One complete setup value, staged/copied by NativeStrategyHost before it is applied at begin. More...

#include <native_run_spec.hpp>

Data Fields
native_order::RunIdentity	identity

std::string	input_tf

std::string	script_tf

bool	timeframe_undetected = false
	A public begin with fewer than two bars may not establish a timeframe.

NativeSlotLabelPolicy	slot_label_policy = NativeSlotLabelPolicy::Canonical
	Strict native hosts retain the canonical slot-label rule.

NativeFeedTolerance	legacy_tolerance = NativeFeedTolerance::None

NativePathOrder	path_order = NativePathOrder::Auto

std::string	ticker

std::string	tickerid

std::string	type

std::string	currency

std::string	basecurrency

std::string	description

std::string	volumetype

std::string	timezone

std::string	session

std::string	chart_timezone

double	initial_capital = 0.0

double	point_value = 0.0

double	account_fx = 0.0

double	price_tick = 0.0

std::uint32_t	slippage_ticks = 0

NativePriceGrid	price_grid = NativePriceGrid::None
	Opt-in instrument grid.

NativeGridRounding	grid_rounding = NativeGridRounding::HalfUp

NativeFeeKind	fee_kind = NativeFeeKind::Percent

double	fee_value = 0.0

std::optional< double >	quantity_grid

NativeCloseExecution	close_execution = NativeCloseExecution::NextEligiblePoint

NativeAbortReporting	abort_reporting = NativeAbortReporting::Error

std::optional< double >	max_abs_units

std::optional< std::uint64_t >	max_open_lots

NativeOpenDirections	allowed_open_directions = NativeOpenDirections::Both

std::optional< double >	initial_margin_fraction

std::optional< NativeMarginModel >	margin
	Opt-in generic margin model.

std::optional< NativeRiskLimits >	risk
	Opt-in generic account risk limits.

NativeReportPolicy	report_policy = NativeReportPolicy::HostRecorded

bool	report_open_position_at_end = false
	Report a position still open at run end as a mark-to-market closed row at the last close.

NativeCalculationTrigger	calculation = NativeCalculationTrigger::BarClose
	Calculation timing.

std::uint32_t	max_recalculations_per_point = 8

NativeOpenBarView	open_bar_view = NativeOpenBarView::Complete

IntrabarPath	intrabar {}

std::vector< NativeTimeframeSubscription >	subscriptions
	Declared higher-timeframe series.

std::optional< NativeAuxiliaryFeed >	auxiliary_feed
	Opt-in auxiliary finer feed.

std::vector< NativeInstrumentFeed >	instrument_feeds
	Opt-in feeds of other instruments.

NativeEventRetention	event_retention = NativeEventRetention::Window
	What native_events() can still return; see NativeEventRetention.

std::optional< double >	quantity_tolerance
	Opt-in quantity tolerance, in units (finite, positive): two quantities within it of each other are one quantity to the settlement.

Detailed Description

One complete setup value, staged/copied by NativeStrategyHost before it is applied at begin.

This aggregate owns no host phase, consumed-run counter, parsed-calendar authority, physical account, or C transport presence mask. Empty required strings and zero capital/value/FX defaults make an incomplete value invalid; price_tick == 0 explicitly selects unquantized prices. No timezone/timeframe/instrument facts are inferred.

Definition at line 622 of file native_run_spec.hpp.

Field Documentation

◆ identity

native_order::RunIdentity pineforge::native_run_spec_v3::NativeRunSpec::identity

Definition at line 623 of file native_run_spec.hpp.

Referenced by pineforge::source::detail::adopt_selected_intents(), pineforge::source::PineStrategyHost::prepare_native_begin(), pineforge::source::PineExecutionAdapter::project(), and pineforge::source::detail::selected_intents().

◆ input_tf

std::string pineforge::native_run_spec_v3::NativeRunSpec::input_tf

Definition at line 624 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ script_tf

std::string pineforge::native_run_spec_v3::NativeRunSpec::script_tf

Definition at line 625 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ timeframe_undetected

bool pineforge::native_run_spec_v3::NativeRunSpec::timeframe_undetected = false

A public begin with fewer than two bars may not establish a timeframe.

This preserves that explicit state without inventing a clock literal.

Definition at line 628 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ slot_label_policy

NativeSlotLabelPolicy pineforge::native_run_spec_v3::NativeRunSpec::slot_label_policy = NativeSlotLabelPolicy::Canonical

Strict native hosts retain the canonical slot-label rule.

A provider feed may opt into raw, strictly-increasing caller labels. The declared type spellings below are the ones the native C++ ABI guard pins.

