pineforge::source::PineStrategyHost Class Reference

#include <pine_strategy_host.hpp>

Data Structures
struct	BorrowedFeedSlot
class	FixtureCommissionTypeSlot
struct	FixtureIntentRow
class	FixtureQtyTypeSlot
class	FixtureRiskDirectionSlot
class	SourceCloseObligationView
class	SourceIdLedgerView

Public Types
enum class	FixtureIntentKind {   MARKET ,   EXIT ,   ENTRY ,   RAW_ORDER }

Public Member Functions
	PineStrategyHost (compat::pine::CapAttachment cap=compat::pine::CapAttachment::None)
std::uint64_t	broker_state_hash_projection () const override
void	prepare_native_begin (const NativeBeginArgs &) final
void	on_native_run_begin () final
void	on_native_input (const Bar &, const NativeInputContext &) final
void	on_native_tick (const Bar &, const NativeTickContext &) final
void	on_native_bar_open (const Bar &, const NativeDecisionContext &) final
void	on_native_bar (const Bar &, const NativeDecisionContext &) final
void	on_native_sub_bar (const Bar &, const NativeDecisionContext &) final
void	on_native_recalculate (const Bar &, const NativeDecisionContext &, NativeCalculationReason, const native_order::ExecutionAppliedEvent *) final
void	on_native_applied (const native_order::ExecutionAppliedEvent &, const NativeDecisionContext &) final
void	on_native_timeframe_bar (const Bar &, const NativeTimeframeBarContext &) final
native_order::ExecutionTerms	resolve_execution_terms (const NativeExecutionTermsFacts &) const final
NativePrecommitVerdict	validate_execution_precommit (const NativePrecommitView &) const final
bool	margin_check_allowed (const NativeMarginCheckPoint &) const final
std::optional< NativeMarginDecision >	resolve_margin_requirement (const NativeMarginRequirementView &) const final
std::optional< double >	resolve_margin_call_units (const NativeMarginCallView &) const final
std::optional< double >	resolve_anchored_level (const NativeAnchoredLevelView &) const final
bool	adapter_core_sizes_default_opening (bool is_long) const
virtual void	on_source_bar (const Bar &)=0
void	configure_pine_strategy (const PineStrategyConfig &)
void	set_trade_scratch (detail::CommandScratchStore &)
void	set_strategy_override (const StrategyOverrides &)
void	set_syminfo_session (const std::string &)
void	set_pine_risk_direction (int)
void	set_pine_risk_max_cons_loss_days (int)
void	set_pine_risk_max_drawdown (double, bool)
void	set_pine_risk_max_intraday_loss (double, bool)
void	set_pine_risk_max_intraday_filled_orders (int)
void	set_pine_risk_max_position_size (double)
void	strategy_entry (const std::string &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	strategy_close (const std::string &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)
void	strategy_close (const std::string &id, const std::string &comment, double qty, double qty_percent, bool immediately, std::uint64_t callsite_token)
void	strategy_close_all ()
void	strategy_exit (const std::string &id, const std::string &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	strategy_exit_cancel_bracket (const std::string &exit_id, const std::string &from_entry, const std::string &comment={})
void	strategy_cancel (const std::string &id)
void	strategy_cancel_all ()
void	strategy_order (const std::string &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)
int	pine_bar_index () const
int	pine_last_bar_index () const
double	prev_chart_close () const
bool	is_first_tick () const noexcept
bool	is_last_tick () const noexcept
bool	history_advances_new_bar () const noexcept
bool	security_series_slot_is_new (int) const noexcept
int	last_bar_dual_entry_path () const
double	live_position_size () const override
int	pending_order_count () const
MarketAdmissionJournal &	market_admission_journal ()
const MarketAdmissionJournal &	market_admission_journal () const
std::vector< admission::Field >	market_admission_fields () const
int	probe_fill_qty (int index, double fill_price, double *qty, int *close_only, int *partition) const
int	pending_order_level_resolved (int index) const
int	pending_order_effective_levels (int index, double *stop, double *limit, double *trail_activation) const
const PendingIntentView &	pending_intent_view () const noexcept
int	short_seed_collision_role_v1 (native_order::RequestHandle) const noexcept
void	enable_pine_intraday_cap ()
void	attach_pine_execution_adapter ()
void	set_syminfo_metadata (const std::string &, double) override
bool	set_report_terminal_quote (std::int64_t time_ms, double close)
void	clear_report_terminal_quote ()
bool	report_terminal_quote_applied (const ReportC &) const
bool	set_symbol_calendar (std::vector< std::pair< std::int64_t, std::int64_t > > sessions)
const std::vector< std::pair< std::int64_t, std::int64_t > > &	symbol_calendar () const noexcept
bool	set_aux_security_feed (const Bar *bars, int n, const std::string &input_tf) override
bool	set_symbol_feed (const std::string &key, const std::string &timeframe, const Bar *bars, const int64_t *close_ms, int n) override
bool	set_symbol_feed_borrowed (const std::string &key, const std::string &timeframe, const Bar *bars, const int64_t *close_ms, int n) override
bool	set_symbol_feed_column (const std::string &key, const std::string &timeframe, const std::string &name, const double *values, int n) override
bool	set_symbol_facts (const std::string &key, const std::string &field, const std::string &value) override
bool	set_recorded_series (const std::string &key, const int64_t *chart_open_ms, const double *values, int n) override
bool	set_recorded_series (const std::string &key, const int64_t *chart_open_ms, const double *values, int n, std::size_t cache_capacity_bytes)
bool	set_recorded_series_reader (const std::string &key, std::shared_ptr< const FeedReader< RecordedSeriesRow > > reader)
bool	set_recorded_series_reader (const std::string &key, std::shared_ptr< const FeedReader< RecordedSeriesRow > > reader, std::size_t cache_capacity_bytes)
bool	source_aux_security_feed_enabled () const override
void	source_aux_security_input_view (const Bar *&, int &) const override
int	observe_last_bar_dual_entry_path_v1 () const override
int	observe_pending_count_v1 () const override
int	observe_pending_copy_v1 (int, pf_pending_order_v1_t *) const override
int	observe_probe_fill_qty (int, double, double *, int *, int *) const override
int	observe_pending_level_resolved (int) const override
int	observe_pending_effective_levels (int, double *, double *, double *) const override
double	observe_trail_best_price_v1 () const override
void	set_margin_call_enabled (bool enabled)
bool	margin_call_enabled () const
bool	set_realtime_tail (bool on, int horizon_bars) override
bool	realtime_tail () const
bool	set_probe_suppress_tail_logic (bool on) override
bool	probe_suppress_tail_logic () const
void	fixture_retain_all_events ()

Static Public Member Functions
static detail::ScratchKeyOrder	trade_scratch_order () noexcept

Protected Member Functions
virtual void	on_native_applied_event (const native_order::ExecutionAppliedEvent &, const NativeDecisionContext &)
PineStrategyConfig &	fixture_configuration () noexcept
const PineStrategyConfig &	fixture_configuration () const noexcept
bool	fixture_intraday_cap_latched ()
compat::pine::CapClock	fixture_cap_clock () const
compat::pine::Calculation	fixture_cap_calculation () const
BarTime	fixture_chart_time (std::int64_t timestamp_ms) const
std::int64_t	fixture_chart_day_key (std::int64_t timestamp_ms) const noexcept
std::uint64_t	fixture_applied_receipt_count () const
bool	fixture_cap_due_pending () const noexcept
FixtureQtyTypeSlot	fixture_default_qty_type_slot () noexcept
FixtureCommissionTypeSlot	fixture_commission_type_slot () noexcept
FixtureRiskDirectionSlot	fixture_risk_direction_slot () noexcept
SourceIdLedgerView	source_id_ledger_view () const noexcept
double	net_profit () const
double	current_equity () const
double	open_profit (double current_price) const
double	script_mark_price (double price) const
double	closed_trade_equity () const
double	open_entry_fees_paid () const
double	signed_position_size () const
void	freeze_script_position_view ()
void	clear_script_position_view ()
void	hold_script_average_price (double average)
void	release_script_average_price () noexcept
const Series< double > &	source_series (const std::string &) const
const Series< double > &	source_input_series (const std::string &key, const Series< double > &fallback) const
const Series< double > &	get_input_source (const std::string &key, const Series< double > &fallback) const
double	margin_liquidation_price () const
void	fixture_publish_source_series (const Bar &bar, bool new_history_slot)
int64_t	time_close () const
int64_t	chart_time_close () const
int64_t	chart_bar_close_ms (int64_t stamp) const
int64_t	pine_time_offset (int64_t bar_open_ms, int bars_back, const std::string &tf, const std::string &session, const std::string &tz, int timeframe_bars_back, bool close) const
const std::pair< std::int64_t, std::int64_t > *	symbol_calendar_day (std::int64_t ms) const
std::int64_t	symbol_calendar_open_from (std::int64_t at) const
std::int64_t	symbol_calendar_open_before (std::int64_t before) const
bool	pine_session_ismarket (const std::string &session, const std::string &timezone, std::int64_t bar_ms) const
bool	pine_session_ispremarket (const std::string &session, const std::string &timezone, std::int64_t bar_ms) const
bool	pine_session_ispostmarket (const std::string &session, const std::string &timezone, std::int64_t bar_ms) const
const std::vector< FixtureIntentRow > &	source_pending_view () const
void	register_security_eval (int sec_id, const std::string &requested_tf, const std::string &input_tf, bool lookahead_on, bool gaps_on=false, bool heikinashi=false)
void	register_security_eval (int sec_id, const std::string &symbol, const std::string &requested_tf, const std::string &input_tf, bool lookahead_on, bool gaps_on=false, bool ignore_invalid_symbol=false)
void	register_security_eval (int sec_id, const std::string &symbol, const std::string &requested_tf, const char *input_tf, bool lookahead_on, bool gaps_on=false)=delete
double	security_column_value (int sec_id, const std::string &name) const
double	recorded_series_value (const std::string &key) const
void	register_security_lower_tf_eval (int sec_id, const std::string &requested_tf, const std::string &input_tf)
int	security_lower_tf_sub_bar_index (int sec_id) const
void	validate_security_timeframes (const std::string &input_tf)
void	source_stream_entry_comment (const PyramidEntry &, std::string &) const override
void	hash_host_extension (BrokerStateHashSink &) const override
void	hash_source_extension (BrokerStateHashSink &sink) const final
void	refresh_aux_security_digest () noexcept
void	install_symbol_calendar_metadata ()
void	apply_realtime_tail_horizon (const Bar *bars, int n, bool script_bar_geometry)
void	finish_applied_admission (const native_order::ExecutionAppliedEvent &, const NativeDecisionContext &)
void	release_aux_security_chart_ranges ()

