#include <engine.hpp>

Data Structures
struct	AbortFlag

struct	AbortRequested

struct	BarTime

struct	ExecutionConsumerSlot

struct	NativeConsumerBindTag

struct	NativeSecurityFeed

struct	SecurityEvalState

Public Member Functions
virtual	~BacktestEngine ()

int	execution_contract () const

bool	native_bound () const

virtual void	on_bar (const Bar &bar)=0

void	run (const Bar *bars, int n)

void	run (const Bar *input_bars, int n_input, const std::string &input_tf, const std::string &script_tf, bool bar_magnifier=false, int magnifier_samples=4, MagnifierDistribution magnifier_dist=MagnifierDistribution::ENDPOINTS)

virtual bool	set_aux_security_feed (const Bar *bars, int n, const std::string &input_tf)

bool	set_native_security_feed (const std::string &timeframe, const Bar *bars, int n)

bool	native_security_feed_enabled () const

int64_t	native_security_substitutions () const

int64_t	native_security_misses () const

bool	chart_day_partition_installed () const

bool	stream_begin (const Bar *warmup_bars, int n_warmup, const std::string &input_tf, const std::string &script_tf="")

bool	stream_push_bar (const Bar &bar)

bool	stream_push_tick (const TradeTick &tick)

bool	stream_push_ticks (const TradeTick *ticks, int n)

bool	stream_advance_time (int64_t timestamp_ms)

bool	stream_end (bool finalize_partial_input_bar=false)

bool	stream_is_realtime () const

int	stream_order_actions_len () const

const StreamOrderAction &	stream_order_action_at (int i) const

void	stream_order_actions_clear ()

uint64_t	stream_state_hash () const

bool	set_account_currency_fx_series (const int64_t timestamps_ms, const double rates, int n)

void	run (const Bar input_bars, int n_input, const std::string &input_tf, const std::string &script_tf, const std::unordered_map< std::string, std::string > &inputs, const SymInfo &syminfo, const void overrides=nullptr, bool bar_magnifier=false, int magnifier_samples=4, MagnifierDistribution magnifier_dist=MagnifierDistribution::ENDPOINTS)

int	trade_count () const

const Trade &	get_trade (int i) const

std::size_t	closed_trade_count () const noexcept

const Trade &	closed_trade (std::size_t i) const

int	report_trade_count () const

const Trade &	get_report_trade (int i) const

int	closed_trade_close_cause (int i) const

double	max_contracts_held_all () const

double	max_contracts_held_long () const

double	max_contracts_held_short () const

int	eventrades () const

void	fill_report (ReportC *out) const

const std::string &	last_error () const

void	set_input (const std::string &key, const std::string &value)

void	clear_inputs ()

void	set_trade_start_time (int64_t timestamp_ms)

void	set_chart_timezone (const std::string &tz)

const std::string &	chart_timezone () const

void	set_syminfo_timezone (const std::string &tz)

void	set_syminfo_session (const std::string &s)

void	set_syminfo_type (const std::string &t)

bool	session_template_knows_early_close () const
	Whether TradingView's session template for this symbol carries the exchange's early closes and holidays, so a D/W/M request.security bucket completes on a shortened session's actual last chart bar (TimeframeAggregator::set_early_close_completes): exchange-listed kinds (stock, futures, index, fund, dr, ...) yes – NYSE:F's 12:45 ET half-day bar and CME's 11:45 CT early-close bar are pinned; the OTC quote streams – forex, cfd, crypto – no: their period ends at the nominal close and a session ending early completes lazily on the next period's first bar (OANDA:XAUUSD 15m, lab tv oanda pin, ledger log-20260905t034240z-30be11fe).

bool	set_syminfo_string (const std::string &key, const std::string &value)

void	set_syminfo_mintick (double m)

void	set_syminfo_pointvalue (double pv)

virtual void	set_syminfo_metadata (const std::string &key, double value)

const std::string &	main_period () const

virtual bool	set_realtime_tail (bool on, int horizon_bars)

virtual bool	set_probe_suppress_tail_logic (bool on)

void	set_path_order (int mode)

uint64_t	broker_state_hash () const

double	position_avg_price () const

int64_t	position_cycle_seq () const

double	trail_best_price () const

virtual double	live_position_size () const

virtual int	observe_last_bar_dual_entry_path_v1 () const

virtual int	observe_pending_count_v1 () const

virtual int	observe_pending_copy_v1 (int index, pf_pending_order_v1_t *out) const

virtual int	observe_probe_fill_qty (int index, double fill_price, double qty, int close_only, int *partition) const

virtual int	observe_pending_level_resolved (int index) const

virtual int	observe_pending_effective_levels (int index, double stop, double limit, double *trail_activation) const

virtual double	observe_trail_best_price_v1 () const

double	live_current_equity () const

int64_t	script_bars_processed () const

void	set_broker_state_hash_recording (bool on)

void	set_magnifier_volume_weighted (bool on)

void	set_trace_enabled (bool on)

bool	trace_enabled () const

int	last_run_status () const

void	request_abort ()

void	trace (const std::string &name, double value)

void	trace (const std::string &name, bool value)

void	trace (const std::string &name, int value)

Static Public Member Functions
static void	free_report (ReportC *report)

Protected Types
enum class	StreamPhase { IDLE , REALTIME , ENDED }

enum class	StreamInputMode { UNSET , TICKS , BARS }

enum class	PositionReductionCause { SCRIPT_ORDER , BRACKET_EXIT , MARGIN_CALL }

Protected Member Functions
	BacktestEngine (NativeConsumerBindTag)

IExecutionConsumer &	execution_consumer ()

const IExecutionConsumer &	execution_consumer () const

virtual void	hash_host_extension (BrokerStateHashSink &) const

virtual void	hash_source_extension (BrokerStateHashSink &) const

virtual std::uint64_t	broker_state_hash_projection () const

std::uint64_t	broker_state_hash_from_execution_hash (std::uint64_t) const

double	get_input_double (const std::string &key, double default_val) const

int	get_input_int (const std::string &key, int default_val) const

int64_t	get_input_int64 (const std::string &key, int64_t default_val) const

bool	get_input_bool (const std::string &key, bool default_val) const

std::string	get_input_string (const std::string &key, const std::string &default_val) const

double	get_syminfo_metadata (const std::string &key) const

execution::Result	settle_native_execution_at (const execution::Action &action, const execution::Fill &fill, const execution::PhysicalExecutionContext &context)

execution::Result	settle_with_context (const execution::Action &action, const execution::Fill &fill, const execution::LifecycleEffects &lifecycle, const execution::PhysicalExecutionContext &context)

execution::SettlementInspection	inspect_native_settlement (const execution::Action &action, const execution::Fill &fill) const

execution::SettlementInspection	inspect_native_settlement_scoped (const execution::Action &action, const execution::Fill &fill, execution::CloseScope scope) const

execution::Result	settle_native_execution_scoped_at (const execution::Action &action, const execution::Fill &fill, const execution::PhysicalExecutionContext &context, execution::CloseScope scope)

execution::SettlementInspection	inspect_native_settlement_selected (const execution::Action &action, const execution::Fill &fill, const execution::SelectedOpeningSet &selection) const

execution::Result	settle_native_execution_selected_at (const execution::Action &action, const execution::Fill &fill, const execution::PhysicalExecutionContext &context, const execution::SelectedOpeningSet &selection)

execution::Result	settle_execution_selected_with_lifecycle (const execution::Action &action, const execution::Fill &fill, const execution::LifecycleEffects &lifecycle, const execution::SelectedOpeningSet &selection)

execution::AccountEffectProjection	project_native_settlement_v1 (const execution::Action &action, const execution::Fill &fill) const

execution::AccountEffectProjection	project_native_settlement_scoped_v1 (const execution::Action &action, const execution::Fill &fill, execution::CloseScope scope) const

execution::AccountEffectProjection	project_native_settlement_selected_v1 (const execution::Action &action, const execution::Fill &fill, const execution::SelectedOpeningSet &selection) const

execution::SettlementInspection	inspect_native_reversal_v1 (const execution::ReverseTo &reversal, const execution::Fill &fill) const

execution::AccountEffectProjection	project_native_reversal_v1 (const execution::ReverseTo &reversal, const execution::Fill &fill) const

execution::Result	settle_native_reversal_at_v1 (const execution::ReverseTo &reversal, const execution::Fill &fill, const execution::PhysicalExecutionContext &context)

execution::Result	settle_reversal_with_lifecycle_v1 (const execution::ReverseTo &reversal, const execution::Fill &fill, const execution::LifecycleEffects &lifecycle)

double	marked_equity (double price) const

double	round_to_mintick (double price) const

double	bar_fill_price (double raw_bar_price) const

double	tick_grid_price (double price) const

int	price_grid_decimals () const

double	level_on_price_grid (double level) const

Bar	broker_tick_bar (const Bar &bar) const

double	calc_commission (double fill_price, double qty) const

double	open_entry_commission (const PyramidEntry &pe) const

double	allocated_entry_commission (const PyramidEntry &pe, double units) const

void	snapshot_entry_commission (PyramidEntry &pe) const

double	apply_qty_step (double qty) const

double	apply_exit_qty_step (double qty) const

double	apply_percent_exit_qty_step (double requested_qty, double available_qty) const

double	net_profit () const

double	gross_profit () const

double	gross_loss () const

double	current_equity () const

double	max_runup_percent () const

double	grossprofit_percent () const

double	grossloss_percent () const

double	avg_trade () const

double	avg_trade_percent () const

double	avg_winning_trade () const

double	avg_losing_trade () const

double	avg_winning_trade_percent () const

double	avg_losing_trade_percent () const

double	open_trades_capital_held () const

double	open_profit (double current_price) const

int	count_wintrades () const

int	count_losstrades () const

BarTime	_decompose_bar_time () const

int	_bar_hour () const

int	_bar_minute () const

int	_bar_second () const

int	_bar_dayofmonth () const

int	_bar_dayofweek () const

int	_bar_month () const

int	_bar_year () const

int	_bar_weekofyear () const

bool	chart_bar_ismarket (int64_t bar_ms) const

void	check_abort ()

int32_t	intern_trace_name (const std::string &name)

void	register_security_eval (int sec_id, const std::string &requested_tf, const std::string &input_tf)

void	dispatch_security_eval (SecurityEvalState &state, const Bar &bar, bool publish, int64_t bar_index)

void	feed_security_eval_state (SecurityEvalState &state, const Bar &input_bar)

virtual void	prepare_script_run (const Bar *, int, bool)

virtual void	configure_security_evaluators ()

virtual void	evaluate_security (int sec_id, const Bar &bar, bool is_complete)

virtual void	clear_security (int sec_id)

virtual void	snapshot_script_state ()

virtual void	restore_script_state ()

virtual void	commit_script_state ()

virtual void	finalize_bar ()

void	fold_equity_extreme (double eq)

void	update_equity_extremes ()

void	record_equity_point (int64_t script_bar_ts)

double	closed_trade_profit (int index) const

double	closed_trade_profit_percent (int idx) const

double	closed_trade_commission (int idx) const

int	closed_trade_entry_bar_index (int idx) const

int	closed_trade_exit_bar_index (int idx) const

std::string	closed_trade_entry_comment (int idx) const

std::string	closed_trade_exit_comment (int idx) const

std::string	closed_trade_entry_id (int idx) const

std::string	closed_trade_exit_id (int idx) const

uint64_t	closed_trade_entry_incarnation (int idx) const

double	closed_trade_entry_price (int idx) const

double	closed_trade_exit_price (int idx) const

int64_t	closed_trade_entry_time (int idx) const

int64_t	closed_trade_exit_time (int idx) const

double	closed_trade_size (int idx) const

double	closed_trade_max_runup (int idx) const

double	closed_trade_max_runup_percent (int idx) const

double	closed_trade_max_drawdown (int idx) const

double	closed_trade_max_drawdown_percent (int idx) const

std::string	closed_trade_direction (int idx) const

std::string	open_trade_direction (int idx) const

double	open_trade_profit (int idx) const

double	open_trade_profit_percent (int idx) const

double	open_trade_commission (int idx) const

int	open_trade_entry_bar_index (int idx) const

std::string	open_trade_entry_comment (int idx) const

std::string	open_trade_entry_id (int idx) const

double	open_trade_entry_price (int idx) const

int64_t	open_trade_entry_time (int idx) const

double	open_trade_size (int idx) const

double	open_trade_max_drawdown (int idx) const

double	open_trade_max_drawdown_percent (int idx) const

double	open_trade_max_runup (int idx) const

double	open_trade_max_runup_percent (int idx) const

std::string	position_entry_name () const

double	max_drawdown_percent () const

execution::Result	settle_with_context_scoped (const execution::Action &action, const execution::Fill &fill, const execution::LifecycleEffects &lifecycle, const execution::PhysicalExecutionContext &context, execution::CloseScope scope)

execution::Result	settle_with_context_selected (const execution::Action &action, const execution::Fill &fill, const execution::LifecycleEffects &lifecycle, const execution::PhysicalExecutionContext &context, const execution::SelectedOpeningSet &selection)

execution::AccountEffectProjection	project_with_membership (const execution::Action &action, const execution::Fill &fill, execution::CloseScope book_or_opening, const execution::SelectedOpeningSet *selected) const

execution::SettlementInspection	inspect_with_membership (const execution::Action &action, const execution::Fill &fill, execution::CloseScope book_or_opening, const execution::SelectedOpeningSet *selected) const

execution::Result	settle_with_membership (const execution::Action &action, const execution::Fill &fill, const execution::LifecycleEffects &lifecycle, const execution::PhysicalExecutionContext &context, execution::CloseScope book_or_opening, const execution::SelectedOpeningSet *selected)

