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PineForge unreleased
Deterministic PineScript v6 backtest runtime — C ABI reference
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Typedefs | |
| using | ExitScratchKeyWords = std::array<std::uint64_t, 4> |
| template<class T> | |
| using | ExitScratchBatchRows = ExitScratchRows<T, ExitScratchRowMode::bounded_batch> |
| using | PineIntentPayload |
| using | PositionTailGuard = PineExecutionAdapter::PositionTailGuard |
| using | ScratchHandle |
Enumerations | |
| enum class | ExitScratchRowMode : std::uint8_t { per_row , bounded_batch } |
| enum class | QuietHook : std::uint8_t { ReceiptRead , DelayedRelease , L4cPriority , OpenMarketAdmission , OpenMarketableSells , GappedBracketReaccept , DualEntryPath , CoofTail , CoofDeclinedReversal , DueCapClose , SlippedPoocMoney , TvMoneyLongMargin , TvMoneyTrailMargin , OpenMarginCheckpoints , DeclinedReversalAtOpen , IntradayLossClose , IntradayLossPath , PreopenMarginSlice , BracketLegs , PendingCloses , PendingEntries , RelativeExits , PoocLimitEntryFills , PoocExitFills , DeferredSellAdmission , ThrottledReopens , TerminalExplicitMarket , CloseMarginCheckpoints , Count } |
| enum class | PineCallbackLifecycleRule : int { TrailPointsMintickTolerance = 0 , DeclinedReversalReissueRevives = 1 , CallbackLimitTickReach = 2 , RestingLimitTickReach = 3 , CarriedTrailTickReach = 4 } |
| enum class | ScratchDurability |
| enum class | ScratchField |
| enum class | ScratchStatus |
Variables | |
| constexpr std::size_t | kExitScopeEraseBatch = 64 |
| constexpr std::size_t | exit_scratch_key_bytes = sizeof(ExitScratchKeyWords) |
| constexpr std::size_t | kCohortFoldStack = 128 |
| const char | kPineRunCacheKind = 0 |
| const char | kPineIntentStateKind = 0 |
| constexpr std::size_t | kQuietHookCount = static_cast<std::size_t>(QuietHook::Count) |
| thread_local SequenceCacheObserver | sequence_cache_observer {} |
| constexpr int | kPineCallbackLifecycleRuleCount = 5 |
| using pineforge::source::detail::ExitScratchKeyWords = std::array<std::uint64_t, 4> |
Definition at line 283 of file exit_scratch.hpp.
| using pineforge::source::detail::ExitScratchBatchRows = ExitScratchRows<T, ExitScratchRowMode::bounded_batch> |
Definition at line 813 of file exit_scratch.hpp.
Definition at line 130 of file pine_intent_state.hpp.
Definition at line 22 of file pine_position_tail_summary.hpp.
Definition at line 7 of file scratch_readback.hpp.
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| Enumerator | |
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| per_row | |
| bounded_batch | |
Definition at line 589 of file exit_scratch.hpp.
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Definition at line 38 of file pine_quiet_bar.hpp.
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| Enumerator | |
|---|---|
| TrailPointsMintickTolerance | |
| DeclinedReversalReissueRevives | |
| CallbackLimitTickReach | |
| RestingLimitTickReach | |
| CarriedTrailTickReach | |
Definition at line 14 of file callback_lifecycle_rules.hpp.
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Definition at line 53 of file scratch_backing.hpp.
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Definition at line 49 of file scratch_readback.hpp.
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Definition at line 20 of file scratch_backing.hpp.
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| ScratchStatus pineforge::source::detail::freeze_placement | ( | ExitScratchContext & | , |
| std::uint64_t | scope, | ||
| const PlacementSnapshot & | , | ||
| ScratchHandle & | version ) |
References freeze_placement().
Referenced by freeze_placement().
| ScratchStatus pineforge::source::detail::freeze_request | ( | ExitScratchContext & | , |
| std::uint64_t | scope, | ||
| const native_order::Request & | , | ||
| ScratchHandle & | version ) |
References freeze_request().
Referenced by freeze_request().
| ScratchStatus pineforge::source::detail::freeze_pending | ( | ExitScratchContext & | , |
| std::uint64_t | scope, | ||
| const native_order::Request & | , | ||
| const PlacementSnapshot & | , | ||
| const ScratchByteSource & | replacement_key, | ||
| ScratchHandle & | version ) |
References freeze_pending().