Protected Attributes
PineExecutionAdapter	adapter_
SourceCloseObligationView	position_close_obligation_ {adapter_}
PineStrategyConfig	config_ {}
StrategyOverrides	override_ {}
PineScheduler	scheduler_ {}
bool &	_src_series_active_
Series< double > &	_src_open_
Series< double > &	_src_high_
Series< double > &	_src_low_
Series< double > &	_src_close_
Series< double > &	_src_volume_
Series< double > &	_src_hl2_
Series< double > &	_src_hlc3_
Series< double > &	_src_ohlc4_
Series< double > &	_src_hlcc4_
const bool &	is_last_tick_
int	source_bar_index_ = -1
int	source_last_bar_index_ = -1
std::uint64_t	source_callback_count_ = 0
bool	source_configuration_captured_ = false
bool	source_prepare_failed_ = false
std::vector< Bar >	aux_security_bars_
std::string	aux_security_input_tf_
std::vector< std::size_t >	aux_security_chart_begin_
std::vector< std::size_t >	aux_security_chart_end_
std::uint64_t	aux_security_digest_ = 1469598103934665603ULL
std::map< int, PineSecurityEvalState >	pine_security_states_
std::vector< NativeInstrumentFeed >	symbol_feeds_
bool	symbol_feeds_lent_ = false
std::map< std::string, SymbolFacts >	symbol_facts_
std::map< std::string, RecordedSeries >	recorded_series_
std::uint64_t	symbol_data_digest_ = 1469598103934665603ULL
std::map< int, ForeignSecuritySite >	foreign_security_sites_
std::vector< int >	foreign_security_series_
std::int64_t	foreign_input_index_ = -1
std::vector< BorrowedFeedSlot >	symbol_feed_views_
const ForeignSecuritySite *	foreign_context_ = nullptr
bool	margin_call_enabled_ = true
bool	realtime_tail_ = false
int	realtime_tail_horizon_bars_ = 0
bool	probe_suppress_tail_logic_ = false
bool	session_ismarket_ = false
bool	session_isfirstbar_ = false
bool	session_islastbar_ = false
bool	session_isfirstbar_regular_ = false
bool	session_islastbar_regular_ = false
std::vector< std::pair< std::int64_t, std::int64_t > >	symbol_calendar_
std::map< long long, double >	symbol_calendar_opens_
std::map< long long, double >	symbol_calendar_closes_
long long	symbol_calendar_days_ = -1
bool	chart_ema_na_warmup_ = false
bool	security_range_start_na_warmup_ = false
int64_t	security_range_start_ms_ = 0
int64_t	security_first_chart_bar_ms_ = 0
int64_t	security_calling_close_ms_ = 0
bool	historical_security_lookahead_projection_ = false
bool	historical_security_lookahead_projection_active_ = false
bool	security_history_publication_replay_ = false
std::vector< FixtureIntentRow >	source_pending_view_cache_
double	precommit_held_units_
bool	script_average_held_ = false

Detailed Description

Definition at line 297 of file pine_strategy_host.hpp.

Member Enumeration Documentation

FixtureIntentKind

enum class pineforge::source::PineStrategyHost::FixtureIntentKind

strong

Enumerator
MARKET
EXIT
ENTRY
RAW_ORDER

Definition at line 497 of file pine_strategy_host.hpp.

Constructor & Destructor Documentation

PineStrategyHost()

pineforge::source::PineStrategyHost::PineStrategyHost ( compat::pine::CapAttachment cap = compat::pine::CapAttachment::None )

explicit

Definition at line 444 of file pine_strategy_host.cpp.

References _src_close_, _src_high_, _src_hl2_, _src_hlc3_, _src_hlcc4_, _src_low_, _src_ohlc4_, _src_open_, _src_series_active_, _src_volume_, adapter_, is_last_tick_, PineStrategyHost(), refresh_aux_security_digest(), and scheduler_.

Referenced by pineforge::source::PineStrategyHost::FixtureCommissionTypeSlot::FixtureCommissionTypeSlot(), pineforge::source::PineStrategyHost::FixtureQtyTypeSlot::FixtureQtyTypeSlot(), pineforge::source::PineStrategyHost::FixtureRiskDirectionSlot::FixtureRiskDirectionSlot(), and PineStrategyHost().

Member Function Documentation

broker_state_hash_projection()

std::uint64_t pineforge::source::PineStrategyHost::broker_state_hash_projection ( ) const

override

Definition at line 470 of file pine_strategy_host.cpp.

prepare_native_begin()

void pineforge::source::PineStrategyHost::prepare_native_begin ( const NativeBeginArgs & args )

final

Definition at line 554 of file pine_strategy_host.cpp.

References pineforge::source::StagedConfiguration::account_fx_effective_from_ms, adapter_, pineforge::engine_script_run_v19::NativeBeginArgs::bar_magnifier, pineforge::engine_script_run_v19::NativeBeginArgs::bars, pineforge::detail::bind_id_pair_scratch_tables(), pineforge::detail::bind_tree_scratch_tables(), pineforge::source::PineStrategyConfig::calc_on_order_fills, pineforge::RunFailureValue::code, config_, pineforge::detect_timeframe(), pineforge::engine_invariant, pineforge::native_run_spec_v3::NativeRunSpec::identity, pineforge::engine_script_run_v19::NativeBeginArgs::input_tf, pineforge::engine_script_run_v19::NativeBeginArgs::inputs, pineforge::native_run_spec_v3::NativeRunSpec::instrument_feeds, pineforge::engine_script_run_v19::NativeBeginArgs::is_stream, margin_call_enabled_, pineforge::SymInfo::mintick, pineforge::engine_script_run_v19::NativeBeginArgs::n, pineforge::none, pineforge::engine_script_run_v19::NativeBeginArgs::overrides_opaque, probe_suppress_tail_logic_, realtime_tail_, recorded_series_, pineforge::run_failure_value_of(), pineforge::run_mode_unsupported, pineforge::run_options_rejected, scheduler_, pineforge::engine_script_run_v19::NativeBeginArgs::script_tf, source_configuration_captured_, pineforge::source::PineStrategyConfig::src_series_active, pineforge::engine_script_run_v19::NativeSetupResult::status, symbol_feed_views_, symbol_feeds_, symbol_feeds_lent_, pineforge::engine_script_run_v19::NativeBeginArgs::syminfo, and pineforge::tf_ratio().

on_native_run_begin()

void pineforge::source::PineStrategyHost::on_native_run_begin ( )

final

Definition at line 724 of file pine_strategy_host.cpp.

References adapter_, pineforge::source::detail::adopt_selected_intents(), pineforge::classify_run_failure(), pineforge::engine_unclassified_error, foreign_input_index_, foreign_security_series_, foreign_security_sites_, install_symbol_calendar_metadata(), pineforge::note_run_failure(), pineforge::source::detail::run_consumer(), scheduler_, session_isfirstbar_, session_isfirstbar_regular_, session_islastbar_, session_islastbar_regular_, session_ismarket_, source_bar_index_, source_callback_count_, source_last_bar_index_, source_prepare_failed_, pineforge::source::detail::take_run_facts(), and trade_scratch_order().

on_native_input()

void pineforge::source::PineStrategyHost::on_native_input ( const Bar & bar, const NativeInputContext & context )

final

Definition at line 885 of file pine_strategy_host.cpp.

References foreign_input_index_, pineforge::engine_script_run_v19::NativeInputContext::input_index, pineforge::source::detail::run_phase(), scheduler_, and source_prepare_failed_.

on_native_tick()

void pineforge::source::PineStrategyHost::on_native_tick ( const Bar & tick, const NativeTickContext & context )

final

Definition at line 898 of file pine_strategy_host.cpp.

References adapter_, pineforge::source::detail::run_phase(), scheduler_, and source_prepare_failed_.

on_native_bar_open()

void pineforge::source::PineStrategyHost::on_native_bar_open ( const Bar & bar, const NativeDecisionContext & context )

final

Definition at line 907 of file pine_strategy_host.cpp.

References adapter_, pineforge::native_driver_v5::NativeDecisionContext::driver_statistics, foreign_security_sites_, pineforge::native_driver_v5::NativeDriverStatistics::sample_ticks_processed, scheduler_, source_prepare_failed_, and pineforge::native_driver_v5::NativeDriverStatistics::sub_bars_processed.

on_native_bar()

void pineforge::source::PineStrategyHost::on_native_bar ( const Bar & bar, const NativeDecisionContext & context )

final

Definition at line 939 of file pine_strategy_host.cpp.

References adapter_, pineforge::native_driver_v5::NativeDecisionContext::coordinate, pineforge::native_driver_v5::NativeDecisionContext::driver_statistics, pineforge::native_driver_v5::NativeCoordinate::interval_index, pineforge::native_driver_v5::NativeDecisionContext::is_terminal_sub_bar, pineforge::native_driver_v5::NativeDriverStatistics::sample_ticks_processed, scheduler_, source_last_bar_index_, source_prepare_failed_, and pineforge::native_driver_v5::NativeDriverStatistics::sub_bars_processed.

Referenced by on_native_recalculate().

on_native_sub_bar()

void pineforge::source::PineStrategyHost::on_native_sub_bar ( const Bar & , const NativeDecisionContext &  )

final

Definition at line 933 of file pine_strategy_host.cpp.

References scheduler_, and source_prepare_failed_.

on_native_recalculate()

void pineforge::source::PineStrategyHost::on_native_recalculate ( const Bar & bar, const NativeDecisionContext & context, NativeCalculationReason reason, const native_order::ExecutionAppliedEvent * cause )

final

Definition at line 1160 of file pine_strategy_host.cpp.

References on_native_bar(), scheduler_, and source_prepare_failed_.

on_native_applied()

void pineforge::source::PineStrategyHost::on_native_applied ( const native_order::ExecutionAppliedEvent & event, const NativeDecisionContext & context )

final

Definition at line 970 of file pine_strategy_host.cpp.

