PineForge v0.13.1-379-g9b50973
Deterministic PineScript v6 backtest runtime — C ABI reference
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Data Structures | Public Member Functions | Static Public Member Functions | Data Fields
pineforge::source::PineExecutionAdapter Class Reference

#include <pine_adapter.hpp>

Data Structures

struct  AnchoredRelativeStats
 
struct  FixtureCloseCallsite
 
struct  FixturePendingSnapshot
 
struct  SourceMarginMoney
 

Public Member Functions

 PineExecutionAdapter (compat::pine::CapAttachment attachment=compat::pine::CapAttachment::None)
 
 PineExecutionAdapter (NativeStrategyHost &host, compat::pine::CapAttachment attachment=compat::pine::CapAttachment::None)
 
void bind (NativeStrategyHost &host) noexcept
 
void reset_for_run ()
 
void set_configuration (const PineStrategyConfig &config) noexcept
 
void set_staged_configuration (const StagedConfiguration &staged)
 
void set_begin_mode (bool is_stream, bool bar_magnifier=false) noexcept
 
void set_path_order (NativePathOrder path_order) noexcept
 
NativeRunSpec project (const PineStrategyConfig &, const StagedConfiguration &, const NativeBeginArgs &, NativePathOrder path_order=NativePathOrder::Auto) const
 
void entry (const SourceId &id, bool is_long, double limit_price=std::numeric_limits< double >::quiet_NaN(), double stop_price=std::numeric_limits< double >::quiet_NaN(), double qty=std::numeric_limits< double >::quiet_NaN(), const std::string &comment={}, const std::string &oca_name={}, int oca_type=0, int qty_type=-1)
 
void close (const SourceId &id, const std::string &comment={}, double qty=std::numeric_limits< double >::quiet_NaN(), double qty_percent=std::numeric_limits< double >::quiet_NaN(), bool immediately=false, std::uint64_t callsite_token=0)
 
void close_all ()
 
void exit (const SourceId &exit_id, const SourceId &from_entry, double limit_price, double stop_price, double trail_points=std::numeric_limits< double >::quiet_NaN(), double trail_offset=std::numeric_limits< double >::quiet_NaN(), double trail_price=std::numeric_limits< double >::quiet_NaN(), double qty_percent=100.0, const std::string &comment={}, double qty=std::numeric_limits< double >::quiet_NaN(), const std::string &oca_name={}, double profit_ticks=std::numeric_limits< double >::quiet_NaN(), double loss_ticks=std::numeric_limits< double >::quiet_NaN())
 
void exit_cancel_bracket (const SourceId &exit_id, const SourceId &from_entry, const std::string &comment={})
 
void cancel (const SourceId &id)
 
void cancel_all ()
 
void order (const SourceId &id, bool is_long, double qty, double limit_price=std::numeric_limits< double >::quiet_NaN(), double stop_price=std::numeric_limits< double >::quiet_NaN(), const std::string &oca_name={}, int oca_type=0)
 
native_order::ExecutionTerms resolve_terms (const NativeExecutionTermsFacts &) const
 
void anchor_relative_exits ()
 
std::optional< double > resolve_anchored_level (const NativeAnchoredLevelView &) const
 
const AnchoredRelativeStats & anchored_relative_stats () const noexcept
 
bool core_sizes_default_opening (bool is_long) const
 
NativePrecommitVerdict validate_precommit (const NativePrecommitView &) const
 
SourceMarginMoney source_margin_money (double mark_price, std::int64_t sub_bar_open_ms) const
 
double source_margin_units (const SourceMarginMoney &, bool opening_checkpoint) const
 
double source_margin_fill_price (double fire, bool close_is_buy) const
 
bool source_margin_rounded_tie_veto () const
 
bool margin_check_allowed (const NativeMarginCheckPoint &) const
 
std::optional< NativeMarginDecision > resolve_margin_requirement (const NativeMarginRequirementView &) const
 
std::optional< double > resolve_margin_call_units (const NativeMarginCallView &) const
 
bool source_priced_exit (std::uint64_t incarnation) const noexcept
 
bool source_post_parent_calc_level_fill (std::uint64_t incarnation) const noexcept
 
std::optional< double > source_trail_offset_ticks (std::uint64_t incarnation) const noexcept
 
bool source_margin_exit (std::uint64_t incarnation) const noexcept
 
bool has_pending_market_exit (int current_interval_index=-1) const noexcept
 
bool carried_long_money_precedes_priced_exit (const NativePrecommitView &, double held_units) const
 
void on_bar_open (const Bar &, const NativeDecisionContext &)
 
void on_tick (const Bar &, const NativeTickContext &)
 
void on_bar_close (const Bar &, const NativeDecisionContext &)
 
void on_applied (const native_order::ExecutionAppliedEvent &, const NativeDecisionContext &)
 
void source_batch_end ()
 
std::int64_t chart_day_key (std::int64_t timestamp_ms) const noexcept
 
int short_seed_collision_role_v1 (native_order::RequestHandle) const noexcept
 
const PendingIntentView & pending_intent_view () const noexcept
 
std::vector< FixturePendingSnapshot > fixture_pending_snapshots () const
 
double source_unclosed_qty_for (const SourceId &id) const noexcept
 
int source_entry_slot_count () const noexcept
 
double fixture_close_logical_units (const SourceId &) const noexcept
 
double fixture_close_reserved_units (const SourceId &) const noexcept
 
double fixture_close_first_units (const SourceId &) const noexcept
 
double fixture_callsite_close_reserved_units (std::uint64_t, const SourceId &) const noexcept
 
double fixture_callsite_close_first_units (std::uint64_t, const SourceId &) const noexcept
 
std::size_t fixture_close_reservation_count () const noexcept
 
std::size_t fixture_close_first_count () const noexcept
 
std::size_t fixture_close_logical_count () const noexcept
 
std::size_t fixture_callsite_close_reservation_count () const noexcept
 
std::size_t fixture_callsite_close_first_count () const noexcept
 
double fixture_callsite_close_reserved_total () const noexcept
 
double fixture_close_pending_debt () const noexcept
 
double fixture_close_admitted_total () const noexcept
 
std::vector< FixtureCloseCallsite > fixture_close_callsites () const
 
void set_risk_direction (int direction) noexcept
 
void set_risk_max_cons_loss_days (int value) noexcept
 
void set_risk_max_drawdown (double value, bool percent) noexcept
 
void set_risk_max_intraday_loss (double value, bool percent) noexcept
 
void set_risk_max_position_size (double value) noexcept
 
bool allows_risk_direction (bool is_long) const noexcept
 
bool max_drawdown_is_percent () const noexcept
 
bool max_intraday_loss_is_percent () const noexcept
 
bool take_intraday_loss_relabel (std::uint64_t ordinal) noexcept
 
void set_margin_call_enabled (bool enabled) noexcept
 
void mark_market_pyramid_add (std::uint64_t incarnation)
 
bool market_pyramid_add (std::uint64_t incarnation) const noexcept
 
void enable_intraday_cap () noexcept
 
void attach_execution_adapter () noexcept
 
bool calc_on_order_fills () const noexcept
 
bool process_orders_on_close () const noexcept
 
bool fixture_coof_recalc_active () const noexcept
 
bool fixture_coof_cursor_is_bar_close () const noexcept
 
PineCancellationReceipt * fixture_mutable_cancellation (int index) noexcept
 
void fixture_remove_entry_without_named_cancel (const SourceId &)
 
void begin_source_evaluation () noexcept
 
bool fixture_named_entry_cancel_active (const SourceId &id) const noexcept
 
std::vector< native_order::RequestHandle > take_first_open_newborns ()
 
void observe_terminal_receipts ()
 
void flush_pending_bracket_legs (native_order::RequestHandle just_applied={}, bool post_calculation=true, bool pre_script_drain=false)
 
void flush_pending_entries ()
 
void flush_pending_closes ()
 
void release_delayed_orders (bool explicit_brackets_only=false, double current_open=std::numeric_limits< double >::quiet_NaN())
 
void begin_coof_recalc (const native_order::ExecutionAppliedEvent &, const NativeDecisionContext &, bool first_open, std::uint64_t source_fill_sequence)
 
void end_coof_recalc () noexcept
 
bool suppress_grouped_stop_recalc (const native_order::ExecutionAppliedEvent &, const NativeDecisionContext &) const noexcept
 
std::uint64_t command_sequence_for_exit (const SourceId &exit_id, const SourceId &from_entry={}) const noexcept
 
bool is_open_phase_exit (std::size_t trade_index) const noexcept
 
void permute_exit_phases (std::size_t start, const std::vector< std::size_t > &indices)
 
void hash_state (BrokerStateHashSink &) const
 

Static Public Member Functions

static bool source_kernel_liquidation (const native_order::DefinitionRef &) noexcept
 

Data Fields

compat::pine::IntradayCap cap
 
compat::pine::OrderPriority priority
 
MarketAdmissionJournal admission_journal
 

Detailed Description

Definition at line 712 of file pine_adapter.hpp.

