pineforge Namespace Reference

Namespaces
namespace	admission
namespace	broker
namespace	compat
namespace	detail
namespace	engine_script_run_v18
namespace	execution
namespace	exit_legs
namespace	internal
namespace	math
namespace	metrics
namespace	native_calendar
namespace	native_driver_v5
namespace	native_fx_curve_v1
namespace	native_module
namespace	native_order
namespace	native_run_spec_v3
namespace	native_toolkit
namespace	order_action
namespace	order_cancellation_v1
namespace	pine_color
namespace	reservation_expansion_v1
namespace	source
namespace	ta

Data Structures
struct	AggregatedBar
class	BacktestEngine
struct	Bar
class	BirthCursor
struct	Box
struct	BoxRec
class	BrokerStateHashProvider
class	BrokerStateHashSink
struct	CancellationTarget
struct	ChartPoint
struct	ClosedLotExcursion
struct	ClosedLotExcursionFacts
class	DrawingArena
class	DynamicRingBuffer
class	ExitLegActivation
struct	ExitLegActivationBounds
class	GenericMatrix
class	GenericMatrix< bool >
class	IExecutionConsumer
class	INativeDriverSink
struct	IntrabarPath
	An owned lower-timeframe execution path. More...
class	KahanWindowSum
struct	Label
struct	LabelRec
struct	Line
struct	Linefill
struct	LinefillRec
struct	LineRec
struct	NativeAccountObservation
	The account row that follows an applied execution in the event history: the shared ordinal, the effective time, the marked equity, the realized balance and the signed book after it. More...
struct	NativeAnchoredLevelView
	Ephemeral read-only facts of one anchored-leg materialization (L7b), offered to the host exactly once, before the ArmedEvent is built. More...
struct	NativeAuxiliaryFeed
	An auxiliary feed of the run's OWN symbol at a timeframe strictly finer than the input: the bars the input feed does not have. More...
struct	NativeBeginArgs
	Borrowed begin-call facts. More...
struct	NativeCompleted
struct	NativeCoordinate
	Everything the kernel knows about WHERE a point is, as one owning value: its event ordinal, the interval index, the nominal and scheduled-eligible opens, the last traded close, the next period and next input opens, the effective time the account converts and hashes at, the source price time, and the three classifications above. More...
struct	NativeCurrentExecution
	A synchronous execution of one request accepted or replaced in this very callback: a target handle and a price rule, and nothing else. More...
struct	NativeCurrentExecutionPreview
	Recomputed observations, never an apply token. More...
struct	NativeCurrentPointView
	What current_execution_point() answers inside a callback: the point's decision context, its price, which quote that price is, and the ordinal the quote came from. More...
struct	NativeDayPartition
class	NativeDayPartitionScope
struct	NativeDecisionContext
struct	NativeDriverPoint
	One point the driver produced: its coordinate, the raw price before slippage or any grid, the provider's sequence for an observed print (nullopt otherwise), and whether the point is a matching point, an excursion sample, or both. More...
struct	NativeDriverStatistics
struct	NativeExecutionTermsFacts
	Read-only owning-value facts for one candidate. More...
struct	NativeFailed
struct	NativeFailure
	The durable record native_state().failure answers: the code, the operation it happened in, an optional event ordinal and discriminator, and the allocation-free context. More...
struct	NativeFailureContext
	The three in-run facts a failure may carry, tagged by kind. More...
struct	NativeFxCurve
	An immutable account-currency FX curve: parallel arrays of effective-from timestamps in epoch milliseconds and the account-currency units per one unit of the symbol's quote currency. More...
struct	NativeFxCurveSetupResult
	What configure_native_fx_curve answers: the status and, on refusal, the curve validation with the index of the first bad point. More...
struct	NativeFxCurveValidation
	What validate_native_fx_curve and configure_native_fx_curve report: the error and the index of the element that failed. More...
struct	NativeInputContext
	Accepted input facts presented before the generic consumer aggregates the bar into its script interval or evaluates any matching point. More...
struct	NativeInputPreflightResult
	What preflight_native_inputs answers: the error and the first offending bar's index, or -1 when the refusal is not about one bar. More...
struct	NativeInRunCause
	The event ordinal a failure was caused by, 0 when absent. More...
struct	NativeInRunCursor
	Where on the modeled path a failure happened: the driver point's coordinate and its interpolation position t. More...
struct	NativeInRunRecipient
	The request incarnation a failure was addressed to, 0 when absent. More...
struct	NativeLossLimit
	One risk threshold (L9). More...
struct	NativeMarginCallView
	Ephemeral factual view of one kernel-issued liquidation before its units are fixed. More...
struct	NativeMarginCheckPoint
	Ephemeral factual view of one kernel check point, offered to the host before the check runs. More...
struct	NativeMarginDecision
	The host's answer to one requirement view. More...
struct	NativeMarginModel
	A generic per-side broker margin model (L4). More...
struct	NativeMarginRequirementView
	Ephemeral factual view of the numbers the kernel is about to compare, at one check point, BEFORE the breach test. More...
struct	NativeMarketEvent
	One owning row of native_events(after_ordinal): a command event, a driver point or an account observation, tagged by kind. More...
struct	NativeOpenLot
	Owning value row for one open physical lot, copied at query time by native_open_lots(mark) — the lot-by-lot view of the same book physical_position() aggregates. More...
struct	NativePhysicalPosition
	The book as one aggregate: signed units, the volume-weighted average entry price and the number of open physical lots. More...
struct	NativePrecommitView
	Ephemeral factual view of one prepared execution before any physical effect. More...
struct	NativeReady
struct	NativeRiskLimits
	Generic account risk limits (L9), entirely opt-in: a spec that leaves NativeRunSpec::risk unset evaluates nothing, appends no event and folds nothing into the continuation digest. More...
struct	NativeRiskState
	The run's generic risk ledger (L9), as the kernel holds it. More...
struct	NativeRunning
struct	NativeRunSpec
	One complete setup value, staged/copied by NativeStrategyHost before it is applied at begin. More...
struct	NativeRunSpecValidation
	Allocation-free facts suitable for the host's durable failure variant. More...
struct	NativeSetupResult
	What configure_native answers: the status and, on refusal, the first error field validate_native_run_spec found. More...
struct	NativeStateView
	The flattened run state native_state() answers: the lifecycle kind, a borrowed pointer to the staged spec (nullptr when Unconfigured), the phase, how a Completed run ended, the durable failure, the consumed run-number high water and the monotonic decision floor. More...
class	NativeStrategyHost
	The public native host: an abstract subclass of BacktestEngine with no PineScript on it. More...
struct	NativeTickContext
	One accepted realtime print before native matching at its current decision point. More...
struct	NativeTimeframeBarContext
	One completed higher-timeframe bucket of a declared subscription (NativeRunSpec::subscriptions), presented before the calculation of the input bar it is delivered on. More...
struct	NativeTimeframeSubscription
struct	NativeTrailState
	Read-only projection of a live generic Trail request. More...
struct	NativeUnconfigured
	The NativeLifecycle alternatives, one per NativeLifecycleKind. More...
struct	NativeWorkingRequest
	Owning value row for one live request, copied at query time. More...
class	NumericMatrix
class	OrderBirth
class	OrderCancellationReceipt
struct	pine_drawing_error
class	PineMap
struct	PyramidEntry
class	QuantityIntent
class	QuantityRequest
struct	QuantityReservation
struct	ReportC
class	ReservationExpansion
struct	ReservationExpansionCapture
class	ReservationGrowthSource
struct	SecurityDiagC
class	Series
struct	StreamOrderAction
struct	SymInfo
class	TimeframeAggregator
struct	TraceEntryC
struct	Trade
struct	TradeC
struct	TradeTick

Typedefs
using	PineExitActivationPolicy = compat::pine::ExitActivationPolicy
using	PineHistoricalBirthReach = compat::pine::HistoricalBirthReach
using	LotExcursionHook = std::function<ClosedLotExcursion(const ClosedLotExcursionFacts&)>
using	ExitLegLifecycle = exit_legs::Lifecycle
using	InputsMap = std::unordered_map<std::string, std::string>
template<typename T>
using	PineGenericMatrix = GenericMatrix<T>
using	PineMatrix = NumericMatrix
using	NativeLifecycle
	The lifecycle as one value. Exhaustive over the five alternatives above.
using	NativeCurrentExecutionResult
	What execute_current answers: a refusal, or the applied outcome.
using	NativeLegacyTolerance = NativeFeedTolerance
	Deprecated spelling of the tolerance type.
using	MarketAdmissionDraft = admission::Draft
using	MarketAdmissionJournal = admission::Journal

