#include <atomic>
#include <deque>
#include <vector>
#include <string>
#include <cstddef>
#include <cstdint>
#include <cmath>
#include <ctime>
#include <iterator>
#include <limits>
#include <memory>
#include <utility>
#include <set>
#include <algorithm>
#include <unordered_map>
#include <unordered_set>
#include <stdexcept>
#include <optional>
#include <functional>
#include <pineforge/execution_consumer.hpp>
#include "na.hpp"
#include "bar.hpp"
#include "broker_events.hpp"
#include "quantity_intent.hpp"
#include "execution.hpp"
#include "execution_close_scope.hpp"
#include "execution_close_selection.hpp"
#include "execution_projection.hpp"
#include "execution_reverse_to.hpp"
#include "position_close_obligation.hpp"
#include "order_cancellation.hpp"
#include "leg_activation.hpp"
#include "exit_leg_lifecycle.hpp"
#include "order_birth.hpp"
#include "series.hpp"
#include "timeframe.hpp"
#include "magnifier.hpp"
#include "session_time.hpp"
#include <pineforge/trade_ledger.hpp>
#include <pineforge/report_sequence.hpp>
#include <pineforge/pineforge.h>
#include <pineforge/report_mode.h>
#include <pineforge/report_pages.hpp>
#include <pineforge/metrics_fold.hpp>
#include <pineforge/report_sink_writer.hpp>
#include <pineforge/detail/scratch_slab.hpp>

Include dependency graph for engine.hpp:

This graph shows which files directly or indirectly include this file:

Data Structures
struct	pineforge::StreamOrderAction

struct	pineforge::ClosedLotExcursionFacts

struct	pineforge::ClosedLotExcursion

struct	pineforge::PyramidEntry

struct	pineforge::Trade

struct	pineforge::TradeC

struct	pineforge::SecurityDiagC

struct	pineforge::TraceEntryC

struct	pineforge::ReportC

struct	pineforge::ReportEnvelopeV1

struct	pineforge::MetricsPlainDeclarationV1

struct	pineforge::MetricsPlainInputsV1

class	pineforge::engine_script_run_v19::OpenReportRowSource

class	pineforge::engine_script_run_v19::OpenReportRowSource::const_iterator

struct	pineforge::SymInfo

class	pineforge::engine_script_run_v19::BrokerStateHashSink

class	pineforge::engine_script_run_v19::BrokerStateHashProvider

class	pineforge::engine_script_run_v19::BacktestEngine

struct	pineforge::engine_script_run_v19::BacktestEngine::NativeConsumerBindTag

struct	pineforge::engine_script_run_v19::BacktestEngine::MetricsStreamingStateV1

class	pineforge::engine_script_run_v19::BacktestEngine::MetricsStreamingAttemptV1

struct	pineforge::engine_script_run_v19::BacktestEngine::BarTime

struct	pineforge::engine_script_run_v19::BacktestEngine::SecurityEvalState

struct	pineforge::engine_script_run_v19::BacktestEngine::NativeSecurityFeed

struct	pineforge::engine_script_run_v19::BacktestEngine::AbortFlag

struct	pineforge::engine_script_run_v19::BacktestEngine::AbortRequested

struct	pineforge::engine_script_run_v19::BacktestEngine::ExecutionConsumerSlot

struct	pineforge::engine_script_run_v19::BacktestEngine::OutputEvent

struct	pineforge::engine_script_run_v19::BacktestEngine::TradePercentPrefix

Namespaces
namespace	pineforge

namespace	pineforge::metrics

namespace	pineforge::report_sink

namespace	pineforge::report

namespace	pineforge::internal

namespace	pineforge::engine_script_run_v19

Macros
#define	PINEFORGE_NO_STRATEGY_DECLS

#define	PINEFORGE_HAS_TRADE_HISTORY_POLICY_V1 1

#define	PINEFORGE_HAS_SCRIPT_RUN_PREPARE_V1 1

#define	PINEFORGE_HAS_NATIVE_LIVE_V1 1

#define	PINEFORGE_HAS_EQUITY_METRICS_FOLD_V1 1

Typedefs
using	pineforge::LotExcursionHook = std::function<ClosedLotExcursion(const ClosedLotExcursionFacts&)>

using	pineforge::ExitLegLifecycle = exit_legs::Lifecycle

using	pineforge::InputsMap = std::unordered_map<std::string, std::string>

Enumerations
enum class	pineforge::PositionSide { pineforge::FLAT , pineforge::LONG , pineforge::SHORT }

enum class	pineforge::OpenedLotFillPoint : std::uint8_t { pineforge::OnPath = 0 , pineforge::AfterPath = 1 }

enum class	pineforge::ReportMode : std::uint32_t { pineforge::FULL = PF_REPORT_MODE_FULL , pineforge::SUMMARY_ONLY = PF_REPORT_MODE_SUMMARY_ONLY , pineforge::STREAMED = PF_REPORT_MODE_STREAMED }

enum class	pineforge::QtyType { pineforge::FIXED = 0 , pineforge::PERCENT_OF_EQUITY = 1 , pineforge::CASH = 2 }

enum class	pineforge::CommissionType { pineforge::PERCENT = 0 , pineforge::CASH_PER_ORDER = 1 , pineforge::CASH_PER_CONTRACT = 2 }

Functions
std::int32_t	strategy_set_metrics_streaming_v1 (void *strategy, std::uint32_t streaming_sharpe, std::uint64_t metrics_needed) noexcept

std::int32_t	strategy_metrics_extent_receipt_v1 (const void strategy, pineforge::metrics::MetricsExtentReceiptV1 out) noexcept

Variables
constexpr std::size_t	pineforge::engine_script_run_v19::kReportSinkHeldEquityPoints = 1

Macro Definition Documentation

◆ PINEFORGE_NO_STRATEGY_DECLS

#define PINEFORGE_NO_STRATEGY_DECLS

Definition at line 47 of file engine.hpp.

◆ PINEFORGE_HAS_TRADE_HISTORY_POLICY_V1

#define PINEFORGE_HAS_TRADE_HISTORY_POLICY_V1 1

Definition at line 57 of file engine.hpp.

◆ PINEFORGE_HAS_SCRIPT_RUN_PREPARE_V1

#define PINEFORGE_HAS_SCRIPT_RUN_PREPARE_V1 1

Definition at line 58 of file engine.hpp.

◆ PINEFORGE_HAS_NATIVE_LIVE_V1

#define PINEFORGE_HAS_NATIVE_LIVE_V1 1

Definition at line 59 of file engine.hpp.

◆ PINEFORGE_HAS_EQUITY_METRICS_FOLD_V1

#define PINEFORGE_HAS_EQUITY_METRICS_FOLD_V1 1

Definition at line 60 of file engine.hpp.

Function Documentation

◆ strategy_set_metrics_streaming_v1()

std::int32_t strategy_set_metrics_streaming_v1	(	void *	strategy,
		std::uint32_t	streaming_sharpe,
		std::uint64_t	metrics_needed )

noexcept

References PF_API, and strategy_set_metrics_streaming_v1().

Referenced by strategy_set_metrics_streaming_v1().

◆ strategy_metrics_extent_receipt_v1()

std::int32_t strategy_metrics_extent_receipt_v1	(	const void *	strategy,
		pineforge::metrics::MetricsExtentReceiptV1 *	out )

noexcept

References PF_API, and strategy_metrics_extent_receipt_v1().

Referenced by strategy_metrics_extent_receipt_v1().

Data Structures

Namespaces

Macros

Typedefs

Enumerations

Functions

Variables