execution::Status	preview_native_settlement_commit (const execution::Action &action, const execution::Fill &fill, const execution::PhysicalExecutionContext &context, execution::CloseScope scope, const execution::SelectedOpeningSet *selected, execution::AccountEffectProjection &account, std::vector< double > &row_pnl) const

execution::Status	preview_native_settlement_commit (const execution::ReverseTo &reversal, const execution::Fill &fill, const execution::PhysicalExecutionContext &context, execution::AccountEffectProjection &account, std::vector< double > &row_pnl) const

execution::Status	validate_native_settlement_book (double &held) const

execution::Status	allocate_native_settlement_closes (NativeSettlementStage &stage, const execution::CloseScope &book_or_opening, double &remaining) const

void	finish_native_settlement_stage (NativeSettlementStage &stage, const execution::Fill &fill) const

execution::SettlementInspection	inspect_native_settlement_stage (const NativeSettlementStage &stage, const execution::Fill &fill) const

execution::AccountEffectProjection	project_native_settlement_stage (const NativeSettlementStage &stage, const execution::Fill &fill) const

execution::Result	commit_native_settlement_stage (NativeSettlementStage &stage, const execution::Fill &fill, const execution::LifecycleEffects &lifecycle, const execution::PhysicalExecutionContext &context)

void	build_native_settlement_close_rows (const NativeSettlementStage &stage, const execution::Fill &fill, const execution::PhysicalExecutionContext &context, NativeSettlementRows &rows) const

execution::Status	prepare_native_settlement_commit (const NativeSettlementStage &stage, const execution::Fill &fill, const execution::PhysicalExecutionContext &context, NativeSettlementRows &rows) const

execution::Status	preflight_native_settlement_effects (const NativeSettlementStage &stage, const execution::LifecycleEffects &lifecycle, const NativeSettlementRows &rows)

execution::Result	commit_prepared_native_settlement_stage (NativeSettlementStage &stage, const execution::Fill &fill, const execution::LifecycleEffects &lifecycle, const execution::PhysicalExecutionContext &context, NativeSettlementRows &rows)

execution::Result	settle_source_staged_execution (NativeSettlementStage &stage, const execution::Fill &fill, const execution::LifecycleEffects &lifecycle, const execution::PhysicalExecutionContext &context)

void	stage_native_settlement (NativeSettlementStage &stage, const execution::Action &action, const execution::Fill &fill, execution::CloseScope book_or_opening, const execution::SelectedOpeningSet selected, const execution::LifecycleEffects lifecycle) const

void	stage_native_settlement (NativeSettlementStage &stage, const execution::ReverseTo &reversal, const execution::Fill &fill, const execution::LifecycleEffects *lifecycle) const

void	append_same_side_fill (PyramidEntry lot)

void	append_quoted_lot (PyramidEntry lot, double total_qty, double average_price)

void	open_quoted_position (PositionSide requested, PyramidEntry lot)

void	record_close_trade (Trade trade)

void	validate_close_trade_counters (const Trade *rows, size_t count) const

std::vector< double >	quote_execution_commissions (const std::vector< double > &closed_units, double opening_units, const execution::Fill &fill) const

Trade	build_close_trade_with_costs (const PyramidEntry &pe, double close_qty, double fill_price, bool was_long, double entry_commission, double exit_commission, const execution::PhysicalExecutionContext &context) const

void	reset_position_state_to_flat ()

void	reset_run_state ()

double	account_currency_fx_at (int64_t timestamp_ms) const

double	active_account_currency_fx () const

void	settle_position_after_partial_exit (PositionReductionCause cause)

void	prepare_native_security_feeds (const Bar *input_bars, int n_input)

void	prepare_chart_day_partition (const Bar *input_bars, int n_input)

bool	substitute_native_security_bar (SecurityEvalState &state, Bar &bar, bool count_miss=true)

virtual bool	source_aux_security_feed_enabled () const

virtual void	source_aux_security_input_view (const Bar *&bars, int &n) const

bool	aux_security_feed_enabled () const

void	stream_observe_entry (const PyramidEntry &pe)

virtual void	source_stream_entry_comment (const PyramidEntry &, std::string &) const

void	stream_observe_exit (size_t trade_index)

void	stream_refresh_action_metadata (size_t first_action, size_t first_trade)

void	fill_trades_section (ReportC *out) const

void	fill_metrics_section (ReportC *out) const

void	fill_security_diag_section (ReportC *out) const

void	fill_trace_section (ReportC *out) const

void	guard_native_mutation (const char *operation)

Protected Attributes
PositionSide	position_side_ = PositionSide::FLAT

double	position_entry_price_ = 0.0

broker::OpeningObligations	opening_obligations_

int64_t	position_entry_time_ = 0

double	position_qty_ = 0.0

int	position_entry_count_ = 0

int	position_open_bar_ = -1

int64_t	position_cycle_seq_ = 0

int64_t	next_position_cycle_seq_ = 1

std::vector< PyramidEntry >	pyramid_entries_

double	initial_capital_ = 1000000.0

CommissionType	commission_type_ = CommissionType::PERCENT

double	commission_value_ = 0.0

int	slippage_ = 0

double	syminfo_mintick_ = 0.01

double	qty_step_ = 0.0

double	account_currency_fx_ = 1.0

std::vector< int64_t >	account_currency_fx_timestamps_

std::vector< double >	account_currency_fx_rates_

bool	account_currency_fx_broker_epoch_initialized_ = false

std::size_t	account_currency_fx_broker_epoch_ = 0

double	account_currency_fx_broker_rate_ = 1.0

int64_t	trade_start_time_ = std::numeric_limits<int64_t>::min()

SymInfo	syminfo_

int64_t	last_bar_time_ = 0

int	last_bar_index_ = 0

int	path_order_mode_ = 0

bool	is_tail_bar_ = false

std::string	chart_timezone_

std::unordered_map< std::string, std::string >	inputs_

std::unordered_map< std::string, double >	syminfo_metadata_

Bar	current_bar_

int	bar_index_ = 0

int64_t	security_next_input_ms_ = 0

uint64_t	next_order_incarnation_ = 1

double	fold_exit_trail_peak_ = std::numeric_limits<double>::quiet_NaN()

std::vector< Trade >	trades_

std::vector< Trade >	range_end_trades_

double	trail_best_price_ = std::numeric_limits<double>::quiet_NaN()

broker::PositionCloseObligation	position_close_obligation_

double	net_profit_sum_ = 0.0

double	net_profit_roundoff_bound_ = 0.0

double	net_profit_roundoff_value_ = 0.0

double	gross_profit_sum_ = 0.0

double	gross_loss_sum_ = 0.0

int	win_trades_count_ = 0

int	loss_trades_count_ = 0

double	max_equity_ = 0.0

double	max_drawdown_ = 0.0

double	max_runup_ = 0.0

double	min_equity_ = 0.0

std::vector< pf_equity_point_t >	equity_curve_

int64_t	bars_in_market_ = 0

double	first_bar_open_ = std::numeric_limits<double>::quiet_NaN()

bool	broker_state_hash_recording_ = false

std::vector< uint64_t >	broker_state_hashes_

double	max_contracts_held_all_ = 0.0

double	max_contracts_held_long_ = 0.0

double	max_contracts_held_short_ = 0.0

int	eventrades_count_ = 0

LotExcursionHook	lot_excursion_hook_

uint64_t	last_script_continuation_hash_ = 0

bool	last_script_continuation_valid_ = false

int64_t	bar_time_memo_ts_ = std::numeric_limits<int64_t>::min()

BarTime	bar_time_memo_ {}

bool	bar_magnifier_enabled_ = false

bool	barstate_islast_ = false

int	magnifier_samples_ = 4

MagnifierDistribution	magnifier_dist_ = MagnifierDistribution::ENDPOINTS

bool	magnifier_volume_weighted_ = false

uint64_t	broker_fill_event_seq_ = 0

bool	prev_in_session_ = false

bool	session_ismarket_ = false

bool	session_isfirstbar_ = false

bool	session_islastbar_ = false

std::string	input_tf_

std::string	script_tf_

int	script_tf_seconds_ = 0

TimeframeAggregator	script_tf_agg_

int64_t	prev_bar_timestamp_ = 0

StreamPhase	stream_phase_ = StreamPhase::IDLE

bool	stream_warmup_mode_ = false

bool	host_mutation_guard_inert_ = false

int64_t	stream_input_tf_ms_ = 0

int64_t	stream_next_input_open_ms_ = 0

int64_t	stream_clock_ms_ = 0

int64_t	stream_last_tick_ms_ = 0

uint64_t	stream_last_sequence_ = 0

bool	stream_seen_sequence_ = false

bool	stream_has_input_bar_ = false

Bar	stream_input_bar_ {}

double	stream_last_price_ = 0.0

bool	stream_has_last_price_ = false

int	stream_next_script_bar_index_ = 0

bool	stream_script_bar_had_tick_ = false

bool	stream_script_tick_seen_ = false

StreamInputMode	stream_input_mode_ = StreamInputMode::UNSET

bool	stream_observe_actions_ = false

uint64_t	stream_action_sequence_ = 0

std::vector< StreamOrderAction >	stream_order_actions_

std::vector< SecurityEvalState >	security_eval_states_

std::string	security_input_tf_

std::vector< NativeSecurityFeed >	native_security_feeds_

int64_t	diag_native_security_substitutions_ = 0

int64_t	diag_native_security_misses_ = 0

NativeDayPartition	chart_day_partition_

bool	trace_enabled_ = false

int	last_run_status_ = 0

AbortFlag	abort_requested_

std::vector< TraceEntryC >	trace_buffer_

std::vector< std::string >	trace_names_

std::unordered_map< std::string, int32_t >	trace_name_index_

int64_t	diag_input_bars_processed_ = 0

int64_t	diag_script_bars_processed_ = 0

int64_t	diag_magnifier_sub_bars_processed_ = 0

int64_t	diag_magnifier_sample_ticks_processed_ = 0

int	diag_script_tf_ratio_ = 0

bool	diag_needs_aggregation_ = false

std::string	last_error_

ExecutionConsumerSlot	execution_consumer_slot_

Static Protected Attributes
static constexpr double	kLevelGridBandPoints = 0.01

Detailed Description

Definition at line 353 of file engine.hpp.

Member Enumeration Documentation

◆ StreamPhase

enum class pineforge::engine_script_run_v18::BacktestEngine::StreamPhase

strongprotected

Enumerator
IDLE
REALTIME
ENDED

Definition at line 1626 of file engine.hpp.

◆ StreamInputMode

enum class pineforge::engine_script_run_v18::BacktestEngine::StreamInputMode

strongprotected

Enumerator
UNSET
TICKS
BARS

Definition at line 1647 of file engine.hpp.

◆ PositionReductionCause

enum class pineforge::engine_script_run_v18::BacktestEngine::PositionReductionCause

strongprotected

Enumerator
SCRIPT_ORDER
BRACKET_EXIT
MARGIN_CALL

Definition at line 2093 of file engine.hpp.

Constructor & Destructor Documentation

◆ BacktestEngine()

pineforge::engine_script_run_v18::BacktestEngine::BacktestEngine ( NativeConsumerBindTag )

explicitprotected

◆ ~BacktestEngine()

virtual pineforge::engine_script_run_v18::BacktestEngine::~BacktestEngine ( )

virtual

Member Function Documentation

◆ execution_consumer() [1/2]

IExecutionConsumer & pineforge::engine_script_run_v18::BacktestEngine::execution_consumer ( )

protected

◆ execution_consumer() [2/2]

const IExecutionConsumer & pineforge::engine_script_run_v18::BacktestEngine::execution_consumer ( ) const

protected

◆ hash_host_extension()

virtual void pineforge::engine_script_run_v18::BacktestEngine::hash_host_extension ( BrokerStateHashSink & ) const

protectedvirtual

◆ hash_source_extension()

virtual void pineforge::engine_script_run_v18::BacktestEngine::hash_source_extension ( BrokerStateHashSink & ) const

protectedvirtual

◆ broker_state_hash_projection()

virtual std::uint64_t pineforge::engine_script_run_v18::BacktestEngine::broker_state_hash_projection ( ) const

protectedvirtual

◆ broker_state_hash_from_execution_hash()

std::uint64_t pineforge::engine_script_run_v18::BacktestEngine::broker_state_hash_from_execution_hash ( std::uint64_t ) const

protected

◆ get_input_double()

double pineforge::engine_script_run_v18::BacktestEngine::get_input_double	(	const std::string &	key,
		double	default_val ) const

protected

◆ get_input_int()

int pineforge::engine_script_run_v18::BacktestEngine::get_input_int	(	const std::string &	key,
		int	default_val ) const

protected

◆ get_input_int64()

int64_t pineforge::engine_script_run_v18::BacktestEngine::get_input_int64	(	const std::string &	key,
		int64_t	default_val ) const

protected

◆ get_input_bool()

bool pineforge::engine_script_run_v18::BacktestEngine::get_input_bool	(	const std::string &	key,
		bool	default_val ) const

protected

◆ get_input_string()

std::string pineforge::engine_script_run_v18::BacktestEngine::get_input_string	(	const std::string &	key,
		const std::string &	default_val ) const

protected

◆ get_syminfo_metadata()

double pineforge::engine_script_run_v18::BacktestEngine::get_syminfo_metadata ( const std::string & key ) const

inlineprotected

Definition at line 505 of file engine.hpp.

References pineforge::na< double >(), and syminfo_metadata_.