Enumerations
enum class	XLoc : int {   bar_index = 0 ,   bar_time = 1 }
enum class	YLoc : int {   price = 0 ,   abovebar = 1 ,   belowbar = 2 }
enum class	PositionSide {   FLAT ,   LONG ,   SHORT }
enum class	QtyType {   FIXED = 0 ,   PERCENT_OF_EQUITY = 1 ,   CASH = 2 }
enum class	CommissionType {   PERCENT = 0 ,   CASH_PER_ORDER = 1 ,   CASH_PER_CONTRACT = 2 }
enum class	MagnifierDistribution {   UNIFORM ,   COSINE ,   TRIANGLE ,   ENDPOINTS ,   FRONT_LOADED ,   BACK_LOADED }
enum class	NativePriceProvenance : std::uint8_t {   Confirmed = 0 ,   ObservedPrint = 1 ,   ModeledOHLCOpen = 2 ,   ModeledOHLCClose = 3 ,   CarriedOpen = 4 ,   AfterCalculationClose = 5 ,   PartialFinalized = 6 ,   Calculation = 7 ,   CurrentExecution = 8 }
	Where a driver point's price came from. More...
enum class	NativePathPhase : std::uint8_t {   None = 0 ,   Open = 1 ,   High = 2 ,   Low = 3 ,   Close = 4 }
	Which leg of a modeled OHLC walk a point sits on. More...
enum class	NativeCompletionKind : std::uint8_t {   Confirmed = 0 ,   LazyComplete = 1 ,   SessionShortened = 2 ,   PartialFinalized = 3 }
	How a script interval or a higher-timeframe bucket was closed. More...
enum class	NativeInputPolicy : std::uint8_t {   Batch = 0 ,   StreamWarmup = 1 }
enum class	NativeInputPreflightError : std::uint16_t {   None = 0 ,   NullArray = 1 ,   InvalidCount = 2 ,   StructuralInvalid = 3 ,   Unaligned = 4 ,   OffGridLabel = 5 ,   NotStrictlyIncreasing = 6 ,   OverlappingSlot = 7 ,   InSessionGap = 8 ,   CalendarFailure = 9 ,   TimestampDeltaOverflow = 10 }
	Why a bar array was refused before the run touched anything. More...
enum class	NativeFxCurveError : std::uint8_t {   None = 0 ,   LengthMismatch = 1 ,   NotStrictlyIncreasing = 2 ,   NotFinitePositive = 3 ,   AllocationFailure = 4 ,   WrongPhase = 5 }
	Why a curve was refused. More...
enum class	NativeLifecycleKind : std::uint8_t {   Unconfigured = 0 ,   Ready = 1 ,   Running = 2 ,   Completed = 3 ,   Failed = 4 }
	Where a host stands. More...
enum class	NativeRunPhase : std::uint8_t {   Batch = 0 ,   Warmup = 1 ,   Realtime = 2 }
	Which driving is Running: a batch run(), a stream's internal warmup, or its realtime leg. More...
enum class	NativeCompletion : std::uint8_t {   BatchComplete = 0 ,   StreamEnded = 1 }
	How a Completed run ended: a batch reached the last bar, or a stream was ended. More...
enum class	NativeFailureCode : std::uint16_t {   None = 0 ,   InvalidSpecification = 1 ,   Contract = 2 ,   Preflight = 3 ,   UnsupportedSource = 4 ,   CallbackException = 5 ,   SettlementFailure = 6 ,   Allocation = 7 ,   CounterExhausted = 8 ,   Aborted = 9 ,   ProjectionMismatch = 10 ,   Calendar = 11 ,   Unexpected = 12 }
	The durable first failure of a run, in NativeFailure::code. More...
enum class	NativeFailureOperation : std::uint16_t {   None = 0 ,   Configure = 1 ,   Begin = 2 ,   Command = 3 ,   Input = 4 ,   Callback = 5 ,   Settlement = 6 ,   Mutation = 7 ,   Stream = 8 }
	Which operation was in flight when the failure latched — the second half of "what went wrong", beside NativeFailureCode. More...
enum class	NativeFailureContextKind : std::uint8_t {   None = 0 ,   Cause = 1 ,   Recipient = 2 ,   CauseRecipient = 3 ,   Cursor = 4 ,   CauseCursor = 5 ,   RecipientCursor = 6 ,   CauseRecipientCursor = 7 }
	In-run failure references. More...
enum class	NativeEventKind : std::uint8_t {   Command = 0 ,   Driver = 1 ,   Account = 2 }
	Which of NativeMarketEvent's three alternatives is populated. More...
enum class	NativeSetupStatus : std::uint8_t {   Applied = 0 ,   Failed = 1 }
	Whether a setup call applied its value or refused it. More...
enum class	NativeCurrentPriceRule : std::uint8_t {   AsPresented = 0 ,   NearestTick = 1 }
	Which price a current execution settles at: the active callback's quote as presented, or that quote on the instrument's nearest tick. More...
enum class	NativeCurrentQuoteKind : std::uint8_t {   MarketDecision = 0 ,   ExecutionAnchor = 1 }
	Where a price came from: the callback's own market decision point, or the execution it is anchored to. More...
enum class	NativePrecommitVerdict : std::uint8_t {   Admit = 0 ,   Proceed = Admit ,   Refuse = 1 ,   AdmitWithHostMargin = 2 }
	The host is consulted before generic opening-margin admission. More...
enum class	NativeMarginCheckKind : std::uint32_t {   BarOpen = 0 ,   AfterApplied = 1 ,   Calculation = 2 ,   FxRoll = 3 }
	Which kernel check point is about to test the maintenance requirement. More...
enum class	NativeAnchoredTrigger : std::uint8_t {   Limit = 0 ,   Stop = 1 ,   TrailArm = 2 }
	Which trigger of an anchored leg the owner's fill is about to supply. More...
enum class	NativeRequestField : std::uint8_t {   Comment = 0 ,   Label = 1 }
	Which of a request's two free-text identity fields a bulk predicate reads. More...
enum class	NativeCurrentRefusal : std::uint8_t {   NoExecutionContext = 0 ,   Reentrant = 1 ,   InvalidHandle = 2 ,   NotWorking = 3 ,   NotAcceptedInCallback = 4 ,   UnsupportedRequest = 5 ,   UnreadyOwner = 6 ,   InvalidSelection = 7 ,   ConfigurationMismatch = 8 }
	Why a current-execution command cannot be consumed here. More...
enum class	NativeCalculationReason : std::uint8_t {   BarClose = 0 ,   OrderFill = 1 ,   Tick = 2 ,   SubBar = 3 }
	Why the kernel is asking the host to calculate. More...
enum class	NativeFeeKind : std::uint32_t {   Percent = 0 ,   CashPerUnit = 1 ,   CashPerExecution = 2 }
	Encodings coincide with the versioned native-v1 C transport. More...
enum class	NativeCloseExecution : std::uint32_t {   NextEligiblePoint = 0 ,   AfterCalculation = 1 }
	When a request born at a script calculation may first match. More...
enum class	NativeAbortReporting : std::uint32_t {   Error = 0 ,   Quiet = 1 }
	Abort presentation is a run-level policy rather than an exception-path convention. More...
enum class	NativeReportPolicy : std::uint32_t {   HostRecorded = 0 ,   KernelRecorded = 1 ,   KernelRecordedAtHostMarks = 2 }
	Who records the per-script-bar report series. More...
enum class	NativeOpenDirections : std::uint32_t {   None = 0 ,   Long = 1 ,   Short = 2 ,   Both = 3 }
	Which opening directions the run admits at all. More...
enum class	NativeCalculationTrigger : std::uint32_t {   BarClose = 0 ,   BarCloseAndFills = 1 ,   EveryModeledPoint = 2 }
	When the kernel asks the host to calculate. More...
enum class	NativeOpenBarView : std::uint32_t {   Complete = 0 ,   OpenOnly = 1 }
	What a bar-open callback is handed. More...
enum class	NativePriceGrid : std::uint32_t {   None = 0 ,   QuantizeFills = 1 ,   QuantizeFillsAndTriggers = 2 }
	A generic instrument price grid. More...
enum class	NativeGridRounding : std::uint32_t {   HalfUp = 0 ,   Directional = 1 }
	HalfUp is the nearest tick with ties away from zero. More...
enum class	NativeLiquidationSizing : std::uint32_t {   RestoreMinimum = 0 ,   ShortfallMultiple = 1 ,   Flatten = 2 }
	Which units a kernel-issued liquidation reduces (L4). More...
enum class	NativeLiquidationCheck : std::uint32_t {   PathAdverseExtreme = 0 ,   CalculationOnly = 1 ,   PathAdverseExtremeMark = 2 }
	When the kernel tests the maintenance requirement. More...
enum class	NativeMarginEquityBasis : std::uint32_t {   MarkedEquity = 0 ,   MarkedEquityBeforeOpenCommission = 1 }
	Which equity the maintenance requirement is tested against. More...
enum class	NativeLiquidationLevelBase : std::uint32_t {   MarkedEquity = 0 ,   RealizedOnly = 1 }
	Which base the liquidation level is solved from. More...
enum class	NativeRiskDay : std::uint32_t {   SessionDay = 0 ,   CalendarDayInTimezone = 1 }
	Which day a risk limit's "day" is. More...
enum class	NativeRiskAction : std::uint32_t {   BlockOpenings = 0 ,   FlattenAndBlock = 1 }
	What a breach does. More...
enum class	NativeSlotLabelPolicy : std::uint32_t {   Canonical = 0 ,   FeedTolerant = 1 ,   LegacyTolerant = FeedTolerant }
	Native hosts normally require every confirmed bar to name a canonical input slot. More...
enum class	NativePathOrder : std::uint32_t {   Auto = 0 ,   HighFirst = 1 ,   LowFirst = 2 }
	Generic ordering for a modeled OHLC path. More...
enum class	NativeFeedTolerance : std::uint32_t {   None = 0 ,   BatchStructuralBars = 1u << 0 ,   WarmupNonNegativeOHLC = 1u << 1 }
	Explicit, opt-in admission exceptions for a tolerated input-feed shape. More...
enum class	NativeSeriesSource : std::uint8_t {   Input = 0 ,   AuxiliaryFeed = 1 }
	One declared higher-timeframe series of the run's own symbol, the native equivalent of request.security(syminfo.tickerid, tf, ...). More...
enum class	NativeRunSpecField : std::uint8_t {   None ,   SessionKey ,   RunNumber ,   InputTimeframe ,   ScriptTimeframe ,   Ticker ,   TickerId ,   Type ,   Currency ,   BaseCurrency ,   Description ,   VolumeType ,   Timezone ,   Session ,   ChartTimezone ,   InitialCapital ,   PointValue ,   AccountFx ,   PriceTick ,   SlippageTicks ,   FeeKind ,   FeeValue ,   QuantityGrid ,   CloseExecution ,   AbortReporting ,   MaxAbsUnits ,   MaxOpenLots ,   AllowedOpenDirections ,   InitialMarginFraction ,   IntrabarTimeframe ,   IntrabarSamples ,   IntrabarDistribution ,   IntrabarVolumeSamples ,   IntrabarSampleEligibility ,   TimeframeUndetected ,   SlotLabelPolicy ,   LegacyTolerance ,   PathOrder ,   ReportPolicy ,   PriceGrid ,   GridRounding ,   SubscriptionTimeframe ,   SubscriptionBars ,   MarginModel ,   MarginInitial ,   MarginMaintenance ,   MarginSizing ,   MarginShortfallMultiple ,   MarginMinUnits ,   MarginCheck ,   MarginEquityBasis ,   MarginLevelBase ,   Calculation ,   OpenBarView ,   RiskLimits ,   RiskDrawdown ,   RiskIntradayLoss ,   RiskLossDays ,   RiskFillsPerDay ,   RiskDayBasis ,   RiskAction ,   AuxiliaryFeedTimeframe ,   AuxiliaryFeedBars ,   SubscriptionSource }
	Which field a validation refused, in deterministic first-error order. More...
enum class	NativeRunSpecError : std::uint8_t {   None ,   EmptyRequiredString ,   EmbeddedNul ,   InvalidUtf8 ,   ZeroRunNumber ,   InvalidTimeframe ,   IncompatibleTimeframes ,   UnresolvedTimezone ,   InvalidSession ,   NotFinitePositive ,   SlippageOutOfRange ,   UnknownFeeKind ,   NotFiniteNonnegative ,   UnknownCloseExecution ,   UnknownAbortReporting ,   UnknownOpenDirections ,   ZeroLotLimit ,   AllocationFailure ,   CalendarFailure ,   InvalidIntrabarPath ,   UnknownIntrabarSampleEligibility ,   InvalidUndetectedTimeframe ,   UnknownSlotLabelPolicy ,   UnknownLegacyTolerance ,   UnknownPathOrder ,   UnknownReportPolicy ,   UnknownPriceGrid ,   UnknownGridRounding ,   GridRequiresPriceTick ,   InvalidSubscriptionTimeframe ,   SubscriptionFinerThanInput ,   DuplicateSubscriptionTimeframe ,   UnorderedSubscriptionBars ,   SubscriptionWithoutTimeframe ,   MarginModelConflict ,   UnknownLiquidationSizing ,   UnknownLiquidationCheck ,   UnknownMarginEquityBasis ,   UnknownLiquidationLevelBase ,   UnknownCalculationTrigger ,   UnknownOpenBarView ,   UnknownRiskDay ,   UnknownRiskAction ,   ZeroRiskLimit ,   MarginSideUndeclared ,   InvalidAuxiliaryFeedTimeframe ,   AuxiliaryFeedNotFinerThanInput ,   UnorderedAuxiliaryFeedBars ,   InvalidAuxiliaryFeedBar ,   AuxiliaryFeedWithoutTimeframe ,   UnknownSeriesSource ,   SubscriptionWithoutAuxiliaryFeed ,   SubscriptionFinerThanAuxiliaryFeed }
	Why a field was refused. More...
enum class	BirthCursorDomain : int32_t {   None ,   HistoricalPath ,   MagnifierTicks }
enum class	BirthCursorPosition : int32_t {   None ,   Point ,   Segment }
enum class	OrderBirthCause : int32_t {   Unattributed ,   DirectCommand ,   ChartEvaluation ,   FillEvaluation }
enum class	CancellationCause : int32_t {   None = 0 ,   Replacement = 1 ,   Dependency = 2 }
enum class	CancellationState : int32_t {   Live = 0 ,   Cancelled = 1 }
enum class	CloseClaimRelease : int32_t {   Unbound = 0 ,   NotApplicable = 1 ,   Pending = 2 ,   Released = 3 }
enum class	CancellationResult : int32_t {   Applied = 0 ,   Replay = 1 ,   AlreadyTerminal = 2 ,   Invalid = 3 }
enum class	QuantityIntentKind {   Units ,   Fraction ,   All }
enum class	CalendarPeriod {   NONE ,   DAY ,   WEEK ,   MONTH }

