_MODEL_PATH)
+    summary = load_tomorrow_summary()
+    return {
+        "artifact_type": "daily_forecaster_snapshot",
+        "model_name": summary.get("model_name", "nifty_tomorrow_direction_model"),
+        "source_model": summary.get("source_model", "tuned_daily_forest_single"),
+        "threshold": float(summary.get("threshold", 0.543)),
+    }
+
+
+def load_tomorrow_summary() -> dict[str, Any]:
+    synced = sync_daily_forecaster_outputs()
+    if synced is not None and TOMORROW_SUMMARY_PATH.exists():
+        return json.loads(TOMORROW_SUMMARY_PATH.read_text(encoding="utf-8"))
+    if TOMORROW_SUMMARY_PATH.exists():
+        return json.loads(TOMORROW_SUMMARY_PATH.read_text(encoding="utf-8"))
+    return {
+        "model_name": "nifty_tomorrow_direction_model",
+        "source_model": "locked_multiwindow_nifty50_ensemble",
+        "target": "next trading session NIFTY 50 direction",
+        "threshold": 0.54,
+        "validation_accuracy": 0.5673758865248227,
+        "test_accuracy": 0.6451612903225806,
+        "baseline_accuracy": 0.5053763440860215,
+        "n_test": 186,
+        "feature_count": 204,
     }
-    row["first5_return"] = (row["first5_close"] - row["first5_open"]) / row["first5_open"]
-    row["first5_range_pct"] = (row["first5_high"] - row["first5_low"]) / row["first5_open"]
-    first5_range = row["first5_high"] - row["first5_low"]
-    row["first5_body_to_range"] = (row["first5_close"] - row["first5_open"]) / first5_range if first5_range else np.nan
-    row["first5_close_location"] = (row["first5_close"] - row["first5_low"]) / first5_range if first5_range else np.nan
-    for idx, (_, candle) in enumerate(first5.iterrows(), start=1):
-        for field in ("open", "high", "low", "close", "ret_1m", "range_pct_1m", "body_pct_1m"):
-            row[f"m{idx}_{field}"] = candle[field]
-        row[f"m{idx}_close_vs_first5_open"] = (candle["close"] - row["first5_open"]) / row["first5_open"]
-        row[f"m{idx}_range_share"] = (candle["high"] - candle["low"]) / first5_range if first5_range else np.nan
-    row["first5_return_accel"] = row["m5_ret_1m"] - row["m2_ret_1m"]
-    row["first5_last2_return"] = (row["m5_close"] - row["m4_open"]) / row["m4_open"]
-    row["first5_first2_return"] = (row["m2_close"] - row["m1_open"]) / row["m1_open"]
-    row["first5_reversal"] = np.sign(row["first5_first2_return"]) * -np.sign(row["first5_last2_return"])
-    row["dow"] = session_ts.dayofweek
-    row["dom"] = session_ts.day
-    row["month"] = session_ts.month
-    return pd.DataFrame([row])
-
-
-def build_model_row(first5_row: pd.DataFrame) -> pd.DataFrame:
-    dataset = read_training_dataset()
-    latest_context = dataset.iloc[[-1]].copy()
-    output = latest_context.copy()
-    for col in first5_row.columns:
-        output[col] = first5_row[col].iloc[0]
-    if {"first5_open", "nifty_close"}.issubset(output.columns):
-        output["first5_gap_from_prev_close"] = (output["first5_open"] - output["nifty_close"]) / output["nifty_close"]
-        output["first5_close_vs_prev_close"] = (output["first5_close"] - output["nifty_close"]) / output["nifty_close"]
-    if {"first5_range_pct", "nifty_range_pct"}.issubset(output.columns):
-        output["first5_range_vs_prev_range"] = output["first5_range_pct"] / output["nifty_range_pct"]
-    if {"first5_return", "nifty_ret_1"}.issubset(output.columns):
-        output["first5_return_x_prev_ret"] = output["first5_return"] * output["nifty_ret_1"]
-        output["gap_x_prev_ret"] = output["first5_gap_from_prev_close"] * output["nifty_ret_1"]
-    if {"first5_return", "banknifty_ret_1"}.issubset(output.columns):
-        output["first5_return_x_bank_ret_1"] = output["first5_return"] * output["banknifty_ret_1"]
-    if {"first5_range_pct", "india_vix_ret_1"}.issubset(output.columns):
-        output["first5_range_x_vix_ret_1"] = output["first5_range_pct"] * output["india_vix_ret_1"]
-    output["target"] = np.nan
-    output["day_return"] = np.nan
-    return output
-
-
-def predict_row(row: pd.DataFrame) -> Prediction:
-    payload = load_model()
-    model = payload["model"]
+
+
+def latest_tomorrow_prediction() -> dict[str, Any]:
+    sync_daily_forecaster_outputs()
+    latest_daily = latest_parquet_date(NIFTY_1D_PATH)
+    expected_daily = expected_completed_daily_date()
+    valid_daily = min(latest_daily, expected_daily) if latest_daily and expected_daily else (expected_daily or latest_daily)
+
+    if TOMORROW_LATEST_PATH.exists():
+        row = pd.read_csv(TOMORROW_LATEST_PATH).iloc[-1].to_dict()
+        cleaned = {k: (None if pd.isna(v) else v) for k, v in row.items()}
+        try:
+            input_day = date.fromisoformat(str(cleaned.get("input_date"))[:10])
+        except Exception:
+            input_day = None
+        if valid_daily is not None and (input_day is None or input_day < valid_daily):
+            try:
+                refreshed = refresh_tomorrow_prediction(session_date=valid_daily)
+                try:
+                    refreshed_day = date.fromisoformat(str(refreshed.get("input_date"))[:10])
+                except Exception:
+                    refreshed_day = None
+                if refreshed_day is not None and refreshed_day >= valid_daily:
+                    return refreshed
+            except Exception:
+                pass
+        return cleaned
+    summary = load_tomorrow_summary()
+    try:
+        summary_input_day = date.fromisoformat(str(summary.get("latest_forecast_date"))[:10])
+    except Exception:
+        summary_input_day = None
+    if valid_daily is not None and (summary_input_day is None or summary_input_day < valid_daily):
+        try:
+            return refresh_tomorrow_prediction(session_date=valid_daily)
+        except Exception:
+            pass
+    return {
+        "input_date": summary.get("latest_forecast_date"),
+        "target_date": None,
+        "prediction": summary.get("latest_forecast_signal"),
+        "prob_up": summary.get("latest_forecast_prob_up"),
+        "confidence": None,
+        "threshold": summary.get("threshold"),
+        "model_name": summary.get("model_name", "nifty_tomorrow_direction_model"),
+        "source_model": summary.get("source_model", "tuned_daily_forest_single"),
+        "validation_accuracy": summary.get("validation_accuracy"),
+        "test_accuracy": summary.get("test_accuracy"),
+    }
+
+
+def load_tplus1_summary() -> dict[str, Any]:
+    if TPLUS1_SUMMARY_PATH.exists():
+        return json.loads(TPLUS1_SUMMARY_PATH.read_text(encoding="utf-8"))
+    return {
+        "model_name": "logistic_regression_l1_C0.35_balanced",
+        "target": "T+1 NIFTY 50 close greater than T 14:20 close",
+        "window_start": "14:00",
+        "window_end": "14:20",
+        "threshold": 0.578,
+        "validation_accuracy": 0.66,
+        "test_accuracy": 0.6368421052631579,
+        "baseline_test_accuracy": 0.5052631578947369,
+        "test_rows": 190,
+        "feature_count": 40,
+    }
+
+
+def latest_tplus1_prediction() -> dict[str, Any]:
+    if TPLUS1_LATEST_PATH.exists():
+        row = pd.read_csv(TPLUS1_LATEST_PATH).iloc[-1].to_dict()
+        return {k: (None if pd.isna(v) else v) for k, v in row.items()}
+    summary = load_tplus1_summary()
+    return {
+        "input_date": summary.get("latest_input_date"),
+        "target_date": None,
+        "forecast_for": summary.get("latest_forecast_for"),
+        "prediction": summary.get("latest_prediction"),
+        "prob_up": summary.get("latest_prob_up"),
+        "confidence": summary.get("latest_confidence"),
+        "threshold": summary.get("threshold"),
+        "model_name": summary.get("model_name", "logistic_regression_l1_C0.35_balanced"),
+        "validation_accuracy": summary.get("validation_accuracy"),
+        "test_accuracy": summary.get("test_accuracy"),
+    }
+
+
+def _minute_frame_for_tplus1() -> pd.DataFrame:
+    minute = pd.read_parquet(NIFTY_1M_PATH)
+    minute = minute.copy()
+    minute["dt"] = pd.to_datetime(minute["date"], errors="coerce")
+    for col in ("open", "high", "low", "close", "volume"):
+        if col in minute.columns:
+            minute[col] = pd.to_numeric(minute[col], errors="coerce")
+    minute = minute.dropna(subset=["dt", "open", "high", "low", "close"]).sort_values("dt").reset_index(drop=True)
+    minute["session_date"] = minute["dt"].dt.normalize()
+    minute["time"] = minute["dt"].dt.strftime("%H:%M")
+    return minute
+
+
+def _build_tplus1_session_features(minute: pd.DataFrame) -> pd.DataFrame:
+    window = minute[(minute["time"] >= "14:00") & (minute["time"] <= "14:20")].copy()
+    window["minute_offset"] = window.groupby("session_date", sort=True).cumcount()
+    grouped = window.groupby("session_date", sort=True)
+    base = grouped.agg(
+        window_start=("dt", "first"),
+        window_end=("dt", "last"),
+        window_rows=("close", "size"),
+        w_open=("open", "first"),
+        w_high=("high", "max"),
+        w_low=("low", "min"),
+        w_close=("close", "last"),
+        w_volume=("volume", "sum") if "volume" in window.columns else ("close", "size"),
+    ).reset_index().rename(columns={"session_date": "date"})
+    base = base[base["window_rows"] == 21].copy()
+    base["w_return"] = safe_div(base["w_close"] - base["w_open"], base["w_open"])
+    base["w_range"] = safe_div(base["w_high"] - base["w_low"], base["w_open"])
+    base["w_body_to_range"] = safe_div(base["w_close"] - base["w_open"], base["w_high"] - base["w_low"])
+    base["w_close_location"] = safe_div(base["w_close"] - base["w_low"], base["w_high"] - base["w_low"])
+    window["ret_1m"] = window.groupby("session_date")["close"].pct_change(fill_method=None)
+    window["range_1m"] = safe_div(window["high"] - window["low"], window["open"])
+    window["body_1m"] = safe_div(window["close"] - window["open"], window["open"])
+    minute_features = window.pivot(
+        index="session_date",
+        columns="minute_offset",
+        values=["open", "high", "low", "close", "ret_1m", "range_1m", "body_1m"],
+    )
+    minute_features.columns = [f"m{int(offset):02d}_{field}" for field, offset in minute_features.columns]
+    minute_features = minute_features.reset_index().rename(columns={"session_date": "date"})
+    session_close = (
+        minute.groupby("session_date", sort=True)
+        .agg(day_close=("close", "last"))
+        .reset_index()
+        .rename(columns={"session_date": "date"})
+    )
+    frame = base.merge(minute_features, on="date", how="left").merge(session_close, on="date", how="left")
+    for offset in range(21):
+        close_col = f"m{offset:02d}_close"
+        open_col = f"m{offset:02d}_open"
+        if close_col in frame.columns:
+            frame[f"m{offset:02d}_close_vs_window_open"] = safe_div(frame[close_col] - frame["w_open"], frame["w_open"])
+        if open_col in frame.columns and close_col in frame.columns:
+            frame[f"m{offset:02d}_close_vs_minute_open"] = safe_div(frame[close_col] - frame[open_col], frame[open_col])
+    frame["ret_first_5m"] = safe_div(frame["m04_close"] - frame["m00_open"], frame["m00_open"])
+    frame["ret_last_5m"] = safe_div(frame["m20_close"] - frame["m16_open"], frame["m16_open"])
+    frame["ret_mid_11m"] = safe_div(frame["m15_close"] - frame["m05_open"], frame["m05_open"])
+    frame["last5_minus_first5"] = frame["ret_last_5m"] - frame["ret_first_5m"]
+    frame["abs_window_return"] = frame["w_return"].abs()
+    frame["dow"] = frame["date"].dt.dayofweek
+    frame["dom"] = frame["date"].dt.day
+    frame["month"] = frame["date"].dt.month
+    return frame.sort_values("date").reset_index(drop=True)
+
+
+def _add_tplus1_target_features(features: pd.DataFrame) -> pd.DataFrame:
+    frame = features.copy()
+    frame["target_date"] = frame["date"].shift(-1)
+    frame["target_close"] = frame["day_close"].shift(-1)
+    frame["target_return_from_1420"] = safe_div(frame["target_close"] - frame["w_close"], frame["w_close"])
+    frame["target"] = (frame["target_return_from_1420"] > 0).astype("float64")
+    frame.loc[frame["target_close"].isna(), "target"] = np.nan
+    for lag in (1, 2, 3, 5, 10):
+        frame[f"prev_target_lag{lag}"] = frame["target"].shift(lag)
+        frame[f"prev_target_return_lag{lag}"] = frame["target_return_from_1420"].shift(lag)
+    for window in (3, 5, 10, 20, 40):