Constructor & Destructor Documentation

◆ PineExecutionAdapter() [1/2]

pineforge::source::PineExecutionAdapter::PineExecutionAdapter ( compat::pine::CapAttachment attachment = compat::pine::CapAttachment::None)
explicit

Definition at line 532 of file pine_adapter.cpp.

References cap.

Referenced by PineExecutionAdapter().

◆ PineExecutionAdapter() [2/2]

pineforge::source::PineExecutionAdapter::PineExecutionAdapter ( NativeStrategyHost & host,
compat::pine::CapAttachment attachment = compat::pine::CapAttachment::None )

Definition at line 537 of file pine_adapter.cpp.

References bind(), and PineExecutionAdapter().

Member Function Documentation

◆ bind()

void pineforge::source::PineExecutionAdapter::bind ( NativeStrategyHost & host)
noexcept

Definition at line 543 of file pine_adapter.cpp.

Referenced by on_applied(), and PineExecutionAdapter().

◆ reset_for_run()

void pineforge::source::PineExecutionAdapter::reset_for_run ( )

Definition at line 1266 of file pine_adapter.cpp.

References admission_journal, and cap.

◆ set_configuration()

void pineforge::source::PineExecutionAdapter::set_configuration ( const PineStrategyConfig & config)
noexcept

Definition at line 1383 of file pine_adapter.cpp.

◆ set_staged_configuration()

void pineforge::source::PineExecutionAdapter::set_staged_configuration ( const StagedConfiguration & staged)

Definition at line 1384 of file pine_adapter.cpp.

◆ set_begin_mode()

void pineforge::source::PineExecutionAdapter::set_begin_mode ( bool is_stream,
bool bar_magnifier = false )
noexcept

Definition at line 1385 of file pine_adapter.cpp.

◆ set_path_order()

void pineforge::source::PineExecutionAdapter::set_path_order ( NativePathOrder path_order)
noexcept

Definition at line 1389 of file pine_adapter.cpp.

◆ project()

NativeRunSpec pineforge::source::PineExecutionAdapter::project ( const PineStrategyConfig & config,
const StagedConfiguration & staged,
const NativeBeginArgs & args,
NativePathOrder path_order = NativePathOrder::Auto ) const

Definition at line 1398 of file pine_adapter.cpp.

References pineforge::native_run_spec_v3::NativeRunSpec::abort_reporting, pineforge::native_run_spec_v3::NativeRunSpec::account_fx, pineforge::source::StagedConfiguration::account_fx, pineforge::native_run_spec_v3::NativeRunSpec::allowed_open_directions, pineforge::engine_script_run_v18::NativeBeginArgs::bar_magnifier, pineforge::engine_script_run_v18::NativeBeginArgs::bars, pineforge::native_run_spec_v3::NativeRunSpec::basecurrency, pineforge::SymInfo::basecurrency, pineforge::native_run_spec_v3::NativeMarginModel::basis, pineforge::source::PineStrategyConfig::calc_on_order_fills, pineforge::native_run_spec_v3::NativeRunSpec::calculation, pineforge::native_run_spec_v3::NativeRunSpec::chart_timezone, pineforge::source::StagedConfiguration::chart_timezone, pineforge::native_run_spec_v3::NativeMarginModel::check, pineforge::native_run_spec_v3::NativeRunSpec::close_execution, pineforge::source::PineStrategyConfig::commission_type, pineforge::source::PineStrategyConfig::commission_value, pineforge::native_run_spec_v3::IntrabarPath::ContinuousSegments, pineforge::native_run_spec_v3::NativeRunSpec::currency, pineforge::SymInfo::currency, pineforge::native_run_spec_v3::NativeRunSpec::description, pineforge::SymInfo::description, pineforge::detect_timeframe(), pineforge::ENDPOINTS, pineforge::native_run_spec_v3::NativeRunSpec::fee_kind, pineforge::native_run_spec_v3::NativeRunSpec::fee_value, pineforge::native_run_spec_v3::NativeRunSpec::identity, pineforge::native_run_spec_v3::NativeRunSpec::initial_capital, pineforge::source::PineStrategyConfig::initial_capital, pineforge::native_run_spec_v3::NativeMarginModel::initial_long, pineforge::native_run_spec_v3::NativeMarginModel::initial_short, pineforge::engine_script_run_v18::NativeBeginArgs::input_tf, pineforge::native_run_spec_v3::NativeRunSpec::input_tf, pineforge::native_run_spec_v3::NativeRunSpec::intrabar, pineforge::engine_script_run_v18::NativeBeginArgs::is_stream, pineforge::source::kCoofLoopGuard, pineforge::native_run_spec_v3::NativeRunSpec::legacy_tolerance, pineforge::native_run_spec_v3::NativeMarginModel::level_base, pineforge::native_run_spec_v3::NativeMarginModel::liquidation_comment, pineforge::native_run_spec_v3::NativeMarginModel::liquidation_label, pineforge::engine_script_run_v18::NativeBeginArgs::magnifier_distribution, pineforge::engine_script_run_v18::NativeBeginArgs::magnifier_samples, pineforge::engine_script_run_v18::NativeBeginArgs::magnifier_volume_weighted, pineforge::engine_script_run_v18::NativeBeginArgs::magnifier_volume_weighted_min_samples, pineforge::native_run_spec_v3::NativeMarginModel::maintenance_long, pineforge::native_run_spec_v3::NativeMarginModel::maintenance_short, pineforge::native_run_spec_v3::NativeRunSpec::margin, pineforge::source::PineStrategyConfig::margin_long, pineforge::source::PineStrategyConfig::margin_short, pineforge::native_run_spec_v3::NativeRunSpec::max_recalculations_per_point, pineforge::SymInfo::mintick, pineforge::engine_script_run_v18::NativeBeginArgs::n, pineforge::native_run_spec_v3::NativeRunSpec::path_order, pineforge::PERCENT, pineforge::native_run_spec_v3::NativeRunSpec::point_value, pineforge::SymInfo::pointvalue, pineforge::native_run_spec_v3::NativeRunSpec::price_tick, pineforge::source::PineStrategyConfig::process_orders_on_close, pineforge::native_run_spec_v3::NativeRunSpec::quantity_grid, pineforge::source::StagedConfiguration::quantity_grid, pineforge::native_run_spec_v3::NativeRunSpec::report_policy, pineforge::engine_script_run_v18::NativeBeginArgs::script_tf, pineforge::native_run_spec_v3::NativeRunSpec::script_tf, pineforge::native_run_spec_v3::NativeRunSpec::session, pineforge::SymInfo::session, pineforge::source::PineStrategyConfig::slippage, pineforge::native_run_spec_v3::NativeRunSpec::slippage_ticks, pineforge::native_run_spec_v3::NativeRunSpec::slot_label_policy, pineforge::source::StagedConfiguration::syminfo, pineforge::tf_ratio(), pineforge::native_run_spec_v3::NativeRunSpec::ticker, pineforge::SymInfo::ticker, pineforge::native_run_spec_v3::NativeRunSpec::tickerid, pineforge::SymInfo::tickerid, pineforge::native_run_spec_v3::NativeRunSpec::timeframe_undetected, pineforge::native_run_spec_v3::NativeRunSpec::timezone, pineforge::SymInfo::timezone, pineforge::native_run_spec_v3::NativeRunSpec::type, pineforge::SymInfo::type, pineforge::native_run_spec_v3::IntrabarPath::value, pineforge::native_run_spec_v3::NativeRunSpec::volumetype, and pineforge::SymInfo::volumetype.

◆ entry()

void pineforge::source::PineExecutionAdapter::entry ( const SourceId & id,
bool is_long,
double limit_price = std::numeric_limits<double>::quiet_NaN(),
double stop_price = std::numeric_limits<double>::quiet_NaN(),
double qty = std::numeric_limits<double>::quiet_NaN(),
const std::string & comment = {},
const std::string & oca_name = {},
int oca_type = 0,
int qty_type = -1 )

Definition at line 4237 of file pine_adapter.cpp.

