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Deterministic PineScript v6 backtest runtime — C ABI reference
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Data Structures | Public Member Functions | Static Public Member Functions | Protected Types | Protected Member Functions | Protected Attributes | Static Protected Attributes
pineforge::engine_script_run_v19::BacktestEngine Class Referenceabstract

#include <engine.hpp>

Data Structures

struct  AbortFlag
 
struct  AbortRequested
 
struct  BarTime
 
struct  ExecutionConsumerSlot
 
class  MetricsStreamingAttemptV1
 
struct  MetricsStreamingStateV1
 
struct  NativeConsumerBindTag
 
struct  NativeSecurityFeed
 
struct  OutputEvent
 
struct  SecurityEvalState
 
struct  TradePercentPrefix
 

Public Member Functions

int set_equity_report_mode (ReportMode mode)
 
ReportMode equity_report_mode () const
 
std::int64_t equity_logical_point_count () const
 
const metrics::EquityFoldSnapshot * equity_summary_snapshot () const
 
bool equity_summary_ratios_ready () const
 
bool install_equity_ratio_result (const metrics::EquityRatioResult &result)
 
virtual ~BacktestEngine ()
 
int execution_contract () const
 
bool native_bound () const
 
virtual void on_bar (const Bar &bar)=0
 
void run (const Bar *bars, int n)
 
void run (const Bar *input_bars, int n_input, const std::string &input_tf, const std::string &script_tf, bool bar_magnifier=false, int magnifier_samples=4, MagnifierDistribution magnifier_dist=MagnifierDistribution::ENDPOINTS)
 
virtual bool set_aux_security_feed (const Bar *bars, int n, const std::string &input_tf)
 
bool set_native_security_feed (const std::string &timeframe, const Bar *bars, int n)
 
bool native_security_feed_enabled () const
 
int64_t native_security_substitutions () const
 
int64_t native_security_misses () const
 
bool chart_day_partition_installed () const
 
virtual bool set_symbol_feed (const std::string &key, const std::string &timeframe, const Bar *bars, const int64_t *close_ms, int n)
 
virtual bool set_symbol_feed_column (const std::string &key, const std::string &timeframe, const std::string &name, const double *values, int n)
 
virtual bool set_symbol_facts (const std::string &key, const std::string &field, const std::string &value)
 
virtual bool set_recorded_series (const std::string &key, const int64_t *chart_open_ms, const double *values, int n)
 
bool stream_begin (const Bar *warmup_bars, int n_warmup, const std::string &input_tf, const std::string &script_tf="")
 
bool stream_push_bar (const Bar &bar)
 
bool stream_push_tick (const TradeTick &tick)
 
bool stream_push_ticks (const TradeTick *ticks, int n)
 
bool stream_advance_time (int64_t timestamp_ms)
 
bool stream_end (bool finalize_partial_input_bar=false)
 
bool stream_is_realtime () const
 
int stream_order_actions_len () const
 
const StreamOrderAction & stream_order_action_at (int i) const
 
void stream_order_actions_clear ()
 
uint64_t stream_state_hash () const
 
bool set_account_currency_fx_series (const int64_t *timestamps_ms, const double *rates, int n)
 
void run (const Bar *input_bars, int n_input, const std::string &input_tf, const std::string &script_tf, const std::unordered_map< std::string, std::string > &inputs, const SymInfo &syminfo, const void *overrides=nullptr, bool bar_magnifier=false, int magnifier_samples=4, MagnifierDistribution magnifier_dist=MagnifierDistribution::ENDPOINTS)
 
int trade_count () const
 
Trade get_trade (int i) const
 
int report_cache_stats (std::uint64_t *resident_bytes, std::uint64_t *allocation_bypass_count) const noexcept
 
std::size_t closed_trade_count () const noexcept
 
Trade closed_trade (std::size_t i) const
 
bool previous_closed_trade (std::size_t &cursor, Trade &value) const
 
int report_trade_count () const
 
Trade get_report_trade (int i) const
 
const Trade & materialize_report_trade (int i) const
 
int closed_trade_close_cause (int i) const
 
double max_contracts_held_all () const
 
double max_contracts_held_long () const
 
double max_contracts_held_short () const
 
int eventrades () const
 
void fill_report (ReportC *out) const
 
int set_report_mode_v1 (ReportMode mode)
 
metrics::MetricsStreamingStatusV1 set_metrics_streaming_v1 (metrics::StreamingSharpeV1, metrics::MetricsNeedMaskV1)
 
metrics::MetricsStreamingStatusV1 metrics_extent_receipt_v1 (metrics::MetricsExtentReceiptV1 *) const
 
metrics::MetricsStreamingStatusV1 admit_metrics_plain_v1 (const MetricsPlainInputsV1 &, const metrics::MetricsExtentPlanV1 &, metrics::MetricsExtentReceiptV1 *)
 
metrics::MetricsStreamingStatusV1 prepare_metrics_streaming_v1 (const metrics::MetricsStreamingConfigV1 &, const metrics::MetricsExtentPlanV1 &)
 
int fill_report_envelope_v1 (ReportEnvelopeV1 *out) const
 
const std::string & last_error () const
 
void set_input (const std::string &key, const std::string &value)
 
void clear_inputs ()
 
void set_trade_start_time (int64_t timestamp_ms)
 
void set_chart_timezone (const std::string &tz)
 
const std::string & chart_timezone () const
 
void set_syminfo_timezone (const std::string &tz)
 
void set_syminfo_session (const std::string &s)
 
void set_syminfo_type (const std::string &t)
 
bool session_template_knows_early_close () const
 Whether TradingView's session template for this symbol carries the exchange's early closes and holidays, so a D/W/M request.security bucket completes on a shortened session's actual last chart bar (TimeframeAggregator::set_early_close_completes): exchange-listed kinds (stock, futures, index, fund, dr, ...) yes – NYSE:F's 12:45 ET half-day bar and CME's 11:45 CT early-close bar are pinned; the OTC quote streams – forex, cfd, crypto – no: their period ends at the nominal close and a session ending early completes lazily on the next period's first bar (OANDA:XAUUSD 15m, lab tv oanda pin, ledger log-20260905t034240z-30be11fe).
 
bool set_syminfo_string (const std::string &key, const std::string &value)
 
void set_syminfo_mintick (double m)
 
void set_syminfo_pointvalue (double pv)
 
virtual void set_syminfo_metadata (const std::string &key, double value)
 
const std::string & main_period () const
 
virtual bool set_realtime_tail (bool on, int horizon_bars)
 
virtual bool set_probe_suppress_tail_logic (bool on)
 
void set_path_order (int mode)
 
uint64_t broker_state_hash () const
 
double position_avg_price () const
 
int64_t position_cycle_seq () const
 
double trail_best_price () const
 
double initial_capital () const
 
virtual double live_position_size () const
 
virtual int observe_last_bar_dual_entry_path_v1 () const
 
virtual int observe_pending_count_v1 () const
 
virtual int observe_pending_copy_v1 (int index, pf_pending_order_v1_t *out) const
 
virtual int observe_probe_fill_qty (int index, double fill_price, double *qty, int *close_only, int *partition) const
 
virtual int observe_pending_level_resolved (int index) const
 
virtual int observe_pending_effective_levels (int index, double *stop, double *limit, double *trail_activation) const
 
virtual double observe_trail_best_price_v1 () const
 
virtual bool set_symbol_feed_borrowed (const std::string &, const std::string &, const Bar *, const int64_t *, int)
 
double live_current_equity () const
 
int64_t script_bars_processed () const
 
void set_broker_state_hash_recording (bool on)
 
void set_magnifier_volume_weighted (bool on)
 
void set_trace_enabled (bool on)
 
bool trace_enabled () const
 
int last_run_status () const
 
void request_abort ()
 
void trace (const std::string &name, double value)
 
void trace (const std::string &name, bool value)
 
void trace (const std::string &name, int value)
 
bool outputs_declared () const
 
bool set_outputs_enabled (bool on)
 
int output_series_count () const
 
int64_t output_bars_len () const
 
bool output_bar_times_copy (int64_t from_bar, int64_t *open_ms, int64_t *close_ms, int64_t capacity, int64_t *written) const
 
bool output_series_copy (int slot, int64_t from_bar, double *out, int64_t capacity, int64_t *written) const
 
int output_events_len () const
 
const OutputEvent * output_event_at (int index) const
 
void output_events_clear ()
 
int output_constants_count () const
 
double output_constant_value (int index) const
 
int set_scratch_tables_v1 (const pf_scratch_tables_v1 *descriptor)
 
const detail::ScratchTableConfig & scratch_table_config () const noexcept
 
int set_cache_policy_v1 (const pf_cache_policy_v1 *descriptor)
 
void set_cache_policy (const CacheDefaults &policy)
 
const CacheDefaults & cache_policy_config () const
 
const CacheDefaults & cache_policy_for_run () const
 
int set_report_sink_v1 (const pf_report_sink_v1 *sink)
 
int set_report_sink_fd_v1 (const pf_report_sink_fd_v1 *sink)
 
int report_sink_receipt_v1 (pf_report_sink_receipt_v1 *out) const noexcept
 
int report_sink_summary_v1 (pf_report_sink_summary_v1 *out) const noexcept
 
int report_sink_diagnostics_v1 (pf_report_sink_diagnostics_v1 *out) const noexcept
 
int set_report_replay_v1 (const char *path, const char *run_id)
 
double raw_net_profit_sum () const noexcept
 
double report_pointvalue () const noexcept
 
void set_trade_history_streamable (bool streamable)
 
bool trade_history_streamable () const
 
int set_optional_report_mode (report_sequence::ReportMode mode)
 
report_sequence::OptionalSequenceSummary optional_sequence_summary () const
 

Static Public Member Functions

static int classify_report_close_cause (const Trade &row)
 
static void free_report (ReportC *report)
 
static int set_output_series_limit_checked (const std::int64_t *maximum, char *error, std::size_t capacity) noexcept
 
static int output_series_limit_failure (std::int64_t *maximum) noexcept
 

Protected Types

enum class  StreamPhase {
  IDLE ,
  REALTIME ,
  ENDED
}
 
enum class  StreamInputMode {
  UNSET ,
  TICKS ,
  BARS
}
 

Protected Member Functions

 BacktestEngine (NativeConsumerBindTag)
 
IExecutionConsumer & execution_consumer ()
 
const IExecutionConsumer & execution_consumer () const
 
virtual void hash_host_extension (BrokerStateHashSink &) const
 
virtual void hash_source_extension (BrokerStateHashSink &) const
 
virtual std::uint64_t broker_state_hash_projection () const
 
std::uint64_t broker_state_hash_from_execution_hash (std::uint64_t) const
 
double get_input_double (const std::string &key, double default_val) const
 
int get_input_int (const std::string &key, int default_val) const
 
int64_t get_input_int64 (const std::string &key, int64_t default_val) const
 
bool get_input_bool (const std::string &key, bool default_val) const
 
std::string get_input_string (const std::string &key, const std::string &default_val) const
 
double get_syminfo_metadata (const std::string &key) const
 
void begin_metrics_streaming_v1 (bool admitted_shape)
 
void sync_metrics_streaming_held_v1 () const
 
void finish_metrics_streaming_v1 (metrics::MetricsRatioCurveV1, pf_equity_stats_t *=nullptr) const
 
template<class Source>
void observe_metrics_curve_v1 (const Source &curve, std::int64_t count, pf_equity_stats_t *equity=nullptr) const
 
bool refold_summary_equity_tail ()
 
void declare_opened_lot_entry_bar_mask (uint64_t entry_incarnation, const Bar &entry_bar, OpenedLotFillPoint fill_point)
 
execution::Result settle_native_execution_at (const execution::Action &action, const execution::Fill &fill, const execution::PhysicalExecutionContext &context)
 
execution::Result settle_with_context (const execution::Action &action, const execution::Fill &fill, const execution::LifecycleEffects &lifecycle, const execution::PhysicalExecutionContext &context)
 
execution::SettlementInspection inspect_native_settlement (const execution::Action &action, const execution::Fill &fill) const
 
execution::SettlementInspection inspect_native_settlement_scoped (const execution::Action &action, const execution::Fill &fill, execution::CloseScope scope) const
 
execution::SettlementInspection inspect_native_settlement_scoped_at (const execution::Action &action, const execution::Fill &fill, execution::CloseScope scope, double fx) const
 
execution::Result settle_native_execution_scoped_at (const execution::Action &action, const execution::Fill &fill, const execution::PhysicalExecutionContext &context, execution::CloseScope scope)
 
execution::SettlementInspection inspect_native_settlement_selected (const execution::Action &action, const execution::Fill &fill, const execution::SelectedOpeningSet &selection) const
 
execution::SettlementInspection inspect_native_settlement_selected_at (const execution::Action &action, const execution::Fill &fill, const execution::SelectedOpeningSet &selection, double fx) const
 
execution::Result settle_native_execution_selected_at (const execution::Action &action, const execution::Fill &fill, const execution::PhysicalExecutionContext &context, const execution::SelectedOpeningSet &selection)
 
execution::Result settle_execution_selected_with_lifecycle (const execution::Action &action, const execution::Fill &fill, const execution::LifecycleEffects &lifecycle, const execution::SelectedOpeningSet &selection)
 
execution::AccountEffectProjection project_native_settlement_v1 (const execution::Action &action, const execution::Fill &fill) const
 
execution::AccountEffectProjection project_native_settlement_at (const execution::Action &action, const execution::Fill &fill, double fx) const
 
execution::AccountEffectProjection project_native_settlement_scoped_v1 (const execution::Action &action, const execution::Fill &fill, execution::CloseScope scope) const
 
execution::AccountEffectProjection project_native_settlement_selected_v1 (const execution::Action &action, const execution::Fill &fill, const execution::SelectedOpeningSet &selection) const
 
execution::SettlementInspection inspect_native_reversal_v1 (const execution::ReverseTo &reversal, const execution::Fill &fill) const
 
execution::SettlementInspection inspect_native_reversal_at (const execution::ReverseTo &reversal, const execution::Fill &fill, double fx) const
 
execution::AccountEffectProjection project_native_reversal_v1 (const execution::ReverseTo &reversal, const execution::Fill &fill) const
 
execution::Result settle_native_reversal_at_v1 (const execution::ReverseTo &reversal, const execution::Fill &fill, const execution::PhysicalExecutionContext &context)
 
execution::Result settle_reversal_with_lifecycle_v1 (const execution::ReverseTo &reversal, const execution::Fill &fill, const execution::LifecycleEffects &lifecycle)
 
double marked_equity (double price) const
 
double marked_equity_at (double price, double fx) const
 
double round_to_mintick (double price) const
 
double bar_fill_price (double raw_bar_price) const
 
double tick_grid_price (double price) const
 
int price_grid_decimals () const
 
double level_on_price_grid (double level) const
 
double calc_commission (double fill_price, double qty) const
 
double calc_commission_at (double fill_price, double qty, double fx) const
 
double open_entry_commission (const PyramidEntry &pe) const
 
double allocated_entry_commission (const PyramidEntry &pe, double units) const
 
void snapshot_entry_commission (PyramidEntry &pe) const
 
double apply_qty_step (double qty) const
 
double apply_exit_qty_step (double qty) const
 
double net_profit () const
 
double gross_profit () const
 
double gross_loss () const
 
double current_equity () const
 
double max_runup_percent () const
 
double grossprofit_percent () const
 
double grossloss_percent () const
 
double avg_trade () const
 
double avg_trade_percent () const
 
double avg_winning_trade () const
 
double avg_losing_trade () const
 
double avg_winning_trade_percent () const
 
double avg_losing_trade_percent () const
 
double open_trades_capital_held () const
 
double open_profit (double current_price) const
 
double open_profit_at (double current_price, double fx) const
 
int count_wintrades () const
 
int count_losstrades () const
 
BarTime _decompose_bar_time () const
 
int _bar_hour () const
 
int _bar_minute () const
 
int _bar_second () const
 
int _bar_dayofmonth () const
 
int _bar_dayofweek () const
 
int _bar_month () const
 
int _bar_year () const
 
int _bar_weekofyear () const
 
void check_abort ()
 
int32_t intern_trace_name (const std::string &name)
 
void register_security_eval (int sec_id, const std::string &requested_tf, const std::string &input_tf)
 
void dispatch_security_eval (SecurityEvalState &state, const Bar &bar, bool publish, int64_t bar_index)
 
void feed_security_eval_state (SecurityEvalState &state, const Bar &input_bar)
 
virtual void prepare_script_run (const Bar *, int, bool)
 
virtual void configure_security_evaluators ()
 
virtual void evaluate_security (int sec_id, const Bar &bar, bool is_complete)
 
virtual void clear_security (int sec_id)
 
virtual void snapshot_script_state ()
 
virtual void restore_script_state ()
 
virtual void commit_script_state ()
 
virtual void finalize_bar ()
 
void fold_equity_extreme (double eq)
 
void update_equity_extremes ()
 
int report_equity_month_key (std::int64_t time_ms) const
 
void record_equity_point (int64_t script_bar_ts)
 