Referenced by freeze_pending().
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noexcept |
References release_payload_scope().
Referenced by release_payload_scope().
| ExitScratchContext & pineforge::source::detail::exit_scratch | ( | const PineExecutionAdapter & | adapter | ) |
Definition at line 1151 of file pine_adapter.cpp.
References exit_scratch(), and exit_scratch_failure().
Referenced by exit_scratch(), pineforge::source::detail::ExitScratchIndex::ExitScratchIndex(), and pineforge::source::detail::ExitScratchRows< T, ExitScratchRowMode::bounded_batch >::ExitScratchRows().
| void pineforge::source::detail::exit_scratch_failure | ( | ScratchStatus | status | ) |
Definition at line 1163 of file pine_adapter.cpp.
Referenced by pineforge::source::PineExecutionAdapter::bind_exit_scratch(), pineforge::source::detail::ExitScratchTeardownFailure::check(), exit_scratch(), exit_scratch_check(), exit_scratch_check(), exit_scratch_edit_failure(), exit_scratch_failure(), exit_scratch_lots(), exit_scratch_versions(), exit_scratch_working(), pineforge::source::detail::ExitScratchScope::ExitScratchScope(), pineforge::source::detail::ExitScratchText::ExitScratchText(), pineforge::source::detail::ExitScratchVersionsProduction::freeze_openings(), and pineforge::source::detail::ExitScratchRows< T, ExitScratchRowMode::bounded_batch >::push_back().
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Definition at line 121 of file exit_scratch.hpp.
References exit_scratch_failure().
Referenced by pineforge::source::PineExecutionAdapter::bind_exit_scratch(), exit_scratch_edit(), exit_scratch_edit_failure(), exit_scratch_equal(), exit_scratch_lots(), exit_scratch_seek(), exit_scratch_words(), exit_scratch_working(), pineforge::source::detail::ExitScratchText::ExitScratchText(), pineforge::source::detail::ExitScratchVersionsProduction::freeze_openings(), pineforge::source::detail::ExitScratchRows< T, ExitScratchRowMode::bounded_batch >::ordered_text(), pineforge::source::detail::ExitScratchValue< T >::read(), and pineforge::source::detail::ExitScratchValue< native_order::RequestHandle >::read().
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Definition at line 124 of file exit_scratch.hpp.
References pineforge::detail::ScratchReadback::carried_failure(), exit_scratch_failure(), and pineforge::detail::rethrow_carried_scratch_failure().
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Definition at line 129 of file exit_scratch.hpp.
References exit_scratch_failure().
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Definition at line 137 of file exit_scratch.hpp.
References pineforge::source::detail::ExitScratchTeardownFailure::check(), pineforge::source::detail::ExitScratchVersions::check_teardown_failure(), pineforge::source::detail::ExitScratchContext::teardown_failure, and pineforge::source::detail::ExitScratchContext::versions.
Referenced by pineforge::source::detail::ExitScratchScope::clear(), exit_scratch_edit(), exit_scratch_lots(), exit_scratch_seek(), exit_scratch_versions(), exit_scratch_words(), exit_scratch_working(), pineforge::source::detail::ExitScratchScope::ExitScratchScope(), pineforge::source::detail::ExitScratchRows< T, ExitScratchRowMode::bounded_batch >::finish(), and pineforge::source::detail::ExitScratchScope::~ExitScratchScope().
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Definition at line 141 of file exit_scratch.hpp.
References exit_scratch_check_teardown(), exit_scratch_failure(), and pineforge::source::detail::ExitScratchContext::versions.
Referenced by pineforge::source::PineExecutionAdapter::on_applied().
| void pineforge::source::detail::exit_scratch_lots | ( | ExitScratchContext & | scratch, |
| const NativeStrategyHost & | host, | ||
| double | mark, | ||
| Visit | visit ) |
Definition at line 147 of file exit_scratch.hpp.
References exit_scratch_check(), exit_scratch_check_teardown(), exit_scratch_failure(), pineforge::source::detail::ExitScratchContext::lots, and pineforge::source::detail::ExitScratchContext::store.
| void pineforge::source::detail::exit_scratch_working | ( | ExitScratchContext & | scratch, |
| const NativeStrategyHost & | host, | ||
| Visit | visit ) |
Definition at line 157 of file exit_scratch.hpp.