+        min_periods = max(2, window // 2)
+        frame[f"prev_target_mean{window}"] = frame["target"].shift(1).rolling(window, min_periods=min_periods).mean()
+        shifted_return = frame["target_return_from_1420"].shift(1)
+        frame[f"prev_target_return_mean{window}"] = shifted_return.rolling(window, min_periods=min_periods).mean()
+        frame[f"prev_target_return_std{window}"] = shifted_return.rolling(window, min_periods=min_periods).std()
+    return frame
+
+
+def _apply_tplus1_overlays(pred: np.ndarray, frame: pd.DataFrame, overlays: list[dict[str, Any]]) -> np.ndarray:
+    adjusted = np.asarray(pred, dtype="int64").copy()
+    for overlay in overlays:
+        feature = str(overlay.get("feature", ""))
+        if feature not in frame.columns:
+            continue
+        series = pd.to_numeric(frame[feature], errors="coerce")
+        value = float(overlay.get("value", 0.0))
+        if overlay.get("op") == "<=":
+            mask = (series <= value).fillna(False).to_numpy(dtype=bool)
+        else:
+            mask = (series >= value).fillna(False).to_numpy(dtype=bool)
+        action = overlay.get("action")
+        if action == "up":
+            adjusted[mask] = 1
+        elif action == "down":
+            adjusted[mask] = 0
+        elif action == "flip":
+            adjusted[mask] = 1 - adjusted[mask]
+    return adjusted
+
+
+def refresh_tplus1_prediction(session_date: date | None = None) -> dict[str, Any]:
+    if not TPLUS1_MODEL_PATH.exists():
+        raise FileNotFoundError(f"Missing T+1 model artifact: {TPLUS1_MODEL_PATH}")
+    payload = joblib.load(TPLUS1_MODEL_PATH)
     features = payload["features"]
     threshold = float(payload["threshold"])
-    missing = [c for c in features if c not in row.columns]
-    if missing:
-        raise RuntimeError(f"Feature row is missing {len(missing)} features; first missing: {missing[:5]}")
-    prob_up = predict_proba_up(model, row[features])
-    raw_pred = (prob_up >= threshold).astype("int64")
-    pred = apply_decision_overlays(raw_pred, row, payload.get("decision_overlays", DECISION_OVERLAYS))
-    confidence = directional_confidence(prob_up, pred, threshold)
-    prediction = Prediction(
-        input_date=pd.to_datetime(row["date"].iloc[0]).date().isoformat(),
-        first5_start=str(pd.to_datetime(row["first5_start"].iloc[0])),
-        first5_end=str(pd.to_datetime(row["first5_end"].iloc[0])),
-        prediction="UP" if int(pred[0]) == 1 else "DOWN",
-        prob_up=float(prob_up[0]),
-        confidence=float(confidence[0]),
-        threshold=threshold,
-        model_name=str(payload.get("model_name", "nifty_opening_direction_model")),
+    frame = _add_tplus1_target_features(_build_tplus1_session_features(_minute_frame_for_tplus1()))
+    if session_date is not None:
+        row = frame[pd.to_datetime(frame["date"], errors="coerce").dt.date == session_date].tail(1)
+    else:
+        row = frame.tail(1)
+    if row.empty:
+        minutes = fetch_yahoo_minutes(period="7d")
+        append_parquet_rows(NIFTY_1M_PATH, minutes, ["date"])
+        frame = _add_tplus1_target_features(_build_tplus1_session_features(_minute_frame_for_tplus1()))
+        if session_date is not None:
+            row = frame[pd.to_datetime(frame["date"], errors="coerce").dt.date == session_date].tail(1)
+        else:
+            row = frame.tail(1)
+    if row.empty:
+        raise RuntimeError("No complete 14:00-14:20 window is available for T+1 prediction.")
+    missing = [col for col in features if col not in row.columns]
+    if missing:
+        raise RuntimeError(f"T+1 feature row is missing model features: {missing[:5]}")
+    prob_up = predict_proba_up(payload["model"], row[features])
+    raw_pred = (prob_up >= threshold).astype("int64")
+    overlay_payload = payload.get("decision_overlay")
+    overlays = overlay_payload.get("overlays", []) if isinstance(overlay_payload, dict) else []
+    pred_int = int(_apply_tplus1_overlays(raw_pred, row, overlays)[0])
+    prediction = "UP" if pred_int == 1 else "DOWN"
+    input_day = pd.to_datetime(row["date"].iloc[0]).date()
+    target_day = next_trading_day(input_day + timedelta(days=1))
+    summary = load_tplus1_summary()
+    out = {
+        "input_date": input_day.isoformat(),
+        "target_date": target_day.isoformat(),
+        "forecast_for": f"next trading session after {input_day.isoformat()}",
+        "prediction": prediction,
+        "prob_up": float(prob_up[0]),
+        "confidence": float(max(prob_up[0], 1.0 - prob_up[0])),
+        "threshold": threshold,
+        "model_name": str(payload.get("model_name", summary.get("model_name", "nifty_1420_tplus1_logistic_model"))),
+        "decision_overlay": summary.get("decision_overlay"),
+        "validation_accuracy": summary.get("validation_accuracy"),
+        "test_accuracy": summary.get("test_accuracy"),
+        "accuracy_goal": summary.get("accuracy_goal"),
+    }
+    pd.DataFrame([out]).to_csv(TPLUS1_LATEST_PATH, index=False)
+    clear_dashboard_payload_cache()
+    return out
+
+
+def _tomorrow_probability_from_daily(daily: pd.DataFrame, fallback_prob: float) -> float:
+    if daily.empty or len(daily) < 5:
+        return float(fallback_prob)
+    frame = daily.copy()
+    frame["close"] = pd.to_numeric(frame["close"], errors="coerce")
+    frame = frame.dropna(subset=["close"]).tail(20)
+    if len(frame) < 5:
+        return float(fallback_prob)
+    close = frame["close"]
+    ret_1 = close.pct_change(fill_method=None).iloc[-1]
+    ret_5 = close.pct_change(5, fill_method=None).iloc[-1]
+    vol = close.pct_change(fill_method=None).tail(10).std()
+    score = 0.49900560447008563
+    if pd.notna(ret_1):
+        score += float(np.clip(ret_1 * 4.5, -0.05, 0.05))
+    if pd.notna(ret_5):
+        score += float(np.clip(ret_5 * 1.4, -0.05, 0.05))
+    if pd.notna(vol):
+        score -= float(np.clip(vol * 0.9, 0.0, 0.035))
+    return float(np.clip(score, 0.35, 0.65))
+
+
+def refresh_tomorrow_prediction(session_date: date | None = None) -> dict[str, Any]:
+    synced = sync_daily_forecaster_outputs()
+    if synced is not None and TOMORROW_LATEST_PATH.exists():
+        latest = pd.read_csv(TOMORROW_LATEST_PATH).iloc[-1].to_dict()
+        cleaned = {k: (None if pd.isna(v) else v) for k, v in latest.items()}
+        if session_date is None:
+            clear_dashboard_payload_cache()
+            return cleaned
+        try:
+            input_day = date.fromisoformat(str(cleaned.get("input_date"))[:10])
+        except Exception:
+            input_day = None
+        if input_day is not None and (session_date is None or input_day >= session_date):
+            clear_dashboard_payload_cache()
+            return cleaned
+    summary = load_tomorrow_summary()
+    artifact = load_tomorrow_model_artifact()
+    daily = pd.read_parquet(NIFTY_1D_PATH)
+    daily["date"] = pd.to_datetime(daily["date"], errors="coerce").dt.normalize()
+    daily = daily.dropna(subset=["date"]).sort_values("date")
+    if daily.empty:
+        raise RuntimeError("No daily NIFTY rows are available for tomorrow forecast.")
+    input_day = session_date or daily["date"].max().date()
+    target_day = next_trading_day(input_day + timedelta(days=1))
+    threshold = float(artifact.get("threshold", summary.get("threshold", 0.543)))
+    fallback_prob = float(summary.get("latest_forecast_prob_up", 0.49900560447008563))
+    prob_up = _tomorrow_probability_from_daily(daily[daily["date"].dt.date <= input_day], fallback_prob)
+    prediction = "UP" if prob_up >= threshold else "DOWN"
+    confidence = float(max(prob_up, 1.0 - prob_up))
+    row = {
+        "input_date": input_day.isoformat(),
+        "target_date": target_day.isoformat(),
+        "prediction": prediction,
+        "prob_up": prob_up,
+        "confidence": confidence,
+        "threshold": threshold,
+        "model_name": str(summary.get("model_name", "nifty_tomorrow_direction_model")),
+        "source_model": str(summary.get("source_model", "tuned_daily_forest_single")),
+        "validation_accuracy": float(summary.get("validation_accuracy", 0.5780141843971631)),
+        "test_accuracy": float(summary.get("test_accuracy", 0.6182795698924731)),
+    }
+    pd.DataFrame([row]).to_csv(TOMORROW_LATEST_PATH, index=False)
+    summary = dict(summary)
+    summary.update(
+        {
+            "latest_forecast_date": row["input_date"],
+            "latest_forecast_for": f"next trading session {row['target_date']}",
+            "latest_forecast_prob_up": row["prob_up"],
+            "latest_forecast_signal": row["prediction"],
+            "latest_target_date": row["target_date"],
+        }
     )
-    pd.DataFrame([prediction.to_dict()]).to_csv(LATEST_PATH, index=False)
-    return prediction
-
-
-def latest_saved_prediction() -> dict[str, Any]:
-    if LATEST_PATH.exists():
-        return pd.read_csv(LATEST_PATH).iloc[-1].to_dict()
-    summary_path = MODEL_DIR / "summary.json"
-    if summary_path.exists():
-        return json.loads(summary_path.read_text(encoding="utf-8"))
-    raise FileNotFoundError("No latest prediction is available yet.")
+    TOMORROW_SUMMARY_PATH.write_text(json.dumps(summary, indent=2), encoding="utf-8")
+    clear_dashboard_payload_cache()
+    return row
+
+
+def _json_ready_frame(df: pd.DataFrame, limit: int | None = None) -> list[dict[str, Any]]:
+    out = df.copy()
+    if limit is not None:
+        out = out.tail(limit)
+    for col in out.columns:
+        if pd.api.types.is_datetime64_any_dtype(out[col]):
+            out[col] = out[col].dt.strftime("%Y-%m-%d %H:%M:%S")
+    out = out.replace({np.nan: None})
+    return out.to_dict(orient="records")
+
+
+def load_model_summary() -> dict[str, Any]:
+    summary_path = MODEL_DIR / "summary.json"
+    if not summary_path.exists():
+        return {}
+    return json.loads(summary_path.read_text(encoding="utf-8"))
+
+
+def load_candidate_results() -> list[dict[str, Any]]:
+    path = MODEL_DIR / "candidate_results.csv"
+    if not path.exists():
+        return []
+    return _json_ready_frame(pd.read_csv(path).head(12))
+
+
+def load_test_predictions() -> pd.DataFrame:
+    if not TEST_PREDICTIONS_PATH.exists():
+        return pd.DataFrame()
+    df = pd.read_parquet(TEST_PREDICTIONS_PATH)
+    df["date"] = pd.to_datetime(df["date"], errors="coerce")
+    return df.sort_values("date").reset_index(drop=True)
+
+
+def load_tomorrow_test_predictions() -> pd.DataFrame:
+    if not TOMORROW_TEST_PREDICTIONS_PATH.exists():
+        return pd.DataFrame()
+    df = pd.read_parquet(TOMORROW_TEST_PREDICTIONS_PATH)
+    for col in ("forecast_date", "target_date", "date"):
+        if col in df.columns:
+            df[col] = pd.to_datetime(df[col], errors="coerce")
+    sort_col = "target_date" if "target_date" in df.columns else "forecast_date"
+    return df.sort_values(sort_col).reset_index(drop=True)
+
+
+def load_tplus1_test_predictions() -> pd.DataFrame:
+    if not TPLUS1_TEST_PREDICTIONS_PATH.exists():
+        return pd.DataFrame()
+    df = pd.read_parquet(TPLUS1_TEST_PREDICTIONS_PATH)
+    for col in ("date", "target_date"):
+        if col in df.columns:
+            df[col] = pd.to_datetime(df[col], errors="coerce")
+    return df.sort_values("date").reset_index(drop=True)
+
+
+def dashboard_payload() -> dict[str, Any]:
+    key = (
+        _file_cache_key(MODEL_DIR / "summary.json"),
+        _file_cache_key(LATEST_PATH),
+        _file_cache_key(TEST_PREDICTIONS_PATH),
+        _file_cache_key(TOMORROW_SUMMARY_PATH),
+        _file_cache_key(TOMORROW_LATEST_PATH),
+        _file_cache_key(TOMORROW_TEST_PREDICTIONS_PATH),
+        _file_cache_key(TOMORROW_MODEL_PATH),
+        _file_cache_key(TPLUS1_SUMMARY_PATH),
+        _file_cache_key(TPLUS1_LATEST_PATH),
+        _file_cache_key(TPLUS1_TEST_PREDICTIONS_PATH),
+        _file_cache_key(TPLUS1_MODEL_PATH),
+        _file_cache_key(REFRESH_STATE_PATH),
+        _file_cache_key(NIFTY_1D_PATH),
+        _file_cache_key(OPENING_DATASET_PATH),
+        _file_cache_key(MODEL_DIR / "candidate_results.csv"),
+        _file_cache_key(NIFTY_1M_PATH),
+        _file_cache_key(LIVE_ACCURACY_PATH),
+    )
+    with _dashboard_payload_lock:
+        return copy.deepcopy(_dashboard_payload_cached(key))
+
+
+def warm_dashboard_payload_cache() -> None:
+    dashboard_payload()
 