double closed_trade_profit (int index) const
 
double closed_trade_profit_percent (int idx) const
 
double closed_trade_commission (int idx) const
 
int closed_trade_entry_bar_index (int idx) const
 
int closed_trade_exit_bar_index (int idx) const
 
std::string closed_trade_entry_comment (int idx) const
 
std::string closed_trade_exit_comment (int idx) const
 
std::string closed_trade_entry_id (int idx) const
 
std::string closed_trade_exit_id (int idx) const
 
uint64_t closed_trade_entry_incarnation (int idx) const
 
double closed_trade_entry_price (int idx) const
 
double closed_trade_exit_price (int idx) const
 
int64_t closed_trade_entry_time (int idx) const
 
int64_t closed_trade_exit_time (int idx) const
 
double closed_trade_size (int idx) const
 
double closed_trade_max_runup (int idx) const
 
double closed_trade_max_runup_percent (int idx) const
 
double closed_trade_max_drawdown (int idx) const
 
double closed_trade_max_drawdown_percent (int idx) const
 
std::string closed_trade_direction (int idx) const
 
std::string open_trade_direction (int idx) const
 
double open_trade_profit (int idx) const
 
double open_trade_profit_percent (int idx) const
 
double open_trade_commission (int idx) const
 
int open_trade_entry_bar_index (int idx) const
 
std::string open_trade_entry_comment (int idx) const
 
std::string open_trade_entry_id (int idx) const
 
double open_trade_entry_price (int idx) const
 
int64_t open_trade_entry_time (int idx) const
 
double open_trade_size (int idx) const
 
double open_trade_max_drawdown (int idx) const
 
double open_trade_max_drawdown_percent (int idx) const
 
double open_trade_max_runup (int idx) const
 
double open_trade_max_runup_percent (int idx) const
 
std::string position_entry_name () const
 
double max_drawdown_percent () const
 
execution::Result settle_with_context_scoped (const execution::Action &action, const execution::Fill &fill, const execution::LifecycleEffects &lifecycle, const execution::PhysicalExecutionContext &context, execution::CloseScope scope)
 
execution::Result settle_with_context_selected (const execution::Action &action, const execution::Fill &fill, const execution::LifecycleEffects &lifecycle, const execution::PhysicalExecutionContext &context, const execution::SelectedOpeningSet &selection)
 
execution::AccountEffectProjection project_with_membership (const execution::Action &action, const execution::Fill &fill, execution::CloseScope book_or_opening, const execution::SelectedOpeningSet *selected, double fx) const
 
execution::SettlementInspection inspect_with_membership (const execution::Action &action, const execution::Fill &fill, execution::CloseScope book_or_opening, const execution::SelectedOpeningSet *selected, double fx) const
 
execution::Result settle_with_membership (const execution::Action &action, const execution::Fill &fill, const execution::LifecycleEffects &lifecycle, const execution::PhysicalExecutionContext &context, execution::CloseScope book_or_opening, const execution::SelectedOpeningSet *selected)
 
execution::Status preview_native_settlement_commit (const execution::Action &action, const execution::Fill &fill, const execution::PhysicalExecutionContext &context, execution::CloseScope scope, const execution::SelectedOpeningSet *selected, execution::AccountEffectProjection &account, std::vector< double > &row_pnl) const
 
execution::Status preview_native_settlement_commit (const execution::ReverseTo &reversal, const execution::Fill &fill, const execution::PhysicalExecutionContext &context, execution::AccountEffectProjection &account, std::vector< double > &row_pnl) const
 
execution::Status validate_native_settlement_book (double &held) const
 
execution::Status allocate_native_settlement_closes (NativeSettlementStage &stage, const execution::CloseScope &book_or_opening, double &remaining) const
 
void finish_native_settlement_stage (NativeSettlementStage &stage, const execution::Fill &fill) const
 
execution::SettlementInspection inspect_native_settlement_stage (const NativeSettlementStage &stage, const execution::Fill &fill) const
 
execution::AccountEffectProjection project_native_settlement_stage (const NativeSettlementStage &stage, const execution::Fill &fill) const
 
execution::Result commit_native_settlement_stage (NativeSettlementStage &stage, const execution::Fill &fill, const execution::LifecycleEffects &lifecycle, const execution::PhysicalExecutionContext &context)
 
void build_native_settlement_close_rows (const NativeSettlementStage &stage, const execution::Fill &fill, const execution::PhysicalExecutionContext &context, NativeSettlementRows &rows) const
 
execution::Status prepare_native_settlement_commit (const NativeSettlementStage &stage, const execution::Fill &fill, const execution::PhysicalExecutionContext &context, NativeSettlementRows &rows) const
 
execution::Status preflight_native_settlement_effects (const NativeSettlementStage &stage, const execution::LifecycleEffects &lifecycle, const NativeSettlementRows &rows)
 
execution::Result commit_prepared_native_settlement_stage (NativeSettlementStage &stage, const execution::Fill &fill, const execution::LifecycleEffects &lifecycle, const execution::PhysicalExecutionContext &context, NativeSettlementRows &rows)
 
execution::Result settle_source_staged_execution (NativeSettlementStage &stage, const execution::Fill &fill, const execution::LifecycleEffects &lifecycle, const execution::PhysicalExecutionContext &context)
 
void stage_native_settlement (NativeSettlementStage &stage, const execution::Action &action, const execution::Fill &fill, execution::CloseScope book_or_opening, const execution::SelectedOpeningSet *selected, const execution::LifecycleEffects *lifecycle, double fx) const
 
void stage_native_settlement (NativeSettlementStage &stage, const execution::ReverseTo &reversal, const execution::Fill &fill, const execution::LifecycleEffects *lifecycle, double fx) const
 
void append_quoted_lot (PyramidEntry lot, double total_qty, double average_price)
 
void open_quoted_position (PositionSide requested, PyramidEntry lot)
 
void record_close_trade (Trade trade)
 
void validate_close_trade_counters (const Trade *rows, size_t count) const
 
std::vector< double > quote_execution_commissions (const std::vector< double > &closed_units, double opening_units, const execution::Fill &fill, double fx) const
 
Trade build_close_trade_with_costs (const PyramidEntry &pe, double close_qty, double fill_price, bool was_long, double entry_commission, double exit_commission, const execution::PhysicalExecutionContext &context) const
 
Trade build_close_trade_with_costs (const PyramidEntry &pe, double close_qty, double fill_price, bool was_long, double entry_commission, double exit_commission, const execution::PhysicalExecutionContext &context, const ClosedLotExcursion *retained_excursion, bool consult_excursion_hook) const
 
void reset_position_state_to_flat ()
 
void reset_run_state ()
 
double account_currency_fx_at (int64_t timestamp_ms) const
 
double active_account_currency_fx () const
 
void prepare_native_security_feeds (const Bar *input_bars, int n_input)
 
void prepare_chart_day_partition (const Bar *input_bars, int n_input)
 
const std::string & report_scratch_directory () const noexcept
 
bool substitute_native_security_bar (SecurityEvalState &state, Bar &bar, bool count_miss=true)
 
virtual bool source_aux_security_feed_enabled () const
 
virtual void source_aux_security_input_view (const Bar *&bars, int &n) const
 
bool aux_security_feed_enabled () const
 
void stream_observe_entry (const PyramidEntry &pe)
 
virtual void source_stream_entry_comment (const PyramidEntry &, std::string &) const
 
void stream_observe_exit (size_t trade_index)
 
void stream_refresh_action_metadata (size_t first_action, size_t first_trade)
 
void fill_trades_section (ReportC *out) const
 
virtual void present_report (ReportC *) const
 
virtual bool report_presenter_supports_non_full () const noexcept
 
void fill_metrics_section (ReportC *out) const
 
void fill_security_diag_section (ReportC *out) const
 
void fill_trace_section (ReportC *out) const
 
void guard_native_mutation (const char *operation)
 
void declare_outputs (int series_slots, int outputs, int run_constants=0)
 
void output_run_begin ()
 
void output_bar (int64_t open_ms, int64_t close_ms)
 
void output_value (int slot, double value)
 
void output_event (int output, double value)
 
void output_event (int output, double value, const std::string &message)
 
void output_constant (int index, double value)
 
ReportMode pending_equity_report_mode () const noexcept
 
ReportMode with_report_replay_flag (ReportMode mode) const noexcept
 
report::ReportReplay * report_replay_state () const noexcept
 
report::ReportReplay * find_report_replay () const noexcept
 
void amend_report_replay_point (std::int64_t time, report::EquityBasis basis, double term) const
 
const std::shared_ptr< detail::ScratchSlab > & scratch_tables_for_run () const noexcept
 
bool closed_trade_entry_id_equals (int idx, std::string_view rhs) const
 
bool closed_trade_exit_id_equals (int idx, std::string_view rhs) const
 
bool closed_trade_entry_comment_equals (int idx, std::string_view rhs) const
 
bool closed_trade_exit_comment_equals (int idx, std::string_view rhs) const
 
pf_equity_point_t * last_equity_point () noexcept
 
const pf_equity_point_t * last_equity_point () const noexcept
 
metrics::ScratchCurveRegion report_sink_equity_scratch_region () const
 
void store_equity_point (const pf_equity_point_t &point)
 
bool prepare_equity_point ()
 
void fold_report_equity_extreme (double equity)
 
void refold_equity_tail ()
 
void present_report_equity_tail (ReportC *out) const
 
void fold_trade_percent_prefix (const Trade &trade)
 
void reset_trade_percent_prefix ()
 
double report_closed_net_profit () const
 

Protected Attributes

PositionSide position_side_ = PositionSide::FLAT
 
double position_entry_price_ = 0.0
 
broker::OpeningObligations opening_obligations_
 
int64_t position_entry_time_ = 0
 
double position_qty_ = 0.0
 
int position_entry_count_ = 0
 
int position_open_bar_ = -1
 
int64_t position_cycle_seq_ = 0
 
int64_t next_position_cycle_seq_ = 1
 
std::vector< PyramidEntry > pyramid_entries_
 
double initial_capital_ = 1000000.0
 
CommissionType commission_type_ = CommissionType::PERCENT
 
double commission_value_ = 0.0
 
int slippage_ = 0
 
double syminfo_mintick_ = 0.01
 
double qty_step_ = 0.0
 
double account_currency_fx_ = 1.0
 
std::vector< int64_t > account_currency_fx_timestamps_
 
std::vector< double > account_currency_fx_rates_
 
bool account_currency_fx_broker_epoch_initialized_ = false
 
std::size_t account_currency_fx_broker_epoch_ = 0
 
double account_currency_fx_broker_rate_ = 1.0
 
int64_t trade_start_time_ = std::numeric_limits<int64_t>::min()
 
SymInfo syminfo_
 
int64_t last_bar_time_ = 0
 
int last_bar_index_ = 0
 
int path_order_mode_ = 0
 
bool is_tail_bar_ = false
 
std::string chart_timezone_
 
std::unordered_map< std::string, std::string > inputs_
 
std::unordered_map< std::string, double > syminfo_metadata_
 
Bar current_bar_
 
int bar_index_ = 0
 
int64_t security_next_input_ms_ = 0
 
uint64_t next_order_incarnation_ = 1
 
double fold_exit_trail_peak_ = std::numeric_limits<double>::quiet_NaN()
 
TradeLedger trades_
 
OpenReportRowSource range_end_trades_ {this}
 
double trail_best_price_ = std::numeric_limits<double>::quiet_NaN()
 
broker::PositionCloseObligation position_close_obligation_
 
double net_profit_sum_ = 0.0
 
double net_profit_roundoff_bound_ = 0.0
 
double net_profit_roundoff_value_ = 0.0
 
double gross_profit_sum_ = 0.0
 
double gross_loss_sum_ = 0.0
 
int win_trades_count_ = 0
 
int loss_trades_count_ = 0
 
double max_equity_ = 0.0
 
double max_drawdown_ = 0.0
 
double max_runup_ = 0.0
 
double min_equity_ = 0.0
 
std::vector< pf_equity_point_t > equity_curve_
 
int64_t bars_in_market_ = 0
 
double first_bar_open_ = std::numeric_limits<double>::quiet_NaN()
 
bool broker_state_hash_recording_ = false
 
std::vector< uint64_t > broker_state_hashes_
 
double max_contracts_held_all_ = 0.0
 
double max_contracts_held_long_ = 0.0
 
double max_contracts_held_short_ = 0.0
 
int eventrades_count_ = 0
 
ReportMode pending_equity_report_mode_ = ReportMode::FULL
 
ReportMode active_equity_report_mode_ = ReportMode::FULL
 
metrics::EquityMetricsFold summary_equity_fold_
 
metrics::EquityFoldSnapshot summary_equity_snapshot_
 
bool summary_equity_snapshot_valid_ = false
 
bool summary_equity_ratios_ready_ = false
 
std::optional< metrics::EquityRatioResult > summary_equity_ratios_
 
double summary_broker_equity_prefix_ [4] {}
 
MetricsStreamingStateV1 metrics_streaming_
 
LotExcursionHook lot_excursion_hook_
 
uint64_t last_script_continuation_hash_ = 0
 
bool last_script_continuation_valid_ = false
 
int64_t bar_time_memo_ts_ = std::numeric_limits<int64_t>::min()
 
BarTime bar_time_memo_ {}
 
bool bar_magnifier_enabled_ = false
 
bool barstate_islast_ = false
 
int magnifier_samples_ = 4
 
MagnifierDistribution magnifier_dist_ = MagnifierDistribution::ENDPOINTS
 
bool magnifier_volume_weighted_ = false
 
uint64_t broker_fill_event_seq_ = 0
 
std::string input_tf_
 
std::string script_tf_
 
int script_tf_seconds_ = 0
 
TimeframeAggregator script_tf_agg_
 
int64_t prev_bar_timestamp_ = 0
 
StreamPhase stream_phase_ = StreamPhase::IDLE
 
bool stream_warmup_mode_ = false
 
bool host_mutation_guard_inert_ = false
 
int64_t stream_input_tf_ms_ = 0
 
int64_t stream_next_input_open_ms_ = 0
 
int64_t stream_clock_ms_ = 0
 
int64_t stream_last_tick_ms_ = 0
 
uint64_t stream_last_sequence_ = 0
 
bool stream_seen_sequence_ = false
 
bool stream_has_input_bar_ = false
 
Bar stream_input_bar_ {}
 
double stream_last_price_ = 0.0
 
bool stream_has_last_price_ = false
 
int stream_next_script_bar_index_ = 0
 
bool stream_script_bar_had_tick_ = false
 
bool stream_script_tick_seen_ = false
 
StreamInputMode stream_input_mode_ = StreamInputMode::UNSET
 
bool stream_observe_actions_ = false
 
uint64_t stream_action_sequence_ = 0
 
std::vector< StreamOrderAction > stream_order_actions_
 
std::vector< SecurityEvalState > security_eval_states_
 
std::string security_input_tf_
 
std::vector< NativeSecurityFeed > native_security_feeds_
 
int64_t diag_native_security_substitutions_ = 0
 
int64_t diag_native_security_misses_ = 0
 
NativeDayPartition chart_day_partition_
 
bool trace_enabled_ = false
 
int last_run_status_ = 0
 
AbortFlag abort_requested_
 
std::vector< TraceEntryC > trace_buffer_
 
std::vector< std::string > trace_names_
 
std::unordered_map< std::string, int32_t > trace_name_index_
 
int64_t diag_input_bars_processed_ = 0
 
int64_t diag_script_bars_processed_ = 0
 
int64_t diag_magnifier_sub_bars_processed_ = 0
 
int64_t diag_magnifier_sample_ticks_processed_ = 0
 
int diag_script_tf_ratio_ = 0
 
bool diag_needs_aggregation_ = false
 
std::string last_error_
 
ExecutionConsumerSlot execution_consumer_slot_
 
bool outputs_enabled_ = false
 
TradePercentPrefix trade_percent_prefix_
 

Static Protected Attributes

static constexpr double kLevelGridBandPoints = 0.01
 
static constexpr std::uint32_t report_replay_flag = UINT32_C(0x80000000)
 

Detailed Description

Definition at line 546 of file engine.hpp.

Member Enumeration Documentation

◆ StreamPhase

enum class pineforge::engine_script_run_v19::BacktestEngine::StreamPhase
strongprotected
Enumerator
IDLE 
REALTIME 
ENDED 

Definition at line 1429 of file engine.hpp.

◆ StreamInputMode

enum class pineforge::engine_script_run_v19::BacktestEngine::StreamInputMode
strongprotected
Enumerator
UNSET 
TICKS 
BARS 

Definition at line 1450 of file engine.hpp.

Constructor & Destructor Documentation

◆ BacktestEngine()

pineforge::engine_script_run_v19::BacktestEngine::BacktestEngine ( NativeConsumerBindTag )
explicitprotected

Referenced by pineforge::engine_script_run_v19::BacktestEngine::MetricsStreamingAttemptV1::MetricsStreamingAttemptV1().

◆ ~BacktestEngine()

virtual pineforge::engine_script_run_v19::BacktestEngine::~BacktestEngine ( )
virtual

Member Function Documentation

◆ execution_consumer() [1/2]

IExecutionConsumer & pineforge::engine_script_run_v19::BacktestEngine::execution_consumer ( )
protected

◆ execution_consumer() [2/2]

const IExecutionConsumer & pineforge::engine_script_run_v19::BacktestEngine::execution_consumer ( ) const
protected

◆ hash_host_extension()

virtual void pineforge::engine_script_run_v19::BacktestEngine::hash_host_extension ( BrokerStateHashSink & ) const
protectedvirtual

◆ hash_source_extension()

virtual void pineforge::engine_script_run_v19::BacktestEngine::hash_source_extension ( BrokerStateHashSink & ) const
protectedvirtual

◆ broker_state_hash_projection()

virtual std::uint64_t pineforge::engine_script_run_v19::BacktestEngine::broker_state_hash_projection ( ) const
protectedvirtual

Reimplemented in pineforge::engine_script_run_v19::NativeStrategyHost.