References exit_scratch_check(), exit_scratch_check_teardown(), exit_scratch_failure(), pineforge::source::detail::ExitScratchContext::store, and pineforge::source::detail::ExitScratchContext::working.
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Definition at line 199 of file exit_scratch.hpp.
Referenced by pineforge::source::detail::ExitScratchRows< T, ExitScratchRowMode::bounded_batch >::contains(), pineforge::source::detail::ExitScratchIndex::find(), operator==(), pineforge::source::detail::ExitScratchIndex::put(), and pineforge::source::detail::ExitScratchValue< std::string >::source().
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Definition at line 232 of file exit_scratch.hpp.
Referenced by exit_scratch_equal(), and exit_scratch_key_order().
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Definition at line 255 of file exit_scratch.hpp.
References pineforge::detail::ScratchByteSource::carried_failure(), exit_scratch_check(), exit_scratch_compare_text(), pineforge::detail::rethrow_carried_scratch_failure(), and pineforge::detail::ScratchByteSource::size().
Referenced by pineforge::source::detail::ExitScratchRows< T, ExitScratchRowMode::bounded_batch >::contains(), operator==(), and pineforge::source::detail::ExitScratchRows< T, ExitScratchRowMode::bounded_batch >::ordered_text().
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Definition at line 267 of file exit_scratch.hpp.
References exit_scratch_equal(), and exit_scratch_text().
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Definition at line 270 of file exit_scratch.hpp.
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Definition at line 273 of file exit_scratch.hpp.
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Definition at line 276 of file exit_scratch.hpp.
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Definition at line 316 of file exit_scratch.hpp.
References exit_scratch_compare_text().
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Definition at line 340 of file exit_scratch.hpp.
References exit_scratch_check(), exit_scratch_check_teardown(), pineforge::detail::CommandScratchStore::read(), and pineforge::source::detail::ExitScratchContext::store.
Referenced by pineforge::source::detail::ExitScratchRows< T, ExitScratchRowMode::bounded_batch >::contains(), and pineforge::source::detail::ExitScratchRows< T, ExitScratchRowMode::bounded_batch >::ordered_text().
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Definition at line 348 of file exit_scratch.hpp.
References exit_scratch_check(), exit_scratch_check_teardown(), pineforge::detail::CommandScratchStore::lower_bound(), and pineforge::source::detail::ExitScratchContext::store.
Referenced by pineforge::source::detail::ExitScratchRows< T, ExitScratchRowMode::bounded_batch >::contains(), and pineforge::source::detail::ExitScratchRows< T, ExitScratchRowMode::bounded_batch >::ordered_text().
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Definition at line 357 of file exit_scratch.hpp.
References pineforge::detail::CommandScratchStore::carried_failure(), exit_scratch_check(), exit_scratch_failure(), pineforge::detail::rethrow_carried_scratch_failure(), pineforge::detail::CommandScratchStore::rollback(), and pineforge::source::detail::ExitScratchContext::store.
Referenced by exit_scratch_edit().
| void pineforge::source::detail::exit_scratch_edit | ( | ExitScratchContext & | context, |
| Edit | operation ) |
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Definition at line 382 of file exit_scratch.hpp.
References kExitScopeEraseBatch.
Referenced by pineforge::source::detail::ExitScratchScope::clear(), and pineforge::source::detail::ExitScratchVersionsProduction::release_scope().
| void pineforge::source::detail::placement_audit_erase | ( | const PlacementTable * | table, |
| std::uint64_t | incarnation, | ||
| PlacementSnapshot && | row ) |
Definition at line 1048 of file pine_adapter.cpp.
Referenced by pineforge::source::PlacementTable::erase().
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Definition at line 1054 of file pine_adapter.cpp.
Referenced by pineforge::source::PlacementTable::clear().
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Definition at line 1058 of file pine_adapter.cpp.
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Definition at line 1066 of file pine_adapter.cpp.
| const std::vector< std::pair< std::uint64_t, const PlacementSnapshot * > > * pineforge::source::detail::placement_audit_tombstones | ( | const PlacementTable * | table | ) |
Definition at line 1071 of file pine_adapter.cpp.
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noexcept |
Definition at line 841 of file pine_adapter.cpp.
