|
| enum class | XLoc : int {
bar_index = 0
,
bar_time = 1
} |
| |
| enum class | YLoc : int {
price = 0
,
abovebar = 1
,
belowbar = 2
} |
| |
| enum class | PositionSide {
FLAT
,
LONG
,
SHORT
} |
| |
| enum class | OpenedLotFillPoint : std::uint8_t {
OnPath = 0
,
AfterPath = 1
} |
| |
| enum class | ReportMode : std::uint32_t {
FULL = PF_REPORT_MODE_FULL
,
SUMMARY_ONLY = PF_REPORT_MODE_SUMMARY_ONLY
,
STREAMED = PF_REPORT_MODE_STREAMED
} |
| |
| enum class | QtyType {
FIXED = 0
,
PERCENT_OF_EQUITY = 1
,
CASH = 2
} |
| |
| enum class | CommissionType {
PERCENT = 0
,
CASH_PER_ORDER = 1
,
CASH_PER_CONTRACT = 2
} |
| |
| enum class | MagnifierDistribution {
UNIFORM
,
COSINE
,
TRIANGLE
,
ENDPOINTS
,
FRONT_LOADED
,
BACK_LOADED
} |
| |
| enum class | NativePriceProvenance : std::uint8_t {
Confirmed = 0
,
ObservedPrint = 1
,
ModeledOHLCOpen = 2
,
ModeledOHLCClose = 3
,
CarriedOpen = 4
,
AfterCalculationClose = 5
,
PartialFinalized = 6
,
Calculation = 7
,
CurrentExecution = 8
} |
| | Where a driver point's price came from. More...
|
| |
| enum class | NativePathPhase : std::uint8_t {
None = 0
,
Open = 1
,
High = 2
,
Low = 3
,
Close = 4
} |
| | Which leg of a modeled OHLC walk a point sits on. More...
|
| |
| enum class | NativeCompletionKind : std::uint8_t {
Confirmed = 0
,
LazyComplete = 1
,
SessionShortened = 2
,
PartialFinalized = 3
} |
| | How a script interval or a higher-timeframe bucket was closed. More...
|
| |
| enum class | NativeInputPolicy : std::uint8_t {
Batch = 0
,
StreamWarmup = 1
} |
| |
| enum class | NativeInputPreflightError : std::uint16_t {
None = 0
,
NullArray = 1
,
InvalidCount = 2
,
StructuralInvalid = 3
,
Unaligned = 4
,
OffGridLabel = 5
,
NotStrictlyIncreasing = 6
,
OverlappingSlot = 7
,
InSessionGap = 8
,
CalendarFailure = 9
,
TimestampDeltaOverflow = 10
} |
| | Why a bar array was refused before the run touched anything. More...
|
| |
| enum class | NativeFxCurveError : std::uint8_t {
None = 0
,
LengthMismatch = 1
,
NotStrictlyIncreasing = 2
,
NotFinitePositive = 3
,
AllocationFailure = 4
,
WrongPhase = 5
} |
| | Why a curve was refused. More...
|
| |
| enum class | NativeLifecycleKind : std::uint8_t {
Unconfigured = 0
,
Ready = 1
,
Running = 2
,
Completed = 3
,
Failed = 4
} |
| | Where a host stands. More...
|
| |
| enum class | NativeRunPhase : std::uint8_t {
Batch = 0
,
Warmup = 1
,
Realtime = 2
} |
| | Which driving is Running: a batch run(), a stream's internal warmup, or its realtime leg. More...
|
| |
| enum class | NativeCompletion : std::uint8_t {
BatchComplete = 0
,
StreamEnded = 1
} |
| | How a Completed run ended: a batch reached the last bar, or a stream was ended. More...
|
| |
| enum class | NativeFailureCode : std::uint16_t {
None = 0
,
InvalidSpecification = 1
,
Contract = 2
,
Preflight = 3
,
UnsupportedSource = 4
,
CallbackException = 5
,
SettlementFailure = 6
,
Allocation = 7
,
CounterExhausted = 8
,
Aborted = 9
,
ProjectionMismatch = 10
,
Calendar = 11
,
Unexpected = 12
} |
| | The durable first failure of a run, in NativeFailure::code. More...
|
| |
| enum class | NativeFailureOperation : std::uint16_t {
None = 0
,
Configure = 1
,
Begin = 2
,
Command = 3
,
Input = 4
,
Callback = 5
,
Settlement = 6
,
Mutation = 7
,
Stream = 8
} |
| | Which operation was in flight when the failure latched — the second half of "what went wrong", beside NativeFailureCode. More...
|
| |
| enum class | NativeFailureContextKind : std::uint8_t {
None = 0
,
Cause = 1
,
Recipient = 2
,
CauseRecipient = 3
,
Cursor = 4
,
CauseCursor = 5
,
RecipientCursor = 6
,
CauseRecipientCursor = 7
} |
| | In-run failure references. More...
|
| |
| enum class | NativeEventKind : std::uint8_t {
Command = 0
,
Driver = 1
,
Account = 2
} |
| | Which of NativeMarketEvent's three alternatives is populated. More...
|
| |
| enum class | NativeSetupStatus : std::uint8_t {
Applied = 0
,
Failed = 1
} |
| | Whether a setup call applied its value or refused it. More...
|
| |
| enum class | NativeAuxiliaryAppendError : std::uint8_t {
None = 0
,
HostFailed = 1
,
Reentrant = 2
,
NotRealtime = 3
,
NoAuxiliaryFeed = 4
,
InvalidBarArray = 5
,
InvalidBar = 6
,
UnorderedBars = 7
,
InputPeriodAlreadyAccepted = 8
,
AllocationFailure = 9
} |
| | Why append_auxiliary_bars refused. More...
|
| |
| enum class | NativeCurrentPriceRule : std::uint8_t {
AsPresented = 0
,
NearestTick = 1
} |
| | Which price a current execution settles at: the active callback's quote as presented, or that quote on the instrument's nearest tick. More...
|
| |
| enum class | NativeCurrentQuoteKind : std::uint8_t {
MarketDecision = 0
,
ExecutionAnchor = 1
} |
| | Where a price came from: the callback's own market decision point, or the execution it is anchored to. More...
|
| |
| enum class | NativePrecommitVerdict : std::uint8_t {
Admit = 0
,
Proceed = Admit
,
Refuse = 1
,
AdmitWithHostMargin = 2
} |
| | The host is consulted before generic opening-margin admission. More...
|
| |
| enum class | NativeMarginCheckKind : std::uint32_t {
BarOpen = 0
,
AfterApplied = 1
,
Calculation = 2
,
FxRoll = 3
,
IntrabarSample = 4
} |
| | Which kernel check point is about to test the maintenance requirement. More...
|
| |
| enum class | NativeAnchoredTrigger : std::uint8_t {
Limit = 0
,
Stop = 1
,
TrailArm = 2
} |
| | Which trigger of an anchored leg the owner's fill is about to supply. More...
|
| |
| enum class | NativeRequestField : std::uint8_t {
Comment = 0
,
Label = 1
} |
| | Which of a request's two free-text identity fields a bulk predicate reads. More...
|
| |
| enum class | NativeCurrentRefusal : std::uint8_t {
NoExecutionContext = 0
,
Reentrant = 1
,
InvalidHandle = 2
,
NotWorking = 3
,
NotAcceptedInCallback = 4
,
UnsupportedRequest = 5
,
UnreadyOwner = 6
,
InvalidSelection = 7
,
ConfigurationMismatch = 8
} |
| | Why a current-execution command cannot be consumed here. More...
|
| |
| enum class | NativeCalculationReason : std::uint8_t {
BarClose = 0
,
OrderFill = 1
,
Tick = 2
,
SubBar = 3
} |
| | Why the kernel is asking the host to calculate. More...
|
| |
| enum class | NativeFeeKind : std::uint32_t {
Percent = 0
,
CashPerUnit = 1
,
CashPerExecution = 2
} |
| | Encodings coincide with the versioned native-v1 C transport. More...
