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PineForge unreleased
Deterministic PineScript v6 backtest runtime — C ABI reference
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#include <pine_adapter.hpp>
Data Structures | |
| struct | AnchoredRelativeStats |
| struct | CohortHeapEstimate |
| struct | ExitGroupWork |
| struct | FixtureCloseCallsite |
| struct | FixturePendingSnapshot |
| struct | PendingScanCounter |
| struct | PendingScanWork |
| struct | PositionTailWork |
| struct | RetirementPopulation |
| struct | RetirementWork |
| struct | SourceMarginMoney |
Public Types | |
| enum class | PositionTailGuard : std::uint8_t { None , Inactive , Invalidated , PublicationRewind , PublicationGap , BeforeBarrier , NonmonotoneTime , MissingOrigin , ReactivatedOrigin , SideMismatch , InvalidQuantity , QuantumShift , MagnitudeShift , MagnitudeOverflow , InvalidCertificate , NonfiniteResult , NonPineHost , ShortSeed , Amendment , Relabel , Flat , Rebind , Count } |
Public Member Functions | |
| PineExecutionAdapter (compat::pine::CapAttachment attachment=compat::pine::CapAttachment::None) | |
| PineExecutionAdapter (NativeStrategyHost &host, compat::pine::CapAttachment attachment=compat::pine::CapAttachment::None) | |
| void | bind (NativeStrategyHost &host) noexcept |
| void | bind_exit_scratch (detail::ExitScratchContext &context) |
| int | projection_bar_index (const NativeDecisionContext &) const noexcept |
| int | projection_bar_index (const NativeCoordinate &) const noexcept |
| void | reset_for_run () |
| void | set_cache_policy_for_run (const CacheDefaults &policy) |
| void | set_configuration (const PineStrategyConfig &config) noexcept |
| void | set_staged_configuration (const StagedConfiguration &staged) |
| void | set_begin_mode (bool is_stream, bool bar_magnifier=false) noexcept |
| void | set_id_tables_directory (const std::string &directory) |
| void | set_auxiliary_tables_directory (const std::string &directory) |
| void | fixture_use_memory_auxiliary_tables () |
| void | fixture_cohort_implicit_spill_interval (std::size_t calls) noexcept |
| void | fixture_spill_predicate (bool(*predicate)(const std::string &)) noexcept |
| void | fixture_verify_source_entry_slots (bool enabled) noexcept |
| void | fixture_bracket_remove_precheck (bool enabled) noexcept |
| std::uint64_t | fixture_auxiliary_disk_bytes () const noexcept |
| std::uint64_t | fixture_erased_digest () const noexcept |
| std::uint64_t | fixture_erased_rows () const noexcept |
| const ::pineforge::detail::IdPairStore< std::int64_t, true > & | fixture_consumed_partial_exit_cycles () const noexcept |
| const PendingScanWork & | pending_scan_work () const noexcept |
| const auto & | cohort_table_work () const noexcept |
| CohortHeapEstimate | cohort_heap_estimate () const noexcept |
| PositionTailWork | position_tail_work () const noexcept |
| NativeRunSpec | project (const PineStrategyConfig &, const StagedConfiguration &, const NativeBeginArgs &, NativePathOrder path_order=NativePathOrder::Auto, std::vector< NativeInstrumentFeed > *instrument_feeds=nullptr) const |
| void | entry (const SourceId &id, bool is_long, double limit_price=std::numeric_limits< double >::quiet_NaN(), double stop_price=std::numeric_limits< double >::quiet_NaN(), double qty=std::numeric_limits< double >::quiet_NaN(), const std::string &comment={}, const std::string &oca_name={}, int oca_type=0, int qty_type=-1) |
| void | close (const SourceId &id, const std::string &comment={}, double qty=std::numeric_limits< double >::quiet_NaN(), double qty_percent=std::numeric_limits< double >::quiet_NaN(), bool immediately=false, std::uint64_t callsite_token=0) |
| void | close_all () |
| void | exit (const SourceId &exit_id, const SourceId &from_entry, double limit_price, double stop_price, double trail_points=std::numeric_limits< double >::quiet_NaN(), double trail_offset=std::numeric_limits< double >::quiet_NaN(), double trail_price=std::numeric_limits< double >::quiet_NaN(), double qty_percent=100.0, const std::string &comment={}, double qty=std::numeric_limits< double >::quiet_NaN(), const std::string &oca_name={}, double profit_ticks=std::numeric_limits< double >::quiet_NaN(), double loss_ticks=std::numeric_limits< double >::quiet_NaN()) |
| void | exit_cancel_bracket (const SourceId &exit_id, const SourceId &from_entry, const std::string &comment={}) |
| void | cancel (const SourceId &id) |
| void | cancel_all () |
| void | order (const SourceId &id, bool is_long, double qty, double limit_price=std::numeric_limits< double >::quiet_NaN(), double stop_price=std::numeric_limits< double >::quiet_NaN(), const std::string &oca_name={}, int oca_type=0) |
| native_order::ExecutionTerms | resolve_terms (const NativeExecutionTermsFacts &) const |
| void | anchor_relative_exits () |
| std::optional< double > | resolve_anchored_level (const NativeAnchoredLevelView &) const |
| const AnchoredRelativeStats & | anchored_relative_stats () const noexcept |
| bool | core_sizes_default_opening (bool is_long) const |
| void | preflight_id_pair_precommit (const NativePrecommitView &) const |
| NativePrecommitVerdict | validate_precommit (const NativePrecommitView &) const |
| SourceMarginMoney | source_margin_money (double mark_price, std::int64_t sub_bar_open_ms) const |
| double | source_margin_units (const SourceMarginMoney &, bool opening_checkpoint, bool gated=true, double print=std::numeric_limits< double >::quiet_NaN()) const |
| double | lagged_margin_follow_up_units (const std::vector< NativeOpenLot > &lots, const SourceMarginMoney &money, double called, double fill, std::int64_t sub_bar_open_ms) const |
| double | source_margin_fill_price (double fire, bool close_is_buy) const |
| bool | source_margin_rounded_tie_veto () const |
| bool | margin_check_allowed (const NativeMarginCheckPoint &) const |
| bool | intrabar_sample_checked (const NativeMarginCheckPoint &) const |
| std::optional< NativeMarginDecision > | resolve_margin_requirement (const NativeMarginRequirementView &) const |
| std::optional< double > | resolve_margin_call_units (const NativeMarginCallView &) const |
| void | on_bar_open (const Bar &, const NativeDecisionContext &) |
| void | on_tick (const Bar &, const NativeTickContext &) |
| void | on_bar_close_before_script (const Bar &, const NativeDecisionContext &) |
| void | on_bar_close (const Bar &, const NativeDecisionContext &) |
| void | on_applied (const native_order::ExecutionAppliedEvent &, const NativeDecisionContext &) |
| void | source_batch_end () |
| std::int64_t | chart_day_key (std::int64_t timestamp_ms) const noexcept |
| int | short_seed_collision_role_v1 (native_order::RequestHandle) const noexcept |
| const PendingIntentView & | pending_intent_view () const noexcept |
| std::vector< FixturePendingSnapshot > | fixture_pending_snapshots () const |
| double | source_unclosed_qty_for (const SourceId &id) const noexcept |
| int | source_entry_slot_count () const noexcept |
| double | fixture_close_logical_units (const SourceId &) const noexcept |
| std::size_t | fixture_close_logical_count () const noexcept |
| double | fixture_close_pending_debt () const noexcept |
| double | fixture_close_admitted_total () const noexcept |
| std::vector< FixtureCloseCallsite > | fixture_close_callsites () const |
| void | set_risk_direction (int direction) noexcept |
| void | set_risk_max_cons_loss_days (int value) noexcept |
| void | set_risk_max_drawdown (double value, bool percent) noexcept |
| void | set_risk_max_intraday_loss (double value, bool percent) noexcept |
| void | set_risk_max_position_size (double value) noexcept |
| PineReplayRiskConfig | capture_replay_risk_config () const noexcept |
| void | restore_replay_risk_config (const PineReplayRiskConfig &) noexcept |
| bool | allows_risk_direction (bool is_long) const noexcept |
| bool | max_drawdown_is_percent () const noexcept |
| bool | max_intraday_loss_is_percent () const noexcept |
| bool | take_intraday_loss_relabel (std::uint64_t ordinal) noexcept |
| void | set_margin_call_enabled (bool enabled) noexcept |
| void | mark_market_pyramid_add (std::uint64_t incarnation) |
| bool | market_pyramid_add (std::uint64_t incarnation) const noexcept |
| void | enable_intraday_cap () noexcept |
| void | attach_execution_adapter () noexcept |
| bool | calc_on_order_fills () const noexcept |