Referenced by pineforge::source::PineExecutionAdapter::hash_state(), pineforge::source::PineExecutionAdapter::on_applied(), pineforge::source::PineExecutionAdapter::on_bar_open(), pineforge::source::PineExecutionAdapter::source_margin_units(), and pineforge::source::PineExecutionAdapter::validate_precommit().
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Definition at line 885 of file pine_adapter.cpp.
Referenced by pineforge::source::PineExecutionAdapter::flush_pending_bracket_legs(), and pineforge::source::PineStrategyHost::script_mark_price().
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Definition at line 893 of file pine_adapter.cpp.
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Definition at line 846 of file pine_adapter.cpp.
Referenced by pineforge::source::PineExecutionAdapter::close_all(), pineforge::source::PineExecutionAdapter::flush_pending_closes(), pineforge::source::PineExecutionAdapter::lagged_margin_follow_up_units(), pineforge::source::PineExecutionAdapter::on_applied(), pineforge::source::PineExecutionAdapter::on_bar_open(), and pineforge::source::PineExecutionAdapter::validate_precommit().
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Definition at line 851 of file pine_adapter.cpp.
Referenced by pineforge::source::PineExecutionAdapter::exit(), pineforge::source::PineExecutionAdapter::on_bar_open(), and pineforge::source::PineExecutionAdapter::validate_precommit().
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Definition at line 831 of file pine_adapter.cpp.
References kPineCallbackLifecycleRuleCount.
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Definition at line 836 of file pine_adapter.cpp.
References kPineCallbackLifecycleRuleCount.
Referenced by pineforge::compat::pine::select_exit_suspension().
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Definition at line 3741 of file pine_adapter.cpp.
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Definition at line 3744 of file pine_adapter.cpp.
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Definition at line 3749 of file pine_adapter.cpp.
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Definition at line 3752 of file pine_adapter.cpp.
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Definition at line 3755 of file pine_adapter.cpp.
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Definition at line 30303 of file pine_adapter.cpp.
References fold_cohort_exposure(), and kCohortFoldStack.
Referenced by fold_cohort_exposure().
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Definition at line 34 of file pine_host_reads.hpp.
Referenced by pineforge::source::PineExecutionAdapter::exit_phase_value(), live_callback_point(), pineforge::source::PineScheduler::lower_path_bar_at(), pineforge::source::PineScheduler::next_input_waypoint(), pineforge::source::PineExecutionAdapter::observe_terminal_receipts(), pineforge::source::PineStrategyHost::on_native_applied(), pineforge::source::PineStrategyHost::on_native_run_begin(), pineforge::source::PineExecutionAdapter::permute_exit_phase_rows(), run_kind(), run_phase(), run_position(), and run_spec().
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Definition at line 45 of file pine_host_reads.hpp.
References pineforge::engine_script_run_v19::NativeStateView::kind, pineforge::engine_script_run_v19::NativeStateView::phase, and pineforge::engine_script_run_v19::NativeStateView::spec.
Referenced by pineforge::source::PineExecutionAdapter::close(), pineforge::source::PineExecutionAdapter::observe_terminal_receipts(), pineforge::source::PineExecutionAdapter::on_applied(), pineforge::source::PineExecutionAdapter::suppress_grouped_stop_recalc(), and pineforge::source::PineExecutionAdapter::validate_precommit().
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Definition at line 54 of file pine_host_reads.hpp.
References run_consumer().
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Definition at line 57 of file pine_host_reads.hpp.
References run_consumer().
Referenced by pineforge::source::PineScheduler::bar(), pineforge::source::PineScheduler::lower_path_bar_at(), pineforge::source::PineScheduler::next_input_waypoint(), and pineforge::source::PineScheduler::recalculate().
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Definition at line 60 of file pine_host_reads.hpp.
References run_consumer().
Referenced by pineforge::source::PineStrategyHost::on_native_input(), and pineforge::source::PineStrategyHost::on_native_tick().
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Definition at line 65 of file pine_host_reads.hpp.
References run_consumer().