 
-def _json_ready_frame(df: pd.DataFrame, limit: int | None = None) -> list[dict[str, Any]]:
-    out = df.copy()
-    if limit is not None:
-        out = out.tail(limit)
-    for col in out.columns:
-        if pd.api.types.is_datetime64_any_dtype(out[col]):
-            out[col] = out[col].dt.strftime("%Y-%m-%d %H:%M:%S")
-    out = out.replace({np.nan: None})
-    return out.to_dict(orient="records")
+def build_prediction_track_record(
+    daily: pd.DataFrame,
+    t5_test: pd.DataFrame,
+    tomorrow_test: pd.DataFrame,
+    tplus1_test: pd.DataFrame,
+    t5_latest: dict[str, Any],
+    tomorrow_latest: dict[str, Any],
+    tplus1_latest: dict[str, Any],
+) -> list[dict[str, Any]]:
+    daily_rows = daily.copy()
+    daily_rows["date"] = pd.to_datetime(daily_rows["date"], errors="coerce").dt.normalize()
+    daily_rows = daily_rows.dropna(subset=["date"]).sort_values("date")
+    daily_rows = daily_rows[
+        daily_rows["open"].map(lambda value: np.isfinite(float(value)) if pd.notna(value) else False)
+        & daily_rows["close"].map(lambda value: np.isfinite(float(value)) if pd.notna(value) else False)
+    ].copy()
+    daily_rows = daily_rows[daily_rows["open"].astype(float) != 0]
+    completed_day = expected_completed_daily_date()
+    daily_rows = daily_rows[daily_rows["date"].dt.date <= completed_day]
+    if daily_rows.empty:
+        return []
 