|
| |
| enum class | NativeCloseExecution : std::uint32_t {
NextEligiblePoint = 0
,
AfterCalculation = 1
} |
| | When a request born at a script calculation may first match. More...
|
| |
| enum class | NativeAbortReporting : std::uint32_t {
Error = 0
,
Quiet = 1
} |
| | Abort presentation is a run-level policy rather than an exception-path convention. More...
|
| |
| enum class | NativeReportPolicy : std::uint32_t {
HostRecorded = 0
,
KernelRecorded = 1
,
KernelRecordedAtHostMarks = 2
} |
| | Who records the per-script-bar report series. More...
|
| |
| enum class | NativeOpenDirections : std::uint32_t {
None = 0
,
Long = 1
,
Short = 2
,
Both = 3
} |
| | Which opening directions the run admits at all. More...
|
| |
| enum class | NativeCalculationTrigger : std::uint32_t {
BarClose = 0
,
BarCloseAndFills = 1
,
EveryModeledPoint = 2
} |
| | When the kernel asks the host to calculate. More...
|
| |
| enum class | NativeOpenBarView : std::uint32_t {
Complete = 0
,
OpenOnly = 1
} |
| | What a bar-open callback is handed. More...
|
| |
| enum class | NativePriceGrid : std::uint32_t {
None = 0
,
QuantizeFills = 1
,
QuantizeFillsAndTriggers = 2
} |
| | A generic instrument price grid. More...
|
| |
| enum class | NativeGridRounding : std::uint32_t {
HalfUp = 0
,
Directional = 1
} |
| | HalfUp is the nearest tick with ties away from zero. More...
|
| |
| enum class | NativeLiquidationSizing : std::uint32_t {
RestoreMinimum = 0
,
ShortfallMultiple = 1
,
Flatten = 2
} |
| | Which units a kernel-issued liquidation reduces (L4). More...
|
| |
| enum class | NativeLiquidationCheck : std::uint32_t {
PathAdverseExtreme = 0
,
CalculationOnly = 1
,
PathAdverseExtremeMark = 2
} |
| | When the kernel tests the maintenance requirement. More...
|
| |
| enum class | NativeMarginEquityBasis : std::uint32_t {
MarkedEquity = 0
,
MarkedEquityBeforeOpenCommission = 1
} |
| | Which equity the maintenance requirement is tested against. More...
|
| |
| enum class | NativeLiquidationLevelBase : std::uint32_t {
MarkedEquity = 0
,
RealizedOnly = 1
} |
| | Which base the liquidation level is solved from. More...
|
| |
| enum class | NativeRiskDay : std::uint32_t {
SessionDay = 0
,
CalendarDayInTimezone = 1
} |
| | Which day a risk limit's "day" is. More...
|
| |
| enum class | NativeRiskAction : std::uint32_t {
BlockOpenings = 0
,
FlattenAndBlock = 1
} |
| | What a breach does. More...
|
| |
| enum class | NativeSlotLabelPolicy : std::uint32_t {
Canonical = 0
,
FeedTolerant = 1
,
LegacyTolerant = FeedTolerant
} |
| | Native hosts normally require every confirmed bar to name a canonical input slot. More...
|
| |
| enum class | NativePathOrder : std::uint32_t {
Auto = 0
,
HighFirst = 1
,
LowFirst = 2
} |
| | Generic ordering for a modeled OHLC path. More...
|
| |
| enum class | NativeFeedTolerance : std::uint32_t {
None = 0
,
BatchStructuralBars = 1u << 0
,
WarmupNonNegativeOHLC = 1u << 1
} |
| | Explicit, opt-in admission exceptions for a tolerated input-feed shape. More...
|
| |
| enum class | NativeSeriesSource : std::uint8_t {
Input = 0
,
AuxiliaryFeed = 1
,
InstrumentFeed = 2
} |
| | One declared higher-timeframe series of the run's own symbol, the native equivalent of request.security(syminfo.tickerid, tf, ...). More...
|
| |
| enum class | NativeEventRetention : std::uint32_t {
Window = 0
,
Full = 1
,
Commands = 2
} |
| | What the kernel keeps of a run's event record, the rows native_events() returns (R5 lane V19-B). More...
|
| |
| enum class | NativeRunSpecField : std::uint8_t {
None
,
SessionKey
,
RunNumber
,
InputTimeframe
,
ScriptTimeframe
,
Ticker
,
TickerId
,
Type
,
Currency
,
BaseCurrency
,
Description
,
VolumeType
,
Timezone
,
Session
,
ChartTimezone
,
InitialCapital
,
PointValue
,
AccountFx
,
PriceTick
,
SlippageTicks
,
FeeKind
,
FeeValue
,
QuantityGrid
,
CloseExecution
,
AbortReporting
,
MaxAbsUnits
,
MaxOpenLots
,
AllowedOpenDirections
,
InitialMarginFraction
,
IntrabarTimeframe
,
IntrabarSamples
,
IntrabarDistribution
,
IntrabarVolumeSamples
,
IntrabarSampleEligibility
,
TimeframeUndetected
,
SlotLabelPolicy
,
LegacyTolerance
,
PathOrder
,
ReportPolicy
,
PriceGrid
,
GridRounding
,
SubscriptionTimeframe
,
SubscriptionBars
,
MarginModel
,
MarginInitial
,
MarginMaintenance
,
MarginSizing
,
MarginShortfallMultiple
,
MarginMinUnits
,
MarginCheck
,
MarginEquityBasis
,
MarginLevelBase
,
Calculation
,
OpenBarView
,
RiskLimits
,
RiskDrawdown
,
RiskIntradayLoss
,
RiskLossDays
,
RiskFillsPerDay
,
RiskDayBasis
,
RiskAction
,
AuxiliaryFeedTimeframe
,
AuxiliaryFeedBars
,
SubscriptionSource
,
EventRetention
,
QuantityTolerance
,
InstrumentFeedInstrument
,
InstrumentFeedTimeframe
,
InstrumentFeedBars
,
InstrumentFeedClose
,
InstrumentFeedColumns
,
SubscriptionInstrument
} |
| | Which field a validation refused, in deterministic first-error order. More...
|
| |
| enum class | NativeRunSpecError : std::uint8_t {
None
,
EmptyRequiredString
,
EmbeddedNul
,
InvalidUtf8
,
ZeroRunNumber
,
InvalidTimeframe
,
IncompatibleTimeframes
,
UnresolvedTimezone
,
InvalidSession
,
NotFinitePositive
,
SlippageOutOfRange
,
UnknownFeeKind
,
NotFiniteNonnegative
,
UnknownCloseExecution
,
UnknownAbortReporting
,
UnknownOpenDirections
,
ZeroLotLimit
,
AllocationFailure
,
CalendarFailure
,
InvalidIntrabarPath
,
UnknownIntrabarSampleEligibility
,
InvalidUndetectedTimeframe
,
UnknownSlotLabelPolicy
,
UnknownLegacyTolerance
,
UnknownPathOrder
,
UnknownReportPolicy
,
UnknownPriceGrid
,
UnknownGridRounding
,
GridRequiresPriceTick
,
InvalidSubscriptionTimeframe
,
SubscriptionFinerThanInput
,
DuplicateSubscriptionTimeframe
,
UnorderedSubscriptionBars
,
SubscriptionWithoutTimeframe
,
MarginModelConflict
,
UnknownLiquidationSizing
,
UnknownLiquidationCheck
,
UnknownMarginEquityBasis
,
UnknownLiquidationLevelBase
,
UnknownCalculationTrigger
,
UnknownOpenBarView
,
UnknownRiskDay
,
UnknownRiskAction
,
ZeroRiskLimit
,
MarginSideUndeclared
,
InvalidAuxiliaryFeedTimeframe
,
AuxiliaryFeedNotFinerThanInput
,
UnorderedAuxiliaryFeedBars
,
InvalidAuxiliaryFeedBar
,
AuxiliaryFeedWithoutTimeframe
,
UnknownSeriesSource
,
SubscriptionWithoutAuxiliaryFeed
,
SubscriptionFinerThanAuxiliaryFeed
,
WrongPhase
,
UnknownEventRetention
,
AbortedHostNoReusableRunSpec
,
SessionKeyChangedOnReuse
,
RunNumberNotAboveConsumedHighWater
,
InvalidInstrumentFeedTimeframe
,
DuplicateInstrumentFeed
,
UnorderedInstrumentFeedBars
,
InvalidInstrumentFeedBar
,
InvalidInstrumentFeedClose
,
InvalidInstrumentFeedColumn
,
SubscriptionWithoutInstrumentFeed
,
InstrumentSubscriptionBars
,
InstrumentOnNonInstrumentSeries
} |
| | Why a field was refused. More...
