pineforge::compat::pine Namespace Reference

Data Structures
struct	Admission
struct	Calculation
struct	CapClock
struct	CapConfiguration
struct	CloseCause
struct	CloseNextOpen
struct	CloseNow
struct	CloseQuotaTransfer
struct	ContinuationCandidate
struct	ExitActivationContext
class	ExitActivationPolicy
struct	ExitActivationRequest
struct	ExitPlacementEvidence
struct	ExitSuspensionContext
struct	History
class	IntradayCap
class	IntradayOrderBudget
struct	LimitContinuation
struct	MatchedAttempt
class	OrderPriority
struct	OrderPriorityCandidate
struct	OrderPriorityContext
struct	OrderPriorityDecision
struct	OrderRiskDay
struct	Prices
struct	QuotaTrigger
struct	ReservationGrowthCandidate

Typedefs
using	CloseDecision = std::variant<std::monostate, CloseNow, CloseNextOpen>

Enumerations
enum class	LimitContinuationCause : std::int32_t {   LaterSameOpen ,   FirstHighRecross }
enum class	CapAttachment {   LegacySource ,   None }
enum class	Placement {   Allow ,   Deny }
enum class	Dispatch {   Allow ,   Decline }
enum class	FillOutcome {   NoEffect ,   Committed }
enum class	AttemptOrigin {   Independent ,   CloseQuotaBeneficiary }
enum class	OrderKind {   Market ,   Entry ,   Other }
enum class	Side {   Flat ,   Long ,   Short }
enum class	DirectCloseRouting {   Ignore ,   Observe }
enum class	QuotaAdmission {   Blocked ,   BelowLimit ,   ReachedLimit }
enum class	HistoricalBirthReach : std::int32_t {   Standard ,   ExtremeWaypoints }
enum class	OrderPriorityKind : std::uint8_t {   Entry = 0 ,   Exit = 1 ,   Other = 2 }

Functions
ExitActivationPolicy	select_exit_activation (const ExitActivationRequest &request, double stop, double limit, const ExitActivationContext &context)
std::optional< exit_legs::Operation >	select_exit_suspension (const exit_legs::Lifecycle &, const ExitSuspensionContext &)
exit_legs::Operation	select_pair_hold (const exit_legs::Lifecycle &, exit_legs::Frame)
exit_legs::Definition	select_replacement_revival_definition (const exit_legs::Lifecycle &)
double	select_margin_revival_stop (const exit_legs::Lifecycle &)
std::optional< exit_legs::Operation >	select_exit_completion (const exit_legs::Lifecycle &, exit_legs::Frame completed)
bool	operator== (OrderRiskDay a, OrderRiskDay b)
bool	operator!= (OrderRiskDay a, OrderRiskDay b)
bool	explicit_pair_scope (const admission::Configuration &c)
bool	default_gross_scope (const admission::Configuration &c)
bool	original_pair_call (const admission::CommandObservation &o)
bool	original_default_call (const admission::CommandObservation &o)
bool	opening_qualification (const admission::Draft &draft)
bool	explicit_qualification (const admission::Draft &draft)
bool	awaits_pair_review (const admission::Draft &draft)
bool	awaits_default_review (const admission::Draft &draft)
int	last_rejected_command_bar (const admission::Journal &journal)
History	admission_history (const admission::Journal &journal)
bool	first_open_fill_evaluation (const OrderBirth &birth) noexcept
HistoricalBirthReach	select_historical_birth_reach (const OrderBirth &birth, bool requested_trailing_exit) noexcept
bool	historical_cascade_reach (HistoricalBirthReach reach) noexcept
std::vector< std::uint64_t >	select_reservation_growth_sources (const std::vector< ReservationGrowthCandidate > &candidates, const std::string &from_entry, bool process_on_close, bool effectively_flat, double percent, int bar, PositionSide side)
bool	admits_reservation_expansion (const std::vector< std::uint64_t > &selected, bool partial, double reserved, double live) noexcept
double	trail_points_to_ticks (double trail_points)
double	trail_offset_to_ticks (double trail_offset)
double	snap_trail_level_to_tick_grid (double price, double mintick)
const admission::Event &	event_ref (const admission::Event &event)
const admission::Event &	event_ref (const admission::Event *event)
template<class Range>
static History	fold_admission_history (const Range &events, bool apply_reviews=true)

Variables
constexpr double	kTrailPointsCeilEps = 5e-5

Typedef Documentation

CloseDecision

using pineforge::compat::pine::CloseDecision = std::variant<std::monostate, CloseNow, CloseNextOpen>

Definition at line 81 of file intraday_cap.hpp.