◆ broker_state_hash_from_execution_hash()

std::uint64_t pineforge::engine_script_run_v19::BacktestEngine::broker_state_hash_from_execution_hash ( std::uint64_t ) const
protected

◆ get_input_double()

double pineforge::engine_script_run_v19::BacktestEngine::get_input_double ( const std::string & key,
double default_val ) const
protected

◆ get_input_int()

int pineforge::engine_script_run_v19::BacktestEngine::get_input_int ( const std::string & key,
int default_val ) const
protected

◆ get_input_int64()

int64_t pineforge::engine_script_run_v19::BacktestEngine::get_input_int64 ( const std::string & key,
int64_t default_val ) const
protected

◆ get_input_bool()

bool pineforge::engine_script_run_v19::BacktestEngine::get_input_bool ( const std::string & key,
bool default_val ) const
protected

◆ get_input_string()

std::string pineforge::engine_script_run_v19::BacktestEngine::get_input_string ( const std::string & key,
const std::string & default_val ) const
protected

◆ get_syminfo_metadata()

double pineforge::engine_script_run_v19::BacktestEngine::get_syminfo_metadata ( const std::string & key) const
inlineprotected

Definition at line 691 of file engine.hpp.

References pineforge::na< double >(), and syminfo_metadata_.

◆ begin_metrics_streaming_v1()

void pineforge::engine_script_run_v19::BacktestEngine::begin_metrics_streaming_v1 ( bool admitted_shape)
protected

◆ sync_metrics_streaming_held_v1()

void pineforge::engine_script_run_v19::BacktestEngine::sync_metrics_streaming_held_v1 ( ) const
protected

Referenced by record_equity_point().

◆ finish_metrics_streaming_v1()

void pineforge::engine_script_run_v19::BacktestEngine::finish_metrics_streaming_v1 ( metrics::MetricsRatioCurveV1 ,
pf_equity_stats_t * = nullptr ) const
protected

Referenced by observe_metrics_curve_v1().

◆ observe_metrics_curve_v1()

template<class Source>
void pineforge::engine_script_run_v19::BacktestEngine::observe_metrics_curve_v1 ( const Source & curve,
std::int64_t count,
pf_equity_stats_t * equity = nullptr ) const
inlineprotected

Definition at line 844 of file engine.hpp.

References finish_metrics_streaming_v1().

◆ set_equity_report_mode()

int pineforge::engine_script_run_v19::BacktestEngine::set_equity_report_mode ( ReportMode mode)

◆ equity_report_mode()

ReportMode pineforge::engine_script_run_v19::BacktestEngine::equity_report_mode ( ) const
inline

Definition at line 862 of file engine.hpp.

References active_equity_report_mode_.

◆ equity_logical_point_count()

std::int64_t pineforge::engine_script_run_v19::BacktestEngine::equity_logical_point_count ( ) const
inline

Definition at line 865 of file engine.hpp.

References active_equity_report_mode_, equity_curve_, metrics_streaming_, summary_equity_fold_, and pineforge::SUMMARY_ONLY.

◆ equity_summary_snapshot()

const metrics::EquityFoldSnapshot * pineforge::engine_script_run_v19::BacktestEngine::equity_summary_snapshot ( ) const
inline

Definition at line 874 of file engine.hpp.

References summary_equity_snapshot_, and summary_equity_snapshot_valid_.

◆ equity_summary_ratios_ready()

bool pineforge::engine_script_run_v19::BacktestEngine::equity_summary_ratios_ready ( ) const
inline

Definition at line 877 of file engine.hpp.

References summary_equity_ratios_ready_.

◆ install_equity_ratio_result()

bool pineforge::engine_script_run_v19::BacktestEngine::install_equity_ratio_result ( const metrics::EquityRatioResult & result)
inline

Definition at line 878 of file engine.hpp.

References pineforge::engine_script_run_v19::BacktestEngine::MetricsStreamingStateV1::result, summary_equity_ratios_, summary_equity_ratios_ready_, summary_equity_snapshot_, and summary_equity_snapshot_valid_.

◆ refold_summary_equity_tail()

bool pineforge::engine_script_run_v19::BacktestEngine::refold_summary_equity_tail ( )
inlineprotected

Definition at line 890 of file engine.hpp.

References active_equity_report_mode_, equity_curve_, fold_equity_extreme(), max_drawdown_, max_equity_, max_runup_, metrics_streaming_, min_equity_, summary_broker_equity_prefix_, and pineforge::SUMMARY_ONLY.

◆ declare_opened_lot_entry_bar_mask()

void pineforge::engine_script_run_v19::BacktestEngine::declare_opened_lot_entry_bar_mask ( uint64_t entry_incarnation,
const Bar & entry_bar,
OpenedLotFillPoint fill_point )
protected

◆ settle_native_execution_at()

execution::Result pineforge::engine_script_run_v19::BacktestEngine::settle_native_execution_at ( const execution::Action & action,
const execution::Fill & fill,
const execution::PhysicalExecutionContext & context )
protected

◆ settle_with_context()

execution::Result pineforge::engine_script_run_v19::BacktestEngine::settle_with_context ( const execution::Action & action,
const execution::Fill & fill,
const execution::LifecycleEffects & lifecycle,
const execution::PhysicalExecutionContext & context )
protected

◆ inspect_native_settlement()

execution::SettlementInspection pineforge::engine_script_run_v19::BacktestEngine::inspect_native_settlement ( const execution::Action & action,
const execution::Fill & fill ) const
protected

◆ inspect_native_settlement_scoped()

execution::SettlementInspection pineforge::engine_script_run_v19::BacktestEngine::inspect_native_settlement_scoped ( const execution::Action & action,
const execution::Fill & fill,
execution::CloseScope scope ) const
protected

◆ inspect_native_settlement_scoped_at()

execution::SettlementInspection pineforge::engine_script_run_v19::BacktestEngine::inspect_native_settlement_scoped_at ( const execution::Action & action,
const execution::Fill & fill,
execution::CloseScope scope,
double fx ) const
protected

◆ settle_native_execution_scoped_at()

execution::Result pineforge::engine_script_run_v19::BacktestEngine::settle_native_execution_scoped_at ( const execution::Action & action,
const execution::Fill & fill,
const execution::PhysicalExecutionContext & context,
execution::CloseScope scope )
protected

◆ inspect_native_settlement_selected()

execution::SettlementInspection pineforge::engine_script_run_v19::BacktestEngine::inspect_native_settlement_selected ( const execution::Action & action,
const execution::Fill & fill,
const execution::SelectedOpeningSet & selection ) const
protected

◆ inspect_native_settlement_selected_at()

execution::SettlementInspection pineforge::engine_script_run_v19::BacktestEngine::inspect_native_settlement_selected_at ( const execution::Action & action,
const execution::Fill & fill,
const execution::SelectedOpeningSet & selection,
double fx ) const
protected

◆ settle_native_execution_selected_at()

execution::Result pineforge::engine_script_run_v19::BacktestEngine::settle_native_execution_selected_at ( const execution::Action & action,
const execution::Fill & fill,
const execution::PhysicalExecutionContext & context,
const execution::SelectedOpeningSet & selection )
protected

◆ settle_execution_selected_with_lifecycle()

execution::Result pineforge::engine_script_run_v19::BacktestEngine::settle_execution_selected_with_lifecycle ( const execution::Action & action,
const execution::Fill & fill,
const execution::LifecycleEffects & lifecycle,
const execution::SelectedOpeningSet & selection )
protected

◆ project_native_settlement_v1()

execution::AccountEffectProjection pineforge::engine_script_run_v19::BacktestEngine::project_native_settlement_v1 ( const execution::Action & action,
const execution::Fill & fill ) const
protected

◆ project_native_settlement_at()

execution::AccountEffectProjection pineforge::engine_script_run_v19::BacktestEngine::project_native_settlement_at ( const execution::Action & action,
const execution::Fill & fill,
double fx ) const
protected

◆ project_native_settlement_scoped_v1()

execution::AccountEffectProjection pineforge::engine_script_run_v19::BacktestEngine::project_native_settlement_scoped_v1 ( const execution::Action & action,
const execution::Fill & fill,
execution::CloseScope scope ) const
protected

◆ project_native_settlement_selected_v1()

execution::AccountEffectProjection pineforge::engine_script_run_v19::BacktestEngine::project_native_settlement_selected_v1 ( const execution::Action & action,
const execution::Fill & fill,
const execution::SelectedOpeningSet & selection ) const
protected

◆ inspect_native_reversal_v1()

execution::SettlementInspection pineforge::engine_script_run_v19::BacktestEngine::inspect_native_reversal_v1 ( const execution::ReverseTo & reversal,
const execution::Fill & fill ) const
protected

◆ inspect_native_reversal_at()

execution::SettlementInspection pineforge::engine_script_run_v19::BacktestEngine::inspect_native_reversal_at ( const execution::ReverseTo & reversal,
const execution::Fill & fill,
double fx ) const
protected

◆ project_native_reversal_v1()

execution::AccountEffectProjection pineforge::engine_script_run_v19::BacktestEngine::project_native_reversal_v1 ( const execution::ReverseTo & reversal,
const execution::Fill & fill ) const
protected

◆ settle_native_reversal_at_v1()

execution::Result pineforge::engine_script_run_v19::BacktestEngine::settle_native_reversal_at_v1 ( const execution::ReverseTo & reversal,
const execution::Fill & fill,
const execution::PhysicalExecutionContext & context )
protected

◆ settle_reversal_with_lifecycle_v1()

execution::Result pineforge::engine_script_run_v19::BacktestEngine::settle_reversal_with_lifecycle_v1 ( const execution::ReverseTo & reversal,
const execution::Fill & fill,
const execution::LifecycleEffects & lifecycle )
protected

◆ marked_equity()

double pineforge::engine_script_run_v19::BacktestEngine::marked_equity ( double price) const
protected

References pineforge::price.

◆ marked_equity_at()

double pineforge::engine_script_run_v19::BacktestEngine::marked_equity_at ( double price,
double fx ) const
protected

References pineforge::price.

◆ round_to_mintick()

double pineforge::engine_script_run_v19::BacktestEngine::round_to_mintick ( double price) const
inlineprotected

Definition at line 1047 of file engine.hpp.

References pineforge::price, and syminfo_mintick_.

Referenced by bar_fill_price().

◆ bar_fill_price()

double pineforge::engine_script_run_v19::BacktestEngine::bar_fill_price ( double raw_bar_price) const
inlineprotected

Definition at line 1065 of file engine.hpp.

References round_to_mintick().

◆ tick_grid_price()

double pineforge::engine_script_run_v19::BacktestEngine::tick_grid_price ( double price) const
inlineprotected

Definition at line 1093 of file engine.hpp.

References pineforge::price, and syminfo_mintick_.

◆ price_grid_decimals()

int pineforge::engine_script_run_v19::BacktestEngine::price_grid_decimals ( ) const
inlineprotected

Definition at line 1127 of file engine.hpp.

References syminfo_mintick_.

Referenced by level_on_price_grid().

◆ level_on_price_grid()

double pineforge::engine_script_run_v19::BacktestEngine::level_on_price_grid ( double level) const
inlineprotected

Definition at line 1137 of file engine.hpp.

References kLevelGridBandPoints, and price_grid_decimals().

◆ calc_commission()

double pineforge::engine_script_run_v19::BacktestEngine::calc_commission ( double fill_price,
double qty ) const
inlineprotected

Definition at line 1165 of file engine.hpp.

References active_account_currency_fx(), calc_commission_at(), commission_type_, and pineforge::PERCENT.

Referenced by open_entry_commission(), and snapshot_entry_commission().

◆ calc_commission_at()

double pineforge::engine_script_run_v19::BacktestEngine::calc_commission_at ( double fill_price,
double qty,
double fx ) const
inlineprotected

Definition at line 1173 of file engine.hpp.

References pineforge::CASH_PER_CONTRACT, pineforge::CASH_PER_ORDER, commission_type_, commission_value_, pineforge::PERCENT, and syminfo_.

Referenced by calc_commission().

◆ open_entry_commission()

double pineforge::engine_script_run_v19::BacktestEngine::open_entry_commission ( const PyramidEntry & pe) const
inlineprotected

Definition at line 1191 of file engine.hpp.

References calc_commission(), pineforge::PyramidEntry::entry_commission_account, pineforge::PyramidEntry::price, and pineforge::PyramidEntry::qty.

Referenced by allocated_entry_commission().

◆ allocated_entry_commission()

double pineforge::engine_script_run_v19::BacktestEngine::allocated_entry_commission ( const PyramidEntry & pe,
double units ) const
inlineprotected

Definition at line 1197 of file engine.hpp.

References open_entry_commission(), and pineforge::PyramidEntry::qty.

◆ snapshot_entry_commission()

void pineforge::engine_script_run_v19::BacktestEngine::snapshot_entry_commission ( PyramidEntry & pe) const
inlineprotected

Definition at line 1203 of file engine.hpp.

References calc_commission(), pineforge::PyramidEntry::entry_commission_account, pineforge::PyramidEntry::price, and pineforge::PyramidEntry::qty.

◆ apply_qty_step()

double pineforge::engine_script_run_v19::BacktestEngine::apply_qty_step ( double qty) const
inlineprotected

Definition at line 1226 of file engine.hpp.

References qty_step_.

◆ apply_exit_qty_step()

double pineforge::engine_script_run_v19::BacktestEngine::apply_exit_qty_step ( double qty) const
inlineprotected

Definition at line 1246 of file engine.hpp.

References qty_step_.

◆ net_profit()

double pineforge::engine_script_run_v19::BacktestEngine::net_profit ( ) const
inlineprotected

Definition at line 1261 of file engine.hpp.

References net_profit_sum_.

◆ gross_profit()

double pineforge::engine_script_run_v19::BacktestEngine::gross_profit ( ) const
inlineprotected

Definition at line 1262 of file engine.hpp.

References gross_profit_sum_.

◆ gross_loss()

double pineforge::engine_script_run_v19::BacktestEngine::gross_loss ( ) const
inlineprotected

Definition at line 1263 of file engine.hpp.

References gross_loss_sum_.

◆ current_equity()

double pineforge::engine_script_run_v19::BacktestEngine::current_equity ( ) const
inlineprotected

Definition at line 1264 of file engine.hpp.

References initial_capital_, and net_profit_sum_.

Referenced by live_current_equity().

◆ max_runup_percent()

double pineforge::engine_script_run_v19::BacktestEngine::max_runup_percent ( ) const
inlineprotected

Definition at line 1266 of file engine.hpp.

References initial_capital_, and max_runup_.

◆ grossprofit_percent()

double pineforge::engine_script_run_v19::BacktestEngine::grossprofit_percent ( ) const
inlineprotected

Definition at line 1269 of file engine.hpp.

References gross_profit_sum_, and initial_capital_.

◆ grossloss_percent()

double pineforge::engine_script_run_v19::BacktestEngine::grossloss_percent ( ) const
inlineprotected

Definition at line 1272 of file engine.hpp.

References gross_loss_sum_, and initial_capital_.

◆ avg_trade()

double pineforge::engine_script_run_v19::BacktestEngine::avg_trade ( ) const
inlineprotected

Definition at line 1275 of file engine.hpp.

References net_profit_sum_, and trades_.

◆ avg_trade_percent()

double pineforge::engine_script_run_v19::BacktestEngine::avg_trade_percent ( ) const
inlineprotected

Definition at line 1279 of file engine.hpp.

References trade_percent_prefix_, and trades_.

◆ avg_winning_trade()

double pineforge::engine_script_run_v19::BacktestEngine::avg_winning_trade ( ) const
inlineprotected

Definition at line 1286 of file engine.hpp.

References gross_profit_sum_, and win_trades_count_.

◆ avg_losing_trade()

double pineforge::engine_script_run_v19::BacktestEngine::avg_losing_trade ( ) const
inlineprotected

Definition at line 1289 of file engine.hpp.

References gross_loss_sum_, and loss_trades_count_.

◆ avg_winning_trade_percent()

double pineforge::engine_script_run_v19::BacktestEngine::avg_winning_trade_percent ( ) const
inlineprotected

Definition at line 1292 of file engine.hpp.

References trade_percent_prefix_, trades_, and win_trades_count_.

◆ avg_losing_trade_percent()

double pineforge::engine_script_run_v19::BacktestEngine::avg_losing_trade_percent ( ) const
inlineprotected

Definition at line 1301 of file engine.hpp.

References loss_trades_count_, trade_percent_prefix_, and trades_.

◆ open_trades_capital_held()

double pineforge::engine_script_run_v19::BacktestEngine::open_trades_capital_held ( ) const
inlineprotected

Definition at line 1310 of file engine.hpp.

References pineforge::FLAT, position_entry_price_, position_qty_, position_side_, and syminfo_.

◆ open_profit()

double pineforge::engine_script_run_v19::BacktestEngine::open_profit ( double current_price) const
inlineprotected

Definition at line 1319 of file engine.hpp.

References active_account_currency_fx(), pineforge::FLAT, open_profit_at(), and position_side_.

Referenced by record_equity_point(), and update_equity_extremes().

◆ open_profit_at()

double pineforge::engine_script_run_v19::BacktestEngine::open_profit_at ( double current_price,
double fx ) const
inlineprotected

Definition at line 1324 of file engine.hpp.

References pineforge::FLAT, pineforge::LONG, position_entry_price_, position_qty_, position_side_, and syminfo_.

Referenced by open_profit().

◆ count_wintrades()

int pineforge::engine_script_run_v19::BacktestEngine::count_wintrades ( ) const
inlineprotected

Definition at line 1336 of file engine.hpp.

References win_trades_count_.

◆ count_losstrades()

int pineforge::engine_script_run_v19::BacktestEngine::count_losstrades ( ) const
inlineprotected

Definition at line 1337 of file engine.hpp.

References loss_trades_count_.

◆ _decompose_bar_time()

BarTime pineforge::engine_script_run_v19::BacktestEngine::_decompose_bar_time ( ) const
inlineprotected

Definition at line 1360 of file engine.hpp.