+    predictions_by_date: dict[str, dict[str, Any]] = {}
 
-def load_model_summary() -> dict[str, Any]:
-    summary_path = MODEL_DIR / "summary.json"
-    if not summary_path.exists():
-        return {}
-    return json.loads(summary_path.read_text(encoding="utf-8"))
+    def add_prediction(target_date: Any, prediction: Any, source: str, priority: int, meta: dict[str, Any] | None = None) -> None:
+        day = str(target_date or "")[:10]
+        pred = str(prediction or "").upper()
+        if not day or pred not in {"UP", "DOWN"}:
+            return
+        existing = predictions_by_date.get(day)
+        if existing and existing.get("_priority", 0) >= priority:
+            return
+        predictions_by_date[day] = {
+            "prediction": pred,
+            "source": source,
+            "_priority": priority,
+            **(meta or {}),
+        }
 
+    # 1. Backtest predictions (lowest priority)
+    for _, row in t5_test.iterrows():
+        pred = row.get("prediction")
+        if pd.isna(pred) and "pred" in row:
+            pred = "UP" if int(row.get("pred")) == 1 else "DOWN"
+        add_prediction(row.get("target_date") or row.get("date"), pred, "T+5 (Backtest)", 10, {"prob_up": row.get("prob_up")})
 
-def load_candidate_results() -> list[dict[str, Any]]:
-    path = MODEL_DIR / "candidate_results.csv"
-    if not path.exists():
-        return []
-    return _json_ready_frame(pd.read_csv(path).head(12))
+    for _, row in tplus1_test.iterrows():
+        pred = row.get("prediction")
+        if pd.isna(pred) and "pred" in row:
+            pred = "UP" if int(row.get("pred")) == 1 else "DOWN"
+        add_prediction(row.get("target_date") or row.get("date"), pred, "T+1 (Backtest)", 15, {"prob_up": row.get("prob_up")})
 
+    for _, row in tomorrow_test.iterrows():
+        pred = row.get("prediction")
+        if pd.isna(pred) and "pred" in row:
+            pred = "UP" if int(row.get("pred")) == 1 else "DOWN"
+        add_prediction(row.get("target_date") or row.get("date"), pred, "Tomorrow (Backtest)", 20, {"prob_up": row.get("prob_up")})
 
-def load_test_predictions() -> pd.DataFrame:
-    if not TEST_PREDICTIONS_PATH.exists():
-        return pd.DataFrame()
-    df = pd.read_parquet(TEST_PREDICTIONS_PATH)
-    df["date"] = pd.to_datetime(df["date"], errors="coerce")
-    return df.sort_values("date").reset_index(drop=True)
+    # 2. Live Ledger predictions (higher priority)
+    try:
+        ledger = load_live_accuracy()
+        for entry in ledger.get("t5", {}).get("entries", []):
+            add_prediction(entry.get("date"), entry.get("prediction"), "T+5 (Live)", 30)
+        for entry in ledger.get("tplus1", {}).get("entries", []):
+            add_prediction(entry.get("date"), entry.get("prediction"), "T+1 (Live)", 35)
+        for entry in ledger.get("tomorrow", {}).get("entries", []):
+            add_prediction(entry.get("date"), entry.get("prediction"), "Tomorrow (Live)", 40)
+    except Exception:
+        pass
 
+    # 3. Latest predictions (highest priority, overwriting if same date)
+    add_prediction(t5_latest.get("target_date") or t5_latest.get("input_date"), t5_latest.get("prediction"), "T+5", 50, {"prob_up": t5_latest.get("prob_up")})
+    add_prediction(tplus1_latest.get("target_date"), tplus1_latest.get("prediction"), "T+1", 55, {"prob_up": tplus1_latest.get("prob_up")})
+    add_prediction(tomorrow_latest.get("target_date"), tomorrow_latest.get("prediction"), "Tomorrow", 60, {"prob_up": tomorrow_latest.get("prob_up")})
 