Referenced by pineforge::source::PineExecutionAdapter::close(), pineforge::source::PineExecutionAdapter::close_all(), pineforge::source::PendingIntentView::effective_levels(), pineforge::source::PineExecutionAdapter::exit(), pineforge::source::PineExecutionAdapter::flush_pending_bracket_legs(), pineforge::source::PineExecutionAdapter::flush_pending_closes(), pineforge::source::PineStrategyHost::live_position_size(), pineforge::source::PineExecutionAdapter::on_applied(), pineforge::source::PineExecutionAdapter::on_bar_close_before_script(), pineforge::source::PineExecutionAdapter::on_bar_open(), pineforge::source::PendingIntentView::probe_fill_qty(), pineforge::source::PineExecutionAdapter::source_margin_money(), pineforge::source::PineExecutionAdapter::source_margin_units(), pineforge::source::PineExecutionAdapter::suppress_grouped_stop_recalc(), pineforge::source::PineStrategyHost::validate_execution_precommit(), and pineforge::source::PineExecutionAdapter::validate_precommit().
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Definition at line 72 of file pine_host_reads.hpp.
References run_consumer().
Referenced by callback_point().
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Definition at line 80 of file pine_host_reads.hpp.
References live_callback_point(), and selected_replay_point().
Referenced by pineforge::source::PineExecutionAdapter::cancel_all(), pineforge::source::PineExecutionAdapter::close(), pineforge::source::PineExecutionAdapter::close_all(), pineforge::source::PineExecutionAdapter::exit(), pineforge::source::PineExecutionAdapter::flush_pending_bracket_legs(), pineforge::source::PineExecutionAdapter::flush_pending_closes(), and pineforge::source::PineExecutionAdapter::order().
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Definition at line 103 of file pine_host_reads.hpp.
References kPineRunCacheKind.
Referenced by run_aggregates_input_bars().
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Definition at line 117 of file pine_host_reads.hpp.
References run_cache().
Referenced by pineforge::source::PineStrategyHost::on_native_applied().
| void pineforge::source::detail::take_run_facts | ( | NativeExecutionConsumer & | consumer, |
| const PineExecutionAdapter & | adapter, | ||
| std::uint64_t | run ) |
Definition at line 1910 of file pine_adapter.cpp.
Referenced by pineforge::source::PineStrategyHost::on_native_run_begin().
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Definition at line 177 of file pine_intent_state.hpp.
References pineforge::engine_invariant.
Referenced by capture_pre_roll_command().
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Definition at line 181 of file pine_intent_state.hpp.
References pineforge::engine_invariant.
Referenced by capture_pre_roll_command(), capture_risk_row(), and selected_pre_roll_evaluation().
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Definition at line 185 of file pine_intent_state.hpp.
References pineforge::engine_invariant.
Referenced by selected_pre_roll_evaluation().
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Definition at line 189 of file pine_intent_state.hpp.
References pineforge::engine_invariant.
Referenced by adopt_selected_intents().
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Definition at line 197 of file pine_intent_state.hpp.
Referenced by capture_pre_roll_command(), capture_risk_row(), and selected_pre_roll_evaluation().
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Definition at line 205 of file pine_intent_state.hpp.
References pineforge::native_run_spec_v3::NativeRunSpec::identity, kPineIntentStateKind, pineforge::source::detail::PineIntentState::owner, pineforge::source::detail::PineIntentState::run, and pineforge::native_order::native_order_v1::RunIdentity::run_number.
Referenced by capture_pre_roll_command(), capture_risk_row(), pineforge::source::PineStrategyHost::hash_host_extension(), selected_pre_roll_evaluation(), selected_replay_point(), and pineforge::source::detail::IntentCaptureScope::~IntentCaptureScope().
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Definition at line 222 of file pine_intent_state.hpp.
References pineforge::source::detail::PineIntentState::replay_point, and selected_intents().
Referenced by callback_point().
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Definition at line 233 of file pine_intent_state.hpp.
References pineforge::native_run_spec_v3::NativeRunSpec::identity, intent_without_spec(), and pineforge::native_order::native_order_v1::RunIdentity::run_number.
Referenced by pineforge::source::PineStrategyHost::on_native_run_begin().
| bool pineforge::source::detail::capture_pre_roll_command | ( | const NativeStrategyHost & | host, |
| std::int64_t | label_ms, | ||
| const PineStrategyConfig & | config, | ||
| MakePayload && | make_payload ) |
Definition at line 251 of file pine_intent_state.hpp.
