PineForge v0.13.1-379-g9b50973
Deterministic PineScript v6 backtest runtime — C ABI reference
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Public Member Functions
pineforge::source::PineScheduler Class Reference

#include <pine_scheduler.hpp>

Public Member Functions

void capture_begin (const NativeBeginArgs &)
 
void run_begin (PineStrategyHost &)
 
void input (const Bar &, const NativeInputContext &, PineStrategyHost &)
 
void tick (const Bar &, const NativeTickContext &, PineStrategyHost &)
 
void bar_open (const Bar &, const NativeDecisionContext &, PineStrategyHost &)
 
void bar (const Bar &, const NativeDecisionContext &, PineStrategyHost &)
 
void applied (const native_order::ExecutionAppliedEvent &)
 
bool coof_recalculation_due (const native_order::ExecutionAppliedEvent &, const NativeDecisionContext &, PineStrategyHost &) const
 
void recalculate (const native_order::ExecutionAppliedEvent &, const NativeDecisionContext &, PineStrategyHost &)
 
PineLanguageState & language () noexcept
 
bool is_first_tick () const noexcept
 
bool is_last_tick () const noexcept
 
bool bar_magnifier_enabled () const noexcept
 
bool history_advances_new_bar () const noexcept
 
bool security_series_slot_is_new (int) const noexcept
 
double previous_chart_close () const noexcept
 
int bar_index_offset () const noexcept
 
void set_bar_index_offset (int value) noexcept
 
void set_source_series_active (bool value) noexcept
 
double script_position_view (int bar_index, PositionSide side, double quantity) const noexcept
 
void freeze_script_position_view (int bar_index, PositionSide side, double quantity, const std::vector< PyramidEntry > &lots)
 
void clear_script_position_view () noexcept
 
const Series< double > & source_series (const std::string &) const
 
void fixture_publish_source_series (const Bar &, bool new_history_slot)
 
int source_bar_count () const noexcept
 
std::optional< Bar > next_source_bar (int interval_index) const
 
bool terminal_source_bar () const noexcept
 
int source_bar_index_for (const NativeDecisionContext &context) const noexcept
 
std::optional< double > next_input_waypoint (const NativeDecisionContext &, double current_price, NativePathOrder) const noexcept
 
const Bar * current_script_bar () const noexcept
 
std::optional< Bar > broker_bar (const NativeDecisionContext &context) const
 
void hash_state (BrokerStateHashSink &) const
 

Detailed Description

Definition at line 20 of file pine_scheduler.hpp.

Member Function Documentation

◆ capture_begin()

void pineforge::source::PineScheduler::capture_begin ( const NativeBeginArgs & args)

Definition at line 12 of file pine_scheduler_native.cpp.

References pineforge::engine_script_run_v18::NativeBeginArgs::bar_magnifier, pineforge::engine_script_run_v18::NativeBeginArgs::bars, pineforge::engine_script_run_v18::NativeBeginArgs::input_tf, pineforge::engine_script_run_v18::NativeBeginArgs::is_stream, 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_max_samples, pineforge::engine_script_run_v18::NativeBeginArgs::magnifier_volume_weighted_min_samples, pineforge::engine_script_run_v18::NativeBeginArgs::n, pineforge::engine_script_run_v18::NativeBeginArgs::script_tf, pineforge::engine_script_run_v18::NativeBeginArgs::simple_run, and pineforge::engine_script_run_v18::NativeBeginArgs::warmup_n.

◆ run_begin()

void pineforge::source::PineScheduler::run_begin ( PineStrategyHost & host)

Definition at line 106 of file pine_scheduler_native.cpp.

References pineforge::AggregatedBar::bar, pineforge::TimeframeAggregator::feed(), pineforge::AggregatedBar::is_complete, pineforge::tf_change(), pineforge::tf_ratio(), and pineforge::Bar::timestamp.

◆ input()

void pineforge::source::PineScheduler::input ( const Bar & bar,
const NativeInputContext & context,
PineStrategyHost & host )

Definition at line 281 of file pine_scheduler_native.cpp.

References bar(), pineforge::engine_script_run_v18::NativeInputContext::completes_script_interval, pineforge::engine_script_run_v18::NativeInputContext::input_index, pineforge::native_calendar::native_calendar_v2::NativeInterval::open_ms, pineforge::source::PineSecurityEvalState::publish_gate_tf_seconds, pineforge::engine_script_run_v18::NativeInputContext::script_interval, and pineforge::tf_change().