References bar_time_memo_, bar_time_memo_ts_, current_bar_, pineforge::engine_script_run_v19::BacktestEngine::BarTime::dayofmonth, pineforge::engine_script_run_v19::BacktestEngine::BarTime::dayofweek, pineforge::engine_script_run_v19::BacktestEngine::BarTime::hour, pineforge::engine_script_run_v19::BacktestEngine::BarTime::minute, pineforge::engine_script_run_v19::BacktestEngine::BarTime::month, pineforge::engine_script_run_v19::BacktestEngine::BarTime::second, pineforge::engine_script_run_v19::BacktestEngine::BarTime::weekofyear, and pineforge::engine_script_run_v19::BacktestEngine::BarTime::year.

Referenced by _bar_dayofmonth(), _bar_dayofweek(), _bar_hour(), _bar_minute(), _bar_month(), _bar_second(), _bar_weekofyear(), and _bar_year().

◆ _bar_hour()

int pineforge::engine_script_run_v19::BacktestEngine::_bar_hour ( ) const
inlineprotected

Definition at line 1380 of file engine.hpp.

References _decompose_bar_time(), and pineforge::engine_script_run_v19::BacktestEngine::BarTime::hour.

◆ _bar_minute()

int pineforge::engine_script_run_v19::BacktestEngine::_bar_minute ( ) const
inlineprotected

Definition at line 1381 of file engine.hpp.

References _decompose_bar_time(), and pineforge::engine_script_run_v19::BacktestEngine::BarTime::minute.

◆ _bar_second()

int pineforge::engine_script_run_v19::BacktestEngine::_bar_second ( ) const
inlineprotected

Definition at line 1382 of file engine.hpp.

References _decompose_bar_time(), and pineforge::engine_script_run_v19::BacktestEngine::BarTime::second.

◆ _bar_dayofmonth()

int pineforge::engine_script_run_v19::BacktestEngine::_bar_dayofmonth ( ) const
inlineprotected

Definition at line 1383 of file engine.hpp.

References _decompose_bar_time(), and pineforge::engine_script_run_v19::BacktestEngine::BarTime::dayofmonth.

◆ _bar_dayofweek()

int pineforge::engine_script_run_v19::BacktestEngine::_bar_dayofweek ( ) const
inlineprotected

Definition at line 1384 of file engine.hpp.

References _decompose_bar_time(), and pineforge::engine_script_run_v19::BacktestEngine::BarTime::dayofweek.

◆ _bar_month()

int pineforge::engine_script_run_v19::BacktestEngine::_bar_month ( ) const
inlineprotected

Definition at line 1385 of file engine.hpp.

References _decompose_bar_time(), and pineforge::engine_script_run_v19::BacktestEngine::BarTime::month.

◆ _bar_year()

int pineforge::engine_script_run_v19::BacktestEngine::_bar_year ( ) const
inlineprotected

Definition at line 1386 of file engine.hpp.

References _decompose_bar_time(), and pineforge::engine_script_run_v19::BacktestEngine::BarTime::year.

◆ _bar_weekofyear()

int pineforge::engine_script_run_v19::BacktestEngine::_bar_weekofyear ( ) const
inlineprotected

Definition at line 1387 of file engine.hpp.

References _decompose_bar_time(), and pineforge::engine_script_run_v19::BacktestEngine::BarTime::weekofyear.

◆ check_abort()

void pineforge::engine_script_run_v19::BacktestEngine::check_abort ( )
inlineprotected

Definition at line 1561 of file engine.hpp.

References abort_requested_.

◆ intern_trace_name()

int32_t pineforge::engine_script_run_v19::BacktestEngine::intern_trace_name ( const std::string & name)
protected

◆ register_security_eval()

void pineforge::engine_script_run_v19::BacktestEngine::register_security_eval ( int sec_id,
const std::string & requested_tf,
const std::string & input_tf )
protected

◆ dispatch_security_eval()

void pineforge::engine_script_run_v19::BacktestEngine::dispatch_security_eval ( SecurityEvalState & state,
const Bar & bar,
bool publish,
int64_t bar_index )
protected

References pineforge::bar_index.

◆ feed_security_eval_state()

void pineforge::engine_script_run_v19::BacktestEngine::feed_security_eval_state ( SecurityEvalState & state,
const Bar & input_bar )
protected

◆ prepare_script_run()

virtual void pineforge::engine_script_run_v19::BacktestEngine::prepare_script_run ( const Bar * ,
int ,
bool  )
inlineprotectedvirtual

Definition at line 1614 of file engine.hpp.

◆ configure_security_evaluators()

virtual void pineforge::engine_script_run_v19::BacktestEngine::configure_security_evaluators ( )
inlineprotectedvirtual

Definition at line 1616 of file engine.hpp.

◆ evaluate_security()

virtual void pineforge::engine_script_run_v19::BacktestEngine::evaluate_security ( int sec_id,
const Bar & bar,
bool is_complete )
inlineprotectedvirtual

Definition at line 1617 of file engine.hpp.

◆ clear_security()

virtual void pineforge::engine_script_run_v19::BacktestEngine::clear_security ( int sec_id)
inlineprotectedvirtual

Definition at line 1618 of file engine.hpp.

◆ snapshot_script_state()

virtual void pineforge::engine_script_run_v19::BacktestEngine::snapshot_script_state ( )
inlineprotectedvirtual

Definition at line 1626 of file engine.hpp.

◆ restore_script_state()

virtual void pineforge::engine_script_run_v19::BacktestEngine::restore_script_state ( )
inlineprotectedvirtual

Definition at line 1627 of file engine.hpp.

◆ commit_script_state()

virtual void pineforge::engine_script_run_v19::BacktestEngine::commit_script_state ( )
inlineprotectedvirtual

Definition at line 1628 of file engine.hpp.

◆ finalize_bar()

virtual void pineforge::engine_script_run_v19::BacktestEngine::finalize_bar ( )
inlineprotectedvirtual

Definition at line 1633 of file engine.hpp.

◆ fold_equity_extreme()

void pineforge::engine_script_run_v19::BacktestEngine::fold_equity_extreme ( double eq)
inlineprotected

Definition at line 1643 of file engine.hpp.

References max_drawdown_, max_equity_, max_runup_, and min_equity_.

Referenced by refold_summary_equity_tail().

◆ update_equity_extremes()

void pineforge::engine_script_run_v19::BacktestEngine::update_equity_extremes ( )
inlineprotected

Definition at line 1656 of file engine.hpp.

References current_bar_, pineforge::FLAT, fold_report_equity_extreme(), initial_capital_, pineforge::LONG, max_contracts_held_all_, max_contracts_held_long_, max_contracts_held_short_, net_profit_sum_, open_profit(), position_qty_, position_side_, and pineforge::SHORT.

◆ report_equity_month_key()

int pineforge::engine_script_run_v19::BacktestEngine::report_equity_month_key ( std::int64_t time_ms) const
inlineprotected

Definition at line 1670 of file engine.hpp.

References chart_timezone_, pineforge::metrics::equity_month_key(), metrics_streaming_, and pineforge::metrics::monthly_replay_time_supported_v1().

Referenced by record_equity_point().

◆ record_equity_point()

void pineforge::engine_script_run_v19::BacktestEngine::record_equity_point ( int64_t script_bar_ts)
inlineprotected

Definition at line 1683 of file engine.hpp.

References active_equity_report_mode_, bars_in_market_, pineforge::metrics::CompletedMark, current_bar_, pf_equity_point_t::equity, equity_curve_, first_bar_open_, pineforge::FLAT, initial_capital_, metrics_streaming_, net_profit_sum_, pf_equity_point_t::open_profit, open_profit(), position_side_, prepare_equity_point(), report_equity_month_key(), store_equity_point(), summary_broker_equity_prefix_, summary_equity_fold_, summary_equity_ratios_, summary_equity_ratios_ready_, summary_equity_snapshot_valid_, pineforge::SUMMARY_ONLY, sync_metrics_streaming_held_v1(), and pf_equity_point_t::time_ms.

◆ closed_trade_profit()

double pineforge::engine_script_run_v19::BacktestEngine::closed_trade_profit ( int index) const
inlineprotected

Definition at line 1732 of file engine.hpp.

References trades_.

◆ closed_trade_profit_percent()

double pineforge::engine_script_run_v19::BacktestEngine::closed_trade_profit_percent ( int idx) const
inlineprotected

Definition at line 1737 of file engine.hpp.

References trades_.

◆ closed_trade_commission()

double pineforge::engine_script_run_v19::BacktestEngine::closed_trade_commission ( int idx) const
inlineprotected

Definition at line 1741 of file engine.hpp.

References trades_.

◆ closed_trade_entry_bar_index()

int pineforge::engine_script_run_v19::BacktestEngine::closed_trade_entry_bar_index ( int idx) const
inlineprotected

Definition at line 1745 of file engine.hpp.

References pineforge::na< int >(), and trades_.

◆ closed_trade_exit_bar_index()

int pineforge::engine_script_run_v19::BacktestEngine::closed_trade_exit_bar_index ( int idx) const
inlineprotected

Definition at line 1749 of file engine.hpp.

References pineforge::na< int >(), and trades_.

◆ closed_trade_entry_comment()

std::string pineforge::engine_script_run_v19::BacktestEngine::closed_trade_entry_comment ( int idx) const
inlineprotected

Definition at line 1753 of file engine.hpp.

References trades_.

◆ closed_trade_exit_comment()

std::string pineforge::engine_script_run_v19::BacktestEngine::closed_trade_exit_comment ( int idx) const
inlineprotected

Definition at line 1757 of file engine.hpp.

References trades_.

◆ closed_trade_entry_id()

std::string pineforge::engine_script_run_v19::BacktestEngine::closed_trade_entry_id ( int idx) const
inlineprotected

Definition at line 1761 of file engine.hpp.

References trades_.

◆ closed_trade_exit_id()

std::string pineforge::engine_script_run_v19::BacktestEngine::closed_trade_exit_id ( int idx) const
inlineprotected

Definition at line 1765 of file engine.hpp.

References trades_.

◆ closed_trade_entry_incarnation()

uint64_t pineforge::engine_script_run_v19::BacktestEngine::closed_trade_entry_incarnation ( int idx) const
inlineprotected

Definition at line 1769 of file engine.hpp.

References trades_.

◆ closed_trade_entry_price()

double pineforge::engine_script_run_v19::BacktestEngine::closed_trade_entry_price ( int idx) const
inlineprotected

Definition at line 1773 of file engine.hpp.

References trades_.

◆ closed_trade_exit_price()

double pineforge::engine_script_run_v19::BacktestEngine::closed_trade_exit_price ( int idx) const
inlineprotected

Definition at line 1777 of file engine.hpp.

References trades_.

◆ closed_trade_entry_time()

int64_t pineforge::engine_script_run_v19::BacktestEngine::closed_trade_entry_time ( int idx) const
inlineprotected

Definition at line 1781 of file engine.hpp.

References trades_.

◆ closed_trade_exit_time()

int64_t pineforge::engine_script_run_v19::BacktestEngine::closed_trade_exit_time ( int idx) const
inlineprotected

Definition at line 1785 of file engine.hpp.

References trades_.

◆ closed_trade_size()

double pineforge::engine_script_run_v19::BacktestEngine::closed_trade_size ( int idx) const
inlineprotected

Definition at line 1789 of file engine.hpp.

References trades_.

◆ closed_trade_max_runup()

double pineforge::engine_script_run_v19::BacktestEngine::closed_trade_max_runup ( int idx) const
inlineprotected

Definition at line 1793 of file engine.hpp.

References trades_.

◆ closed_trade_max_runup_percent()

double pineforge::engine_script_run_v19::BacktestEngine::closed_trade_max_runup_percent ( int idx) const
inlineprotected

Definition at line 1801 of file engine.hpp.

References syminfo_, and trades_.

◆ closed_trade_max_drawdown()

double pineforge::engine_script_run_v19::BacktestEngine::closed_trade_max_drawdown ( int idx) const
inlineprotected

Definition at line 1806 of file engine.hpp.

References trades_.

◆ closed_trade_max_drawdown_percent()

double pineforge::engine_script_run_v19::BacktestEngine::closed_trade_max_drawdown_percent ( int idx) const
inlineprotected

Definition at line 1810 of file engine.hpp.

References syminfo_, and trades_.

◆ closed_trade_direction()

std::string pineforge::engine_script_run_v19::BacktestEngine::closed_trade_direction ( int idx) const
inlineprotected

Definition at line 1817 of file engine.hpp.

References trades_.

◆ open_trade_direction()

std::string pineforge::engine_script_run_v19::BacktestEngine::open_trade_direction ( int idx) const
inlineprotected

Definition at line 1821 of file engine.hpp.

References pineforge::FLAT, pineforge::LONG, position_side_, and pyramid_entries_.

◆ open_trade_profit()

double pineforge::engine_script_run_v19::BacktestEngine::open_trade_profit ( int idx) const
protected

◆ open_trade_profit_percent()

double pineforge::engine_script_run_v19::BacktestEngine::open_trade_profit_percent ( int idx) const
protected

◆ open_trade_commission()

double pineforge::engine_script_run_v19::BacktestEngine::open_trade_commission ( int idx) const
protected

◆ open_trade_entry_bar_index()

int pineforge::engine_script_run_v19::BacktestEngine::open_trade_entry_bar_index ( int idx) const
protected

◆ open_trade_entry_comment()

std::string pineforge::engine_script_run_v19::BacktestEngine::open_trade_entry_comment ( int idx) const
protected

◆ open_trade_entry_id()

std::string pineforge::engine_script_run_v19::BacktestEngine::open_trade_entry_id ( int idx) const
protected

◆ open_trade_entry_price()

double pineforge::engine_script_run_v19::BacktestEngine::open_trade_entry_price ( int idx) const
protected

◆ open_trade_entry_time()

int64_t pineforge::engine_script_run_v19::BacktestEngine::open_trade_entry_time ( int idx) const
protected

◆ open_trade_size()

double pineforge::engine_script_run_v19::BacktestEngine::open_trade_size ( int idx) const
protected

◆ open_trade_max_drawdown()

double pineforge::engine_script_run_v19::BacktestEngine::open_trade_max_drawdown ( int idx) const
protected

◆ open_trade_max_drawdown_percent()

double pineforge::engine_script_run_v19::BacktestEngine::open_trade_max_drawdown_percent ( int idx) const
protected

◆ open_trade_max_runup()

double pineforge::engine_script_run_v19::BacktestEngine::open_trade_max_runup ( int idx) const
protected

◆ open_trade_max_runup_percent()

double pineforge::engine_script_run_v19::BacktestEngine::open_trade_max_runup_percent ( int idx) const
protected

◆ position_entry_name()

std::string pineforge::engine_script_run_v19::BacktestEngine::position_entry_name ( ) const
inlineprotected

Definition at line 1841 of file engine.hpp.

References pineforge::FLAT, position_side_, and pyramid_entries_.

◆ max_drawdown_percent()

double pineforge::engine_script_run_v19::BacktestEngine::max_drawdown_percent ( ) const
inlineprotected

Definition at line 1846 of file engine.hpp.

References initial_capital_, and max_drawdown_.

◆ settle_with_context_scoped()

execution::Result pineforge::engine_script_run_v19::BacktestEngine::settle_with_context_scoped ( const execution::Action & action,
const execution::Fill & fill,
const execution::LifecycleEffects & lifecycle,
const execution::PhysicalExecutionContext & context,
execution::CloseScope scope )
protected

◆ settle_with_context_selected()

execution::Result pineforge::engine_script_run_v19::BacktestEngine::settle_with_context_selected ( const execution::Action & action,
const execution::Fill & fill,
const execution::LifecycleEffects & lifecycle,
const execution::PhysicalExecutionContext & context,
const execution::SelectedOpeningSet & selection )
protected

◆ project_with_membership()

execution::AccountEffectProjection pineforge::engine_script_run_v19::BacktestEngine::project_with_membership ( const execution::Action & action,
const execution::Fill & fill,
execution::CloseScope book_or_opening,
const execution::SelectedOpeningSet * selected,
double fx ) const
protected

◆ inspect_with_membership()

execution::SettlementInspection pineforge::engine_script_run_v19::BacktestEngine::inspect_with_membership ( const execution::Action & action,
const execution::Fill & fill,
execution::CloseScope book_or_opening,
const execution::SelectedOpeningSet * selected,
double fx ) const
protected

◆ settle_with_membership()

execution::Result pineforge::engine_script_run_v19::BacktestEngine::settle_with_membership ( const execution::Action & action,
const execution::Fill & fill,
const execution::LifecycleEffects & lifecycle,
const execution::PhysicalExecutionContext & context,
execution::CloseScope book_or_opening,
const execution::SelectedOpeningSet * selected )
protected

◆ preview_native_settlement_commit() [1/2]

execution::Status pineforge::engine_script_run_v19::BacktestEngine::preview_native_settlement_commit ( const execution::Action & action,
const execution::Fill & fill,
const execution::PhysicalExecutionContext & context,
execution::CloseScope scope,
const execution::SelectedOpeningSet * selected,
execution::AccountEffectProjection & account,
std::vector< double > & row_pnl ) const
protected

◆ preview_native_settlement_commit() [2/2]

execution::Status pineforge::engine_script_run_v19::BacktestEngine::preview_native_settlement_commit ( const execution::ReverseTo & reversal,
const execution::Fill & fill,
const execution::PhysicalExecutionContext & context,
execution::AccountEffectProjection & account,
std::vector< double > & row_pnl ) const
protected

◆ validate_native_settlement_book()

execution::Status pineforge::engine_script_run_v19::BacktestEngine::validate_native_settlement_book ( double & held) const
protected

◆ allocate_native_settlement_closes()

execution::Status pineforge::engine_script_run_v19::BacktestEngine::allocate_native_settlement_closes ( NativeSettlementStage & stage,
const execution::CloseScope & book_or_opening,
double & remaining ) const
protected

◆ finish_native_settlement_stage()

void pineforge::engine_script_run_v19::BacktestEngine::finish_native_settlement_stage ( NativeSettlementStage & stage,
const execution::Fill & fill ) const
protected