◆ settle_native_execution_at()

execution::Result pineforge::engine_script_run_v18::BacktestEngine::settle_native_execution_at	(	const execution::Action &	action,
		const execution::Fill &	fill,
		const execution::PhysicalExecutionContext &	context )

protected

◆ settle_with_context()

execution::Result pineforge::engine_script_run_v18::BacktestEngine::settle_with_context	(	const execution::Action &	action,
		const execution::Fill &	fill,
		const execution::LifecycleEffects &	lifecycle,
		const execution::PhysicalExecutionContext &	context )

protected

◆ inspect_native_settlement()

execution::SettlementInspection pineforge::engine_script_run_v18::BacktestEngine::inspect_native_settlement	(	const execution::Action &	action,
		const execution::Fill &	fill ) const

protected

◆ inspect_native_settlement_scoped()

execution::SettlementInspection pineforge::engine_script_run_v18::BacktestEngine::inspect_native_settlement_scoped	(	const execution::Action &	action,
		const execution::Fill &	fill,
		execution::CloseScope	scope ) const

protected

◆ settle_native_execution_scoped_at()

execution::Result pineforge::engine_script_run_v18::BacktestEngine::settle_native_execution_scoped_at	(	const execution::Action &	action,
		const execution::Fill &	fill,
		const execution::PhysicalExecutionContext &	context,
		execution::CloseScope	scope )

protected

◆ inspect_native_settlement_selected()

execution::SettlementInspection pineforge::engine_script_run_v18::BacktestEngine::inspect_native_settlement_selected	(	const execution::Action &	action,
		const execution::Fill &	fill,
		const execution::SelectedOpeningSet &	selection ) const

protected

◆ settle_native_execution_selected_at()

execution::Result pineforge::engine_script_run_v18::BacktestEngine::settle_native_execution_selected_at	(	const execution::Action &	action,
		const execution::Fill &	fill,
		const execution::PhysicalExecutionContext &	context,
		const execution::SelectedOpeningSet &	selection )

protected

◆ settle_execution_selected_with_lifecycle()

execution::Result pineforge::engine_script_run_v18::BacktestEngine::settle_execution_selected_with_lifecycle	(	const execution::Action &	action,
		const execution::Fill &	fill,
		const execution::LifecycleEffects &	lifecycle,
		const execution::SelectedOpeningSet &	selection )

protected

◆ project_native_settlement_v1()

execution::AccountEffectProjection pineforge::engine_script_run_v18::BacktestEngine::project_native_settlement_v1	(	const execution::Action &	action,
		const execution::Fill &	fill ) const

protected

◆ project_native_settlement_scoped_v1()

execution::AccountEffectProjection pineforge::engine_script_run_v18::BacktestEngine::project_native_settlement_scoped_v1	(	const execution::Action &	action,
		const execution::Fill &	fill,
		execution::CloseScope	scope ) const

protected

◆ project_native_settlement_selected_v1()

execution::AccountEffectProjection pineforge::engine_script_run_v18::BacktestEngine::project_native_settlement_selected_v1	(	const execution::Action &	action,
		const execution::Fill &	fill,
		const execution::SelectedOpeningSet &	selection ) const

protected

◆ inspect_native_reversal_v1()

execution::SettlementInspection pineforge::engine_script_run_v18::BacktestEngine::inspect_native_reversal_v1	(	const execution::ReverseTo &	reversal,
		const execution::Fill &	fill ) const

protected

◆ project_native_reversal_v1()

execution::AccountEffectProjection pineforge::engine_script_run_v18::BacktestEngine::project_native_reversal_v1	(	const execution::ReverseTo &	reversal,
		const execution::Fill &	fill ) const

protected

◆ settle_native_reversal_at_v1()

execution::Result pineforge::engine_script_run_v18::BacktestEngine::settle_native_reversal_at_v1	(	const execution::ReverseTo &	reversal,
		const execution::Fill &	fill,
		const execution::PhysicalExecutionContext &	context )

protected

◆ settle_reversal_with_lifecycle_v1()

execution::Result pineforge::engine_script_run_v18::BacktestEngine::settle_reversal_with_lifecycle_v1	(	const execution::ReverseTo &	reversal,
		const execution::Fill &	fill,
		const execution::LifecycleEffects &	lifecycle )

protected

◆ marked_equity()

double pineforge::engine_script_run_v18::BacktestEngine::marked_equity ( double price ) const

protected

References pineforge::price.

◆ round_to_mintick()

double pineforge::engine_script_run_v18::BacktestEngine::round_to_mintick ( double price ) const

inlineprotected

Definition at line 913 of file engine.hpp.

References pineforge::price, and syminfo_mintick_.

Referenced by bar_fill_price().

◆ bar_fill_price()

double pineforge::engine_script_run_v18::BacktestEngine::bar_fill_price ( double raw_bar_price ) const

inlineprotected

Definition at line 970 of file engine.hpp.

References round_to_mintick().

◆ tick_grid_price()

double pineforge::engine_script_run_v18::BacktestEngine::tick_grid_price ( double price ) const

inlineprotected

Definition at line 1009 of file engine.hpp.

References pineforge::price, and syminfo_mintick_.

Referenced by broker_tick_bar().

◆ price_grid_decimals()

int pineforge::engine_script_run_v18::BacktestEngine::price_grid_decimals ( ) const

inlineprotected

Definition at line 1051 of file engine.hpp.

References syminfo_mintick_.

Referenced by level_on_price_grid().

◆ level_on_price_grid()

double pineforge::engine_script_run_v18::BacktestEngine::level_on_price_grid ( double level ) const

inlineprotected

Definition at line 1061 of file engine.hpp.

References kLevelGridBandPoints, and price_grid_decimals().

◆ broker_tick_bar()

Bar pineforge::engine_script_run_v18::BacktestEngine::broker_tick_bar ( const Bar & bar ) const

inlineprotected

Definition at line 1080 of file engine.hpp.

References pineforge::Bar::close, pineforge::Bar::high, pineforge::Bar::low, pineforge::Bar::open, and tick_grid_price().

◆ calc_commission()

double pineforge::engine_script_run_v18::BacktestEngine::calc_commission	(	double	fill_price,
		double	qty ) const

inlineprotected

Definition at line 1103 of file engine.hpp.

References active_account_currency_fx(), pineforge::CASH_PER_CONTRACT, pineforge::CASH_PER_ORDER, commission_type_, commission_value_, pineforge::PERCENT, and syminfo_.

Referenced by open_entry_commission(), and snapshot_entry_commission().

◆ open_entry_commission()

double pineforge::engine_script_run_v18::BacktestEngine::open_entry_commission ( const PyramidEntry & pe ) const

inlineprotected

Definition at line 1121 of file engine.hpp.

References calc_commission(), pineforge::PyramidEntry::entry_commission_account, pineforge::PyramidEntry::price, and pineforge::PyramidEntry::qty.

Referenced by allocated_entry_commission().

◆ allocated_entry_commission()

double pineforge::engine_script_run_v18::BacktestEngine::allocated_entry_commission	(	const PyramidEntry &	pe,
		double	units ) const

inlineprotected

Definition at line 1127 of file engine.hpp.

References open_entry_commission(), and pineforge::PyramidEntry::qty.

◆ snapshot_entry_commission()

void pineforge::engine_script_run_v18::BacktestEngine::snapshot_entry_commission ( PyramidEntry & pe ) const

inlineprotected

Definition at line 1133 of file engine.hpp.

References calc_commission(), pineforge::PyramidEntry::entry_commission_account, pineforge::PyramidEntry::price, and pineforge::PyramidEntry::qty.

◆ apply_qty_step()

double pineforge::engine_script_run_v18::BacktestEngine::apply_qty_step ( double qty ) const

inlineprotected

Definition at line 1163 of file engine.hpp.

References qty_step_.

◆ apply_exit_qty_step()

double pineforge::engine_script_run_v18::BacktestEngine::apply_exit_qty_step ( double qty ) const

inlineprotected

Definition at line 1188 of file engine.hpp.

References qty_step_.

Referenced by apply_percent_exit_qty_step().

◆ apply_percent_exit_qty_step()

double pineforge::engine_script_run_v18::BacktestEngine::apply_percent_exit_qty_step	(	double	requested_qty,
		double	available_qty ) const

inlineprotected

Definition at line 1203 of file engine.hpp.

References apply_exit_qty_step(), and qty_step_.

◆ net_profit()

double pineforge::engine_script_run_v18::BacktestEngine::net_profit ( ) const

inlineprotected

Definition at line 1382 of file engine.hpp.

References net_profit_sum_.

◆ gross_profit()

double pineforge::engine_script_run_v18::BacktestEngine::gross_profit ( ) const

inlineprotected

Definition at line 1383 of file engine.hpp.

References gross_profit_sum_.

◆ gross_loss()

double pineforge::engine_script_run_v18::BacktestEngine::gross_loss ( ) const

inlineprotected

Definition at line 1384 of file engine.hpp.

References gross_loss_sum_.

◆ current_equity()

double pineforge::engine_script_run_v18::BacktestEngine::current_equity ( ) const

inlineprotected

Definition at line 1385 of file engine.hpp.

References initial_capital_, and net_profit_sum_.

Referenced by live_current_equity().

◆ max_runup_percent()

double pineforge::engine_script_run_v18::BacktestEngine::max_runup_percent ( ) const

inlineprotected

Definition at line 1387 of file engine.hpp.

References initial_capital_, and max_runup_.

◆ grossprofit_percent()

double pineforge::engine_script_run_v18::BacktestEngine::grossprofit_percent ( ) const

inlineprotected

Definition at line 1390 of file engine.hpp.

References gross_profit_sum_, and initial_capital_.

◆ grossloss_percent()

double pineforge::engine_script_run_v18::BacktestEngine::grossloss_percent ( ) const

inlineprotected

Definition at line 1393 of file engine.hpp.

References gross_loss_sum_, and initial_capital_.

◆ avg_trade()

double pineforge::engine_script_run_v18::BacktestEngine::avg_trade ( ) const

inlineprotected

Definition at line 1396 of file engine.hpp.

References net_profit_sum_, and trades_.

◆ avg_trade_percent()

double pineforge::engine_script_run_v18::BacktestEngine::avg_trade_percent ( ) const

inlineprotected

Definition at line 1400 of file engine.hpp.

References trades_.

◆ avg_winning_trade()

double pineforge::engine_script_run_v18::BacktestEngine::avg_winning_trade ( ) const

inlineprotected

Definition at line 1407 of file engine.hpp.

References gross_profit_sum_, and win_trades_count_.

◆ avg_losing_trade()

double pineforge::engine_script_run_v18::BacktestEngine::avg_losing_trade ( ) const

inlineprotected

Definition at line 1410 of file engine.hpp.

References gross_loss_sum_, and loss_trades_count_.

◆ avg_winning_trade_percent()

double pineforge::engine_script_run_v18::BacktestEngine::avg_winning_trade_percent ( ) const

inlineprotected

Definition at line 1413 of file engine.hpp.

References trades_, and win_trades_count_.

◆ avg_losing_trade_percent()

double pineforge::engine_script_run_v18::BacktestEngine::avg_losing_trade_percent ( ) const

inlineprotected

Definition at line 1422 of file engine.hpp.

References loss_trades_count_, and trades_.

◆ open_trades_capital_held()

double pineforge::engine_script_run_v18::BacktestEngine::open_trades_capital_held ( ) const

inlineprotected

Definition at line 1431 of file engine.hpp.

References pineforge::FLAT, position_entry_price_, position_qty_, position_side_, and syminfo_.

◆ open_profit()

double pineforge::engine_script_run_v18::BacktestEngine::open_profit ( double current_price ) const

inlineprotected

Definition at line 1439 of file engine.hpp.

References active_account_currency_fx(), pineforge::FLAT, pineforge::LONG, position_entry_price_, position_qty_, position_side_, and syminfo_.

Referenced by record_equity_point(), and update_equity_extremes().

◆ count_wintrades()

int pineforge::engine_script_run_v18::BacktestEngine::count_wintrades ( ) const

inlineprotected

Definition at line 1450 of file engine.hpp.

References win_trades_count_.

◆ count_losstrades()

int pineforge::engine_script_run_v18::BacktestEngine::count_losstrades ( ) const

inlineprotected

Definition at line 1451 of file engine.hpp.

References loss_trades_count_.

◆ _decompose_bar_time()

BarTime pineforge::engine_script_run_v18::BacktestEngine::_decompose_bar_time ( ) const

inlineprotected

◆ _bar_hour()

int pineforge::engine_script_run_v18::BacktestEngine::_bar_hour ( ) const

inlineprotected

Definition at line 1510 of file engine.hpp.

References _decompose_bar_time(), and pineforge::engine_script_run_v18::BacktestEngine::BarTime::hour.

◆ _bar_minute()

int pineforge::engine_script_run_v18::BacktestEngine::_bar_minute ( ) const

inlineprotected

Definition at line 1511 of file engine.hpp.

References _decompose_bar_time(), and pineforge::engine_script_run_v18::BacktestEngine::BarTime::minute.

◆ _bar_second()

int pineforge::engine_script_run_v18::BacktestEngine::_bar_second ( ) const

inlineprotected

Definition at line 1512 of file engine.hpp.

References _decompose_bar_time(), and pineforge::engine_script_run_v18::BacktestEngine::BarTime::second.

◆ _bar_dayofmonth()

int pineforge::engine_script_run_v18::BacktestEngine::_bar_dayofmonth ( ) const

inlineprotected

Definition at line 1513 of file engine.hpp.

References _decompose_bar_time(), and pineforge::engine_script_run_v18::BacktestEngine::BarTime::dayofmonth.

◆ _bar_dayofweek()

int pineforge::engine_script_run_v18::BacktestEngine::_bar_dayofweek ( ) const

inlineprotected

Definition at line 1514 of file engine.hpp.

References _decompose_bar_time(), and pineforge::engine_script_run_v18::BacktestEngine::BarTime::dayofweek.

◆ _bar_month()

int pineforge::engine_script_run_v18::BacktestEngine::_bar_month ( ) const

inlineprotected

Definition at line 1515 of file engine.hpp.