References pineforge::source::PlacementSnapshot::affordability_close_only, pineforge::source::PlacementSnapshot::affordability_policy_active, pineforge::source::PineSizingSnapshot::at_fill, pineforge::source::PlacementSnapshot::birth, pineforge::source::PlacementSnapshot::birth_reach, cap, pineforge::CASH, pineforge::source::Close, close(), pineforge::source::CloseAll, pineforge::source::PlacementSnapshot::command_ordinal, pineforge::source::PlacementSnapshot::command_sequence, pineforge::native_order::native_order_v6::Request::comment, pineforge::source::PlacementSnapshot::comment, pineforge::native_driver_v5::NativeDecisionContext::coordinate, pineforge::source::PlacementSnapshot::deferred_cohort, pineforge::source::PlacementSnapshot::direction_gate, pineforge::source::Entry, entry(), pineforge::source::PineSizingSnapshot::equity, exit(), pineforge::source::PlacementSnapshot::exit_levels, pineforge::source::ExitLimit, pineforge::source::ExitStop, pineforge::source::ExitTrail, pineforge::source::PlacementSnapshot::family, pineforge::FIXED, pineforge::FLAT, pineforge::source::PlacementSnapshot::forced_execution_price, pineforge::source::PlacementSnapshot::frozen_market_instruction, pineforge::source::PlacementSnapshot::frozen_market_own_units, pineforge::source::PlacementSnapshot::frozen_market_transaction_units, pineforge::source::PlacementSnapshot::frozen_reversal_transaction, pineforge::source::PineSizingSnapshot::frozen_units, pineforge::source::PineSizingSnapshot::fx, pineforge::native_order::native_order_v6::Request::group, pineforge::native_order::native_order_v1::RequestHandle::incarnation, pineforge::native_order::native_order_v6::Request::intent, pineforge::native_driver_v5::NativeCoordinate::interval_index, pineforge::source::PlacementSnapshot::is_long, pineforge::native_order::native_order_v6::Request::label, pineforge::source::PineExitLevels::limit, pineforge::source::PineSizingSnapshot::mark, pineforge::source::PlacementSnapshot::named_cancel_surviving_exit_incarnation, pineforge::source::None, pineforge::source::PlacementSnapshot::oca_name, pineforge::source::PlacementSnapshot::oca_type, pineforge::source::PlacementSnapshot::opening, pineforge::native_order::native_order_v6::Request::owner, pineforge::source::PlacementSnapshot::paired_flat_market_candidate, pineforge::source::PlacementSnapshot::paired_flat_market_own_qty, pineforge::source::PlacementSnapshot::paired_flat_market_transaction_qty, pineforge::source::PlacementSnapshot::paired_reversal_parent, pineforge::native_driver_v5::NativeCoordinate::path_phase, pineforge::PERCENT_OF_EQUITY, PineStrategyHost, pineforge::source::PlacementSnapshot::placement_cycle, pineforge::source::PlacementSnapshot::placement_script_open_ms, pineforge::source::PlacementSnapshot::placement_sub_open_ms, pineforge::source::PineSizingSnapshot::price, pineforge::source::PlacementSnapshot::projection_affordability_equity, pineforge::source::PlacementSnapshot::projection_affordability_held_qty, pineforge::source::PlacementSnapshot::projection_affordability_signal_price, pineforge::source::PlacementSnapshot::projection_after_close, pineforge::source::PlacementSnapshot::projection_created_bar, pineforge::source::PlacementSnapshot::projection_opposite_market_predecessor, pineforge::source::PlacementSnapshot::projection_over_pyramiding, pineforge::source::PlacementSnapshot::projection_position_side, pineforge::source::PlacementSnapshot::qty_type, pineforge::source::PlacementSnapshot::recreated_after_named_cancelled_entry_incarnation, pineforge::source::PlacementSnapshot::replaced_opening, pineforge::source::PlacementSnapshot::replacement_predecessor_market, pineforge::source::PlacementSnapshot::requested_qty, pineforge::source::PlacementSnapshot::retained_parent_topology, pineforge::source::PlacementSnapshot::reverse_to, pineforge::source::PlacementSnapshot::rounded_signal_cost_close_only, pineforge::native_driver_v5::NativeDecisionContext::script_bar_open_ms, pineforge::compat::pine::select_historical_birth_reach(), pineforge::source::PlacementSnapshot::sequential_group, pineforge::source::PlacementSnapshot::sequential_rank, pineforge::source::PlacementSnapshot::sizing, pineforge::source::PlacementSnapshot::source_id, pineforge::source::PlacementSnapshot::source_sequence, pineforge::source::PineExitLevels::stop, pineforge::native_driver_v5::NativeDecisionContext::sub_bar_open_ms, pineforge::source::PlacementSnapshot::terms_priced_reverse, and pineforge::native_order::native_order_v6::Request::trigger.

Referenced by cancel(), close(), entry(), exit(), flush_pending_bracket_legs(), flush_pending_entries(), hash_state(), on_applied(), and order().

◆ close()

void pineforge::source::PineExecutionAdapter::close ( const SourceId & id,
const std::string & comment = {},
double qty = std::numeric_limits<double>::quiet_NaN(),
double qty_percent = std::numeric_limits<double>::quiet_NaN(),
bool immediately = false,
std::uint64_t callsite_token = 0 )

Definition at line 5973 of file pine_adapter.cpp.

References pineforge::source::PlacementSnapshot::birth, cap, pineforge::source::Close, close(), pineforge::source::CloseAll, pineforge::source::PlacementSnapshot::command_ordinal, pineforge::native_order::native_order_v6::Request::comment, pineforge::source::PlacementSnapshot::comment, pineforge::source::PlacementSnapshot::deferred_cohort, pineforge::source::Entry, entry(), pineforge::source::PlacementSnapshot::family, pineforge::FIXED, fixture_close_logical_units(), flush_pending_entries(), pineforge::source::PlacementSnapshot::forced_execution_price, pineforge::source::PlacementSnapshot::from_entry, pineforge::source::PlacementSnapshot::frozen_market_instruction, pineforge::source::PlacementSnapshot::frozen_market_target_was_long, pineforge::source::PlacementSnapshot::frozen_market_targeted_close, pineforge::source::PlacementSnapshot::frozen_market_transaction_units, pineforge::source::PlacementSnapshot::immediately, pineforge::native_order::native_order_v6::Request::intent, pineforge::source::PlacementSnapshot::is_long, pineforge::native_order::native_order_v6::Request::label, pineforge::LONG, pineforge::source::PlacementSnapshot::market_admission, pineforge::native_order::native_order_v6::Request::owner, pineforge::source::PlacementSnapshot::paired_reversal_parent, pineforge::PERCENT_OF_EQUITY, PineStrategyHost, pineforge::source::PlacementSnapshot::placement_cycle, pineforge::source::PlacementSnapshot::placement_script_open_ms, pineforge::source::PlacementSnapshot::placement_sub_open_ms, pineforge::source::PlacementSnapshot::projection_remaining_qty, pineforge::source::PlacementSnapshot::qty_percent, pineforge::source::PlacementSnapshot::requested_qty, pineforge::source::PlacementSnapshot::sizing, pineforge::source::PlacementSnapshot::source_id, and pineforge::native_order::native_order_v6::Request::trigger.

Referenced by close(), close_all(), entry(), and exit().

◆ close_all()

void pineforge::source::PineExecutionAdapter::close_all ( )

Definition at line 6696 of file pine_adapter.cpp.

References close(), pineforge::source::CloseAll, pineforge::native_order::native_order_v6::Request::comment, pineforge::source::PlacementSnapshot::comment, pineforge::source::Entry, pineforge::source::PlacementSnapshot::family, pineforge::native_order::native_order_v6::Request::intent, pineforge::source::PlacementSnapshot::is_long, pineforge::native_order::native_order_v6::Request::label, pineforge::LONG, pineforge::source::PlacementSnapshot::market_admission, pineforge::source::PlacementSnapshot::paired_reversal_parent, PineStrategyHost, pineforge::source::PlacementSnapshot::requested_qty, pineforge::source::PlacementSnapshot::sizing, and pineforge::source::PlacementSnapshot::source_id.

◆ exit()

void pineforge::source::PineExecutionAdapter::exit ( const SourceId & exit_id,
const SourceId & from_entry,
double limit_price,
double stop_price,
double trail_points = std::numeric_limits<double>::quiet_NaN(),
double trail_offset = std::numeric_limits<double>::quiet_NaN(),
double trail_price = std::numeric_limits<double>::quiet_NaN(),
double qty_percent = 100.0,
const std::string & comment = {},
double qty = std::numeric_limits<double>::quiet_NaN(),
const std::string & oca_name = {},
double profit_ticks = std::numeric_limits<double>::quiet_NaN(),
double loss_ticks = std::numeric_limits<double>::quiet_NaN() )

Definition at line 6818 of file pine_adapter.cpp.