Enumeration Type Documentation

LimitContinuationCause

enum class pineforge::compat::pine::LimitContinuationCause : std::int32_t

strong

Enumerator
LaterSameOpen
FirstHighRecross

Definition at line 16 of file exit_activation.hpp.

CapAttachment

enum class pineforge::compat::pine::CapAttachment

strong

Enumerator
LegacySource
None

Definition at line 18 of file intraday_cap.hpp.

Placement

enum class pineforge::compat::pine::Placement

strong

Enumerator
Allow
Deny

Definition at line 19 of file intraday_cap.hpp.

Dispatch

enum class pineforge::compat::pine::Dispatch

strong

Enumerator
Allow
Decline

Definition at line 20 of file intraday_cap.hpp.

FillOutcome

enum class pineforge::compat::pine::FillOutcome

strong

Enumerator
NoEffect
Committed

Definition at line 21 of file intraday_cap.hpp.

AttemptOrigin

enum class pineforge::compat::pine::AttemptOrigin

strong

Enumerator
Independent
CloseQuotaBeneficiary

Definition at line 22 of file intraday_cap.hpp.

OrderKind

enum class pineforge::compat::pine::OrderKind

strong

Enumerator
Market
Entry
Other

Definition at line 23 of file intraday_cap.hpp.

Side

enum class pineforge::compat::pine::Side

strong

Enumerator
Flat
Long
Short

Definition at line 24 of file intraday_cap.hpp.

DirectCloseRouting

enum class pineforge::compat::pine::DirectCloseRouting

strong

Enumerator
Ignore
Observe

Definition at line 25 of file intraday_cap.hpp.

QuotaAdmission

enum class pineforge::compat::pine::QuotaAdmission

strong

Enumerator
Blocked
BelowLimit
ReachedLimit

Definition at line 25 of file intraday_order_budget.hpp.

HistoricalBirthReach

enum class pineforge::compat::pine::HistoricalBirthReach : std::int32_t

strong

Enumerator
Standard
ExtremeWaypoints

Definition at line 11 of file compat/pine/order_birth.hpp.

OrderPriorityKind

enum class pineforge::compat::pine::OrderPriorityKind : std::uint8_t

strong

Enumerator
Entry
Exit
Other

Definition at line 16 of file order_priority.hpp.

Function Documentation

select_exit_activation()

ExitActivationPolicy pineforge::compat::pine::select_exit_activation	(	const ExitActivationRequest &	request,
		double	stop,
		double	limit,
		const ExitActivationContext &	context )

Definition at line 42 of file exit_activation.cpp.