References _decompose_bar_time(), and pineforge::engine_script_run_v18::BacktestEngine::BarTime::month.

◆ _bar_year()

int pineforge::engine_script_run_v18::BacktestEngine::_bar_year ( ) const

inlineprotected

Definition at line 1516 of file engine.hpp.

References _decompose_bar_time(), and pineforge::engine_script_run_v18::BacktestEngine::BarTime::year.

◆ _bar_weekofyear()

int pineforge::engine_script_run_v18::BacktestEngine::_bar_weekofyear ( ) const

inlineprotected

Definition at line 1517 of file engine.hpp.

References _decompose_bar_time(), and pineforge::engine_script_run_v18::BacktestEngine::BarTime::weekofyear.

◆ chart_bar_ismarket()

bool pineforge::engine_script_run_v18::BacktestEngine::chart_bar_ismarket ( int64_t bar_ms ) const

protected

◆ check_abort()

void pineforge::engine_script_run_v18::BacktestEngine::check_abort ( )

inlineprotected

Definition at line 1758 of file engine.hpp.

References abort_requested_.

◆ intern_trace_name()

int32_t pineforge::engine_script_run_v18::BacktestEngine::intern_trace_name ( const std::string & name )

protected

◆ register_security_eval()

void pineforge::engine_script_run_v18::BacktestEngine::register_security_eval	(	int	sec_id,
		const std::string &	requested_tf,
		const std::string &	input_tf )

protected

◆ dispatch_security_eval()

void pineforge::engine_script_run_v18::BacktestEngine::dispatch_security_eval	(	SecurityEvalState &	state,
		const Bar &	bar,
		bool	publish,
		int64_t	bar_index )

protected

References pineforge::bar_index.

◆ feed_security_eval_state()

void pineforge::engine_script_run_v18::BacktestEngine::feed_security_eval_state	(	SecurityEvalState &	state,
		const Bar &	input_bar )

protected

◆ prepare_script_run()

virtual void pineforge::engine_script_run_v18::BacktestEngine::prepare_script_run	(	const Bar *	,
		int	,
		bool	)

inlineprotectedvirtual

Definition at line 1811 of file engine.hpp.

◆ configure_security_evaluators()

virtual void pineforge::engine_script_run_v18::BacktestEngine::configure_security_evaluators ( )

inlineprotectedvirtual

Definition at line 1813 of file engine.hpp.

◆ evaluate_security()

virtual void pineforge::engine_script_run_v18::BacktestEngine::evaluate_security	(	int	sec_id,
		const Bar &	bar,
		bool	is_complete )

inlineprotectedvirtual

Definition at line 1814 of file engine.hpp.

◆ clear_security()

virtual void pineforge::engine_script_run_v18::BacktestEngine::clear_security ( int sec_id )

inlineprotectedvirtual

Definition at line 1815 of file engine.hpp.

◆ snapshot_script_state()

virtual void pineforge::engine_script_run_v18::BacktestEngine::snapshot_script_state ( )

inlineprotectedvirtual

Definition at line 1823 of file engine.hpp.

◆ restore_script_state()

virtual void pineforge::engine_script_run_v18::BacktestEngine::restore_script_state ( )

inlineprotectedvirtual

Definition at line 1824 of file engine.hpp.

◆ commit_script_state()

virtual void pineforge::engine_script_run_v18::BacktestEngine::commit_script_state ( )

inlineprotectedvirtual

Definition at line 1825 of file engine.hpp.

◆ finalize_bar()

virtual void pineforge::engine_script_run_v18::BacktestEngine::finalize_bar ( )

inlineprotectedvirtual

Definition at line 1830 of file engine.hpp.

◆ fold_equity_extreme()

void pineforge::engine_script_run_v18::BacktestEngine::fold_equity_extreme ( double eq )

inlineprotected

Definition at line 1840 of file engine.hpp.

References max_drawdown_, max_equity_, max_runup_, and min_equity_.

Referenced by update_equity_extremes().

◆ update_equity_extremes()

void pineforge::engine_script_run_v18::BacktestEngine::update_equity_extremes ( )

inlineprotected

Definition at line 1853 of file engine.hpp.

References current_bar_, pineforge::FLAT, fold_equity_extreme(), initial_capital_, pineforge::LONG, max_contracts_held_all_, max_contracts_held_long_, max_contracts_held_short_, net_profit_sum_, open_profit(), position_qty_, position_side_, and pineforge::SHORT.

◆ record_equity_point()

void pineforge::engine_script_run_v18::BacktestEngine::record_equity_point ( int64_t script_bar_ts )

inlineprotected

Definition at line 1871 of file engine.hpp.

References bars_in_market_, current_bar_, pf_equity_point_t::equity, equity_curve_, first_bar_open_, pineforge::FLAT, initial_capital_, net_profit_sum_, pf_equity_point_t::open_profit, open_profit(), position_side_, and pf_equity_point_t::time_ms.

◆ closed_trade_profit()

double pineforge::engine_script_run_v18::BacktestEngine::closed_trade_profit ( int index ) const

inlineprotected

Definition at line 1882 of file engine.hpp.

References trades_.

◆ closed_trade_profit_percent()

double pineforge::engine_script_run_v18::BacktestEngine::closed_trade_profit_percent ( int idx ) const

inlineprotected

Definition at line 1887 of file engine.hpp.

References trades_.

◆ closed_trade_commission()

double pineforge::engine_script_run_v18::BacktestEngine::closed_trade_commission ( int idx ) const

inlineprotected

Definition at line 1891 of file engine.hpp.

References trades_.

◆ closed_trade_entry_bar_index()

int pineforge::engine_script_run_v18::BacktestEngine::closed_trade_entry_bar_index ( int idx ) const

inlineprotected

Definition at line 1895 of file engine.hpp.

References pineforge::na< int >(), and trades_.

◆ closed_trade_exit_bar_index()

int pineforge::engine_script_run_v18::BacktestEngine::closed_trade_exit_bar_index ( int idx ) const

inlineprotected

Definition at line 1899 of file engine.hpp.

References pineforge::na< int >(), and trades_.

◆ closed_trade_entry_comment()

std::string pineforge::engine_script_run_v18::BacktestEngine::closed_trade_entry_comment ( int idx ) const

inlineprotected

Definition at line 1903 of file engine.hpp.

References trades_.

◆ closed_trade_exit_comment()

std::string pineforge::engine_script_run_v18::BacktestEngine::closed_trade_exit_comment ( int idx ) const

inlineprotected

Definition at line 1907 of file engine.hpp.

References trades_.

◆ closed_trade_entry_id()

std::string pineforge::engine_script_run_v18::BacktestEngine::closed_trade_entry_id ( int idx ) const

inlineprotected

Definition at line 1911 of file engine.hpp.

References trades_.

◆ closed_trade_exit_id()

std::string pineforge::engine_script_run_v18::BacktestEngine::closed_trade_exit_id ( int idx ) const

inlineprotected

Definition at line 1915 of file engine.hpp.

References trades_.

◆ closed_trade_entry_incarnation()

uint64_t pineforge::engine_script_run_v18::BacktestEngine::closed_trade_entry_incarnation ( int idx ) const

inlineprotected

Definition at line 1919 of file engine.hpp.

References trades_.

◆ closed_trade_entry_price()

double pineforge::engine_script_run_v18::BacktestEngine::closed_trade_entry_price ( int idx ) const

inlineprotected

Definition at line 1923 of file engine.hpp.

References trades_.

◆ closed_trade_exit_price()

double pineforge::engine_script_run_v18::BacktestEngine::closed_trade_exit_price ( int idx ) const

inlineprotected

Definition at line 1927 of file engine.hpp.

References trades_.

◆ closed_trade_entry_time()

int64_t pineforge::engine_script_run_v18::BacktestEngine::closed_trade_entry_time ( int idx ) const

inlineprotected

Definition at line 1931 of file engine.hpp.

References trades_.

◆ closed_trade_exit_time()

int64_t pineforge::engine_script_run_v18::BacktestEngine::closed_trade_exit_time ( int idx ) const

inlineprotected

Definition at line 1935 of file engine.hpp.

References trades_.

◆ closed_trade_size()

double pineforge::engine_script_run_v18::BacktestEngine::closed_trade_size ( int idx ) const

inlineprotected

Definition at line 1939 of file engine.hpp.

References trades_.

◆ closed_trade_max_runup()

double pineforge::engine_script_run_v18::BacktestEngine::closed_trade_max_runup ( int idx ) const

inlineprotected

Definition at line 1943 of file engine.hpp.

References trades_.

◆ closed_trade_max_runup_percent()

double pineforge::engine_script_run_v18::BacktestEngine::closed_trade_max_runup_percent ( int idx ) const

inlineprotected

Definition at line 1951 of file engine.hpp.

References syminfo_, and trades_.

◆ closed_trade_max_drawdown()

double pineforge::engine_script_run_v18::BacktestEngine::closed_trade_max_drawdown ( int idx ) const

inlineprotected

Definition at line 1957 of file engine.hpp.

References trades_.

◆ closed_trade_max_drawdown_percent()

double pineforge::engine_script_run_v18::BacktestEngine::closed_trade_max_drawdown_percent ( int idx ) const

inlineprotected

Definition at line 1961 of file engine.hpp.

References syminfo_, and trades_.

◆ closed_trade_direction()

std::string pineforge::engine_script_run_v18::BacktestEngine::closed_trade_direction ( int idx ) const

inlineprotected

Definition at line 1969 of file engine.hpp.

References trades_.

◆ open_trade_direction()

std::string pineforge::engine_script_run_v18::BacktestEngine::open_trade_direction ( int idx ) const

inlineprotected

Definition at line 1973 of file engine.hpp.

References pineforge::FLAT, pineforge::LONG, position_side_, and pyramid_entries_.

◆ open_trade_profit()

double pineforge::engine_script_run_v18::BacktestEngine::open_trade_profit ( int idx ) const

protected

◆ open_trade_profit_percent()

double pineforge::engine_script_run_v18::BacktestEngine::open_trade_profit_percent ( int idx ) const

protected

◆ open_trade_commission()

double pineforge::engine_script_run_v18::BacktestEngine::open_trade_commission ( int idx ) const

protected

◆ open_trade_entry_bar_index()

int pineforge::engine_script_run_v18::BacktestEngine::open_trade_entry_bar_index ( int idx ) const

protected

◆ open_trade_entry_comment()

std::string pineforge::engine_script_run_v18::BacktestEngine::open_trade_entry_comment ( int idx ) const

protected

◆ open_trade_entry_id()

std::string pineforge::engine_script_run_v18::BacktestEngine::open_trade_entry_id ( int idx ) const

protected

◆ open_trade_entry_price()

double pineforge::engine_script_run_v18::BacktestEngine::open_trade_entry_price ( int idx ) const

protected

◆ open_trade_entry_time()

int64_t pineforge::engine_script_run_v18::BacktestEngine::open_trade_entry_time ( int idx ) const

protected

◆ open_trade_size()

double pineforge::engine_script_run_v18::BacktestEngine::open_trade_size ( int idx ) const

protected

◆ open_trade_max_drawdown()

double pineforge::engine_script_run_v18::BacktestEngine::open_trade_max_drawdown ( int idx ) const

protected

◆ open_trade_max_drawdown_percent()

double pineforge::engine_script_run_v18::BacktestEngine::open_trade_max_drawdown_percent ( int idx ) const

protected

◆ open_trade_max_runup()

double pineforge::engine_script_run_v18::BacktestEngine::open_trade_max_runup ( int idx ) const

protected

◆ open_trade_max_runup_percent()

double pineforge::engine_script_run_v18::BacktestEngine::open_trade_max_runup_percent ( int idx ) const

protected

◆ position_entry_name()

std::string pineforge::engine_script_run_v18::BacktestEngine::position_entry_name ( ) const

inlineprotected

Definition at line 1993 of file engine.hpp.

References pineforge::FLAT, position_side_, and pyramid_entries_.

◆ max_drawdown_percent()

double pineforge::engine_script_run_v18::BacktestEngine::max_drawdown_percent ( ) const

inlineprotected

Definition at line 1998 of file engine.hpp.

References initial_capital_, and max_drawdown_.