◆ inspect_native_settlement_stage()

execution::SettlementInspection pineforge::engine_script_run_v19::BacktestEngine::inspect_native_settlement_stage ( const NativeSettlementStage & stage,
const execution::Fill & fill ) const
protected

◆ project_native_settlement_stage()

execution::AccountEffectProjection pineforge::engine_script_run_v19::BacktestEngine::project_native_settlement_stage ( const NativeSettlementStage & stage,
const execution::Fill & fill ) const
protected

◆ commit_native_settlement_stage()

execution::Result pineforge::engine_script_run_v19::BacktestEngine::commit_native_settlement_stage ( NativeSettlementStage & stage,
const execution::Fill & fill,
const execution::LifecycleEffects & lifecycle,
const execution::PhysicalExecutionContext & context )
protected

◆ build_native_settlement_close_rows()

void pineforge::engine_script_run_v19::BacktestEngine::build_native_settlement_close_rows ( const NativeSettlementStage & stage,
const execution::Fill & fill,
const execution::PhysicalExecutionContext & context,
NativeSettlementRows & rows ) const
protected

◆ prepare_native_settlement_commit()

execution::Status pineforge::engine_script_run_v19::BacktestEngine::prepare_native_settlement_commit ( const NativeSettlementStage & stage,
const execution::Fill & fill,
const execution::PhysicalExecutionContext & context,
NativeSettlementRows & rows ) const
protected

◆ preflight_native_settlement_effects()

execution::Status pineforge::engine_script_run_v19::BacktestEngine::preflight_native_settlement_effects ( const NativeSettlementStage & stage,
const execution::LifecycleEffects & lifecycle,
const NativeSettlementRows & rows )
protected

◆ commit_prepared_native_settlement_stage()

execution::Result pineforge::engine_script_run_v19::BacktestEngine::commit_prepared_native_settlement_stage ( NativeSettlementStage & stage,
const execution::Fill & fill,
const execution::LifecycleEffects & lifecycle,
const execution::PhysicalExecutionContext & context,
NativeSettlementRows & rows )
protected

◆ settle_source_staged_execution()

execution::Result pineforge::engine_script_run_v19::BacktestEngine::settle_source_staged_execution ( NativeSettlementStage & stage,
const execution::Fill & fill,
const execution::LifecycleEffects & lifecycle,
const execution::PhysicalExecutionContext & context )
protected

◆ stage_native_settlement() [1/2]

void pineforge::engine_script_run_v19::BacktestEngine::stage_native_settlement ( NativeSettlementStage & stage,
const execution::Action & action,
const execution::Fill & fill,
execution::CloseScope book_or_opening,
const execution::SelectedOpeningSet * selected,
const execution::LifecycleEffects * lifecycle,
double fx ) const
protected

◆ stage_native_settlement() [2/2]

void pineforge::engine_script_run_v19::BacktestEngine::stage_native_settlement ( NativeSettlementStage & stage,
const execution::ReverseTo & reversal,
const execution::Fill & fill,
const execution::LifecycleEffects * lifecycle,
double fx ) const
protected

◆ append_quoted_lot()

void pineforge::engine_script_run_v19::BacktestEngine::append_quoted_lot ( PyramidEntry lot,
double total_qty,
double average_price )
protected

◆ open_quoted_position()

void pineforge::engine_script_run_v19::BacktestEngine::open_quoted_position ( PositionSide requested,
PyramidEntry lot )
protected

◆ record_close_trade()

void pineforge::engine_script_run_v19::BacktestEngine::record_close_trade ( Trade trade)
protected

◆ validate_close_trade_counters()

void pineforge::engine_script_run_v19::BacktestEngine::validate_close_trade_counters ( const Trade * rows,
size_t count ) const
protected

◆ quote_execution_commissions()

std::vector< double > pineforge::engine_script_run_v19::BacktestEngine::quote_execution_commissions ( const std::vector< double > & closed_units,
double opening_units,
const execution::Fill & fill,
double fx ) const
protected

◆ build_close_trade_with_costs() [1/2]

Trade pineforge::engine_script_run_v19::BacktestEngine::build_close_trade_with_costs ( const PyramidEntry & pe,
double close_qty,
double fill_price,
bool was_long,
double entry_commission,
double exit_commission,
const execution::PhysicalExecutionContext & context ) const
protected

◆ build_close_trade_with_costs() [2/2]

Trade pineforge::engine_script_run_v19::BacktestEngine::build_close_trade_with_costs ( const PyramidEntry & pe,
double close_qty,
double fill_price,
bool was_long,
double entry_commission,
double exit_commission,
const execution::PhysicalExecutionContext & context,
const ClosedLotExcursion * retained_excursion,
bool consult_excursion_hook ) const
protected

◆ reset_position_state_to_flat()

void pineforge::engine_script_run_v19::BacktestEngine::reset_position_state_to_flat ( )
protected

◆ reset_run_state()

void pineforge::engine_script_run_v19::BacktestEngine::reset_run_state ( )
protected

◆ account_currency_fx_at()

double pineforge::engine_script_run_v19::BacktestEngine::account_currency_fx_at ( int64_t timestamp_ms) const
protected

◆ active_account_currency_fx()

double pineforge::engine_script_run_v19::BacktestEngine::active_account_currency_fx ( ) const
protected

Referenced by calc_commission(), and open_profit().

◆ prepare_native_security_feeds()

void pineforge::engine_script_run_v19::BacktestEngine::prepare_native_security_feeds ( const Bar * input_bars,
int n_input )
protected

◆ prepare_chart_day_partition()

void pineforge::engine_script_run_v19::BacktestEngine::prepare_chart_day_partition ( const Bar * input_bars,
int n_input )
protected

◆ report_scratch_directory()

const std::string & pineforge::engine_script_run_v19::BacktestEngine::report_scratch_directory ( ) const
inlineprotectednoexcept

Definition at line 1987 of file engine.hpp.

◆ substitute_native_security_bar()

bool pineforge::engine_script_run_v19::BacktestEngine::substitute_native_security_bar ( SecurityEvalState & state,
Bar & bar,
bool count_miss = true )
protected

◆ source_aux_security_feed_enabled()

virtual bool pineforge::engine_script_run_v19::BacktestEngine::source_aux_security_feed_enabled ( ) const
protectedvirtual

Referenced by aux_security_feed_enabled().

◆ source_aux_security_input_view()

virtual void pineforge::engine_script_run_v19::BacktestEngine::source_aux_security_input_view ( const Bar *& bars,
int & n ) const
protectedvirtual

◆ aux_security_feed_enabled()

bool pineforge::engine_script_run_v19::BacktestEngine::aux_security_feed_enabled ( ) const
inlineprotected

Definition at line 1994 of file engine.hpp.

References source_aux_security_feed_enabled().

◆ stream_observe_entry()

void pineforge::engine_script_run_v19::BacktestEngine::stream_observe_entry ( const PyramidEntry & pe)
protected

◆ source_stream_entry_comment()

virtual void pineforge::engine_script_run_v19::BacktestEngine::source_stream_entry_comment ( const PyramidEntry & ,
std::string &  ) const
protectedvirtual

◆ stream_observe_exit()

void pineforge::engine_script_run_v19::BacktestEngine::stream_observe_exit ( size_t trade_index)
protected

◆ stream_refresh_action_metadata()

void pineforge::engine_script_run_v19::BacktestEngine::stream_refresh_action_metadata ( size_t first_action,
size_t first_trade )
protected

◆ fill_trades_section()

void pineforge::engine_script_run_v19::BacktestEngine::fill_trades_section ( ReportC * out) const
protected

◆ present_report()

virtual void pineforge::engine_script_run_v19::BacktestEngine::present_report ( ReportC * ) const
inlineprotectedvirtual

Definition at line 2006 of file engine.hpp.

◆ report_presenter_supports_non_full()

virtual bool pineforge::engine_script_run_v19::BacktestEngine::report_presenter_supports_non_full ( ) const
inlineprotectedvirtualnoexcept

Reimplemented in pineforge::engine_script_run_v19::NativeStrategyHost.

Definition at line 2013 of file engine.hpp.

◆ fill_metrics_section()

void pineforge::engine_script_run_v19::BacktestEngine::fill_metrics_section ( ReportC * out) const
protected

◆ fill_security_diag_section()

void pineforge::engine_script_run_v19::BacktestEngine::fill_security_diag_section ( ReportC * out) const
protected

◆ fill_trace_section()

void pineforge::engine_script_run_v19::BacktestEngine::fill_trace_section ( ReportC * out) const
protected

◆ guard_native_mutation()

void pineforge::engine_script_run_v19::BacktestEngine::guard_native_mutation ( const char * operation)
protected

Referenced by clear_inputs(), set_broker_state_hash_recording(), set_chart_timezone(), set_input(), set_magnifier_volume_weighted(), set_path_order(), set_syminfo_mintick(), set_syminfo_pointvalue(), set_syminfo_session(), set_syminfo_string(), set_syminfo_timezone(), set_syminfo_type(), set_trace_enabled(), and set_trade_start_time().

◆ execution_contract()

int pineforge::engine_script_run_v19::BacktestEngine::execution_contract ( ) const

◆ native_bound()

bool pineforge::engine_script_run_v19::BacktestEngine::native_bound ( ) const

◆ on_bar()

virtual void pineforge::engine_script_run_v19::BacktestEngine::on_bar ( const Bar & bar)
pure virtual

Implemented in pineforge::engine_script_run_v19::NativeStrategyHost.

◆ run() [1/3]

void pineforge::engine_script_run_v19::BacktestEngine::run ( const Bar * bars,
int n )

◆ run() [2/3]

void pineforge::engine_script_run_v19::BacktestEngine::run ( const Bar * input_bars,
int n_input,
const std::string & input_tf,
const std::string & script_tf,
bool bar_magnifier = false,
int magnifier_samples = 4,
MagnifierDistribution magnifier_dist = MagnifierDistribution::ENDPOINTS )

References pineforge::ENDPOINTS.

◆ set_aux_security_feed()

virtual bool pineforge::engine_script_run_v19::BacktestEngine::set_aux_security_feed ( const Bar * bars,
int n,
const std::string & input_tf )
virtual

◆ set_native_security_feed()

bool pineforge::engine_script_run_v19::BacktestEngine::set_native_security_feed ( const std::string & timeframe,
const Bar * bars,
int n )

References pineforge::timeframe.

◆ native_security_feed_enabled()

bool pineforge::engine_script_run_v19::BacktestEngine::native_security_feed_enabled ( ) const
inline

Definition at line 2086 of file engine.hpp.

References native_security_feeds_.

◆ native_security_substitutions()

int64_t pineforge::engine_script_run_v19::BacktestEngine::native_security_substitutions ( ) const
inline

Definition at line 2091 of file engine.hpp.

References diag_native_security_substitutions_.

◆ native_security_misses()

int64_t pineforge::engine_script_run_v19::BacktestEngine::native_security_misses ( ) const
inline

Definition at line 2094 of file engine.hpp.

References diag_native_security_misses_.

◆ chart_day_partition_installed()

bool pineforge::engine_script_run_v19::BacktestEngine::chart_day_partition_installed ( ) const
inline

Definition at line 2099 of file engine.hpp.

References chart_day_partition_.

◆ set_symbol_feed()

virtual bool pineforge::engine_script_run_v19::BacktestEngine::set_symbol_feed ( const std::string & key,
const std::string & timeframe,
const Bar * bars,
const int64_t * close_ms,
int n )
virtual

References pineforge::timeframe.

◆ set_symbol_feed_column()

virtual bool pineforge::engine_script_run_v19::BacktestEngine::set_symbol_feed_column ( const std::string & key,
const std::string & timeframe,
const std::string & name,
const double * values,
int n )
virtual

References pineforge::timeframe.

◆ set_symbol_facts()

virtual bool pineforge::engine_script_run_v19::BacktestEngine::set_symbol_facts ( const std::string & key,
const std::string & field,
const std::string & value )
virtual

◆ set_recorded_series()

virtual bool pineforge::engine_script_run_v19::BacktestEngine::set_recorded_series ( const std::string & key,
const int64_t * chart_open_ms,
const double * values,
int n )
virtual

◆ stream_begin()

bool pineforge::engine_script_run_v19::BacktestEngine::stream_begin ( const Bar * warmup_bars,
int n_warmup,
const std::string & input_tf,
const std::string & script_tf = "" )

◆ stream_push_bar()

bool pineforge::engine_script_run_v19::BacktestEngine::stream_push_bar ( const Bar & bar)

◆ stream_push_tick()

bool pineforge::engine_script_run_v19::BacktestEngine::stream_push_tick ( const TradeTick & tick)

◆ stream_push_ticks()

bool pineforge::engine_script_run_v19::BacktestEngine::stream_push_ticks ( const TradeTick * ticks,
int n )

◆ stream_advance_time()

bool pineforge::engine_script_run_v19::BacktestEngine::stream_advance_time ( int64_t timestamp_ms)

◆ stream_end()

bool pineforge::engine_script_run_v19::BacktestEngine::stream_end ( bool finalize_partial_input_bar = false)

◆ stream_is_realtime()

bool pineforge::engine_script_run_v19::BacktestEngine::stream_is_realtime ( ) const
inline

Definition at line 2135 of file engine.hpp.

References REALTIME, and stream_phase_.

◆ stream_order_actions_len()

int pineforge::engine_script_run_v19::BacktestEngine::stream_order_actions_len ( ) const
inline

Definition at line 2136 of file engine.hpp.

References stream_order_actions_.

◆ stream_order_action_at()

const StreamOrderAction & pineforge::engine_script_run_v19::BacktestEngine::stream_order_action_at ( int i) const
inline

Definition at line 2137 of file engine.hpp.

References stream_order_actions_.

◆ stream_order_actions_clear()

void pineforge::engine_script_run_v19::BacktestEngine::stream_order_actions_clear ( )
inline

Definition at line 2140 of file engine.hpp.

References stream_order_actions_.

◆ stream_state_hash()

uint64_t pineforge::engine_script_run_v19::BacktestEngine::stream_state_hash ( ) const

◆ set_account_currency_fx_series()

bool pineforge::engine_script_run_v19::BacktestEngine::set_account_currency_fx_series ( const int64_t * timestamps_ms,
const double * rates,
int n )

◆ run() [3/3]

void pineforge::engine_script_run_v19::BacktestEngine::run ( const Bar * input_bars,
int n_input,
const std::string & input_tf,
const std::string & script_tf,
const std::unordered_map< std::string, std::string > & inputs,
const SymInfo & syminfo,
const void * overrides = nullptr,
bool bar_magnifier = false,
int magnifier_samples = 4,
MagnifierDistribution magnifier_dist = MagnifierDistribution::ENDPOINTS )

References pineforge::ENDPOINTS.

◆ trade_count()

int pineforge::engine_script_run_v19::BacktestEngine::trade_count ( ) const
inline

Definition at line 2167 of file engine.hpp.

References trades_.

◆ get_trade()

Trade pineforge::engine_script_run_v19::BacktestEngine::get_trade ( int i) const
inline

Definition at line 2168 of file engine.hpp.

References trades_.

◆ report_cache_stats()

int pineforge::engine_script_run_v19::BacktestEngine::report_cache_stats ( std::uint64_t * resident_bytes,
std::uint64_t * allocation_bypass_count ) const
noexcept

◆ closed_trade_count()

std::size_t pineforge::engine_script_run_v19::BacktestEngine::closed_trade_count ( ) const
inlinenoexcept

Definition at line 2179 of file engine.hpp.

References trades_.

◆ closed_trade()

Trade pineforge::engine_script_run_v19::BacktestEngine::closed_trade ( std::size_t i) const
inline

Definition at line 2180 of file engine.hpp.

References trades_.

◆ previous_closed_trade()

bool pineforge::engine_script_run_v19::BacktestEngine::previous_closed_trade ( std::size_t & cursor,
Trade & value ) const
inline

Definition at line 2183 of file engine.hpp.

References trades_.

◆ report_trade_count()

int pineforge::engine_script_run_v19::BacktestEngine::report_trade_count ( ) const
inline

Definition at line 2192 of file engine.hpp.

References range_end_trades_, and trades_.

◆ get_report_trade()

Trade pineforge::engine_script_run_v19::BacktestEngine::get_report_trade ( int i) const
inline

Definition at line 2196 of file engine.hpp.

References range_end_trades_, and trades_.

◆ materialize_report_trade()

const Trade & pineforge::engine_script_run_v19::BacktestEngine::materialize_report_trade ( int i) const
inline

Definition at line 2204 of file engine.hpp.

References range_end_trades_, and trades_.

◆ classify_report_close_cause()

static int pineforge::engine_script_run_v19::BacktestEngine::classify_report_close_cause ( const Trade & row)
static

◆ closed_trade_close_cause()

int pineforge::engine_script_run_v19::BacktestEngine::closed_trade_close_cause ( int i) const

◆ max_contracts_held_all()

double pineforge::engine_script_run_v19::BacktestEngine::max_contracts_held_all ( ) const
inline

Definition at line 2226 of file engine.hpp.

References max_contracts_held_all_.

◆ max_contracts_held_long()

double pineforge::engine_script_run_v19::BacktestEngine::max_contracts_held_long ( ) const
inline

Definition at line 2227 of file engine.hpp.

References max_contracts_held_long_.

◆ max_contracts_held_short()

double pineforge::engine_script_run_v19::BacktestEngine::max_contracts_held_short ( ) const
inline

Definition at line 2228 of file engine.hpp.

References max_contracts_held_short_.

◆ eventrades()

int pineforge::engine_script_run_v19::BacktestEngine::eventrades ( ) const
inline

Definition at line 2231 of file engine.hpp.

References eventrades_count_.

◆ fill_report()

void pineforge::engine_script_run_v19::BacktestEngine::fill_report ( ReportC * out) const

Referenced by pineforge::native_module::publish_report().