| bool | process_orders_on_close () const noexcept |
| bool | fixture_coof_recalc_active () const noexcept |
| bool | fixture_coof_cursor_is_bar_close () const noexcept |
| PineCancellationReceipt * | fixture_mutable_cancellation (int index) noexcept |
| void | fixture_remove_entry_without_named_cancel (const SourceId &) |
| void | begin_source_evaluation () noexcept |
| bool | fixture_named_entry_cancel_active (const SourceId &id) const noexcept |
| std::vector< native_order::RequestHandle > | take_first_open_newborns () |
| void | observe_terminal_receipts () |
| void | flush_pending_bracket_legs (native_order::RequestHandle just_applied={}, bool post_calculation=true, bool pre_script_drain=false) |
| void | flush_pending_entries () |
| void | flush_pending_closes () |
| void | release_delayed_orders (bool explicit_brackets_only=false, double current_open=std::numeric_limits< double >::quiet_NaN()) |
| void | begin_coof_recalc (const native_order::ExecutionAppliedEvent &, const NativeDecisionContext &, bool first_open, std::uint64_t source_fill_sequence) |
| void | end_coof_recalc () noexcept |
| bool | suppress_grouped_stop_recalc (const native_order::ExecutionAppliedEvent &, const NativeDecisionContext &) const noexcept |
| bool | immediate_calculation_close (const native_order::ExecutionAppliedEvent &, const NativeDecisionContext &) const noexcept |
| std::uint64_t | command_sequence_for_exit (const SourceId &exit_id, const SourceId &from_entry={}) const |
| bool | is_open_phase_exit (std::size_t trade_index) const |
| std::uint8_t | exit_phase_value (std::size_t trade_index) const |
| std::pair< std::size_t, std::uint64_t > | exit_phase_prefix () const noexcept |
| std::size_t | resident_exit_phases () const noexcept |
| void | permute_exit_phases (std::size_t start, const std::vector< std::size_t > &indices) |
| void | permute_exit_phase_rows (std::size_t start, std::size_t count, const std::function< std::size_t(std::size_t)> &source_at) |
| ExitGroupWork | exit_group_work () const noexcept |
| std::optional< std::vector< std::uint32_t > > | global_exit_child_ranks (const std::vector< SourceId > &ids) const |
| bool | other_exit_reaches (double price, bool closing_long, const SourceId &exit_id, const native_order::RequestHandle &filled) const |
| void | hash_state (BrokerStateHashSink &) const |
| const RetirementWork & | retirement_work () const noexcept |
| RetirementPopulation | retirement_population () const |
Static Public Member Functions | |
| static std::uint64_t | fold_dropped_close (std::uint64_t digest, const DroppedCloseReceipt &receipt) noexcept |
| static std::uint64_t | fold_exit_phase (std::uint64_t digest, std::uint8_t phase) noexcept |
Data Fields | |
| compat::pine::IntradayCap | cap |
| compat::pine::OrderPriority | priority |
| MarketAdmissionJournal | admission_journal |
Definition at line 1633 of file pine_adapter.hpp.
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strong |
Definition at line 1718 of file pine_adapter.hpp.
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explicit |
Definition at line 1103 of file pine_adapter.cpp.
References cap, pineforge::detail::cohort, and pineforge::detail::exit_rank.
Referenced by detail::exit_scratch, PineExecutionAdapter(), and PineScheduler.
| pineforge::source::PineExecutionAdapter::PineExecutionAdapter | ( | NativeStrategyHost & | host, |
| compat::pine::CapAttachment | attachment = compat::pine::CapAttachment::None ) |
Definition at line 1110 of file pine_adapter.cpp.
References bind(), and PineExecutionAdapter().
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noexcept |
Definition at line 1177 of file pine_adapter.cpp.
References PINEFORGE_POSITION_TAIL_DIAGNOSTICS, and Rebind.
Referenced by on_applied(), and PineExecutionAdapter().
| void pineforge::source::PineExecutionAdapter::bind_exit_scratch | ( | detail::ExitScratchContext & | context | ) |
Definition at line 1168 of file pine_adapter.cpp.
References pineforge::source::detail::exit_scratch_check(), pineforge::source::detail::exit_scratch_failure(), pineforge::detail::programming_error, pineforge::detail::CommandScratchStore::status(), pineforge::source::detail::ExitScratchContext::store, and pineforge::detail::CommandScratchStore::transaction_active().
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noexcept |
Definition at line 1203 of file pine_adapter.cpp.
Referenced by on_applied(), on_bar_open(), order(), projection_bar_index(), suppress_grouped_stop_recalc(), and validate_precommit().
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noexcept |
Definition at line 1212 of file pine_adapter.cpp.
References pineforge::native_driver_v5::NativeDecisionContext::coordinate, projection_bar_index(), and pineforge::native_driver_v5::NativeDecisionContext::script_bar_open_ms.
| void pineforge::source::PineExecutionAdapter::reset_for_run | ( | ) |
Definition at line 2577 of file pine_adapter.cpp.
References admission_journal, and cap.
| void pineforge::source::PineExecutionAdapter::set_cache_policy_for_run | ( | const CacheDefaults & | policy | ) |
Definition at line 29007 of file pine_adapter.cpp.
References pineforge::CacheDefaults::cohort_id_pages, pineforge::CacheDefaults::consumed_cycle_pages, pineforge::CacheDefaults::erased_minima_pages, pineforge::CacheDefaults::exit_rank_pages, pineforge::CacheDefaults::retained_sequence_pages, and set_cache_policy_for_run().
Referenced by set_cache_policy_for_run().
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noexcept |
Definition at line 2774 of file pine_adapter.cpp.
| void pineforge::source::PineExecutionAdapter::set_staged_configuration | ( | const StagedConfiguration & | staged | ) |
Definition at line 2778 of file pine_adapter.cpp.
References pineforge::source::StagedConfiguration::quantity_grid.
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noexcept |
Definition at line 2790 of file pine_adapter.cpp.
| void pineforge::source::PineExecutionAdapter::set_id_tables_directory | ( | const std::string & | directory | ) |
Definition at line 28997 of file pine_adapter.cpp.
References set_id_tables_directory().
Referenced by set_auxiliary_tables_directory(), and set_id_tables_directory().
| void pineforge::source::PineExecutionAdapter::set_auxiliary_tables_directory | ( | const std::string & | directory | ) |
Definition at line 29055 of file pine_adapter.cpp.
References set_auxiliary_tables_directory(), and set_id_tables_directory().
Referenced by set_auxiliary_tables_directory().
| void pineforge::source::PineExecutionAdapter::fixture_use_memory_auxiliary_tables | ( | ) |
Definition at line 29059 of file pine_adapter.cpp.
References fixture_use_memory_auxiliary_tables().
Referenced by fixture_use_memory_auxiliary_tables().
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inlinenoexcept |
Definition at line 1673 of file pine_adapter.hpp.
References fixture_cohort_implicit_spill_interval().
Referenced by fixture_cohort_implicit_spill_interval().
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inlinenoexcept |
Definition at line 1677 of file pine_adapter.hpp.
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inlinenoexcept |
Definition at line 1680 of file pine_adapter.hpp.
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inlinenoexcept |
Definition at line 1683 of file pine_adapter.hpp.
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noexcept |
Definition at line 29064 of file pine_adapter.cpp.
References fixture_auxiliary_disk_bytes().
Referenced by fixture_auxiliary_disk_bytes().
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inlinenoexcept |
Definition at line 1687 of file pine_adapter.hpp.
References fixture_erased_digest().
Referenced by fixture_erased_digest().
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inlinenoexcept |
Definition at line 1688 of file pine_adapter.hpp.
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inlinenoexcept |
Definition at line 1690 of file pine_adapter.hpp.
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inlinenoexcept |
Definition at line 1704 of file pine_adapter.hpp.
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inlinenoexcept |
Definition at line 1705 of file pine_adapter.hpp.
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noexcept |
Definition at line 5424 of file pine_adapter.cpp.