References pineforge::source::PlacementSnapshot::birth, pineforge::source::PlacementSnapshot::birth_reach, pineforge::source::PlacementSnapshot::bracket_origin, close(), pineforge::source::PlacementSnapshot::command_sequence, pineforge::native_order::native_order_v6::Request::comment, pineforge::source::PlacementSnapshot::comment, pineforge::source::PlacementSnapshot::defer_until_post_parent_calculation, pineforge::source::PlacementSnapshot::deferred_cohort, pineforge::source::Entry, entry(), exit(), exit_cancel_bracket(), pineforge::source::PlacementSnapshot::exit_levels, pineforge::source::ExitLimit, pineforge::source::ExitStop, pineforge::source::ExitTrail, pineforge::source::PlacementSnapshot::family, pineforge::FIXED, pineforge::source::PlacementSnapshot::fixed_exit_reservation, pineforge::FLAT, pineforge::source::PlacementSnapshot::forced_execution_price, pineforge::source::PlacementSnapshot::from_entry, pineforge::native_order::native_order_v6::Request::group, pineforge::compat::pine::historical_cascade_reach(), pineforge::native_order::native_order_v6::Request::intent, pineforge::source::PlacementSnapshot::is_long, pineforge::native_order::native_order_v6::Request::label, pineforge::source::PineExitLevels::limit, pineforge::LONG, pineforge::source::PlacementSnapshot::oca_name, pineforge::native_order::native_order_v6::Request::owner, pineforge::PERCENT, pineforge::source::PlacementSnapshot::placement_cycle, pineforge::source::PlacementSnapshot::placement_script_open_ms, pineforge::source::PlacementSnapshot::placement_sub_open_ms, pineforge::source::PineSizingSnapshot::price, pineforge::source::PlacementSnapshot::projection_coof_at_terminal, pineforge::source::PlacementSnapshot::projection_coof_mid_bar, pineforge::source::PlacementSnapshot::projection_created_bar, pineforge::source::PlacementSnapshot::projection_created_bar_pinned, pineforge::source::PlacementSnapshot::projection_created_during_coof, pineforge::source::PlacementSnapshot::projection_position_side, pineforge::source::PlacementSnapshot::projection_predecessor, pineforge::source::PlacementSnapshot::projection_remaining_qty, pineforge::source::PlacementSnapshot::qty_percent, pineforge::source::PlacementSnapshot::requested_qty, pineforge::source::PlacementSnapshot::reservation_deferred_to_pending_entry, pineforge::source::PlacementSnapshot::retained_trail_best, pineforge::compat::pine::select_historical_birth_reach(), pineforge::SHORT, pineforge::source::PlacementSnapshot::sizing, pineforge::source::PlacementSnapshot::source_id, pineforge::source::PlacementSnapshot::source_sequence, pineforge::source::PineExitLevels::stop, pineforge::source::PlacementSnapshot::trail_activation_level, pineforge::source::PineExitLevels::trail_offset, pineforge::source::PineExitLevels::trail_price, and pineforge::native_order::native_order_v6::Request::trigger.

Referenced by carried_long_money_precedes_priced_exit(), entry(), exit(), hash_state(), on_applied(), on_bar_open(), and validate_precommit().

◆ exit_cancel_bracket()

void pineforge::source::PineExecutionAdapter::exit_cancel_bracket ( const SourceId & exit_id,
const SourceId & from_entry,
const std::string & comment = {} )

Definition at line 9644 of file pine_adapter.cpp.

Referenced by exit().

◆ cancel()

void pineforge::source::PineExecutionAdapter::cancel ( const SourceId & id)

Definition at line 9671 of file pine_adapter.cpp.

References pineforge::source::Entry, entry(), pineforge::source::ExitLimit, pineforge::source::ExitStop, pineforge::source::ExitTrail, pineforge::source::PlacementSnapshot::frozen_market_targeted_close, and pineforge::source::PlacementSnapshot::requested_qty.

◆ cancel_all()

void pineforge::source::PineExecutionAdapter::cancel_all ( )

Definition at line 9721 of file pine_adapter.cpp.

Referenced by on_applied().

◆ order()

void pineforge::source::PineExecutionAdapter::order ( const SourceId & id,
bool is_long,
double qty,
double limit_price = std::numeric_limits<double>::quiet_NaN(),
double stop_price = std::numeric_limits<double>::quiet_NaN(),
const std::string & oca_name = {},
int oca_type = 0 )

Definition at line 9739 of file pine_adapter.cpp.

References pineforge::source::PineSizingSnapshot::at_fill, pineforge::CASH, pineforge::source::CloseAll, pineforge::source::PlacementSnapshot::command_sequence, pineforge::source::Entry, entry(), pineforge::source::PlacementSnapshot::exit_levels, pineforge::source::PlacementSnapshot::family, pineforge::FLAT, flush_pending_entries(), pineforge::source::PlacementSnapshot::forced_execution_price, pineforge::source::PineSizingSnapshot::frozen_units, pineforge::native_order::native_order_v6::Request::group, pineforge::native_order::native_order_v6::Request::intent, pineforge::source::PlacementSnapshot::is_long, pineforge::native_order::native_order_v6::Request::label, pineforge::source::PineExitLevels::limit, pineforge::source::PlacementSnapshot::oca_name, pineforge::source::PlacementSnapshot::oca_type, pineforge::source::Order, pineforge::PERCENT_OF_EQUITY, pineforge::source::PlacementSnapshot::placement_script_open_ms, pineforge::source::PlacementSnapshot::placement_sub_open_ms, pineforge::source::PineSizingSnapshot::price, pineforge::price, pineforge::source::PlacementSnapshot::projection_created_bar, pineforge::source::PlacementSnapshot::projection_position_side, pineforge::source::PlacementSnapshot::requested_qty, pineforge::source::PlacementSnapshot::sizing, pineforge::source::PlacementSnapshot::source_id, pineforge::source::PineExitLevels::stop, and pineforge::native_order::native_order_v6::Request::trigger.

Referenced by hash_state(), and release_delayed_orders().

◆ resolve_terms()

native_order::ExecutionTerms pineforge::source::PineExecutionAdapter::resolve_terms ( const NativeExecutionTermsFacts & facts) const

Definition at line 9964 of file pine_adapter.cpp.

References pineforge::engine_script_run_v18::NativeExecutionTermsFacts::active_fx, cap, pineforge::CASH, pineforge::source::Close, pineforge::source::CloseAll, pineforge::engine_script_run_v18::NativeExecutionTermsFacts::cursor, pineforge::engine_script_run_v18::NativeExecutionTermsFacts::default_resolved_price, pineforge::engine_script_run_v18::NativeExecutionTermsFacts::definition, pineforge::native_run_spec_v3::IntrabarPath::DistributionSamples, pineforge::source::Entry, pineforge::source::PineSizingSnapshot::equity, pineforge::source::ExitLimit, pineforge::source::ExitStop, pineforge::source::ExitTrail, pineforge::FIXED, pineforge::FLAT, pineforge::source::PineSizingSnapshot::fx, pineforge::native_order::native_order_v1::RequestHandle::incarnation, pineforge::native_driver_v5::NativeCoordinate::interval_index, pineforge::engine_script_run_v18::NativeExecutionTermsFacts::is_buy, pineforge::LONG, pineforge::engine_script_run_v18::NativePhysicalPosition::lot_count, pineforge::source::Margin, pineforge::source::PineSizingSnapshot::mark, pineforge::engine_script_run_v18::NativeExecutionTermsFacts::opposite_book_units, pineforge::source::Order, pineforge::native_driver_v5::NativeCoordinate::path_phase, pineforge::PERCENT, pineforge::PERCENT_OF_EQUITY, PineStrategyHost, pineforge::native_order::native_order_v6::MatchCursor::point, pineforge::engine_script_run_v18::NativeExecutionTermsFacts::position, pineforge::source::PineSizingSnapshot::price, pineforge::price, pineforge::engine_script_run_v18::NativeExecutionTermsFacts::price_kind, pineforge::native_driver_v5::NativeCoordinate::provenance, pineforge::engine_script_run_v18::NativeExecutionTermsFacts::raw_price, pineforge::engine_script_run_v18::NativeExecutionTermsFacts::remaining, pineforge::engine_script_run_v18::NativeExecutionTermsFacts::scope, pineforge::engine_script_run_v18::NativeExecutionTermsFacts::scope_exposure_units, pineforge::SHORT, pineforge::engine_script_run_v18::NativePhysicalPosition::signed_units, source_margin_fill_price(), pineforge::engine_script_run_v18::NativeExecutionTermsFacts::target, pineforge::engine_script_run_v18::NativeExecutionTermsFacts::trigger_level, and pineforge::engine_script_run_v18::NativeExecutionTermsFacts::trigger_state.

◆ anchor_relative_exits()

void pineforge::source::PineExecutionAdapter::anchor_relative_exits ( )

Definition at line 9380 of file pine_adapter.cpp.