◆ tick()

void pineforge::source::PineScheduler::tick ( const Bar & bar,
const NativeTickContext & context,
PineStrategyHost & host )

Definition at line 398 of file pine_scheduler_native.cpp.

References bar(), pineforge::engine_script_run_v18::NativeTickContext::decision, pineforge::native_driver_v5::NativeDecisionContext::input_interval, pineforge::native_calendar::native_calendar_v2::NativeInterval::next_period_open_ms, pineforge::native_calendar::native_calendar_v2::NativeInterval::open_ms, and pineforge::native_driver_v5::NativeDecisionContext::script_interval.

◆ bar_open()

void pineforge::source::PineScheduler::bar_open ( const Bar & value,
const NativeDecisionContext & context,
PineStrategyHost & host )

Definition at line 418 of file pine_scheduler_native.cpp.

References pineforge::native_driver_v5::NativeDecisionContext::script_bar_open_ms, and pineforge::Bar::timestamp.

◆ bar()

void pineforge::source::PineScheduler::bar ( const Bar & value,
const NativeDecisionContext & context,
PineStrategyHost & host )

Definition at line 434 of file pine_scheduler_native.cpp.

References pineforge::native_driver_v5::NativeDecisionContext::coordinate, pineforge::native_driver_v5::NativeCoordinate::interval_index, pineforge::native_driver_v5::NativeDecisionContext::is_terminal_sub_bar, pineforge::source::PineStrategyHost::probe_suppress_tail_logic(), pineforge::native_driver_v5::NativeDecisionContext::script_bar_open_ms, terminal_source_bar(), pineforge::tf_ratio(), pineforge::tf_to_seconds(), and pineforge::Bar::timestamp.

Referenced by broker_bar(), fixture_publish_source_series(), hash_state(), input(), next_input_waypoint(), and tick().

◆ applied()

void pineforge::source::PineScheduler::applied ( const native_order::ExecutionAppliedEvent & event)

Definition at line 538 of file pine_scheduler_native.cpp.

References pineforge::native_order::native_order_v6::ExecutionAppliedEvent::ordinal.

◆ coof_recalculation_due()

bool pineforge::source::PineScheduler::coof_recalculation_due ( const native_order::ExecutionAppliedEvent & event,
const NativeDecisionContext & context,
PineStrategyHost & host ) const

Definition at line 543 of file pine_scheduler_native.cpp.

References pineforge::source::PineStrategyHost::adapter_, pineforge::source::PineStrategyHost::config_, pineforge::native_driver_v5::NativeDecisionContext::coordinate, pineforge::native_order::native_order_v6::ExecutionAppliedEvent::ordinal, pineforge::native_driver_v5::NativeCoordinate::path_phase, pineforge::source::PineStrategyConfig::process_orders_on_close, pineforge::native_driver_v5::NativeCoordinate::provenance, and pineforge::source::PineExecutionAdapter::suppress_grouped_stop_recalc().

◆ recalculate()

void pineforge::source::PineScheduler::recalculate ( const native_order::ExecutionAppliedEvent & event,
const NativeDecisionContext & context,
PineStrategyHost & host )

Definition at line 568 of file pine_scheduler_native.cpp.

References pineforge::source::PineStrategyHost::adapter_, pineforge::source::PineExecutionAdapter::begin_coof_recalc(), pineforge::Bar::close, pineforge::source::PineStrategyHost::config_, pineforge::native_driver_v5::NativeDecisionContext::coordinate, pineforge::source::PineExecutionAdapter::end_coof_recalc(), pineforge::Bar::high, pineforge::source::kCoofLoopGuard, pineforge::Bar::low, pineforge::Bar::open, pineforge::native_driver_v5::NativeCoordinate::path_phase, pineforge::source::PineStrategyConfig::process_orders_on_close, pineforge::source::sample_open_trade_extremes(), pineforge::native_driver_v5::NativeDecisionContext::script_bar_open_ms, pineforge::source::PineStrategyConfig::slippage, pineforge::source::PineExecutionAdapter::take_first_open_newborns(), and pineforge::Bar::timestamp.

◆ language()

PineLanguageState & pineforge::source::PineScheduler::language ( )
inlinenoexcept

Definition at line 42 of file pine_scheduler.hpp.

◆ is_first_tick()

bool pineforge::source::PineScheduler::is_first_tick ( ) const
inlinenoexcept

Definition at line 43 of file pine_scheduler.hpp.

◆ is_last_tick()

bool pineforge::source::PineScheduler::is_last_tick ( ) const
inlinenoexcept

Definition at line 44 of file pine_scheduler.hpp.