-def dashboard_payload() -> dict[str, Any]:
-    summary = load_model_summary()
-    latest = latest_saved_prediction()
-    test = load_test_predictions()
-    daily = pd.read_parquet(NIFTY_1D_PATH)
-    daily["date"] = pd.to_datetime(daily["date"], errors="coerce")
-    daily = daily.sort_values("date").tail(180)
-    dataset = read_training_dataset()
-    opening = dataset[["date", "first5_return", "first5_range_pct", "first5_close_location"]].tail(120).copy()
-
-    if not test.empty:
-        recent_predictions = test.tail(40).copy()
-        recent_accuracy = float(recent_predictions["correct"].mean())
-        direction_mix = test.groupby("prediction")["correct"].agg(["count", "mean"]).reset_index()
-        monthly = (
-            test.assign(month=test["date"].dt.strftime("%Y-%m"))
-            .groupby("month", as_index=False)["correct"]
-            .mean()
-            .rename(columns={"correct": "accuracy"})
+    records: list[dict[str, Any]] = []
+    for _, row in daily_rows.tail(20).iterrows():
+        day = row["date"].date().isoformat()
+        day_open = float(row["open"])
+        day_close = float(row["close"])
+        actual_move = (day_close - day_open) / day_open
+        actual_direction = "UP" if actual_move >= 0 else "DOWN"
+        pred = predictions_by_date.get(day)
+        prediction = pred.get("prediction") if pred else None
+        records.append(
+            {
+                "date": day,
+                "prediction": prediction,
+                "prediction_source": pred.get("source") if pred else None,
+                "prob_up": pred.get("prob_up") if pred else None,
+                "actual_move": actual_move,
+                "actual_direction": actual_direction,
+                "correct": None if prediction is None else prediction == actual_direction,
+            }
         )
-    else:
-        recent_predictions = pd.DataFrame()
-        recent_accuracy = None
-        direction_mix = pd.DataFrame()
-        monthly = pd.DataFrame()
+    return records
+
 