References pineforge::native_order::native_order_v6::Request::anchor, pineforge::native_order::native_order_v6::Request::comment, pineforge::native_order::native_order_v6::Request::group, pineforge::native_order::native_order_v6::Request::intent, pineforge::native_order::native_order_v6::Request::label, pineforge::native_order::native_order_v6::Request::owner, and pineforge::native_order::native_order_v6::Request::trigger.

◆ resolve_anchored_level()

std::optional< double > pineforge::source::PineExecutionAdapter::resolve_anchored_level ( const NativeAnchoredLevelView & view) const

Definition at line 9596 of file pine_adapter.cpp.

References pineforge::source::ExitLimit, pineforge::source::ExitStop, pineforge::engine_script_run_v18::NativeAnchoredLevelView::kernel_level, and pineforge::native_order::native_order_v6::Request::trigger.

◆ anchored_relative_stats()

const AnchoredRelativeStats & pineforge::source::PineExecutionAdapter::anchored_relative_stats ( ) const
inlinenoexcept

Definition at line 795 of file pine_adapter.hpp.

◆ core_sizes_default_opening()

bool pineforge::source::PineExecutionAdapter::core_sizes_default_opening ( bool is_long) const

Definition at line 1778 of file pine_adapter.cpp.

References pineforge::source::PineSizingSnapshot::equity, pineforge::source::PineSizingSnapshot::mark, and pineforge::source::PineSizingSnapshot::price.

◆ validate_precommit()

NativePrecommitVerdict pineforge::source::PineExecutionAdapter::validate_precommit ( const NativePrecommitView & view) const

Definition at line 11323 of file pine_adapter.cpp.

References pineforge::engine_script_run_v18::NativePrecommitView::account, cap, carried_long_money_precedes_priced_exit(), pineforge::CASH, pineforge::source::Close, pineforge::source::CloseAll, pineforge::engine_script_run_v18::NativePrecommitView::current, pineforge::engine_script_run_v18::NativePrecommitView::cursor, pineforge::engine_script_run_v18::NativePrecommitView::definition, pineforge::native_driver_v5::NativeCoordinate::effective_time_ms, pineforge::source::Entry, exit(), pineforge::source::ExitLimit, pineforge::source::ExitStop, pineforge::source::ExitTrail, pineforge::source::PlacementSnapshot::family, pineforge::FIXED, pineforge::FLAT, pineforge::native_order::native_order_v1::RequestHandle::incarnation, pineforge::execution::settlement_projection_v1::AccountEffectProjection::incoming_short, pineforge::engine_script_run_v18::NativePrecommitView::inspected_closed_units, pineforge::engine_script_run_v18::NativePrecommitView::inspected_opened_units, pineforge::native_driver_v5::NativeCoordinate::interval_index, pineforge::LONG, pineforge::source::Margin, pineforge::execution::settlement_projection_v1::AccountEffectProjection::marked_equity, pineforge::source::Order, pineforge::native_driver_v5::NativeCoordinate::path_phase, pineforge::PERCENT, pineforge::PERCENT_OF_EQUITY, PineStrategyHost, pineforge::native_order::native_order_v6::MatchCursor::point, pineforge::engine_script_run_v18::NativePrecommitView::raw_price, pineforge::execution::settlement_projection_v1::AccountEffectProjection::realized_balance, pineforge::engine_script_run_v18::NativePrecommitView::resolved_price, pineforge::execution::settlement_projection_v1::AccountEffectProjection::resulting_abs_notional, source_kernel_liquidation(), pineforge::engine_script_run_v18::NativePrecommitView::target, and pineforge::execution::settlement_projection_v1::AccountEffectProjection::would_open.

◆ source_margin_money()

PineExecutionAdapter::SourceMarginMoney pineforge::source::PineExecutionAdapter::source_margin_money ( double mark_price,
std::int64_t sub_bar_open_ms ) const

Definition at line 12158 of file pine_adapter.cpp.

References pineforge::source::PineExecutionAdapter::SourceMarginMoney::equity, pineforge::source::PineExecutionAdapter::SourceMarginMoney::exact_required, pineforge::source::PineExecutionAdapter::SourceMarginMoney::held, pineforge::source::PineExecutionAdapter::SourceMarginMoney::mark, pineforge::source::PineExecutionAdapter::SourceMarginMoney::required, pineforge::source::PineExecutionAdapter::SourceMarginMoney::unit_margin, and pineforge::source::PineExecutionAdapter::SourceMarginMoney::valid.

Referenced by resolve_margin_call_units(), and resolve_margin_requirement().

◆ source_margin_units()

double pineforge::source::PineExecutionAdapter::source_margin_units ( const SourceMarginMoney & money,
bool opening_checkpoint ) const

Definition at line 12200 of file pine_adapter.cpp.

References pineforge::source::PineExecutionAdapter::SourceMarginMoney::equity, pineforge::source::PineExecutionAdapter::SourceMarginMoney::exact_required, pineforge::source::PineExecutionAdapter::SourceMarginMoney::held, pineforge::source::PineExecutionAdapter::SourceMarginMoney::required, pineforge::source::PineExecutionAdapter::SourceMarginMoney::unit_margin, and pineforge::source::PineExecutionAdapter::SourceMarginMoney::valid.

Referenced by resolve_margin_call_units().

◆ source_margin_fill_price()

double pineforge::source::PineExecutionAdapter::source_margin_fill_price ( double fire,
bool close_is_buy ) const

Definition at line 12243 of file pine_adapter.cpp.

Referenced by resolve_terms().

◆ source_margin_rounded_tie_veto()

bool pineforge::source::PineExecutionAdapter::source_margin_rounded_tie_veto ( ) const

Definition at line 12258 of file pine_adapter.cpp.

References pineforge::source::PineSizingSnapshot::frozen_units, pineforge::PERCENT_OF_EQUITY, and pineforge::source::PlacementSnapshot::sizing.

Referenced by margin_check_allowed().

◆ margin_check_allowed()

bool pineforge::source::PineExecutionAdapter::margin_check_allowed ( const NativeMarginCheckPoint & point) const

Definition at line 12303 of file pine_adapter.cpp.

References pineforge::engine_script_run_v18::NativeMarginCheckPoint::cursor, pineforge::engine_script_run_v18::NativeMarginCheckPoint::kind, pineforge::engine_script_run_v18::NativeMarginCheckPoint::liquidation_resting, pineforge::native_driver_v5::NativeCoordinate::ordinal, pineforge::native_order::native_order_v6::MatchCursor::point, and source_margin_rounded_tie_veto().

◆ resolve_margin_requirement()

std::optional< NativeMarginDecision > pineforge::source::PineExecutionAdapter::resolve_margin_requirement ( const NativeMarginRequirementView & view) const

Definition at line 12336 of file pine_adapter.cpp.

References pineforge::engine_script_run_v18::NativeMarginRequirementView::cursor, pineforge::engine_script_run_v18::NativeMarginDecision::equity, pineforge::engine_script_run_v18::NativeMarginRequirementView::mark, pineforge::native_driver_v5::NativeCoordinate::open_ms, pineforge::native_order::native_order_v6::MatchCursor::point, pineforge::engine_script_run_v18::NativeMarginDecision::required, and source_margin_money().

◆ resolve_margin_call_units()

std::optional< double > pineforge::source::PineExecutionAdapter::resolve_margin_call_units ( const NativeMarginCallView & view) const

Definition at line 12349 of file pine_adapter.cpp.

References pineforge::engine_script_run_v18::NativeMarginCallView::cursor, pineforge::engine_script_run_v18::NativeMarginCallView::mark, pineforge::native_driver_v5::NativeCoordinate::open_ms, pineforge::native_order::native_order_v6::MatchCursor::point, pineforge::engine_script_run_v18::NativeMarginCallView::position, pineforge::engine_script_run_v18::NativePhysicalPosition::signed_units, source_margin_money(), and source_margin_units().

◆ source_priced_exit()

bool pineforge::source::PineExecutionAdapter::source_priced_exit ( std::uint64_t incarnation) const
noexcept

Definition at line 11187 of file pine_adapter.cpp.

References pineforge::source::ExitLimit, pineforge::source::ExitStop, and pineforge::source::ExitTrail.

◆ source_post_parent_calc_level_fill()

bool pineforge::source::PineExecutionAdapter::source_post_parent_calc_level_fill ( std::uint64_t incarnation) const
noexcept

Definition at line 11176 of file pine_adapter.cpp.

◆ source_trail_offset_ticks()

std::optional< double > pineforge::source::PineExecutionAdapter::source_trail_offset_ticks ( std::uint64_t incarnation) const
noexcept

Definition at line 11201 of file pine_adapter.cpp.

References pineforge::source::ExitTrail, and pineforge::compat::pine::trail_offset_to_ticks().

◆ source_margin_exit()

bool pineforge::source::PineExecutionAdapter::source_margin_exit ( std::uint64_t incarnation) const
noexcept

Definition at line 11209 of file pine_adapter.cpp.