References pineforge::source::detail::PineIntentState::capturing, intent_live_point(), intent_outside_bracket(), intent_without_point(), pineforge::source::detail::PineIntentState::rows, and selected_intents().
Referenced by pineforge::source::PineStrategyHost::strategy_cancel(), pineforge::source::PineStrategyHost::strategy_cancel_all(), pineforge::source::PineStrategyHost::strategy_close(), pineforge::source::PineStrategyHost::strategy_close(), pineforge::source::PineStrategyHost::strategy_close_all(), pineforge::source::PineStrategyHost::strategy_entry(), pineforge::source::PineStrategyHost::strategy_exit(), pineforge::source::PineStrategyHost::strategy_exit_cancel_bracket(), and pineforge::source::PineStrategyHost::strategy_order().
| void pineforge::source::detail::capture_risk_row | ( | const NativeStrategyHost & | host, |
| const PineStrategyConfig & | config, | ||
| Payload && | payload ) |
Definition at line 269 of file pine_intent_state.hpp.
References pineforge::source::detail::PineIntentState::capturing, intent_live_point(), intent_without_point(), pineforge::source::detail::PineIntentState::rows, and selected_intents().
Referenced by pineforge::source::PineStrategyHost::set_pine_risk_direction(), pineforge::source::PineStrategyHost::set_pine_risk_max_cons_loss_days(), pineforge::source::PineStrategyHost::set_pine_risk_max_drawdown(), pineforge::source::PineStrategyHost::set_pine_risk_max_intraday_filled_orders(), pineforge::source::PineStrategyHost::set_pine_risk_max_intraday_loss(), and pineforge::source::PineStrategyHost::set_pine_risk_max_position_size().
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Definition at line 286 of file pine_intent_state.hpp.
References intent_live_point(), intent_without_point(), intent_without_state(), pineforge::source::detail::PreRollEvaluation::point, selected_intents(), and pineforge::source::detail::PreRollEvaluation::state.
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Definition at line 306 of file pine_intent_state.hpp.
| double pineforge::source::detail::replay_position_tail | ( | std::size_t | end, |
| std::size_t | base, | ||
| Read && | read, | ||
| const PositionTailSpill * | spill, | ||
| std::int64_t | barrier, | ||
| Include && | include, | ||
| const std::string & | from_entry, | ||
| PineExecutionAdapter::PositionTailWork & | work, | ||
| Diagnostics | = {} ) |
Definition at line 434 of file pine_position_tail_summary.hpp.
Referenced by pineforge::source::PineExecutionAdapter::exit().
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Definition at line 83 of file pine_quiet_bar.hpp.
References PINEFORGE_PINE_QUIET_BAR_GATES.
Referenced by pineforge::source::PineExecutionAdapter::flush_pending_entries(), pineforge::source::PineExecutionAdapter::observe_terminal_receipts(), and pineforge::source::PineExecutionAdapter::on_bar_open().
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Definition at line 15 of file pine_sequence_cache_observer.hpp.
References sequence_cache_observer.
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Definition at line 8 of file pine_source_key_test.hpp.
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Definition at line 41 of file exit_scratch.hpp.
Referenced by exit_scratch_erase_scope_noexcept(), and pineforge::source::detail::ExitScratchRows< T, ExitScratchRowMode::bounded_batch >::push_back().
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Definition at line 284 of file exit_scratch.hpp.
Referenced by pineforge::source::detail::ExitScratchRows< T, ExitScratchRowMode::bounded_batch >::contains(), pineforge::source::detail::ExitScratchKey::read(), and pineforge::source::detail::ExitScratchKey::size().
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Definition at line 12 of file pine_cohort_exposure.hpp.
Referenced by fold_cohort_exposure().
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Definition at line 1682 of file pine_adapter.cpp.
Referenced by pineforge::source::detail::PineRunCache::PineRunCache(), and run_cache().
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Definition at line 146 of file pine_intent_state.hpp.
Referenced by pineforge::source::detail::PineIntentState::PineIntentState(), and selected_intents().
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Definition at line 70 of file pine_quiet_bar.hpp.
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Definition at line 14 of file pine_sequence_cache_observer.hpp.
Referenced by set_sequence_cache_observer().
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Definition at line 42 of file callback_lifecycle_rules.hpp.
Referenced by pine_callback_lifecycle_rule(), and set_pine_callback_lifecycle_rule().