References adapter_, pineforge::execution::Bracket, pineforge::Trade::close_cause, pineforge::native_order::native_order_v8::ExecutionAppliedEvent::closed_trade_count, pineforge::native_driver_v5::NativeDecisionContext::coordinate, pineforge::engine_invariant, pineforge::source::Entry, pineforge::Trade::entry_time, pineforge::Trade::exit_comment, pineforge::Trade::exit_id, pineforge::Trade::exit_time, pineforge::execution::FillCap, finish_applied_admission(), pineforge::native_order::native_order_v8::ExecutionAppliedEvent::first_trade_index, pineforge::FLAT, pineforge::native_order::native_order_v8::ExecutionAppliedEvent::handle(), pineforge::native_order::native_order_v1::RequestHandle::incarnation, pineforge::source::kFillCapCommentPrefix, pineforge::source::kIntradayLossComment, pineforge::source::kMarginCallLabel, pineforge::execution::Liquidation, on_native_applied_event(), pineforge::native_order::native_order_v8::ExecutionAppliedEvent::opened_units, pineforge::source::Order, pineforge::native_order::native_order_v8::ExecutionAppliedEvent::ordinal, precommit_held_units_, pineforge::native_driver_v5::NativeCoordinate::provenance, pineforge::execution::RiskLimit, pineforge::source::detail::run_aggregates_input_bars(), pineforge::source::detail::run_consumer(), scheduler_, pineforge::native_driver_v5::NativeDecisionContext::script_bar_open_ms, source_prepare_failed_, and pineforge::execution::Unspecified.

on_native_timeframe_bar()

void pineforge::source::PineStrategyHost::on_native_timeframe_bar ( const Bar & bar, const NativeTimeframeBarContext & context )

final

Definition at line 1214 of file pine_security_eval.cpp.

References foreign_security_series_, foreign_security_sites_, pineforge::engine_script_run_v19::NativeTimeframeBarContext::interval, pineforge::native_calendar::native_calendar_v2::NativeInterval::last_traded_close_ms, source_prepare_failed_, and pineforge::engine_script_run_v19::NativeTimeframeBarContext::subscription.

resolve_execution_terms()

native_order::ExecutionTerms pineforge::source::PineStrategyHost::resolve_execution_terms ( const NativeExecutionTermsFacts & facts ) const

final

Definition at line 1179 of file pine_strategy_host.cpp.

References adapter_.

validate_execution_precommit()

NativePrecommitVerdict pineforge::source::PineStrategyHost::validate_execution_precommit ( const NativePrecommitView & view ) const

final

Definition at line 1204 of file pine_strategy_host.cpp.

References adapter_, precommit_held_units_, and pineforge::source::detail::run_position().

margin_check_allowed()

bool pineforge::source::PineStrategyHost::margin_check_allowed ( const NativeMarginCheckPoint & point ) const

final

Definition at line 1184 of file pine_strategy_host.cpp.

References adapter_.

resolve_margin_requirement()

std::optional< NativeMarginDecision > pineforge::source::PineStrategyHost::resolve_margin_requirement ( const NativeMarginRequirementView & view ) const

final

Definition at line 1189 of file pine_strategy_host.cpp.

References adapter_.

resolve_margin_call_units()

std::optional< double > pineforge::source::PineStrategyHost::resolve_margin_call_units ( const NativeMarginCallView & view ) const

final

Definition at line 1194 of file pine_strategy_host.cpp.

References adapter_.

resolve_anchored_level()

std::optional< double > pineforge::source::PineStrategyHost::resolve_anchored_level ( const NativeAnchoredLevelView & view ) const

final

Definition at line 1199 of file pine_strategy_host.cpp.

References adapter_.

adapter_core_sizes_default_opening()

bool pineforge::source::PineStrategyHost::adapter_core_sizes_default_opening

(

bool

is_long

)

const

Definition at line 3316 of file pine_strategy_host.cpp.

References adapter_.

on_source_bar()

virtual void pineforge::source::PineStrategyHost::on_source_bar ( const Bar & )

pure virtual

References set_pine_risk_direction(), set_pine_risk_max_cons_loss_days(), set_pine_risk_max_drawdown(), set_pine_risk_max_intraday_filled_orders(), set_pine_risk_max_intraday_loss(), set_pine_risk_max_position_size(), set_strategy_override(), set_syminfo_session(), and strategy_entry().

configure_pine_strategy()

void pineforge::source::PineStrategyHost::configure_pine_strategy

(

const PineStrategyConfig &

config

)

Definition at line 1211 of file pine_strategy_host.cpp.

References adapter_, pineforge::source::admit_strategy_declaration(), config_, scheduler_, and source_configuration_captured_.

set_trade_scratch()

void pineforge::source::PineStrategyHost::set_trade_scratch

(

detail::CommandScratchStore &

)

Definition at line 428 of file pine_strategy_host.cpp.

References pineforge::engine_invariant, pineforge::detail::CommandScratchStore::record_count(), set_trade_scratch(), pineforge::detail::CommandScratchStore::status(), and pineforge::detail::CommandScratchStore::transaction_active().

Referenced by set_trade_scratch().

trade_scratch_order()

pineforge::detail::ScratchKeyOrder pineforge::source::PineStrategyHost::trade_scratch_order ( )

staticnoexcept

Definition at line 424 of file pine_strategy_host.cpp.

References trade_scratch_order().

Referenced by on_native_run_begin(), and trade_scratch_order().

set_strategy_override()

void pineforge::source::PineStrategyHost::set_strategy_override

(

const StrategyOverrides &

overrides

)

Definition at line 1220 of file pine_strategy_host.cpp.

References adapter_, config_, override_, scheduler_, and source_configuration_captured_.

Referenced by on_source_bar().

set_syminfo_session()

void pineforge::source::PineStrategyHost::set_syminfo_session

(

const std::string &

session

)

Definition at line 1229 of file pine_strategy_host.cpp.

Referenced by on_source_bar().

set_pine_risk_direction()

void pineforge::source::PineStrategyHost::set_pine_risk_direction

(

int

direction

)

Definition at line 1238 of file pine_strategy_host.cpp.

References adapter_, pineforge::source::detail::capture_risk_row(), and config_.

Referenced by on_source_bar().

set_pine_risk_max_cons_loss_days()

void pineforge::source::PineStrategyHost::set_pine_risk_max_cons_loss_days

(

int

value

)

Definition at line 1243 of file pine_strategy_host.cpp.

References adapter_, pineforge::source::detail::capture_risk_row(), and config_.

Referenced by on_source_bar().

set_pine_risk_max_drawdown()

void pineforge::source::PineStrategyHost::set_pine_risk_max_drawdown	(	double	value,
		bool	percent )

Definition at line 1248 of file pine_strategy_host.cpp.

References adapter_, pineforge::source::admit_pine_risk_max_drawdown(), pineforge::source::detail::capture_risk_row(), and config_.

Referenced by on_source_bar().

set_pine_risk_max_intraday_loss()

void pineforge::source::PineStrategyHost::set_pine_risk_max_intraday_loss	(	double	value,
		bool	percent )

Definition at line 1254 of file pine_strategy_host.cpp.

References adapter_, pineforge::source::admit_pine_risk_max_intraday_loss(), pineforge::source::detail::capture_risk_row(), and config_.

Referenced by on_source_bar().

set_pine_risk_max_intraday_filled_orders()

void pineforge::source::PineStrategyHost::set_pine_risk_max_intraday_filled_orders

(

int

limit

)

Definition at line 1260 of file pine_strategy_host.cpp.

References adapter_, pineforge::source::detail::capture_risk_row(), and config_.

Referenced by on_source_bar().

set_pine_risk_max_position_size()

void pineforge::source::PineStrategyHost::set_pine_risk_max_position_size

(

double

value

)

Definition at line 1266 of file pine_strategy_host.cpp.

References adapter_, pineforge::source::admit_pine_risk_max_position_size(), pineforge::source::detail::capture_risk_row(), and config_.

Referenced by on_source_bar().

strategy_entry()

void pineforge::source::PineStrategyHost::strategy_entry	(	const std::string &	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 28 of file pine_strategy_commands.cpp.

References pineforge::source::detail::capture_pre_roll_command(), and config_.

Referenced by on_source_bar().

strategy_close() [1/2]

void pineforge::source::PineStrategyHost::strategy_close	(	const std::string &	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 )

Definition at line 51 of file pine_strategy_commands.cpp.

References pineforge::source::detail::capture_pre_roll_command(), and config_.

strategy_close() [2/2]

void pineforge::source::PineStrategyHost::strategy_close	(	const std::string &	id,
		const std::string &	comment,
		double	qty,
		double	qty_percent,
		bool	immediately,
		std::uint64_t	callsite_token )

Definition at line 63 of file pine_strategy_commands.cpp.

References pineforge::source::detail::capture_pre_roll_command(), and config_.

strategy_close_all()

void pineforge::source::PineStrategyHost::strategy_close_all

(

)

Definition at line 79 of file pine_strategy_commands.cpp.

References pineforge::source::detail::capture_pre_roll_command(), and config_.

strategy_exit()

void pineforge::source::PineStrategyHost::strategy_exit	(	const std::string &	id,
		const std::string &	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 92 of file pine_strategy_commands.cpp.

References pineforge::source::detail::capture_pre_roll_command(), and config_.

strategy_exit_cancel_bracket()

void pineforge::source::PineStrategyHost::strategy_exit_cancel_bracket	(	const std::string &	exit_id,
		const std::string &	from_entry,
		const std::string &	comment = {} )

Definition at line 117 of file pine_strategy_commands.cpp.

References pineforge::source::detail::capture_pre_roll_command(), and config_.

strategy_cancel()

void pineforge::source::PineStrategyHost::strategy_cancel

(

const std::string &

id

)

Definition at line 132 of file pine_strategy_commands.cpp.

References pineforge::source::detail::capture_pre_roll_command(), and config_.

strategy_cancel_all()

void pineforge::source::PineStrategyHost::strategy_cancel_all

(

)

Definition at line 143 of file pine_strategy_commands.cpp.

References pineforge::source::detail::capture_pre_roll_command(), and config_.

strategy_order()

void pineforge::source::PineStrategyHost::strategy_order	(	const std::string &	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 154 of file pine_strategy_commands.cpp.

References pineforge::source::detail::capture_pre_roll_command(), and config_.

pine_bar_index()

int pineforge::source::PineStrategyHost::pine_bar_index

(

)

const

Definition at line 1272 of file pine_strategy_host.cpp.

References foreign_context_, scheduler_, and source_bar_index_.

pine_last_bar_index()

int pineforge::source::PineStrategyHost::pine_last_bar_index

(

)

const

Definition at line 1278 of file pine_strategy_host.cpp.

References scheduler_, and source_last_bar_index_.

prev_chart_close()

double pineforge::source::PineStrategyHost::prev_chart_close

(

)

const

Definition at line 1370 of file pine_strategy_host.cpp.

References scheduler_.

is_first_tick()

bool pineforge::source::PineStrategyHost::is_first_tick ( ) const

noexcept

Definition at line 1282 of file pine_strategy_host.cpp.

