Historical to realtime streaming

Warm on confirmed OHLCV and continue the same strategy instance on normalized ordered trades from any data source. More...

Data Structures
struct	pf_stream_order_action_t
	One physical emulator lot action. More...

Functions
int	strategy_stream_begin (pf_strategy_t s, const pf_bar_t *warmup_bars, int n_warmup, const char *input_tf, const char *script_tf)
	Warm a strategy with confirmed OHLCV, then switch the same instance to a realtime trade stream without resetting position, equity, pending orders, Pine variables, TA state, request.security state, or timeframe aggregation.
int	strategy_stream_api_version (void)
	Native live extension version (1).
int	strategy_stream_push_bar (pf_strategy_t s, const pf_bar_t *bar)
	Consume one confirmed input-timeframe bar.
int	strategy_stream_order_actions_len (pf_strategy_t s)
	Queued physical fills since the last clear, in execution order.
int	strategy_stream_order_action_get (pf_strategy_t s, int index, pf_stream_order_action_t *out)
	Copy one action; return 0 on success, -1 on invalid handle/index/output.
void	strategy_stream_order_actions_clear (pf_strategy_t s)
	Clear observed events after the caller durably journals them.
uint64_t	strategy_stream_state_hash (pf_strategy_t s)
	Versioned deterministic fingerprint of observable broker/stream state.
int	strategy_stream_push_tick (pf_strategy_t s, const pf_trade_tick_t *tick)
	Push one normalized realtime trade.
int	strategy_stream_push_ticks (pf_strategy_t s, const pf_trade_tick_t *ticks, int n)
	Push an ordered batch of realtime trades.
int	strategy_stream_advance_time (pf_strategy_t s, int64_t timestamp_ms)
	Advance the stream clock and close every input bar whose end is <= the supplied time.
int	strategy_stream_end (pf_strategy_t s, int finalize_partial_input_bar)
	End a realtime stream.
int	strategy_stream_fill_report (pf_strategy_t s, pf_report_t *out)
	Snapshot the cumulative warmup + realtime report.

Detailed Description

Warm on confirmed OHLCV and continue the same strategy instance on normalized ordered trades from any data source.

Function Documentation

strategy_stream_begin()

int strategy_stream_begin	(	pf_strategy_t	s,
		const pf_bar_t *	warmup_bars,
		int	n_warmup,
		const char *	input_tf,
		const char *	script_tf )

Warm a strategy with confirmed OHLCV, then switch the same instance to a realtime trade stream without resetting position, equity, pending orders, Pine variables, TA state, request.security state, or timeframe aggregation.

The warmup must contain at least one complete fixed-duration input bar. Normalized ticks start at or after the next input bar's open. This lifecycle uses close-only strategy calculation (the Pine strategy default) while resting broker orders are evaluated on every normalized trade.

A generated Pine strategy using this entry point rejects calc_on_order_fills, historical probe/tail overrides, timestamped FX and auxiliary/native security feeds. A C native host can also use this entry point and accepts the native FX curve, auxiliary feeds and calculation trigger where its run specification permits them.

Returns

0 on success, -1 on failure. Inspect strategy_get_last_error.

References PF_API.

strategy_stream_api_version()

int strategy_stream_api_version

(

void

)

Native live extension version (1).

Additive to ABI v4; callers must probe this symbol before using the confirmed-bar/action API in older modules.

References PF_API.

strategy_stream_push_bar()

int strategy_stream_push_bar	(	pf_strategy_t	s,
		const pf_bar_t *	bar )

Consume one confirmed input-timeframe bar.

Its script-timeframe aggregate uses the existing batch OHLC fill kernel when complete. Close-only strategy calculation; no bar magnifier or synthetic trade ticks. The first tick/bar locks the feed mode. Off-grid/out-of-order data, invalid OHLCV and missing in-session bars fail. Calendar-closed intervals may be skipped. No padding. Returns 0/-1. On ANY input-processing failure discard/recover the instance: the operation is not transactional and can have advanced native state.

References PF_API.

strategy_stream_order_actions_len()

int strategy_stream_order_actions_len

(

pf_strategy_t

s

)

Queued physical fills since the last clear, in execution order.

Historical warmup and report-only range-end rows never enqueue. Sequence starts at 1 after warmup and is not reset by clear. Returns -1 on a null handle.

References PF_API.

strategy_stream_order_action_get()

int strategy_stream_order_action_get	(	pf_strategy_t	s,
		int	index,
		pf_stream_order_action_t *	out )

Copy one action; return 0 on success, -1 on invalid handle/index/output.

References PF_API.

strategy_stream_order_actions_clear()

void strategy_stream_order_actions_clear

(

pf_strategy_t

s

)

Clear observed events after the caller durably journals them.

References PF_API.

strategy_stream_state_hash()

uint64_t strategy_stream_state_hash

(

pf_strategy_t

s

)

Versioned deterministic fingerprint of observable broker/stream state.

Excludes the consumable queue and arbitrary private strategy members. This is a replay check, not a complete state snapshot or cryptographic hash. Fresh replay must use deterministic strategy code, the same pinned engine build and configuration. The fingerprint's recipe belongs to the script ABI epoch: from 1.0.0 it is fixed for every 1.x engine (engine_script_run_v19), and a new recipe is a new epoch; a value from a build before 1.0.0 is not comparable. Returns 0 for NULL.

References PF_API.

strategy_stream_push_tick()

int strategy_stream_push_tick	(	pf_strategy_t	s,
		const pf_trade_tick_t *	tick )

Push one normalized realtime trade.

Returns 0 on success, -1 on failure.

References PF_API.

strategy_stream_push_ticks()

int strategy_stream_push_ticks	(	pf_strategy_t	s,
		const pf_trade_tick_t *	ticks,
		int	n )

Push an ordered batch of realtime trades.

Semantically identical to repeated strategy_stream_push_tick calls, with lower FFI overhead.

References PF_API.

strategy_stream_advance_time()

int strategy_stream_advance_time	(	pf_strategy_t	s,
		int64_t	timestamp_ms )

Advance the stream clock and close every input bar whose end is <= the supplied time.

Quiet in-session intervals become zero-volume carry-forward bars; intervals outside the configured syminfo session are skipped.

References PF_API.

strategy_stream_end()

int strategy_stream_end	(	pf_strategy_t	s,
		int	finalize_partial_input_bar )

End a realtime stream.

When finalize_partial_input_bar is non-zero, the currently forming input bar is dispatched before ending; normally callers should first advance to a confirmed boundary and pass zero here.

References PF_API.

strategy_stream_fill_report()

int strategy_stream_fill_report	(	pf_strategy_t	s,
		pf_report_t *	out )

Snapshot the cumulative warmup + realtime report.

The embedded arrays are caller-owned after return and must be released with report_free, or with strategy_native_report_free_v1 by a host that links the kernel archive, which has no report_free.

References PF_API.