◆ free_report()

static void pineforge::engine_script_run_v19::BacktestEngine::free_report ( ReportC * report)
static

◆ set_report_mode_v1()

int pineforge::engine_script_run_v19::BacktestEngine::set_report_mode_v1 ( ReportMode mode)

◆ set_metrics_streaming_v1()

metrics::MetricsStreamingStatusV1 pineforge::engine_script_run_v19::BacktestEngine::set_metrics_streaming_v1 ( metrics::StreamingSharpeV1 ,
metrics::MetricsNeedMaskV1  )

◆ metrics_extent_receipt_v1()

metrics::MetricsStreamingStatusV1 pineforge::engine_script_run_v19::BacktestEngine::metrics_extent_receipt_v1 ( metrics::MetricsExtentReceiptV1 * ) const

◆ admit_metrics_plain_v1()

metrics::MetricsStreamingStatusV1 pineforge::engine_script_run_v19::BacktestEngine::admit_metrics_plain_v1 ( const MetricsPlainInputsV1 & ,
const metrics::MetricsExtentPlanV1 & ,
metrics::MetricsExtentReceiptV1 *  )

◆ prepare_metrics_streaming_v1()

metrics::MetricsStreamingStatusV1 pineforge::engine_script_run_v19::BacktestEngine::prepare_metrics_streaming_v1 ( const metrics::MetricsStreamingConfigV1 & ,
const metrics::MetricsExtentPlanV1 &  )

◆ fill_report_envelope_v1()

int pineforge::engine_script_run_v19::BacktestEngine::fill_report_envelope_v1 ( ReportEnvelopeV1 * out) const

◆ last_error()

const std::string & pineforge::engine_script_run_v19::BacktestEngine::last_error ( ) const
inline

Definition at line 2274 of file engine.hpp.

References last_error_.

◆ set_input()

void pineforge::engine_script_run_v19::BacktestEngine::set_input ( const std::string & key,
const std::string & value )
inline

Definition at line 2279 of file engine.hpp.

References guard_native_mutation(), and inputs_.

Referenced by pineforge::native_module::set_input(), and pineforge::native_module::set_override().

◆ clear_inputs()

void pineforge::engine_script_run_v19::BacktestEngine::clear_inputs ( )
inline

Definition at line 2283 of file engine.hpp.

References guard_native_mutation(), and inputs_.

◆ set_trade_start_time()

void pineforge::engine_script_run_v19::BacktestEngine::set_trade_start_time ( int64_t timestamp_ms)
inline

Definition at line 2287 of file engine.hpp.

References guard_native_mutation(), and trade_start_time_.

◆ set_chart_timezone()

void pineforge::engine_script_run_v19::BacktestEngine::set_chart_timezone ( const std::string & tz)
inline

Definition at line 2319 of file engine.hpp.

References chart_timezone_, and guard_native_mutation().

◆ chart_timezone()

const std::string & pineforge::engine_script_run_v19::BacktestEngine::chart_timezone ( ) const
inline

Definition at line 2323 of file engine.hpp.

References chart_timezone_.

◆ set_syminfo_timezone()

void pineforge::engine_script_run_v19::BacktestEngine::set_syminfo_timezone ( const std::string & tz)
inline

Definition at line 2334 of file engine.hpp.

References guard_native_mutation(), and syminfo_.

◆ set_syminfo_session()

void pineforge::engine_script_run_v19::BacktestEngine::set_syminfo_session ( const std::string & s)
inline

Definition at line 2338 of file engine.hpp.

References guard_native_mutation(), and syminfo_.

◆ set_syminfo_type()

void pineforge::engine_script_run_v19::BacktestEngine::set_syminfo_type ( const std::string & t)
inline

Definition at line 2348 of file engine.hpp.

References guard_native_mutation(), and syminfo_.

◆ session_template_knows_early_close()

bool pineforge::engine_script_run_v19::BacktestEngine::session_template_knows_early_close ( ) const

Whether TradingView's session template for this symbol carries the exchange's early closes and holidays, so a D/W/M request.security bucket completes on a shortened session's actual last chart bar (TimeframeAggregator::set_early_close_completes): exchange-listed kinds (stock, futures, index, fund, dr, ...) yes – NYSE:F's 12:45 ET half-day bar and CME's 11:45 CT early-close bar are pinned; the OTC quote streams – forex, cfd, crypto – no: their period ends at the nominal close and a session ending early completes lazily on the next period's first bar (OANDA:XAUUSD 15m, lab tv oanda pin, ledger log-20260905t034240z-30be11fe).

syminfo.type comes from the harness (strategy_set_syminfo_type <- PINEFORGE_VERIFY_SYMTYPE); the constructor default "crypto" keeps an untyped run on the lazy rule.

◆ set_syminfo_string()

bool pineforge::engine_script_run_v19::BacktestEngine::set_syminfo_string ( const std::string & key,
const std::string & value )
inline

Definition at line 2369 of file engine.hpp.

References guard_native_mutation(), and syminfo_.

◆ set_syminfo_mintick()

void pineforge::engine_script_run_v19::BacktestEngine::set_syminfo_mintick ( double m)
inline

Definition at line 2389 of file engine.hpp.

References guard_native_mutation(), syminfo_, and syminfo_mintick_.

◆ set_syminfo_pointvalue()

void pineforge::engine_script_run_v19::BacktestEngine::set_syminfo_pointvalue ( double pv)
inline

Definition at line 2393 of file engine.hpp.

References guard_native_mutation(), and syminfo_.

◆ set_syminfo_metadata()

virtual void pineforge::engine_script_run_v19::BacktestEngine::set_syminfo_metadata ( const std::string & key,
double value )
virtual

◆ main_period()

const std::string & pineforge::engine_script_run_v19::BacktestEngine::main_period ( ) const
inline

Definition at line 2402 of file engine.hpp.

References script_tf_.

◆ set_realtime_tail()

virtual bool pineforge::engine_script_run_v19::BacktestEngine::set_realtime_tail ( bool on,
int horizon_bars )
virtual

◆ set_probe_suppress_tail_logic()

virtual bool pineforge::engine_script_run_v19::BacktestEngine::set_probe_suppress_tail_logic ( bool on)
virtual

◆ set_path_order()

void pineforge::engine_script_run_v19::BacktestEngine::set_path_order ( int mode)
inline

Definition at line 2437 of file engine.hpp.

References guard_native_mutation(), and path_order_mode_.

◆ broker_state_hash()

uint64_t pineforge::engine_script_run_v19::BacktestEngine::broker_state_hash ( ) const

◆ position_avg_price()

double pineforge::engine_script_run_v19::BacktestEngine::position_avg_price ( ) const
inline

Definition at line 2459 of file engine.hpp.

References position_entry_price_.

◆ position_cycle_seq()

int64_t pineforge::engine_script_run_v19::BacktestEngine::position_cycle_seq ( ) const
inline

Definition at line 2460 of file engine.hpp.

References position_cycle_seq_.

◆ trail_best_price()

double pineforge::engine_script_run_v19::BacktestEngine::trail_best_price ( ) const
inline

Definition at line 2461 of file engine.hpp.

References trail_best_price_.

◆ initial_capital()

double pineforge::engine_script_run_v19::BacktestEngine::initial_capital ( ) const

◆ live_position_size()

virtual double pineforge::engine_script_run_v19::BacktestEngine::live_position_size ( ) const
inlinevirtual

Definition at line 2473 of file engine.hpp.

References pineforge::LONG, position_qty_, position_side_, and pineforge::SHORT.

◆ observe_last_bar_dual_entry_path_v1()

virtual int pineforge::engine_script_run_v19::BacktestEngine::observe_last_bar_dual_entry_path_v1 ( ) const
virtual

◆ observe_pending_count_v1()

virtual int pineforge::engine_script_run_v19::BacktestEngine::observe_pending_count_v1 ( ) const
virtual

◆ observe_pending_copy_v1()

virtual int pineforge::engine_script_run_v19::BacktestEngine::observe_pending_copy_v1 ( int index,
pf_pending_order_v1_t * out ) const
virtual

◆ observe_probe_fill_qty()

virtual int pineforge::engine_script_run_v19::BacktestEngine::observe_probe_fill_qty ( int index,
double fill_price,
double * qty,
int * close_only,
int * partition ) const
virtual

◆ observe_pending_level_resolved()

virtual int pineforge::engine_script_run_v19::BacktestEngine::observe_pending_level_resolved ( int index) const
virtual

◆ observe_pending_effective_levels()

virtual int pineforge::engine_script_run_v19::BacktestEngine::observe_pending_effective_levels ( int index,
double * stop,
double * limit,
double * trail_activation ) const
virtual

◆ observe_trail_best_price_v1()

virtual double pineforge::engine_script_run_v19::BacktestEngine::observe_trail_best_price_v1 ( ) const
virtual

◆ set_symbol_feed_borrowed()

virtual bool pineforge::engine_script_run_v19::BacktestEngine::set_symbol_feed_borrowed ( const std::string & ,
const std::string & ,
const Bar * ,
const int64_t * ,
int  )
inlinevirtual

Definition at line 2499 of file engine.hpp.

◆ live_current_equity()

double pineforge::engine_script_run_v19::BacktestEngine::live_current_equity ( ) const
inline

Definition at line 2500 of file engine.hpp.

References current_equity().

◆ script_bars_processed()

int64_t pineforge::engine_script_run_v19::BacktestEngine::script_bars_processed ( ) const
inline

Definition at line 2505 of file engine.hpp.

References diag_script_bars_processed_.

◆ set_broker_state_hash_recording()

void pineforge::engine_script_run_v19::BacktestEngine::set_broker_state_hash_recording ( bool on)
inline

Definition at line 2552 of file engine.hpp.

References broker_state_hash_recording_, and guard_native_mutation().

◆ set_magnifier_volume_weighted()

void pineforge::engine_script_run_v19::BacktestEngine::set_magnifier_volume_weighted ( bool on)
inline

Definition at line 2560 of file engine.hpp.

References guard_native_mutation(), and magnifier_volume_weighted_.

Referenced by pineforge::native_module::set_magnifier_volume_weighted().

◆ set_trace_enabled()

void pineforge::engine_script_run_v19::BacktestEngine::set_trace_enabled ( bool on)
inline

Definition at line 2570 of file engine.hpp.

References guard_native_mutation(), and trace_enabled_.

◆ trace_enabled()

bool pineforge::engine_script_run_v19::BacktestEngine::trace_enabled ( ) const
inline

Definition at line 2574 of file engine.hpp.

References trace_enabled_.

◆ last_run_status()

int pineforge::engine_script_run_v19::BacktestEngine::last_run_status ( ) const
inline

Definition at line 2577 of file engine.hpp.

References last_run_status_.

◆ request_abort()

void pineforge::engine_script_run_v19::BacktestEngine::request_abort ( )
inline

Definition at line 2583 of file engine.hpp.

References abort_requested_.

◆ trace() [1/3]

void pineforge::engine_script_run_v19::BacktestEngine::trace ( const std::string & name,
double value )

◆ trace() [2/3]

void pineforge::engine_script_run_v19::BacktestEngine::trace ( const std::string & name,
bool value )
inline

Definition at line 2594 of file engine.hpp.

References trace().

Referenced by trace().

◆ trace() [3/3]

void pineforge::engine_script_run_v19::BacktestEngine::trace ( const std::string & name,
int value )
inline

Definition at line 2595 of file engine.hpp.

References trace().

Referenced by trace().

◆ outputs_declared()

bool pineforge::engine_script_run_v19::BacktestEngine::outputs_declared ( ) const
inline

Definition at line 2626 of file engine.hpp.

◆ set_outputs_enabled()

bool pineforge::engine_script_run_v19::BacktestEngine::set_outputs_enabled ( bool on)

◆ output_series_count()

int pineforge::engine_script_run_v19::BacktestEngine::output_series_count ( ) const
inline

Definition at line 2633 of file engine.hpp.

References outputs_enabled_.

◆ output_bars_len()

int64_t pineforge::engine_script_run_v19::BacktestEngine::output_bars_len ( ) const
inline

Definition at line 2634 of file engine.hpp.

◆ output_bar_times_copy()

bool pineforge::engine_script_run_v19::BacktestEngine::output_bar_times_copy ( int64_t from_bar,
int64_t * open_ms,
int64_t * close_ms,
int64_t capacity,
int64_t * written ) const

◆ output_series_copy()

bool pineforge::engine_script_run_v19::BacktestEngine::output_series_copy ( int slot,
int64_t from_bar,
double * out,
int64_t capacity,
int64_t * written ) const

◆ output_events_len()

int pineforge::engine_script_run_v19::BacktestEngine::output_events_len ( ) const
inline

Definition at line 2639 of file engine.hpp.

◆ output_event_at()

const OutputEvent * pineforge::engine_script_run_v19::BacktestEngine::output_event_at ( int index) const

◆ output_events_clear()

void pineforge::engine_script_run_v19::BacktestEngine::output_events_clear ( )

◆ output_constants_count()

int pineforge::engine_script_run_v19::BacktestEngine::output_constants_count ( ) const
inline

Definition at line 2643 of file engine.hpp.

References outputs_enabled_.

◆ output_constant_value()

double pineforge::engine_script_run_v19::BacktestEngine::output_constant_value ( int index) const

◆ declare_outputs()

void pineforge::engine_script_run_v19::BacktestEngine::declare_outputs ( int series_slots,
int outputs,
int run_constants = 0 )
protected

◆ output_run_begin()

void pineforge::engine_script_run_v19::BacktestEngine::output_run_begin ( )
protected

◆ output_bar()

void pineforge::engine_script_run_v19::BacktestEngine::output_bar ( int64_t open_ms,
int64_t close_ms )
protected

◆ output_value()

void pineforge::engine_script_run_v19::BacktestEngine::output_value ( int slot,
double value )
protected

◆ output_event() [1/2]

void pineforge::engine_script_run_v19::BacktestEngine::output_event ( int output,
double value )
protected

◆ output_event() [2/2]

void pineforge::engine_script_run_v19::BacktestEngine::output_event ( int output,
double value,
const std::string & message )
protected

◆ output_constant()

void pineforge::engine_script_run_v19::BacktestEngine::output_constant ( int index,
double value )
protected

◆ set_scratch_tables_v1()

int pineforge::engine_script_run_v19::BacktestEngine::set_scratch_tables_v1 ( const pf_scratch_tables_v1 * descriptor)
inline

Definition at line 2819 of file engine.hpp.

References pf_scratch_tables_v1::B_c, pf_scratch_tables_v1::B_e, pf_scratch_tables_v1::B_q, pf_scratch_tables_v1::B_U, pf_scratch_tables_v1::B_V, pf_scratch_tables_v1::backend, pineforge::detail::ScratchTableConfig::backend, pineforge::detail::bounded_memory, pf_scratch_tables_v1::K_c, pf_scratch_tables_v1::K_e, pf_scratch_tables_v1::K_q, pineforge::detail::ScratchTableConfig::manifest, pf_scratch_tables_v1::R, pf_scratch_tables_v1::reserved, pf_scratch_tables_v1::struct_size, pf_scratch_tables_v1::U, pf_scratch_tables_v1::V, and pf_scratch_tables_v1::version.

◆ scratch_table_config()

const detail::ScratchTableConfig & pineforge::engine_script_run_v19::BacktestEngine::scratch_table_config ( ) const
inlinenoexcept

Definition at line 2839 of file engine.hpp.

◆ set_cache_policy_v1()

int pineforge::engine_script_run_v19::BacktestEngine::set_cache_policy_v1 ( const pf_cache_policy_v1 * descriptor)

◆ set_cache_policy()

void pineforge::engine_script_run_v19::BacktestEngine::set_cache_policy ( const CacheDefaults & policy)

◆ cache_policy_config()

const CacheDefaults & pineforge::engine_script_run_v19::BacktestEngine::cache_policy_config ( ) const

◆ cache_policy_for_run()

const CacheDefaults & pineforge::engine_script_run_v19::BacktestEngine::cache_policy_for_run ( ) const

◆ set_report_sink_v1()

int pineforge::engine_script_run_v19::BacktestEngine::set_report_sink_v1 ( const pf_report_sink_v1 * sink)

◆ set_report_sink_fd_v1()

int pineforge::engine_script_run_v19::BacktestEngine::set_report_sink_fd_v1 ( const pf_report_sink_fd_v1 * sink)

◆ report_sink_receipt_v1()

int pineforge::engine_script_run_v19::BacktestEngine::report_sink_receipt_v1 ( pf_report_sink_receipt_v1 * out) const
noexcept

◆ report_sink_summary_v1()

int pineforge::engine_script_run_v19::BacktestEngine::report_sink_summary_v1 ( pf_report_sink_summary_v1 * out) const
noexcept

◆ report_sink_diagnostics_v1()

int pineforge::engine_script_run_v19::BacktestEngine::report_sink_diagnostics_v1 ( pf_report_sink_diagnostics_v1 * out) const
noexcept

◆ set_report_replay_v1()

int pineforge::engine_script_run_v19::BacktestEngine::set_report_replay_v1 ( const char * path,
const char * run_id )

◆ raw_net_profit_sum()

double pineforge::engine_script_run_v19::BacktestEngine::raw_net_profit_sum ( ) const
inlinenoexcept

Definition at line 2857 of file engine.hpp.

References net_profit_sum_.

◆ report_pointvalue()

double pineforge::engine_script_run_v19::BacktestEngine::report_pointvalue ( ) const
noexcept

◆ set_trade_history_streamable()

void pineforge::engine_script_run_v19::BacktestEngine::set_trade_history_streamable ( bool streamable)

References set_trade_history_streamable().

Referenced by set_trade_history_streamable().

◆ trade_history_streamable()

bool pineforge::engine_script_run_v19::BacktestEngine::trade_history_streamable ( ) const
inline

Definition at line 2862 of file engine.hpp.