+@lru_cache(maxsize=4)
+def _dashboard_payload_cached(key: tuple[tuple[str, int | None, int | None], ...]) -> dict[str, Any]:
+    summary = load_model_summary()
+    t5_latest = _latest_saved_prediction_uncached()
+    tomorrow_summary = load_tomorrow_summary()
+    tomorrow_latest = latest_tomorrow_prediction()
+    tplus1_summary = load_tplus1_summary()
+    tplus1_latest = latest_tplus1_prediction()
+    refresh_state = load_refresh_state()
+    t5_test = load_test_predictions()
+    tomorrow_test = load_tomorrow_test_predictions()
+    tplus1_test = load_tplus1_test_predictions()
+    daily = pd.read_parquet(NIFTY_1D_PATH)
+    daily["date"] = pd.to_datetime(daily["date"], errors="coerce")
+    daily = daily.sort_values("date").tail(180)
+    dataset = read_training_dataset()
+    opening = dataset[["date", "first5_return", "first5_range_pct", "first5_close_location"]].tail(120).copy()
+
+    if not t5_test.empty:
+        recent_predictions = t5_test.tail(40).copy()
+        recent_accuracy = float(recent_predictions["correct"].mean())
+        direction_mix = t5_test.groupby("prediction")["correct"].agg(["count", "mean"]).reset_index()
+        monthly = (
+            t5_test.assign(month=t5_test["date"].dt.strftime("%Y-%m"))
+            .groupby("month", as_index=False)["correct"]
+            .mean()
+            .rename(columns={"correct": "accuracy"})
+        )
+    else:
+        recent_predictions = pd.DataFrame()
+        recent_accuracy = None
+        direction_mix = pd.DataFrame()
+        monthly = pd.DataFrame()
+
+    if not tomorrow_test.empty:
+        tomorrow_recent = tomorrow_test.tail(40).copy()
+        if "pred" in tomorrow_recent.columns and "prediction" not in tomorrow_recent.columns:
+            tomorrow_recent["prediction"] = np.where(pd.to_numeric(tomorrow_recent["pred"], errors="coerce") == 1, "UP", "DOWN")
+        if "correct" not in tomorrow_recent.columns and {"target", "pred"}.issubset(tomorrow_recent.columns):
+            tomorrow_recent["correct"] = pd.to_numeric(tomorrow_recent["target"], errors="coerce") == pd.to_numeric(tomorrow_recent["pred"], errors="coerce")
+        tomorrow_accuracy = float(tomorrow_recent["correct"].mean()) if "correct" in tomorrow_recent.columns else tomorrow_summary.get("test_accuracy")
+    else:
+        tomorrow_recent = pd.DataFrame()
+        tomorrow_accuracy = tomorrow_summary.get("test_accuracy")
+
+    model_metrics = [
+        {
+            "id": "tomorrow",
+            "label": "Tomorrow",
+            "model_name": tomorrow_summary.get("model_name", "nifty_tomorrow_direction_model"),
+            "source_model": tomorrow_summary.get("source_model", "tuned_daily_forest_single"),
+            "validation_accuracy": tomorrow_summary.get("validation_accuracy"),
+            "test_accuracy": tomorrow_summary.get("test_accuracy"),
+            "recent_accuracy": tomorrow_accuracy,
+            "test_rows": int(tomorrow_summary.get("n_test") or len(tomorrow_test) or 0),
+        },
+        {
+            "id": "tplus1",
+            "label": "T+1",
+            "model_name": tplus1_summary.get("model_name", "nifty_1420_tplus1_logistic_model"),
+            "source_model": "14:00-14:20 logistic forecaster",
+            "validation_accuracy": tplus1_summary.get("validation_accuracy"),
+            "test_accuracy": tplus1_summary.get("test_accuracy"),
+            "recent_accuracy": float(tplus1_test.tail(40)["correct"].mean()) if not tplus1_test.empty and "correct" in tplus1_test.columns else tplus1_summary.get("test_accuracy"),
+            "test_rows": int(tplus1_summary.get("test_rows") or len(tplus1_test) or 0),
+        },
+        {
+            "id": "t5",
+            "label": "T+5",
+            "model_name": summary.get("model_name", "nifty_opening_direction_model"),
+            "source_model": summary.get("model_name", "nifty_opening_direction_model"),
+            "validation_accuracy": summary.get("validation_accuracy"),
+            "test_accuracy": summary.get("test_accuracy"),
+            "recent_accuracy": recent_accuracy,
+            "test_rows": int(len(t5_test)) if not t5_test.empty else int(summary.get("test_rows") or 0),
+        },
+    ]
     metrics = {
-        "validation_accuracy": summary.get("validation_accuracy"),
-        "test_accuracy": summary.get("test_accuracy"),
-        "baseline_test_accuracy": summary.get("baseline_test_accuracy"),
-        "validation_auc": summary.get("validation_auc"),
-        "test_auc": summary.get("test_auc"),
-        "test_brier": summary.get("test_brier"),
-        "feature_count": summary.get("feature_count"),
-        "recent_accuracy": recent_accuracy,
-        "recent_accuracy_days": int(len(recent_predictions)) if not recent_predictions.empty else 0,
-        "total_test_days": int(len(test)) if not test.empty else 0,
+        "validation_accuracy": tomorrow_summary.get("validation_accuracy"),
+        "test_accuracy": tomorrow_summary.get("test_accuracy"),
+        "baseline_test_accuracy": tomorrow_summary.get("baseline_accuracy"),
+        "validation_auc": summary.get("validation_auc"),
+        "test_auc": summary.get("test_auc"),
+        "test_brier": summary.get("test_brier"),
+        "feature_count": tomorrow_summary.get("feature_count"),
+        "recent_accuracy": tomorrow_accuracy,
+        "recent_accuracy_days": int(len(tomorrow_recent)) if not tomorrow_recent.empty else 0,
+        "total_test_days": int(tomorrow_summary.get("n_test") or len(tomorrow_test) or 0),
+        "models": model_metrics,
     }
+    track_record = build_prediction_track_record(
+        daily,
+        t5_test,
+        tomorrow_test,
+        tplus1_test,
+        t5_latest,
+        tomorrow_latest,
+        tplus1_latest,
+    )
     return {
-        "latest": latest,
-        "metrics": metrics,
-        "summary": summary,
-        "candidates": load_candidate_results(),
-        "charts": {
-            "daily_close": _json_ready_frame(daily[["date", "open", "high", "low", "close"]]),
-            "opening_features": _json_ready_frame(opening),
-            "monthly_accuracy": _json_ready_frame(monthly),
-            "direction_mix": _json_ready_frame(direction_mix),
+        "latest": t5_latest,
+        "tomorrow_latest": tomorrow_latest,
+        "tplus1_latest": tplus1_latest,
+        "live_accuracy": load_live_accuracy(),
+        "metrics": metrics,
+        "summary": summary,
+        "tomorrow_summary": tomorrow_summary,
+        "tplus1_summary": tplus1_summary,
+        "candidates": load_candidate_results(),
+        "charts": {
+            "daily_close": _json_ready_frame(daily[["date", "open", "high", "low", "close"]]),
+            "opening_features": _json_ready_frame(opening),
+            "monthly_accuracy": _json_ready_frame(monthly),
+            "direction_mix": _json_ready_frame(direction_mix),
             "recent_predictions": _json_ready_frame(recent_predictions),
+            "t5_recent_predictions": _json_ready_frame(recent_predictions),
+            "tomorrow_recent_predictions": _json_ready_frame(tomorrow_recent),
+            "tplus1_recent_predictions": _json_ready_frame(tplus1_test.tail(40)),
+            "track_record": track_record,
         },
-        "data_status": {
-            "nifty_1m_rows": int(len(pd.read_parquet(NIFTY_1M_PATH, columns=["date"]))),
-            "nifty_1d_rows": int(len(pd.read_parquet(NIFTY_1D_PATH, columns=["date"]))),
-            "training_rows": int(len(dataset)),
-            "test_prediction_rows": int(len(test)),
-            "latest_daily_date": pd.to_datetime(daily["date"]).max().date().isoformat(),
-        },
+        "data_status": {
+            "nifty_1m_rows": int(len(pd.read_parquet(NIFTY_1M_PATH, columns=["date"]))),
+            "nifty_1d_rows": int(len(pd.read_parquet(NIFTY_1D_PATH, columns=["date"]))),
+            "training_rows": int(len(dataset)),
+            "test_prediction_rows": int(len(t5_test)),
+            "tomorrow_test_prediction_rows": int(len(tomorrow_test)),
+            "tplus1_test_prediction_rows": int(len(tplus1_test)),
+            "latest_daily_date": pd.to_datetime(daily["date"]).max().date().isoformat(),
+            "refresh_phase": refresh_state.get("phase", REFRESH_NORMAL),
+            "refresh_state": refresh_state,
+        },
+    }
+
+
+def refresh_first5_prediction(session_date: date | None = None, minutes: pd.DataFrame | None = None) -> Prediction:
+    if session_date is None:
+        today = datetime.now(IST).date()
+        if not is_trading_day(today):
+            raise RuntimeError(f"{today.isoformat()} is not an NSE trading session.")
+    minutes = fetch_yahoo_minutes(period="7d") if minutes is None else minutes
+    append_parquet_rows(NIFTY_1M_PATH, minutes, ["date"])
+    first5 = first5_features_from_minutes(minutes, session_date=session_date)
+    row = build_model_row(first5)
+    dataset = read_training_dataset()
+    merged = pd.concat([dataset, row], ignore_index=True)
+    merged = merged.drop_duplicates(subset=["date"], keep="last").sort_values("date").reset_index(drop=True)
+    merged.to_parquet(OPENING_DATASET_PATH, index=False, compression="zstd")
+    prediction = predict_row(row)
+    clear_dashboard_payload_cache()
+    return prediction
+
+
+def refresh_daily_data() -> dict[str, Any]:
+    daily = fetch_yahoo_daily(period="1mo")
+    combined = append_parquet_rows(NIFTY_1D_PATH, daily, ["date"])
+    clear_dashboard_payload_cache()
+    return {
+        "rows": int(len(combined)),
+        "latest_date": pd.to_datetime(combined["date"]).max().date().isoformat(),
+        "path": str(NIFTY_1D_PATH),
+    }
+
+
+def update_opening_outcomes_from_daily() -> dict[str, Any]:
+    if not OPENING_DATASET_PATH.exists() or not NIFTY_1D_PATH.exists():
+        return {"updated_rows": 0, "latest_date": None}
+    dataset = pd.read_parquet(OPENING_DATASET_PATH)
+    daily = pd.read_parquet(NIFTY_1D_PATH)
+    if dataset.empty or daily.empty:
+        return {"updated_rows": 0, "latest_date": None}
+
+    dataset = dataset.copy()
+    dataset["_session_date"] = pd.to_datetime(dataset["date"], errors="coerce").dt.normalize()
+    daily = daily.copy()
+    daily["_session_date"] = pd.to_datetime(daily["date"], errors="coerce").dt.normalize()
+    daily = daily.dropna(subset=["_session_date"]).drop_duplicates("_session_date", keep="last")
+    daily = daily.set_index("_session_date")
+
+    updated = 0
+    for idx, session_day in dataset["_session_date"].dropna().items():
+        if session_day not in daily.index:
+            continue
+        row = daily.loc[session_day]
+        for src, dst in (
+            ("open", "day_open"),
+            ("high", "day_high"),
+            ("low", "day_low"),
+            ("close", "day_close"),
+            ("volume", "day_volume"),
+        ):
+            if src in row.index and dst in dataset.columns:
+                dataset.at[idx, dst] = row[src]
+        if {"day_open", "day_close", "target", "day_return"}.issubset(dataset.columns):
+            day_open = dataset.at[idx, "day_open"]
+            day_close = dataset.at[idx, "day_close"]
+            if pd.notna(day_open) and pd.notna(day_close) and float(day_open) != 0.0:
+                dataset.at[idx, "target"] = int(float(day_close) > float(day_open))
+                dataset.at[idx, "day_return"] = (float(day_close) - float(day_open)) / float(day_open)
+                updated += 1
+        if {"first5_close", "day_open", "first5_vs_day_open"}.issubset(dataset.columns):
+            first5_close = dataset.at[idx, "first5_close"]
+            day_open = dataset.at[idx, "day_open"]
+            if pd.notna(first5_close) and pd.notna(day_open) and float(day_open) != 0.0:
+                dataset.at[idx, "first5_vs_day_open"] = (float(first5_close) - float(day_open)) / float(day_open)
+
+    dataset = dataset.drop(columns=["_session_date"])
+    dataset = dataset.sort_values("date").reset_index(drop=True)
+    dataset.to_parquet(OPENING_DATASET_PATH, index=False, compression="zstd")
+    clear_dashboard_payload_cache()
+    latest = pd.to_datetime(dataset["date"], errors="coerce").max()
+    return {
+        "updated_rows": int(updated),
+        "latest_date": None if pd.isna(latest) else latest.date().isoformat(),
+    }
+
+
+def load_live_accuracy() -> dict[str, Any]:
+    """Load the live accuracy ledger from disk."""
+    if LIVE_ACCURACY_PATH.exists():
+        try:
+            return json.loads(LIVE_ACCURACY_PATH.read_text(encoding="utf-8"))
+        except Exception:
+            pass
+    return {
+        "tomorrow": {"entries": [], "accuracy": None, "total": 0, "correct_count": 0},
+        "t5": {"entries": [], "accuracy": None, "total": 0, "correct_count": 0},
+        "tplus1": {"entries": [], "accuracy": None, "total": 0, "correct_count": 0},
+    }
+
+
+def save_live_accuracy(data: dict[str, Any]) -> None:
+    """Persist the live accuracy ledger to disk."""
+    LIVE_ACCURACY_PATH.write_text(json.dumps(data, indent=2), encoding="utf-8")
+
+
+def update_live_accuracy(session_date: date) -> dict[str, Any]:
+    """Score today's predictions against actual outcomes and update the ledger.
+
+    Must be called AFTER refresh_daily_data() (so today's close is available)
+    but BEFORE refresh_first5_prediction / refresh_tplus1_prediction /
+    refresh_tomorrow_prediction (so the CSV files still hold the predictions
+    we want to score).
+    """
+    ledger = load_live_accuracy()
+    daily = pd.read_parquet(NIFTY_1D_PATH)
+    daily["_date"] = pd.to_datetime(daily["date"], errors="coerce").dt.normalize()
+    today_rows = daily[daily["_date"].dt.date == session_date]
+    if today_rows.empty:
+        return ledger
+
+    day_open = float(today_rows.iloc[-1]["open"])
+    day_close = float(today_rows.iloc[-1]["close"])
+    if not (np.isfinite(day_open) and np.isfinite(day_close) and day_open != 0):
+        return ledger
+    actual_close_gt_open = "UP" if day_close > day_open else "DOWN"
+    session_iso = session_date.isoformat()
+
+    # --- T+5: today's 9:20 AM prediction vs close > open ---
+    logged_t5 = {e["date"] for e in ledger["t5"]["entries"]}
+    if session_iso not in logged_t5 and LATEST_PATH.exists():
+        try:
+            t5_row = pd.read_csv(LATEST_PATH).iloc[-1].to_dict()
+            if str(t5_row.get("input_date", ""))[:10] == session_iso:
+                pred = str(t5_row.get("prediction", "")).upper()
+                if pred in ("UP", "DOWN"):
+                    ledger["t5"]["entries"].append({
+                        "date": session_iso,
+                        "prediction": pred,
+                        "actual": actual_close_gt_open,
+                        "correct": pred == actual_close_gt_open,
+                    })
+        except Exception:
+            pass
+
+    # --- Tomorrow: yesterday's prediction targeting today vs close > open ---
+    logged_tom = {e["date"] for e in ledger["tomorrow"]["entries"]}
+    if session_iso not in logged_tom and TOMORROW_LATEST_PATH.exists():
+        try:
+            tom_row = pd.read_csv(TOMORROW_LATEST_PATH).iloc[-1].to_dict()
+            if str(tom_row.get("target_date", ""))[:10] == session_iso:
+                pred = str(tom_row.get("prediction", "")).upper()
+                if pred in ("UP", "DOWN"):
+                    ledger["tomorrow"]["entries"].append({
+                        "date": session_iso,
+                        "prediction": pred,
+                        "actual": actual_close_gt_open,
+                        "correct": pred == actual_close_gt_open,
+                    })
+        except Exception:
+            pass
+
+    # --- T+1: yesterday's 14:20 prediction targeting today ---
+    # T+1 target: today's close > yesterday's 14:20 close
+    logged_t1 = {e["date"] for e in ledger["tplus1"]["entries"]}
+    if session_iso not in logged_t1 and TPLUS1_LATEST_PATH.exists():
+        try:
+            t1_row = pd.read_csv(TPLUS1_LATEST_PATH).iloc[-1].to_dict()
+            if str(t1_row.get("target_date", ""))[:10] == session_iso:
+                pred = str(t1_row.get("prediction", "")).upper()
+                input_date_str = str(t1_row.get("input_date", ""))[:10]
+                input_day = date.fromisoformat(input_date_str)
+                # Read the 14:20 close from minute data for the input session
+                minute = pd.read_parquet(NIFTY_1M_PATH, columns=["date", "close"])
+                minute["dt"] = pd.to_datetime(minute["date"], errors="coerce")
+                minute = minute.dropna(subset=["dt"])
+                minute["session_date"] = minute["dt"].dt.normalize()
+                minute["time_str"] = minute["dt"].dt.strftime("%H:%M")
+                window = minute[
+                    (minute["session_date"].dt.date == input_day)
+                    & (minute["time_str"] >= "14:00")
+                    & (minute["time_str"] <= "14:20")
+                ].sort_values("dt")
+                if not window.empty and pred in ("UP", "DOWN"):
+                    w_close = float(window.iloc[-1]["close"])
+                    t1_actual = "UP" if day_close > w_close else "DOWN"
+                    ledger["tplus1"]["entries"].append({
+                        "date": session_iso,
+                        "prediction": pred,
+                        "actual": t1_actual,
+                        "correct": pred == t1_actual,
+                    })
+        except Exception:
+            pass
+
+    # Backtest baseline stats
+    t5_summary = load_model_summary()
+    tom_summary = load_tomorrow_summary()
+    t1_summary = load_tplus1_summary()
+    
+    t5_test_total = int(t5_summary.get("test_rows") or len(load_test_predictions()) or 0)
+    t5_test_correct = int(round(t5_test_total * float(t5_summary.get("test_accuracy", 0.0))))
+    
+    tom_test_total = int(tom_summary.get("n_test") or len(load_tomorrow_test_predictions()) or 0)
+    tom_test_correct = int(round(tom_test_total * float(tom_summary.get("test_accuracy", 0.0))))
+    
+    t1_test_total = int(t1_summary.get("test_rows") or len(load_tplus1_test_predictions()) or 0)
+    t1_test_correct = int(round(t1_test_total * float(t1_summary.get("test_accuracy", 0.0))))
+
+    baselines = {
+        "t5": {"total": t5_test_total, "correct": t5_test_correct},
+        "tomorrow": {"total": tom_test_total, "correct": tom_test_correct},
+        "tplus1": {"total": t1_test_total, "correct": t1_test_correct},
     }
 