References scheduler_.

is_last_tick()

bool pineforge::source::PineStrategyHost::is_last_tick ( ) const

noexcept

Definition at line 1286 of file pine_strategy_host.cpp.

References scheduler_.

history_advances_new_bar()

bool pineforge::source::PineStrategyHost::history_advances_new_bar ( ) const

noexcept

Definition at line 1365 of file pine_strategy_host.cpp.

References scheduler_.

security_series_slot_is_new()

bool pineforge::source::PineStrategyHost::security_series_slot_is_new ( int sec_id ) const

noexcept

Definition at line 115 of file pine_security_eval.cpp.

References pine_security_states_, and security_history_publication_replay_.

last_bar_dual_entry_path()

int pineforge::source::PineStrategyHost::last_bar_dual_entry_path

(

)

const

Definition at line 1374 of file pine_strategy_host.cpp.

References adapter_.

live_position_size()

double pineforge::source::PineStrategyHost::live_position_size ( ) const

override

Definition at line 1444 of file pine_strategy_host.cpp.

References pineforge::source::detail::run_position(), and pineforge::engine_script_run_v19::NativePhysicalPosition::signed_units.

pending_order_count()

int pineforge::source::PineStrategyHost::pending_order_count

(

)

const

Definition at line 1448 of file pine_strategy_host.cpp.

References pending_intent_view().

market_admission_journal() [1/2]

MarketAdmissionJournal & pineforge::source::PineStrategyHost::market_admission_journal

(

)

Definition at line 1452 of file pine_strategy_host.cpp.

References adapter_.

market_admission_journal() [2/2]

const MarketAdmissionJournal & pineforge::source::PineStrategyHost::market_admission_journal

(

)

const

Definition at line 1456 of file pine_strategy_host.cpp.

References adapter_.

market_admission_fields()

std::vector< admission::Field > pineforge::source::PineStrategyHost::market_admission_fields

(

)

const

Definition at line 1460 of file pine_strategy_host.cpp.

References adapter_.

probe_fill_qty()

int pineforge::source::PineStrategyHost::probe_fill_qty	(	int	index,
		double	fill_price,
		double *	qty,
		int *	close_only,
		int *	partition ) const

Definition at line 1468 of file pine_strategy_host.cpp.

References pending_intent_view().

pending_order_level_resolved()

int pineforge::source::PineStrategyHost::pending_order_level_resolved

(

int

index

)

const

Definition at line 1473 of file pine_strategy_host.cpp.

References pending_intent_view().

pending_order_effective_levels()

int pineforge::source::PineStrategyHost::pending_order_effective_levels	(	int	index,
		double *	stop,
		double *	limit,
		double *	trail_activation ) const

Definition at line 1477 of file pine_strategy_host.cpp.

References pending_intent_view().

pending_intent_view()

const PendingIntentView & pineforge::source::PineStrategyHost::pending_intent_view ( ) const

noexcept

Definition at line 1482 of file pine_strategy_host.cpp.

References adapter_.

Referenced by observe_last_bar_dual_entry_path_v1(), observe_pending_copy_v1(), observe_pending_count_v1(), observe_pending_effective_levels(), observe_pending_level_resolved(), observe_probe_fill_qty(), pending_order_count(), pending_order_effective_levels(), pending_order_level_resolved(), and probe_fill_qty().

short_seed_collision_role_v1()

int pineforge::source::PineStrategyHost::short_seed_collision_role_v1 ( native_order::RequestHandle handle ) const

noexcept

Definition at line 1486 of file pine_strategy_host.cpp.

References adapter_.

enable_pine_intraday_cap()

void pineforge::source::PineStrategyHost::enable_pine_intraday_cap

(

)

Definition at line 1491 of file pine_strategy_host.cpp.

References adapter_.

attach_pine_execution_adapter()

void pineforge::source::PineStrategyHost::attach_pine_execution_adapter

(

)

Definition at line 1495 of file pine_strategy_host.cpp.

References adapter_.

set_syminfo_metadata()

void pineforge::source::PineStrategyHost::set_syminfo_metadata ( const std::string & key, double value )

override

Definition at line 1504 of file pine_strategy_host.cpp.

References adapter_, chart_ema_na_warmup_, config_, historical_security_lookahead_projection_, scheduler_, security_range_start_ms_, security_range_start_na_warmup_, symbol_calendar_, symbol_calendar_closes_, symbol_calendar_days_, and symbol_calendar_opens_.

set_report_terminal_quote()

bool pineforge::source::PineStrategyHost::set_report_terminal_quote	(	std::int64_t	time_ms,
		double	close )

Definition at line 1584 of file pine_strategy_host.cpp.

clear_report_terminal_quote()

void pineforge::source::PineStrategyHost::clear_report_terminal_quote

(

)

Definition at line 1592 of file pine_strategy_host.cpp.

report_terminal_quote_applied()

bool pineforge::source::PineStrategyHost::report_terminal_quote_applied

(

const ReportC &

report

)

const

Definition at line 2195 of file pine_strategy_host.cpp.

set_symbol_calendar()

bool pineforge::source::PineStrategyHost::set_symbol_calendar

(

std::vector< std::pair< std::int64_t, std::int64_t > >

sessions

)

Definition at line 829 of file pine_strategy_host.cpp.

References symbol_calendar_.

Referenced by install_symbol_calendar_metadata().

symbol_calendar()

const std::vector< std::pair< std::int64_t, std::int64_t > > & pineforge::source::PineStrategyHost::symbol_calendar ( ) const

inlinenoexcept

Definition at line 453 of file pine_strategy_host.hpp.

References symbol_calendar(), and symbol_calendar_.

Referenced by symbol_calendar().

set_aux_security_feed()

bool pineforge::source::PineStrategyHost::set_aux_security_feed ( const Bar * bars, int n, const std::string & input_tf )

override

Definition at line 23 of file pine_aux_security.cpp.

References aux_security_bars_, aux_security_input_tf_, pineforge::clear_run_failure(), pineforge::note_run_failure(), release_aux_security_chart_ranges(), pineforge::security_feed_refused, and pineforge::tf_to_seconds().

set_symbol_feed()

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

override

Definition at line 1353 of file pine_security_eval.cpp.

References pineforge::native_run_spec_v3::NativeInstrumentFeed::bars, pineforge::clear_run_failure(), pineforge::native_run_spec_v3::NativeInstrumentFeed::close_ms, pineforge::native_run_spec_v3::NativeInstrumentFeed::instrument, pineforge::source::instrument_feed_field_name(), pineforge::note_run_failure(), symbol_feed_views_, symbol_feeds_, pineforge::symbol_feeds_refused, pineforge::native_run_spec_v3::NativeInstrumentFeed::tf, and pineforge::timeframe.

set_symbol_feed_borrowed()

bool pineforge::source::PineStrategyHost::set_symbol_feed_borrowed ( const std::string & key, const std::string & timeframe, const Bar * bars, const int64_t * close_ms, int n )

override

Definition at line 1679 of file pine_security_eval.cpp.

References pineforge::native_run_spec_v3::NativeInstrumentFeed::bars, pineforge::clear_run_failure(), pineforge::native_run_spec_v3::NativeInstrumentFeed::close_ms, pineforge::native_run_spec_v3::NativeInstrumentFeed::columns, pineforge::native_run_spec_v3::NativeInstrumentFeed::instrument, pineforge::source::instrument_feed_field_name(), pineforge::note_run_failure(), symbol_feed_views_, symbol_feeds_, pineforge::symbol_feeds_refused, pineforge::native_run_spec_v3::NativeInstrumentFeed::tf, and pineforge::timeframe.

set_symbol_feed_column()

bool pineforge::source::PineStrategyHost::set_symbol_feed_column ( const std::string & key, const std::string & timeframe, const std::string & name, const double * values, int n )

override

Definition at line 1414 of file pine_security_eval.cpp.

References pineforge::clear_run_failure(), pineforge::native_run_spec_v3::NativeInstrumentFeed::columns, pineforge::native_run_spec_v3::NativeInstrumentFeed::instrument, pineforge::source::instrument_feed_field_name(), pineforge::note_run_failure(), symbol_feed_views_, symbol_feeds_, pineforge::symbol_feeds_refused, pineforge::native_run_spec_v3::NativeInstrumentFeed::tf, and pineforge::timeframe.

set_symbol_facts()

bool pineforge::source::PineStrategyHost::set_symbol_facts ( const std::string & key, const std::string & field, const std::string & value )

override

Definition at line 1474 of file pine_security_eval.cpp.

References pineforge::source::SymbolFacts::canonical, pineforge::clear_run_failure(), pineforge::source::SymbolFacts::currency, pineforge::source::SymbolFacts::mintick, pineforge::note_run_failure(), pineforge::source::SymbolFacts::session, symbol_facts_, pineforge::symbol_feeds_refused, pineforge::source::SymbolFacts::timezone, pineforge::source::SymbolFacts::type, and pineforge::source::SymbolFacts::valid.

set_recorded_series() [1/2]

bool pineforge::source::PineStrategyHost::set_recorded_series ( const std::string & key, const int64_t * chart_open_ms, const double * values, int n )

override

Definition at line 1520 of file pine_security_eval.cpp.

set_recorded_series() [2/2]

bool pineforge::source::PineStrategyHost::set_recorded_series	(	const std::string &	key,
		const int64_t *	chart_open_ms,
		const double *	values,
		int	n,
		std::size_t	cache_capacity_bytes )

Definition at line 1526 of file pine_security_eval.cpp.

set_recorded_series_reader() [1/2]

bool pineforge::source::PineStrategyHost::set_recorded_series_reader	(	const std::string &	key,
		std::shared_ptr< const FeedReader< RecordedSeriesRow > >	reader )

Definition at line 1570 of file pine_security_eval.cpp.

set_recorded_series_reader() [2/2]

bool pineforge::source::PineStrategyHost::set_recorded_series_reader	(	const std::string &	key,
		std::shared_ptr< const FeedReader< RecordedSeriesRow > >	reader,
		std::size_t	cache_capacity_bytes )

Definition at line 1575 of file pine_security_eval.cpp.

source_aux_security_feed_enabled()

bool pineforge::source::PineStrategyHost::source_aux_security_feed_enabled ( ) const

override

Definition at line 80 of file pine_aux_security.cpp.

References aux_security_bars_.

source_aux_security_input_view()

void pineforge::source::PineStrategyHost::source_aux_security_input_view ( const Bar *& bars, int & n ) const

override

Definition at line 84 of file pine_aux_security.cpp.

References aux_security_bars_.

observe_last_bar_dual_entry_path_v1()

int pineforge::source::PineStrategyHost::observe_last_bar_dual_entry_path_v1 ( ) const

override

Definition at line 1600 of file pine_strategy_host.cpp.