References pineforge::source::PineExecutionAdapter::CohortHeapEstimate::bytes_per_row, pineforge::source::PineExecutionAdapter::CohortHeapEstimate::directory_bytes, pineforge::source::PineExecutionAdapter::CohortHeapEstimate::key_bytes, pineforge::source::PineExecutionAdapter::CohortHeapEstimate::live_unit_bytes, pineforge::source::PineExecutionAdapter::CohortHeapEstimate::opened_bytes, pineforge::source::PineExecutionAdapter::CohortHeapEstimate::origin_bytes, pineforge::detail::DiskResidentIdTable< CohortFacts >::resident_row_bytes(), pineforge::source::PineExecutionAdapter::CohortHeapEstimate::resident_rows, pineforge::source::PineExecutionAdapter::CohortHeapEstimate::row_bytes, and pineforge::source::PineExecutionAdapter::CohortHeapEstimate::total_bytes.
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noexcept |
Definition at line 28676 of file pine_adapter.cpp.
| NativeRunSpec pineforge::source::PineExecutionAdapter::project | ( | const PineStrategyConfig & | config, |
| const StagedConfiguration & | staged, | ||
| const NativeBeginArgs & | args, | ||
| NativePathOrder | path_order = NativePathOrder::Auto, | ||
| std::vector< NativeInstrumentFeed > * | instrument_feeds = nullptr ) const |
Definition at line 2916 of file pine_adapter.cpp.
References pineforge::native_run_spec_v3::NativeRunSpec::abort_reporting, pineforge::native_run_spec_v3::NativeRunSpec::account_fx, pineforge::source::StagedConfiguration::account_fx, pineforge::native_run_spec_v3::NativeRunSpec::allowed_open_directions, pineforge::engine_script_run_v19::NativeBeginArgs::bar_magnifier, pineforge::engine_script_run_v19::NativeBeginArgs::bars, pineforge::native_run_spec_v3::NativeRunSpec::basecurrency, pineforge::SymInfo::basecurrency, pineforge::native_run_spec_v3::NativeMarginModel::basis, pineforge::source::PineStrategyConfig::calc_on_order_fills, pineforge::native_run_spec_v3::NativeRunSpec::calculation, pineforge::native_run_spec_v3::NativeRunSpec::chart_timezone, pineforge::source::StagedConfiguration::chart_timezone, pineforge::native_run_spec_v3::NativeMarginModel::check, pineforge::native_run_spec_v3::NativeRunSpec::close_execution, pineforge::source::PineStrategyConfig::commission_type, pineforge::source::PineStrategyConfig::commission_value, pineforge::native_run_spec_v3::IntrabarPath::ContinuousSegments, pineforge::native_run_spec_v3::NativeRunSpec::currency, pineforge::SymInfo::currency, pineforge::native_run_spec_v3::NativeRunSpec::description, pineforge::SymInfo::description, detail::exit_scratch, pineforge::detect_timeframe(), pineforge::ENDPOINTS, pineforge::engine_invariant, pineforge::native_run_spec_v3::NativeRunSpec::event_retention, pineforge::native_run_spec_v3::NativeRunSpec::fee_kind, pineforge::native_run_spec_v3::NativeRunSpec::fee_value, pineforge::native_run_spec_v3::NativeRunSpec::identity, pineforge::native_run_spec_v3::NativeRunSpec::initial_capital, pineforge::source::PineStrategyConfig::initial_capital, pineforge::native_run_spec_v3::NativeMarginModel::initial_long, pineforge::native_run_spec_v3::NativeMarginModel::initial_short, pineforge::engine_script_run_v19::NativeBeginArgs::input_tf, pineforge::native_run_spec_v3::NativeRunSpec::input_tf, pineforge::native_run_spec_v3::NativeRunSpec::instrument_feeds, pineforge::native_run_spec_v3::NativeRunSpec::intrabar, pineforge::engine_script_run_v19::NativeBeginArgs::is_stream, pineforge::source::kCoofLoopGuard, pineforge::native_run_spec_v3::NativeRunSpec::legacy_tolerance, pineforge::native_run_spec_v3::NativeMarginModel::level_base, pineforge::native_run_spec_v3::NativeMarginModel::liquidation_comment, pineforge::native_run_spec_v3::NativeMarginModel::liquidation_label, pineforge::engine_script_run_v19::NativeBeginArgs::magnifier_distribution, pineforge::engine_script_run_v19::NativeBeginArgs::magnifier_samples, pineforge::engine_script_run_v19::NativeBeginArgs::magnifier_volume_weighted, pineforge::engine_script_run_v19::NativeBeginArgs::magnifier_volume_weighted_min_samples, pineforge::native_run_spec_v3::NativeMarginModel::maintenance_long, pineforge::native_run_spec_v3::NativeMarginModel::maintenance_short, pineforge::source::make_magnifier_path_source(), pineforge::native_run_spec_v3::NativeRunSpec::margin, pineforge::source::PineStrategyConfig::margin_long, pineforge::source::PineStrategyConfig::margin_short, pineforge::native_run_spec_v3::NativeRunSpec::max_recalculations_per_point, pineforge::SymInfo::mintick, pineforge::engine_script_run_v19::NativeBeginArgs::n, pineforge::native_bar_views_v1::normalize_native_run_spec(), pineforge::native_run_spec_v3::NativeRunSpec::path_order, pineforge::PERCENT, pineforge::native_run_spec_v3::NativeRunSpec::point_value, pineforge::SymInfo::pointvalue, pineforge::native_run_spec_v3::NativeRunSpec::price_tick, pineforge::source::PineStrategyConfig::process_orders_on_close, pineforge::native_run_spec_v3::NativeRunSpec::quantity_grid, pineforge::source::StagedConfiguration::quantity_grid, pineforge::native_run_spec_v3::NativeRunSpec::report_policy, pineforge::source::run_spec_field_failure(), pineforge::engine_script_run_v19::NativeBeginArgs::script_tf, pineforge::native_run_spec_v3::NativeRunSpec::script_tf, pineforge::native_run_spec_v3::NativeRunSpec::session, pineforge::SymInfo::session, pineforge::source::PineStrategyConfig::slippage, pineforge::native_run_spec_v3::NativeRunSpec::slippage_ticks, pineforge::native_run_spec_v3::NativeRunSpec::slot_label_policy, pineforge::source::StagedConfiguration::syminfo, pineforge::tf_ratio(), pineforge::native_run_spec_v3::NativeRunSpec::ticker, pineforge::SymInfo::ticker, pineforge::native_run_spec_v3::NativeRunSpec::tickerid, pineforge::SymInfo::tickerid, pineforge::native_run_spec_v3::NativeRunSpec::timeframe_undetected, pineforge::native_run_spec_v3::NativeRunSpec::timezone, pineforge::SymInfo::timezone, pineforge::source::tradingview_magnifier_bars(), pineforge::native_run_spec_v3::NativeRunSpec::type, pineforge::SymInfo::type, pineforge::native_run_spec_v3::IntrabarPath::value, pineforge::native_run_spec_v3::NativeRunSpec::volumetype, and pineforge::SymInfo::volumetype.
| void pineforge::source::PineExecutionAdapter::entry | ( | const SourceId & | id, |
| bool | is_long, | ||
| double | limit_price = std::numeric_limits<double>::quiet_NaN(), | ||
| double | stop_price = std::numeric_limits<double>::quiet_NaN(), | ||
| double | qty = std::numeric_limits<double>::quiet_NaN(), | ||
| const std::string & | comment = {}, | ||
| const std::string & | oca_name = {}, | ||
| int | oca_type = 0, | ||
| int | qty_type = -1 ) |
Definition at line 7596 of file pine_adapter.cpp.
References PF_RARE.
Referenced by cancel(), close(), flush_pending_bracket_legs(), flush_pending_entries(), hash_state(), on_applied(), order(), and retirement_population().
| void pineforge::source::PineExecutionAdapter::close | ( | const SourceId & | id, |
| const std::string & | comment = {}, | ||
| double | qty = std::numeric_limits<double>::quiet_NaN(), | ||
| double | qty_percent = std::numeric_limits<double>::quiet_NaN(), | ||
| bool | immediately = false, | ||
| std::uint64_t | callsite_token = 0 ) |
Definition at line 10083 of file pine_adapter.cpp.
References pineforge::source::detail::callback_point(), cap, pineforge::source::Close, close(), pineforge::source::CloseAll, pineforge::source::PlacementSnapshot::command_ordinal, pineforge::native_order::native_order_v8::Request::comment, pineforge::source::PlacementSnapshot::comment, pineforge::engine_script_run_v19::BrokerStateHashSink::d(), pineforge::source::PlacementSnapshot::deferred_cohort, pineforge::source::Entry, entry(), pineforge::source::PlacementSnapshot::family, pineforge::FIXED, fixture_close_logical_units(), flush_pending_entries(), pineforge::source::PlacementSnapshot::from_entry, pineforge::engine_script_run_v19::BrokerStateHashSink::h, pineforge::engine_script_run_v19::BrokerStateHashSink::i(), pineforge::native_order::native_order_v8::Request::intent, pineforge::source::PlacementSnapshot::is_long, pineforge::native_order::native_order_v8::Request::label, pineforge::LONG, pineforge::source::PlacementSnapshot::market_admission, pineforge::native_order::native_order_v8::Request::owner, pineforge::source::PlacementSnapshot::paired_reversal_parent, pineforge::PERCENT_OF_EQUITY, pineforge::source::PlacementSnapshot::qty_percent, pineforge::source::PlacementSnapshot::requested_qty, pineforge::source::detail::run_position(), pineforge::source::detail::run_state(), pineforge::engine_script_run_v19::NativePhysicalPosition::signed_units, pineforge::source::PlacementSnapshot::sizing, pineforge::source::PlacementSnapshot::source_id, and pineforge::native_order::native_order_v8::Request::trigger.
Referenced by close(), and close_all().
| void pineforge::source::PineExecutionAdapter::close_all | ( | ) |
Definition at line 11002 of file pine_adapter.cpp.
References pineforge::source::detail::callback_point(), close(), pineforge::source::CloseAll, pineforge::native_order::native_order_v8::Request::comment, pineforge::source::PlacementSnapshot::comment, pineforge::source::Entry, pineforge::native_order::native_order_v8::Request::intent, pineforge::source::PlacementSnapshot::is_long, pineforge::native_order::native_order_v8::Request::label, pineforge::LONG, pineforge::source::detail::margin_schedule_switches(), pineforge::source::PlacementSnapshot::market_admission, pineforge::source::PlacementSnapshot::paired_reversal_parent, PF_RARE, pineforge::source::PlacementSnapshot::requested_qty, pineforge::source::detail::run_position(), pineforge::engine_script_run_v19::NativePhysicalPosition::signed_units, and pineforge::source::PlacementSnapshot::source_id.
| void pineforge::source::PineExecutionAdapter::exit | ( | const SourceId & | exit_id, |
| const SourceId & | from_entry, | ||
| double | limit_price, | ||
| double | stop_price, | ||
| double | trail_points = std::numeric_limits<double>::quiet_NaN(), | ||
| double | trail_offset = std::numeric_limits<double>::quiet_NaN(), | ||
| double | trail_price = std::numeric_limits<double>::quiet_NaN(), | ||
| double | qty_percent = 100.0, | ||
| const std::string & | comment = {}, | ||
| double | qty = std::numeric_limits<double>::quiet_NaN(), | ||
| const std::string & | oca_name = {}, | ||
| double | profit_ticks = std::numeric_limits<double>::quiet_NaN(), | ||
| double | loss_ticks = std::numeric_limits<double>::quiet_NaN() ) |
Definition at line 11527 of file pine_adapter.cpp.
References pineforge::source::detail::callback_point(), pineforge::source::PlacementSnapshot::command_sequence, pineforge::source::PlacementSnapshot::comment, pineforge::engine_invariant, pineforge::source::Entry, pineforge::source::detail::exit_binding_rule_switches(), exit_cancel_bracket(), pineforge::source::PlacementSnapshot::exit_levels, pineforge::source::value_field::exit_trail_points, pineforge::source::ExitLimit, pineforge::source::ExitStop, pineforge::source::ExitTrail, pineforge::source::PlacementSnapshot::family, pineforge::FIXED, fixture_close_logical_units(), pineforge::FLAT, pineforge::source::PlacementSnapshot::from_entry, pineforge::source::detail::margin_opening_switches(), pineforge::source::PlacementSnapshot::oca_name, pineforge::source::detail::ExitBindingRuleSwitches::pending_bound_exit_survives_flat, PINEFORGE_POSITION_TAIL_DIAGNOSTICS, pineforge::source::PlacementSnapshot::projection_position_side, pineforge::source::PlacementSnapshot::qty_percent, pineforge::source::detail::replay_position_tail(), pineforge::source::PlacementSnapshot::requested_qty, pineforge::source::detail::run_position(), pineforge::engine_script_run_v19::NativePhysicalPosition::signed_units, pineforge::source::PlacementSnapshot::sizing, pineforge::source::PlacementSnapshot::source_id, pineforge::source::PlacementSnapshot::source_sequence, and pineforge::source::detail::MarginOpeningSwitches::void_flat_global_exit.
Referenced by cancel(), hash_state(), on_applied(), on_bar_open(), and validate_precommit().
| void pineforge::source::PineExecutionAdapter::exit_cancel_bracket | ( | const SourceId & | exit_id, |
| const SourceId & | from_entry, | ||
| const std::string & | comment = {} ) |
Definition at line 15032 of file pine_adapter.cpp.
Referenced by exit().
| void pineforge::source::PineExecutionAdapter::cancel | ( | const SourceId & | id | ) |
Definition at line 15087 of file pine_adapter.cpp.
References pineforge::source::Entry, entry(), exit(), pineforge::source::ExitLimit, pineforge::source::ExitStop, pineforge::source::ExitTrail, and PF_RARE.
| void pineforge::source::PineExecutionAdapter::cancel_all | ( | ) |
Definition at line 15160 of file pine_adapter.cpp.
References pineforge::source::detail::callback_point().
| void pineforge::source::PineExecutionAdapter::order | ( | const SourceId & | id, |
| bool | is_long, | ||
| double | qty, | ||
| double | limit_price = std::numeric_limits<double>::quiet_NaN(), | ||
| double | stop_price = std::numeric_limits<double>::quiet_NaN(), | ||
| const std::string & | oca_name = {}, | ||
| int | oca_type = 0 ) |
Definition at line 15193 of file pine_adapter.cpp.
References pineforge::source::detail::callback_point(), pineforge::CASH, pineforge::source::CloseAll, pineforge::engine_invariant, pineforge::source::Entry, entry(), pineforge::FLAT, flush_pending_entries(), pineforge::source::Order, pineforge::source::value_field::order_limit_price, pineforge::source::value_field::order_stop_price, pineforge::PERCENT_OF_EQUITY, pineforge::price, and projection_bar_index().
Referenced by hash_state(), on_applied(), release_delayed_orders(), and retirement_population().
| native_order::ExecutionTerms pineforge::source::PineExecutionAdapter::resolve_terms | ( | const NativeExecutionTermsFacts & | facts | ) | const |
Definition at line 15428 of file pine_adapter.cpp.
References PF_RARE.
| void pineforge::source::PineExecutionAdapter::anchor_relative_exits | ( | ) |
Definition at line 14724 of file pine_adapter.cpp.
References pineforge::native_order::native_order_v8::Request::anchor, pineforge::native_order::native_order_v8::Request::comment, pineforge::engine_invariant, pineforge::native_order::native_order_v8::Request::group, pineforge::native_order::native_order_v8::Request::intent, pineforge::native_order::native_order_v8::Request::label, pineforge::native_order::native_order_v8::Request::owner, and pineforge::native_order::native_order_v8::Request::trigger.
| std::optional< double > pineforge::source::PineExecutionAdapter::resolve_anchored_level | ( | const NativeAnchoredLevelView & | view | ) | const |
Definition at line 14984 of file pine_adapter.cpp.
References pineforge::source::ExitLimit, pineforge::source::ExitStop, pineforge::engine_script_run_v19::NativeAnchoredLevelView::kernel_level, and pineforge::native_order::native_order_v8::Request::trigger.
|
inlinenoexcept |
Definition at line 1795 of file pine_adapter.hpp.
| bool pineforge::source::PineExecutionAdapter::core_sizes_default_opening | ( | bool | is_long | ) | const |
Definition at line 3545 of file pine_adapter.cpp.
References pineforge::source::PineSizingSnapshot::mark, and pineforge::source::PineSizingSnapshot::price.
| void pineforge::source::PineExecutionAdapter::preflight_id_pair_precommit | ( | const NativePrecommitView & | view | ) | const |
Definition at line 16971 of file pine_adapter.cpp.
References pineforge::engine_script_run_v19::NativePrecommitView::account, pineforge::execution::Applied, pineforge::source::ExitLimit, pineforge::source::ExitStop, pineforge::source::ExitTrail, pineforge::native_order::native_order_v1::RequestHandle::incarnation, pineforge::engine_script_run_v19::NativePrecommitView::inspected_closed_units, pineforge::engine_script_run_v19::NativePrecommitView::settlement_readiness, pineforge::execution::settlement_projection_v1::AccountEffectProjection::signed_units_after, and pineforge::engine_script_run_v19::NativePrecommitView::target.
Referenced by validate_precommit().
| NativePrecommitVerdict pineforge::source::PineExecutionAdapter::validate_precommit | ( | const NativePrecommitView & | view | ) | const |
Definition at line 16988 of file pine_adapter.cpp.
References pineforge::engine_script_run_v19::NativePrecommitView::account, cap, pineforge::CASH, pineforge::source::Close, pineforge::source::detail::MarginRuleSwitches::close_first_admission, pineforge::source::CloseAll, pineforge::engine_script_run_v19::NativePrecommitView::cursor, pineforge::engine_script_run_v19::NativePrecommitView::definition, pineforge::native_driver_v5::NativeCoordinate::effective_time_ms, pineforge::source::Entry, exit(), pineforge::source::ExitLimit, pineforge::source::ExitStop, pineforge::source::ExitTrail, pineforge::FIXED, pineforge::FLAT, pineforge::native_order::native_order_v1::RequestHandle::incarnation, pineforge::execution::settlement_projection_v1::AccountEffectProjection::incoming_short, pineforge::engine_script_run_v19::NativePrecommitView::inspected_closed_units, pineforge::engine_script_run_v19::NativePrecommitView::inspected_opened_units, pineforge::native_driver_v5::NativeCoordinate::interval_index, pineforge::LONG, pineforge::source::detail::margin_opening_switches(), pineforge::source::detail::margin_rule_switches(), pineforge::source::detail::margin_schedule_switches(), pineforge::execution::settlement_projection_v1::AccountEffectProjection::marked_equity, pineforge::source::Order, pineforge::native_driver_v5::NativeCoordinate::path_phase, pineforge::PERCENT, pineforge::PERCENT_OF_EQUITY, PF_RARE, pineforge::native_order::native_order_v8::MatchCursor::point, preflight_id_pair_precommit(), projection_bar_index(), pineforge::engine_script_run_v19::NativePrecommitView::raw_price, pineforge::execution::settlement_projection_v1::AccountEffectProjection::realized_balance, pineforge::engine_script_run_v19::NativePrecommitView::resolved_price, pineforge::execution::settlement_projection_v1::AccountEffectProjection::resulting_abs_notional, pineforge::source::detail::run_position(), pineforge::source::detail::run_state(), pineforge::SHORT, pineforge::engine_script_run_v19::NativePhysicalPosition::signed_units, pineforge::engine_script_run_v19::NativePrecommitView::target, and pineforge::execution::settlement_projection_v1::AccountEffectProjection::would_open.
| PineExecutionAdapter::SourceMarginMoney pineforge::source::PineExecutionAdapter::source_margin_money | ( | double | mark_price, |
| std::int64_t | sub_bar_open_ms ) const |
Definition at line 18167 of file pine_adapter.cpp.
References pineforge::CASH_PER_CONTRACT, pineforge::source::PineExecutionAdapter::SourceMarginMoney::equity, pineforge::source::PineExecutionAdapter::SourceMarginMoney::exact_required, pineforge::source::PineExecutionAdapter::SourceMarginMoney::held, pineforge::source::PineExecutionAdapter::SourceMarginMoney::mark, pineforge::source::PineExecutionAdapter::SourceMarginMoney::required, pineforge::source::detail::run_position(), pineforge::source::PineExecutionAdapter::SourceMarginMoney::scale, pineforge::source::PineExecutionAdapter::SourceMarginMoney::short_book, pineforge::source::PineExecutionAdapter::SourceMarginMoney::unit_margin, and pineforge::source::PineExecutionAdapter::SourceMarginMoney::valid.
Referenced by on_bar_open(), resolve_margin_call_units(), and resolve_margin_requirement().
| double pineforge::source::PineExecutionAdapter::source_margin_units | ( | const SourceMarginMoney & | money, |
| bool | opening_checkpoint, | ||
| bool | gated = true, | ||
| double | print = std::numeric_limits<double>::quiet_NaN() ) const |
Definition at line 18222 of file pine_adapter.cpp.
References pineforge::source::detail::MarginRuleSwitches::dust_unit_call, pineforge::source::PineExecutionAdapter::SourceMarginMoney::equity, pineforge::source::PineExecutionAdapter::SourceMarginMoney::exact_required, pineforge::source::PineExecutionAdapter::SourceMarginMoney::held, pineforge::source::detail::margin_rule_switches(), pineforge::source::PineExecutionAdapter::SourceMarginMoney::mark, PF_RARE, pineforge::source::PineExecutionAdapter::SourceMarginMoney::required, pineforge::source::detail::run_position(), pineforge::source::PineExecutionAdapter::SourceMarginMoney::short_book, pineforge::engine_script_run_v19::NativePhysicalPosition::signed_units, pineforge::source::PineExecutionAdapter::SourceMarginMoney::unit_margin, and pineforge::source::PineExecutionAdapter::SourceMarginMoney::valid.
Referenced by on_bar_open(), and resolve_margin_call_units().
| double pineforge::source::PineExecutionAdapter::lagged_margin_follow_up_units | ( | const std::vector< NativeOpenLot > & | lots, |
| const SourceMarginMoney & | money, | ||
| double | called, | ||
| double | fill, | ||
| std::int64_t | sub_bar_open_ms ) const |
Definition at line 18340 of file pine_adapter.cpp.
References pineforge::source::PineExecutionAdapter::SourceMarginMoney::equity, pineforge::source::PineExecutionAdapter::SourceMarginMoney::held, pineforge::source::detail::margin_schedule_switches(), pineforge::PERCENT, pineforge::source::PineExecutionAdapter::SourceMarginMoney::required, pineforge::source::PineExecutionAdapter::SourceMarginMoney::unit_margin, pineforge::source::PineExecutionAdapter::SourceMarginMoney::valid, and pineforge::source::detail::MarginScheduleSwitches::whole_share_lagged_follow_up.
Referenced by on_bar_open().
| double pineforge::source::PineExecutionAdapter::source_margin_fill_price | ( | double | fire, |
| bool | close_is_buy ) const |
Definition at line 18391 of file pine_adapter.cpp.
Referenced by on_bar_open().
| bool pineforge::source::PineExecutionAdapter::source_margin_rounded_tie_veto | ( | ) | const |
Definition at line 18406 of file pine_adapter.cpp.
References pineforge::source::PineSizingSnapshot::frozen_units, pineforge::PERCENT_OF_EQUITY, and pineforge::source::PlacementSnapshot::sizing.
Referenced by margin_check_allowed(), and on_bar_open().
| bool pineforge::source::PineExecutionAdapter::margin_check_allowed | ( | const NativeMarginCheckPoint & | point | ) | const |
Definition at line 18449 of file pine_adapter.cpp.
References pineforge::engine_script_run_v19::NativeMarginCheckPoint::cursor, intrabar_sample_checked(), pineforge::engine_script_run_v19::NativeMarginCheckPoint::kind, pineforge::engine_script_run_v19::NativeMarginCheckPoint::liquidation_resting, pineforge::native_driver_v5::NativeCoordinate::ordinal, pineforge::native_order::native_order_v8::MatchCursor::point, and source_margin_rounded_tie_veto().
| bool pineforge::source::PineExecutionAdapter::intrabar_sample_checked | ( | const NativeMarginCheckPoint & | point | ) | const |
Definition at line 18503 of file pine_adapter.cpp.
References pineforge::source::PlacementSnapshot::family, pineforge::source::Margin, pineforge::engine_script_run_v19::NativeMarginCheckPoint::position, and pineforge::engine_script_run_v19::NativePhysicalPosition::signed_units.
Referenced by margin_check_allowed().
| std::optional< NativeMarginDecision > pineforge::source::PineExecutionAdapter::resolve_margin_requirement | ( | const NativeMarginRequirementView & | view | ) | const |
Definition at line 18518 of file pine_adapter.cpp.
References pineforge::engine_script_run_v19::NativeMarginRequirementView::cursor, pineforge::engine_script_run_v19::NativeMarginDecision::equity, pineforge::engine_script_run_v19::NativeMarginRequirementView::mark, pineforge::native_driver_v5::NativeCoordinate::open_ms, pineforge::native_order::native_order_v8::MatchCursor::point, pineforge::engine_script_run_v19::NativeMarginDecision::required, and source_margin_money().
| std::optional< double > pineforge::source::PineExecutionAdapter::resolve_margin_call_units | ( | const NativeMarginCallView & | view | ) | const |
Definition at line 18531 of file pine_adapter.cpp.
References pineforge::engine_script_run_v19::NativeMarginCallView::cursor, pineforge::engine_script_run_v19::NativeMarginCallView::mark, pineforge::native_driver_v5::NativeCoordinate::open_ms, pineforge::native_driver_v5::NativeCoordinate::ordinal, pineforge::native_order::native_order_v8::MatchCursor::point, pineforge::engine_script_run_v19::NativeMarginCallView::position, pineforge::engine_script_run_v19::NativePhysicalPosition::signed_units, source_margin_money(), and source_margin_units().
| void pineforge::source::PineExecutionAdapter::on_bar_open | ( | const Bar & | bar, |
| const NativeDecisionContext & | context ) |
Definition at line 22874 of file pine_adapter.cpp.
References cap, chart_day_key(), pineforge::source::Close, pineforge::Bar::close, pineforge::source::PlacementSnapshot::close_first_entry, pineforge::source::CloseAll, pineforge::native_driver_v5::NativeDecisionContext::coordinate, pineforge::native_driver_v5::NativeDecisionContext::driver_statistics, pineforge::source::Entry, exit(), pineforge::source::detail::exit_binding_rule_switches(), pineforge::source::PlacementSnapshot::exit_levels, pineforge::source::ExitLimit, pineforge::source::ExitStop, pineforge::source::ExitTrail, pineforge::source::PlacementSnapshot::family, pineforge::Bar::high, pineforge::native_driver_v5::NativeCoordinate::interval_index, pineforge::native_driver_v5::NativeDriverStatistics::intrabar_path_enabled, pineforge::source::PlacementSnapshot::is_long, pineforge::native_order::native_order_v8::ReplaceOptions::keep_handle, lagged_margin_follow_up_units(), pineforge::source::PineExitLevels::limit, pineforge::Bar::low, pineforge::source::detail::margin_opening_switches(), pineforge::source::detail::margin_rule_switches(), pineforge::source::detail::margin_schedule_switches(), observe_terminal_receipts(), pineforge::Bar::open, pineforge::source::PlacementSnapshot::opening, pineforge::source::Order, pineforge::PERCENT_OF_EQUITY, PF_RARE, pineforge::source::detail::MarginRuleSwitches::point_fills_before_margin, pineforge::source::detail::MarginRuleSwitches::point_order_trailing_exits, priority, projection_bar_index(), pineforge::source::PlacementSnapshot::projection_created_bar, release_delayed_orders(), pineforge::source::PlacementSnapshot::reverse_to, pineforge::source::detail::run_position(), pineforge::native_driver_v5::NativeDecisionContext::script_bar_open_ms, pineforge::engine_script_run_v19::NativePhysicalPosition::signed_units, pineforge::source::detail::skip_quiet(), source_batch_end(), source_margin_fill_price(), source_margin_money(), source_margin_rounded_tie_veto(), source_margin_units(), pineforge::source::PineExitLevels::stop, pineforge::native_driver_v5::NativeDecisionContext::sub_bar_open_ms, pineforge::native_driver_v5::NativeDecisionContext::sub_index, pineforge::Bar::timestamp, pineforge::source::PineExitLevels::trail_offset, and pineforge::native_order::native_order_v8::Request::trigger.
| void pineforge::source::PineExecutionAdapter::on_tick | ( | const Bar & | tick, |
| const NativeTickContext & | context ) |
Definition at line 23531 of file pine_adapter.cpp.
References pineforge::Bar::close, and pineforge::engine_script_run_v19::NativeTickContext::decision.
| void pineforge::source::PineExecutionAdapter::on_bar_close_before_script | ( | const Bar & | bar, |
| const NativeDecisionContext & | context ) |
Definition at line 24658 of file pine_adapter.cpp.
References pineforge::Bar::high, PF_RARE, pineforge::source::detail::run_position(), and pineforge::native_driver_v5::NativeDecisionContext::script_bar_open_ms.
| void pineforge::source::PineExecutionAdapter::on_bar_close | ( | const Bar & | bar, |
| const NativeDecisionContext & | context ) |
Definition at line 24690 of file pine_adapter.cpp.
References pineforge::native_driver_v5::NativeDecisionContext::is_terminal_sub_bar.
| void pineforge::source::PineExecutionAdapter::on_applied | ( | const native_order::ExecutionAppliedEvent & | event, |
| const NativeDecisionContext & | context ) |
Definition at line 25053 of file pine_adapter.cpp.
References pineforge::source::detail::ExitScratchIndex::absent, bind(), pineforge::source::PlacementSnapshot::bracket_origin, pineforge::detail::clear_exposure_storage(), pineforge::source::Close, pineforge::source::CloseAll, pineforge::native_order::native_order_v8::ExecutionAppliedEvent::closed_trade_count, pineforge::native_order::native_order_v8::ExecutionAppliedEvent::closed_units, pineforge::source::PlacementSnapshot::comment, pineforge::source::detail::ExitScratchRows< T, Mode >::context(), pineforge::native_driver_v5::NativeDecisionContext::coordinate, pineforge::native_order::native_order_v8::ExecutionAppliedEvent::definition, pineforge::source::Dependency, pineforge::source::detail::ExitScratchIndex::each(), pineforge::source::Entry, entry(), exit(), pineforge::source::detail::exit_binding_rule_switches(), pineforge::source::PlacementSnapshot::exit_levels, pineforge::source::detail::exit_scratch_versions(), pineforge::source::ExitLimit, pineforge::source::ExitStop, pineforge::source::ExitTrail, pineforge::source::PlacementSnapshot::family, pineforge::source::detail::ExitScratchIndex::find(), pineforge::source::detail::ExitScratchRows< T, Mode >::finish(), pineforge::FLAT, flush_pending_bracket_legs(), pineforge::source::PlacementSnapshot::forced_execution_price, pineforge::source::PlacementSnapshot::from_entry, pineforge::native_order::native_order_v8::ExecutionAppliedEvent::handle(), pineforge::native_order::native_order_v1::RequestHandle::incarnation, pineforge::native_driver_v5::NativeCoordinate::interval_index, pineforge::source::PineExitLevels::limit, pineforge::LONG, pineforge::source::Margin, pineforge::source::detail::margin_rule_switches(), pineforge::source::detail::margin_schedule_switches(), pineforge::source::PlacementSnapshot::oca_name, pineforge::native_order::native_order_v8::ExecutionAppliedEvent::opened_units, pineforge::source::Order, order(), pineforge::source::detail::ExitScratchRows< T, Mode >::ordered(), pineforge::native_order::native_order_v8::ExecutionAppliedEvent::ordinal, pineforge::native_driver_v5::NativeCoordinate::path_phase, pineforge::PERCENT, pineforge::PERCENT_OF_EQUITY, PF_RARE, PINEFORGE_POSITION_TAIL_DIAGNOSTICS, PineStrategyHost, projection_bar_index(), pineforge::native_driver_v5::NativeCoordinate::provenance, pineforge::source::detail::ExitScratchRows< T, Mode >::push_back(), pineforge::source::detail::ExitScratchIndex::put(), pineforge::native_order::native_order_v8::ExecutionAppliedEvent::raw_price, pineforge::source::PlacementSnapshot::requested_qty, pineforge::native_order::native_order_v8::ExecutionAppliedEvent::resolved_price, pineforge::source::detail::ExitBindingRuleSwitches::resting_stop_entry_survives_close, pineforge::source::detail::run_position(), pineforge::source::detail::run_state(), pineforge::source::detail::ExitScratchRows< T, Mode >::scope(), pineforge::native_driver_v5::NativeDecisionContext::script_bar_open_ms, pineforge::source::detail::ExitScratchRows< T, Mode >::set(), pineforge::SHORT, pineforge::engine_script_run_v19::NativePhysicalPosition::signed_units, pineforge::source::detail::ExitScratchRows< T, Mode >::size(), pineforge::source::PlacementSnapshot::sizing, pineforge::source::PlacementSnapshot::source_id, pineforge::source::PineExitLevels::stop, pineforge::native_driver_v5::NativeDecisionContext::sub_count, and pineforge::native_driver_v5::NativeDecisionContext::sub_index.
| void pineforge::source::PineExecutionAdapter::source_batch_end | ( | ) |
|
noexcept |
Definition at line 17999 of file pine_adapter.cpp.
Referenced by on_bar_open().
|
noexcept |
Definition at line 27060 of file pine_adapter.cpp.
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inlinenoexcept |
Definition at line 1869 of file pine_adapter.hpp.
References PendingIntentView.
| std::vector< PineExecutionAdapter::FixturePendingSnapshot > pineforge::source::PineExecutionAdapter::fixture_pending_snapshots | ( | ) | const |
Definition at line 27081 of file pine_adapter.cpp.
|
inlinenoexcept |
Definition at line 1884 of file pine_adapter.hpp.
|
noexcept |
Definition at line 5411 of file pine_adapter.cpp.
|
noexcept |
Definition at line 27145 of file pine_adapter.cpp.
|
inlinenoexcept |
Definition at line 1889 of file pine_adapter.hpp.
References fixture_close_logical_count().
Referenced by fixture_close_logical_count().
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inlinenoexcept |
Definition at line 1892 of file pine_adapter.hpp.
|
inlinenoexcept |
Definition at line 1895 of file pine_adapter.hpp.
| std::vector< PineExecutionAdapter::FixtureCloseCallsite > pineforge::source::PineExecutionAdapter::fixture_close_callsites | ( | ) | const |
Definition at line 27152 of file pine_adapter.cpp.
|
noexcept |
Definition at line 27195 of file pine_adapter.cpp.
|
noexcept |
Definition at line 27196 of file pine_adapter.cpp.
|
noexcept |
Definition at line 27197 of file pine_adapter.cpp.
|
noexcept |
Definition at line 27201 of file pine_adapter.cpp.
|
noexcept |
Definition at line 27205 of file pine_adapter.cpp.
|
noexcept |
Definition at line 27206 of file pine_adapter.cpp.
References cap.
|
noexcept |
Definition at line 27220 of file pine_adapter.cpp.
References cap.
|
inlinenoexcept |
Definition at line 1912 of file pine_adapter.hpp.
References allows_risk_direction().
Referenced by allows_risk_direction().
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inlinenoexcept |
Definition at line 1915 of file pine_adapter.hpp.
|
inlinenoexcept |
Definition at line 1916 of file pine_adapter.hpp.
|
noexcept |
Definition at line 27071 of file pine_adapter.cpp.
References PINEFORGE_POSITION_TAIL_DIAGNOSTICS, and Relabel.
|
noexcept |
Definition at line 27232 of file pine_adapter.cpp.
| void pineforge::source::PineExecutionAdapter::mark_market_pyramid_add | ( | std::uint64_t | incarnation | ) |
Definition at line 27235 of file pine_adapter.cpp.
|
inlinenoexcept |
Definition at line 1931 of file pine_adapter.hpp.
|
noexcept |
Definition at line 27238 of file pine_adapter.cpp.
References cap.
|
noexcept |
Definition at line 27239 of file pine_adapter.cpp.
References priority.
|
inlinenoexcept |
Definition at line 1936 of file pine_adapter.hpp.
References calc_on_order_fills().
Referenced by calc_on_order_fills().
|
inlinenoexcept |
Definition at line 1937 of file pine_adapter.hpp.
|
inlinenoexcept |
Definition at line 1940 of file pine_adapter.hpp.
|
inlinenoexcept |
Definition at line 1941 of file pine_adapter.hpp.
|
noexcept |
Definition at line 27164 of file pine_adapter.cpp.
| void pineforge::source::PineExecutionAdapter::fixture_remove_entry_without_named_cancel | ( | const SourceId & | id | ) |
Definition at line 27171 of file pine_adapter.cpp.
References pineforge::source::Entry.
|
inlinenoexcept |
Definition at line 1946 of file pine_adapter.hpp.
|
inlinenoexcept |
Definition at line 1951 of file pine_adapter.hpp.
| std::vector< native_order::RequestHandle > pineforge::source::PineExecutionAdapter::take_first_open_newborns | ( | ) |
Definition at line 27241 of file pine_adapter.cpp.
| void pineforge::source::PineExecutionAdapter::observe_terminal_receipts | ( | ) |
Definition at line 6892 of file pine_adapter.cpp.
References pineforge::source::Admission, pineforge::source::Explicit, pineforge::source::detail::ReceiptRead, pineforge::source::detail::run_consumer(), pineforge::source::detail::run_state(), and pineforge::source::detail::skip_quiet().
Referenced by on_bar_open().
| void pineforge::source::PineExecutionAdapter::flush_pending_bracket_legs | ( | native_order::RequestHandle | just_applied = {}, |
| bool | post_calculation = true, | ||
| bool | pre_script_drain = false ) |
Definition at line 13308 of file pine_adapter.cpp.
References pineforge::engine_script_run_v19::NativePhysicalPosition::average_price, pineforge::source::PlacementSnapshot::birth, pineforge::source::PlacementSnapshot::bracket_origin, pineforge::source::detail::callback_point(), pineforge::source::PlacementSnapshot::command_sequence, pineforge::source::PlacementSnapshot::defer_until_post_parent_calculation, pineforge::source::PlacementSnapshot::deferred_cohort, pineforge::source::Entry, entry(), pineforge::source::detail::exit_binding_rule_switches(), pineforge::source::PlacementSnapshot::exit_levels, pineforge::source::ExitLimit, pineforge::source::ExitStop, pineforge::source::ExitTrail, pineforge::source::PlacementSnapshot::family, pineforge::FLAT, pineforge::source::PlacementSnapshot::forced_execution_price, pineforge::source::PlacementSnapshot::from_entry, pineforge::OrderBirth::from_fill(), pineforge::source::PlacementSnapshot::immediately, pineforge::native_order::native_order_v1::RequestHandle::incarnation, pineforge::source::PlacementSnapshot::is_long, pineforge::source::PineExitLevels::limit, pineforge::source::PineExitLevels::loss_ticks, pineforge::source::PlacementSnapshot::named_cancel_surviving_exit_incarnation, pineforge::source::PlacementSnapshot::oca_name, pineforge::source::PlacementSnapshot::oca_type, pineforge::source::PlacementSnapshot::opening, pineforge::source::PlacementSnapshot::placement_script_open_ms, priority, pineforge::source::PineExitLevels::profit_ticks, pineforge::source::PlacementSnapshot::projection_after_close, pineforge::source::PlacementSnapshot::projection_created_bar, pineforge::source::PlacementSnapshot::projection_created_bar_pinned, pineforge::source::PlacementSnapshot::projection_over_pyramiding, pineforge::source::PlacementSnapshot::projection_position_side, pineforge::source::PlacementSnapshot::projection_predecessor, pineforge::source::PlacementSnapshot::qty_percent, pineforge::source::PlacementSnapshot::recreated_after_named_cancelled_entry_incarnation, pineforge::source::PlacementSnapshot::requested_qty, pineforge::source::PlacementSnapshot::reservation_deferred_to_pending_entry, pineforge::source::PlacementSnapshot::retained_parent_topology, pineforge::source::detail::run_position(), pineforge::source::detail::script_rule_switches(), pineforge::engine_script_run_v19::NativePhysicalPosition::signed_units, pineforge::source::PlacementSnapshot::source_id, pineforge::source::PlacementSnapshot::source_sequence, pineforge::source::PineExitLevels::stop, pineforge::source::PlacementSnapshot::stop_limit_activated, pineforge::source::PineExitLevels::trail_offset, pineforge::source::PineExitLevels::trail_points, pineforge::source::PineExitLevels::trail_price, and pineforge::source::PlacementSnapshot::void_issue.
Referenced by on_applied().
| void pineforge::source::PineExecutionAdapter::flush_pending_entries | ( | ) |
Definition at line 13959 of file pine_adapter.cpp.
References entry(), pineforge::source::detail::PendingEntries, release_delayed_orders(), and pineforge::source::detail::skip_quiet().
| void pineforge::source::PineExecutionAdapter::flush_pending_closes | ( | ) |
Definition at line 9691 of file pine_adapter.cpp.
References pineforge::source::detail::callback_point(), pineforge::source::Close, pineforge::source::detail::margin_schedule_switches(), PF_RARE, and pineforge::source::detail::run_position().
| void pineforge::source::PineExecutionAdapter::release_delayed_orders | ( | bool | explicit_brackets_only = false, |
| double | current_open = std::numeric_limits<double>::quiet_NaN() ) |
Definition at line 13902 of file pine_adapter.cpp.
References pineforge::source::Entry, pineforge::source::ExitLimit, pineforge::source::ExitStop, pineforge::source::ExitTrail, pineforge::source::Order, and order().
Referenced by flush_pending_entries(), and on_bar_open().
| void pineforge::source::PineExecutionAdapter::begin_coof_recalc | ( | const native_order::ExecutionAppliedEvent & | event, |
| const NativeDecisionContext & | context, | ||
| bool | first_open, | ||
| std::uint64_t | source_fill_sequence ) |
Definition at line 7121 of file pine_adapter.cpp.
References pineforge::source::Entry, pineforge::source::ExitLimit, pineforge::native_order::native_order_v8::ExecutionAppliedEvent::handle(), pineforge::native_order::native_order_v1::RequestHandle::incarnation, pineforge::LONG, pineforge::native_order::native_order_v8::ExecutionAppliedEvent::opened_units, pineforge::native_order::native_order_v8::ExecutionAppliedEvent::request(), pineforge::native_driver_v5::NativeDecisionContext::script_bar_open_ms, and pineforge::native_order::native_order_v8::Request::trigger.
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noexcept |
Definition at line 7178 of file pine_adapter.cpp.
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noexcept |
Definition at line 7191 of file pine_adapter.cpp.
References cap, pineforge::source::ExitLimit, pineforge::source::ExitStop, pineforge::price, projection_bar_index(), pineforge::source::detail::run_position(), pineforge::source::detail::run_state(), and pineforge::engine_script_run_v19::NativePhysicalPosition::signed_units.
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noexcept |
Definition at line 7270 of file pine_adapter.cpp.
References pineforge::source::Close, and pineforge::source::CloseAll.
| std::uint64_t pineforge::source::PineExecutionAdapter::command_sequence_for_exit | ( | const SourceId & | exit_id, |
| const SourceId & | from_entry = {} ) const |
Definition at line 6693 of file pine_adapter.cpp.
| bool pineforge::source::PineExecutionAdapter::is_open_phase_exit | ( | std::size_t | trade_index | ) | const |
Definition at line 6710 of file pine_adapter.cpp.
References exit_phase_value().
| std::uint8_t pineforge::source::PineExecutionAdapter::exit_phase_value | ( | std::size_t | trade_index | ) | const |
Definition at line 6701 of file pine_adapter.cpp.
References pineforge::engine_invariant, and pineforge::source::detail::run_consumer().
Referenced by is_open_phase_exit().
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inlinenoexcept |
Definition at line 1991 of file pine_adapter.hpp.
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inlinenoexcept |
Definition at line 1994 of file pine_adapter.hpp.
| void pineforge::source::PineExecutionAdapter::permute_exit_phases | ( | std::size_t | start, |
| const std::vector< std::size_t > & | indices ) |
Definition at line 6714 of file pine_adapter.cpp.
References permute_exit_phase_rows().
| void pineforge::source::PineExecutionAdapter::permute_exit_phase_rows | ( | std::size_t | start, |
| std::size_t | count, | ||
| const std::function< std::size_t(std::size_t)> & | source_at ) |
Definition at line 6720 of file pine_adapter.cpp.
References Amendment, pineforge::engine_invariant, pineforge::none, PINEFORGE_POSITION_TAIL_DIAGNOSTICS, and pineforge::source::detail::run_consumer().
Referenced by permute_exit_phases().
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noexcept |
Definition at line 29949 of file pine_adapter.cpp.
References exit_group_work().
Referenced by exit_group_work().
| std::optional< std::vector< std::uint32_t > > pineforge::source::PineExecutionAdapter::global_exit_child_ranks | ( | const std::vector< SourceId > & | ids | ) | const |
Definition at line 6801 of file pine_adapter.cpp.
| bool pineforge::source::PineExecutionAdapter::other_exit_reaches | ( | double | price, |
| bool | closing_long, | ||
| const SourceId & | exit_id, | ||
| const native_order::RequestHandle & | filled ) const |
Definition at line 6849 of file pine_adapter.cpp.
References pineforge::source::ExitLimit, pineforge::source::ExitStop, pineforge::source::ExitTrail, and pineforge::price.
| void pineforge::source::PineExecutionAdapter::hash_state | ( | BrokerStateHashSink & | f | ) | const |
Definition at line 315 of file pine_state_hash.cpp.
References admission_journal, pineforge::engine_script_run_v19::BrokerStateHashSink::b(), cap, pineforge::engine_script_run_v19::BrokerStateHashSink::d(), pineforge::engine_invariant, entry(), exit(), pineforge::engine_script_run_v19::BrokerStateHashSink::h, pineforge::engine_script_run_v19::BrokerStateHashSink::i(), pineforge::source::kSourceAdapterDomain, pineforge::source::detail::margin_rule_switches(), order(), PINEFORGE_BROKER_HASH_OBSERVE, PINEFORGE_TAIL_WORK, priority, pineforge::engine_script_run_v19::BrokerStateHashSink::s(), and pineforge::engine_script_run_v19::BrokerStateHashSink::u().
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staticnoexcept |
Definition at line 848 of file pine_state_hash.cpp.
References pineforge::engine_script_run_v19::BrokerStateHashSink::b(), pineforge::engine_script_run_v19::BrokerStateHashSink::d(), pineforge::engine_script_run_v19::BrokerStateHashSink::h, pineforge::engine_script_run_v19::BrokerStateHashSink::s(), and pineforge::engine_script_run_v19::BrokerStateHashSink::u().
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staticnoexcept |
Definition at line 858 of file pine_state_hash.cpp.
References pineforge::engine_script_run_v19::BrokerStateHashSink::h, and pineforge::engine_script_run_v19::BrokerStateHashSink::u().
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Definition at line 3306 of file pine_adapter.hpp.
| PineExecutionAdapter::RetirementPopulation pineforge::source::PineExecutionAdapter::retirement_population | ( | ) | const |
Definition at line 28907 of file pine_adapter.cpp.
References pineforge::source::PineExecutionAdapter::RetirementPopulation::C, entry(), pineforge::source::ExitLimit, pineforge::source::ExitStop, pineforge::source::ExitTrail, pineforge::source::PlacementSnapshot::family, pineforge::source::PineExecutionAdapter::RetirementPopulation::live, pineforge::source::PineExecutionAdapter::RetirementPopulation::m, pineforge::source::PineExecutionAdapter::RetirementPopulation::opened, order(), pineforge::source::PineExecutionAdapter::RetirementPopulation::owners, pineforge::source::PineExecutionAdapter::RetirementPopulation::pending, pineforge::source::PineExecutionAdapter::RetirementPopulation::R, and pineforge::source::PineExecutionAdapter::RetirementPopulation::retired_exit_rows.
| compat::pine::IntradayCap pineforge::source::PineExecutionAdapter::cap |
Definition at line 2022 of file pine_adapter.hpp.
Referenced by capture_replay_risk_config(), close(), enable_intraday_cap(), hash_state(), on_bar_open(), PineExecutionAdapter(), reset_for_run(), restore_replay_risk_config(), source_batch_end(), suppress_grouped_stop_recalc(), and validate_precommit().
| compat::pine::OrderPriority pineforge::source::PineExecutionAdapter::priority |
Definition at line 2023 of file pine_adapter.hpp.
Referenced by attach_execution_adapter(), flush_pending_bracket_legs(), hash_state(), and on_bar_open().
| MarketAdmissionJournal pineforge::source::PineExecutionAdapter::admission_journal |
Definition at line 2024 of file pine_adapter.hpp.
Referenced by hash_state(), and reset_for_run().