|
| |
| enum class | BirthCursorDomain : int32_t {
None
,
HistoricalPath
,
MagnifierTicks
} |
| |
| enum class | BirthCursorPosition : int32_t {
None
,
Point
,
Segment
} |
| |
| enum class | OrderBirthCause : int32_t {
Unattributed
,
DirectCommand
,
ChartEvaluation
,
FillEvaluation
} |
| |
| enum class | CancellationCause : int32_t {
None = 0
,
Replacement = 1
,
Dependency = 2
} |
| |
| enum class | CancellationState : int32_t {
Live = 0
,
Cancelled = 1
} |
| |
| enum class | CloseClaimRelease : int32_t {
Unbound = 0
,
NotApplicable = 1
,
Pending = 2
,
Released = 3
} |
| |
| enum class | CancellationResult : int32_t {
Applied = 0
,
Replay = 1
,
AlreadyTerminal = 2
,
Invalid = 3
} |
| |
| enum class | QuantityIntentKind {
Units
,
Fraction
,
All
} |
| |
| enum class | RunFailureClass : std::uint8_t {
strategy
,
strategy_limit
,
no_data
,
symbol_metadata
,
symbol_feeds
,
input
,
unsupported
,
resource
,
engine_fault
} |
| | The class a code belongs to (the catalog's class). More...
|
| |
| enum class | RunFailureArgKind : std::uint8_t {
identifier
,
keyword
,
vocab
,
integer
,
number
,
pine_source
,
symbol
,
timeframe
,
string
,
nullable_string
,
scalar
,
boolean
} |
| | An argument's kind (the catalog's kind). More...
|
| |
| enum class | RunFailureCode : std::uint16_t {
none = 0
,
chart_bars_rejected = 1
,
chart_bars_unreadable = 2
,
engine_command_value_invalid = 3
,
engine_invariant = 4
,
engine_unclassified_error = 5
,
harness_internal_error = 6
,
lot_grid_rejected = 7
,
no_data_request = 8
,
other_symbol_feed_missing = 9
,
other_symbol_request = 10
,
out_of_memory = 11
,
outputs_limit = 12
,
outputs_rejected = 13
,
pine_array_error = 14
,
pine_invalid_argument = 15
,
pine_matrix_error = 16
,
pine_na_reference = 17
,
pine_runtime_limit = 18
,
pine_string_error = 19
,
recalc_cap = 20
,
recorded_request_missing = 21
,
recorded_request_refused = 22
,
report_platform_unavailable = 23
,
report_post_execution_failed = 24
,
report_result_invalid = 25
,
report_shape_request_invalid = 26
,
report_shape_unsupported = 27
,
request_symbol_invalid = 28
,
request_timeframe_invalid = 29
,
request_timeframe_unsupported = 30
,
request_unsupported = 31
,
results_digest_unsupported = 32
,
run_aborted = 33
,
run_mode_unsupported = 34
,
run_options_rejected = 35
,
run_request_invalid = 36
,
security_feed_refused = 37
,
setting_rejected = 38
,
setting_unsupported = 39
,
strategy_create_failed = 40
,
strategy_library_incompatible = 41
,
strategy_runtime_error = 42
,
strategy_settings_rejected = 43
,
strategy_value_invalid = 44
,
stream_input_rejected = 45
,
symbol_feeds_refused = 46
,
symbol_metadata_rejected = 47
,
syminfo_unreadable = 48
,
window_boundary_unaligned = 49
,
window_calendar_unsupported = 50
,
window_feed_identity_changed = 51
,
window_feed_range_invalid = 52
,
window_input_cap_exceeded = 53
,
window_legacy_flag_conflict = 54
,
window_lineage_mismatch = 55
,
window_mode_unsupported = 56
,
window_no_observations = 57
,
window_preroll_out_of_range = 58
,
window_prestart_fill = 59
,
window_prestart_state_violation = 60
,
window_pruner_unsupported = 61
,
window_range_invalid = 62
,
window_report_mismatch = 63
,
window_request_invalid = 64
,
report_mode_unsupported = 65
,
report_sink_failed = 66
,
scratch_capacity_exceeded = 67
,
scratch_configuration_invalid = 68
,
scratch_io_failed = 69
,
diagnostic_budget_exceeded = 70
,
report_budget_exceeded = 71
,
report_channel_failed = 72
,
run_deadline_exceeded = 73
,
run_descriptor_limit_exceeded = 74
,
run_isolation_unavailable = 75
,
run_process_refused = 76
,
run_producer_failed = 77
,
run_quota_configuration_invalid = 78
,
run_resource_quota_exceeded = 79
} |
| |
| enum class | SelectedPlanStatus {
Ok
,
RequestInvalid
,
CalendarUnsupported
,
BoundaryUnaligned
,
FeedRangeInvalid
,
RowsUnordered
,
InternalError
} |
| |
| enum class | CalendarPeriod {
NONE
,
DAY
,
WEEK
,
MONTH
} |
| |
|
| bool | is_na (const Line &h) |
| |
| bool | is_na (const Box &h) |
| |
| bool | is_na (const Label &h) |
| |
| bool | is_na (const Linefill &h) |
| |
| bool | is_na (const ChartPoint &p) |
| |
| template<class Rec, class Handle> |
| Rec & | pf_require_live (DrawingArena< Rec > &a, Handle h) |
| |
| template<class Rec, class Handle> |
| const Rec & | pf_require_live (const DrawingArena< Rec > &a, Handle h) |
| |
| int64_t | pf_point_x (const ChartPoint &p, XLoc xloc) |
| |
| Line | pf_line_new (DrawingArena< LineRec > &a, int64_t x1, double y1, int64_t x2, double y2, XLoc xloc=XLoc::bar_index, bool el=false, bool er=false) |
| |
| Line | pf_line_new_pts (DrawingArena< LineRec > &a, ChartPoint p1, ChartPoint p2, XLoc xloc=XLoc::bar_index) |
| |
| int64_t | pf_line_get_x1 (DrawingArena< LineRec > &a, Line h) |
| |
| int64_t | pf_line_get_x2 (DrawingArena< LineRec > &a, Line h) |
| |
| double | pf_line_get_y1 (DrawingArena< LineRec > &a, Line h) |
| |
| double | pf_line_get_y2 (DrawingArena< LineRec > &a, Line h) |
| |
| void | pf_line_set_x1 (DrawingArena< LineRec > &a, Line h, int64_t v) |
| |
| void | pf_line_set_x2 (DrawingArena< LineRec > &a, Line h, int64_t v) |
| |
| void | pf_line_set_y1 (DrawingArena< LineRec > &a, Line h, double v) |
| |
| void | pf_line_set_y2 (DrawingArena< LineRec > &a, Line h, double v) |
| |
| void | pf_line_set_xy1 (DrawingArena< LineRec > &a, Line h, int64_t x, double y) |
| |
| void | pf_line_set_xy2 (DrawingArena< LineRec > &a, Line h, int64_t x, double y) |
| |
| void | pf_line_set_first_point (DrawingArena< LineRec > &a, Line h, ChartPoint p) |
| |
| void | pf_line_set_second_point (DrawingArena< LineRec > &a, Line h, ChartPoint p) |
| |
| void | pf_line_set_xloc (DrawingArena< LineRec > &a, Line h, int64_t x1, int64_t x2, XLoc xloc) |
| |
| double | pf_line_get_price (DrawingArena< LineRec > &a, Line h, int64_t x) |
| |