Definition at line 632 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ legacy_tolerance

NativeFeedTolerance pineforge::native_run_spec_v3::NativeRunSpec::legacy_tolerance = NativeFeedTolerance::None

Definition at line 633 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ path_order

NativePathOrder pineforge::native_run_spec_v3::NativeRunSpec::path_order = NativePathOrder::Auto

Definition at line 634 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ ticker

std::string pineforge::native_run_spec_v3::NativeRunSpec::ticker

Definition at line 636 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ tickerid

std::string pineforge::native_run_spec_v3::NativeRunSpec::tickerid

Definition at line 637 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ type

std::string pineforge::native_run_spec_v3::NativeRunSpec::type

Definition at line 638 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ currency

std::string pineforge::native_run_spec_v3::NativeRunSpec::currency

Definition at line 639 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ basecurrency

std::string pineforge::native_run_spec_v3::NativeRunSpec::basecurrency

Definition at line 640 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ description

std::string pineforge::native_run_spec_v3::NativeRunSpec::description

Definition at line 641 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ volumetype

std::string pineforge::native_run_spec_v3::NativeRunSpec::volumetype

Definition at line 642 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ timezone

std::string pineforge::native_run_spec_v3::NativeRunSpec::timezone

Definition at line 644 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ session

std::string pineforge::native_run_spec_v3::NativeRunSpec::session

Definition at line 645 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ chart_timezone

std::string pineforge::native_run_spec_v3::NativeRunSpec::chart_timezone

Definition at line 646 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ initial_capital

double pineforge::native_run_spec_v3::NativeRunSpec::initial_capital = 0.0

Definition at line 648 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ point_value

double pineforge::native_run_spec_v3::NativeRunSpec::point_value = 0.0

Definition at line 649 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ account_fx

double pineforge::native_run_spec_v3::NativeRunSpec::account_fx = 0.0

Definition at line 650 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ price_tick

double pineforge::native_run_spec_v3::NativeRunSpec::price_tick = 0.0

Definition at line 651 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ slippage_ticks

std::uint32_t pineforge::native_run_spec_v3::NativeRunSpec::slippage_ticks = 0

Definition at line 652 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ price_grid

NativePriceGrid pineforge::native_run_spec_v3::NativeRunSpec::price_grid = NativePriceGrid::None

Opt-in instrument grid.

None keeps unquantized prices; both quantizing modes require price_tick > 0 and round before slippage.

Definition at line 655 of file native_run_spec.hpp.

◆ grid_rounding

NativeGridRounding pineforge::native_run_spec_v3::NativeRunSpec::grid_rounding = NativeGridRounding::HalfUp

Definition at line 656 of file native_run_spec.hpp.

◆ fee_kind

NativeFeeKind pineforge::native_run_spec_v3::NativeRunSpec::fee_kind = NativeFeeKind::Percent

Definition at line 657 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ fee_value

double pineforge::native_run_spec_v3::NativeRunSpec::fee_value = 0.0

Definition at line 658 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ quantity_grid

std::optional<double> pineforge::native_run_spec_v3::NativeRunSpec::quantity_grid

Definition at line 660 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ close_execution

NativeCloseExecution pineforge::native_run_spec_v3::NativeRunSpec::close_execution = NativeCloseExecution::NextEligiblePoint

Definition at line 661 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ abort_reporting

NativeAbortReporting pineforge::native_run_spec_v3::NativeRunSpec::abort_reporting = NativeAbortReporting::Error

Definition at line 662 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ max_abs_units

std::optional<double> pineforge::native_run_spec_v3::NativeRunSpec::max_abs_units

Definition at line 663 of file native_run_spec.hpp.

◆ max_open_lots

std::optional<std::uint64_t> pineforge::native_run_spec_v3::NativeRunSpec::max_open_lots

Definition at line 664 of file native_run_spec.hpp.

◆ allowed_open_directions

NativeOpenDirections pineforge::native_run_spec_v3::NativeRunSpec::allowed_open_directions = NativeOpenDirections::Both

Definition at line 665 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ initial_margin_fraction

std::optional<double> pineforge::native_run_spec_v3::NativeRunSpec::initial_margin_fraction

Definition at line 666 of file native_run_spec.hpp.

◆ margin

std::optional<NativeMarginModel> pineforge::native_run_spec_v3::NativeRunSpec::margin

Opt-in generic margin model.

Mutually exclusive with initial_margin_fraction, which remains the one-scalar spelling. Folded into the continuation digest only when it is present, so a spec that declares none keeps its pre-margin-model identity byte for byte.

Definition at line 672 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ risk

std::optional<NativeRiskLimits> pineforge::native_run_spec_v3::NativeRunSpec::risk

Opt-in generic account risk limits.

Absent is the whole default surface: nothing is measured, no risk event is appended, and the continuation digest is the pre-risk one. Folded into it only when the block is present, exactly as margin is.

Definition at line 677 of file native_run_spec.hpp.

◆ report_policy

NativeReportPolicy pineforge::native_run_spec_v3::NativeRunSpec::report_policy = NativeReportPolicy::HostRecorded

Definition at line 678 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ report_open_position_at_end

bool pineforge::native_run_spec_v3::NativeRunSpec::report_open_position_at_end = false

Report a position still open at run end as a mark-to-market closed row at the last close.

KernelRecorded only, and reporting only: the live book, the realized sums and every hash are left exactly as the run left them. Inert under HostRecorded, whose host owns the whole report series.