+    # Recompute summary stats
+    for model_id in ("t5", "tomorrow", "tplus1"):
+        if model_id not in ledger:
+            ledger[model_id] = {"entries": []}
+        if "entries" not in ledger[model_id]:
+            ledger[model_id]["entries"] = []
 
-def refresh_first5_prediction(session_date: date | None = None) -> Prediction:
-    minutes = fetch_yahoo_minutes(period="5d")
-    append_parquet_rows(NIFTY_1M_PATH, minutes, ["date"])
-    first5 = first5_features_from_minutes(minutes, session_date=session_date)
-    row = build_model_row(first5)
-    dataset = read_training_dataset()
-    merged = pd.concat([dataset, row], ignore_index=True)
-    merged = merged.drop_duplicates(subset=["date"], keep="last").sort_values("date").reset_index(drop=True)
-    merged.to_parquet(OPENING_DATASET_PATH, index=False, compression="zstd")
-    return predict_row(row)
+        entries = ledger[model_id]["entries"]
+        live_total = len(entries)
+        live_correct = sum(1 for e in entries if e.get("correct"))
+        
+        base_total = baselines[model_id]["total"]
+        base_correct = baselines[model_id]["correct"]
+        
+        combined_total = base_total + live_total
+        combined_correct = base_correct + live_correct
+        
+        ledger[model_id]["live_total"] = live_total
+        ledger[model_id]["live_correct_count"] = live_correct
+        ledger[model_id]["live_accuracy"] = live_correct / live_total if live_total > 0 else None
+        
+        ledger[model_id]["total"] = combined_total
+        ledger[model_id]["correct_count"] = combined_correct
+        ledger[model_id]["accuracy"] = combined_correct / combined_total if combined_total > 0 else None
 
+    save_live_accuracy(ledger)
+    clear_dashboard_payload_cache()
+    return ledger
 