| Line | pf_line_copy (DrawingArena< LineRec > &a, Line h) |
| |
| void | pf_line_delete (DrawingArena< LineRec > &a, Line h) |
| |
| Box | pf_box_new (DrawingArena< BoxRec > &a, int64_t left, double top, int64_t right, double bottom, XLoc xloc=XLoc::bar_index) |
| |
| Box | pf_box_new_pts (DrawingArena< BoxRec > &a, ChartPoint top_left, ChartPoint bottom_right, XLoc xloc=XLoc::bar_index) |
| |
| int64_t | pf_box_get_left (DrawingArena< BoxRec > &a, Box h) |
| |
| int64_t | pf_box_get_right (DrawingArena< BoxRec > &a, Box h) |
| |
| double | pf_box_get_top (DrawingArena< BoxRec > &a, Box h) |
| |
| double | pf_box_get_bottom (DrawingArena< BoxRec > &a, Box h) |
| |
| void | pf_box_set_left (DrawingArena< BoxRec > &a, Box h, int64_t v) |
| |
| void | pf_box_set_right (DrawingArena< BoxRec > &a, Box h, int64_t v) |
| |
| void | pf_box_set_top (DrawingArena< BoxRec > &a, Box h, double v) |
| |
| void | pf_box_set_bottom (DrawingArena< BoxRec > &a, Box h, double v) |
| |
| void | pf_box_set_lefttop (DrawingArena< BoxRec > &a, Box h, int64_t left, double top) |
| |
| void | pf_box_set_rightbottom (DrawingArena< BoxRec > &a, Box h, int64_t right, double bottom) |
| |
| void | pf_box_set_top_left_point (DrawingArena< BoxRec > &a, Box h, ChartPoint p) |
| |
| void | pf_box_set_bottom_right_point (DrawingArena< BoxRec > &a, Box h, ChartPoint p) |
| |
| void | pf_box_set_xloc (DrawingArena< BoxRec > &a, Box h, int64_t left, int64_t right, XLoc xloc) |
| |
| Box | pf_box_copy (DrawingArena< BoxRec > &a, Box h) |
| |
| void | pf_box_delete (DrawingArena< BoxRec > &a, Box h) |
| |
| Label | pf_label_new (DrawingArena< LabelRec > &a, int64_t x, double y, std::string text, XLoc xloc=XLoc::bar_index, YLoc yloc=YLoc::price) |
| |
| Label | pf_label_new_pt (DrawingArena< LabelRec > &a, ChartPoint point, std::string text, YLoc yloc=YLoc::price) |
| |
| int64_t | pf_label_get_x (DrawingArena< LabelRec > &a, Label h) |
| |
| double | pf_label_get_y (DrawingArena< LabelRec > &a, Label h) |
| |
| std::string | pf_label_get_text (DrawingArena< LabelRec > &a, Label h) |
| |
| void | pf_label_set_x (DrawingArena< LabelRec > &a, Label h, int64_t v) |
| |
| void | pf_label_set_y (DrawingArena< LabelRec > &a, Label h, double v) |
| |
| void | pf_label_set_xy (DrawingArena< LabelRec > &a, Label h, int64_t x, double y) |
| |
| void | pf_label_set_point (DrawingArena< LabelRec > &a, Label h, ChartPoint p) |
| |
| void | pf_label_set_xloc (DrawingArena< LabelRec > &a, Label h, int64_t x, XLoc xloc) |
| |
| void | pf_label_set_yloc (DrawingArena< LabelRec > &a, Label h, YLoc yloc) |
| |
| void | pf_label_set_text (DrawingArena< LabelRec > &a, Label h, std::string text) |
| |
| Label | pf_label_copy (DrawingArena< LabelRec > &a, Label h) |
| |
| void | pf_label_delete (DrawingArena< LabelRec > &a, Label h) |
| |
| Linefill | pf_linefill_new (DrawingArena< LinefillRec > &a, Line l1, Line l2) |
| |
| Line | pf_linefill_get_line1 (DrawingArena< LinefillRec > &a, Linefill h) |
| |
| Line | pf_linefill_get_line2 (DrawingArena< LinefillRec > &a, Linefill h) |
| |
| void | pf_linefill_delete (DrawingArena< LinefillRec > &a, Linefill h) |
| |
| template<class... A> |
| void | pf_noop (A &&...) |
| |
| std::unique_ptr< IExecutionConsumer > | make_native_execution_consumer () |
| |
| template<typename T> |
| bool | is_na (const GenericMatrix< T > &matrix) noexcept |
| |
| void | pine_log_info (const std::string &msg) |
| |
| void | pine_log_warning (const std::string &msg) |
| |
| void | pine_log_error (const std::string &msg) |
| |
| void | pine_runtime_error (const std::string &msg) |
| |
| double | path_at (double t, double p0, double p1, double p2, double p3, double len0, double len1, double len2, double total) |
| | Maps parameter t in [0,1] to a price on the 3-segment path.
|
| |
| std::vector< double > | sample_price_path (const Bar &bar, int n_samples, MagnifierDistribution dist=MagnifierDistribution::ENDPOINTS) |
| | Sample n_samples points along the OHLC price path of the bar.
|
| |
| void | sample_price_path (const Bar &bar, int n_samples, MagnifierDistribution dist, std::vector< double > &out) |
| | Out-parameter overload of sample_price_path.
|
| |
| std::vector< double > | sample_price_path_volume_weighted (const Bar &bar, int base_samples, double mean_volume, int min_samples=2, int max_samples=64, MagnifierDistribution dist=MagnifierDistribution::ENDPOINTS) |
| | Sample n_samples points along the OHLC price path, weighting the sample density by the ratio of this bar's volume to a reference mean_volume.
|
| |
| void | sample_price_path_volume_weighted (const Bar &bar, int base_samples, double mean_volume, int min_samples, int max_samples, MagnifierDistribution dist, std::vector< double > &out) |
| | Out-parameter overload of sample_price_path_volume_weighted.
|
| |
| template<typename Key, typename Value> |
| bool | is_na (const PineMap< Key, Value > &map) noexcept |
| |
| bool | native_bar_structurally_valid (const Bar &bar) noexcept |
| | Whether a bar can be admitted at all: finite positive OHLC with high >= max(open, close) and low <= min(open, close), and a finite nonnegative volume.
|
| |
| bool | native_confirmed_bar_label_admitted (const native_calendar::NativeInterval &interval, int64_t timestamp) noexcept |
| |
| int64_t | native_canonical_input_completion (const native_calendar::NativeInterval &interval) noexcept |
| |
| NativeInputPreflightResult | preflight_native_inputs (const NativeRunSpec &spec, const Bar *bars, int n, NativeInputPolicy policy) |
| | Judge a whole bar array against a run spec before any of it is consumed, under NativeInputPolicy::Batch (sparse input is admitted; missing in-session slots are legal) or StreamWarmup (every provided slot must be a complete confirmed interval and an in-session gap is refused).