Functions
bool	is_na (const Line &h)
bool	is_na (const Box &h)
bool	is_na (const Label &h)
bool	is_na (const Linefill &h)
bool	is_na (const ChartPoint &p)
template<class Rec, class Handle>
Rec &	pf_require_live (DrawingArena< Rec > &a, Handle h)
int64_t	pf_point_x (const ChartPoint &p, XLoc xloc)
Line	pf_line_new (DrawingArena< LineRec > &a, int64_t x1, double y1, int64_t x2, double y2, XLoc xloc=XLoc::bar_index, bool el=false, bool er=false)
Line	pf_line_new_pts (DrawingArena< LineRec > &a, ChartPoint p1, ChartPoint p2, XLoc xloc=XLoc::bar_index)
int64_t	pf_line_get_x1 (DrawingArena< LineRec > &a, Line h)
int64_t	pf_line_get_x2 (DrawingArena< LineRec > &a, Line h)
double	pf_line_get_y1 (DrawingArena< LineRec > &a, Line h)
double	pf_line_get_y2 (DrawingArena< LineRec > &a, Line h)
void	pf_line_set_x1 (DrawingArena< LineRec > &a, Line h, int64_t v)
void	pf_line_set_x2 (DrawingArena< LineRec > &a, Line h, int64_t v)
void	pf_line_set_y1 (DrawingArena< LineRec > &a, Line h, double v)
void	pf_line_set_y2 (DrawingArena< LineRec > &a, Line h, double v)
void	pf_line_set_xy1 (DrawingArena< LineRec > &a, Line h, int64_t x, double y)
void	pf_line_set_xy2 (DrawingArena< LineRec > &a, Line h, int64_t x, double y)
void	pf_line_set_first_point (DrawingArena< LineRec > &a, Line h, ChartPoint p)
void	pf_line_set_second_point (DrawingArena< LineRec > &a, Line h, ChartPoint p)
void	pf_line_set_xloc (DrawingArena< LineRec > &a, Line h, int64_t x1, int64_t x2, XLoc xloc)
double	pf_line_get_price (DrawingArena< LineRec > &a, Line h, int64_t x)
Line	pf_line_copy (DrawingArena< LineRec > &a, Line h)
void	pf_line_delete (DrawingArena< LineRec > &a, Line h)
Box	pf_box_new (DrawingArena< BoxRec > &a, int64_t left, double top, int64_t right, double bottom, XLoc xloc=XLoc::bar_index)
Box	pf_box_new_pts (DrawingArena< BoxRec > &a, ChartPoint top_left, ChartPoint bottom_right, XLoc xloc=XLoc::bar_index)
int64_t	pf_box_get_left (DrawingArena< BoxRec > &a, Box h)
int64_t	pf_box_get_right (DrawingArena< BoxRec > &a, Box h)
double	pf_box_get_top (DrawingArena< BoxRec > &a, Box h)
double	pf_box_get_bottom (DrawingArena< BoxRec > &a, Box h)
void	pf_box_set_left (DrawingArena< BoxRec > &a, Box h, int64_t v)
void	pf_box_set_right (DrawingArena< BoxRec > &a, Box h, int64_t v)
void	pf_box_set_top (DrawingArena< BoxRec > &a, Box h, double v)
void	pf_box_set_bottom (DrawingArena< BoxRec > &a, Box h, double v)
void	pf_box_set_lefttop (DrawingArena< BoxRec > &a, Box h, int64_t left, double top)
void	pf_box_set_rightbottom (DrawingArena< BoxRec > &a, Box h, int64_t right, double bottom)
void	pf_box_set_top_left_point (DrawingArena< BoxRec > &a, Box h, ChartPoint p)
void	pf_box_set_bottom_right_point (DrawingArena< BoxRec > &a, Box h, ChartPoint p)
void	pf_box_set_xloc (DrawingArena< BoxRec > &a, Box h, int64_t left, int64_t right, XLoc xloc)
Box	pf_box_copy (DrawingArena< BoxRec > &a, Box h)
void	pf_box_delete (DrawingArena< BoxRec > &a, Box h)
Label	pf_label_new (DrawingArena< LabelRec > &a, int64_t x, double y, std::string text, XLoc xloc=XLoc::bar_index, YLoc yloc=YLoc::price)
Label	pf_label_new_pt (DrawingArena< LabelRec > &a, ChartPoint point, std::string text, YLoc yloc=YLoc::price)
int64_t	pf_label_get_x (DrawingArena< LabelRec > &a, Label h)
double	pf_label_get_y (DrawingArena< LabelRec > &a, Label h)
std::string	pf_label_get_text (DrawingArena< LabelRec > &a, Label h)
void	pf_label_set_x (DrawingArena< LabelRec > &a, Label h, int64_t v)
void	pf_label_set_y (DrawingArena< LabelRec > &a, Label h, double v)
void	pf_label_set_xy (DrawingArena< LabelRec > &a, Label h, int64_t x, double y)
void	pf_label_set_point (DrawingArena< LabelRec > &a, Label h, ChartPoint p)
void	pf_label_set_xloc (DrawingArena< LabelRec > &a, Label h, int64_t x, XLoc xloc)
void	pf_label_set_yloc (DrawingArena< LabelRec > &a, Label h, YLoc yloc)
void	pf_label_set_text (DrawingArena< LabelRec > &a, Label h, std::string text)
Label	pf_label_copy (DrawingArena< LabelRec > &a, Label h)
void	pf_label_delete (DrawingArena< LabelRec > &a, Label h)
Linefill	pf_linefill_new (DrawingArena< LinefillRec > &a, Line l1, Line l2)
Line	pf_linefill_get_line1 (DrawingArena< LinefillRec > &a, Linefill h)
Line	pf_linefill_get_line2 (DrawingArena< LinefillRec > &a, Linefill h)
void	pf_linefill_delete (DrawingArena< LinefillRec > &a, Linefill h)
template<class... A>
void	pf_noop (A &&...)
std::unique_ptr< IExecutionConsumer >	make_native_execution_consumer ()
template<typename T>
bool	is_na (const GenericMatrix< T > &matrix) noexcept
void	pine_log_info (const std::string &msg)
void	pine_log_warning (const std::string &msg)
void	pine_log_error (const std::string &msg)
void	pine_runtime_error (const std::string &msg)
double	path_at (double t, double p0, double p1, double p2, double p3, double len0, double len1, double len2, double total)
	Maps parameter t in [0,1] to a price on the 3-segment path.
std::vector< double >	sample_price_path (const Bar &bar, int n_samples, MagnifierDistribution dist=MagnifierDistribution::ENDPOINTS)
	Sample n_samples points along the OHLC price path of the bar.
void	sample_price_path (const Bar &bar, int n_samples, MagnifierDistribution dist, std::vector< double > &out)
	Out-parameter overload of sample_price_path.
std::vector< double >	sample_price_path_volume_weighted (const Bar &bar, int base_samples, double mean_volume, int min_samples=2, int max_samples=64, MagnifierDistribution dist=MagnifierDistribution::ENDPOINTS)
	Sample n_samples points along the OHLC price path, weighting the sample density by the ratio of this bar's volume to a reference mean_volume.
void	sample_price_path_volume_weighted (const Bar &bar, int base_samples, double mean_volume, int min_samples, int max_samples, MagnifierDistribution dist, std::vector< double > &out)
	Out-parameter overload of sample_price_path_volume_weighted.
template<typename Key, typename Value>
bool	is_na (const PineMap< Key, Value > &map) noexcept
bool	native_bar_structurally_valid (const Bar &bar) noexcept
	Whether a bar can be admitted at all: finite positive OHLC with high >= max(open, close) and low <= min(open, close), and a finite nonnegative volume.
bool	native_confirmed_bar_label_admitted (const native_calendar::NativeInterval &interval, int64_t timestamp) noexcept
int64_t	native_canonical_input_completion (const native_calendar::NativeInterval &interval) noexcept
NativeInputPreflightResult	preflight_native_inputs (const NativeRunSpec &spec, const Bar *bars, int n, NativeInputPolicy policy)
	Judge a whole bar array against a run spec before any of it is consumed, under NativeInputPolicy::Batch (sparse input is admitted; missing in-session slots are legal) or StreamWarmup (every provided slot must be a complete confirmed interval and an in-session gap is refused).
double	deterministic_random (double lo, uint32_t call_site, double hi, uint32_t seed, int bar_index)
double	pine_random (double lo, uint32_t call_site, double hi, uint32_t seed, int bar_index)
bool	is_na (const NumericMatrix &matrix) noexcept
template<typename T>
T	na ()
template<>
double	na< double > ()
template<>
int	na< int > ()
template<>
int64_t	na< int64_t > ()
template<>
bool	na< bool > ()
bool	is_na (double v)
template<typename T, typename = std::enable_if_t<std::is_integral_v<T> && !std::is_same_v<T, bool>>>
bool	is_na (T v)
NativeFxCurveValidation	validate_native_fx_curve (const NativeFxCurve &curve) noexcept
std::uint64_t	native_fx_curve_digest (const NativeFxCurve &curve) noexcept
constexpr std::uint8_t	native_failure_context_bits (NativeFailureContextKind kind) noexcept
	The bit-union under NativeFailureContextKind: Cause=1, Recipient=2, Cursor=4.
constexpr bool	native_failure_has_cause (NativeFailureContextKind kind) noexcept
	Whether a context of this kind populates its NativeInRunCause.
constexpr bool	native_failure_has_recipient (NativeFailureContextKind kind) noexcept
	Whether a context of this kind populates its NativeInRunRecipient.
constexpr bool	native_failure_has_cursor (NativeFailureContextKind kind) noexcept
	Whether a context of this kind populates its NativeInRunCursor.
constexpr bool	native_failure_has_cause (const NativeFailureContext &context) noexcept
	Whether this context populates its NativeInRunCause.
constexpr bool	native_failure_has_recipient (const NativeFailureContext &context) noexcept
	Whether this context populates its NativeInRunRecipient.
constexpr bool	native_failure_has_cursor (const NativeFailureContext &context) noexcept
	Whether this context populates its NativeInRunCursor.
constexpr NativeFailureContextKind	native_failure_context_kind (bool cause, bool recipient, bool cursor) noexcept
	The kind that says exactly these three alternatives are populated.
NativeFailureContext	native_failure_cause (std::uint64_t ordinal) noexcept
	A context carrying one causing event ordinal.
NativeFailureContext	native_failure_recipient (std::uint64_t incarnation) noexcept
	A context carrying one addressed request incarnation.
NativeFailureContext	native_failure_cursor (NativeCoordinate point, double t=0.0) noexcept
	A context carrying one path cursor.
NativeFailureContext	native_failure_context_in_run (const native_order::RunIdentity &run, const native_order::EventId *cause, const native_order::RequestHandle *recipient, const native_order::MatchCursor *cursor) noexcept
	Copies only ordinals/incarnation/cursor scalars.
const native_order::RunIdentity *	native_failed_run_identity (const NativeFailed &failed) noexcept
	The RunIdentity the failed spec carried, or nullptr when configure failed before staging one.
constexpr bool	native_feed_tolerance_enabled (NativeFeedTolerance enabled, NativeFeedTolerance requested) noexcept
	Whether one NativeFeedTolerance bit is set in a run's mask.
constexpr bool	native_legacy_tolerance_enabled (NativeFeedTolerance enabled, NativeFeedTolerance requested) noexcept
	Deprecated spelling of native_feed_tolerance_enabled.
NativeRunSpecValidation	validate_native_run_spec (const NativeRunSpec &spec) noexcept
	Complete validation, with deterministic first-error field order.
NativeRunSpecValidation	normalize_native_run_spec (NativeRunSpec &spec) noexcept
	Validate the WHOLE value first, then canonicalize its admitted numeric negative zero (fee_value) to positive zero.
NativeRunSpecValidation	validate_native_timeframe_subscriptions (const std::vector< NativeTimeframeSubscription > &subscriptions, const std::string &input_tf, bool timeframe_undetected) noexcept
	Exactly the part of validate_native_run_spec that judges declared higher-timeframe series, against a stated input timeframe: the pairing rule (as script_tf pairs, never strictly finer), the literals, the order of any authoritative bars, the one conflicting-feed refusal, and the undetected-timeframe rule.
NativeRunSpecValidation	validate_native_timeframe_subscriptions (const std::vector< NativeTimeframeSubscription > &subscriptions, const std::string &input_tf, bool timeframe_undetected, const std::optional< NativeAuxiliaryFeed > &auxiliary_feed) noexcept
	The same judgement for a run that declares an auxiliary feed: the feed is judged first (validate_native_auxiliary_feed), then every series, a series built from the feed pairing with the FEED's timeframe.
NativeRunSpecValidation	validate_native_auxiliary_feed (const std::optional< NativeAuxiliaryFeed > &auxiliary_feed, const std::string &input_tf, bool timeframe_undetected) noexcept
	Exactly the part of validate_native_run_spec that judges the auxiliary feed, against a stated input timeframe: the literal, the strictly-finer pairing under the input, the order and structure of its bars, and the undetected-timeframe rule.
std::uint64_t	native_intrabar_path_digest (const IntrabarPath &path) noexcept
	Exact FNV-1a content digest for a retained intrabar path.