Definition at line 683 of file native_run_spec.hpp.

◆ calculation

NativeCalculationTrigger pineforge::native_run_spec_v3::NativeRunSpec::calculation = NativeCalculationTrigger::BarClose

Calculation timing.

BarClose is the established cadence and the whole default surface; the other triggers only add calculations, never move or remove one. max_recalculations_per_point bounds the fill cascade at one matching point: further executions at that point are still applied and still delivered to on_native_applied, they just stop driving a new calculation. Zero is a legal bound and means "deliver, never recalculate". All three fold into the continuation hash only once the trigger or the open-bar view is non-default, so a spec that leaves the cadence alone keeps the continuation identity it had before these fields existed.

Definition at line 694 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ max_recalculations_per_point

std::uint32_t pineforge::native_run_spec_v3::NativeRunSpec::max_recalculations_per_point = 8

Definition at line 695 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ open_bar_view

NativeOpenBarView pineforge::native_run_spec_v3::NativeRunSpec::open_bar_view = NativeOpenBarView::Complete

Definition at line 696 of file native_run_spec.hpp.

◆ intrabar

IntrabarPath pineforge::native_run_spec_v3::NativeRunSpec::intrabar {}

Definition at line 697 of file native_run_spec.hpp.

Referenced by pineforge::source::PineScheduler::lower_path_bar_at(), and pineforge::source::PineExecutionAdapter::project().

◆ subscriptions

std::vector<NativeTimeframeSubscription> pineforge::native_run_spec_v3::NativeRunSpec::subscriptions

Declared higher-timeframe series.

Empty is the whole default surface: no evaluator is registered, no feed is prepared, and the run spec's continuation digest is the pre-subscription one.

Definition at line 701 of file native_run_spec.hpp.

◆ auxiliary_feed

std::optional<NativeAuxiliaryFeed> pineforge::native_run_spec_v3::NativeRunSpec::auxiliary_feed

Opt-in auxiliary finer feed.

Absent is the whole default surface: nothing is stored, nothing is routed, and the continuation digest is the pre-feed one. Folded into it only when the block is present, exactly as margin and risk are.

Definition at line 706 of file native_run_spec.hpp.

Referenced by main().

◆ instrument_feeds

std::vector<NativeInstrumentFeed> pineforge::native_run_spec_v3::NativeRunSpec::instrument_feeds

Opt-in feeds of other instruments.

Empty is the whole default surface: nothing is stored, nothing is delivered, and the continuation digest is the pre-feed one. Folded into it only when there are any, exactly as auxiliary_feed is. See NativeInstrumentFeed.

Definition at line 711 of file native_run_spec.hpp.

Referenced by pineforge::source::PineStrategyHost::prepare_native_begin(), and pineforge::source::PineExecutionAdapter::project().

◆ event_retention

NativeEventRetention pineforge::native_run_spec_v3::NativeRunSpec::event_retention = NativeEventRetention::Window

What native_events() can still return; see NativeEventRetention.

Folded into the spec digest only when it is not Window.

Definition at line 714 of file native_run_spec.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project().

◆ quantity_tolerance

std::optional<double> pineforge::native_run_spec_v3::NativeRunSpec::quantity_tolerance

Opt-in quantity tolerance, in units (finite, positive): two quantities within it of each other are one quantity to the settlement.

A close that comes within it of a FIFO boundary – the binary64 sum of the lots through one of them – ends at that boundary, charged its request, and a lot of at most this size that binary64 cannot take off a close's rest closes whole with the close that reaches it (docs/native- settlement.md, "Quantity tolerance"). Absent is the whole default surface: the settlement stays exact, a quantity it cannot book exactly is that request's MatchRejectReason::UnrepresentableQuantity, and the continuation digest is the pre-tolerance one; the value folds only when present (R5 lane K-ULP4).

Definition at line 726 of file native_run_spec.hpp.

The documentation for this struct was generated from the following file:

native_run_spec.hpp

Data Fields

Detailed Description

Field Documentation

◆ identity

◆ input_tf

◆ script_tf

◆ timeframe_undetected

◆ slot_label_policy

◆ legacy_tolerance

◆ path_order

◆ ticker

◆ tickerid

◆ type

◆ currency

◆ basecurrency

◆ description

◆ volumetype

◆ timezone

◆ session

◆ chart_timezone

◆ initial_capital

◆ point_value

◆ account_fx

◆ price_tick

◆ slippage_ticks

◆ price_grid

◆ grid_rounding

◆ fee_kind

◆ fee_value

◆ quantity_grid

◆ close_execution

◆ abort_reporting

◆ max_abs_units

◆ max_open_lots

◆ allowed_open_directions

◆ initial_margin_fraction

◆ margin

◆ risk

◆ report_policy

◆ report_open_position_at_end

◆ calculation

◆ max_recalculations_per_point

◆ open_bar_view

◆ intrabar

◆ subscriptions

◆ auxiliary_feed

◆ instrument_feeds

◆ event_retention

◆ quantity_tolerance