◆ settle_with_context_scoped()

execution::Result pineforge::engine_script_run_v18::BacktestEngine::settle_with_context_scoped	(	const execution::Action &	action,
		const execution::Fill &	fill,
		const execution::LifecycleEffects &	lifecycle,
		const execution::PhysicalExecutionContext &	context,
		execution::CloseScope	scope )

protected

◆ settle_with_context_selected()

execution::Result pineforge::engine_script_run_v18::BacktestEngine::settle_with_context_selected	(	const execution::Action &	action,
		const execution::Fill &	fill,
		const execution::LifecycleEffects &	lifecycle,
		const execution::PhysicalExecutionContext &	context,
		const execution::SelectedOpeningSet &	selection )

protected

◆ project_with_membership()

execution::AccountEffectProjection pineforge::engine_script_run_v18::BacktestEngine::project_with_membership	(	const execution::Action &	action,
		const execution::Fill &	fill,
		execution::CloseScope	book_or_opening,
		const execution::SelectedOpeningSet *	selected ) const

protected

◆ inspect_with_membership()

execution::SettlementInspection pineforge::engine_script_run_v18::BacktestEngine::inspect_with_membership	(	const execution::Action &	action,
		const execution::Fill &	fill,
		execution::CloseScope	book_or_opening,
		const execution::SelectedOpeningSet *	selected ) const

protected

◆ settle_with_membership()

execution::Result pineforge::engine_script_run_v18::BacktestEngine::settle_with_membership	(	const execution::Action &	action,
		const execution::Fill &	fill,
		const execution::LifecycleEffects &	lifecycle,
		const execution::PhysicalExecutionContext &	context,
		execution::CloseScope	book_or_opening,
		const execution::SelectedOpeningSet *	selected )

protected

◆ preview_native_settlement_commit() [1/2]

execution::Status pineforge::engine_script_run_v18::BacktestEngine::preview_native_settlement_commit	(	const execution::Action &	action,
		const execution::Fill &	fill,
		const execution::PhysicalExecutionContext &	context,
		execution::CloseScope	scope,
		const execution::SelectedOpeningSet *	selected,
		execution::AccountEffectProjection &	account,
		std::vector< double > &	row_pnl ) const

protected

◆ preview_native_settlement_commit() [2/2]

execution::Status pineforge::engine_script_run_v18::BacktestEngine::preview_native_settlement_commit	(	const execution::ReverseTo &	reversal,
		const execution::Fill &	fill,
		const execution::PhysicalExecutionContext &	context,
		execution::AccountEffectProjection &	account,
		std::vector< double > &	row_pnl ) const

protected

◆ validate_native_settlement_book()

execution::Status pineforge::engine_script_run_v18::BacktestEngine::validate_native_settlement_book ( double & held ) const

protected

◆ allocate_native_settlement_closes()

execution::Status pineforge::engine_script_run_v18::BacktestEngine::allocate_native_settlement_closes	(	NativeSettlementStage &	stage,
		const execution::CloseScope &	book_or_opening,
		double &	remaining ) const

protected

◆ finish_native_settlement_stage()

void pineforge::engine_script_run_v18::BacktestEngine::finish_native_settlement_stage	(	NativeSettlementStage &	stage,
		const execution::Fill &	fill ) const

protected

◆ inspect_native_settlement_stage()

execution::SettlementInspection pineforge::engine_script_run_v18::BacktestEngine::inspect_native_settlement_stage	(	const NativeSettlementStage &	stage,
		const execution::Fill &	fill ) const

protected

◆ project_native_settlement_stage()

execution::AccountEffectProjection pineforge::engine_script_run_v18::BacktestEngine::project_native_settlement_stage	(	const NativeSettlementStage &	stage,
		const execution::Fill &	fill ) const

protected

◆ commit_native_settlement_stage()

execution::Result pineforge::engine_script_run_v18::BacktestEngine::commit_native_settlement_stage	(	NativeSettlementStage &	stage,
		const execution::Fill &	fill,
		const execution::LifecycleEffects &	lifecycle,
		const execution::PhysicalExecutionContext &	context )

protected

◆ build_native_settlement_close_rows()

void pineforge::engine_script_run_v18::BacktestEngine::build_native_settlement_close_rows	(	const NativeSettlementStage &	stage,
		const execution::Fill &	fill,
		const execution::PhysicalExecutionContext &	context,
		NativeSettlementRows &	rows ) const

protected

◆ prepare_native_settlement_commit()

execution::Status pineforge::engine_script_run_v18::BacktestEngine::prepare_native_settlement_commit	(	const NativeSettlementStage &	stage,
		const execution::Fill &	fill,
		const execution::PhysicalExecutionContext &	context,
		NativeSettlementRows &	rows ) const

protected

◆ preflight_native_settlement_effects()

execution::Status pineforge::engine_script_run_v18::BacktestEngine::preflight_native_settlement_effects	(	const NativeSettlementStage &	stage,
		const execution::LifecycleEffects &	lifecycle,
		const NativeSettlementRows &	rows )

protected

◆ commit_prepared_native_settlement_stage()

execution::Result pineforge::engine_script_run_v18::BacktestEngine::commit_prepared_native_settlement_stage	(	NativeSettlementStage &	stage,
		const execution::Fill &	fill,
		const execution::LifecycleEffects &	lifecycle,
		const execution::PhysicalExecutionContext &	context,
		NativeSettlementRows &	rows )

protected

◆ settle_source_staged_execution()

execution::Result pineforge::engine_script_run_v18::BacktestEngine::settle_source_staged_execution	(	NativeSettlementStage &	stage,
		const execution::Fill &	fill,
		const execution::LifecycleEffects &	lifecycle,
		const execution::PhysicalExecutionContext &	context )

protected

◆ stage_native_settlement() [1/2]

void pineforge::engine_script_run_v18::BacktestEngine::stage_native_settlement	(	NativeSettlementStage &	stage,
		const execution::Action &	action,
		const execution::Fill &	fill,
		execution::CloseScope	book_or_opening,
		const execution::SelectedOpeningSet *	selected,
		const execution::LifecycleEffects *	lifecycle ) const

protected

◆ stage_native_settlement() [2/2]

void pineforge::engine_script_run_v18::BacktestEngine::stage_native_settlement	(	NativeSettlementStage &	stage,
		const execution::ReverseTo &	reversal,
		const execution::Fill &	fill,
		const execution::LifecycleEffects *	lifecycle ) const

protected

◆ append_same_side_fill()

void pineforge::engine_script_run_v18::BacktestEngine::append_same_side_fill ( PyramidEntry lot )

protected

◆ append_quoted_lot()

void pineforge::engine_script_run_v18::BacktestEngine::append_quoted_lot	(	PyramidEntry	lot,
		double	total_qty,
		double	average_price )

protected

◆ open_quoted_position()

void pineforge::engine_script_run_v18::BacktestEngine::open_quoted_position	(	PositionSide	requested,
		PyramidEntry	lot )

protected

◆ record_close_trade()

void pineforge::engine_script_run_v18::BacktestEngine::record_close_trade ( Trade trade )

protected

◆ validate_close_trade_counters()

void pineforge::engine_script_run_v18::BacktestEngine::validate_close_trade_counters	(	const Trade *	rows,
		size_t	count ) const

protected

◆ quote_execution_commissions()

std::vector< double > pineforge::engine_script_run_v18::BacktestEngine::quote_execution_commissions	(	const std::vector< double > &	closed_units,
		double	opening_units,
		const execution::Fill &	fill ) const

protected

◆ build_close_trade_with_costs()

Trade pineforge::engine_script_run_v18::BacktestEngine::build_close_trade_with_costs	(	const PyramidEntry &	pe,
		double	close_qty,
		double	fill_price,
		bool	was_long,
		double	entry_commission,
		double	exit_commission,
		const execution::PhysicalExecutionContext &	context ) const

protected

◆ reset_position_state_to_flat()

void pineforge::engine_script_run_v18::BacktestEngine::reset_position_state_to_flat ( )

protected

◆ reset_run_state()

void pineforge::engine_script_run_v18::BacktestEngine::reset_run_state ( )

protected

◆ account_currency_fx_at()

double pineforge::engine_script_run_v18::BacktestEngine::account_currency_fx_at ( int64_t timestamp_ms ) const

protected

◆ active_account_currency_fx()

double pineforge::engine_script_run_v18::BacktestEngine::active_account_currency_fx ( ) const

protected

Referenced by calc_commission(), and open_profit().

◆ settle_position_after_partial_exit()

void pineforge::engine_script_run_v18::BacktestEngine::settle_position_after_partial_exit ( PositionReductionCause cause )

protected

◆ prepare_native_security_feeds()

void pineforge::engine_script_run_v18::BacktestEngine::prepare_native_security_feeds	(	const Bar *	input_bars,
		int	n_input )

protected

◆ prepare_chart_day_partition()

void pineforge::engine_script_run_v18::BacktestEngine::prepare_chart_day_partition	(	const Bar *	input_bars,
		int	n_input )

protected

◆ substitute_native_security_bar()

bool pineforge::engine_script_run_v18::BacktestEngine::substitute_native_security_bar	(	SecurityEvalState &	state,
		Bar &	bar,
		bool	count_miss = true )

protected

◆ source_aux_security_feed_enabled()

virtual bool pineforge::engine_script_run_v18::BacktestEngine::source_aux_security_feed_enabled ( ) const

protectedvirtual

Referenced by aux_security_feed_enabled().

◆ source_aux_security_input_view()

virtual void pineforge::engine_script_run_v18::BacktestEngine::source_aux_security_input_view	(	const Bar *&	bars,
		int &	n ) const

protectedvirtual

◆ aux_security_feed_enabled()

bool pineforge::engine_script_run_v18::BacktestEngine::aux_security_feed_enabled ( ) const

inlineprotected

Definition at line 2173 of file engine.hpp.

References source_aux_security_feed_enabled().

◆ stream_observe_entry()

void pineforge::engine_script_run_v18::BacktestEngine::stream_observe_entry ( const PyramidEntry & pe )

protected

◆ source_stream_entry_comment()

virtual void pineforge::engine_script_run_v18::BacktestEngine::source_stream_entry_comment	(	const PyramidEntry &	,
		std::string &	) const

protectedvirtual

◆ stream_observe_exit()

void pineforge::engine_script_run_v18::BacktestEngine::stream_observe_exit ( size_t trade_index )

protected

◆ stream_refresh_action_metadata()

void pineforge::engine_script_run_v18::BacktestEngine::stream_refresh_action_metadata	(	size_t	first_action,
		size_t	first_trade )

protected

◆ fill_trades_section()

void pineforge::engine_script_run_v18::BacktestEngine::fill_trades_section ( ReportC * out ) const

protected

◆ fill_metrics_section()

void pineforge::engine_script_run_v18::BacktestEngine::fill_metrics_section ( ReportC * out ) const

protected

◆ fill_security_diag_section()

void pineforge::engine_script_run_v18::BacktestEngine::fill_security_diag_section ( ReportC * out ) const

protected

◆ fill_trace_section()

void pineforge::engine_script_run_v18::BacktestEngine::fill_trace_section ( ReportC * out ) const

protected

◆ guard_native_mutation()

void pineforge::engine_script_run_v18::BacktestEngine::guard_native_mutation ( const char * operation )

protected

Referenced by clear_inputs(), set_broker_state_hash_recording(), set_chart_timezone(), set_input(), set_magnifier_volume_weighted(), set_path_order(), set_syminfo_mintick(), set_syminfo_pointvalue(), set_syminfo_session(), set_syminfo_string(), set_syminfo_timezone(), set_syminfo_type(), set_trace_enabled(), and set_trade_start_time().

◆ execution_contract()

int pineforge::engine_script_run_v18::BacktestEngine::execution_contract ( ) const

◆ native_bound()

bool pineforge::engine_script_run_v18::BacktestEngine::native_bound ( ) const

◆ on_bar()

virtual void pineforge::engine_script_run_v18::BacktestEngine::on_bar ( const Bar & bar )

pure virtual

Implemented in pineforge::engine_script_run_v18::NativeStrategyHost.

◆ run() [1/3]

void pineforge::engine_script_run_v18::BacktestEngine::run	(	const Bar *	bars,
		int	n )

◆ run() [2/3]

void pineforge::engine_script_run_v18::BacktestEngine::run	(	const Bar *	input_bars,
		int	n_input,
		const std::string &	input_tf,
		const std::string &	script_tf,
		bool	bar_magnifier = false,
		int	magnifier_samples = 4,
		MagnifierDistribution	magnifier_dist = MagnifierDistribution::ENDPOINTS )

References pineforge::ENDPOINTS.

◆ set_aux_security_feed()

virtual bool pineforge::engine_script_run_v18::BacktestEngine::set_aux_security_feed	(	const Bar *	bars,
		int	n,
		const std::string &	input_tf )

virtual

◆ set_native_security_feed()

bool pineforge::engine_script_run_v18::BacktestEngine::set_native_security_feed	(	const std::string &	timeframe,
		const Bar *	bars,
		int	n )

◆ native_security_feed_enabled()

bool pineforge::engine_script_run_v18::BacktestEngine::native_security_feed_enabled ( ) const

inline

Definition at line 2277 of file engine.hpp.

References native_security_feeds_.

◆ native_security_substitutions()

int64_t pineforge::engine_script_run_v18::BacktestEngine::native_security_substitutions ( ) const

inline

Definition at line 2282 of file engine.hpp.

References diag_native_security_substitutions_.

◆ native_security_misses()

int64_t pineforge::engine_script_run_v18::BacktestEngine::native_security_misses ( ) const

inline

Definition at line 2285 of file engine.hpp.

References diag_native_security_misses_.

◆ chart_day_partition_installed()

bool pineforge::engine_script_run_v18::BacktestEngine::chart_day_partition_installed ( ) const

inline

Definition at line 2290 of file engine.hpp.

References chart_day_partition_.

◆ stream_begin()

bool pineforge::engine_script_run_v18::BacktestEngine::stream_begin	(	const Bar *	warmup_bars,
		int	n_warmup,
		const std::string &	input_tf,
		const std::string &	script_tf = "" )

◆ stream_push_bar()

bool pineforge::engine_script_run_v18::BacktestEngine::stream_push_bar ( const Bar & bar )

◆ stream_push_tick()

bool pineforge::engine_script_run_v18::BacktestEngine::stream_push_tick ( const TradeTick & tick )

◆ stream_push_ticks()

bool pineforge::engine_script_run_v18::BacktestEngine::stream_push_ticks	(	const TradeTick *	ticks,
		int	n )

◆ stream_advance_time()

bool pineforge::engine_script_run_v18::BacktestEngine::stream_advance_time ( int64_t timestamp_ms )

◆ stream_end()

bool pineforge::engine_script_run_v18::BacktestEngine::stream_end ( bool finalize_partial_input_bar = false )

◆ stream_is_realtime()

bool pineforge::engine_script_run_v18::BacktestEngine::stream_is_realtime ( ) const

inline

Definition at line 2311 of file engine.hpp.

References REALTIME, and stream_phase_.

◆ stream_order_actions_len()

int pineforge::engine_script_run_v18::BacktestEngine::stream_order_actions_len ( ) const

inline

Definition at line 2312 of file engine.hpp.

References stream_order_actions_.

◆ stream_order_action_at()

const StreamOrderAction & pineforge::engine_script_run_v18::BacktestEngine::stream_order_action_at ( int i ) const

inline

Definition at line 2313 of file engine.hpp.