std::uint64_t	native_timeframe_subscriptions_digest (const std::vector< NativeTimeframeSubscription > &subscriptions) noexcept
	Exact FNV-1a content digest for the declared higher-timeframe series.
std::uint64_t	native_auxiliary_feed_digest (const NativeAuxiliaryFeed &feed) noexcept
	Exact FNV-1a content digest for the declared auxiliary feed: its timeframe literal and every bar in caller order, so a continuation cannot silently reuse another begin's feed.
std::uint64_t	native_run_spec_digest (const NativeRunSpec &spec) noexcept
	Machine-independent digest of a run spec: exactly the fields the consumer folds into the continuation identity for the spec, and nothing else — no timezone resources, no session identity beyond the spec's own.
std::uint64_t	native_margin_model_digest (const NativeMarginModel &margin) noexcept
	Exact FNV-1a content digest for the generic margin model.
std::uint64_t	native_risk_limits_digest (const NativeRiskLimits &risk) noexcept
	Exact FNV-1a content digest for the generic risk limits.
std::string	normalize_timezone_for_posix (const std::string &tz)
int64_t	timeframe_time (int64_t bar_ms, const std::string &tf, const std::string &session, const std::string &tz, const std::string &chart_tf, const std::string &syminfo_tz=std::string())
int64_t	timeframe_time_close (int64_t bar_ms, const std::string &tf, const std::string &session, const std::string &tz, const std::string &chart_tf, const std::string &syminfo_tz=std::string())
int64_t	timeframe_time (int64_t bar_ms, const std::string &tf, const std::string &session, const std::string &tz, const std::string &chart_tf, const std::string &sym_tz, const std::string &sym_session)
int64_t	timeframe_time_close (int64_t bar_ms, const std::string &tf, const std::string &session, const std::string &tz, const std::string &chart_tf, const std::string &sym_tz, const std::string &sym_session)
int	hhmm_to_minutes (const std::string &hhmm)
int	local_hour (int64_t bar_ms, const std::string &tz)
int	local_minute (int64_t bar_ms, const std::string &tz)
int	local_second (int64_t bar_ms, const std::string &tz)
int	local_dayofmonth (int64_t bar_ms, const std::string &tz)
int	local_dayofweek (int64_t bar_ms, const std::string &tz)
int	local_month (int64_t bar_ms, const std::string &tz)
int	local_year (int64_t bar_ms, const std::string &tz)
int	local_weekofyear (int64_t bar_ms, const std::string &tz)
bool	local_time_in_session_windows (const std::string &windows_body, const struct tm &local_tm)
bool	passes_session_filter (const std::string &session, const std::string &tz, int64_t bar_ms)
int64_t	calendar_day_open_local_ms (int64_t bar_ms, const std::string &tz)
int64_t	session_trading_day_open_ms (int64_t bar_ms, const std::string &session, const std::string &tz)
bool	session_in_market (const std::string &session, const std::string &tz, int64_t bar_ms)
bool	session_in_premarket (const std::string &session, const std::string &tz, int64_t bar_ms)
bool	session_in_postmarket (const std::string &session, const std::string &tz, int64_t bar_ms)
bool	session_in_market (const std::string &session, const std::string &tz, int64_t bar_ms, const std::string &chart_tf)
bool	session_in_premarket (const std::string &session, const std::string &tz, int64_t bar_ms, const std::string &chart_tf)
bool	session_in_postmarket (const std::string &session, const std::string &tz, int64_t bar_ms, const std::string &chart_tf)
int64_t	pine_time (int64_t bar_ms, const std::string &tf, const std::string &session, const std::string &tz, const std::string &chart_tf, const std::string &syminfo_tz=std::string())
int64_t	pine_time (int64_t bar_ms, const std::string &tf, const std::string &session, const std::string &tz, const std::string &chart_tf, const std::string &sym_tz, const std::string &sym_session)
int64_t	pine_time_close (int64_t bar_ms, const std::string &tf, const std::string &session, const std::string &tz, const std::string &chart_tf, const std::string &syminfo_tz=std::string())
int64_t	pine_time_close (int64_t bar_ms, const std::string &tf, const std::string &session, const std::string &tz, const std::string &chart_tf, const std::string &sym_tz, const std::string &sym_session)
int	pine_hour (int64_t bar_ms, const std::string &tz)
int	pine_minute (int64_t bar_ms, const std::string &tz)
int	pine_second (int64_t bar_ms, const std::string &tz)
int	pine_dayofmonth (int64_t bar_ms, const std::string &tz)
int	pine_dayofweek (int64_t bar_ms, const std::string &tz)
int	pine_month (int64_t bar_ms, const std::string &tz)
int	pine_year (int64_t bar_ms, const std::string &tz)
int	pine_weekofyear (int64_t bar_ms, const std::string &tz)
int64_t	pine_time_tradingday (int64_t bar_ms, const std::string &session, const std::string &tz)
bool	pine_session_ismarket (const std::string &session, const std::string &tz, int64_t bar_ms)
bool	pine_session_ispremarket (const std::string &session, const std::string &tz, int64_t bar_ms)
bool	pine_session_ispostmarket (const std::string &session, const std::string &tz, int64_t bar_ms)
bool	pine_session_ismarket (const std::string &session, const std::string &tz, int64_t bar_ms, const std::string &chart_tf)
bool	pine_session_ispremarket (const std::string &session, const std::string &tz, int64_t bar_ms, const std::string &chart_tf)
bool	pine_session_ispostmarket (const std::string &session, const std::string &tz, int64_t bar_ms, const std::string &chart_tf)
bool	pine_float_eq (double a, double b)
bool	pine_float_ne (double a, double b)
bool	pine_float_gt (double a, double b)
bool	pine_float_lt (double a, double b)
bool	pine_float_ge (double a, double b)
bool	pine_float_le (double a, double b)
std::string	str_format (const std::string &fmt, const std::vector< std::string > &args)
std::string	str_format_time (long long timestamp_ms, const std::string &format, const std::string &timezone)
std::string	str_match (const std::string &source, const std::string &regex_pattern)
std::vector< std::string >	str_split (const std::string &source, const std::string &separator)
std::string	str_tostring (double value, const std::string &format_mode="", double mintick=0.0)
std::string	pine_str_format (const std::string &fmt, const std::vector< std::string > &args)
std::string	pine_str_format_time (long long timestamp_ms, const std::string &format, const std::string &timezone)
std::string	pine_str_match (const std::string &source, const std::string &regex_pattern)
std::vector< std::string >	pine_str_split (const std::string &source, const std::string &separator)
std::string	pine_str_tostring (double value, const std::string &format_mode="", double mintick=0.0)
bool	float_band_eq (double a, double b)
bool	float_band_ne (double a, double b)
bool	float_band_gt (double a, double b)
bool	float_band_lt (double a, double b)
bool	float_band_ge (double a, double b)
bool	float_band_le (double a, double b)
int	tf_to_seconds (const std::string &tf)
	Convert a TradingView timeframe string to seconds.
int	tf_multiplier (const std::string &tf)
	Extract the numeric multiplier from a TF string (e.g. "15" -> 15, "D" -> 1).
bool	tf_is_intraday (const std::string &tf)
bool	tf_is_daily (const std::string &tf)
bool	tf_is_weekly (const std::string &tf)
bool	tf_is_monthly (const std::string &tf)
bool	tf_is_seconds (const std::string &tf)
bool	tf_change (int64_t prev_ms, int64_t curr_ms, const std::string &tf)
	Check if prev/curr timestamps cross a timeframe boundary.
int	tf_ratio (const std::string &input_tf, const std::string &target_tf)
	Compute how many input bars fit into one target bar.
std::string	detect_timeframe (const Bar *bars, int n, int max_samples=100)
	Detect the timeframe string from an array of bars by computing the median timestamp delta and mapping to the nearest standard TF.
CalendarPeriod	calendar_period_for (const std::string &tf)
	Determine the calendar period for a target TF string.
bool	tf_is_daily_or_higher (const std::string &tf)
	True for a daily-or-higher chart timeframe ("D", "1D", "2D", "W", "M"): a bar that covers whole session days rather than a time of day (the aggregation path's CALENDAR classification).
bool	crosses_boundary (int64_t prev_ms, int64_t curr_ms, CalendarPeriod period)
	Check if two timestamps (Unix milliseconds) fall in different calendar periods.
bool	crosses_boundary (int64_t prev_ms, int64_t curr_ms, CalendarPeriod period, const std::string &tz, const std::string &session)
	Timezone/session-aware variants.
bool	tf_change (int64_t prev_ms, int64_t curr_ms, const std::string &tf, const std::string &tz, const std::string &session)
int64_t	session_day_index (int64_t ms, const std::string &tz, const std::string &session)
	Ordinal of the session day containing ms (days since epoch on the session clock).
int64_t	session_period_open_ms (int64_t ms, const std::string &tz, const std::string &session, CalendarPeriod period)
	Open (Unix ms) of the symbol's D/W/M bar that contains ms: the day stamp of the period's first session-day (17:00 ET on OANDA 1800-1700, the session open elsewhere).
int64_t	session_intraday_bucket_open_ms (int64_t ms, int64_t bucket_sec, const std::string &tz, const std::string &session)
	Open (Unix ms) of the bucket_sec-wide intraday bucket that contains ms on the symbol's day-stamp-anchored grid: exchange-tz time since local midnight + day stamp, floored to the bucket width.
int64_t	session_covered_instant_ms (int64_t ms, const std::string &tz, const std::string &session)
	The session instant a native CALENDAR chart stamp covers.
int64_t	session_period_close_ms (int64_t ms, const std::string &tz, const std::string &session, CalendarPeriod period)
	Exclusive close (Unix ms) of the symbol's D/W/M bar that contains ms: DAY -> session-day open + session length (16:00 ET on equities, the next 17:00 ET on forex, next midnight on 24x7); WEEK / MONTH -> the open of the next period's first session-day.
int64_t	session_period_last_traded_close_ms (int64_t ms, const std::string &tz, const std::string &session, CalendarPeriod period)
	Exclusive close (Unix ms) of the LAST TRADED session-day of the D/W/M bar that contains ms: DAY is session_period_close_ms; WEEK / MONTH step back from the period's last session-day over weekend TRADING dates (Saturday / Sunday never hold a session on exchange-calendar symbols), so an equity week ends Friday 16:00 ET, a month whose last calendar day is a weekend ends on its last Friday, and the forex week ends Friday 17:00 ET (the Friday-open session is Saturday's trading date).
bool	build_native_day_partition (NativeDayPartition &out, const std::string &tz, const std::string &session, const std::vector< int64_t > &stamps, const Bar *input_bars, int n_input)
	Build the partition for the symbol clock (tz, session) from the native daily stamps and the chart's input bars (the trade instants: the last input bar before the next stamp, bounded by the last stamp's nominal session-day close; the stamp itself when no input bar lies in the period).
int	native_day_partition_index (const NativeDayPartition &p, int64_t ms)
	Index of the native period holding ms under p: -1 before the first stamp and at / after the last stamp's nominal session-day close.
const NativeDayPartition *	set_active_native_day_partition (const NativeDayPartition *p)
	The calling thread's active chart partition, read by session_day_index / session_period_open_ms / session_period_close_ms / session_period_last_traded_close_ms / crosses_boundary (and so by tf_change, the symbol-clock pine_time forms and ta::VWAP's session anchor) whenever their (tz, session) equal the partition's.
const NativeDayPartition *	active_native_day_partition ()
static int	safe_tf_to_seconds (const std::string &tf)
static void	sort_same_bar_exit_trades (std::vector< Trade > &, source::PineExecutionAdapter &)