|
| |
| double | deterministic_random (double lo, uint32_t call_site, double hi, uint32_t seed, int bar_index) |
| |
| double | pine_random (double lo, uint32_t call_site, double hi, uint32_t seed, int bar_index) |
| |
| bool | is_na (const NumericMatrix &matrix) noexcept |
| |
| template<typename T> |
| T | na () |
| |
| template<> |
| double | na< double > () |
| |
| template<> |
| int | na< int > () |
| |
| template<> |
| int64_t | na< int64_t > () |
| |
| template<> |
| bool | na< bool > () |
| |
| bool | is_na (double v) |
| |
| template<typename T, typename = std::enable_if_t<std::is_integral_v<T> && !std::is_same_v<T, bool>>> |
| bool | is_na (T v) |
| |
| template<class T> |
| bool | is_na (const ScriptArray< T > &value) |
| |
| bool | is_na (const std::string &value) |
| |
| template<typename T, std::enable_if_t< !std::is_arithmetic_v< T > &&!std::is_convertible_v< T, double > &&!std::is_convertible_v< T &, double > &&!std::is_convertible_v< const T &, double > &&!std::is_convertible_v< const T &, const std::string & >, int > = 0> |
| bool | is_na (const T &value) |
| |
| NativeInstrumentFeedReadView | native_instrument_feed_view (const NativeInstrumentFeed &owned, const NativeInstrumentFeedView *borrowed) noexcept |
| | Common accessor for effective feed data.
|
| |
| NativeRunSpecValidation | normalize_native_run_spec (NativeRunSpec &spec, const NativeBarViews &views) noexcept |
| | Existing full validation and zero-fee normalization over effective data.
|
| |
| NativeRunSpecValidation | validate_native_instrument_feeds (const std::vector< NativeInstrumentFeed > &feeds, const NativeBarViews &views) noexcept |
| | The same feed-only validation over effective data, retaining all existing refusal ordering and typed catches.
|
| |
| NativeRunSpecValidation | validate_native_timeframe_subscriptions (const std::vector< NativeTimeframeSubscription > &subscriptions, const std::string &input_tf, bool timeframe_undetected, const std::optional< NativeAuxiliaryFeed > &auxiliary_feed, const std::vector< NativeInstrumentFeed > &instrument_feeds, const NativeBarViews &views) noexcept |
| | The same feeds-first, auxiliary-feed, then subscription judgement over effective data, also at both begin declarations.
|
| |
| std::uint64_t | native_instrument_feeds_digest (const std::vector< NativeInstrumentFeed > &feeds, const NativeBarViews &views) noexcept |
| | Same count, metadata, ordered OHLCV/timestamp/close/columns fold and feed NaN canonicalization.
|
| |
| std::uint64_t | native_run_spec_digest (const NativeRunSpec &spec, const NativeBarViews &views) |
| | Portable spec fold with an explicit context, sharing the existing fold and relative run base; never infer external storage through a registry.
|
| |
| std::uint64_t | native_intrabar_path_digest (const IntrabarPath &path, const NativeLowerPathSource *source) |
| | Null delegates to the vector digest; nonnull replaces only lower count/ walk.
|
| |
| NativeFxCurveValidation | validate_native_fx_curve (const NativeFxCurve &curve) noexcept |
| |
| std::uint64_t | native_fx_curve_digest (const NativeFxCurve &curve) noexcept |
| |
| constexpr std::uint8_t | native_failure_context_bits (NativeFailureContextKind kind) noexcept |
| | The bit-union under NativeFailureContextKind: Cause=1, Recipient=2, Cursor=4.
|
| |
| constexpr bool | native_failure_has_cause (NativeFailureContextKind kind) noexcept |
| | Whether a context of this kind populates its NativeInRunCause.
|
| |
| constexpr bool | native_failure_has_recipient (NativeFailureContextKind kind) noexcept |
| | Whether a context of this kind populates its NativeInRunRecipient.
|
| |
| constexpr bool | native_failure_has_cursor (NativeFailureContextKind kind) noexcept |
| | Whether a context of this kind populates its NativeInRunCursor.
|
| |
| constexpr bool | native_failure_has_cause (const NativeFailureContext &context) noexcept |
| | Whether this context populates its NativeInRunCause.
|
| |
| constexpr bool | native_failure_has_recipient (const NativeFailureContext &context) noexcept |
| | Whether this context populates its NativeInRunRecipient.
|
| |
| constexpr bool | native_failure_has_cursor (const NativeFailureContext &context) noexcept |
| | Whether this context populates its NativeInRunCursor.
|
| |
| constexpr NativeFailureContextKind | native_failure_context_kind (bool cause, bool recipient, bool cursor) noexcept |
| | The kind that says exactly these three alternatives are populated.
|
| |
| NativeFailureContext | native_failure_cause (std::uint64_t ordinal) noexcept |
| | A context carrying one causing event ordinal.
|
| |
| NativeFailureContext | native_failure_recipient (std::uint64_t incarnation) noexcept |
| | A context carrying one addressed request incarnation.
|
| |
| NativeFailureContext | native_failure_cursor (NativeCoordinate point, double t=0.0) noexcept |
| | A context carrying one path cursor.
|
| |
| NativeFailureContext | native_failure_context_in_run (const native_order::RunIdentity &run, const native_order::EventId *cause, const native_order::RequestHandle *recipient, const native_order::MatchCursor *cursor) noexcept |
| | Copies only ordinals/incarnation/cursor scalars.
|
| |
| const native_order::RunIdentity * | native_failed_run_identity (const NativeFailed &failed) noexcept |
| | The RunIdentity the failed spec carried, or nullptr when configure failed before staging one.
|
| |
| constexpr bool | native_feed_tolerance_enabled (NativeFeedTolerance enabled, NativeFeedTolerance requested) noexcept |
| | Whether one NativeFeedTolerance bit is set in a run's mask.
|
| |
| constexpr bool | native_legacy_tolerance_enabled (NativeFeedTolerance enabled, NativeFeedTolerance requested) noexcept |
| | Deprecated spelling of native_feed_tolerance_enabled.
|
| |
| NativeRunSpecValidation | validate_native_run_spec (const NativeRunSpec &spec) noexcept |
| | Complete validation, with deterministic first-error field order.
|
| |
| NativeRunSpecValidation | normalize_native_run_spec (NativeRunSpec &spec) noexcept |
| | Validate the WHOLE value first, then canonicalize its admitted numeric negative zero (fee_value) to positive zero.
|
| |
| NativeRunSpecValidation | validate_native_timeframe_subscriptions (const std::vector< NativeTimeframeSubscription > &subscriptions, const std::string &input_tf, bool timeframe_undetected) noexcept |
| | Exactly the part of validate_native_run_spec that judges declared higher-timeframe series, against a stated input timeframe: the pairing rule (as script_tf pairs, never strictly finer), the literals, the order of any authoritative bars, the one conflicting-feed refusal, and the undetected-timeframe rule.
|
| |
| NativeRunSpecValidation | validate_native_timeframe_subscriptions (const std::vector< NativeTimeframeSubscription > &subscriptions, const std::string &input_tf, bool timeframe_undetected, const std::optional< NativeAuxiliaryFeed > &auxiliary_feed) noexcept |
| | The same judgement for a run that declares an auxiliary feed: the feed is judged first (validate_native_auxiliary_feed), then every series, a series built from the feed pairing with the FEED's timeframe.
|
| |
| NativeRunSpecValidation | validate_native_timeframe_subscriptions (const std::vector< NativeTimeframeSubscription > &subscriptions, const std::string &input_tf, bool timeframe_undetected, const std::optional< NativeAuxiliaryFeed > &auxiliary_feed, const std::vector< NativeInstrumentFeed > &instrument_feeds) noexcept |
| | The same judgement for a run that also installs instrument feeds: the feeds are judged first (validate_native_instrument_feeds), then the auxiliary feed and every series, an InstrumentFeed series naming one of these feeds.
|
| |
| NativeRunSpecValidation | validate_native_instrument_feeds (const std::vector< NativeInstrumentFeed > &instrument_feeds) noexcept |
| | Exactly the part of validate_native_run_spec that judges the instrument feeds: each key's strings and timeframe literal, the one-feed-per-key rule, and each feed's bars, closes and columns.