References stream_order_actions_.

◆ stream_order_actions_clear()

void pineforge::engine_script_run_v18::BacktestEngine::stream_order_actions_clear ( )

inline

Definition at line 2316 of file engine.hpp.

References stream_order_actions_.

◆ stream_state_hash()

uint64_t pineforge::engine_script_run_v18::BacktestEngine::stream_state_hash ( ) const

◆ set_account_currency_fx_series()

bool pineforge::engine_script_run_v18::BacktestEngine::set_account_currency_fx_series	(	const int64_t *	timestamps_ms,
		const double *	rates,
		int	n )

◆ run() [3/3]

void pineforge::engine_script_run_v18::BacktestEngine::run	(	const Bar *	input_bars,
		int	n_input,
		const std::string &	input_tf,
		const std::string &	script_tf,
		const std::unordered_map< std::string, std::string > &	inputs,
		const SymInfo &	syminfo,
		const void *	overrides = nullptr,
		bool	bar_magnifier = false,
		int	magnifier_samples = 4,
		MagnifierDistribution	magnifier_dist = MagnifierDistribution::ENDPOINTS )

References pineforge::ENDPOINTS.

◆ trade_count()

int pineforge::engine_script_run_v18::BacktestEngine::trade_count ( ) const

inline

Definition at line 2343 of file engine.hpp.

References trades_.

◆ get_trade()

const Trade & pineforge::engine_script_run_v18::BacktestEngine::get_trade ( int i ) const

inline

Definition at line 2344 of file engine.hpp.

References trades_.

◆ closed_trade_count()

std::size_t pineforge::engine_script_run_v18::BacktestEngine::closed_trade_count ( ) const

inlinenoexcept

Definition at line 2352 of file engine.hpp.

References trades_.

◆ closed_trade()

const Trade & pineforge::engine_script_run_v18::BacktestEngine::closed_trade ( std::size_t i ) const

inline

Definition at line 2353 of file engine.hpp.

References trades_.

◆ report_trade_count()

int pineforge::engine_script_run_v18::BacktestEngine::report_trade_count ( ) const

inline

Definition at line 2360 of file engine.hpp.

References range_end_trades_, and trades_.

◆ get_report_trade()

const Trade & pineforge::engine_script_run_v18::BacktestEngine::get_report_trade ( int i ) const

inline

Definition at line 2363 of file engine.hpp.

References range_end_trades_, and trades_.

◆ closed_trade_close_cause()

int pineforge::engine_script_run_v18::BacktestEngine::closed_trade_close_cause ( int i ) const

◆ max_contracts_held_all()

double pineforge::engine_script_run_v18::BacktestEngine::max_contracts_held_all ( ) const

inline

Definition at line 2381 of file engine.hpp.

References max_contracts_held_all_.

◆ max_contracts_held_long()

double pineforge::engine_script_run_v18::BacktestEngine::max_contracts_held_long ( ) const

inline

Definition at line 2382 of file engine.hpp.

References max_contracts_held_long_.

◆ max_contracts_held_short()

double pineforge::engine_script_run_v18::BacktestEngine::max_contracts_held_short ( ) const

inline

Definition at line 2383 of file engine.hpp.

References max_contracts_held_short_.

◆ eventrades()

int pineforge::engine_script_run_v18::BacktestEngine::eventrades ( ) const

inline

Definition at line 2386 of file engine.hpp.

References eventrades_count_.

◆ fill_report()

void pineforge::engine_script_run_v18::BacktestEngine::fill_report ( ReportC * out ) const

Referenced by pineforge::native_module::publish_report().

◆ free_report()

static void pineforge::engine_script_run_v18::BacktestEngine::free_report ( ReportC * report )

static

◆ last_error()

const std::string & pineforge::engine_script_run_v18::BacktestEngine::last_error ( ) const

inline

Definition at line 2395 of file engine.hpp.

References last_error_.

◆ set_input()

void pineforge::engine_script_run_v18::BacktestEngine::set_input	(	const std::string &	key,
		const std::string &	value )

inline

Definition at line 2400 of file engine.hpp.

References guard_native_mutation(), and inputs_.

Referenced by pineforge::native_module::set_input(), and pineforge::native_module::set_override().

◆ clear_inputs()

void pineforge::engine_script_run_v18::BacktestEngine::clear_inputs ( )

inline

Definition at line 2404 of file engine.hpp.

References guard_native_mutation(), and inputs_.

◆ set_trade_start_time()

void pineforge::engine_script_run_v18::BacktestEngine::set_trade_start_time ( int64_t timestamp_ms )

inline

Definition at line 2408 of file engine.hpp.

References guard_native_mutation(), and trade_start_time_.

◆ set_chart_timezone()

void pineforge::engine_script_run_v18::BacktestEngine::set_chart_timezone ( const std::string & tz )

inline

Definition at line 2440 of file engine.hpp.

References chart_timezone_, and guard_native_mutation().

◆ chart_timezone()

const std::string & pineforge::engine_script_run_v18::BacktestEngine::chart_timezone ( ) const

inline

Definition at line 2444 of file engine.hpp.

References chart_timezone_.

◆ set_syminfo_timezone()

void pineforge::engine_script_run_v18::BacktestEngine::set_syminfo_timezone ( const std::string & tz )

inline

Definition at line 2455 of file engine.hpp.

References guard_native_mutation(), and syminfo_.

◆ set_syminfo_session()

void pineforge::engine_script_run_v18::BacktestEngine::set_syminfo_session ( const std::string & s )

inline

Definition at line 2459 of file engine.hpp.

References guard_native_mutation(), and syminfo_.

◆ set_syminfo_type()

void pineforge::engine_script_run_v18::BacktestEngine::set_syminfo_type ( const std::string & t )

inline

Definition at line 2469 of file engine.hpp.

References guard_native_mutation(), and syminfo_.

◆ session_template_knows_early_close()

bool pineforge::engine_script_run_v18::BacktestEngine::session_template_knows_early_close ( ) const

Whether TradingView's session template for this symbol carries the exchange's early closes and holidays, so a D/W/M request.security bucket completes on a shortened session's actual last chart bar (TimeframeAggregator::set_early_close_completes): exchange-listed kinds (stock, futures, index, fund, dr, ...) yes – NYSE:F's 12:45 ET half-day bar and CME's 11:45 CT early-close bar are pinned; the OTC quote streams – forex, cfd, crypto – no: their period ends at the nominal close and a session ending early completes lazily on the next period's first bar (OANDA:XAUUSD 15m, lab tv oanda pin, ledger log-20260905t034240z-30be11fe).

syminfo.type comes from the harness (strategy_set_syminfo_type <- PINEFORGE_VERIFY_SYMTYPE); the constructor default "crypto" keeps an untyped run on the lazy rule.

◆ set_syminfo_string()

bool pineforge::engine_script_run_v18::BacktestEngine::set_syminfo_string	(	const std::string &	key,
		const std::string &	value )

inline

Definition at line 2490 of file engine.hpp.

References guard_native_mutation(), and syminfo_.

◆ set_syminfo_mintick()

void pineforge::engine_script_run_v18::BacktestEngine::set_syminfo_mintick ( double m )

inline

Definition at line 2510 of file engine.hpp.

References guard_native_mutation(), syminfo_, and syminfo_mintick_.

◆ set_syminfo_pointvalue()

void pineforge::engine_script_run_v18::BacktestEngine::set_syminfo_pointvalue ( double pv )

inline

Definition at line 2514 of file engine.hpp.

References guard_native_mutation(), and syminfo_.

◆ set_syminfo_metadata()

virtual void pineforge::engine_script_run_v18::BacktestEngine::set_syminfo_metadata	(	const std::string &	key,
		double	value )

virtual

◆ main_period()

const std::string & pineforge::engine_script_run_v18::BacktestEngine::main_period ( ) const

inline

Definition at line 2523 of file engine.hpp.

References script_tf_.

◆ set_realtime_tail()

virtual bool pineforge::engine_script_run_v18::BacktestEngine::set_realtime_tail	(	bool	on,
		int	horizon_bars )

virtual

◆ set_probe_suppress_tail_logic()

virtual bool pineforge::engine_script_run_v18::BacktestEngine::set_probe_suppress_tail_logic ( bool on )

virtual

◆ set_path_order()

void pineforge::engine_script_run_v18::BacktestEngine::set_path_order ( int mode )

inline

Definition at line 2559 of file engine.hpp.

References guard_native_mutation(), and path_order_mode_.

◆ broker_state_hash()

uint64_t pineforge::engine_script_run_v18::BacktestEngine::broker_state_hash ( ) const

◆ position_avg_price()

double pineforge::engine_script_run_v18::BacktestEngine::position_avg_price ( ) const

inline

Definition at line 2705 of file engine.hpp.

References position_entry_price_.

◆ position_cycle_seq()

int64_t pineforge::engine_script_run_v18::BacktestEngine::position_cycle_seq ( ) const

inline

Definition at line 2706 of file engine.hpp.

References position_cycle_seq_.

◆ trail_best_price()

double pineforge::engine_script_run_v18::BacktestEngine::trail_best_price ( ) const

inline

Definition at line 2707 of file engine.hpp.

References trail_best_price_.

◆ live_position_size()

virtual double pineforge::engine_script_run_v18::BacktestEngine::live_position_size ( ) const

inlinevirtual

Definition at line 2718 of file engine.hpp.

References pineforge::LONG, position_qty_, position_side_, and pineforge::SHORT.

◆ observe_last_bar_dual_entry_path_v1()

virtual int pineforge::engine_script_run_v18::BacktestEngine::observe_last_bar_dual_entry_path_v1 ( ) const

virtual

◆ observe_pending_count_v1()

virtual int pineforge::engine_script_run_v18::BacktestEngine::observe_pending_count_v1 ( ) const

virtual

◆ observe_pending_copy_v1()

virtual int pineforge::engine_script_run_v18::BacktestEngine::observe_pending_copy_v1	(	int	index,
		pf_pending_order_v1_t *	out ) const

virtual

◆ observe_probe_fill_qty()

virtual int pineforge::engine_script_run_v18::BacktestEngine::observe_probe_fill_qty	(	int	index,
		double	fill_price,
		double *	qty,
		int *	close_only,
		int *	partition ) const

virtual

◆ observe_pending_level_resolved()

virtual int pineforge::engine_script_run_v18::BacktestEngine::observe_pending_level_resolved ( int index ) const

virtual

◆ observe_pending_effective_levels()

virtual int pineforge::engine_script_run_v18::BacktestEngine::observe_pending_effective_levels	(	int	index,
		double *	stop,
		double *	limit,
		double *	trail_activation ) const

virtual

◆ observe_trail_best_price_v1()

virtual double pineforge::engine_script_run_v18::BacktestEngine::observe_trail_best_price_v1 ( ) const

virtual

◆ live_current_equity()

double pineforge::engine_script_run_v18::BacktestEngine::live_current_equity ( ) const

inline

Definition at line 2733 of file engine.hpp.

References current_equity().

◆ script_bars_processed()

int64_t pineforge::engine_script_run_v18::BacktestEngine::script_bars_processed ( ) const

inline

Definition at line 2738 of file engine.hpp.

References diag_script_bars_processed_.

◆ set_broker_state_hash_recording()

void pineforge::engine_script_run_v18::BacktestEngine::set_broker_state_hash_recording ( bool on )

inline

Definition at line 2781 of file engine.hpp.

References broker_state_hash_recording_, and guard_native_mutation().

◆ set_magnifier_volume_weighted()

void pineforge::engine_script_run_v18::BacktestEngine::set_magnifier_volume_weighted ( bool on )

inline

Definition at line 2788 of file engine.hpp.

References guard_native_mutation(), and magnifier_volume_weighted_.

Referenced by pineforge::native_module::set_magnifier_volume_weighted().

◆ set_trace_enabled()

void pineforge::engine_script_run_v18::BacktestEngine::set_trace_enabled ( bool on )

inline

Definition at line 2798 of file engine.hpp.

References guard_native_mutation(), and trace_enabled_.

◆ trace_enabled()

bool pineforge::engine_script_run_v18::BacktestEngine::trace_enabled ( ) const

inline

Definition at line 2802 of file engine.hpp.

References trace_enabled_.

◆ last_run_status()

int pineforge::engine_script_run_v18::BacktestEngine::last_run_status ( ) const

inline

Definition at line 2805 of file engine.hpp.

References last_run_status_.

◆ request_abort()

void pineforge::engine_script_run_v18::BacktestEngine::request_abort ( )

inline

Definition at line 2811 of file engine.hpp.

References abort_requested_.

◆ trace() [1/3]

void pineforge::engine_script_run_v18::BacktestEngine::trace	(	const std::string &	name,
		double	value )

◆ trace() [2/3]

void pineforge::engine_script_run_v18::BacktestEngine::trace	(	const std::string &	name,
		bool	value )

inline

Definition at line 2822 of file engine.hpp.

References trace().

Referenced by trace().

◆ trace() [3/3]

void pineforge::engine_script_run_v18::BacktestEngine::trace	(	const std::string &	name,
		int	value )

inline

Definition at line 2823 of file engine.hpp.

References trace().

Referenced by trace().

Field Documentation

◆ position_side_

PositionSide pineforge::engine_script_run_v18::BacktestEngine::position_side_ = PositionSide::FLAT

protected

Definition at line 389 of file engine.hpp.

Referenced by live_position_size(), open_profit(), open_trade_direction(), open_trades_capital_held(), position_entry_name(), record_equity_point(), and update_equity_extremes().

◆ position_entry_price_

double pineforge::engine_script_run_v18::BacktestEngine::position_entry_price_ = 0.0

protected

Definition at line 390 of file engine.hpp.

Referenced by open_profit(), open_trades_capital_held(), and position_avg_price().