Variables
template<typename T>
constexpr bool	is_pine_map_snapshot_value_v
constexpr const char *	kNativeDriverSemanticVersion = "native-driver/v5"
constexpr const char *	kNativeConsumerSemanticVersion = "native-consumer/v7"
constexpr const char *	kNativeCalendarSemanticVersion = "native-calendar/v1"
constexpr double	kPineFloatEqualityBand = kFloatCompareBand
constexpr double	kFloatCompareBand = 1e-10
constexpr int64_t	kSecPerDay = 86400
constexpr int64_t	kMsPerDay = 86400000

Typedef Documentation

PineExitActivationPolicy

using pineforge::PineExitActivationPolicy = compat::pine::ExitActivationPolicy

Definition at line 103 of file exit_activation.hpp.

PineHistoricalBirthReach

using pineforge::PineHistoricalBirthReach = compat::pine::HistoricalBirthReach

Definition at line 26 of file compat/pine/order_birth.hpp.

LotExcursionHook

using pineforge::LotExcursionHook = std::function<ClosedLotExcursion(const ClosedLotExcursionFacts&)>

Definition at line 112 of file engine.hpp.

ExitLegLifecycle

using pineforge::ExitLegLifecycle = exit_legs::Lifecycle

Definition at line 276 of file engine.hpp.

InputsMap

using pineforge::InputsMap = std::unordered_map<std::string, std::string>

Definition at line 309 of file engine.hpp.

PineGenericMatrix

template<typename T>

using pineforge::PineGenericMatrix = GenericMatrix<T>

Definition at line 694 of file generic_matrix.hpp.

PineMatrix

using pineforge::PineMatrix = NumericMatrix

Definition at line 159 of file matrix.hpp.

MarketAdmissionDraft

using pineforge::MarketAdmissionDraft = admission::Draft

Definition at line 281 of file source/market_admission.hpp.

MarketAdmissionJournal

using pineforge::MarketAdmissionJournal = admission::Journal

Definition at line 281 of file source/market_admission.hpp.

Enumeration Type Documentation

XLoc

enum class pineforge::XLoc : int

strong

Enumerator
bar_index
bar_time

Definition at line 32 of file drawing.hpp.

YLoc

enum class pineforge::YLoc : int

strong

Enumerator
price
abovebar
belowbar

Definition at line 33 of file drawing.hpp.

PositionSide

enum class pineforge::PositionSide

strong

Enumerator
FLAT
LONG
SHORT

Definition at line 54 of file engine.hpp.

QtyType

enum class pineforge::QtyType

strong

Enumerator
FIXED
PERCENT_OF_EQUITY
CASH

Definition at line 279 of file engine.hpp.

CommissionType

enum class pineforge::CommissionType

strong

Enumerator
PERCENT
CASH_PER_ORDER
CASH_PER_CONTRACT

Definition at line 282 of file engine.hpp.

MagnifierDistribution

enum class pineforge::MagnifierDistribution

strong

Enumerator
UNIFORM
COSINE
TRIANGLE
ENDPOINTS
FRONT_LOADED
BACK_LOADED

Definition at line 7 of file magnifier.hpp.

BirthCursorDomain

enum class pineforge::BirthCursorDomain : int32_t

strong

Enumerator
None
HistoricalPath
MagnifierTicks

Definition at line 10 of file order_birth.hpp.

BirthCursorPosition

enum class pineforge::BirthCursorPosition : int32_t

strong

Enumerator
None
Point
Segment

Definition at line 11 of file order_birth.hpp.

OrderBirthCause

enum class pineforge::OrderBirthCause : int32_t

strong

Enumerator
Unattributed
DirectCommand
ChartEvaluation
FillEvaluation

Definition at line 12 of file order_birth.hpp.

QuantityIntentKind

enum class pineforge::QuantityIntentKind

strong

Enumerator
Units
Fraction
All

Definition at line 10 of file quantity_intent.hpp.

CalendarPeriod

enum class pineforge::CalendarPeriod

strong

Enumerator
NONE
DAY
WEEK
MONTH

Definition at line 81 of file timeframe.hpp.

Function Documentation

is_na() [1/10]

bool pineforge::is_na ( const Line & h )

inline

Definition at line 42 of file drawing.hpp.

References pineforge::Line::id.

Referenced by is_na(), and pf_label_new_pt().

is_na() [2/10]

bool pineforge::is_na ( const Box & h )

inline

Definition at line 43 of file drawing.hpp.

References pineforge::Box::id.

is_na() [3/10]

bool pineforge::is_na ( const Label & h )

inline

Definition at line 44 of file drawing.hpp.

References pineforge::Label::id.

is_na() [4/10]

bool pineforge::is_na ( const Linefill & h )

inline

Definition at line 45 of file drawing.hpp.

References pineforge::Linefill::id.

is_na() [5/10]

bool pineforge::is_na ( const ChartPoint & p )

inline

Definition at line 55 of file drawing.hpp.

References pineforge::ChartPoint::index, is_na(), pineforge::ChartPoint::price, and pineforge::ChartPoint::time.

pf_require_live()

template<class Rec, class Handle>

Rec & pineforge::pf_require_live ( DrawingArena< Rec > & a, Handle h )

inline

Definition at line 135 of file drawing.hpp.

References pineforge::DrawingArena< Rec >::at(), and pineforge::DrawingArena< Rec >::size().

Referenced by pf_box_get_bottom(), pf_box_get_left(), pf_box_get_right(), pf_box_get_top(), pf_box_set_bottom(), pf_box_set_bottom_right_point(), pf_box_set_left(), pf_box_set_lefttop(), pf_box_set_right(), pf_box_set_rightbottom(), pf_box_set_top(), pf_box_set_top_left_point(), pf_box_set_xloc(), pf_label_get_text(), pf_label_get_x(), pf_label_get_y(), pf_label_set_point(), pf_label_set_text(), pf_label_set_x(), pf_label_set_xloc(), pf_label_set_xy(), pf_label_set_y(), pf_label_set_yloc(), pf_line_get_x1(), pf_line_get_x2(), pf_line_get_y1(), pf_line_get_y2(), pf_line_set_first_point(), pf_line_set_second_point(), pf_line_set_x1(), pf_line_set_x2(), pf_line_set_xloc(), pf_line_set_xy1(), pf_line_set_xy2(), pf_line_set_y1(), pf_line_set_y2(), pf_linefill_get_line1(), and pf_linefill_get_line2().

pf_point_x()

int64_t pineforge::pf_point_x ( const ChartPoint & p, XLoc xloc )

inline

Definition at line 141 of file drawing.hpp.

References bar_time, pineforge::ChartPoint::index, and pineforge::ChartPoint::time.

Referenced by pf_box_new_pts(), pf_box_set_bottom_right_point(), pf_box_set_top_left_point(), pf_label_new_pt(), pf_label_set_point(), pf_line_new_pts(), pf_line_set_first_point(), and pf_line_set_second_point().

pf_line_new()

Line pineforge::pf_line_new ( DrawingArena< LineRec > & a, int64_t x1, double y1, int64_t x2, double y2, XLoc xloc = XLoc::bar_index, bool el = false, bool er = false )

inline

Definition at line 146 of file drawing.hpp.

References pineforge::DrawingArena< Rec >::alloc(), and bar_index.

pf_line_new_pts()

Line pineforge::pf_line_new_pts ( DrawingArena< LineRec > & a, ChartPoint p1, ChartPoint p2, XLoc xloc = XLoc::bar_index )

inline

Definition at line 151 of file drawing.hpp.

References pineforge::DrawingArena< Rec >::alloc(), bar_index, pf_point_x(), and pineforge::ChartPoint::price.

pf_line_get_x1()

int64_t pineforge::pf_line_get_x1 ( DrawingArena< LineRec > & a, Line h )

inline

Definition at line 157 of file drawing.hpp.

References pf_require_live().

pf_line_get_x2()

int64_t pineforge::pf_line_get_x2 ( DrawingArena< LineRec > & a, Line h )

inline

Definition at line 158 of file drawing.hpp.

References pf_require_live().

pf_line_get_y1()

double pineforge::pf_line_get_y1 ( DrawingArena< LineRec > & a, Line h )

inline

Definition at line 159 of file drawing.hpp.

References pf_require_live().

pf_line_get_y2()

double pineforge::pf_line_get_y2 ( DrawingArena< LineRec > & a, Line h )

inline

Definition at line 160 of file drawing.hpp.

References pf_require_live().

pf_line_set_x1()

void pineforge::pf_line_set_x1 ( DrawingArena< LineRec > & a, Line h, int64_t v )

inline

Definition at line 162 of file drawing.hpp.

References pf_require_live().

pf_line_set_x2()

void pineforge::pf_line_set_x2 ( DrawingArena< LineRec > & a, Line h, int64_t v )

inline

Definition at line 163 of file drawing.hpp.

References pf_require_live().

pf_line_set_y1()

void pineforge::pf_line_set_y1 ( DrawingArena< LineRec > & a, Line h, double v )

inline

Definition at line 164 of file drawing.hpp.

References pf_require_live().

pf_line_set_y2()

void pineforge::pf_line_set_y2 ( DrawingArena< LineRec > & a, Line h, double v )

inline

Definition at line 165 of file drawing.hpp.

References pf_require_live().

pf_line_set_xy1()

void pineforge::pf_line_set_xy1 ( DrawingArena< LineRec > & a, Line h, int64_t x, double y )

inline

Definition at line 166 of file drawing.hpp.

References pf_require_live().

pf_line_set_xy2()

void pineforge::pf_line_set_xy2 ( DrawingArena< LineRec > & a, Line h, int64_t x, double y )

inline

Definition at line 169 of file drawing.hpp.

References pf_require_live().

pf_line_set_first_point()

void pineforge::pf_line_set_first_point ( DrawingArena< LineRec > & a, Line h, ChartPoint p )

inline

Definition at line 172 of file drawing.hpp.

References pf_point_x(), pf_require_live(), and pineforge::ChartPoint::price.

pf_line_set_second_point()

void pineforge::pf_line_set_second_point ( DrawingArena< LineRec > & a, Line h, ChartPoint p )

inline

Definition at line 175 of file drawing.hpp.

References pf_point_x(), pf_require_live(), and pineforge::ChartPoint::price.

pf_line_set_xloc()

void pineforge::pf_line_set_xloc ( DrawingArena< LineRec > & a, Line h, int64_t x1, int64_t x2, XLoc xloc )

inline

Definition at line 178 of file drawing.hpp.

References pf_require_live().

pf_line_get_price()

double pineforge::pf_line_get_price ( DrawingArena< LineRec > & a, Line h, int64_t x )

inline

Definition at line 184 of file drawing.hpp.

References pineforge::DrawingArena< Rec >::at(), bar_time, pineforge::Line::id, na< double >(), and pineforge::DrawingArena< Rec >::size().

pf_line_copy()

Line pineforge::pf_line_copy ( DrawingArena< LineRec > & a, Line h )

inline

Definition at line 194 of file drawing.hpp.

References pineforge::DrawingArena< Rec >::alive(), pineforge::DrawingArena< Rec >::alloc(), pineforge::DrawingArena< Rec >::at(), and pineforge::Line::id.

pf_line_delete()

void pineforge::pf_line_delete ( DrawingArena< LineRec > & a, Line h )

inline

Definition at line 199 of file drawing.hpp.

References pineforge::DrawingArena< Rec >::erase(), and pineforge::Line::id.

pf_box_new()

Box pineforge::pf_box_new ( DrawingArena< BoxRec > & a, int64_t left, double top, int64_t right, double bottom, XLoc xloc = XLoc::bar_index )

inline

Definition at line 202 of file drawing.hpp.

References pineforge::DrawingArena< Rec >::alloc(), and bar_index.

pf_box_new_pts()

Box pineforge::pf_box_new_pts ( DrawingArena< BoxRec > & a, ChartPoint top_left, ChartPoint bottom_right, XLoc xloc = XLoc::bar_index )

inline

Definition at line 206 of file drawing.hpp.

References pineforge::DrawingArena< Rec >::alloc(), bar_index, pf_point_x(), and pineforge::ChartPoint::price.

pf_box_get_left()

int64_t pineforge::pf_box_get_left ( DrawingArena< BoxRec > & a, Box h )

inline

Definition at line 212 of file drawing.hpp.

References pf_require_live().

pf_box_get_right()

int64_t pineforge::pf_box_get_right ( DrawingArena< BoxRec > & a, Box h )

inline

Definition at line 213 of file drawing.hpp.

References pf_require_live().

pf_box_get_top()

double pineforge::pf_box_get_top ( DrawingArena< BoxRec > & a, Box h )

inline

Definition at line 214 of file drawing.hpp.

References pf_require_live().

pf_box_get_bottom()

double pineforge::pf_box_get_bottom ( DrawingArena< BoxRec > & a, Box h )

inline

Definition at line 215 of file drawing.hpp.

References pf_require_live().

pf_box_set_left()

void pineforge::pf_box_set_left ( DrawingArena< BoxRec > & a, Box h, int64_t v )

inline

Definition at line 217 of file drawing.hpp.

References pf_require_live().

pf_box_set_right()

void pineforge::pf_box_set_right ( DrawingArena< BoxRec > & a, Box h, int64_t v )

inline

Definition at line 218 of file drawing.hpp.

References pf_require_live().

pf_box_set_top()

void pineforge::pf_box_set_top ( DrawingArena< BoxRec > & a, Box h, double v )

inline

Definition at line 219 of file drawing.hpp.