|
| |
| NativeRunSpecValidation | validate_native_auxiliary_feed (const std::optional< NativeAuxiliaryFeed > &auxiliary_feed, const std::string &input_tf, bool timeframe_undetected) noexcept |
| | Exactly the part of validate_native_run_spec that judges the auxiliary feed, against a stated input timeframe: the literal, the strictly-finer pairing under the input, the order and structure of its bars, and the undetected-timeframe rule.
|
| |
| std::uint64_t | native_intrabar_path_digest (const IntrabarPath &path) noexcept |
| | Exact FNV-1a content digest for a retained intrabar path.
|
| |
| std::uint64_t | native_timeframe_subscriptions_digest (const std::vector< NativeTimeframeSubscription > &subscriptions) noexcept |
| | Exact FNV-1a content digest for the declared higher-timeframe series.
|
| |
| std::uint64_t | native_auxiliary_feed_digest (const NativeAuxiliaryFeed &feed) noexcept |
| | Exact FNV-1a content digest for the declared auxiliary feed: its timeframe literal and every bar in caller order, so a continuation cannot silently reuse another begin's feed.
|
| |
| std::uint64_t | native_instrument_feeds_digest (const std::vector< NativeInstrumentFeed > &instrument_feeds) noexcept |
| | Exact FNV-1a content digest for the installed instrument feeds: each key, every bar, close and column value in caller order, so a continuation cannot silently reuse another begin's feeds.
|
| |
| std::uint64_t | native_run_spec_digest (const NativeRunSpec &spec) noexcept |
| | Machine-independent digest of a run spec: exactly the fields the consumer folds into the continuation identity for the spec, and nothing else — no timezone resources, no session identity beyond the spec's own.
|
| |
| std::uint64_t | native_margin_model_digest (const NativeMarginModel &margin) noexcept |
| | Exact FNV-1a content digest for the generic margin model.
|
| |
| std::uint64_t | native_risk_limits_digest (const NativeRiskLimits &risk) noexcept |
| | Exact FNV-1a content digest for the generic risk limits.
|
| |
| RunFailureValue | make_run_failure (RunFailureCode code, const RunFailureArgs &args) noexcept |
| | Validate args against code's registry entry and canonicalize them.
|
| |
| const char * | run_failure_code_name (RunFailureCode code) noexcept |
| | The code's catalog name ("" for none or an unknown value).
|
| |
| RunFailureClass | run_failure_code_class (RunFailureCode code) noexcept |
| | The code's catalog class and retryable flag.
|
| |
| bool | run_failure_code_retryable (RunFailureCode code) noexcept |
| |
| RunFailureValue | classify_run_failure (const std::exception &error) noexcept |
| | The code an exception carries: a coded exception's own; else the safety net by type (std::bad_alloc -> out_of_memory, std::logic_error -> engine_invariant, other -> engine_unclassified_error).
|
| |
| void | note_run_failure (BacktestEngine &engine, std::string text, RunFailureCode code, const RunFailureArgs &args={}) |
| |
| void | note_run_failure (BacktestEngine &engine, const char *text, RunFailureCode code, const RunFailureArgs &args={}) |
| |
| void | note_run_failure (BacktestEngine &engine, std::string text, const RunFailureValue &value) |
| |
| void | note_run_failure (BacktestEngine &engine, const char *entrypoint, const std::exception &error) |
| |
| void | note_run_failure_unknown (BacktestEngine &engine, const char *entrypoint) |
| |
| void | clear_run_failure (BacktestEngine &engine) noexcept |
| |
| const char * | run_failure_code_of (const BacktestEngine &engine) noexcept |
| | The getters' answers (strategy_get_last_error_code / _args): the stored code while its text is the engine's last error; engine_unclassified_error for a non-empty error no coded site wrote; "" when there is no failure.
|
| |
| const char * | run_failure_args_of (const BacktestEngine &engine) noexcept |
| |
| RunFailureValue | run_failure_value_of (const BacktestEngine &engine) noexcept |
| | The recorded value under the same rule (none when there is no failure).
|
| |
| void | pine_no_data_stop (const char *function, const char *call, std::int32_t line, const char *english) |
| |
| void | pine_other_symbol_stop (const char *function, const char *symbol_literal_or_null, const char *call, std::int32_t line, const char *english) |
| |
| void | pine_array_stop (const char *reason, const char *method_or_null, const char *english) |
| |
| void | pine_collection_stop (const char *collection, const char *reason, const char *english) |
| |
| void | pine_na_stop (const char *object, const char *english) |
| |
| void | pine_limit_stop (const char *limit, std::int64_t max, const char *english) |
| |
| void | pine_unsupported_stop (const char *reason, std::int32_t line, const char *english) |
| |
| void | pine_string_stop (const char *reason, const char *english) |
| |
| void | pine_engine_invariant (const char *english) |
| |
| void | swap (ScriptString &a, ScriptString &b) noexcept |
| |
| ScriptString | operator+ (ScriptString a, const ScriptString &b) |
| |
| ScriptString | operator+ (ScriptString a, std::string_view b) |
| |
| ScriptString | operator+ (ScriptString a, const char *b) |
| |
| ScriptString | operator+ (ScriptString a, const std::string &b) |
| |
| ScriptString | operator+ (ScriptString a, char b) |
| |
| ScriptString | operator+ (std::string_view a, const ScriptString &b) |
| |
| ScriptString | operator+ (const std::string &a, const ScriptString &b) |
| |
| ScriptString | operator+ (const char *a, const ScriptString &b) |
| |
| ScriptString | operator+ (char a, const ScriptString &b) |
| |
| bool | operator== (const ScriptString &a, const ScriptString &b) |
| |
| bool | operator!= (const ScriptString &a, const ScriptString &b) |
| |
| bool | operator< (const ScriptString &a, const ScriptString &b) |
| |
| bool | operator> (const ScriptString &a, const ScriptString &b) |
| |
| bool | operator<= (const ScriptString &a, const ScriptString &b) |
| |
| bool | operator>= (const ScriptString &a, const ScriptString &b) |
| |
| bool | operator== (const ScriptString &a, std::string_view b) |
| |
| bool | operator== (std::string_view a, const ScriptString &b) |
| |
| bool | operator!= (const ScriptString &a, std::string_view b) |
| |
| bool | operator!= (std::string_view a, const ScriptString &b) |
| |
| bool | operator== (const ScriptString &a, const char *b) |
| |
| bool | operator== (const char *a, const ScriptString &b) |
| |
| bool | operator!= (const ScriptString &a, const char *b) |
| |
| bool | operator!= (const char *a, const ScriptString &b) |
| |
| bool | operator== (const ScriptString &a, const std::string &b) |
| |
| bool | operator== (const std::string &a, const ScriptString &b) |
| |
| bool | operator!= (const ScriptString &a, const std::string &b) |
| |
| bool | operator!= (const std::string &a, const ScriptString &b) |
| |
| template<class Text, std::enable_if_t< std::is_convertible_v< const Text &, std::string_view >, int > = 0> |
| bool | operator< (const ScriptString &a, const Text &b) |
| |
| template<class Text, std::enable_if_t< std::is_convertible_v< const Text &, std::string_view >, int > = 0> |
| bool | operator< (const Text &a, const ScriptString &b) |
| |
| template<class Text, std::enable_if_t< std::is_convertible_v< const Text &, std::string_view >, int > = 0> |
| bool | operator> (const ScriptString &a, const Text &b) |
| |
| template<class Text, std::enable_if_t< std::is_convertible_v< const Text &, std::string_view >, int > = 0> |
| bool | operator> (const Text &a, const ScriptString &b) |
| |
| template<class Text, std::enable_if_t< std::is_convertible_v< const Text &, std::string_view >, int > = 0> |
| bool | operator<= (const ScriptString &a, const Text &b) |
| |
| template<class Text, std::enable_if_t< std::is_convertible_v< const Text &, std::string_view >, int > = 0> |
| bool | operator<= (const Text &a, const ScriptString &b) |
| |
| template<class Text, std::enable_if_t< std::is_convertible_v< const Text &, std::string_view >, int > = 0> |
| bool | operator>= (const ScriptString &a, const Text &b) |
| |
| template<class Text, std::enable_if_t< std::is_convertible_v< const Text &, std::string_view >, int > = 0> |
| bool | operator>= (const Text &a, const ScriptString &b) |
| |
| double | str_tonumber (const ScriptString &) |
| |
| SelectedPrimaryPlan | plan_selected_primary (const Bar *rows, std::size_t count, const SelectedPlanRequest &request) |
| |
| SelectedRetainedCount | count_selected_retained_primary (const Bar *rows, std::size_t count, const SelectedRetainedRequest &request) |
| |
| SelectedRetainedCount | count_selected_executed_primary (const Bar *rows, std::size_t count, const SelectedRetainedRequest &request) |
| |
| WindowCacheCapacity & | window_cache_capacity () |
| |
| std::string | normalize_timezone_for_posix (const std::string &tz) |
| |
| int64_t | timeframe_time (int64_t bar_ms, const std::string &tf, const std::string &session, const std::string &tz, const std::string &chart_tf, const std::string &syminfo_tz=std::string()) |
| |
| int64_t | timeframe_time_close (int64_t bar_ms, const std::string &tf, const std::string &session, const std::string &tz, const std::string &chart_tf, const std::string &syminfo_tz=std::string()) |
| |
| int64_t | timeframe_time (int64_t bar_ms, const std::string &tf, const std::string &session, const std::string &tz, const std::string &chart_tf, const std::string &sym_tz, const std::string &sym_session) |
| |
| int64_t | timeframe_time_close (int64_t bar_ms, const std::string &tf, const std::string &session, const std::string &tz, const std::string &chart_tf, const std::string &sym_tz, const std::string &sym_session) |
| |
| int | hhmm_to_minutes (const std::string &hhmm) |
| |
| int | local_hour (int64_t bar_ms, const std::string &tz) |
| |
| int | local_minute (int64_t bar_ms, const std::string &tz) |
| |
| int | local_second (int64_t bar_ms, const std::string &tz) |
| |
| int | local_dayofmonth (int64_t bar_ms, const std::string &tz) |
| |
| int | local_dayofweek (int64_t bar_ms, const std::string &tz) |