◆ opening_obligations_

broker::OpeningObligations pineforge::engine_script_run_v18::BacktestEngine::opening_obligations_

protected

Definition at line 394 of file engine.hpp.

◆ position_entry_time_

int64_t pineforge::engine_script_run_v18::BacktestEngine::position_entry_time_ = 0

protected

Definition at line 395 of file engine.hpp.

◆ position_qty_

double pineforge::engine_script_run_v18::BacktestEngine::position_qty_ = 0.0

protected

Definition at line 406 of file engine.hpp.

Referenced by live_position_size(), open_profit(), open_trades_capital_held(), and update_equity_extremes().

◆ position_entry_count_

int pineforge::engine_script_run_v18::BacktestEngine::position_entry_count_ = 0

protected

Definition at line 407 of file engine.hpp.

◆ position_open_bar_

int pineforge::engine_script_run_v18::BacktestEngine::position_open_bar_ = -1

protected

Definition at line 408 of file engine.hpp.

◆ position_cycle_seq_

int64_t pineforge::engine_script_run_v18::BacktestEngine::position_cycle_seq_ = 0

protected

Definition at line 412 of file engine.hpp.

Referenced by position_cycle_seq().

◆ next_position_cycle_seq_

int64_t pineforge::engine_script_run_v18::BacktestEngine::next_position_cycle_seq_ = 1

protected

Definition at line 413 of file engine.hpp.

◆ pyramid_entries_

std::vector<PyramidEntry> pineforge::engine_script_run_v18::BacktestEngine::pyramid_entries_

protected

Definition at line 414 of file engine.hpp.

Referenced by open_trade_direction(), and position_entry_name().

◆ initial_capital_

double pineforge::engine_script_run_v18::BacktestEngine::initial_capital_ = 1000000.0

protected

Definition at line 417 of file engine.hpp.

Referenced by current_equity(), grossloss_percent(), grossprofit_percent(), max_drawdown_percent(), max_runup_percent(), record_equity_point(), and update_equity_extremes().

◆ commission_type_

CommissionType pineforge::engine_script_run_v18::BacktestEngine::commission_type_ = CommissionType::PERCENT

protected

Definition at line 420 of file engine.hpp.

Referenced by calc_commission().

◆ commission_value_

double pineforge::engine_script_run_v18::BacktestEngine::commission_value_ = 0.0

protected

Definition at line 421 of file engine.hpp.

Referenced by calc_commission().

◆ slippage_

int pineforge::engine_script_run_v18::BacktestEngine::slippage_ = 0

protected

Definition at line 422 of file engine.hpp.

◆ syminfo_mintick_

double pineforge::engine_script_run_v18::BacktestEngine::syminfo_mintick_ = 0.01

protected

Definition at line 423 of file engine.hpp.

Referenced by price_grid_decimals(), round_to_mintick(), set_syminfo_mintick(), and tick_grid_price().

◆ qty_step_

double pineforge::engine_script_run_v18::BacktestEngine::qty_step_ = 0.0

protected

Definition at line 429 of file engine.hpp.

Referenced by apply_exit_qty_step(), apply_percent_exit_qty_step(), and apply_qty_step().

◆ account_currency_fx_

double pineforge::engine_script_run_v18::BacktestEngine::account_currency_fx_ = 1.0

protected

Definition at line 441 of file engine.hpp.

◆ account_currency_fx_timestamps_

std::vector<int64_t> pineforge::engine_script_run_v18::BacktestEngine::account_currency_fx_timestamps_

protected

Definition at line 442 of file engine.hpp.

◆ account_currency_fx_rates_

std::vector<double> pineforge::engine_script_run_v18::BacktestEngine::account_currency_fx_rates_

protected

Definition at line 443 of file engine.hpp.

◆ account_currency_fx_broker_epoch_initialized_

bool pineforge::engine_script_run_v18::BacktestEngine::account_currency_fx_broker_epoch_initialized_ = false

protected

Definition at line 449 of file engine.hpp.

◆ account_currency_fx_broker_epoch_

std::size_t pineforge::engine_script_run_v18::BacktestEngine::account_currency_fx_broker_epoch_ = 0

protected

Definition at line 450 of file engine.hpp.

◆ account_currency_fx_broker_rate_

double pineforge::engine_script_run_v18::BacktestEngine::account_currency_fx_broker_rate_ = 1.0

protected

Definition at line 451 of file engine.hpp.

◆ trade_start_time_

int64_t pineforge::engine_script_run_v18::BacktestEngine::trade_start_time_ = std::numeric_limits<int64_t>::min()

protected

Definition at line 453 of file engine.hpp.

Referenced by set_trade_start_time().

◆ syminfo_

SymInfo pineforge::engine_script_run_v18::BacktestEngine::syminfo_

protected

Definition at line 457 of file engine.hpp.

Referenced by calc_commission(), closed_trade_max_drawdown_percent(), closed_trade_max_runup_percent(), open_profit(), open_trades_capital_held(), set_syminfo_mintick(), set_syminfo_pointvalue(), set_syminfo_session(), set_syminfo_string(), set_syminfo_timezone(), and set_syminfo_type().

◆ last_bar_time_

int64_t pineforge::engine_script_run_v18::BacktestEngine::last_bar_time_ = 0

protected

Definition at line 458 of file engine.hpp.

◆ last_bar_index_

int pineforge::engine_script_run_v18::BacktestEngine::last_bar_index_ = 0

protected

Definition at line 459 of file engine.hpp.

◆ path_order_mode_

int pineforge::engine_script_run_v18::BacktestEngine::path_order_mode_ = 0

protected

Definition at line 468 of file engine.hpp.

Referenced by set_path_order().

◆ is_tail_bar_

bool pineforge::engine_script_run_v18::BacktestEngine::is_tail_bar_ = false

protected

Definition at line 472 of file engine.hpp.

◆ chart_timezone_

std::string pineforge::engine_script_run_v18::BacktestEngine::chart_timezone_

protected

Definition at line 477 of file engine.hpp.

Referenced by chart_timezone(), and set_chart_timezone().

◆ inputs_

std::unordered_map<std::string, std::string> pineforge::engine_script_run_v18::BacktestEngine::inputs_

protected

Definition at line 478 of file engine.hpp.

Referenced by clear_inputs(), and set_input().

◆ syminfo_metadata_

std::unordered_map<std::string, double> pineforge::engine_script_run_v18::BacktestEngine::syminfo_metadata_

protected

Definition at line 485 of file engine.hpp.

Referenced by get_syminfo_metadata().

◆ current_bar_

Bar pineforge::engine_script_run_v18::BacktestEngine::current_bar_

protected

Definition at line 511 of file engine.hpp.

Referenced by _decompose_bar_time(), record_equity_point(), and update_equity_extremes().

◆ bar_index_

int pineforge::engine_script_run_v18::BacktestEngine::bar_index_ = 0

protected

Definition at line 512 of file engine.hpp.

◆ security_next_input_ms_

int64_t pineforge::engine_script_run_v18::BacktestEngine::security_next_input_ms_ = 0

protected

Definition at line 520 of file engine.hpp.

◆ next_order_incarnation_

uint64_t pineforge::engine_script_run_v18::BacktestEngine::next_order_incarnation_ = 1

protected

Definition at line 521 of file engine.hpp.

◆ fold_exit_trail_peak_

double pineforge::engine_script_run_v18::BacktestEngine::fold_exit_trail_peak_ = std::numeric_limits<double>::quiet_NaN()

protected

Definition at line 532 of file engine.hpp.

◆ trades_

std::vector<Trade> pineforge::engine_script_run_v18::BacktestEngine::trades_

protected

◆ range_end_trades_

std::vector<Trade> pineforge::engine_script_run_v18::BacktestEngine::range_end_trades_

protected

Definition at line 542 of file engine.hpp.

Referenced by get_report_trade(), and report_trade_count().

◆ trail_best_price_

double pineforge::engine_script_run_v18::BacktestEngine::trail_best_price_ = std::numeric_limits<double>::quiet_NaN()

protected

Definition at line 621 of file engine.hpp.

Referenced by trail_best_price().

◆ position_close_obligation_

broker::PositionCloseObligation pineforge::engine_script_run_v18::BacktestEngine::position_close_obligation_

protected

Definition at line 625 of file engine.hpp.

◆ net_profit_sum_

double pineforge::engine_script_run_v18::BacktestEngine::net_profit_sum_ = 0.0

protected

Definition at line 630 of file engine.hpp.

Referenced by avg_trade(), current_equity(), net_profit(), record_equity_point(), and update_equity_extremes().

◆ net_profit_roundoff_bound_

double pineforge::engine_script_run_v18::BacktestEngine::net_profit_roundoff_bound_ = 0.0

protected

Definition at line 635 of file engine.hpp.

◆ net_profit_roundoff_value_

double pineforge::engine_script_run_v18::BacktestEngine::net_profit_roundoff_value_ = 0.0

protected

Definition at line 639 of file engine.hpp.

◆ gross_profit_sum_

double pineforge::engine_script_run_v18::BacktestEngine::gross_profit_sum_ = 0.0

protected

Definition at line 640 of file engine.hpp.

Referenced by avg_winning_trade(), gross_profit(), and grossprofit_percent().

◆ gross_loss_sum_

double pineforge::engine_script_run_v18::BacktestEngine::gross_loss_sum_ = 0.0

protected

Definition at line 641 of file engine.hpp.

Referenced by avg_losing_trade(), gross_loss(), and grossloss_percent().

◆ win_trades_count_

int pineforge::engine_script_run_v18::BacktestEngine::win_trades_count_ = 0

protected

Definition at line 642 of file engine.hpp.

Referenced by avg_winning_trade(), avg_winning_trade_percent(), and count_wintrades().

◆ loss_trades_count_

int pineforge::engine_script_run_v18::BacktestEngine::loss_trades_count_ = 0

protected

Definition at line 643 of file engine.hpp.

Referenced by avg_losing_trade(), avg_losing_trade_percent(), and count_losstrades().

◆ max_equity_

double pineforge::engine_script_run_v18::BacktestEngine::max_equity_ = 0.0

protected

Definition at line 646 of file engine.hpp.

Referenced by fold_equity_extreme().

◆ max_drawdown_

double pineforge::engine_script_run_v18::BacktestEngine::max_drawdown_ = 0.0

protected

Definition at line 647 of file engine.hpp.

Referenced by fold_equity_extreme(), and max_drawdown_percent().

◆ max_runup_

double pineforge::engine_script_run_v18::BacktestEngine::max_runup_ = 0.0

protected

Definition at line 648 of file engine.hpp.

Referenced by fold_equity_extreme(), and max_runup_percent().

◆ min_equity_

double pineforge::engine_script_run_v18::BacktestEngine::min_equity_ = 0.0

protected

Definition at line 649 of file engine.hpp.

Referenced by fold_equity_extreme().

◆ equity_curve_

std::vector<pf_equity_point_t> pineforge::engine_script_run_v18::BacktestEngine::equity_curve_

protected

Definition at line 652 of file engine.hpp.

Referenced by record_equity_point().

◆ bars_in_market_

int64_t pineforge::engine_script_run_v18::BacktestEngine::bars_in_market_ = 0

protected

Definition at line 653 of file engine.hpp.

Referenced by record_equity_point().

◆ first_bar_open_

double pineforge::engine_script_run_v18::BacktestEngine::first_bar_open_ = std::numeric_limits<double>::quiet_NaN()

protected

Definition at line 654 of file engine.hpp.

Referenced by record_equity_point().

◆ broker_state_hash_recording_

bool pineforge::engine_script_run_v18::BacktestEngine::broker_state_hash_recording_ = false

protected

Definition at line 660 of file engine.hpp.

Referenced by set_broker_state_hash_recording().

◆ broker_state_hashes_

std::vector<uint64_t> pineforge::engine_script_run_v18::BacktestEngine::broker_state_hashes_

protected

Definition at line 661 of file engine.hpp.

◆ max_contracts_held_all_

double pineforge::engine_script_run_v18::BacktestEngine::max_contracts_held_all_ = 0.0

protected

Definition at line 664 of file engine.hpp.

Referenced by max_contracts_held_all(), and update_equity_extremes().

◆ max_contracts_held_long_

double pineforge::engine_script_run_v18::BacktestEngine::max_contracts_held_long_ = 0.0

protected

Definition at line 665 of file engine.hpp.

Referenced by max_contracts_held_long(), and update_equity_extremes().

◆ max_contracts_held_short_

double pineforge::engine_script_run_v18::BacktestEngine::max_contracts_held_short_ = 0.0

protected

Definition at line 666 of file engine.hpp.

Referenced by max_contracts_held_short(), and update_equity_extremes().

◆ eventrades_count_

int pineforge::engine_script_run_v18::BacktestEngine::eventrades_count_ = 0

protected

Definition at line 669 of file engine.hpp.

Referenced by eventrades().

◆ lot_excursion_hook_

LotExcursionHook pineforge::engine_script_run_v18::BacktestEngine::lot_excursion_hook_

protected

Definition at line 701 of file engine.hpp.

◆ last_script_continuation_hash_

uint64_t pineforge::engine_script_run_v18::BacktestEngine::last_script_continuation_hash_ = 0

protected

Definition at line 706 of file engine.hpp.

◆ last_script_continuation_valid_

bool pineforge::engine_script_run_v18::BacktestEngine::last_script_continuation_valid_ = false

protected

Definition at line 707 of file engine.hpp.

◆ kLevelGridBandPoints

double pineforge::engine_script_run_v18::BacktestEngine::kLevelGridBandPoints = 0.01

staticconstexprprotected

Definition at line 1050 of file engine.hpp.

Referenced by level_on_price_grid().

◆ bar_time_memo_ts_

int64_t pineforge::engine_script_run_v18::BacktestEngine::bar_time_memo_ts_ = std::numeric_limits<int64_t>::min()

mutableprotected

Definition at line 1476 of file engine.hpp.

