Historical to realtime streaming

Warm on confirmed OHLCV and continue the same strategy instance on normalized ordered trades from any data source. More...

Functions
int	strategy_stream_begin (pf_strategy_t s, const pf_bar_t *warmup_bars, int n_warmup, const char *input_tf, const char *script_tf)
	Warm a strategy with confirmed OHLCV, then switch the same instance to a realtime trade stream without resetting position, equity, pending orders, Pine variables, TA state, request.security state, or timeframe aggregation.
int	strategy_stream_push_tick (pf_strategy_t s, const pf_trade_tick_t *tick)
	Push one normalized realtime trade.
int	strategy_stream_push_ticks (pf_strategy_t s, const pf_trade_tick_t *ticks, int n)
	Push an ordered batch of realtime trades.
int	strategy_stream_advance_time (pf_strategy_t s, int64_t timestamp_ms)
	Advance the stream clock and close every input bar whose end is <= the supplied time.
int	strategy_stream_end (pf_strategy_t s, int finalize_partial_input_bar)
	End a realtime stream.
int	strategy_stream_fill_report (pf_strategy_t s, pf_report_t *out)
	Snapshot the cumulative warmup + realtime report.

Detailed Description

Warm on confirmed OHLCV and continue the same strategy instance on normalized ordered trades from any data source.

Function Documentation

strategy_stream_begin()

int strategy_stream_begin	(	pf_strategy_t	s,
		const pf_bar_t *	warmup_bars,
		int	n_warmup,
		const char *	input_tf,
		const char *	script_tf )

Warm a strategy with confirmed OHLCV, then switch the same instance to a realtime trade stream without resetting position, equity, pending orders, Pine variables, TA state, request.security state, or timeframe aggregation.

The warmup must contain at least one complete fixed-duration input bar. Normalized ticks start at or after the next input bar's open. This lifecycle uses close-only strategy calculation (the Pine strategy default) while resting broker orders are evaluated on every normalized trade.

Returns

0 on success, -1 on failure. Inspect strategy_get_last_error.

References PF_API.

strategy_stream_push_tick()

int strategy_stream_push_tick	(	pf_strategy_t	s,
		const pf_trade_tick_t *	tick )

Push one normalized realtime trade.

Returns 0 on success, -1 on failure.

References PF_API.

strategy_stream_push_ticks()

int strategy_stream_push_ticks	(	pf_strategy_t	s,
		const pf_trade_tick_t *	ticks,
		int	n )

Push an ordered batch of realtime trades.

Semantically identical to repeated strategy_stream_push_tick calls, with lower FFI overhead.

References PF_API.

strategy_stream_advance_time()

int strategy_stream_advance_time	(	pf_strategy_t	s,
		int64_t	timestamp_ms )

Advance the stream clock and close every input bar whose end is <= the supplied time.

Quiet in-session intervals become zero-volume carry-forward bars; intervals outside the configured syminfo session are skipped.

References PF_API.

strategy_stream_end()

int strategy_stream_end	(	pf_strategy_t	s,
		int	finalize_partial_input_bar )

End a realtime stream.

When finalize_partial_input_bar is non-zero, the currently forming input bar is dispatched before ending; normally callers should first advance to a confirmed boundary and pass zero here.

References PF_API.

strategy_stream_fill_report()

int strategy_stream_fill_report	(	pf_strategy_t	s,
		pf_report_t *	out )

Snapshot the cumulative warmup + realtime report.

The embedded arrays are caller-owned after return and must be released with report_free.

References PF_API.