How to close on session end

Hello!

Let's say I'm backtesting futures, and the session ends every day at 16:00 and it starts again at 17:00. What if I want to close a trade at session close?

I can't do like `if self.data.df.index.time == "16:00": self.position.close()` otherwise the closing order will be executed at next bar, that would be the first bar of the new session.

I know I could close at one bar prior to the close, but I specifically need to close the trade at closing price of `16:00` bar for reproducibility reasons with another platform.

Also I'm aware of `trade_on_close`, but I still need trades to be opened at next bar open.

Any idea? Thanks

The issue names no source file, test, or entry point. Start by locating the order-execution and session-boundary logic, then review existing tests for trade_on_close and session handling. Done should be a documented, tested way to close at the 16:00 bar while retaining next-bar-open entries.

Written by the indexing model from the issue text.