References pending_intent_view().

observe_pending_count_v1()

int pineforge::source::PineStrategyHost::observe_pending_count_v1 ( ) const

override

Definition at line 1604 of file pine_strategy_host.cpp.

References pending_intent_view().

observe_pending_copy_v1()

int pineforge::source::PineStrategyHost::observe_pending_copy_v1 ( int index, pf_pending_order_v1_t * out ) const

override

Definition at line 1608 of file pine_strategy_host.cpp.

References pending_intent_view().

observe_probe_fill_qty()

int pineforge::source::PineStrategyHost::observe_probe_fill_qty ( int index, double fill_price, double * qty, int * close_only, int * partition ) const

override

Definition at line 1613 of file pine_strategy_host.cpp.

References pending_intent_view().

observe_pending_level_resolved()

int pineforge::source::PineStrategyHost::observe_pending_level_resolved ( int index ) const

override

Definition at line 1618 of file pine_strategy_host.cpp.

References pending_intent_view().

observe_pending_effective_levels()

int pineforge::source::PineStrategyHost::observe_pending_effective_levels ( int index, double * stop, double * limit, double * trail_activation ) const

override

Definition at line 1622 of file pine_strategy_host.cpp.

References pending_intent_view().

observe_trail_best_price_v1()

double pineforge::source::PineStrategyHost::observe_trail_best_price_v1 ( ) const

override

Definition at line 1627 of file pine_strategy_host.cpp.

References adapter_.

set_margin_call_enabled()

void pineforge::source::PineStrategyHost::set_margin_call_enabled ( bool enabled )

inline

Definition at line 539 of file pine_strategy_host.hpp.

References margin_call_enabled_.

margin_call_enabled()

bool pineforge::source::PineStrategyHost::margin_call_enabled ( ) const

inline

Definition at line 543 of file pine_strategy_host.hpp.

References margin_call_enabled_.

set_realtime_tail()

bool pineforge::source::PineStrategyHost::set_realtime_tail ( bool on, int horizon_bars )

inlineoverride

Definition at line 561 of file pine_strategy_host.hpp.

References realtime_tail_, and realtime_tail_horizon_bars_.

realtime_tail()

bool pineforge::source::PineStrategyHost::realtime_tail ( ) const

inline

Definition at line 567 of file pine_strategy_host.hpp.

References realtime_tail_.

set_probe_suppress_tail_logic()

bool pineforge::source::PineStrategyHost::set_probe_suppress_tail_logic ( bool on )

inlineoverride

Definition at line 587 of file pine_strategy_host.hpp.

References probe_suppress_tail_logic_.

probe_suppress_tail_logic()

bool pineforge::source::PineStrategyHost::probe_suppress_tail_logic ( ) const

inline

Definition at line 592 of file pine_strategy_host.hpp.

References probe_suppress_tail_logic_.

fixture_retain_all_events()

void pineforge::source::PineStrategyHost::fixture_retain_all_events

(

)

Definition at line 1353 of file pine_strategy_host.cpp.

on_native_applied_event()

virtual void pineforge::source::PineStrategyHost::on_native_applied_event ( const native_order::ExecutionAppliedEvent & , const NativeDecisionContext &  )

inlineprotectedvirtual

Definition at line 609 of file pine_strategy_host.hpp.

Referenced by on_native_applied().

fixture_configuration() [1/2]

PineStrategyConfig & pineforge::source::PineStrategyHost::fixture_configuration ( )

inlineprotectednoexcept

Definition at line 614 of file pine_strategy_host.hpp.

References config_.

fixture_configuration() [2/2]

const PineStrategyConfig & pineforge::source::PineStrategyHost::fixture_configuration ( ) const

inlineprotectednoexcept

Definition at line 615 of file pine_strategy_host.hpp.

References config_.

fixture_intraday_cap_latched()

bool pineforge::source::PineStrategyHost::fixture_intraday_cap_latched ( )

protected

Definition at line 1318 of file pine_strategy_host.cpp.

References adapter_, pineforge::compat::pine::Deny, and fixture_cap_clock().

fixture_cap_clock()

compat::pine::CapClock pineforge::source::PineStrategyHost::fixture_cap_clock ( ) const

protected

Definition at line 1290 of file pine_strategy_host.cpp.

References pineforge::native_driver_v5::NativeDecisionContext::coordinate, fixture_chart_time(), pineforge::native_driver_v5::NativeCoordinate::interval_index, pineforge::native_driver_v5::NativeDecisionContext::script_bar_open_ms, and pineforge::native_driver_v5::NativeDecisionContext::sub_bar_open_ms.

Referenced by fixture_intraday_cap_latched().

fixture_cap_calculation()

compat::pine::Calculation pineforge::source::PineStrategyHost::fixture_cap_calculation ( ) const

protected

Definition at line 1306 of file pine_strategy_host.cpp.

References adapter_, pineforge::native_driver_v5::NativeDecisionContext::coordinate, pineforge::native_driver_v5::NativeCoordinate::interval_index, pineforge::native_driver_v5::NativeDecisionContext::script_bar_open_ms, and pineforge::native_driver_v5::NativeDecisionContext::sub_bar_open_ms.

fixture_chart_time()

source::PineStrategyHost::BarTime pineforge::source::PineStrategyHost::fixture_chart_time ( std::int64_t timestamp_ms ) const

protected

Definition at line 1323 of file pine_strategy_host.cpp.

Referenced by fixture_cap_clock().

fixture_chart_day_key()

std::int64_t pineforge::source::PineStrategyHost::fixture_chart_day_key ( std::int64_t timestamp_ms ) const

inlineprotectednoexcept

Definition at line 627 of file pine_strategy_host.hpp.

References adapter_.

fixture_applied_receipt_count()

std::uint64_t pineforge::source::PineStrategyHost::fixture_applied_receipt_count ( ) const

protected

Definition at line 1357 of file pine_strategy_host.cpp.

fixture_cap_due_pending()

bool pineforge::source::PineStrategyHost::fixture_cap_due_pending ( ) const

inlineprotectednoexcept

Definition at line 636 of file pine_strategy_host.hpp.

References adapter_.

fixture_default_qty_type_slot()

FixtureQtyTypeSlot pineforge::source::PineStrategyHost::fixture_default_qty_type_slot ( )

inlineprotectednoexcept

Definition at line 652 of file pine_strategy_host.hpp.

fixture_commission_type_slot()

FixtureCommissionTypeSlot pineforge::source::PineStrategyHost::fixture_commission_type_slot ( )

inlineprotectednoexcept

Definition at line 668 of file pine_strategy_host.hpp.

fixture_risk_direction_slot()

FixtureRiskDirectionSlot pineforge::source::PineStrategyHost::fixture_risk_direction_slot ( )

inlineprotectednoexcept

Definition at line 681 of file pine_strategy_host.hpp.

source_id_ledger_view()

SourceIdLedgerView pineforge::source::PineStrategyHost::source_id_ledger_view ( ) const

inlineprotectednoexcept

Definition at line 714 of file pine_strategy_host.hpp.

net_profit()

double pineforge::source::PineStrategyHost::net_profit ( ) const

inlineprotected

Definition at line 724 of file pine_strategy_host.hpp.

References open_entry_fees_paid().

current_equity()

double pineforge::source::PineStrategyHost::current_equity ( ) const

inlineprotected

Definition at line 725 of file pine_strategy_host.hpp.

References open_entry_fees_paid().

open_profit()

double pineforge::source::PineStrategyHost::open_profit ( double current_price ) const

inlineprotected

Definition at line 739 of file pine_strategy_host.hpp.

References script_mark_price().

script_mark_price()

double pineforge::source::PineStrategyHost::script_mark_price ( double price ) const

protected

Definition at line 1391 of file pine_strategy_host.cpp.

References pineforge::price, and pineforge::source::detail::script_rule_switches().

Referenced by open_profit().

closed_trade_equity()

double pineforge::source::PineStrategyHost::closed_trade_equity ( ) const

inlineprotected

Definition at line 747 of file pine_strategy_host.hpp.

open_entry_fees_paid()

double pineforge::source::PineStrategyHost::open_entry_fees_paid ( ) const

protected

Definition at line 1378 of file pine_strategy_host.cpp.

References pineforge::FLAT.

Referenced by current_equity(), and net_profit().

signed_position_size()

double pineforge::source::PineStrategyHost::signed_position_size ( ) const

protected

Definition at line 1387 of file pine_strategy_host.cpp.

References scheduler_.

freeze_script_position_view()

void pineforge::source::PineStrategyHost::freeze_script_position_view ( )

protected

Definition at line 1404 of file pine_strategy_host.cpp.

References scheduler_.

clear_script_position_view()

void pineforge::source::PineStrategyHost::clear_script_position_view ( )

protected

Definition at line 1409 of file pine_strategy_host.cpp.

References scheduler_.

hold_script_average_price()

void pineforge::source::PineStrategyHost::hold_script_average_price ( double average )

protected

Definition at line 1413 of file pine_strategy_host.cpp.

References pineforge::FLAT, and script_average_held_.

release_script_average_price()

void pineforge::source::PineStrategyHost::release_script_average_price ( )

protectednoexcept

Definition at line 1421 of file pine_strategy_host.cpp.

References pineforge::FLAT, and script_average_held_.

source_series()

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

protected

Definition at line 1429 of file pine_strategy_host.cpp.

References scheduler_.

source_input_series()

const Series< double > & pineforge::source::PineStrategyHost::source_input_series ( const std::string & key, const Series< double > & fallback ) const

protected

Definition at line 1433 of file pine_strategy_host.cpp.

References scheduler_.

Referenced by get_input_source().

get_input_source()

const Series< double > & pineforge::source::PineStrategyHost::get_input_source ( const std::string & key, const Series< double > & fallback ) const

inlineprotected

Definition at line 764 of file pine_strategy_host.hpp.

References get_input_source(), and source_input_series().

Referenced by get_input_source().

margin_liquidation_price()

double pineforge::source::PineStrategyHost::margin_liquidation_price ( ) const

protected

Definition at line 486 of file pine_strategy_host.cpp.

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

fixture_publish_source_series()

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

inlineprotected

Definition at line 771 of file pine_strategy_host.hpp.

References scheduler_.

time_close()

int64_t pineforge::source::PineStrategyHost::time_close ( ) const

inlineprotected

Definition at line 774 of file pine_strategy_host.hpp.

References chart_time_close(), and foreign_context_.

chart_time_close()

int64_t pineforge::source::PineStrategyHost::chart_time_close ( ) const

protected

Definition at line 3327 of file pine_strategy_host.cpp.