Referenced by _decompose_bar_time().

◆ bar_time_memo_

BarTime pineforge::engine_script_run_v18::BacktestEngine::bar_time_memo_ {}

mutableprotected

Definition at line 1477 of file engine.hpp.

Referenced by _decompose_bar_time().

◆ bar_magnifier_enabled_

bool pineforge::engine_script_run_v18::BacktestEngine::bar_magnifier_enabled_ = false

protected

Definition at line 1520 of file engine.hpp.

◆ barstate_islast_

bool pineforge::engine_script_run_v18::BacktestEngine::barstate_islast_ = false

protected

Definition at line 1521 of file engine.hpp.

◆ magnifier_samples_

int pineforge::engine_script_run_v18::BacktestEngine::magnifier_samples_ = 4

protected

Definition at line 1525 of file engine.hpp.

◆ magnifier_dist_

MagnifierDistribution pineforge::engine_script_run_v18::BacktestEngine::magnifier_dist_ = MagnifierDistribution::ENDPOINTS

protected

Definition at line 1526 of file engine.hpp.

◆ magnifier_volume_weighted_

bool pineforge::engine_script_run_v18::BacktestEngine::magnifier_volume_weighted_ = false

protected

Definition at line 1530 of file engine.hpp.

Referenced by set_magnifier_volume_weighted().

◆ broker_fill_event_seq_

uint64_t pineforge::engine_script_run_v18::BacktestEngine::broker_fill_event_seq_ = 0

protected

Definition at line 1584 of file engine.hpp.

◆ prev_in_session_

bool pineforge::engine_script_run_v18::BacktestEngine::prev_in_session_ = false

protected

Definition at line 1591 of file engine.hpp.

◆ session_ismarket_

bool pineforge::engine_script_run_v18::BacktestEngine::session_ismarket_ = false

protected

Definition at line 1594 of file engine.hpp.

◆ session_isfirstbar_

bool pineforge::engine_script_run_v18::BacktestEngine::session_isfirstbar_ = false

protected

Definition at line 1595 of file engine.hpp.

◆ session_islastbar_

bool pineforge::engine_script_run_v18::BacktestEngine::session_islastbar_ = false

protected

Definition at line 1596 of file engine.hpp.

◆ input_tf_

std::string pineforge::engine_script_run_v18::BacktestEngine::input_tf_

protected

Definition at line 1613 of file engine.hpp.

◆ script_tf_

std::string pineforge::engine_script_run_v18::BacktestEngine::script_tf_

protected

Definition at line 1614 of file engine.hpp.

Referenced by main_period().

◆ script_tf_seconds_

int pineforge::engine_script_run_v18::BacktestEngine::script_tf_seconds_ = 0

protected

Definition at line 1618 of file engine.hpp.

◆ script_tf_agg_

TimeframeAggregator pineforge::engine_script_run_v18::BacktestEngine::script_tf_agg_

protected

Definition at line 1619 of file engine.hpp.

◆ prev_bar_timestamp_

int64_t pineforge::engine_script_run_v18::BacktestEngine::prev_bar_timestamp_ = 0

protected

Definition at line 1620 of file engine.hpp.

◆ stream_phase_

StreamPhase pineforge::engine_script_run_v18::BacktestEngine::stream_phase_ = StreamPhase::IDLE

protected

Definition at line 1627 of file engine.hpp.

Referenced by stream_is_realtime().

◆ stream_warmup_mode_

bool pineforge::engine_script_run_v18::BacktestEngine::stream_warmup_mode_ = false

protected

Definition at line 1628 of file engine.hpp.

◆ host_mutation_guard_inert_

bool pineforge::engine_script_run_v18::BacktestEngine::host_mutation_guard_inert_ = false

protected

Definition at line 1633 of file engine.hpp.

◆ stream_input_tf_ms_

int64_t pineforge::engine_script_run_v18::BacktestEngine::stream_input_tf_ms_ = 0

protected

Definition at line 1634 of file engine.hpp.

◆ stream_next_input_open_ms_

int64_t pineforge::engine_script_run_v18::BacktestEngine::stream_next_input_open_ms_ = 0

protected

Definition at line 1635 of file engine.hpp.

◆ stream_clock_ms_

int64_t pineforge::engine_script_run_v18::BacktestEngine::stream_clock_ms_ = 0

protected

Definition at line 1636 of file engine.hpp.

◆ stream_last_tick_ms_

int64_t pineforge::engine_script_run_v18::BacktestEngine::stream_last_tick_ms_ = 0

protected

Definition at line 1637 of file engine.hpp.

◆ stream_last_sequence_

uint64_t pineforge::engine_script_run_v18::BacktestEngine::stream_last_sequence_ = 0

protected

Definition at line 1638 of file engine.hpp.

◆ stream_seen_sequence_

bool pineforge::engine_script_run_v18::BacktestEngine::stream_seen_sequence_ = false

protected

Definition at line 1639 of file engine.hpp.

◆ stream_has_input_bar_

bool pineforge::engine_script_run_v18::BacktestEngine::stream_has_input_bar_ = false

protected

Definition at line 1640 of file engine.hpp.

◆ stream_input_bar_

Bar pineforge::engine_script_run_v18::BacktestEngine::stream_input_bar_ {}

protected

Definition at line 1641 of file engine.hpp.

◆ stream_last_price_

double pineforge::engine_script_run_v18::BacktestEngine::stream_last_price_ = 0.0

protected

Definition at line 1642 of file engine.hpp.

◆ stream_has_last_price_

bool pineforge::engine_script_run_v18::BacktestEngine::stream_has_last_price_ = false

protected

Definition at line 1643 of file engine.hpp.

◆ stream_next_script_bar_index_

int pineforge::engine_script_run_v18::BacktestEngine::stream_next_script_bar_index_ = 0

protected

Definition at line 1644 of file engine.hpp.

◆ stream_script_bar_had_tick_

bool pineforge::engine_script_run_v18::BacktestEngine::stream_script_bar_had_tick_ = false

protected

Definition at line 1645 of file engine.hpp.

◆ stream_script_tick_seen_

bool pineforge::engine_script_run_v18::BacktestEngine::stream_script_tick_seen_ = false

protected

Definition at line 1646 of file engine.hpp.

◆ stream_input_mode_

StreamInputMode pineforge::engine_script_run_v18::BacktestEngine::stream_input_mode_ = StreamInputMode::UNSET

protected

Definition at line 1648 of file engine.hpp.

◆ stream_observe_actions_

bool pineforge::engine_script_run_v18::BacktestEngine::stream_observe_actions_ = false

protected

Definition at line 1649 of file engine.hpp.

◆ stream_action_sequence_

uint64_t pineforge::engine_script_run_v18::BacktestEngine::stream_action_sequence_ = 0

protected

Definition at line 1650 of file engine.hpp.

◆ stream_order_actions_

std::vector<StreamOrderAction> pineforge::engine_script_run_v18::BacktestEngine::stream_order_actions_

protected

Definition at line 1651 of file engine.hpp.

Referenced by stream_order_action_at(), stream_order_actions_clear(), and stream_order_actions_len().

◆ security_eval_states_

std::vector<SecurityEvalState> pineforge::engine_script_run_v18::BacktestEngine::security_eval_states_

protected

Definition at line 1683 of file engine.hpp.

◆ security_input_tf_

std::string pineforge::engine_script_run_v18::BacktestEngine::security_input_tf_

protected

Definition at line 1686 of file engine.hpp.

◆ native_security_feeds_

std::vector<NativeSecurityFeed> pineforge::engine_script_run_v18::BacktestEngine::native_security_feeds_

protected

Definition at line 1699 of file engine.hpp.

Referenced by native_security_feed_enabled().

◆ diag_native_security_substitutions_

int64_t pineforge::engine_script_run_v18::BacktestEngine::diag_native_security_substitutions_ = 0

protected

Definition at line 1700 of file engine.hpp.

Referenced by native_security_substitutions().

◆ diag_native_security_misses_

int64_t pineforge::engine_script_run_v18::BacktestEngine::diag_native_security_misses_ = 0

protected

Definition at line 1701 of file engine.hpp.

Referenced by native_security_misses().

◆ chart_day_partition_

NativeDayPartition pineforge::engine_script_run_v18::BacktestEngine::chart_day_partition_

protected

Definition at line 1709 of file engine.hpp.

Referenced by chart_day_partition_installed().

◆ trace_enabled_

bool pineforge::engine_script_run_v18::BacktestEngine::trace_enabled_ = false

protected

Definition at line 1722 of file engine.hpp.

Referenced by set_trace_enabled(), and trace_enabled().

◆ last_run_status_

int pineforge::engine_script_run_v18::BacktestEngine::last_run_status_ = 0

protected

Definition at line 1726 of file engine.hpp.

Referenced by last_run_status().

◆ abort_requested_

AbortFlag pineforge::engine_script_run_v18::BacktestEngine::abort_requested_

protected

Definition at line 1756 of file engine.hpp.

Referenced by check_abort(), and request_abort().

◆ trace_buffer_

std::vector<TraceEntryC> pineforge::engine_script_run_v18::BacktestEngine::trace_buffer_

protected

Definition at line 1762 of file engine.hpp.

◆ trace_names_

std::vector<std::string> pineforge::engine_script_run_v18::BacktestEngine::trace_names_

protected

Definition at line 1763 of file engine.hpp.

◆ trace_name_index_

std::unordered_map<std::string, int32_t> pineforge::engine_script_run_v18::BacktestEngine::trace_name_index_

protected

Definition at line 1764 of file engine.hpp.

◆ diag_input_bars_processed_

int64_t pineforge::engine_script_run_v18::BacktestEngine::diag_input_bars_processed_ = 0

protected

Definition at line 1768 of file engine.hpp.

◆ diag_script_bars_processed_

int64_t pineforge::engine_script_run_v18::BacktestEngine::diag_script_bars_processed_ = 0

protected

Definition at line 1769 of file engine.hpp.

Referenced by script_bars_processed().

◆ diag_magnifier_sub_bars_processed_

int64_t pineforge::engine_script_run_v18::BacktestEngine::diag_magnifier_sub_bars_processed_ = 0

protected

Definition at line 1770 of file engine.hpp.

◆ diag_magnifier_sample_ticks_processed_

int64_t pineforge::engine_script_run_v18::BacktestEngine::diag_magnifier_sample_ticks_processed_ = 0

protected

Definition at line 1771 of file engine.hpp.

◆ diag_script_tf_ratio_

int pineforge::engine_script_run_v18::BacktestEngine::diag_script_tf_ratio_ = 0

protected

Definition at line 1772 of file engine.hpp.

◆ diag_needs_aggregation_

bool pineforge::engine_script_run_v18::BacktestEngine::diag_needs_aggregation_ = false

protected

Definition at line 1773 of file engine.hpp.

◆ last_error_

std::string pineforge::engine_script_run_v18::BacktestEngine::last_error_

protected

Definition at line 1779 of file engine.hpp.

Referenced by last_error().

◆ execution_consumer_slot_

ExecutionConsumerSlot pineforge::engine_script_run_v18::BacktestEngine::execution_consumer_slot_

protected

Definition at line 2236 of file engine.hpp.

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

engine.hpp

Data Structures

Public Member Functions

Static Public Member Functions

Protected Types

Protected Member Functions

Protected Attributes

Static Protected Attributes

Detailed Description

Member Enumeration Documentation

◆ StreamPhase

◆ StreamInputMode

◆ PositionReductionCause

Constructor & Destructor Documentation

◆ BacktestEngine()

◆ ~BacktestEngine()

Member Function Documentation

◆ execution_consumer() [1/2]

◆ execution_consumer() [2/2]

◆ hash_host_extension()

◆ hash_source_extension()

◆ broker_state_hash_projection()

◆ broker_state_hash_from_execution_hash()

◆ get_input_double()

◆ get_input_int()

◆ get_input_int64()

◆ get_input_bool()

◆ get_input_string()

◆ get_syminfo_metadata()

◆ settle_native_execution_at()

◆ settle_with_context()

◆ inspect_native_settlement()

◆ inspect_native_settlement_scoped()

◆ settle_native_execution_scoped_at()

◆ inspect_native_settlement_selected()

◆ settle_native_execution_selected_at()

◆ settle_execution_selected_with_lifecycle()

◆ project_native_settlement_v1()

◆ project_native_settlement_scoped_v1()

◆ project_native_settlement_selected_v1()

◆ inspect_native_reversal_v1()

◆ project_native_reversal_v1()

◆ settle_native_reversal_at_v1()

◆ settle_reversal_with_lifecycle_v1()

◆ marked_equity()

◆ round_to_mintick()

◆ bar_fill_price()

◆ tick_grid_price()

◆ price_grid_decimals()

◆ level_on_price_grid()

◆ broker_tick_bar()

◆ calc_commission()

◆ open_entry_commission()

◆ allocated_entry_commission()

◆ snapshot_entry_commission()

◆ apply_qty_step()

◆ apply_exit_qty_step()

◆ apply_percent_exit_qty_step()

◆ net_profit()

◆ gross_profit()

◆ gross_loss()

◆ current_equity()

◆ max_runup_percent()

◆ grossprofit_percent()

◆ grossloss_percent()

◆ avg_trade()

◆ avg_trade_percent()

◆ avg_winning_trade()

◆ avg_losing_trade()

◆ avg_winning_trade_percent()

◆ avg_losing_trade_percent()

◆ open_trades_capital_held()

◆ open_profit()

◆ count_wintrades()

◆ count_losstrades()

◆ _decompose_bar_time()

◆ _bar_hour()

◆ _bar_minute()

◆ _bar_second()

◆ _bar_dayofmonth()

◆ _bar_dayofweek()