References pf_require_live().

pf_box_set_bottom()

void pineforge::pf_box_set_bottom ( DrawingArena< BoxRec > & a, Box h, double v )

inline

Definition at line 220 of file drawing.hpp.

References pf_require_live().

pf_box_set_lefttop()

void pineforge::pf_box_set_lefttop ( DrawingArena< BoxRec > & a, Box h, int64_t left, double top )

inline

Definition at line 221 of file drawing.hpp.

References pf_require_live().

pf_box_set_rightbottom()

void pineforge::pf_box_set_rightbottom ( DrawingArena< BoxRec > & a, Box h, int64_t right, double bottom )

inline

Definition at line 224 of file drawing.hpp.

References pf_require_live().

pf_box_set_top_left_point()

void pineforge::pf_box_set_top_left_point ( DrawingArena< BoxRec > & a, Box h, ChartPoint p )

inline

Definition at line 227 of file drawing.hpp.

References pf_point_x(), pf_require_live(), and pineforge::ChartPoint::price.

pf_box_set_bottom_right_point()

void pineforge::pf_box_set_bottom_right_point ( DrawingArena< BoxRec > & a, Box h, ChartPoint p )

inline

Definition at line 230 of file drawing.hpp.

References pf_point_x(), pf_require_live(), and pineforge::ChartPoint::price.

pf_box_set_xloc()

void pineforge::pf_box_set_xloc ( DrawingArena< BoxRec > & a, Box h, int64_t left, int64_t right, XLoc xloc )

inline

Definition at line 233 of file drawing.hpp.

References pf_require_live().

pf_box_copy()

Box pineforge::pf_box_copy ( DrawingArena< BoxRec > & a, Box h )

inline

Definition at line 237 of file drawing.hpp.

References pineforge::DrawingArena< Rec >::alive(), pineforge::DrawingArena< Rec >::alloc(), pineforge::DrawingArena< Rec >::at(), and pineforge::Box::id.

pf_box_delete()

void pineforge::pf_box_delete ( DrawingArena< BoxRec > & a, Box h )

inline

Definition at line 242 of file drawing.hpp.

References pineforge::DrawingArena< Rec >::erase(), and pineforge::Box::id.

pf_label_new()

Label pineforge::pf_label_new ( DrawingArena< LabelRec > & a, int64_t x, double y, std::string text, XLoc xloc = XLoc::bar_index, YLoc yloc = YLoc::price )

inline

Definition at line 251 of file drawing.hpp.

References pineforge::DrawingArena< Rec >::alloc(), bar_index, and price.

pf_label_new_pt()

Label pineforge::pf_label_new_pt ( DrawingArena< LabelRec > & a, ChartPoint point, std::string text, YLoc yloc = YLoc::price )

inline

Definition at line 255 of file drawing.hpp.

References pineforge::DrawingArena< Rec >::alloc(), bar_index, bar_time, pineforge::ChartPoint::index, is_na(), pf_point_x(), pineforge::ChartPoint::price, price, and pineforge::ChartPoint::time.

pf_label_get_x()

int64_t pineforge::pf_label_get_x ( DrawingArena< LabelRec > & a, Label h )

inline

Definition at line 263 of file drawing.hpp.

References pf_require_live().

pf_label_get_y()

double pineforge::pf_label_get_y ( DrawingArena< LabelRec > & a, Label h )

inline

Definition at line 264 of file drawing.hpp.

References pf_require_live().

pf_label_get_text()

std::string pineforge::pf_label_get_text ( DrawingArena< LabelRec > & a, Label h )

inline

Definition at line 265 of file drawing.hpp.

References pf_require_live().

pf_label_set_x()

void pineforge::pf_label_set_x ( DrawingArena< LabelRec > & a, Label h, int64_t v )

inline

Definition at line 267 of file drawing.hpp.

References pf_require_live().

pf_label_set_y()

void pineforge::pf_label_set_y ( DrawingArena< LabelRec > & a, Label h, double v )

inline

Definition at line 268 of file drawing.hpp.

References pf_require_live().

pf_label_set_xy()

void pineforge::pf_label_set_xy ( DrawingArena< LabelRec > & a, Label h, int64_t x, double y )

inline

Definition at line 269 of file drawing.hpp.

References pf_require_live().

pf_label_set_point()

void pineforge::pf_label_set_point ( DrawingArena< LabelRec > & a, Label h, ChartPoint p )

inline

Definition at line 272 of file drawing.hpp.

References pf_point_x(), pf_require_live(), and pineforge::ChartPoint::price.

pf_label_set_xloc()

void pineforge::pf_label_set_xloc ( DrawingArena< LabelRec > & a, Label h, int64_t x, XLoc xloc )

inline

Definition at line 275 of file drawing.hpp.

References pf_require_live().

pf_label_set_yloc()

void pineforge::pf_label_set_yloc ( DrawingArena< LabelRec > & a, Label h, YLoc yloc )

inline

Definition at line 278 of file drawing.hpp.

References pf_require_live().

pf_label_set_text()

void pineforge::pf_label_set_text ( DrawingArena< LabelRec > & a, Label h, std::string text )

inline

Definition at line 281 of file drawing.hpp.

References pf_require_live().

pf_label_copy()

Label pineforge::pf_label_copy ( DrawingArena< LabelRec > & a, Label h )

inline

Definition at line 285 of file drawing.hpp.

References pineforge::DrawingArena< Rec >::alive(), pineforge::DrawingArena< Rec >::alloc(), pineforge::DrawingArena< Rec >::at(), and pineforge::Label::id.

pf_label_delete()

void pineforge::pf_label_delete ( DrawingArena< LabelRec > & a, Label h )

inline

Definition at line 290 of file drawing.hpp.

References pineforge::DrawingArena< Rec >::erase(), and pineforge::Label::id.

pf_linefill_new()

Linefill pineforge::pf_linefill_new ( DrawingArena< LinefillRec > & a, Line l1, Line l2 )

inline

Definition at line 293 of file drawing.hpp.

References pineforge::DrawingArena< Rec >::alloc(), and pineforge::Line::id.

pf_linefill_get_line1()

Line pineforge::pf_linefill_get_line1 ( DrawingArena< LinefillRec > & a, Linefill h )

inline

Definition at line 298 of file drawing.hpp.

References pf_require_live().

pf_linefill_get_line2()

Line pineforge::pf_linefill_get_line2 ( DrawingArena< LinefillRec > & a, Linefill h )

inline

Definition at line 301 of file drawing.hpp.

References pf_require_live().

pf_linefill_delete()

void pineforge::pf_linefill_delete ( DrawingArena< LinefillRec > & a, Linefill h )

inline

Definition at line 304 of file drawing.hpp.

References pineforge::DrawingArena< Rec >::erase(), and pineforge::Linefill::id.

pf_noop()

template<class... A>

void pineforge::pf_noop ( A && ... )

inline

Definition at line 309 of file drawing.hpp.

is_na() [6/10]

template<typename T>

bool pineforge::is_na ( const GenericMatrix< T > & matrix )

inlinenoexcept

Definition at line 685 of file generic_matrix.hpp.

pine_log_info()

void pineforge::pine_log_info ( const std::string & msg )

inline

Definition at line 8 of file log.hpp.

pine_log_warning()

void pineforge::pine_log_warning ( const std::string & msg )

inline

Definition at line 9 of file log.hpp.

pine_log_error()

void pineforge::pine_log_error ( const std::string & msg )

inline

Definition at line 10 of file log.hpp.

pine_runtime_error()

void pineforge::pine_runtime_error ( const std::string & msg )

inline

Definition at line 11 of file log.hpp.

path_at()

double pineforge::path_at	(	double	t,
		double	p0,
		double	p1,
		double	p2,
		double	p3,
		double	len0,
		double	len1,
		double	len2,
		double	total )

Maps parameter t in [0,1] to a price on the 3-segment path.

Segments: p0->p1, p1->p2, p2->p3 with arc lengths len0, len1, len2.

sample_price_path() [1/2]

std::vector< double > pineforge::sample_price_path	(	const Bar &	bar,
		int	n_samples,
		MagnifierDistribution	dist = MagnifierDistribution::ENDPOINTS )

Sample n_samples points along the OHLC price path of the bar.

The first leg follows TradingView-style open proximity: O -> H -> L -> C when open is nearer high, otherwise O -> L -> H -> C (ties low-first). First sample is always O, last is always C. Minimum 2 samples.

References ENDPOINTS.

sample_price_path() [2/2]

void pineforge::sample_price_path	(	const Bar &	bar,
		int	n_samples,
		MagnifierDistribution	dist,
		std::vector< double > &	out )

Out-parameter overload of sample_price_path.

Writes the sampled prices into out (cleared first; retained capacity is reused), avoiding a per-call heap allocation in hot sampling loops. Behaviour is identical to the value-returning overload.

sample_price_path_volume_weighted() [1/2]

std::vector< double > pineforge::sample_price_path_volume_weighted	(	const Bar &	bar,
		int	base_samples,
		double	mean_volume,
		int	min_samples = 2,
		int	max_samples = 64,
		MagnifierDistribution	dist = MagnifierDistribution::ENDPOINTS )

Sample n_samples points along the OHLC price path, weighting the sample density by the ratio of this bar's volume to a reference mean_volume.

A bar with 2x average volume receives up to 2x as many samples as a bar at average volume, clamped within [min_samples, max_samples].

Intended for magnifier modes that should simulate denser tick streams when volume is higher (more trades per bar → more fill opportunities).

References ENDPOINTS.

sample_price_path_volume_weighted() [2/2]

void pineforge::sample_price_path_volume_weighted	(	const Bar &	bar,
		int	base_samples,
		double	mean_volume,
		int	min_samples,
		int	max_samples,
		MagnifierDistribution	dist,
		std::vector< double > &	out )

Out-parameter overload of sample_price_path_volume_weighted.

Writes into out (cleared first; retained capacity reused). Behaviour is identical to the value-returning overload.

is_na() [7/10]

template<typename Key, typename Value>

bool pineforge::is_na ( const PineMap< Key, Value > & map )

inlinenoexcept

Definition at line 394 of file map.hpp.

deterministic_random()

double pineforge::deterministic_random ( double lo, uint32_t call_site, double hi, uint32_t seed, int bar_index )

inline

Definition at line 9 of file math.hpp.

References bar_index.

Referenced by pine_random().

pine_random()

double pineforge::pine_random ( double lo, uint32_t call_site, double hi, uint32_t seed, int bar_index )

inline

Definition at line 24 of file math.hpp.

References bar_index, and deterministic_random().

is_na() [8/10]

bool pineforge::is_na ( const NumericMatrix & matrix )

inlinenoexcept

Definition at line 151 of file matrix.hpp.

na()

template<typename T>

T pineforge::na ( )

inline

Definition at line 12 of file na.hpp.

Referenced by pineforge::DynamicRingBuffer< T >::clear(), pineforge::PineMap< Key, Value >::get(), pineforge::DynamicRingBuffer< T >::operator[](), pineforge::Series< T >::operator[](), pineforge::DynamicRingBuffer< T >::push_front(), pineforge::PineMap< Key, Value >::put(), pineforge::PineMap< Key, Value >::remove(), and pineforge::DynamicRingBuffer< T >::resize().

na< double >()

template<>

double pineforge::na< double > ( )

inline

Definition at line 17 of file na.hpp.

Referenced by pineforge::engine_script_run_v18::BacktestEngine::get_syminfo_metadata(), and pf_line_get_price().

na< int >()

template<>

int pineforge::na< int > ( )

inline

Definition at line 18 of file na.hpp.