References chart_bar_close_ms().

Referenced by time_close().

chart_bar_close_ms()

int64_t pineforge::source::PineStrategyHost::chart_bar_close_ms ( int64_t stamp ) const

protected

Definition at line 3331 of file pine_strategy_host.cpp.

References pineforge::calendar_period_for(), pineforge::NONE, pineforge::pine_time_close(), and pineforge::detail::symbol_session_time_close().

Referenced by chart_time_close().

pine_time_offset()

int64_t pineforge::source::PineStrategyHost::pine_time_offset ( int64_t bar_open_ms, int bars_back, const std::string & tf, const std::string & session, const std::string & tz, int timeframe_bars_back, bool close ) const

protected

Definition at line 3367 of file pine_strategy_host.cpp.

References pineforge::calendar_period_for(), pineforge::DAY, pineforge::input, pineforge::is_na(), pineforge::MONTH, pineforge::na< int64_t >(), pineforge::NONE, pineforge::pine_time(), pineforge::pine_time_close(), scheduler_, pineforge::session_trades_at(), symbol_calendar_, symbol_calendar_day(), symbol_calendar_open_before(), symbol_calendar_open_from(), pineforge::detail::symbol_session_time_close(), pineforge::tf_to_seconds(), and pineforge::WEEK.

symbol_calendar_day()

const std::pair< std::int64_t, std::int64_t > * pineforge::source::PineStrategyHost::symbol_calendar_day ( std::int64_t ms ) const

protected

Definition at line 839 of file pine_strategy_host.cpp.

References symbol_calendar_.

Referenced by pine_time_offset().

symbol_calendar_open_from()

std::int64_t pineforge::source::PineStrategyHost::symbol_calendar_open_from ( std::int64_t at ) const

protected

Definition at line 851 of file pine_strategy_host.cpp.

References pineforge::calendar_period_for(), pineforge::na(), pineforge::NONE, and symbol_calendar_.

Referenced by pine_time_offset().

symbol_calendar_open_before()

std::int64_t pineforge::source::PineStrategyHost::symbol_calendar_open_before ( std::int64_t before ) const

protected

Definition at line 774 of file pine_strategy_host.cpp.

References pineforge::calendar_period_for(), pineforge::na(), pineforge::NONE, and symbol_calendar_.

Referenced by pine_time_offset().

pine_session_ismarket()

bool pineforge::source::PineStrategyHost::pine_session_ismarket ( const std::string & session, const std::string & timezone, std::int64_t bar_ms ) const

inlineprotected

Definition at line 807 of file pine_strategy_host.hpp.

References pineforge::pine_session_ismarket().

pine_session_ispremarket()

bool pineforge::source::PineStrategyHost::pine_session_ispremarket ( const std::string & session, const std::string & timezone, std::int64_t bar_ms ) const

inlineprotected

Definition at line 812 of file pine_strategy_host.hpp.

References pineforge::pine_session_ispremarket().

pine_session_ispostmarket()

bool pineforge::source::PineStrategyHost::pine_session_ispostmarket ( const std::string & session, const std::string & timezone, std::int64_t bar_ms ) const

inlineprotected

Definition at line 817 of file pine_strategy_host.hpp.

References pineforge::pine_session_ispostmarket().

source_pending_view()

const std::vector< source::PineStrategyHost::FixtureIntentRow > & pineforge::source::PineStrategyHost::source_pending_view ( ) const

protected

Definition at line 1650 of file pine_strategy_host.cpp.

References adapter_, pineforge::source::PineStrategyHost::FixtureIntentRow::affordability_placement_equity, pineforge::admission::market_admission_v2::Draft::bind(), pineforge::OrderBirth::chart_evaluation(), pineforge::source::Close, pineforge::source::CloseAll, config_, pineforge::source::PineStrategyHost::FixtureIntentRow::created_bar, pineforge::source::PineStrategyHost::FixtureIntentRow::created_seq, pineforge::source::PineStrategyHost::FixtureIntentRow::default_stop_placement_equity, pineforge::source::PineStrategyHost::FixtureIntentRow::default_stop_placement_qty, pineforge::source::PineStrategyHost::FixtureIntentRow::default_stop_placement_signal_close, pineforge::source::PineStrategyHost::FixtureIntentRow::default_stop_sizing_price, pineforge::source::Entry, pineforge::source::ExitLimit, pineforge::source::ExitStop, pineforge::source::ExitTrail, pineforge::FLAT, pineforge::source::PineStrategyHost::FixtureIntentRow::from_entry, pineforge::source::PineStrategyHost::FixtureIntentRow::frozen_default_qty, pineforge::source::PineStrategyHost::FixtureIntentRow::frozen_market_own_units, pineforge::source::PineStrategyHost::FixtureIntentRow::frozen_market_transaction_units, pineforge::source::PineStrategyHost::FixtureIntentRow::id, pineforge::source::PineStrategyHost::FixtureIntentRow::incarnation, pineforge::source::PineStrategyHost::FixtureIntentRow::is_long, pineforge::source::Margin, pineforge::source::PineStrategyHost::FixtureIntentRow::market_admission, pineforge::admission::market_admission_v2::Draft::observation(), pineforge::source::Order, pineforge::source::PineStrategyHost::FixtureIntentRow::over_pyramiding_cap_at_placement, pineforge::source::PineStrategyHost::FixtureIntentRow::paired_flat_market_peer_seq, pineforge::source::PineStrategyHost::FixtureIntentRow::paired_flat_market_transaction_qty, pineforge::PERCENT_OF_EQUITY, pineforge::source::PineStrategyHost::FixtureIntentRow::qty, pineforge::source::PineStrategyHost::FixtureIntentRow::qty_percent, pineforge::source::Risk, source_bar_index_, source_pending_view_cache_, pineforge::source::PineStrategyHost::FixtureIntentRow::type, and pineforge::Unattributed.

register_security_eval() [1/3]

void pineforge::source::PineStrategyHost::register_security_eval ( int sec_id, const std::string & requested_tf, const std::string & input_tf, bool lookahead_on, bool gaps_on = false, bool heikinashi = false )

protected

Definition at line 55 of file pine_security_eval.cpp.

References pineforge::source::PineSecurityEvalState::gaps_on, pineforge::source::PineSecurityEvalState::heikinashi, pineforge::source::PineSecurityEvalState::lookahead_on, pineforge::source::PineSecurityEvalState::lower_tf_emulation, pineforge::source::PineSecurityEvalState::lower_tf_ratio, pineforge::source::PineSecurityEvalState::lower_tf_requested, pineforge::source::PineSecurityEvalState::lower_tf_seconds, and pine_security_states_.

Referenced by register_security_lower_tf_eval().

register_security_eval() [2/3]

void pineforge::source::PineStrategyHost::register_security_eval ( int sec_id, const std::string & symbol, const std::string & requested_tf, const std::string & input_tf, bool lookahead_on, bool gaps_on = false, bool ignore_invalid_symbol = false )

protected

Definition at line 1030 of file pine_security_eval.cpp.

References foreign_security_sites_, and pineforge::symbol.

register_security_eval() [3/3]

void pineforge::source::PineStrategyHost::register_security_eval ( int sec_id, const std::string & symbol, const std::string & requested_tf, const char * input_tf, bool lookahead_on, bool gaps_on = false )

protecteddelete

References pineforge::symbol.

security_column_value()

double pineforge::source::PineStrategyHost::security_column_value ( int sec_id, const std::string & name ) const

protected

Definition at line 1313 of file pine_security_eval.cpp.

References pineforge::native_run_spec_v3::NativeInstrumentFeed::columns, foreign_security_sites_, and symbol_feeds_.

recorded_series_value()

double pineforge::source::PineStrategyHost::recorded_series_value ( const std::string & key ) const

protected

Definition at line 1330 of file pine_security_eval.cpp.

References pineforge::source::RecordedSeriesRow::open_ms, pineforge::recorded_request_missing, recorded_series_, pineforge::source::RecordedSeries::rows, and pineforge::source::RecordedSeriesRow::value.

register_security_lower_tf_eval()

void pineforge::source::PineStrategyHost::register_security_lower_tf_eval ( int sec_id, const std::string & requested_tf, const std::string & input_tf )

protected

Definition at line 102 of file pine_security_eval.cpp.

References register_security_eval().

security_lower_tf_sub_bar_index()

int pineforge::source::PineStrategyHost::security_lower_tf_sub_bar_index ( int sec_id ) const

protected

Definition at line 132 of file pine_security_eval.cpp.

validate_security_timeframes()

void pineforge::source::PineStrategyHost::validate_security_timeframes ( const std::string & input_tf )

protected

Definition at line 168 of file pine_security_eval.cpp.

References pineforge::source::PineSecurityEvalState::calling_close_completes_partial, pineforge::source::PineSecurityEvalState::calling_open_latches_first, pineforge::source::PineSecurityEvalState::deferred_aux, pineforge::engine_invariant, pineforge::source::PineSecurityEvalState::first_bucket_published, pineforge::source::PineSecurityEvalState::gaps_on, pineforge::source::PineSecurityEvalState::lookahead_on, pineforge::source::PineSecurityEvalState::lower_tf_array_requested, pineforge::source::PineSecurityEvalState::lower_tf_emulation, pineforge::source::PineSecurityEvalState::lower_tf_input_aggregation_ratio, pineforge::source::PineSecurityEvalState::lower_tf_input_buffer, pineforge::source::PineSecurityEvalState::lower_tf_ratio, pineforge::source::PineSecurityEvalState::lower_tf_requested, pineforge::source::PineSecurityEvalState::lower_tf_seconds, pineforge::source::PineSecurityEvalState::lower_tf_use_input, pineforge::source::PineSecurityEvalState::no_loaded_bars, pineforge::source::PineSecurityEvalState::publish_gate_tf_seconds, pineforge::request_timeframe_invalid, pineforge::request_timeframe_unsupported, pineforge::run_options_rejected, pineforge::safe_tf_to_seconds(), and pineforge::tf_to_seconds().

source_stream_entry_comment()

void pineforge::source::PineStrategyHost::source_stream_entry_comment ( const PyramidEntry & , std::string &  ) const

overrideprotected

Definition at line 1797 of file pine_strategy_host.cpp.

hash_host_extension()

void pineforge::source::PineStrategyHost::hash_host_extension ( BrokerStateHashSink & f ) const

overrideprotected

Definition at line 1130 of file pine_state_hash.cpp.