| |
| int | local_month (int64_t bar_ms, const std::string &tz) |
| |
| int | local_year (int64_t bar_ms, const std::string &tz) |
| |
| int | local_weekofyear (int64_t bar_ms, const std::string &tz) |
| |
| bool | local_time_in_session_windows (const std::string &windows_body, const struct tm &local_tm) |
| |
| bool | session_trades_at (const std::string &session, const std::string &tz, int64_t bar_ms) |
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| bool | passes_session_filter (const std::string &session, const std::string &tz, int64_t bar_ms) |
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| int64_t | calendar_day_open_local_ms (int64_t bar_ms, const std::string &tz) |
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| int64_t | session_trading_day_open_ms (int64_t bar_ms, const std::string &session, const std::string &tz) |
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| bool | session_in_market (const std::string &session, const std::string &tz, int64_t bar_ms) |
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| bool | session_in_premarket (const std::string &session, const std::string &tz, int64_t bar_ms) |
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| bool | session_in_postmarket (const std::string &session, const std::string &tz, int64_t bar_ms) |
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| bool | session_in_market (const std::string &session, const std::string &tz, int64_t bar_ms, const std::string &chart_tf) |
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| bool | session_in_premarket (const std::string &session, const std::string &tz, int64_t bar_ms, const std::string &chart_tf) |
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| bool | session_in_postmarket (const std::string &session, const std::string &tz, int64_t bar_ms, const std::string &chart_tf) |
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| int64_t | pine_time (int64_t bar_ms, const std::string &tf, const std::string &session, const std::string &tz, const std::string &chart_tf, const std::string &syminfo_tz=std::string()) |
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| int64_t | pine_time (int64_t bar_ms, const std::string &tf, const std::string &session, const std::string &tz, const std::string &chart_tf, const std::string &sym_tz, const std::string &sym_session) |
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| int64_t | pine_time_close (int64_t bar_ms, const std::string &tf, const std::string &session, const std::string &tz, const std::string &chart_tf, const std::string &syminfo_tz=std::string()) |
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| int64_t | pine_time_close (int64_t bar_ms, const std::string &tf, const std::string &session, const std::string &tz, const std::string &chart_tf, const std::string &sym_tz, const std::string &sym_session) |
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| int | pine_hour (int64_t bar_ms, const std::string &tz) |
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| int | pine_minute (int64_t bar_ms, const std::string &tz) |
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| int | pine_second (int64_t bar_ms, const std::string &tz) |
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| int | pine_dayofmonth (int64_t bar_ms, const std::string &tz) |
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| int | pine_dayofweek (int64_t bar_ms, const std::string &tz) |
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| int | pine_month (int64_t bar_ms, const std::string &tz) |
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| int | pine_year (int64_t bar_ms, const std::string &tz) |
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| int | pine_weekofyear (int64_t bar_ms, const std::string &tz) |
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| int64_t | pine_time_tradingday (int64_t bar_ms, const std::string &session, const std::string &tz) |
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| bool | pine_session_ismarket (const std::string &session, const std::string &tz, int64_t bar_ms) |
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| bool | pine_session_ispremarket (const std::string &session, const std::string &tz, int64_t bar_ms) |
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| bool | pine_session_ispostmarket (const std::string &session, const std::string &tz, int64_t bar_ms) |
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| bool | pine_session_ismarket (const std::string &session, const std::string &tz, int64_t bar_ms, const std::string &chart_tf) |
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| bool | pine_session_ispremarket (const std::string &session, const std::string &tz, int64_t bar_ms, const std::string &chart_tf) |
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| bool | pine_session_ispostmarket (const std::string &session, const std::string &tz, int64_t bar_ms, const std::string &chart_tf) |
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| bool | pine_float_eq (double a, double b) |
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| bool | pine_float_ne (double a, double b) |
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| bool | pine_float_gt (double a, double b) |
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| bool | pine_float_lt (double a, double b) |
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| bool | pine_float_ge (double a, double b) |
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| bool | pine_float_le (double a, double b) |
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| std::string | str_format_values (const std::string &fmt, const std::vector< StrFormatValue > &args) |
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| std::string | str_format (const std::string &fmt, const std::vector< std::string > &args) |
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| std::string | str_format_time (long long timestamp_ms, const std::string &format, const std::string &timezone) |
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| std::string | str_match (const std::string &source, const std::string ®ex_pattern) |
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| std::vector< std::string > | str_split (const std::string &source, const std::string &separator) |
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| std::string | str_tostring (double value, const std::string &format_mode="", double mintick=0.0) |
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| ScriptString | script_str_format_values (const ScriptString &, const std::vector< ScriptStrFormatValue > &) |
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| ScriptString | script_str_format (const ScriptString &, const std::vector< ScriptString > &) |
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| ScriptString | str_tostring (detail::o1::Store &, double value, const ScriptString &format_mode={}, double mintick=0.0) |
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| template<class Text, std::enable_if_t< std::is_same_v< std::decay_t< Text >, ScriptString >, int > = 0> |
| ScriptString | str_format_values (Text &&format, const std::vector< ScriptStrFormatValue > &args) |
| |
| template<class Text, std::enable_if_t< std::is_same_v< std::decay_t< Text >, ScriptString >, int > = 0> |
| ScriptString | str_format (Text &&format, const std::vector< ScriptString > &args) |
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| template<class Text, std::enable_if_t< std::is_same_v< std::decay_t< Text >, ScriptString >, int > = 0> |
| ScriptStringParts | str_split (Text &&source, const ScriptString &separator) |
| |
| template<class Text, std::enable_if_t< std::is_same_v< std::decay_t< Text >, ScriptString >, int > = 0> |
| ScriptStringParts | str_split (Text &&source, std::string_view separator) |
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| template<class Text, std::enable_if_t< std::is_same_v< std::decay_t< Text >, ScriptString >, int > = 0> |
| ScriptStringParts | str_split (Text &&source, const char *separator) |
| |
| template<class Text, std::enable_if_t< std::is_same_v< std::decay_t< Text >, ScriptString >, int > = 0> |
| ScriptStringParts | str_split (Text &&source, const std::string &separator) |
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| std::string | pine_str_format (const std::string &fmt, const std::vector< std::string > &args) |
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| std::string | pine_str_format_time (long long timestamp_ms, const std::string &format, const std::string &timezone) |
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| std::string | pine_str_match (const std::string &source, const std::string ®ex_pattern) |
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| std::vector< std::string > | pine_str_split (const std::string &source, const std::string &separator) |
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| std::string | pine_str_tostring (double value, const std::string &format_mode="", double mintick=0.0) |
| |
| template<class Text, std::enable_if_t< std::is_same_v< std::decay_t< Text >, ScriptString >, int > = 0> |
| ScriptString | pine_str_format (Text &&format, const std::vector< ScriptString > &args) |
| |
| template<class Text, class Separator, std::enable_if_t< std::is_same_v< std::decay_t< Text >, ScriptString >, int > = 0> |
| ScriptStringParts | pine_str_split (Text &&source, Separator &&separator) |
| |
| ScriptString | pine_str_tostring (detail::o1::Store &store, double value, const ScriptString &format={}, double mintick=0.0) |
| |
| bool | float_band_eq (double a, double b) |
| |
| bool | float_band_ne (double a, double b) |
| |
| bool | float_band_gt (double a, double b) |
| |
| bool | float_band_lt (double a, double b) |
| |
| bool | float_band_ge (double a, double b) |
| |
| bool | float_band_le (double a, double b) |
| |
| int | tf_to_seconds (const std::string &tf) |
| | Convert a TradingView timeframe string to seconds.