Referenced by pineforge::engine_script_run_v18::BacktestEngine::closed_trade_entry_bar_index(), and pineforge::engine_script_run_v18::BacktestEngine::closed_trade_exit_bar_index().

na< int64_t >()

template<>

int64_t pineforge::na< int64_t > ( )

inline

Definition at line 19 of file na.hpp.

na< bool >()

template<>

bool pineforge::na< bool > ( )

inline

Definition at line 20 of file na.hpp.

is_na() [9/10]

bool pineforge::is_na ( double v )

inline

Definition at line 22 of file na.hpp.

is_na() [10/10]

template<typename T, typename = std::enable_if_t<std::is_integral_v<T> && !std::is_same_v<T, bool>>>

bool pineforge::is_na ( T v )

inline

Definition at line 26 of file na.hpp.

normalize_timezone_for_posix()

std::string pineforge::normalize_timezone_for_posix

(

const std::string &

tz

)

timeframe_time() [1/2]

int64_t pineforge::timeframe_time	(	int64_t	bar_ms,
		const std::string &	tf,
		const std::string &	session,
		const std::string &	tz,
		const std::string &	chart_tf,
		const std::string &	syminfo_tz = std::string() )

Referenced by pine_time(), and pine_time().

timeframe_time_close() [1/2]

int64_t pineforge::timeframe_time_close	(	int64_t	bar_ms,
		const std::string &	tf,
		const std::string &	session,
		const std::string &	tz,
		const std::string &	chart_tf,
		const std::string &	syminfo_tz = std::string() )

Referenced by pine_time_close(), and pine_time_close().

timeframe_time() [2/2]

int64_t pineforge::timeframe_time	(	int64_t	bar_ms,
		const std::string &	tf,
		const std::string &	session,
		const std::string &	tz,
		const std::string &	chart_tf,
		const std::string &	sym_tz,
		const std::string &	sym_session )

timeframe_time_close() [2/2]

int64_t pineforge::timeframe_time_close	(	int64_t	bar_ms,
		const std::string &	tf,
		const std::string &	session,
		const std::string &	tz,
		const std::string &	chart_tf,
		const std::string &	sym_tz,
		const std::string &	sym_session )

hhmm_to_minutes()

int pineforge::hhmm_to_minutes

(

const std::string &

hhmm

)

Referenced by pineforge::compat::pine::IntradayCap::uses_chart_clock().

local_hour()

int pineforge::local_hour	(	int64_t	bar_ms,
		const std::string &	tz )

Referenced by pine_hour().

local_minute()

int pineforge::local_minute	(	int64_t	bar_ms,
		const std::string &	tz )

Referenced by pine_minute().

local_second()

int pineforge::local_second	(	int64_t	bar_ms,
		const std::string &	tz )

Referenced by pine_second().

local_dayofmonth()

int pineforge::local_dayofmonth	(	int64_t	bar_ms,
		const std::string &	tz )

Referenced by pine_dayofmonth().

local_dayofweek()

int pineforge::local_dayofweek	(	int64_t	bar_ms,
		const std::string &	tz )

Referenced by pine_dayofweek().

local_month()

int pineforge::local_month	(	int64_t	bar_ms,
		const std::string &	tz )

Referenced by pine_month().

local_year()

int pineforge::local_year	(	int64_t	bar_ms,
		const std::string &	tz )

Referenced by pine_year().

local_weekofyear()

int pineforge::local_weekofyear	(	int64_t	bar_ms,
		const std::string &	tz )

Referenced by pine_weekofyear().

local_time_in_session_windows()

bool pineforge::local_time_in_session_windows	(	const std::string &	windows_body,
		const struct tm &	local_tm )

passes_session_filter()

bool pineforge::passes_session_filter	(	const std::string &	session,
		const std::string &	tz,
		int64_t	bar_ms )

calendar_day_open_local_ms()

int64_t pineforge::calendar_day_open_local_ms	(	int64_t	bar_ms,
		const std::string &	tz )

session_trading_day_open_ms()

int64_t pineforge::session_trading_day_open_ms	(	int64_t	bar_ms,
		const std::string &	session,
		const std::string &	tz )

Referenced by pine_time_tradingday().

session_in_market() [1/2]

bool pineforge::session_in_market	(	const std::string &	session,
		const std::string &	tz,
		int64_t	bar_ms )

Referenced by pine_session_ismarket(), and pine_session_ismarket().

session_in_premarket() [1/2]

bool pineforge::session_in_premarket	(	const std::string &	session,
		const std::string &	tz,
		int64_t	bar_ms )

Referenced by pine_session_ispremarket(), and pine_session_ispremarket().

session_in_postmarket() [1/2]

bool pineforge::session_in_postmarket	(	const std::string &	session,
		const std::string &	tz,
		int64_t	bar_ms )

Referenced by pine_session_ispostmarket(), and pine_session_ispostmarket().

session_in_market() [2/2]

bool pineforge::session_in_market	(	const std::string &	session,
		const std::string &	tz,
		int64_t	bar_ms,
		const std::string &	chart_tf )

session_in_premarket() [2/2]

bool pineforge::session_in_premarket	(	const std::string &	session,
		const std::string &	tz,
		int64_t	bar_ms,
		const std::string &	chart_tf )

session_in_postmarket() [2/2]

bool pineforge::session_in_postmarket	(	const std::string &	session,
		const std::string &	tz,
		int64_t	bar_ms,
		const std::string &	chart_tf )

pine_time() [1/2]

int64_t pineforge::pine_time ( int64_t bar_ms, const std::string & tf, const std::string & session, const std::string & tz, const std::string & chart_tf, const std::string & syminfo_tz = std::string() )

inline

Definition at line 206 of file session_time.hpp.

References timeframe_time().

pine_time() [2/2]

int64_t pineforge::pine_time ( int64_t bar_ms, const std::string & tf, const std::string & session, const std::string & tz, const std::string & chart_tf, const std::string & sym_tz, const std::string & sym_session )

inline

Definition at line 213 of file session_time.hpp.

References timeframe_time().

pine_time_close() [1/2]

int64_t pineforge::pine_time_close ( int64_t bar_ms, const std::string & tf, const std::string & session, const std::string & tz, const std::string & chart_tf, const std::string & syminfo_tz = std::string() )

inline

Definition at line 220 of file session_time.hpp.

References timeframe_time_close().

Referenced by pineforge::source::PineStrategyHost::time_close().

pine_time_close() [2/2]

int64_t pineforge::pine_time_close ( int64_t bar_ms, const std::string & tf, const std::string & session, const std::string & tz, const std::string & chart_tf, const std::string & sym_tz, const std::string & sym_session )

inline

Definition at line 227 of file session_time.hpp.

References timeframe_time_close().

pine_hour()

int pineforge::pine_hour ( int64_t bar_ms, const std::string & tz )

inline

Definition at line 234 of file session_time.hpp.

References local_hour().

pine_minute()

int pineforge::pine_minute ( int64_t bar_ms, const std::string & tz )

inline

Definition at line 235 of file session_time.hpp.

References local_minute().

pine_second()

int pineforge::pine_second ( int64_t bar_ms, const std::string & tz )

inline

Definition at line 236 of file session_time.hpp.

References local_second().

pine_dayofmonth()

int pineforge::pine_dayofmonth ( int64_t bar_ms, const std::string & tz )

inline

Definition at line 237 of file session_time.hpp.

References local_dayofmonth().

pine_dayofweek()

int pineforge::pine_dayofweek ( int64_t bar_ms, const std::string & tz )

inline

Definition at line 238 of file session_time.hpp.

References local_dayofweek().

pine_month()

int pineforge::pine_month ( int64_t bar_ms, const std::string & tz )

inline

Definition at line 239 of file session_time.hpp.

References local_month().

pine_year()

int pineforge::pine_year ( int64_t bar_ms, const std::string & tz )

inline

Definition at line 240 of file session_time.hpp.

References local_year().

pine_weekofyear()

int pineforge::pine_weekofyear ( int64_t bar_ms, const std::string & tz )

inline

Definition at line 241 of file session_time.hpp.

References local_weekofyear().

pine_time_tradingday()

int64_t pineforge::pine_time_tradingday ( int64_t bar_ms, const std::string & session, const std::string & tz )

inline

Definition at line 243 of file session_time.hpp.

References session_trading_day_open_ms().

pine_session_ismarket() [1/2]

bool pineforge::pine_session_ismarket ( const std::string & session, const std::string & tz, int64_t bar_ms )

inline

Definition at line 248 of file session_time.hpp.

References session_in_market().

Referenced by pineforge::source::PineStrategyHost::pine_session_ismarket().

pine_session_ispremarket() [1/2]

bool pineforge::pine_session_ispremarket ( const std::string & session, const std::string & tz, int64_t bar_ms )

inline

Definition at line 253 of file session_time.hpp.

References session_in_premarket().

Referenced by pineforge::source::PineStrategyHost::pine_session_ispremarket().

pine_session_ispostmarket() [1/2]

bool pineforge::pine_session_ispostmarket ( const std::string & session, const std::string & tz, int64_t bar_ms )

inline

Definition at line 258 of file session_time.hpp.

References session_in_postmarket().

Referenced by pineforge::source::PineStrategyHost::pine_session_ispostmarket().

pine_session_ismarket() [2/2]

bool pineforge::pine_session_ismarket ( const std::string & session, const std::string & tz, int64_t bar_ms, const std::string & chart_tf )

inline

Definition at line 263 of file session_time.hpp.

References session_in_market().

pine_session_ispremarket() [2/2]

bool pineforge::pine_session_ispremarket ( const std::string & session, const std::string & tz, int64_t bar_ms, const std::string & chart_tf )

inline

Definition at line 268 of file session_time.hpp.

References session_in_premarket().

pine_session_ispostmarket() [2/2]

bool pineforge::pine_session_ispostmarket ( const std::string & session, const std::string & tz, int64_t bar_ms, const std::string & chart_tf )

inline

Definition at line 273 of file session_time.hpp.

References session_in_postmarket().

pine_float_eq()

bool pineforge::pine_float_eq ( double a, double b )

inline

Definition at line 19 of file pine_float_compare.hpp.

References float_band_eq().

pine_float_ne()

bool pineforge::pine_float_ne ( double a, double b )

inline

Definition at line 20 of file pine_float_compare.hpp.

References float_band_ne().

pine_float_gt()

bool pineforge::pine_float_gt ( double a, double b )

inline

Definition at line 21 of file pine_float_compare.hpp.

References float_band_gt().

pine_float_lt()

bool pineforge::pine_float_lt ( double a, double b )

inline

Definition at line 22 of file pine_float_compare.hpp.

References float_band_lt().

pine_float_ge()

bool pineforge::pine_float_ge ( double a, double b )

inline

Definition at line 23 of file pine_float_compare.hpp.

References float_band_ge().

pine_float_le()

bool pineforge::pine_float_le ( double a, double b )

inline

Definition at line 24 of file pine_float_compare.hpp.

References float_band_le().

str_format()

std::string pineforge::str_format	(	const std::string &	fmt,
		const std::vector< std::string > &	args )

Referenced by pine_str_format().

str_format_time()

std::string pineforge::str_format_time	(	long long	timestamp_ms,
		const std::string &	format,
		const std::string &	timezone )

Referenced by pine_str_format_time().

str_match()

std::string pineforge::str_match	(	const std::string &	source,
		const std::string &	regex_pattern )

Referenced by pine_str_match().

str_split()

std::vector< std::string > pineforge::str_split	(	const std::string &	source,
		const std::string &	separator )

Referenced by pine_str_split().

str_tostring()

std::string pineforge::str_tostring	(	double	value,
		const std::string &	format_mode = "",
		double	mintick = 0.0 )

Referenced by pine_str_tostring().

pine_str_format()

std::string pineforge::pine_str_format ( const std::string & fmt, const std::vector< std::string > & args )

inline

Definition at line 27 of file str_utils.hpp.

References str_format().

pine_str_format_time()

std::string pineforge::pine_str_format_time ( long long timestamp_ms, const std::string & format, const std::string & timezone )

inline

Definition at line 32 of file str_utils.hpp.

References str_format_time().

pine_str_match()

std::string pineforge::pine_str_match ( const std::string & source, const std::string & regex_pattern )

inline

Definition at line 38 of file str_utils.hpp.

References str_match().

pine_str_split()

std::vector< std::string > pineforge::pine_str_split ( const std::string & source, const std::string & separator )

inline

Definition at line 43 of file str_utils.hpp.

References str_split().

pine_str_tostring()

std::string pineforge::pine_str_tostring ( double value, const std::string & format_mode = "", double mintick = 0.0 )

inline

Definition at line 48 of file str_utils.hpp.

References str_tostring().

float_band_eq()

bool pineforge::float_band_eq ( double a, double b )

inline

Definition at line 38 of file ta_compare_band.hpp.

References kFloatCompareBand.

Referenced by float_band_ge(), float_band_gt(), float_band_le(), float_band_lt(), float_band_ne(), and pine_float_eq().

float_band_ne()

bool pineforge::float_band_ne ( double a, double b )

inline

Definition at line 45 of file ta_compare_band.hpp.

References float_band_eq().