References adapter_, aux_security_bars_, aux_security_chart_begin_, aux_security_chart_end_, aux_security_digest_, aux_security_input_tf_, pineforge::engine_script_run_v19::BrokerStateHashSink::b(), pineforge::Bar::close, config_, pineforge::engine_script_run_v19::BrokerStateHashSink::d(), foreign_input_index_, foreign_security_series_, foreign_security_sites_, pineforge::Bar::high, pineforge::engine_script_run_v19::BrokerStateHashSink::i(), pineforge::source::kSourceAdapterDomain, pineforge::source::kSourceSecurityDomain, pineforge::source::kSourceSymbolDataDomain, pineforge::Bar::low, pineforge::Bar::open, override_, pine_security_states_, recorded_series_, pineforge::engine_script_run_v19::BrokerStateHashSink::s(), scheduler_, pineforge::source::detail::selected_intents(), source_bar_index_, source_callback_count_, source_configuration_captured_, source_prepare_failed_, symbol_data_digest_, symbol_facts_, symbol_feeds_, pineforge::Bar::timestamp, pineforge::engine_script_run_v19::BrokerStateHashSink::u(), and pineforge::Bar::volume.

Referenced by hash_source_extension().

hash_source_extension()

void pineforge::source::PineStrategyHost::hash_source_extension ( BrokerStateHashSink & sink ) const

inlinefinalprotected

Definition at line 888 of file pine_strategy_host.hpp.

References hash_host_extension().

refresh_aux_security_digest()

void pineforge::source::PineStrategyHost::refresh_aux_security_digest ( )

protectednoexcept

Definition at line 65 of file pine_aux_security.cpp.

References aux_security_bars_, aux_security_chart_begin_, aux_security_chart_end_, aux_security_digest_, aux_security_input_tf_, pineforge::engine_script_run_v19::BrokerStateHashSink::d(), pineforge::engine_script_run_v19::BrokerStateHashSink::h, pineforge::engine_script_run_v19::BrokerStateHashSink::i(), pineforge::engine_script_run_v19::BrokerStateHashSink::s(), and pineforge::engine_script_run_v19::BrokerStateHashSink::u().

Referenced by PineStrategyHost().

install_symbol_calendar_metadata()

void pineforge::source::PineStrategyHost::install_symbol_calendar_metadata ( )

protected

Definition at line 795 of file pine_strategy_host.cpp.

References set_symbol_calendar(), symbol_calendar_, symbol_calendar_closes_, symbol_calendar_days_, symbol_calendar_opens_, and pineforge::symbol_metadata_rejected.

Referenced by on_native_run_begin().

apply_realtime_tail_horizon()

void pineforge::source::PineStrategyHost::apply_realtime_tail_horizon ( const Bar * bars, int n, bool script_bar_geometry )

protected

Definition at line 1859 of file pine_strategy_host.cpp.

References realtime_tail_, realtime_tail_horizon_bars_, and pineforge::Bar::timestamp.

finish_applied_admission()

void pineforge::source::PineStrategyHost::finish_applied_admission ( const native_order::ExecutionAppliedEvent & event, const NativeDecisionContext & context )

protected

Definition at line 3587 of file pine_strategy_host.cpp.

References adapter_, pineforge::native_driver_v5::NativeDecisionContext::coordinate, pineforge::native_driver_v5::NativeDecisionContext::is_terminal_sub_bar, pineforge::native_driver_v5::NativeCoordinate::provenance, and scheduler_.

Referenced by on_native_applied().

release_aux_security_chart_ranges()

void pineforge::source::PineStrategyHost::release_aux_security_chart_ranges ( )

protected

Definition at line 522 of file pine_aux_security.cpp.

References aux_security_chart_begin_, and aux_security_chart_end_.

Referenced by set_aux_security_feed().

Field Documentation

adapter_

PineExecutionAdapter pineforge::source::PineStrategyHost::adapter_

protected

Definition at line 1125 of file pine_strategy_host.hpp.

Referenced by adapter_core_sizes_default_opening(), attach_pine_execution_adapter(), configure_pine_strategy(), enable_pine_intraday_cap(), finish_applied_admission(), fixture_cap_calculation(), fixture_cap_due_pending(), fixture_chart_day_key(), fixture_intraday_cap_latched(), hash_host_extension(), last_bar_dual_entry_path(), margin_check_allowed(), market_admission_fields(), market_admission_journal(), market_admission_journal(), observe_trail_best_price_v1(), on_native_applied(), on_native_bar(), on_native_bar_open(), on_native_run_begin(), on_native_tick(), pending_intent_view(), PineStrategyHost(), prepare_native_begin(), resolve_anchored_level(), resolve_execution_terms(), resolve_margin_call_units(), resolve_margin_requirement(), set_pine_risk_direction(), set_pine_risk_max_cons_loss_days(), set_pine_risk_max_drawdown(), set_pine_risk_max_intraday_filled_orders(), set_pine_risk_max_intraday_loss(), set_pine_risk_max_position_size(), set_strategy_override(), set_syminfo_metadata(), short_seed_collision_role_v1(), source_pending_view(), and validate_execution_precommit().

position_close_obligation_

SourceCloseObligationView pineforge::source::PineStrategyHost::position_close_obligation_ {adapter_}

protected

Definition at line 1139 of file pine_strategy_host.hpp.

config_

PineStrategyConfig pineforge::source::PineStrategyHost::config_ {}

protected

Definition at line 1140 of file pine_strategy_host.hpp.

Referenced by configure_pine_strategy(), fixture_configuration(), fixture_configuration(), hash_host_extension(), prepare_native_begin(), set_pine_risk_direction(), set_pine_risk_max_cons_loss_days(), set_pine_risk_max_drawdown(), set_pine_risk_max_intraday_filled_orders(), set_pine_risk_max_intraday_loss(), set_pine_risk_max_position_size(), set_strategy_override(), set_syminfo_metadata(), source_pending_view(), strategy_cancel(), strategy_cancel_all(), strategy_close(), strategy_close(), strategy_close_all(), strategy_entry(), strategy_exit(), strategy_exit_cancel_bracket(), and strategy_order().

override_

StrategyOverrides pineforge::source::PineStrategyHost::override_ {}

protected

Definition at line 1141 of file pine_strategy_host.hpp.

Referenced by hash_host_extension(), and set_strategy_override().

scheduler_

PineScheduler pineforge::source::PineStrategyHost::scheduler_ {}

protected

Definition at line 1142 of file pine_strategy_host.hpp.

Referenced by clear_script_position_view(), configure_pine_strategy(), finish_applied_admission(), fixture_publish_source_series(), freeze_script_position_view(), hash_host_extension(), history_advances_new_bar(), is_first_tick(), is_last_tick(), on_native_applied(), on_native_bar(), on_native_bar_open(), on_native_input(), on_native_recalculate(), on_native_run_begin(), on_native_sub_bar(), on_native_tick(), pine_bar_index(), pine_last_bar_index(), pine_time_offset(), PineStrategyHost(), prepare_native_begin(), prev_chart_close(), set_strategy_override(), set_syminfo_metadata(), signed_position_size(), source_input_series(), and source_series().

_src_series_active_

bool& pineforge::source::PineStrategyHost::_src_series_active_

protected

Definition at line 1145 of file pine_strategy_host.hpp.

Referenced by PineStrategyHost().

_src_open_

Series<double>& pineforge::source::PineStrategyHost::_src_open_

protected

Definition at line 1146 of file pine_strategy_host.hpp.

Referenced by PineStrategyHost().

_src_high_

Series<double>& pineforge::source::PineStrategyHost::_src_high_

protected

Definition at line 1147 of file pine_strategy_host.hpp.

Referenced by PineStrategyHost().

_src_low_

Series<double>& pineforge::source::PineStrategyHost::_src_low_

protected

Definition at line 1148 of file pine_strategy_host.hpp.

Referenced by PineStrategyHost().

_src_close_

Series<double>& pineforge::source::PineStrategyHost::_src_close_

protected

Definition at line 1149 of file pine_strategy_host.hpp.

Referenced by PineStrategyHost().

_src_volume_

Series<double>& pineforge::source::PineStrategyHost::_src_volume_

protected

Definition at line 1150 of file pine_strategy_host.hpp.

Referenced by PineStrategyHost().

_src_hl2_

Series<double>& pineforge::source::PineStrategyHost::_src_hl2_

protected

Definition at line 1151 of file pine_strategy_host.hpp.

Referenced by PineStrategyHost().

_src_hlc3_

Series<double>& pineforge::source::PineStrategyHost::_src_hlc3_

protected

Definition at line 1152 of file pine_strategy_host.hpp.

Referenced by PineStrategyHost().

_src_ohlc4_

Series<double>& pineforge::source::PineStrategyHost::_src_ohlc4_

protected

Definition at line 1153 of file pine_strategy_host.hpp.

Referenced by PineStrategyHost().

_src_hlcc4_

Series<double>& pineforge::source::PineStrategyHost::_src_hlcc4_

protected

Definition at line 1154 of file pine_strategy_host.hpp.

Referenced by PineStrategyHost().

is_last_tick_

const bool& pineforge::source::PineStrategyHost::is_last_tick_

protected

Definition at line 1155 of file pine_strategy_host.hpp.

Referenced by PineStrategyHost().

source_bar_index_

int pineforge::source::PineStrategyHost::source_bar_index_ = -1

protected

Definition at line 1156 of file pine_strategy_host.hpp.

Referenced by hash_host_extension(), on_native_run_begin(), pine_bar_index(), and source_pending_view().

source_last_bar_index_

int pineforge::source::PineStrategyHost::source_last_bar_index_ = -1

protected

Definition at line 1157 of file pine_strategy_host.hpp.

Referenced by on_native_bar(), on_native_run_begin(), and pine_last_bar_index().

source_callback_count_

std::uint64_t pineforge::source::PineStrategyHost::source_callback_count_ = 0

protected

Definition at line 1158 of file pine_strategy_host.hpp.

Referenced by hash_host_extension(), and on_native_run_begin().

source_configuration_captured_

bool pineforge::source::PineStrategyHost::source_configuration_captured_ = false

protected

Definition at line 1159 of file pine_strategy_host.hpp.

Referenced by configure_pine_strategy(), hash_host_extension(), prepare_native_begin(), and set_strategy_override().

source_prepare_failed_

bool pineforge::source::PineStrategyHost::source_prepare_failed_ = false

protected

Definition at line 1160 of file pine_strategy_host.hpp.

Referenced by hash_host_extension(), on_native_applied(), on_native_bar(), on_native_bar_open(), on_native_input(), on_native_recalculate(), on_native_run_begin(), on_native_sub_bar(), on_native_tick(), and on_native_timeframe_bar().

aux_security_bars_

std::vector<Bar> pineforge::source::PineStrategyHost::aux_security_bars_

protected

Definition at line 1162 of file pine_strategy_host.hpp.