References pineforge::compat::pine::ExitActivationContext::account_fx, pineforge::compat::pine::ExitActivationContext::after_first_open_fill, pineforge::compat::pine::ExitActivationContext::at_extreme, pineforge::compat::pine::ExitActivationContext::bar, pineforge::compat::pine::ExitActivationContext::bar_index, pineforge::compat::pine::ExitActivationContext::bar_path_high_first, pineforge::compat::pine::ExitActivationRequest::birth_reach, pineforge::compat::pine::ExitActivationContext::current_fill, pineforge::compat::pine::ExitActivationContext::cursor_price, pineforge::compat::pine::ExitActivationContext::cycle, pineforge::compat::pine::ExitActivationContext::direction, pineforge::compat::pine::ExitActivationContext::fill_recalc, pineforge::compat::pine::ExitActivationContext::first_lot_id, pineforge::compat::pine::ExitActivationContext::first_lot_incarnation, FirstHighRecross, pineforge::compat::pine::ExitActivationRequest::from_entry, pineforge::compat::pine::ExitActivationRequest::full_quantity, pineforge::compat::pine::ExitActivationContext::fx_series_empty, pineforge::compat::pine::ExitActivationRequest::has_from_entry, pineforge::Bar::high, historical_cascade_reach(), pineforge::compat::pine::ExitActivationContext::historical_point, pineforge::compat::pine::ExitActivationContext::historical_segment, LaterSameOpen, pineforge::compat::pine::ExitActivationContext::lot_count, pineforge::Bar::low, pineforge::compat::pine::ExitActivationContext::magnifier, pineforge::compat::pine::ExitActivationContext::market_recalc_fill, pineforge::compat::pine::ExitActivationContext::market_recalc_incarnation, pineforge::compat::pine::ExitActivationRequest::oca_name, pineforge::compat::pine::ExitActivationContext::pending_empty, pineforge::compat::pine::ExitActivationContext::pointvalue, pineforge::compat::pine::ExitActivationContext::position_entry_count, pineforge::compat::pine::ExitActivationContext::position_open_bar, pineforge::compat::pine::ExitActivationContext::position_quantity, pineforge::compat::pine::ExitActivationContext::process_on_close, pineforge::compat::pine::ExitActivationContext::pyramiding, pineforge::compat::pine::ExitActivationRequest::quantity, pineforge::compat::pine::ExitActivationContext::recalc_leg, pineforge::compat::pine::ExitActivationRequest::requested_trailing, pineforge::compat::pine::ExitActivationContext::scheduler, pineforge::compat::pine::ExitActivationContext::slippage, pineforge::compat::pine::ExitActivationContext::stream_idle, pineforge::compat::pine::ExitActivationContext::tick_high, and pineforge::compat::pine::ExitActivationContext::warmup.

select_exit_suspension()

std::optional< exit_legs::Operation > pineforge::compat::pine::select_exit_suspension	(	const exit_legs::Lifecycle &	lifecycle,
		const ExitSuspensionContext &	context )

Definition at line 10 of file exit_lifecycle.cpp.

References pineforge::compat::pine::ExitSuspensionContext::cause, pineforge::compat::pine::ExitSuspensionContext::direction, pineforge::compat::pine::ExitSuspensionContext::open, pineforge::compat::pine::ExitSuspensionContext::open_slice_this_bar, pineforge::compat::pine::ExitSuspensionContext::position_entry_price, pineforge::exit_legs::lifecycle_v1::Lifecycle::prices(), pineforge::compat::pine::ExitSuspensionContext::prior_best, snap_trail_level_to_tick_grid(), pineforge::compat::pine::ExitSuspensionContext::standing, pineforge::compat::pine::ExitSuspensionContext::tick, and trail_points_to_ticks().

select_pair_hold()

exit_legs::Operation pineforge::compat::pine::select_pair_hold	(	const exit_legs::Lifecycle &	lifecycle,
		exit_legs::Frame	cause )

Definition at line 39 of file exit_lifecycle.cpp.

References pineforge::exit_legs::lifecycle_v1::Lifecycle::dormant().

select_replacement_revival_definition()

exit_legs::Definition pineforge::compat::pine::select_replacement_revival_definition

(

const exit_legs::Lifecycle &

lifecycle

)

Definition at line 46 of file exit_lifecycle.cpp.

References pineforge::exit_legs::lifecycle_v1::Lifecycle::definition(), pineforge::exit_legs::lifecycle_v1::Target::incarnation, pineforge::exit_legs::lifecycle_v1::Lifecycle::pending_replacement(), pineforge::exit_legs::lifecycle_v1::Lifecycle::suspension(), and pineforge::exit_legs::lifecycle_v1::Lifecycle::target().

select_margin_revival_stop()

double pineforge::compat::pine::select_margin_revival_stop

(

const exit_legs::Lifecycle &

lifecycle

)

Definition at line 53 of file exit_lifecycle.cpp.

References pineforge::exit_legs::lifecycle_v1::Lifecycle::original_stop(), and pineforge::exit_legs::lifecycle_v1::Lifecycle::prices().

select_exit_completion()

std::optional< exit_legs::Operation > pineforge::compat::pine::select_exit_completion	(	const exit_legs::Lifecycle &	lifecycle,
		exit_legs::Frame	completed )

Definition at line 58 of file exit_lifecycle.cpp.