Referenced by pine_float_ne().

float_band_gt()

bool pineforge::float_band_gt ( double a, double b )

inline

Definition at line 50 of file ta_compare_band.hpp.

References float_band_eq().

Referenced by pine_float_gt().

float_band_lt()

bool pineforge::float_band_lt ( double a, double b )

inline

Definition at line 55 of file ta_compare_band.hpp.

References float_band_eq().

Referenced by pine_float_lt().

float_band_ge()

bool pineforge::float_band_ge ( double a, double b )

inline

Definition at line 60 of file ta_compare_band.hpp.

References float_band_eq().

Referenced by pine_float_ge().

float_band_le()

bool pineforge::float_band_le ( double a, double b )

inline

Definition at line 65 of file ta_compare_band.hpp.

References float_band_eq().

Referenced by pine_float_le().

tf_to_seconds()

int pineforge::tf_to_seconds

(

const std::string &

tf

)

Convert a TradingView timeframe string to seconds.

Minute-based: "1","5","15","30","60","120","240" => minutes * 60 Day-based: "D","1D" => 86400 Week-based: "W","1W" => 604800 Month-based: "M","1M" => -1 (calendar-based, not fixed seconds)

Referenced by pineforge::source::PineScheduler::bar(), safe_tf_to_seconds(), pineforge::source::PineStrategyHost::set_aux_security_feed(), tf_is_daily(), tf_is_intraday(), and pineforge::source::PineStrategyHost::validate_security_timeframes().

tf_multiplier()

int pineforge::tf_multiplier ( const std::string & tf )

inline

Extract the numeric multiplier from a TF string (e.g. "15" -> 15, "D" -> 1).

Definition at line 32 of file timeframe.hpp.

tf_is_intraday()

bool pineforge::tf_is_intraday ( const std::string & tf )

inline

Definition at line 41 of file timeframe.hpp.

References kSecPerDay, and tf_to_seconds().

tf_is_daily()

bool pineforge::tf_is_daily ( const std::string & tf )

inline

Definition at line 46 of file timeframe.hpp.

References kSecPerDay, and tf_to_seconds().

tf_is_weekly()

bool pineforge::tf_is_weekly ( const std::string & tf )

inline

Definition at line 50 of file timeframe.hpp.

tf_is_monthly()

bool pineforge::tf_is_monthly ( const std::string & tf )

inline

Definition at line 54 of file timeframe.hpp.

tf_is_seconds()

bool pineforge::tf_is_seconds ( const std::string & tf )

inline

Definition at line 58 of file timeframe.hpp.

tf_change() [1/2]

bool pineforge::tf_change	(	int64_t	prev_ms,
		int64_t	curr_ms,
		const std::string &	tf )

Check if prev/curr timestamps cross a timeframe boundary.

Referenced by pineforge::source::PineScheduler::input(), and pineforge::source::PineScheduler::run_begin().

tf_ratio()

int pineforge::tf_ratio	(	const std::string &	input_tf,
		const std::string &	target_tf )

Compute how many input bars fit into one target bar.

Returns positive int for ratio-based, -1 for calendar-based (month), -2 if target < input (error).

Referenced by pineforge::source::PineScheduler::bar(), pineforge::source::PineStrategyHost::prepare_native_begin(), pineforge::source::PineExecutionAdapter::project(), and pineforge::source::PineScheduler::run_begin().

detect_timeframe()

std::string pineforge::detect_timeframe	(	const Bar *	bars,
		int	n,
		int	max_samples = 100 )

Detect the timeframe string from an array of bars by computing the median timestamp delta and mapping to the nearest standard TF.

Returns a TradingView-style TF string (e.g. "1", "5", "15", "60", "D", "W"). Uses up to the first max_samples bars for detection. Returns "1" if detection fails (< 2 bars or irregular data).

Referenced by pineforge::source::PineStrategyHost::prepare_native_begin(), and pineforge::source::PineExecutionAdapter::project().

calendar_period_for()

CalendarPeriod pineforge::calendar_period_for

(

const std::string &

tf

)

Determine the calendar period for a target TF string.

Referenced by tf_is_daily_or_higher().

tf_is_daily_or_higher()

bool pineforge::tf_is_daily_or_higher ( const std::string & tf )

inline

True for a daily-or-higher chart timeframe ("D", "1D", "2D", "W", "M"): a bar that covers whole session days rather than a time of day (the aggregation path's CALENDAR classification).

Intraday timeframes and an empty (undetected) one are false.

Definition at line 90 of file timeframe.hpp.

References calendar_period_for(), and NONE.

crosses_boundary() [1/2]

bool pineforge::crosses_boundary	(	int64_t	prev_ms,
		int64_t	curr_ms,
		CalendarPeriod	period )

Check if two timestamps (Unix milliseconds) fall in different calendar periods.

crosses_boundary() [2/2]

bool pineforge::crosses_boundary	(	int64_t	prev_ms,
		int64_t	curr_ms,
		CalendarPeriod	period,
		const std::string &	tz,
		const std::string &	session )

Timezone/session-aware variants.

The tz-less forms above evaluate the calendar in UTC and intraday buckets on the epoch grid — exactly TV's behavior for 24x7 symbols (the corpus regime). Session symbols (equities RTH, forex) anchor HTF buckets on the exchange clock instead: daily boundaries at symbol-local midnight, intraday buckets offset by the symbol's day stamp – the session open, except OANDA's 1800-1700 metals session whose day (and TradingView's "45"/"240" grid) rolls at the 17:00 ET forex roll one hour before it opens (session_day_stamp_offset_minutes in timeframe.cpp cites the pin). With tz="UTC" and session ""/"24x7" these are bit-identical to the UTC forms, so existing callers are unaffected.

tf_change() [2/2]

bool pineforge::tf_change	(	int64_t	prev_ms,
		int64_t	curr_ms,
		const std::string &	tf,
		const std::string &	tz,
		const std::string &	session )

session_day_index()

int64_t pineforge::session_day_index	(	int64_t	ms,
		const std::string &	tz,
		const std::string &	session )

Ordinal of the session day containing ms (days since epoch on the session clock).

UTC + no session: ms / kMsPerDay.

session_period_open_ms()

int64_t pineforge::session_period_open_ms	(	int64_t	ms,
		const std::string &	tz,
		const std::string &	session,
		CalendarPeriod	period )

Open (Unix ms) of the symbol's D/W/M bar that contains ms: the day stamp of the period's first session-day (17:00 ET on OANDA 1800-1700, the session open elsewhere).

CalendarPeriod::NONE returns ms unchanged.

session_intraday_bucket_open_ms()

int64_t pineforge::session_intraday_bucket_open_ms	(	int64_t	ms,
		int64_t	bucket_sec,
		const std::string &	tz,
		const std::string &	session )

Open (Unix ms) of the bucket_sec-wide intraday bucket that contains ms on the symbol's day-stamp-anchored grid: exchange-tz time since local midnight + day stamp, floored to the bucket width.

This is THE intraday HTF grid — request.security's ratio buckets (TimeframeAggregator::bucket_open_ms), tf_change and time("<intraday tf>") / time_close all read it (pin-time-hours: time("60") on NYSE:F is 09:30 / 10:30 / .. / 15:30 ET, time("240") on NSE:NIFTY 09:15 / 13:15 IST, on OANDA:XAUUSD 17:00 ET + 4h*k). With tz="UTC" and session ""/"24x7" it is the epoch grid, bit-identical to the tz-less forms. bucket_sec <= 0 returns ms.

session_covered_instant_ms()

int64_t pineforge::session_covered_instant_ms	(	int64_t	ms,
		const std::string &	tz,
		const std::string &	session )

The session instant a native CALENDAR chart stamp covers.

A stamp inside its session (open to exclusive close) returns unchanged. A stamp in the inter-session gap – before its session-day's open (the 1800-1700 day stamp hour) or at / after its close – covers the session about to open – OANDA stamps daily FX/metal bars at the 17:00 ET break under an 1800-1700 session – and rolls forward to that session's open. ""/24x7 sessions have no gap and always return ms unchanged.

session_period_close_ms()

int64_t pineforge::session_period_close_ms	(	int64_t	ms,
		const std::string &	tz,
		const std::string &	session,
		CalendarPeriod	period )

Exclusive close (Unix ms) of the symbol's D/W/M bar that contains ms: DAY -> session-day open + session length (16:00 ET on equities, the next 17:00 ET on forex, next midnight on 24x7); WEEK / MONTH -> the open of the next period's first session-day.

CalendarPeriod::NONE returns ms.

session_period_last_traded_close_ms()

int64_t pineforge::session_period_last_traded_close_ms	(	int64_t	ms,
		const std::string &	tz,
		const std::string &	session,
		CalendarPeriod	period )

Exclusive close (Unix ms) of the LAST TRADED session-day of the D/W/M bar that contains ms: DAY is session_period_close_ms; WEEK / MONTH step back from the period's last session-day over weekend TRADING dates (Saturday / Sunday never hold a session on exchange-calendar symbols), so an equity week ends Friday 16:00 ET, a month whose last calendar day is a weekend ends on its last Friday, and the forex week ends Friday 17:00 ET (the Friday-open session is Saturday's trading date).

Exchange holidays are not modelled. CalendarPeriod::NONE returns ms.

build_native_day_partition()

bool pineforge::build_native_day_partition	(	NativeDayPartition &	out,
		const std::string &	tz,
		const std::string &	session,
		const std::vector< int64_t > &	stamps,
		const Bar *	input_bars,
		int	n_input )

Build the partition for the symbol clock (tz, session) from the native daily stamps and the chart's input bars (the trade instants: the last input bar before the next stamp, bounded by the last stamp's nominal session-day close; the stamp itself when no input bar lies in the period).

Returns false – and leaves out empty – for no stamps or non-increasing stamps.

native_day_partition_index()

int pineforge::native_day_partition_index	(	const NativeDayPartition &	p,
		int64_t	ms )

Index of the native period holding ms under p: -1 before the first stamp and at / after the last stamp's nominal session-day close.

set_active_native_day_partition()

const NativeDayPartition * pineforge::set_active_native_day_partition

(

const NativeDayPartition *

p

)

The calling thread's active chart partition, read by session_day_index / session_period_open_ms / session_period_close_ms / session_period_last_traded_close_ms / crosses_boundary (and so by tf_change, the symbol-clock pine_time forms and ta::VWAP's session anchor) whenever their (tz, session) equal the partition's.

nullptr (the default) leaves every rule nominal. set_ returns the previous pointer; BacktestEngine::run installs its chart partition through NativeDayPartitionScope for exactly the run's bar loop.

Referenced by pineforge::NativeDayPartitionScope::NativeDayPartitionScope(), and pineforge::NativeDayPartitionScope::~NativeDayPartitionScope().

active_native_day_partition()

const NativeDayPartition * pineforge::active_native_day_partition

(

)

safe_tf_to_seconds()

static int pineforge::safe_tf_to_seconds ( const std::string & tf )

static

Definition at line 154 of file pine_security_eval.cpp.

References tf_to_seconds().

Referenced by pineforge::source::PineStrategyHost::validate_security_timeframes().

sort_same_bar_exit_trades()

static void pineforge::sort_same_bar_exit_trades ( std::vector< Trade > & trades, source::PineExecutionAdapter & adapter )

static

Definition at line 1600 of file pine_strategy_host.cpp.

References pineforge::source::PineExecutionAdapter::permute_exit_phases().

Variable Documentation

is_pine_map_snapshot_value_v

template<typename T>

bool pineforge::is_pine_map_snapshot_value_v

inlineconstexpr

Initial value:

=
    detail::is_pine_map_snapshot_value_v<T>

Definition at line 82 of file map.hpp.

kPineFloatEqualityBand

double pineforge::kPineFloatEqualityBand = kFloatCompareBand

inlineconstexpr

Definition at line 17 of file pine_float_compare.hpp.

kFloatCompareBand

double pineforge::kFloatCompareBand = 1e-10

inlineconstexpr

Definition at line 36 of file ta_compare_band.hpp.

Referenced by float_band_eq().

kSecPerDay

int64_t pineforge::kSecPerDay = 86400

inlineconstexpr

Definition at line 11 of file timeframe.hpp.

Referenced by tf_is_daily(), and tf_is_intraday().

kMsPerDay

int64_t pineforge::kMsPerDay = 86400000

inlineconstexpr

Definition at line 12 of file timeframe.hpp.