Referenced by hash_host_extension(), refresh_aux_security_digest(), set_aux_security_feed(), source_aux_security_feed_enabled(), and source_aux_security_input_view().

aux_security_input_tf_

std::string pineforge::source::PineStrategyHost::aux_security_input_tf_

protected

Definition at line 1163 of file pine_strategy_host.hpp.

Referenced by hash_host_extension(), refresh_aux_security_digest(), and set_aux_security_feed().

aux_security_chart_begin_

std::vector<std::size_t> pineforge::source::PineStrategyHost::aux_security_chart_begin_

protected

Definition at line 1164 of file pine_strategy_host.hpp.

Referenced by hash_host_extension(), refresh_aux_security_digest(), and release_aux_security_chart_ranges().

aux_security_chart_end_

std::vector<std::size_t> pineforge::source::PineStrategyHost::aux_security_chart_end_

protected

Definition at line 1165 of file pine_strategy_host.hpp.

Referenced by hash_host_extension(), refresh_aux_security_digest(), and release_aux_security_chart_ranges().

aux_security_digest_

std::uint64_t pineforge::source::PineStrategyHost::aux_security_digest_ = 1469598103934665603ULL

protected

Definition at line 1169 of file pine_strategy_host.hpp.

Referenced by hash_host_extension(), and refresh_aux_security_digest().

pine_security_states_

std::map<int, PineSecurityEvalState> pineforge::source::PineStrategyHost::pine_security_states_

protected

Definition at line 1177 of file pine_strategy_host.hpp.

Referenced by hash_host_extension(), register_security_eval(), and security_series_slot_is_new().

symbol_feeds_

std::vector<NativeInstrumentFeed> pineforge::source::PineStrategyHost::symbol_feeds_

protected

Definition at line 1190 of file pine_strategy_host.hpp.

Referenced by hash_host_extension(), prepare_native_begin(), security_column_value(), set_symbol_feed(), set_symbol_feed_borrowed(), and set_symbol_feed_column().

symbol_feeds_lent_

bool pineforge::source::PineStrategyHost::symbol_feeds_lent_ = false

protected

Definition at line 1191 of file pine_strategy_host.hpp.

Referenced by prepare_native_begin().

symbol_facts_

std::map<std::string, SymbolFacts> pineforge::source::PineStrategyHost::symbol_facts_

protected

Definition at line 1192 of file pine_strategy_host.hpp.

Referenced by hash_host_extension(), and set_symbol_facts().

recorded_series_

std::map<std::string, RecordedSeries> pineforge::source::PineStrategyHost::recorded_series_

protected

Definition at line 1193 of file pine_strategy_host.hpp.

Referenced by hash_host_extension(), prepare_native_begin(), and recorded_series_value().

symbol_data_digest_

std::uint64_t pineforge::source::PineStrategyHost::symbol_data_digest_ = 1469598103934665603ULL

protected

Definition at line 1194 of file pine_strategy_host.hpp.

Referenced by hash_host_extension().

foreign_security_sites_

std::map<int, ForeignSecuritySite> pineforge::source::PineStrategyHost::foreign_security_sites_

protected

Definition at line 1199 of file pine_strategy_host.hpp.

Referenced by hash_host_extension(), on_native_bar_open(), on_native_run_begin(), on_native_timeframe_bar(), register_security_eval(), and security_column_value().

foreign_security_series_

std::vector<int> pineforge::source::PineStrategyHost::foreign_security_series_

protected

Definition at line 1200 of file pine_strategy_host.hpp.

Referenced by hash_host_extension(), on_native_run_begin(), and on_native_timeframe_bar().

foreign_input_index_

std::int64_t pineforge::source::PineStrategyHost::foreign_input_index_ = -1

protected

Definition at line 1203 of file pine_strategy_host.hpp.

Referenced by hash_host_extension(), on_native_input(), and on_native_run_begin().

symbol_feed_views_

std::vector<BorrowedFeedSlot> pineforge::source::PineStrategyHost::symbol_feed_views_

protected

Definition at line 1208 of file pine_strategy_host.hpp.

Referenced by prepare_native_begin(), set_symbol_feed(), set_symbol_feed_borrowed(), and set_symbol_feed_column().

foreign_context_

const ForeignSecuritySite* pineforge::source::PineStrategyHost::foreign_context_ = nullptr

protected

Definition at line 1208 of file pine_strategy_host.hpp.

Referenced by pine_bar_index(), and time_close().

margin_call_enabled_

bool pineforge::source::PineStrategyHost::margin_call_enabled_ = true

protected

Definition at line 1213 of file pine_strategy_host.hpp.

Referenced by margin_call_enabled(), prepare_native_begin(), and set_margin_call_enabled().

realtime_tail_

bool pineforge::source::PineStrategyHost::realtime_tail_ = false

protected

Definition at line 1219 of file pine_strategy_host.hpp.

Referenced by apply_realtime_tail_horizon(), prepare_native_begin(), realtime_tail(), and set_realtime_tail().

realtime_tail_horizon_bars_

int pineforge::source::PineStrategyHost::realtime_tail_horizon_bars_ = 0

protected

Definition at line 1220 of file pine_strategy_host.hpp.

Referenced by apply_realtime_tail_horizon(), and set_realtime_tail().

probe_suppress_tail_logic_

bool pineforge::source::PineStrategyHost::probe_suppress_tail_logic_ = false

protected

Definition at line 1221 of file pine_strategy_host.hpp.

Referenced by prepare_native_begin(), probe_suppress_tail_logic(), and set_probe_suppress_tail_logic().

session_ismarket_

bool pineforge::source::PineStrategyHost::session_ismarket_ = false

protected

Definition at line 1239 of file pine_strategy_host.hpp.

Referenced by on_native_run_begin().

session_isfirstbar_

bool pineforge::source::PineStrategyHost::session_isfirstbar_ = false

protected

Definition at line 1240 of file pine_strategy_host.hpp.

Referenced by on_native_run_begin().

session_islastbar_

bool pineforge::source::PineStrategyHost::session_islastbar_ = false

protected

Definition at line 1241 of file pine_strategy_host.hpp.

Referenced by on_native_run_begin().

session_isfirstbar_regular_

bool pineforge::source::PineStrategyHost::session_isfirstbar_regular_ = false

protected

Definition at line 1242 of file pine_strategy_host.hpp.

Referenced by on_native_run_begin().

session_islastbar_regular_

bool pineforge::source::PineStrategyHost::session_islastbar_regular_ = false

protected

Definition at line 1243 of file pine_strategy_host.hpp.

Referenced by on_native_run_begin().

symbol_calendar_

std::vector<std::pair<std::int64_t, std::int64_t> > pineforge::source::PineStrategyHost::symbol_calendar_

protected

Definition at line 1249 of file pine_strategy_host.hpp.

Referenced by install_symbol_calendar_metadata(), pine_time_offset(), set_symbol_calendar(), set_syminfo_metadata(), symbol_calendar(), symbol_calendar_day(), symbol_calendar_open_before(), and symbol_calendar_open_from().

symbol_calendar_opens_

std::map<long long, double> pineforge::source::PineStrategyHost::symbol_calendar_opens_

protected

Definition at line 1250 of file pine_strategy_host.hpp.

Referenced by install_symbol_calendar_metadata(), and set_syminfo_metadata().

symbol_calendar_closes_

std::map<long long, double> pineforge::source::PineStrategyHost::symbol_calendar_closes_

protected

Definition at line 1251 of file pine_strategy_host.hpp.

Referenced by install_symbol_calendar_metadata(), and set_syminfo_metadata().

symbol_calendar_days_

long long pineforge::source::PineStrategyHost::symbol_calendar_days_ = -1

protected

Definition at line 1252 of file pine_strategy_host.hpp.

Referenced by install_symbol_calendar_metadata(), and set_syminfo_metadata().

chart_ema_na_warmup_

bool pineforge::source::PineStrategyHost::chart_ema_na_warmup_ = false

protected

Definition at line 1281 of file pine_strategy_host.hpp.

Referenced by set_syminfo_metadata().

security_range_start_na_warmup_

bool pineforge::source::PineStrategyHost::security_range_start_na_warmup_ = false

protected

Definition at line 1292 of file pine_strategy_host.hpp.

Referenced by set_syminfo_metadata().

security_range_start_ms_

int64_t pineforge::source::PineStrategyHost::security_range_start_ms_ = 0

protected

Definition at line 1293 of file pine_strategy_host.hpp.

Referenced by set_syminfo_metadata().

security_first_chart_bar_ms_

int64_t pineforge::source::PineStrategyHost::security_first_chart_bar_ms_ = 0

protected

Definition at line 1317 of file pine_strategy_host.hpp.

security_calling_close_ms_

int64_t pineforge::source::PineStrategyHost::security_calling_close_ms_ = 0

protected

Definition at line 1326 of file pine_strategy_host.hpp.

historical_security_lookahead_projection_

bool pineforge::source::PineStrategyHost::historical_security_lookahead_projection_ = false

protected

Definition at line 1333 of file pine_strategy_host.hpp.

Referenced by set_syminfo_metadata().

historical_security_lookahead_projection_active_

bool pineforge::source::PineStrategyHost::historical_security_lookahead_projection_active_ = false

protected

Definition at line 1334 of file pine_strategy_host.hpp.

security_history_publication_replay_

bool pineforge::source::PineStrategyHost::security_history_publication_replay_ = false

protected

Definition at line 1341 of file pine_strategy_host.hpp.

Referenced by security_series_slot_is_new().

source_pending_view_cache_

std::vector<FixtureIntentRow> pineforge::source::PineStrategyHost::source_pending_view_cache_

mutableprotected

Definition at line 1344 of file pine_strategy_host.hpp.

Referenced by source_pending_view().

precommit_held_units_

double pineforge::source::PineStrategyHost::precommit_held_units_

mutableprotected

Initial value:

=
        std::numeric_limits<double>::quiet_NaN()

Definition at line 1348 of file pine_strategy_host.hpp.

Referenced by on_native_applied(), and validate_execution_precommit().

script_average_held_

bool pineforge::source::PineStrategyHost::script_average_held_ = false

protected

Definition at line 1353 of file pine_strategy_host.hpp.

Referenced by hold_script_average_price(), and release_script_average_price().

---

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

• pine_strategy_host.hpp
• pine_aux_security.cpp
• pine_scheduler.cpp
• pine_security_eval.cpp
• pine_state_hash.cpp
• pine_strategy_commands.cpp
• pine_strategy_host.cpp