◆ bar_magnifier_enabled()

bool pineforge::source::PineScheduler::bar_magnifier_enabled ( ) const
inlinenoexcept

Definition at line 45 of file pine_scheduler.hpp.

◆ history_advances_new_bar()

bool pineforge::source::PineScheduler::history_advances_new_bar ( ) const
inlinenoexcept

Definition at line 46 of file pine_scheduler.hpp.

◆ security_series_slot_is_new()

bool pineforge::source::PineScheduler::security_series_slot_is_new ( int ) const
inlinenoexcept

Definition at line 49 of file pine_scheduler.hpp.

◆ previous_chart_close()

double pineforge::source::PineScheduler::previous_chart_close ( ) const
inlinenoexcept

Definition at line 52 of file pine_scheduler.hpp.

◆ bar_index_offset()

int pineforge::source::PineScheduler::bar_index_offset ( ) const
inlinenoexcept

Definition at line 53 of file pine_scheduler.hpp.

◆ set_bar_index_offset()

void pineforge::source::PineScheduler::set_bar_index_offset ( int value)
inlinenoexcept

Definition at line 54 of file pine_scheduler.hpp.

◆ set_source_series_active()

void pineforge::source::PineScheduler::set_source_series_active ( bool value)
inlinenoexcept

Definition at line 55 of file pine_scheduler.hpp.

◆ script_position_view()

double pineforge::source::PineScheduler::script_position_view ( int bar_index,
PositionSide side,
double quantity ) const
noexcept

Definition at line 232 of file pine_scheduler_native.cpp.

References pineforge::bar_index, pineforge::LONG, and pineforge::SHORT.

◆ freeze_script_position_view()

void pineforge::source::PineScheduler::freeze_script_position_view ( int bar_index,
PositionSide side,
double quantity,
const std::vector< PyramidEntry > & lots )

Definition at line 246 of file pine_scheduler_native.cpp.

References pineforge::bar_index.

◆ clear_script_position_view()

void pineforge::source::PineScheduler::clear_script_position_view ( )
noexcept

Definition at line 258 of file pine_scheduler_native.cpp.

◆ source_series()

const Series< double > & pineforge::source::PineScheduler::source_series ( const std::string & key) const

Definition at line 262 of file pine_scheduler_native.cpp.

◆ fixture_publish_source_series()

void pineforge::source::PineScheduler::fixture_publish_source_series ( const Bar & bar,
bool new_history_slot )

Definition at line 275 of file pine_scheduler_native.cpp.

References bar().

◆ source_bar_count()

int pineforge::source::PineScheduler::source_bar_count ( ) const
inlinenoexcept

Definition at line 62 of file pine_scheduler.hpp.

References source_bar_count().

Referenced by source_bar_count().

◆ next_source_bar()

std::optional< Bar > pineforge::source::PineScheduler::next_source_bar ( int interval_index) const
inline

Definition at line 63 of file pine_scheduler.hpp.

◆ terminal_source_bar()

bool pineforge::source::PineScheduler::terminal_source_bar ( ) const
inlinenoexcept

Definition at line 73 of file pine_scheduler.hpp.

Referenced by bar().

◆ source_bar_index_for()

int pineforge::source::PineScheduler::source_bar_index_for ( const NativeDecisionContext & context) const
noexcept

Definition at line 151 of file pine_scheduler_native.cpp.

◆ next_input_waypoint()

std::optional< double > pineforge::source::PineScheduler::next_input_waypoint ( const NativeDecisionContext & context,
double current_price,
NativePathOrder order ) const
noexcept

Definition at line 164 of file pine_scheduler_native.cpp.

References bar(), and pineforge::price.

◆ current_script_bar()

const Bar * pineforge::source::PineScheduler::current_script_bar ( ) const
inlinenoexcept

Definition at line 80 of file pine_scheduler.hpp.

◆ broker_bar()

std::optional< Bar > pineforge::source::PineScheduler::broker_bar ( const NativeDecisionContext & context) const
inline

Definition at line 83 of file pine_scheduler.hpp.

References bar(), and pineforge::native_driver_v5::NativeDecisionContext::sub_bar_open_ms.

◆ hash_state()

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

Definition at line 564 of file pine_state_hash.cpp.

References pineforge::engine_script_run_v18::BrokerStateHashSink::b(), bar(), pineforge::engine_script_run_v18::BrokerStateHashSink::d(), pineforge::engine_script_run_v18::BrokerStateHashSink::i(), pineforge::engine_script_run_v18::BrokerStateHashSink::s(), and pineforge::engine_script_run_v18::BrokerStateHashSink::u().

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