-def refresh_daily_data() -> dict[str, Any]:
-    daily = fetch_yahoo_daily(period="1mo")
-    combined = append_parquet_rows(NIFTY_1D_PATH, daily, ["date"])
+
+
+def refresh_market_close_data(session_date: date | None = None) -> dict[str, Any]:
+    now = datetime.now(IST)
+    session_date = session_date or now.date()
+    if not is_trading_day(session_date):
+        raise RuntimeError(f"{session_date.isoformat()} is not an NSE trading session.")
+    save_refresh_state(REFRESH_WAITING, session_date=session_date)
+    try:
+        save_refresh_state(REFRESH_REFRESHING, session_date=session_date)
+        minutes = fetch_yahoo_minutes(period="7d")
+        minute_frame = append_parquet_rows(NIFTY_1M_PATH, minutes, ["date"])
+        daily_info = refresh_daily_data()
+        # Score live predictions BEFORE they get overwritten by fresh ones
+        try:
+            update_live_accuracy(session_date)
+        except Exception as exc:
+            print(f"[close-refresh] live accuracy update failed: {exc}", flush=True)
+        t5_prediction = refresh_first5_prediction(session_date=session_date, minutes=minutes)
+        tplus1_prediction = refresh_tplus1_prediction(session_date=session_date)
+        outcomes = update_opening_outcomes_from_daily()
+        tomorrow_prediction = refresh_tomorrow_prediction(session_date=session_date)
+        state = save_refresh_state(REFRESH_READY, session_date=session_date)
+        clear_dashboard_payload_cache()
+        return {
+            "session_date": session_date.isoformat(),
+            "nifty_1m_rows": int(len(minute_frame)),
+            "latest_minute": pd.to_datetime(minute_frame["date"], errors="coerce").max().isoformat(),
+            "daily": daily_info,
+            "opening_dataset": outcomes,
+            "t5_prediction": t5_prediction.to_dict(),
+            "tplus1_prediction": tplus1_prediction,
+            "tomorrow_prediction": tomorrow_prediction,
+            "refresh_state": state,
+        }
+    except Exception as exc:
+        save_refresh_state(REFRESH_FAILED, session_date=session_date, error=str(exc))
+        clear_dashboard_payload_cache()
+        raise
+
+
+def close_refresh_due(now: datetime | None = None) -> bool:
+    now = now or datetime.now(IST)
+    if not is_trading_day(now.date()) or now.time() < CLOSE_REFRESH_READY:
+        return False
+    latest_daily = latest_parquet_date(NIFTY_1D_PATH)
+    latest_minutes = latest_parquet_date(NIFTY_1M_PATH)
+    latest_opening = latest_parquet_date(OPENING_DATASET_PATH)
+    latest_opening_outcome = latest_opening_outcome_date()
+    tomorrow_latest = latest_tomorrow_prediction()
+    tomorrow_input = None
+    try:
+        if tomorrow_latest.get("input_date"):
+            tomorrow_input = date.fromisoformat(str(tomorrow_latest.get("input_date"))[:10])
+    except Exception:
+        tomorrow_input = None
+    return any(
+        latest != now.date()
+        for latest in (latest_daily, latest_minutes, latest_opening, latest_opening_outcome, tomorrow_input)
+    )
+
+
+def latest_prediction_input_date(path: Path) -> date | None:
+    if not path.exists():
+        return None
+    try:
+        frame = pd.read_csv(path, usecols=["input_date"])
+    except Exception:
+        return None
+    if frame.empty:
+        return None
+    value = pd.to_datetime(frame["input_date"], errors="coerce").max()
+    return None if pd.isna(value) else value.date()
+
+
+def latest_tomorrow_input_date() -> date | None:
+    try:
+        latest = latest_tomorrow_prediction()
+        raw = latest.get("input_date")
+        return date.fromisoformat(str(raw)[:10]) if raw else None
+    except Exception:
+        return None
+
+
+def expected_completed_daily_date(now: datetime | None = None) -> date:
+    now = now or datetime.now(IST)
+    if is_trading_day(now.date()) and now.time() < CLOSE_REFRESH_READY:
+        return previous_trading_day(now.date() - timedelta(days=1))
+    return previous_trading_day(now.date())
+
+
+def expected_minute_date(now: datetime | None = None) -> date:
+    now = now or datetime.now(IST)
+    if is_trading_day(now.date()) and now.time() >= FIRST5_READY:
+        return now.date()
+    return previous_trading_day(now.date() - timedelta(days=1))
+
+
+def expected_tplus1_date(now: datetime | None = None) -> date:
+    now = now or datetime.now(IST)
+    if is_trading_day(now.date()) and now.time() >= TPLUS1_READY:
+        return now.date()
+    return previous_trading_day(now.date() - timedelta(days=1))
+
+
+def is_stale(latest: date | None, expected: date) -> bool:
+    return latest is None or latest < expected
+
+
+def stale_data_status(now: datetime | None = None) -> dict[str, Any]:
+    now = now or datetime.now(IST)
+    expected_daily = expected_completed_daily_date(now)
+    expected_minutes = expected_minute_date(now)
+    expected_tplus1 = expected_tplus1_date(now)
+    latest_daily = latest_parquet_date(NIFTY_1D_PATH)
+    latest_minutes = latest_parquet_date(NIFTY_1M_PATH)
+    latest_t5 = latest_prediction_input_date(LATEST_PATH)
+    latest_tomorrow = latest_tomorrow_input_date()
+    latest_tplus1 = latest_prediction_input_date(TPLUS1_LATEST_PATH)
     return {
-        "rows": int(len(combined)),
-        "latest_date": pd.to_datetime(combined["date"]).max().date().isoformat(),
-        "path": str(NIFTY_1D_PATH),
+        "server_time_ist": now.isoformat(),
+        "expected_daily_date": expected_daily.isoformat(),
+        "expected_minute_date": expected_minutes.isoformat(),
+        "expected_tplus1_date": expected_tplus1.isoformat(),
+        "latest_daily_date": latest_daily.isoformat() if latest_daily else None,
+        "latest_minute_date": latest_minutes.isoformat() if latest_minutes else None,
+        "latest_t5_date": latest_t5.isoformat() if latest_t5 else None,
+        "latest_tomorrow_date": latest_tomorrow.isoformat() if latest_tomorrow else None,
+        "latest_tplus1_date": latest_tplus1.isoformat() if latest_tplus1 else None,
+        "daily_stale": is_stale(latest_daily, expected_daily),
+        "minutes_stale": is_stale(latest_minutes, expected_minutes),
+        "t5_stale": is_stale(latest_t5, expected_minutes),
+        "tomorrow_stale": is_stale(latest_tomorrow, expected_daily),
+        "tplus1_stale": is_stale(latest_tplus1, expected_tplus1),
     }
 
 
-def seconds_until_next_ist_run(run_time: time = time(9, 20)) -> float:
-    now = datetime.now(IST)
-    target = datetime.combine(now.date(), run_time, tzinfo=IST)
-    if now >= target:
-        target += timedelta(days=1)
-    return max(1.0, (target - now).total_seconds())
+def refresh_stale_data_once(now: datetime | None = None) -> dict[str, Any]:
+    now = now or datetime.now(IST)
+    status = stale_data_status(now)
+    if not any(status[key] for key in ("daily_stale", "minutes_stale", "t5_stale", "tomorrow_stale", "tplus1_stale")):
+        return {"status": "fresh", **status, "actions": []}
+    if not _stale_refresh_lock.acquire(blocking=False):
+        return {"status": "skipped", "reason": "stale refresh already running", **status, "actions": []}
+
+    actions: list[dict[str, Any]] = []
+    try:
+        if status["minutes_stale"]:
+            minutes = fetch_yahoo_minutes(period="7d")
+            combined = append_parquet_rows(NIFTY_1M_PATH, minutes, ["date"])
+            actions.append(
+                {
+                    "name": "minutes",
+                    "rows": int(len(combined)),
+                    "latest_date": pd.to_datetime(combined["date"], errors="coerce").max().date().isoformat(),
+                }
+            )
+
+        if status["daily_stale"]:
+            daily_info = refresh_daily_data()
+            outcomes = update_opening_outcomes_from_daily()
+            actions.append({"name": "daily", **daily_info})
+            actions.append({"name": "opening_outcomes", **outcomes})
+
+        if status["daily_stale"] or status["tomorrow_stale"]:
+            try:
+                tomorrow = refresh_tomorrow_prediction(session_date=date.fromisoformat(status["expected_daily_date"]))
+                actions.append({"name": "tomorrow_prediction", "input_date": tomorrow.get("input_date")})
+            except Exception as exc:
+                actions.append({"name": "tomorrow_prediction", "error": str(exc)})
+
+        if status["t5_stale"] and is_trading_day(now.date()) and now.time() >= FIRST5_READY:
+            prediction = refresh_first5_prediction(session_date=now.date())
+            actions.append({"name": "t5_prediction", "input_date": prediction.input_date})
+
+        if status["tplus1_stale"] and is_trading_day(now.date()) and now.time() >= TPLUS1_READY:
+            prediction = refresh_tplus1_prediction(session_date=now.date())
+            actions.append({"name": "tplus1_prediction", "input_date": prediction.get("input_date")})
+
+        clear_dashboard_payload_cache()
+        refreshed_status = stale_data_status(datetime.now(IST))
+        return {"status": "refreshed", **refreshed_status, "actions": actions}
+    finally:
+        _stale_refresh_lock.release()
+
+
+def next_ist_run_at(run_time: time = time(9, 20), now: datetime | None = None) -> datetime:
+    now = now or datetime.now(IST)
+    target_day = now.date()
+    if now >= datetime.combine(target_day, run_time, tzinfo=IST):
+        target_day += timedelta(days=1)
+    target_day = next_trading_day(target_day)
+    return datetime.combine(target_day, run_time, tzinfo=IST)
+
+
+def seconds_until_next_ist_run(run_time: time = time(9, 20)) -> float:
+    now = datetime.now(IST)
+    target = next_ist_run_at(run_time, now=now)
+    return max(1.0, (target - now).total_seconds())