References pineforge::source::Margin.

◆ source_kernel_liquidation()

bool pineforge::source::PineExecutionAdapter::source_kernel_liquidation ( const native_order::DefinitionRef & definition)
staticnoexcept

Definition at line 11218 of file pine_adapter.cpp.

Referenced by pineforge::source::PineStrategyHost::validate_execution_precommit(), and validate_precommit().

◆ has_pending_market_exit()

bool pineforge::source::PineExecutionAdapter::has_pending_market_exit ( int current_interval_index = -1) const
noexcept

Definition at line 11224 of file pine_adapter.cpp.

References pineforge::source::Close, pineforge::source::CloseAll, pineforge::source::Entry, pineforge::FLAT, pineforge::LONG, and pineforge::SHORT.

◆ carried_long_money_precedes_priced_exit()

bool pineforge::source::PineExecutionAdapter::carried_long_money_precedes_priced_exit ( const NativePrecommitView & view,
double held_units ) const

Definition at line 11256 of file pine_adapter.cpp.

References cap, pineforge::engine_script_run_v18::NativePrecommitView::cursor, pineforge::native_driver_v5::NativeCoordinate::effective_time_ms, exit(), pineforge::source::ExitLimit, pineforge::source::ExitStop, pineforge::native_driver_v5::NativeCoordinate::interval_index, pineforge::source::Margin, pineforge::native_order::native_order_v6::MatchCursor::point, pineforge::engine_script_run_v18::NativePrecommitView::raw_price, and pineforge::engine_script_run_v18::NativePrecommitView::target.

Referenced by validate_precommit().

◆ on_bar_open()

void pineforge::source::PineExecutionAdapter::on_bar_open ( const Bar & bar,
const NativeDecisionContext & context )

Definition at line 14351 of file pine_adapter.cpp.

References cap, chart_day_key(), pineforge::source::Close, pineforge::source::CloseAll, pineforge::native_driver_v5::NativeDecisionContext::coordinate, pineforge::source::Entry, exit(), pineforge::source::ExitLimit, pineforge::source::ExitStop, pineforge::source::ExitTrail, pineforge::Bar::high, pineforge::native_driver_v5::NativeCoordinate::interval_index, pineforge::Bar::low, observe_terminal_receipts(), pineforge::Bar::open, pineforge::source::Order, release_delayed_orders(), pineforge::native_driver_v5::NativeDecisionContext::script_bar_open_ms, source_batch_end(), pineforge::native_driver_v5::NativeDecisionContext::sub_bar_open_ms, pineforge::native_driver_v5::NativeDecisionContext::sub_index, and pineforge::Bar::timestamp.

◆ on_tick()

void pineforge::source::PineExecutionAdapter::on_tick ( const Bar & tick,
const NativeTickContext & context )

Definition at line 14542 of file pine_adapter.cpp.

References pineforge::Bar::close, and pineforge::engine_script_run_v18::NativeTickContext::decision.

◆ on_bar_close()

void pineforge::source::PineExecutionAdapter::on_bar_close ( const Bar & bar,
const NativeDecisionContext & context )

Definition at line 14849 of file pine_adapter.cpp.

References pineforge::Bar::close, pineforge::source::Entry, pineforge::Bar::high, pineforge::source::PlacementSnapshot::opening, pineforge::PERCENT, and pineforge::native_driver_v5::NativeDecisionContext::script_bar_open_ms.

◆ on_applied()

void pineforge::source::PineExecutionAdapter::on_applied ( const native_order::ExecutionAppliedEvent & event,
const NativeDecisionContext & context )

Definition at line 14949 of file pine_adapter.cpp.

References bind(), pineforge::source::PlacementSnapshot::bracket_origin, cancel_all(), pineforge::source::PlacementSnapshot::cancellation, chart_day_key(), pineforge::source::Close, pineforge::source::CloseAll, pineforge::native_order::native_order_v6::ExecutionAppliedEvent::closed_trade_count, pineforge::native_order::native_order_v6::ExecutionAppliedEvent::closed_units, pineforge::native_order::native_order_v6::Request::comment, pineforge::source::PlacementSnapshot::comment, pineforge::native_driver_v5::NativeDecisionContext::coordinate, pineforge::source::PlacementSnapshot::deferred_cohort, pineforge::native_order::native_order_v6::ExecutionAppliedEvent::definition, pineforge::source::Dependency, pineforge::source::Entry, entry(), exit(), pineforge::source::PlacementSnapshot::exit_levels, pineforge::source::ExitLimit, pineforge::source::ExitStop, pineforge::source::ExitTrail, pineforge::source::PlacementSnapshot::family, pineforge::FIXED, pineforge::source::PlacementSnapshot::fixed_exit_reservation, pineforge::FLAT, flush_pending_bracket_legs(), pineforge::source::PlacementSnapshot::forced_execution_price, pineforge::source::PlacementSnapshot::from_entry, pineforge::native_order::native_order_v6::Request::group, pineforge::native_order::native_order_v6::ExecutionAppliedEvent::handle(), pineforge::source::PlacementSnapshot::immediately, pineforge::native_order::native_order_v1::RequestHandle::incarnation, pineforge::native_order::native_order_v6::Request::intent, pineforge::native_driver_v5::NativeCoordinate::interval_index, pineforge::source::PlacementSnapshot::is_long, pineforge::source::kIntradayLossComment, pineforge::native_order::native_order_v6::Request::label, pineforge::source::PineExitLevels::limit, pineforge::LONG, pineforge::source::Margin, pineforge::source::PlacementSnapshot::market_admission, market_pyramid_add(), pineforge::source::PlacementSnapshot::oca_name, pineforge::native_order::native_order_v6::ExecutionAppliedEvent::opened_units, pineforge::source::PlacementSnapshot::opening, pineforge::source::Order, pineforge::native_driver_v5::NativeCoordinate::ordinal, pineforge::native_order::native_order_v6::ExecutionAppliedEvent::ordinal, pineforge::native_order::native_order_v6::Request::owner, pineforge::native_driver_v5::NativeCoordinate::path_phase, pineforge::PERCENT, pineforge::PERCENT_OF_EQUITY, PineStrategyHost, pineforge::source::PlacementSnapshot::projection_remaining_qty, pineforge::source::PlacementSnapshot::qty_percent, pineforge::native_order::native_order_v6::ExecutionAppliedEvent::raw_price, pineforge::native_order::native_order_v6::ExecutionAppliedEvent::request(), pineforge::source::PlacementSnapshot::requested_qty, pineforge::native_order::native_order_v6::ExecutionAppliedEvent::resolved_price, pineforge::source::PlacementSnapshot::restored_after_margin, pineforge::source::Risk, pineforge::native_driver_v5::NativeDecisionContext::script_bar_open_ms, pineforge::source::PlacementSnapshot::sizing, pineforge::source::PlacementSnapshot::source_id, pineforge::source::PineExitLevels::stop, pineforge::native_driver_v5::NativeDecisionContext::sub_bar_open_ms, pineforge::native_driver_v5::NativeDecisionContext::sub_count, pineforge::native_order::native_order_v6::ExecutionAppliedEvent::terminal, and pineforge::native_order::native_order_v6::Request::trigger.

◆ source_batch_end()

void pineforge::source::PineExecutionAdapter::source_batch_end ( )

Definition at line 13458 of file pine_adapter.cpp.

References cap.

Referenced by on_bar_open().

◆ chart_day_key()

std::int64_t pineforge::source::PineExecutionAdapter::chart_day_key ( std::int64_t timestamp_ms) const
noexcept

Definition at line 11995 of file pine_adapter.cpp.

Referenced by on_applied(), and on_bar_open().

◆ short_seed_collision_role_v1()

int pineforge::source::PineExecutionAdapter::short_seed_collision_role_v1 ( native_order::RequestHandle handle) const
noexcept

Definition at line 16404 of file pine_adapter.cpp.

◆ pending_intent_view()

const PendingIntentView & pineforge::source::PineExecutionAdapter::pending_intent_view ( ) const
inlinenoexcept

Definition at line 864 of file pine_adapter.hpp.

References pending_intent_view(), and PendingIntentView.

Referenced by pending_intent_view().

◆ fixture_pending_snapshots()

std::vector< PineExecutionAdapter::FixturePendingSnapshot > pineforge::source::PineExecutionAdapter::fixture_pending_snapshots ( ) const

Definition at line 16420 of file pine_adapter.cpp.

◆ source_unclosed_qty_for()

double pineforge::source::PineExecutionAdapter::source_unclosed_qty_for ( const SourceId & id) const
inlinenoexcept

Definition at line 871 of file pine_adapter.hpp.