References trade_history_streamable().

Referenced by trade_history_streamable().

◆ pending_equity_report_mode()

ReportMode pineforge::engine_script_run_v19::BacktestEngine::pending_equity_report_mode ( ) const
inlineprotectednoexcept

Definition at line 2870 of file engine.hpp.

References pending_equity_report_mode_, and report_replay_flag.

◆ with_report_replay_flag()

ReportMode pineforge::engine_script_run_v19::BacktestEngine::with_report_replay_flag ( ReportMode mode) const
inlineprotectednoexcept

Definition at line 2874 of file engine.hpp.

References pending_equity_report_mode_, and report_replay_flag.

◆ report_replay_state()

report::ReportReplay * pineforge::engine_script_run_v19::BacktestEngine::report_replay_state ( ) const
inlineprotectednoexcept

Definition at line 2878 of file engine.hpp.

References find_report_replay(), pending_equity_report_mode_, and report_replay_flag.

◆ find_report_replay()

report::ReportReplay * pineforge::engine_script_run_v19::BacktestEngine::find_report_replay ( ) const
protectednoexcept

Referenced by report_replay_state().

◆ amend_report_replay_point()

void pineforge::engine_script_run_v19::BacktestEngine::amend_report_replay_point ( std::int64_t time,
report::EquityBasis basis,
double term ) const
protected

References amend_report_replay_point().

Referenced by amend_report_replay_point().

◆ scratch_tables_for_run()

const std::shared_ptr< detail::ScratchSlab > & pineforge::engine_script_run_v19::BacktestEngine::scratch_tables_for_run ( ) const
inlineprotectednoexcept

Definition at line 2888 of file engine.hpp.

References scratch_tables_for_run().

Referenced by scratch_tables_for_run().

◆ closed_trade_entry_id_equals()

bool pineforge::engine_script_run_v19::BacktestEngine::closed_trade_entry_id_equals ( int idx,
std::string_view rhs ) const
inlineprotected

Definition at line 2894 of file engine.hpp.

References trades_.

◆ closed_trade_exit_id_equals()

bool pineforge::engine_script_run_v19::BacktestEngine::closed_trade_exit_id_equals ( int idx,
std::string_view rhs ) const
inlineprotected

Definition at line 2898 of file engine.hpp.

References trades_.

◆ closed_trade_entry_comment_equals()

bool pineforge::engine_script_run_v19::BacktestEngine::closed_trade_entry_comment_equals ( int idx,
std::string_view rhs ) const
inlineprotected

Definition at line 2902 of file engine.hpp.

References trades_.

◆ closed_trade_exit_comment_equals()

bool pineforge::engine_script_run_v19::BacktestEngine::closed_trade_exit_comment_equals ( int idx,
std::string_view rhs ) const
inlineprotected

Definition at line 2906 of file engine.hpp.

References trades_.

◆ last_equity_point() [1/2]

pf_equity_point_t * pineforge::engine_script_run_v19::BacktestEngine::last_equity_point ( )
protectednoexcept

Referenced by last_equity_point().

◆ last_equity_point() [2/2]

const pf_equity_point_t * pineforge::engine_script_run_v19::BacktestEngine::last_equity_point ( ) const
protectednoexcept

References last_equity_point().

◆ report_sink_equity_scratch_region()

metrics::ScratchCurveRegion pineforge::engine_script_run_v19::BacktestEngine::report_sink_equity_scratch_region ( ) const
protected

References report_sink_equity_scratch_region().

Referenced by report_sink_equity_scratch_region().

◆ store_equity_point()

void pineforge::engine_script_run_v19::BacktestEngine::store_equity_point ( const pf_equity_point_t & point)
protected

References store_equity_point().

Referenced by record_equity_point(), and store_equity_point().

◆ prepare_equity_point()

bool pineforge::engine_script_run_v19::BacktestEngine::prepare_equity_point ( )
protected

References prepare_equity_point().

Referenced by prepare_equity_point(), and record_equity_point().

◆ fold_report_equity_extreme()

void pineforge::engine_script_run_v19::BacktestEngine::fold_report_equity_extreme ( double equity)
protected

References fold_report_equity_extreme().

Referenced by fold_report_equity_extreme(), and update_equity_extremes().

◆ refold_equity_tail()

void pineforge::engine_script_run_v19::BacktestEngine::refold_equity_tail ( )
protected

References refold_equity_tail().

Referenced by refold_equity_tail().

◆ present_report_equity_tail()

void pineforge::engine_script_run_v19::BacktestEngine::present_report_equity_tail ( ReportC * out) const
protected

References present_report_equity_tail().

Referenced by present_report_equity_tail().

◆ fold_trade_percent_prefix()

void pineforge::engine_script_run_v19::BacktestEngine::fold_trade_percent_prefix ( const Trade & trade)
protected

◆ reset_trade_percent_prefix()

void pineforge::engine_script_run_v19::BacktestEngine::reset_trade_percent_prefix ( )
protected

◆ report_closed_net_profit()

double pineforge::engine_script_run_v19::BacktestEngine::report_closed_net_profit ( ) const
protected

◆ set_optional_report_mode()

int pineforge::engine_script_run_v19::BacktestEngine::set_optional_report_mode ( report_sequence::ReportMode mode)

◆ optional_sequence_summary()

report_sequence::OptionalSequenceSummary pineforge::engine_script_run_v19::BacktestEngine::optional_sequence_summary ( ) const

References pineforge::bar_index, and pineforge::engine_script_run_v19::report_sequence::LegacyArrays.

◆ set_output_series_limit_checked()

static int pineforge::engine_script_run_v19::BacktestEngine::set_output_series_limit_checked ( const std::int64_t * maximum,
char * error,
std::size_t capacity )
staticnoexcept

◆ output_series_limit_failure()

static int pineforge::engine_script_run_v19::BacktestEngine::output_series_limit_failure ( std::int64_t * maximum)
staticnoexcept

Field Documentation

◆ position_side_

PositionSide pineforge::engine_script_run_v19::BacktestEngine::position_side_ = PositionSide::FLAT
protected

Definition at line 587 of file engine.hpp.

Referenced by live_position_size(), open_profit(), open_profit_at(), open_trade_direction(), open_trades_capital_held(), position_entry_name(), record_equity_point(), and update_equity_extremes().

◆ position_entry_price_

double pineforge::engine_script_run_v19::BacktestEngine::position_entry_price_ = 0.0
protected

Definition at line 588 of file engine.hpp.

Referenced by open_profit_at(), open_trades_capital_held(), and position_avg_price().

◆ opening_obligations_

broker::OpeningObligations pineforge::engine_script_run_v19::BacktestEngine::opening_obligations_
protected

Definition at line 592 of file engine.hpp.

◆ position_entry_time_

int64_t pineforge::engine_script_run_v19::BacktestEngine::position_entry_time_ = 0
protected

Definition at line 593 of file engine.hpp.

◆ position_qty_

double pineforge::engine_script_run_v19::BacktestEngine::position_qty_ = 0.0
protected

Definition at line 599 of file engine.hpp.

Referenced by live_position_size(), open_profit_at(), open_trades_capital_held(), and update_equity_extremes().

◆ position_entry_count_

int pineforge::engine_script_run_v19::BacktestEngine::position_entry_count_ = 0
protected

Definition at line 600 of file engine.hpp.

◆ position_open_bar_

int pineforge::engine_script_run_v19::BacktestEngine::position_open_bar_ = -1
protected

Definition at line 601 of file engine.hpp.

◆ position_cycle_seq_

int64_t pineforge::engine_script_run_v19::BacktestEngine::position_cycle_seq_ = 0
protected

Definition at line 605 of file engine.hpp.

Referenced by position_cycle_seq().

◆ next_position_cycle_seq_

int64_t pineforge::engine_script_run_v19::BacktestEngine::next_position_cycle_seq_ = 1
protected

Definition at line 606 of file engine.hpp.

◆ pyramid_entries_

std::vector<PyramidEntry> pineforge::engine_script_run_v19::BacktestEngine::pyramid_entries_
protected

Definition at line 607 of file engine.hpp.

Referenced by open_trade_direction(), and position_entry_name().

◆ initial_capital_

double pineforge::engine_script_run_v19::BacktestEngine::initial_capital_ = 1000000.0
protected

Definition at line 610 of file engine.hpp.

Referenced by current_equity(), grossloss_percent(), grossprofit_percent(), max_drawdown_percent(), max_runup_percent(), record_equity_point(), and update_equity_extremes().

◆ commission_type_

CommissionType pineforge::engine_script_run_v19::BacktestEngine::commission_type_ = CommissionType::PERCENT
protected

Definition at line 613 of file engine.hpp.

Referenced by calc_commission(), and calc_commission_at().

◆ commission_value_

double pineforge::engine_script_run_v19::BacktestEngine::commission_value_ = 0.0
protected

Definition at line 614 of file engine.hpp.

Referenced by calc_commission_at().

◆ slippage_

int pineforge::engine_script_run_v19::BacktestEngine::slippage_ = 0
protected

Definition at line 615 of file engine.hpp.

◆ syminfo_mintick_

double pineforge::engine_script_run_v19::BacktestEngine::syminfo_mintick_ = 0.01
protected

Definition at line 616 of file engine.hpp.

Referenced by price_grid_decimals(), round_to_mintick(), set_syminfo_mintick(), and tick_grid_price().

◆ qty_step_

double pineforge::engine_script_run_v19::BacktestEngine::qty_step_ = 0.0
protected

Definition at line 623 of file engine.hpp.

Referenced by apply_exit_qty_step(), and apply_qty_step().

◆ account_currency_fx_

double pineforge::engine_script_run_v19::BacktestEngine::account_currency_fx_ = 1.0
protected

Definition at line 635 of file engine.hpp.

◆ account_currency_fx_timestamps_

std::vector<int64_t> pineforge::engine_script_run_v19::BacktestEngine::account_currency_fx_timestamps_
protected

Definition at line 636 of file engine.hpp.

◆ account_currency_fx_rates_

std::vector<double> pineforge::engine_script_run_v19::BacktestEngine::account_currency_fx_rates_
protected

Definition at line 637 of file engine.hpp.

◆ account_currency_fx_broker_epoch_initialized_

bool pineforge::engine_script_run_v19::BacktestEngine::account_currency_fx_broker_epoch_initialized_ = false
protected

Definition at line 643 of file engine.hpp.

◆ account_currency_fx_broker_epoch_

std::size_t pineforge::engine_script_run_v19::BacktestEngine::account_currency_fx_broker_epoch_ = 0
protected

Definition at line 644 of file engine.hpp.

◆ account_currency_fx_broker_rate_

double pineforge::engine_script_run_v19::BacktestEngine::account_currency_fx_broker_rate_ = 1.0
protected

Definition at line 645 of file engine.hpp.

◆ trade_start_time_

int64_t pineforge::engine_script_run_v19::BacktestEngine::trade_start_time_ = std::numeric_limits<int64_t>::min()
protected

Definition at line 647 of file engine.hpp.

Referenced by set_trade_start_time().

◆ syminfo_

SymInfo pineforge::engine_script_run_v19::BacktestEngine::syminfo_
protected

Definition at line 651 of file engine.hpp.

Referenced by calc_commission_at(), closed_trade_max_drawdown_percent(), closed_trade_max_runup_percent(), open_profit_at(), open_trades_capital_held(), set_syminfo_mintick(), set_syminfo_pointvalue(), set_syminfo_session(), set_syminfo_string(), set_syminfo_timezone(), and set_syminfo_type().

◆ last_bar_time_

int64_t pineforge::engine_script_run_v19::BacktestEngine::last_bar_time_ = 0
protected

Definition at line 652 of file engine.hpp.

◆ last_bar_index_

int pineforge::engine_script_run_v19::BacktestEngine::last_bar_index_ = 0
protected

Definition at line 653 of file engine.hpp.

◆ path_order_mode_

int pineforge::engine_script_run_v19::BacktestEngine::path_order_mode_ = 0
protected

Definition at line 661 of file engine.hpp.

Referenced by set_path_order().

◆ is_tail_bar_

bool pineforge::engine_script_run_v19::BacktestEngine::is_tail_bar_ = false
protected

Definition at line 665 of file engine.hpp.

◆ chart_timezone_

std::string pineforge::engine_script_run_v19::BacktestEngine::chart_timezone_
protected

Definition at line 670 of file engine.hpp.

Referenced by chart_timezone(), report_equity_month_key(), and set_chart_timezone().

◆ inputs_

std::unordered_map<std::string, std::string> pineforge::engine_script_run_v19::BacktestEngine::inputs_
protected

Definition at line 671 of file engine.hpp.

Referenced by clear_inputs(), and set_input().

◆ syminfo_metadata_

std::unordered_map<std::string, double> pineforge::engine_script_run_v19::BacktestEngine::syminfo_metadata_
protected

Definition at line 678 of file engine.hpp.

Referenced by get_syminfo_metadata().

◆ current_bar_

Bar pineforge::engine_script_run_v19::BacktestEngine::current_bar_
protected

Definition at line 697 of file engine.hpp.

Referenced by _decompose_bar_time(), record_equity_point(), and update_equity_extremes().

◆ bar_index_

int pineforge::engine_script_run_v19::BacktestEngine::bar_index_ = 0
protected

Definition at line 698 of file engine.hpp.

◆ security_next_input_ms_

int64_t pineforge::engine_script_run_v19::BacktestEngine::security_next_input_ms_ = 0
protected

Definition at line 706 of file engine.hpp.

◆ next_order_incarnation_

uint64_t pineforge::engine_script_run_v19::BacktestEngine::next_order_incarnation_ = 1
protected

Definition at line 707 of file engine.hpp.

◆ fold_exit_trail_peak_

double pineforge::engine_script_run_v19::BacktestEngine::fold_exit_trail_peak_ = std::numeric_limits<double>::quiet_NaN()
protected

Definition at line 716 of file engine.hpp.

◆ trades_

TradeLedger pineforge::engine_script_run_v19::BacktestEngine::trades_
protected

Definition at line 717 of file engine.hpp.

Referenced by avg_losing_trade_percent(), avg_trade(), avg_trade_percent(), avg_winning_trade_percent(), closed_trade(), closed_trade_commission(), closed_trade_count(), closed_trade_direction(), closed_trade_entry_bar_index(), closed_trade_entry_comment(), closed_trade_entry_comment_equals(), closed_trade_entry_id(), closed_trade_entry_id_equals(), closed_trade_entry_incarnation(), closed_trade_entry_price(), closed_trade_entry_time(), closed_trade_exit_bar_index(), closed_trade_exit_comment(), closed_trade_exit_comment_equals(), closed_trade_exit_id(), closed_trade_exit_id_equals(), closed_trade_exit_price(), closed_trade_exit_time(), closed_trade_max_drawdown(), closed_trade_max_drawdown_percent(), closed_trade_max_runup(), closed_trade_max_runup_percent(), closed_trade_profit(), closed_trade_profit_percent(), closed_trade_size(), get_report_trade(), get_trade(), materialize_report_trade(), previous_closed_trade(), report_trade_count(), and trade_count().

◆ range_end_trades_

OpenReportRowSource pineforge::engine_script_run_v19::BacktestEngine::range_end_trades_ {this}
protected

Definition at line 724 of file engine.hpp.

Referenced by get_report_trade(), materialize_report_trade(), and report_trade_count().

◆ trail_best_price_

double pineforge::engine_script_run_v19::BacktestEngine::trail_best_price_ = std::numeric_limits<double>::quiet_NaN()
protected

Definition at line 729 of file engine.hpp.

Referenced by trail_best_price().

◆ position_close_obligation_

broker::PositionCloseObligation pineforge::engine_script_run_v19::BacktestEngine::position_close_obligation_
protected

Definition at line 733 of file engine.hpp.

◆ net_profit_sum_

double pineforge::engine_script_run_v19::BacktestEngine::net_profit_sum_ = 0.0
protected

Definition at line 736 of file engine.hpp.

Referenced by avg_trade(), current_equity(), net_profit(), raw_net_profit_sum(), record_equity_point(), and update_equity_extremes().

◆ net_profit_roundoff_bound_

double pineforge::engine_script_run_v19::BacktestEngine::net_profit_roundoff_bound_ = 0.0
protected

Definition at line 741 of file engine.hpp.

◆ net_profit_roundoff_value_

double pineforge::engine_script_run_v19::BacktestEngine::net_profit_roundoff_value_ = 0.0
protected

Definition at line 745 of file engine.hpp.

◆ gross_profit_sum_

double pineforge::engine_script_run_v19::BacktestEngine::gross_profit_sum_ = 0.0
protected

Definition at line 746 of file engine.hpp.

Referenced by avg_winning_trade(), gross_profit(), and grossprofit_percent().

◆ gross_loss_sum_

double pineforge::engine_script_run_v19::BacktestEngine::gross_loss_sum_ = 0.0
protected

Definition at line 747 of file engine.hpp.

Referenced by avg_losing_trade(), gross_loss(), and grossloss_percent().

◆ win_trades_count_

int pineforge::engine_script_run_v19::BacktestEngine::win_trades_count_ = 0
protected

Definition at line 748 of file engine.hpp.

Referenced by avg_winning_trade(), avg_winning_trade_percent(), and count_wintrades().

◆ loss_trades_count_

int pineforge::engine_script_run_v19::BacktestEngine::loss_trades_count_ = 0
protected

Definition at line 749 of file engine.hpp.

Referenced by avg_losing_trade(), avg_losing_trade_percent(), and count_losstrades().

◆ max_equity_

double pineforge::engine_script_run_v19::BacktestEngine::max_equity_ = 0.0
protected

Definition at line 752 of file engine.hpp.

Referenced by fold_equity_extreme(), and refold_summary_equity_tail().