|
| |
| int | tf_multiplier (const std::string &tf) |
| | Extract the numeric multiplier from a TF string (e.g. "15" -> 15, "D" -> 1).
|
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| bool | tf_is_intraday (const std::string &tf) |
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| bool | tf_is_daily (const std::string &tf) |
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| bool | tf_is_weekly (const std::string &tf) |
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| bool | tf_is_monthly (const std::string &tf) |
| |
| bool | tf_is_seconds (const std::string &tf) |
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| bool | tf_change (int64_t prev_ms, int64_t curr_ms, const std::string &tf) |
| | Check if prev/curr timestamps cross a timeframe boundary.
|
| |
| int | tf_ratio (const std::string &input_tf, const std::string &target_tf) |
| | Compute how many input bars fit into one target bar.
|
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| std::string | detect_timeframe (const Bar *bars, int n, int max_samples=100) |
| | Detect the timeframe string from an array of bars by computing the median timestamp delta and mapping to the nearest standard TF.
|
| |
| CalendarPeriod | calendar_period_for (const std::string &tf) |
| | Determine the calendar period for a target TF string.
|
| |
| bool | tf_is_daily_or_higher (const std::string &tf) |
| | True for a daily-or-higher chart timeframe ("D", "1D", "2D", "W", "M"): a bar that covers whole session days rather than a time of day (the aggregation path's CALENDAR classification).
|
| |
| bool | crosses_boundary (int64_t prev_ms, int64_t curr_ms, CalendarPeriod period) |
| | Check if two timestamps (Unix milliseconds) fall in different calendar periods.
|
| |
| bool | crosses_boundary (int64_t prev_ms, int64_t curr_ms, CalendarPeriod period, const std::string &tz, const std::string &session) |
| | Timezone/session-aware variants.
|
| |
| bool | tf_change (int64_t prev_ms, int64_t curr_ms, const std::string &tf, const std::string &tz, const std::string &session) |
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| int64_t | session_day_index (int64_t ms, const std::string &tz, const std::string &session) |
| | Ordinal of the session day containing ms (days since epoch on the session clock).
|
| |
| int64_t | session_period_open_ms (int64_t ms, const std::string &tz, const std::string &session, CalendarPeriod period) |
| | Open (Unix ms) of the symbol's D/W/M bar that contains ms: the day stamp of the period's first session-day (17:00 ET on OANDA 1800-1700, the session open elsewhere).
|
| |
| int64_t | session_intraday_bucket_open_ms (int64_t ms, int64_t bucket_sec, const std::string &tz, const std::string &session) |
| | Open (Unix ms) of the bucket_sec-wide intraday bucket that contains ms on the symbol's day-stamp-anchored grid: exchange-tz time since local midnight + day stamp, floored to the bucket width.
|
| |
| int64_t | session_covered_instant_ms (int64_t ms, const std::string &tz, const std::string &session) |
| | The session instant a native CALENDAR chart stamp covers.
|
| |
| int64_t | session_period_close_ms (int64_t ms, const std::string &tz, const std::string &session, CalendarPeriod period) |
| | Exclusive close (Unix ms) of the symbol's D/W/M bar that contains ms: DAY -> session-day open + session length (16:00 ET on equities, the next 17:00 ET on forex, next midnight on 24x7); WEEK / MONTH -> the open of the next period's first session-day.
|
| |
| int64_t | session_period_last_traded_close_ms (int64_t ms, const std::string &tz, const std::string &session, CalendarPeriod period) |
| | Exclusive close (Unix ms) of the LAST TRADED session-day of the D/W/M bar that contains ms: DAY is session_period_close_ms; WEEK / MONTH step back from the period's last session-day over weekend TRADING dates (Saturday / Sunday never hold a session on exchange-calendar symbols), so an equity week ends Friday 16:00 ET, a month whose last calendar day is a weekend ends on its last Friday, and the forex week ends Friday 17:00 ET (the Friday-open session is Saturday's trading date).
|
| |
| std::vector< int64_t > | native_late_day_opens (const std::string &tz, const std::string &session, const std::vector< int64_t > &stamps, const Bar *input_bars, int n_input) |
| | The native daily stamps that open their session-day LATE: a stamp after the day stamp of the (nominal) session-day holding it and before that day's scheduled close, with no input bar between the day stamp and the stamp – the day's first trade is the stamp itself, hours after the session template's open (NSE's Muhurat session of 2025-10-21, 13:45 IST).
|
| |
| bool | build_native_day_partition (NativeDayPartition &out, const std::string &tz, const std::string &session, const std::vector< int64_t > &stamps, const Bar *input_bars, int n_input, const std::string &scratch_directory={}) |
| | Build the partition for the symbol clock (tz, session) from the native daily stamps and the chart's input bars (the trade instants: the last input bar before the next stamp, bounded by the last stamp's nominal session-day close; the stamp itself when no input bar lies in the period).
|
| |
| bool | build_native_day_partition (NativeDayPartition &out, const std::string &tz, const std::string &session, const std::vector< int64_t > &stamps, const Bar *input_bars, int n_input, std::size_t projection_cache_bytes, const std::string &scratch_directory={}) |
| | As above, with an inclusive optional cache budget for EACH of the three projection columns.
|
| |
| int | native_day_partition_index (const NativeDayPartition &p, int64_t ms) |
| | Index of the native period holding ms under p: -1 before the first stamp and at / after the last stamp's nominal session-day close.
|
| |
| const NativeDayPartition * | set_active_native_day_partition (const NativeDayPartition *p) |
| | The calling thread's active chart partition, read by session_day_index / session_period_open_ms / session_period_close_ms / session_period_last_traded_close_ms / crosses_boundary (and so by tf_change, the symbol-clock pine_time forms and ta::VWAP's session anchor) whenever their (tz, session) equal the partition's.
|
| |
| const NativeDayPartition * | active_native_day_partition () |
| |
| static int | safe_tf_to_seconds (const std::string &tf) |
| |
| static bool | same_bar_exit_group_possible (const TradeLedger &trades) |
| |