execution_consumer.hpp

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#pragma once
 
#include <pineforge/bar.hpp>
#include <pineforge/magnifier.hpp>
 
#include <cstdint>
#include <memory>
#include <string>
#include <unordered_map>
#include <vector>
 
namespace pineforge {
 
struct SymInfo;
 
inline namespace engine_script_run_v18 {
 
class BacktestEngine;
 
// Constructor-bound execution consumer. NativeExecutionConsumer owns lifecycle,
// matching and the sole timeline allocator. It is not copyable.
class IExecutionConsumer {
public:
    IExecutionConsumer() = default;
    virtual ~IExecutionConsumer() = default;
    IExecutionConsumer(const IExecutionConsumer&) = delete;
    IExecutionConsumer& operator=(const IExecutionConsumer&) = delete;
    IExecutionConsumer(IExecutionConsumer&&) = delete;
    IExecutionConsumer& operator=(IExecutionConsumer&&) = delete;
 
    virtual bool is_native() const noexcept = 0;
    virtual void refuse_source_mutation(const char* operation) = 0;
    virtual bool stage_account_currency_fx_series(
            const std::vector<std::int64_t>& timestamps,
            const std::vector<double>& rates) = 0;
    virtual uint64_t continuation_hash() const noexcept = 0;
 
    virtual void run_simple(BacktestEngine& engine, const Bar* bars, int n) = 0;
    virtual void run_tf(BacktestEngine& engine,
                        const Bar* input_bars, int n_input,
                        const std::string& input_tf,
                        const std::string& script_tf,
                        bool bar_magnifier,
                        int magnifier_samples,
                        MagnifierDistribution magnifier_dist) = 0;
    virtual void run_rich(BacktestEngine& engine,
                          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,
                          // Opaque host-override handle, forwarded verbatim.
                          const void* overrides,
                          bool bar_magnifier,
                          int magnifier_samples,
                          MagnifierDistribution magnifier_dist) = 0;
 
    virtual bool stream_begin(BacktestEngine& engine,
                              const Bar* warmup_bars, int n_warmup,
                              const std::string& input_tf,
                              const std::string& script_tf) = 0;
    virtual bool stream_push_bar(BacktestEngine& engine, const Bar& bar) = 0;
    virtual bool stream_push_tick(BacktestEngine& engine, const TradeTick& tick) = 0;
    virtual bool stream_push_ticks(BacktestEngine& engine, const TradeTick* ticks, int n) = 0;
    virtual bool stream_advance_time(BacktestEngine& engine, int64_t timestamp_ms) = 0;
    virtual bool stream_end(BacktestEngine& engine, bool finalize_partial_input_bar) = 0;
};
 
std::unique_ptr<IExecutionConsumer> make_native_execution_consumer();
 
}  // inline namespace engine_script_run_v18
}  // namespace pineforge