◆ max_drawdown_

double pineforge::engine_script_run_v19::BacktestEngine::max_drawdown_ = 0.0
protected

Definition at line 753 of file engine.hpp.

Referenced by fold_equity_extreme(), max_drawdown_percent(), and refold_summary_equity_tail().

◆ max_runup_

double pineforge::engine_script_run_v19::BacktestEngine::max_runup_ = 0.0
protected

Definition at line 754 of file engine.hpp.

Referenced by fold_equity_extreme(), max_runup_percent(), and refold_summary_equity_tail().

◆ min_equity_

double pineforge::engine_script_run_v19::BacktestEngine::min_equity_ = 0.0
protected

Definition at line 755 of file engine.hpp.

Referenced by fold_equity_extreme(), and refold_summary_equity_tail().

◆ equity_curve_

std::vector<pf_equity_point_t> pineforge::engine_script_run_v19::BacktestEngine::equity_curve_
protected

Definition at line 760 of file engine.hpp.

Referenced by equity_logical_point_count(), record_equity_point(), and refold_summary_equity_tail().

◆ bars_in_market_

int64_t pineforge::engine_script_run_v19::BacktestEngine::bars_in_market_ = 0
protected

Definition at line 761 of file engine.hpp.

Referenced by record_equity_point().

◆ first_bar_open_

double pineforge::engine_script_run_v19::BacktestEngine::first_bar_open_ = std::numeric_limits<double>::quiet_NaN()
protected

Definition at line 762 of file engine.hpp.

Referenced by record_equity_point().

◆ broker_state_hash_recording_

bool pineforge::engine_script_run_v19::BacktestEngine::broker_state_hash_recording_ = false
protected

Definition at line 768 of file engine.hpp.

Referenced by set_broker_state_hash_recording().

◆ broker_state_hashes_

std::vector<uint64_t> pineforge::engine_script_run_v19::BacktestEngine::broker_state_hashes_
protected

Definition at line 769 of file engine.hpp.

◆ max_contracts_held_all_

double pineforge::engine_script_run_v19::BacktestEngine::max_contracts_held_all_ = 0.0
protected

Definition at line 772 of file engine.hpp.

Referenced by max_contracts_held_all(), and update_equity_extremes().

◆ max_contracts_held_long_

double pineforge::engine_script_run_v19::BacktestEngine::max_contracts_held_long_ = 0.0
protected

Definition at line 773 of file engine.hpp.

Referenced by max_contracts_held_long(), and update_equity_extremes().

◆ max_contracts_held_short_

double pineforge::engine_script_run_v19::BacktestEngine::max_contracts_held_short_ = 0.0
protected

Definition at line 774 of file engine.hpp.

Referenced by max_contracts_held_short(), and update_equity_extremes().

◆ eventrades_count_

int pineforge::engine_script_run_v19::BacktestEngine::eventrades_count_ = 0
protected

Definition at line 777 of file engine.hpp.

Referenced by eventrades().

◆ pending_equity_report_mode_

ReportMode pineforge::engine_script_run_v19::BacktestEngine::pending_equity_report_mode_ = ReportMode::FULL
protected

Definition at line 785 of file engine.hpp.

Referenced by pending_equity_report_mode(), report_replay_state(), and with_report_replay_flag().

◆ active_equity_report_mode_

ReportMode pineforge::engine_script_run_v19::BacktestEngine::active_equity_report_mode_ = ReportMode::FULL
protected

Definition at line 786 of file engine.hpp.

Referenced by equity_logical_point_count(), equity_report_mode(), record_equity_point(), and refold_summary_equity_tail().

◆ summary_equity_fold_

metrics::EquityMetricsFold pineforge::engine_script_run_v19::BacktestEngine::summary_equity_fold_
protected

Definition at line 787 of file engine.hpp.

Referenced by equity_logical_point_count(), and record_equity_point().

◆ summary_equity_snapshot_

metrics::EquityFoldSnapshot pineforge::engine_script_run_v19::BacktestEngine::summary_equity_snapshot_
mutableprotected

Definition at line 788 of file engine.hpp.

Referenced by equity_summary_snapshot(), and install_equity_ratio_result().

◆ summary_equity_snapshot_valid_

bool pineforge::engine_script_run_v19::BacktestEngine::summary_equity_snapshot_valid_ = false
mutableprotected

Definition at line 789 of file engine.hpp.

Referenced by equity_summary_snapshot(), install_equity_ratio_result(), and record_equity_point().

◆ summary_equity_ratios_ready_

bool pineforge::engine_script_run_v19::BacktestEngine::summary_equity_ratios_ready_ = false
mutableprotected

Definition at line 790 of file engine.hpp.

Referenced by equity_summary_ratios_ready(), install_equity_ratio_result(), and record_equity_point().

◆ summary_equity_ratios_

std::optional<metrics::EquityRatioResult> pineforge::engine_script_run_v19::BacktestEngine::summary_equity_ratios_
protected

Definition at line 791 of file engine.hpp.

Referenced by install_equity_ratio_result(), and record_equity_point().

◆ summary_broker_equity_prefix_

double pineforge::engine_script_run_v19::BacktestEngine::summary_broker_equity_prefix_[4] {}
protected

Definition at line 792 of file engine.hpp.

Referenced by record_equity_point(), and refold_summary_equity_tail().

◆ metrics_streaming_

MetricsStreamingStateV1 pineforge::engine_script_run_v19::BacktestEngine::metrics_streaming_
mutableprotected

Definition at line 823 of file engine.hpp.

Referenced by equity_logical_point_count(), record_equity_point(), refold_summary_equity_tail(), and report_equity_month_key().

◆ lot_excursion_hook_

LotExcursionHook pineforge::engine_script_run_v19::BacktestEngine::lot_excursion_hook_
protected

Definition at line 904 of file engine.hpp.

◆ last_script_continuation_hash_

uint64_t pineforge::engine_script_run_v19::BacktestEngine::last_script_continuation_hash_ = 0
protected

Definition at line 922 of file engine.hpp.

◆ last_script_continuation_valid_

bool pineforge::engine_script_run_v19::BacktestEngine::last_script_continuation_valid_ = false
protected

Definition at line 923 of file engine.hpp.

◆ kLevelGridBandPoints

double pineforge::engine_script_run_v19::BacktestEngine::kLevelGridBandPoints = 0.01
staticconstexprprotected

Definition at line 1126 of file engine.hpp.

Referenced by level_on_price_grid().

◆ bar_time_memo_ts_

int64_t pineforge::engine_script_run_v19::BacktestEngine::bar_time_memo_ts_ = std::numeric_limits<int64_t>::min()
mutableprotected

Definition at line 1357 of file engine.hpp.

Referenced by _decompose_bar_time().

◆ bar_time_memo_

BarTime pineforge::engine_script_run_v19::BacktestEngine::bar_time_memo_ {}
mutableprotected

Definition at line 1358 of file engine.hpp.

Referenced by _decompose_bar_time().

◆ bar_magnifier_enabled_

bool pineforge::engine_script_run_v19::BacktestEngine::bar_magnifier_enabled_ = false
protected

Definition at line 1390 of file engine.hpp.

◆ barstate_islast_

bool pineforge::engine_script_run_v19::BacktestEngine::barstate_islast_ = false
protected

Definition at line 1391 of file engine.hpp.

◆ magnifier_samples_

int pineforge::engine_script_run_v19::BacktestEngine::magnifier_samples_ = 4
protected

Definition at line 1392 of file engine.hpp.

◆ magnifier_dist_

MagnifierDistribution pineforge::engine_script_run_v19::BacktestEngine::magnifier_dist_ = MagnifierDistribution::ENDPOINTS
protected

Definition at line 1393 of file engine.hpp.

◆ magnifier_volume_weighted_

bool pineforge::engine_script_run_v19::BacktestEngine::magnifier_volume_weighted_ = false
protected

Definition at line 1401 of file engine.hpp.

Referenced by set_magnifier_volume_weighted().

◆ broker_fill_event_seq_

uint64_t pineforge::engine_script_run_v19::BacktestEngine::broker_fill_event_seq_ = 0
protected

Definition at line 1409 of file engine.hpp.

◆ input_tf_

std::string pineforge::engine_script_run_v19::BacktestEngine::input_tf_
protected

Definition at line 1416 of file engine.hpp.

◆ script_tf_

std::string pineforge::engine_script_run_v19::BacktestEngine::script_tf_
protected

Definition at line 1417 of file engine.hpp.

Referenced by main_period().

◆ script_tf_seconds_

int pineforge::engine_script_run_v19::BacktestEngine::script_tf_seconds_ = 0
protected

Definition at line 1421 of file engine.hpp.

◆ script_tf_agg_

TimeframeAggregator pineforge::engine_script_run_v19::BacktestEngine::script_tf_agg_
protected

Definition at line 1422 of file engine.hpp.

◆ prev_bar_timestamp_

int64_t pineforge::engine_script_run_v19::BacktestEngine::prev_bar_timestamp_ = 0
protected

Definition at line 1423 of file engine.hpp.

◆ stream_phase_

StreamPhase pineforge::engine_script_run_v19::BacktestEngine::stream_phase_ = StreamPhase::IDLE
protected

Definition at line 1430 of file engine.hpp.

Referenced by stream_is_realtime().

◆ stream_warmup_mode_

bool pineforge::engine_script_run_v19::BacktestEngine::stream_warmup_mode_ = false
protected

Definition at line 1431 of file engine.hpp.

◆ host_mutation_guard_inert_

bool pineforge::engine_script_run_v19::BacktestEngine::host_mutation_guard_inert_ = false
protected

Definition at line 1436 of file engine.hpp.

◆ stream_input_tf_ms_

int64_t pineforge::engine_script_run_v19::BacktestEngine::stream_input_tf_ms_ = 0
protected

Definition at line 1437 of file engine.hpp.

◆ stream_next_input_open_ms_

int64_t pineforge::engine_script_run_v19::BacktestEngine::stream_next_input_open_ms_ = 0
protected

Definition at line 1438 of file engine.hpp.

◆ stream_clock_ms_

int64_t pineforge::engine_script_run_v19::BacktestEngine::stream_clock_ms_ = 0
protected

Definition at line 1439 of file engine.hpp.

◆ stream_last_tick_ms_

int64_t pineforge::engine_script_run_v19::BacktestEngine::stream_last_tick_ms_ = 0
protected

Definition at line 1440 of file engine.hpp.

◆ stream_last_sequence_

uint64_t pineforge::engine_script_run_v19::BacktestEngine::stream_last_sequence_ = 0
protected

Definition at line 1441 of file engine.hpp.

◆ stream_seen_sequence_

bool pineforge::engine_script_run_v19::BacktestEngine::stream_seen_sequence_ = false
protected

Definition at line 1442 of file engine.hpp.

◆ stream_has_input_bar_

bool pineforge::engine_script_run_v19::BacktestEngine::stream_has_input_bar_ = false
protected

Definition at line 1443 of file engine.hpp.

◆ stream_input_bar_

Bar pineforge::engine_script_run_v19::BacktestEngine::stream_input_bar_ {}
protected

Definition at line 1444 of file engine.hpp.

◆ stream_last_price_

double pineforge::engine_script_run_v19::BacktestEngine::stream_last_price_ = 0.0
protected

Definition at line 1445 of file engine.hpp.

◆ stream_has_last_price_

bool pineforge::engine_script_run_v19::BacktestEngine::stream_has_last_price_ = false
protected

Definition at line 1446 of file engine.hpp.

◆ stream_next_script_bar_index_

int pineforge::engine_script_run_v19::BacktestEngine::stream_next_script_bar_index_ = 0
protected

Definition at line 1447 of file engine.hpp.

◆ stream_script_bar_had_tick_

bool pineforge::engine_script_run_v19::BacktestEngine::stream_script_bar_had_tick_ = false
protected

Definition at line 1448 of file engine.hpp.

◆ stream_script_tick_seen_

bool pineforge::engine_script_run_v19::BacktestEngine::stream_script_tick_seen_ = false
protected

Definition at line 1449 of file engine.hpp.

◆ stream_input_mode_

StreamInputMode pineforge::engine_script_run_v19::BacktestEngine::stream_input_mode_ = StreamInputMode::UNSET
protected

Definition at line 1451 of file engine.hpp.

◆ stream_observe_actions_

bool pineforge::engine_script_run_v19::BacktestEngine::stream_observe_actions_ = false
protected

Definition at line 1452 of file engine.hpp.

◆ stream_action_sequence_

uint64_t pineforge::engine_script_run_v19::BacktestEngine::stream_action_sequence_ = 0
protected

Definition at line 1453 of file engine.hpp.

◆ stream_order_actions_

std::vector<StreamOrderAction> pineforge::engine_script_run_v19::BacktestEngine::stream_order_actions_
protected

Definition at line 1454 of file engine.hpp.

Referenced by stream_order_action_at(), stream_order_actions_clear(), and stream_order_actions_len().

◆ security_eval_states_

std::vector<SecurityEvalState> pineforge::engine_script_run_v19::BacktestEngine::security_eval_states_
protected

Definition at line 1486 of file engine.hpp.

◆ security_input_tf_

std::string pineforge::engine_script_run_v19::BacktestEngine::security_input_tf_
protected

Definition at line 1489 of file engine.hpp.

◆ native_security_feeds_

std::vector<NativeSecurityFeed> pineforge::engine_script_run_v19::BacktestEngine::native_security_feeds_
protected

Definition at line 1502 of file engine.hpp.

Referenced by native_security_feed_enabled().

◆ diag_native_security_substitutions_

int64_t pineforge::engine_script_run_v19::BacktestEngine::diag_native_security_substitutions_ = 0
protected

Definition at line 1503 of file engine.hpp.

Referenced by native_security_substitutions().

◆ diag_native_security_misses_

int64_t pineforge::engine_script_run_v19::BacktestEngine::diag_native_security_misses_ = 0
protected

Definition at line 1504 of file engine.hpp.

Referenced by native_security_misses().

◆ chart_day_partition_

NativeDayPartition pineforge::engine_script_run_v19::BacktestEngine::chart_day_partition_
protected

Definition at line 1512 of file engine.hpp.

Referenced by chart_day_partition_installed().

◆ trace_enabled_

bool pineforge::engine_script_run_v19::BacktestEngine::trace_enabled_ = false
protected

Definition at line 1525 of file engine.hpp.

Referenced by set_trace_enabled(), and trace_enabled().

◆ last_run_status_

int pineforge::engine_script_run_v19::BacktestEngine::last_run_status_ = 0
protected

Definition at line 1529 of file engine.hpp.

Referenced by last_run_status().

◆ abort_requested_

AbortFlag pineforge::engine_script_run_v19::BacktestEngine::abort_requested_
protected

Definition at line 1559 of file engine.hpp.

Referenced by check_abort(), and request_abort().

◆ trace_buffer_

std::vector<TraceEntryC> pineforge::engine_script_run_v19::BacktestEngine::trace_buffer_
protected

Definition at line 1565 of file engine.hpp.

◆ trace_names_

std::vector<std::string> pineforge::engine_script_run_v19::BacktestEngine::trace_names_
protected

Definition at line 1566 of file engine.hpp.

◆ trace_name_index_

std::unordered_map<std::string, int32_t> pineforge::engine_script_run_v19::BacktestEngine::trace_name_index_
protected

Definition at line 1567 of file engine.hpp.

◆ diag_input_bars_processed_

int64_t pineforge::engine_script_run_v19::BacktestEngine::diag_input_bars_processed_ = 0
protected

Definition at line 1571 of file engine.hpp.

◆ diag_script_bars_processed_

int64_t pineforge::engine_script_run_v19::BacktestEngine::diag_script_bars_processed_ = 0
protected

Definition at line 1572 of file engine.hpp.

Referenced by script_bars_processed().

◆ diag_magnifier_sub_bars_processed_

int64_t pineforge::engine_script_run_v19::BacktestEngine::diag_magnifier_sub_bars_processed_ = 0
protected

Definition at line 1573 of file engine.hpp.

◆ diag_magnifier_sample_ticks_processed_

int64_t pineforge::engine_script_run_v19::BacktestEngine::diag_magnifier_sample_ticks_processed_ = 0
protected

Definition at line 1574 of file engine.hpp.

◆ diag_script_tf_ratio_

int pineforge::engine_script_run_v19::BacktestEngine::diag_script_tf_ratio_ = 0
protected

Definition at line 1575 of file engine.hpp.

◆ diag_needs_aggregation_

bool pineforge::engine_script_run_v19::BacktestEngine::diag_needs_aggregation_ = false
protected

Definition at line 1576 of file engine.hpp.

◆ last_error_

std::string pineforge::engine_script_run_v19::BacktestEngine::last_error_
protected

Definition at line 1582 of file engine.hpp.

Referenced by last_error().

◆ execution_consumer_slot_

ExecutionConsumerSlot pineforge::engine_script_run_v19::BacktestEngine::execution_consumer_slot_
protected

Definition at line 2045 of file engine.hpp.

◆ outputs_enabled_

bool pineforge::engine_script_run_v19::BacktestEngine::outputs_enabled_ = false
protected

Definition at line 2649 of file engine.hpp.

Referenced by output_constants_count(), and output_series_count().

◆ report_replay_flag

std::uint32_t pineforge::engine_script_run_v19::BacktestEngine::report_replay_flag = UINT32_C(0x80000000)
staticconstexprprotected

Definition at line 2869 of file engine.hpp.

Referenced by pending_equity_report_mode(), report_replay_state(), and with_report_replay_flag().

◆ trade_percent_prefix_

TradePercentPrefix pineforge::engine_script_run_v19::BacktestEngine::trade_percent_prefix_
protected

Definition at line 2936 of file engine.hpp.

Referenced by avg_losing_trade_percent(), avg_trade_percent(), and avg_winning_trade_percent().

The documentation for this class was generated from the following file: