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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
pineforge::source::PineScheduler Class Reference

#include <pine_scheduler.hpp>

Data Structures

class  InputView
 
struct  InputWaypoint
 

Public Member Functions

 PineScheduler ()
 
 ~PineScheduler ()
 
void capture_begin (const NativeBeginArgs &)
 
void release_batch_input () noexcept
 
void run_begin (PineStrategyHost &)
 
void input (const Bar &, const NativeInputContext &, PineStrategyHost &)
 
void tick (const Bar &, const NativeTickContext &, PineStrategyHost &)
 
void bar_open (const Bar &, const NativeDecisionContext &, PineStrategyHost &)
 
void bar (const Bar &, const NativeDecisionContext &, PineStrategyHost &)
 
void applied (const native_order::ExecutionAppliedEvent &)
 
bool coof_recalculation_due (const native_order::ExecutionAppliedEvent &, const NativeDecisionContext &, PineStrategyHost &) const
 
void recalculate (const native_order::ExecutionAppliedEvent &, const NativeDecisionContext &, PineStrategyHost &)
 
PineLanguageState & language () noexcept
 
bool is_first_tick () const noexcept
 
bool is_last_tick () const noexcept
 
bool bar_magnifier_enabled () const noexcept
 
bool history_advances_new_bar () const noexcept
 
bool security_series_slot_is_new (int) const noexcept
 
double previous_chart_close () const noexcept
 
int bar_index_offset () const noexcept
 
void set_bar_index_offset (int value) noexcept
 
void set_source_series_active (bool value) noexcept
 
double script_position_view (int bar_index, PositionSide side, double quantity) const noexcept
 
void freeze_script_position_view (int bar_index, PositionSide side, double quantity, const std::vector< PyramidEntry > &lots)
 
void clear_script_position_view () noexcept
 
const Series< double > & source_series (const std::string &) const
 
void fixture_publish_source_series (const Bar &, bool new_history_slot)
 
int source_bar_count () const noexcept
 
std::optional< Bar > next_source_bar (int interval_index) const
 
std::optional< Bar > retained_input_from (int input_index, std::int64_t at_or_after) const
 
bool retains_stream () const noexcept
 
bool input_is_observed_ticks () const noexcept
 
void retain_confirmed_input (const Bar &bar, std::int64_t script_open_ms=std::numeric_limits< std::int64_t >::min()) noexcept
 
std::size_t confirmed_input_count () const noexcept
 
std::optional< Bar > confirmed_input_bar_at (std::int64_t timestamp) const noexcept
 
InputView retained_input () const noexcept
 
bool retained_input_is_chart () const noexcept
 
std::optional< std::int64_t > last_published_script_open () const noexcept
 
bool terminal_source_bar () const noexcept
 
int source_bar_index_for (const NativeDecisionContext &context) const noexcept
 
std::optional< InputWaypoint > next_input_waypoint (const PineStrategyHost &, const NativeDecisionContext &) const noexcept
 
const Bar * current_script_bar () const noexcept
 
const Bar * lower_path_bar_at (const PineStrategyHost &host, const NativeDecisionContext &context) const noexcept
 
void sub_bar_complete () noexcept
 
std::optional< Bar > broker_bar (const PineStrategyHost &host, const NativeDecisionContext &context) const
 
void hash_state (BrokerStateHashSink &) const
 

Static Public Member Functions

static bool confirmed_script_interval_complete (const NativeInputContext &context) noexcept
 

Detailed Description

Definition at line 26 of file pine_scheduler.hpp.

Constructor & Destructor Documentation

◆ PineScheduler()

pineforge::source::PineScheduler::PineScheduler ( )
default

◆ ~PineScheduler()

pineforge::source::PineScheduler::~PineScheduler ( )
default

Member Function Documentation

◆ capture_begin()

void pineforge::source::PineScheduler::capture_begin ( const NativeBeginArgs & args)

Definition at line 22 of file pine_scheduler_native.cpp.

References pineforge::engine_script_run_v19::NativeBeginArgs::bar_magnifier, pineforge::engine_script_run_v19::NativeBeginArgs::bars, pineforge::engine_script_run_v19::NativeBeginArgs::input_tf, pineforge::engine_script_run_v19::NativeBeginArgs::is_stream, 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_max_samples, pineforge::engine_script_run_v19::NativeBeginArgs::magnifier_volume_weighted_min_samples, pineforge::engine_script_run_v19::NativeBeginArgs::n, pineforge::engine_script_run_v19::NativeBeginArgs::script_tf, pineforge::engine_script_run_v19::NativeBeginArgs::simple_run, and pineforge::engine_script_run_v19::NativeBeginArgs::warmup_n.

◆ release_batch_input()

void pineforge::source::PineScheduler::release_batch_input ( )
noexcept

Definition at line 48 of file pine_scheduler_native.cpp.

◆ run_begin()

void pineforge::source::PineScheduler::run_begin ( PineStrategyHost & host)

Definition at line 191 of file pine_scheduler_native.cpp.

References pineforge::tf_ratio().

◆ input()

void pineforge::source::PineScheduler::input ( const Bar & bar,
const NativeInputContext & context,
PineStrategyHost & host )

Definition at line 454 of file pine_scheduler_native.cpp.

References bar(), pineforge::engine_script_run_v19::NativeInputContext::completes_script_interval, confirmed_script_interval_complete(), pineforge::engine_script_run_v19::NativeInputContext::input_index, pineforge::native_calendar::native_calendar_v2::NativeInterval::open_ms, retain_confirmed_input(), retained_input(), pineforge::engine_script_run_v19::NativeInputContext::script_interval, and pineforge::tf_change().

◆ tick()

void pineforge::source::PineScheduler::tick ( const Bar & bar,
const NativeTickContext & context,
PineStrategyHost & host )

Definition at line 585 of file pine_scheduler_native.cpp.

References bar(), pineforge::engine_script_run_v19::NativeTickContext::decision, pineforge::native_driver_v5::NativeDecisionContext::input_interval, pineforge::native_calendar::native_calendar_v2::NativeInterval::next_period_open_ms, pineforge::native_calendar::native_calendar_v2::NativeInterval::open_ms, and pineforge::native_driver_v5::NativeDecisionContext::script_interval.

◆ bar_open()

void pineforge::source::PineScheduler::bar_open ( const Bar & value,
const NativeDecisionContext & context,
PineStrategyHost & host )

Definition at line 606 of file pine_scheduler_native.cpp.

References pineforge::native_driver_v5::NativeDecisionContext::script_bar_open_ms.

◆ bar()

void pineforge::source::PineScheduler::bar ( const Bar & value,
const NativeDecisionContext & context,
PineStrategyHost & host )

Definition at line 622 of file pine_scheduler_native.cpp.

References pineforge::calendar_period_for(), pineforge::native_driver_v5::NativeDecisionContext::coordinate, pineforge::DAY, pineforge::native_driver_v5::NativeCoordinate::input_interval_index, pineforge::native_driver_v5::NativeDecisionContext::is_terminal_sub_bar, pineforge::source::detail::run_spec(), pineforge::native_driver_v5::NativeDecisionContext::script_bar_open_ms, pineforge::session_period_open_ms(), terminal_source_bar(), pineforge::tf_to_seconds(), and pineforge::Bar::timestamp.

Referenced by broker_bar(), fixture_publish_source_series(), hash_state(), input(), lower_path_bar_at(), retain_confirmed_input(), and tick().

◆ applied()

void pineforge::source::PineScheduler::applied ( const native_order::ExecutionAppliedEvent & event)

Definition at line 728 of file pine_scheduler_native.cpp.

References pineforge::native_order::native_order_v8::ExecutionAppliedEvent::ordinal.

◆ coof_recalculation_due()

bool pineforge::source::PineScheduler::coof_recalculation_due ( const native_order::ExecutionAppliedEvent & event,
const NativeDecisionContext & context,
PineStrategyHost & host ) const

Definition at line 733 of file pine_scheduler_native.cpp.

References pineforge::native_driver_v5::NativeDecisionContext::coordinate, pineforge::native_order::native_order_v8::ExecutionAppliedEvent::ordinal, pineforge::native_driver_v5::NativeCoordinate::path_phase, and pineforge::native_driver_v5::NativeCoordinate::provenance.

◆ recalculate()

void pineforge::source::PineScheduler::recalculate ( const native_order::ExecutionAppliedEvent & event,
const NativeDecisionContext & context,
PineStrategyHost & host )

Definition at line 767 of file pine_scheduler_native.cpp.

References pineforge::native_driver_v5::NativeDecisionContext::coordinate, pineforge::native_driver_v5::NativeCoordinate::input_interval_index, pineforge::source::kCoofLoopGuard, lower_path_bar_at(), pineforge::native_driver_v5::NativeCoordinate::path_phase, pineforge::recalc_cap, pineforge::source::detail::run_spec(), pineforge::native_driver_v5::NativeDecisionContext::script_bar_open_ms, and pineforge::Bar::timestamp.

◆ language()

PineLanguageState & pineforge::source::PineScheduler::language ( )
inlinenoexcept

Definition at line 75 of file pine_scheduler.hpp.

References language().

Referenced by language().

◆ is_first_tick()

bool pineforge::source::PineScheduler::is_first_tick ( ) const
inlinenoexcept

Definition at line 76 of file pine_scheduler.hpp.

◆ is_last_tick()

bool pineforge::source::PineScheduler::is_last_tick ( ) const
inlinenoexcept

Definition at line 77 of file pine_scheduler.hpp.

◆ bar_magnifier_enabled()

bool pineforge::source::PineScheduler::bar_magnifier_enabled ( ) const
inlinenoexcept

Definition at line 78 of file pine_scheduler.hpp.

◆ history_advances_new_bar()

bool pineforge::source::PineScheduler::history_advances_new_bar ( ) const
inlinenoexcept

Definition at line 79 of file pine_scheduler.hpp.

◆ security_series_slot_is_new()

bool pineforge::source::PineScheduler::security_series_slot_is_new ( int ) const
inlinenoexcept

Definition at line 82 of file pine_scheduler.hpp.

◆ previous_chart_close()

double pineforge::source::PineScheduler::previous_chart_close ( ) const
inlinenoexcept

Definition at line 85 of file pine_scheduler.hpp.

◆ bar_index_offset()

int pineforge::source::PineScheduler::bar_index_offset ( ) const
inlinenoexcept

Definition at line 86 of file pine_scheduler.hpp.

◆ set_bar_index_offset()

void pineforge::source::PineScheduler::set_bar_index_offset ( int value)
inlinenoexcept

Definition at line 87 of file pine_scheduler.hpp.

◆ set_source_series_active()

void pineforge::source::PineScheduler::set_source_series_active ( bool value)
inlinenoexcept

Definition at line 88 of file pine_scheduler.hpp.

◆ script_position_view()

double pineforge::source::PineScheduler::script_position_view ( int bar_index,
PositionSide side,
double quantity ) const
noexcept

Definition at line 404 of file pine_scheduler_native.cpp.

References pineforge::bar_index, pineforge::LONG, and pineforge::SHORT.

◆ freeze_script_position_view()

void pineforge::source::PineScheduler::freeze_script_position_view ( int bar_index,
PositionSide side,
double quantity,
const std::vector< PyramidEntry > & lots )

Definition at line 418 of file pine_scheduler_native.cpp.

References pineforge::bar_index.

◆ clear_script_position_view()

void pineforge::source::PineScheduler::clear_script_position_view ( )
noexcept

Definition at line 430 of file pine_scheduler_native.cpp.

◆ source_series()

const Series< double > & pineforge::source::PineScheduler::source_series ( const std::string & key) const

Definition at line 434 of file pine_scheduler_native.cpp.

References pineforge::engine_invariant.

◆ fixture_publish_source_series()

void pineforge::source::PineScheduler::fixture_publish_source_series ( const Bar & bar,
bool new_history_slot )

Definition at line 448 of file pine_scheduler_native.cpp.

References bar().

◆ source_bar_count()

int pineforge::source::PineScheduler::source_bar_count ( ) const
inlinenoexcept

Definition at line 95 of file pine_scheduler.hpp.

References source_bar_count().

Referenced by source_bar_count().

◆ next_source_bar()

std::optional< Bar > pineforge::source::PineScheduler::next_source_bar ( int interval_index) const
inline

Definition at line 96 of file pine_scheduler.hpp.

◆ retained_input_from()

std::optional< Bar > pineforge::source::PineScheduler::retained_input_from ( int input_index,
std::int64_t at_or_after ) const
inline

Definition at line 109 of file pine_scheduler.hpp.

◆ retains_stream()

bool pineforge::source::PineScheduler::retains_stream ( ) const
inlinenoexcept

Definition at line 116 of file pine_scheduler.hpp.

◆ input_is_observed_ticks()

bool pineforge::source::PineScheduler::input_is_observed_ticks ( ) const
inlinenoexcept

Definition at line 117 of file pine_scheduler.hpp.

◆ retain_confirmed_input()

void pineforge::source::PineScheduler::retain_confirmed_input ( const Bar & bar,
std::int64_t script_open_ms = std::numeric_limits<std::int64_t>::min() )
inlinenoexcept

Definition at line 123 of file pine_scheduler.hpp.

References bar().

Referenced by input().

◆ confirmed_input_count()

std::size_t pineforge::source::PineScheduler::confirmed_input_count ( ) const
inlinenoexcept

Definition at line 154 of file pine_scheduler.hpp.

◆ confirmed_input_bar_at()

std::optional< Bar > pineforge::source::PineScheduler::confirmed_input_bar_at ( std::int64_t timestamp) const
inlinenoexcept

Definition at line 155 of file pine_scheduler.hpp.

Referenced by broker_bar().

◆ confirmed_script_interval_complete()

static bool pineforge::source::PineScheduler::confirmed_script_interval_complete ( const NativeInputContext & context)
inlinestaticnoexcept

Definition at line 166 of file pine_scheduler.hpp.

Referenced by input().

◆ retained_input()

InputView pineforge::source::PineScheduler::retained_input ( ) const
inlinenoexcept

Definition at line 174 of file pine_scheduler.hpp.

Referenced by input().

◆ retained_input_is_chart()

bool pineforge::source::PineScheduler::retained_input_is_chart ( ) const
inlinenoexcept

Definition at line 175 of file pine_scheduler.hpp.

◆ last_published_script_open()

std::optional< std::int64_t > pineforge::source::PineScheduler::last_published_script_open ( ) const
inlinenoexcept

Definition at line 180 of file pine_scheduler.hpp.

◆ terminal_source_bar()

bool pineforge::source::PineScheduler::terminal_source_bar ( ) const
inlinenoexcept

Definition at line 185 of file pine_scheduler.hpp.

Referenced by bar().

◆ source_bar_index_for()

int pineforge::source::PineScheduler::source_bar_index_for ( const NativeDecisionContext & context) const
noexcept

Definition at line 247 of file pine_scheduler_native.cpp.

◆ next_input_waypoint()

std::optional< PineScheduler::InputWaypoint > pineforge::source::PineScheduler::next_input_waypoint ( const PineStrategyHost & host,
const NativeDecisionContext & context ) const
noexcept

Definition at line 305 of file pine_scheduler_native.cpp.

References pineforge::Bar::close, pineforge::Bar::high, pineforge::Bar::low, lower_path_bar_at(), pineforge::Bar::open, pineforge::price, pineforge::source::detail::run_consumer(), and pineforge::source::detail::run_spec().

◆ current_script_bar()

const Bar * pineforge::source::PineScheduler::current_script_bar ( ) const
inlinenoexcept

Definition at line 202 of file pine_scheduler.hpp.

◆ lower_path_bar_at()

const Bar * pineforge::source::PineScheduler::lower_path_bar_at ( const PineStrategyHost & host,
const NativeDecisionContext & context ) const
noexcept

Definition at line 265 of file pine_scheduler_native.cpp.

References bar(), pineforge::native_run_spec_v3::NativeRunSpec::intrabar, pineforge::native_run_spec_v3::IntrabarPath::lower(), pineforge::source::detail::run_consumer(), and pineforge::source::detail::run_spec().

Referenced by broker_bar(), next_input_waypoint(), and recalculate().

◆ sub_bar_complete()

void pineforge::source::PineScheduler::sub_bar_complete ( )
noexcept

Definition at line 290 of file pine_scheduler_native.cpp.

◆ broker_bar()

std::optional< Bar > pineforge::source::PineScheduler::broker_bar ( const PineStrategyHost & host,
const NativeDecisionContext & context ) const
inline

Definition at line 218 of file pine_scheduler.hpp.

References bar(), broker_bar(), confirmed_input_bar_at(), and lower_path_bar_at().

Referenced by broker_bar().

◆ hash_state()

void pineforge::source::PineScheduler::hash_state ( BrokerStateHashSink & f) const

Definition at line 921 of file pine_state_hash.cpp.

References pineforge::engine_script_run_v19::BrokerStateHashSink::b(), bar(), pineforge::engine_script_run_v19::BrokerStateHashSink::d(), pineforge::engine_script_run_v19::BrokerStateHashSink::i(), pineforge::engine_script_run_v19::BrokerStateHashSink::s(), and pineforge::engine_script_run_v19::BrokerStateHashSink::u().

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