Strategy lifecycle

Create, run, and destroy a compiled strategy instance. More...

Functions
pf_strategy_t	strategy_create (const char *params_json)
	Allocate a new strategy instance.
void	strategy_free (pf_strategy_t s)
	Release a strategy handle previously returned by strategy_create.
void	run_backtest (pf_strategy_t s, pf_bar_t *bars, int n, pf_report_t *out)
	Run a backtest with auto-detected timeframe and no bar magnifier.
void	run_backtest_full (pf_strategy_t s, pf_bar_t *bars, int n, const char *input_tf, const char *script_tf, int bar_magnifier, int magnifier_samples, pf_magnifier_distribution_t magnifier_dist, pf_report_t *out)
	Run a backtest with explicit timeframe and magnifier configuration.
void	report_free (pf_report_t *report)
	Free heap arrays attached to a filled report.

Detailed Description

Create, run, and destroy a compiled strategy instance.

Function Documentation

strategy_create()

pf_strategy_t strategy_create

(

const char *

params_json

)

Allocate a new strategy instance.

Parameters

params_json

Currently ignored; pass NULL.

Returns

Strategy handle, or NULL on allocation failure.

Caller owns the returned handle and must release it via strategy_free.

References PF_API.

strategy_free()

void strategy_free

(

pf_strategy_t

s

)

Release a strategy handle previously returned by strategy_create.

Safe to call with NULL. Invalidates any pf_report_t::trace_names pointers obtained from this strategy.

References PF_API.

run_backtest()

void run_backtest	(	pf_strategy_t	s,
		pf_bar_t *	bars,
		int	n,
		pf_report_t *	out )

Run a backtest with auto-detected timeframe and no bar magnifier.

Parameters

s	Strategy handle from strategy_create.
bars	Non-NULL pointer to OHLCV bars (length n).
n	Bar count (>= 0).
out	Non-NULL output report. Fields are populated with heap allocations the caller must release via report_free.

References PF_API.

run_backtest_full()

void run_backtest_full	(	pf_strategy_t	s,
		pf_bar_t *	bars,
		int	n,
		const char *	input_tf,
		const char *	script_tf,
		int	bar_magnifier,
		int	magnifier_samples,
		pf_magnifier_distribution_t	magnifier_dist,
		pf_report_t *	out )

Run a backtest with explicit timeframe and magnifier configuration.

Parameters

s	Strategy handle.
bars	Bar feed.
n	Bar count.
input_tf	Input timeframe ("1", "5", "15", "60", "1D", ...). Empty string → auto-detect from bar timestamps.
script_tf	Script timeframe. Empty string → defaults to input_tf.
bar_magnifier	Boolean (0 / non-zero) — enable bar magnifier.
magnifier_samples	Sub-bar samples per parent bar (typical: 4).
magnifier_dist	Sampling distribution (see pf_magnifier_distribution_t).
out	Output report. Free with report_free.

References PF_API.

report_free()

void report_free

(

pf_report_t *

report

)

Free heap arrays attached to a filled report.

Idempotent. Safe to call with NULL or an already-freed report. The pf_report_t struct itself is caller-owned.

References PF_API.