◆ source_entry_slot_count()

int pineforge::source::PineExecutionAdapter::source_entry_slot_count ( ) const
noexcept

Definition at line 2712 of file pine_adapter.cpp.

◆ fixture_close_logical_units()

double pineforge::source::PineExecutionAdapter::fixture_close_logical_units ( const SourceId & id) const
noexcept

Definition at line 16484 of file pine_adapter.cpp.

Referenced by close().

◆ fixture_close_reserved_units()

double pineforge::source::PineExecutionAdapter::fixture_close_reserved_units ( const SourceId & id) const
noexcept

Definition at line 16490 of file pine_adapter.cpp.

◆ fixture_close_first_units()

double pineforge::source::PineExecutionAdapter::fixture_close_first_units ( const SourceId & id) const
noexcept

Definition at line 16496 of file pine_adapter.cpp.

◆ fixture_callsite_close_reserved_units()

double pineforge::source::PineExecutionAdapter::fixture_callsite_close_reserved_units ( std::uint64_t token,
const SourceId & id ) const
noexcept

Definition at line 16502 of file pine_adapter.cpp.

◆ fixture_callsite_close_first_units()

double pineforge::source::PineExecutionAdapter::fixture_callsite_close_first_units ( std::uint64_t token,
const SourceId & id ) const
noexcept

Definition at line 16510 of file pine_adapter.cpp.

◆ fixture_close_reservation_count()

std::size_t pineforge::source::PineExecutionAdapter::fixture_close_reservation_count ( ) const
noexcept

Definition at line 16518 of file pine_adapter.cpp.

◆ fixture_close_first_count()

std::size_t pineforge::source::PineExecutionAdapter::fixture_close_first_count ( ) const
noexcept

Definition at line 16522 of file pine_adapter.cpp.

◆ fixture_close_logical_count()

std::size_t pineforge::source::PineExecutionAdapter::fixture_close_logical_count ( ) const
inlinenoexcept

Definition at line 884 of file pine_adapter.hpp.

References fixture_close_logical_count().

Referenced by fixture_close_logical_count().

◆ fixture_callsite_close_reservation_count()

std::size_t pineforge::source::PineExecutionAdapter::fixture_callsite_close_reservation_count ( ) const
noexcept

Definition at line 16526 of file pine_adapter.cpp.

◆ fixture_callsite_close_first_count()

std::size_t pineforge::source::PineExecutionAdapter::fixture_callsite_close_first_count ( ) const
noexcept

Definition at line 16532 of file pine_adapter.cpp.

◆ fixture_callsite_close_reserved_total()

double pineforge::source::PineExecutionAdapter::fixture_callsite_close_reserved_total ( ) const
noexcept

Definition at line 16538 of file pine_adapter.cpp.

◆ fixture_close_pending_debt()

double pineforge::source::PineExecutionAdapter::fixture_close_pending_debt ( ) const
inlinenoexcept

Definition at line 890 of file pine_adapter.hpp.

References fixture_close_pending_debt().

Referenced by fixture_close_pending_debt().

◆ fixture_close_admitted_total()

double pineforge::source::PineExecutionAdapter::fixture_close_admitted_total ( ) const
inlinenoexcept

Definition at line 893 of file pine_adapter.hpp.

◆ fixture_close_callsites()

std::vector< PineExecutionAdapter::FixtureCloseCallsite > pineforge::source::PineExecutionAdapter::fixture_close_callsites ( ) const

Definition at line 16546 of file pine_adapter.cpp.

◆ set_risk_direction()

void pineforge::source::PineExecutionAdapter::set_risk_direction ( int direction)
noexcept

Definition at line 16589 of file pine_adapter.cpp.

◆ set_risk_max_cons_loss_days()

void pineforge::source::PineExecutionAdapter::set_risk_max_cons_loss_days ( int value)
noexcept

Definition at line 16590 of file pine_adapter.cpp.

◆ set_risk_max_drawdown()

void pineforge::source::PineExecutionAdapter::set_risk_max_drawdown ( double value,
bool percent )
noexcept

Definition at line 16591 of file pine_adapter.cpp.

◆ set_risk_max_intraday_loss()

void pineforge::source::PineExecutionAdapter::set_risk_max_intraday_loss ( double value,
bool percent )
noexcept

Definition at line 16595 of file pine_adapter.cpp.

◆ set_risk_max_position_size()

void pineforge::source::PineExecutionAdapter::set_risk_max_position_size ( double value)
noexcept

Definition at line 16599 of file pine_adapter.cpp.

◆ allows_risk_direction()

bool pineforge::source::PineExecutionAdapter::allows_risk_direction ( bool is_long) const
inlinenoexcept

Definition at line 903 of file pine_adapter.hpp.

◆ max_drawdown_is_percent()

bool pineforge::source::PineExecutionAdapter::max_drawdown_is_percent ( ) const
inlinenoexcept

Definition at line 906 of file pine_adapter.hpp.

◆ max_intraday_loss_is_percent()

bool pineforge::source::PineExecutionAdapter::max_intraday_loss_is_percent ( ) const
inlinenoexcept

Definition at line 907 of file pine_adapter.hpp.

◆ take_intraday_loss_relabel()

bool pineforge::source::PineExecutionAdapter::take_intraday_loss_relabel ( std::uint64_t ordinal)
noexcept

Definition at line 16415 of file pine_adapter.cpp.

◆ set_margin_call_enabled()

void pineforge::source::PineExecutionAdapter::set_margin_call_enabled ( bool enabled)
noexcept

Definition at line 16600 of file pine_adapter.cpp.

◆ mark_market_pyramid_add()

void pineforge::source::PineExecutionAdapter::mark_market_pyramid_add ( std::uint64_t incarnation)

Definition at line 16603 of file pine_adapter.cpp.

◆ market_pyramid_add()

bool pineforge::source::PineExecutionAdapter::market_pyramid_add ( std::uint64_t incarnation) const
inlinenoexcept

Definition at line 922 of file pine_adapter.hpp.

Referenced by on_applied().

◆ enable_intraday_cap()

void pineforge::source::PineExecutionAdapter::enable_intraday_cap ( )
noexcept

Definition at line 16606 of file pine_adapter.cpp.

References cap.

◆ attach_execution_adapter()

void pineforge::source::PineExecutionAdapter::attach_execution_adapter ( )
noexcept

Definition at line 16607 of file pine_adapter.cpp.

References priority.

◆ calc_on_order_fills()

bool pineforge::source::PineExecutionAdapter::calc_on_order_fills ( ) const
inlinenoexcept

Definition at line 927 of file pine_adapter.hpp.

References calc_on_order_fills().

Referenced by calc_on_order_fills().

◆ process_orders_on_close()

bool pineforge::source::PineExecutionAdapter::process_orders_on_close ( ) const
inlinenoexcept

Definition at line 928 of file pine_adapter.hpp.

◆ fixture_coof_recalc_active()

bool pineforge::source::PineExecutionAdapter::fixture_coof_recalc_active ( ) const
inlinenoexcept

Definition at line 931 of file pine_adapter.hpp.

◆ fixture_coof_cursor_is_bar_close()

bool pineforge::source::PineExecutionAdapter::fixture_coof_cursor_is_bar_close ( ) const
inlinenoexcept

Definition at line 932 of file pine_adapter.hpp.

◆ fixture_mutable_cancellation()

PineCancellationReceipt * pineforge::source::PineExecutionAdapter::fixture_mutable_cancellation ( int index)
noexcept

Definition at line 16558 of file pine_adapter.cpp.

◆ fixture_remove_entry_without_named_cancel()

void pineforge::source::PineExecutionAdapter::fixture_remove_entry_without_named_cancel ( const SourceId & id)

Definition at line 16565 of file pine_adapter.cpp.

References pineforge::source::Entry.

◆ begin_source_evaluation()

void pineforge::source::PineExecutionAdapter::begin_source_evaluation ( )
inlinenoexcept

Definition at line 937 of file pine_adapter.hpp.

◆ fixture_named_entry_cancel_active()

bool pineforge::source::PineExecutionAdapter::fixture_named_entry_cancel_active ( const SourceId & id) const
inlinenoexcept

Definition at line 942 of file pine_adapter.hpp.

◆ take_first_open_newborns()

std::vector< native_order::RequestHandle > pineforge::source::PineExecutionAdapter::take_first_open_newborns ( )

Definition at line 16609 of file pine_adapter.cpp.

Referenced by pineforge::source::PineScheduler::recalculate().

◆ observe_terminal_receipts()

void pineforge::source::PineExecutionAdapter::observe_terminal_receipts ( )

Definition at line 3779 of file pine_adapter.cpp.

References pineforge::source::Admission, and pineforge::source::Explicit.

Referenced by on_bar_open().

