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…rkets that open after midnight UTC
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This reverts #1417. Its check treated a first candle that doesn't open on a UTC interval boundary as the sign of a partial batch. Markets that close break that assumption: a US stock's session never starts at 00:00 UTC, so the first daily batch was always dropped, even when every candle of that day had been seen. A strategy on daily bars lost a whole session on every start.
The new fixture holds Alpaca's hourly AMD bars for 2026-10-07 and 2026-10-08. They only cover the regular session, and batching the first day reproduces high, low and close of Alpaca's own daily bar for 2026-10-07. The test pins that the day is emitted. A second fixture holds the hourly BTC/USD bars for the same days, which trade around the clock. Batched into days they match Alpaca's daily bars exactly.
A batch that really is partial, because the stream started mid-session, is handled in the next PR by replaying the interval's earlier minutes during warm-up in
BatchedIndicator.