◆ flush_pending_bracket_legs()

void pineforge::source::PineExecutionAdapter::flush_pending_bracket_legs ( native_order::RequestHandle just_applied = {},
bool post_calculation = true,
bool pre_script_drain = false )

Definition at line 8208 of file pine_adapter.cpp.

References pineforge::source::PlacementSnapshot::birth, pineforge::source::PlacementSnapshot::bracket_origin, pineforge::source::PlacementSnapshot::command_sequence, pineforge::source::PlacementSnapshot::defer_until_post_parent_calculation, pineforge::source::PlacementSnapshot::deferred_cohort, pineforge::source::Entry, entry(), pineforge::source::PlacementSnapshot::exit_levels, pineforge::source::ExitLimit, pineforge::source::ExitStop, pineforge::source::PlacementSnapshot::family, pineforge::FLAT, pineforge::source::PlacementSnapshot::forced_execution_price, pineforge::source::PlacementSnapshot::from_entry, pineforge::OrderBirth::from_fill(), pineforge::source::PlacementSnapshot::immediately, pineforge::native_order::native_order_v1::RequestHandle::incarnation, pineforge::source::PlacementSnapshot::is_long, pineforge::source::PineExitLevels::limit, pineforge::source::PineExitLevels::loss_ticks, pineforge::source::PlacementSnapshot::named_cancel_surviving_exit_incarnation, pineforge::source::PlacementSnapshot::oca_name, pineforge::source::PlacementSnapshot::oca_type, pineforge::source::PlacementSnapshot::opening, pineforge::source::PlacementSnapshot::placement_script_open_ms, pineforge::source::PlacementSnapshot::post_parent_calc_level_fill, priority, pineforge::source::PineExitLevels::profit_ticks, pineforge::source::PlacementSnapshot::projection_after_close, pineforge::source::PlacementSnapshot::projection_created_bar, pineforge::source::PlacementSnapshot::projection_created_during_coof, pineforge::source::PlacementSnapshot::projection_over_pyramiding, pineforge::source::PlacementSnapshot::projection_position_side, pineforge::source::PlacementSnapshot::projection_predecessor, pineforge::source::PlacementSnapshot::qty_percent, pineforge::source::PlacementSnapshot::recreated_after_named_cancelled_entry_incarnation, pineforge::source::PlacementSnapshot::requested_qty, pineforge::source::PlacementSnapshot::reservation_deferred_to_pending_entry, pineforge::source::PlacementSnapshot::retained_parent_topology, pineforge::source::PlacementSnapshot::source_id, pineforge::source::PlacementSnapshot::source_sequence, pineforge::source::PineExitLevels::stop, pineforge::source::PlacementSnapshot::stop_limit_activated, pineforge::source::PineExitLevels::trail_offset, pineforge::source::PineExitLevels::trail_points, and pineforge::source::PineExitLevels::trail_price.

Referenced by on_applied().

◆ flush_pending_entries()

void pineforge::source::PineExecutionAdapter::flush_pending_entries ( )

Definition at line 8805 of file pine_adapter.cpp.

References entry(), and release_delayed_orders().

Referenced by close(), and order().

◆ flush_pending_closes()

void pineforge::source::PineExecutionAdapter::flush_pending_closes ( )

Definition at line 5664 of file pine_adapter.cpp.

References pineforge::source::Close, pineforge::source::PlacementSnapshot::close_batch_calls, pineforge::source::PlacementSnapshot::close_callsite_token, pineforge::source::PlacementSnapshot::close_first_carry_qty, pineforge::source::PlacementSnapshot::close_first_carry_valid, pineforge::source::PlacementSnapshot::close_first_id, pineforge::source::PlacementSnapshot::close_first_ledger_consumed, pineforge::source::PlacementSnapshot::close_first_target, pineforge::source::PlacementSnapshot::close_pending_later_qty, pineforge::source::PlacementSnapshot::close_retire_ledger_whole, pineforge::native_order::native_order_v6::Request::comment, pineforge::source::PlacementSnapshot::comment, pineforge::source::PlacementSnapshot::family, pineforge::native_order::native_order_v6::Request::intent, pineforge::source::PlacementSnapshot::is_long, pineforge::native_order::native_order_v6::Request::label, pineforge::native_order::native_order_v6::Request::owner, PineStrategyHost, pineforge::source::PlacementSnapshot::projection_remaining_qty, pineforge::source::PlacementSnapshot::qty_percent, pineforge::source::PlacementSnapshot::requested_qty, pineforge::source::PlacementSnapshot::sizing, and pineforge::source::PlacementSnapshot::source_id.

◆ release_delayed_orders()

void pineforge::source::PineExecutionAdapter::release_delayed_orders ( bool explicit_brackets_only = false,
double current_open = std::numeric_limits<double>::quiet_NaN() )

Definition at line 8749 of file pine_adapter.cpp.

References pineforge::source::Entry, pineforge::source::ExitLimit, pineforge::source::ExitStop, pineforge::source::ExitTrail, pineforge::source::Order, and order().

Referenced by flush_pending_entries(), and on_bar_open().

◆ begin_coof_recalc()

void pineforge::source::PineExecutionAdapter::begin_coof_recalc ( const native_order::ExecutionAppliedEvent & event,
const NativeDecisionContext & context,
bool first_open,
std::uint64_t source_fill_sequence )

Definition at line 3954 of file pine_adapter.cpp.

References pineforge::source::Entry, pineforge::native_order::native_order_v6::ExecutionAppliedEvent::handle(), pineforge::native_order::native_order_v1::RequestHandle::incarnation, pineforge::native_order::native_order_v6::ExecutionAppliedEvent::opened_units, pineforge::native_order::native_order_v6::ExecutionAppliedEvent::request(), and pineforge::native_order::native_order_v6::Request::trigger.

Referenced by pineforge::source::PineScheduler::recalculate().

◆ end_coof_recalc()

void pineforge::source::PineExecutionAdapter::end_coof_recalc ( )
noexcept

Definition at line 3975 of file pine_adapter.cpp.

Referenced by pineforge::source::PineScheduler::recalculate().

◆ suppress_grouped_stop_recalc()

bool pineforge::source::PineExecutionAdapter::suppress_grouped_stop_recalc ( const native_order::ExecutionAppliedEvent & event,
const NativeDecisionContext & context ) const
noexcept

Definition at line 3985 of file pine_adapter.cpp.

References cap, and pineforge::source::ExitStop.

Referenced by pineforge::source::PineScheduler::coof_recalculation_due().

◆ command_sequence_for_exit()

std::uint64_t pineforge::source::PineExecutionAdapter::command_sequence_for_exit ( const SourceId & exit_id,
const SourceId & from_entry = {} ) const
noexcept

Definition at line 3748 of file pine_adapter.cpp.

◆ is_open_phase_exit()

bool pineforge::source::PineExecutionAdapter::is_open_phase_exit ( std::size_t trade_index) const
noexcept

Definition at line 3756 of file pine_adapter.cpp.

◆ permute_exit_phases()

void pineforge::source::PineExecutionAdapter::permute_exit_phases ( std::size_t start,
const std::vector< std::size_t > & indices )

Definition at line 3761 of file pine_adapter.cpp.

Referenced by pineforge::sort_same_bar_exit_trades().

◆ hash_state()

void pineforge::source::PineExecutionAdapter::hash_state ( BrokerStateHashSink & f) const

Definition at line 236 of file pine_state_hash.cpp.

References admission_journal, pineforge::engine_script_run_v18::BrokerStateHashSink::b(), cap, pineforge::engine_script_run_v18::BrokerStateHashSink::d(), entry(), exit(), pineforge::engine_script_run_v18::BrokerStateHashSink::i(), pineforge::source::kSourceAdapterDomain, order(), priority, pineforge::engine_script_run_v18::BrokerStateHashSink::s(), and pineforge::engine_script_run_v18::BrokerStateHashSink::u().

Field Documentation

◆ cap

compat::pine::IntradayCap pineforge::source::PineExecutionAdapter::cap

Definition at line 983 of file pine_adapter.hpp.

Referenced by carried_long_money_precedes_priced_exit(), close(), enable_intraday_cap(), entry(), hash_state(), on_bar_open(), PineExecutionAdapter(), reset_for_run(), resolve_terms(), source_batch_end(), suppress_grouped_stop_recalc(), and validate_precommit().

◆ priority

compat::pine::OrderPriority pineforge::source::PineExecutionAdapter::priority

Definition at line 984 of file pine_adapter.hpp.

Referenced by attach_execution_adapter(), flush_pending_bracket_legs(), and hash_state().

◆ admission_journal

MarketAdmissionJournal pineforge::source::PineExecutionAdapter::admission_journal

Definition at line 985 of file pine_adapter.hpp.

Referenced by hash_state(), and reset_for_run().

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