References pineforge::exit_legs::lifecycle_v1::Frame::domain, pineforge::exit_legs::lifecycle_v1::Frame::phase, and pineforge::exit_legs::lifecycle_v1::Lifecycle::release_barrier().

operator==()

bool pineforge::compat::pine::operator== ( OrderRiskDay a, OrderRiskDay b )

inline

Definition at line 12 of file intraday_order_budget.hpp.

References pineforge::compat::pine::OrderRiskDay::key.

operator!=()

bool pineforge::compat::pine::operator!= ( OrderRiskDay a, OrderRiskDay b )

inline

Definition at line 13 of file intraday_order_budget.hpp.

explicit_pair_scope()

bool pineforge::compat::pine::explicit_pair_scope

(

const admission::Configuration &

c

)

Definition at line 33 of file compat/pine/market_admission.cpp.

References pineforge::admission::market_admission_v2::Configuration::calc_on_fills, pineforge::admission::market_admission_v2::Configuration::drawdown_limit, pineforge::admission::market_admission_v2::Configuration::fill_cap_active, pineforge::admission::market_admission_v2::Configuration::intraday_loss_limit, pineforge::admission::market_admission_v2::Configuration::long_margin, pineforge::admission::market_admission_v2::Configuration::loss_days_limit, pineforge::admission::market_admission_v2::Configuration::position_limit, pineforge::admission::market_admission_v2::Configuration::process_on_close, pineforge::admission::market_admission_v2::Configuration::pyramiding, pineforge::admission::market_admission_v2::Configuration::risk_direction, pineforge::admission::market_admission_v2::Configuration::risk_halted, pineforge::admission::market_admission_v2::Configuration::short_margin, and pineforge::admission::market_admission_v2::Configuration::slippage.

Referenced by original_pair_call().

default_gross_scope()

bool pineforge::compat::pine::default_gross_scope

(

const admission::Configuration &

c

)

Definition at line 39 of file compat/pine/market_admission.cpp.

References pineforge::admission::market_admission_v2::Configuration::calc_on_fills, pineforge::admission::market_admission_v2::Configuration::commission_value, pineforge::admission::market_admission_v2::Configuration::default_quantity_type, pineforge::admission::market_admission_v2::Configuration::default_quantity_value, pineforge::admission::market_admission_v2::Configuration::drawdown_limit, pineforge::admission::market_admission_v2::Configuration::fill_cap_active, pineforge::admission::market_admission_v2::Configuration::fill_recalculation, pineforge::admission::market_admission_v2::Configuration::intraday_loss_limit, pineforge::admission::market_admission_v2::Configuration::long_margin, pineforge::admission::market_admission_v2::Configuration::loss_days_limit, pineforge::admission::market_admission_v2::Configuration::magnifier, pineforge::admission::market_admission_v2::Configuration::position_limit, pineforge::admission::market_admission_v2::Configuration::process_on_close, pineforge::admission::market_admission_v2::Configuration::pyramiding, pineforge::admission::market_admission_v2::Configuration::risk_direction, pineforge::admission::market_admission_v2::Configuration::risk_halted, pineforge::admission::market_admission_v2::Configuration::short_margin, and pineforge::admission::market_admission_v2::Configuration::slippage.

Referenced by fold_admission_history(), and original_default_call().

original_pair_call()

bool pineforge::compat::pine::original_pair_call

(

const admission::CommandObservation &

o

)

Definition at line 47 of file compat/pine/market_admission.cpp.

References pineforge::admission::market_admission_v2::CommandObservation::configuration, explicit_pair_scope(), pineforge::admission::market_admission_v2::CommandObservation::kind, pineforge::admission::market_admission_v2::CommandObservation::placement_side, and pineforge::admission::market_admission_v2::CommandObservation::quantized_fixed_quantity.

Referenced by awaits_pair_review(), and fold_admission_history().

original_default_call()

bool pineforge::compat::pine::original_default_call

(

const admission::CommandObservation &

o

)

Definition at line 51 of file compat/pine/market_admission.cpp.

References pineforge::admission::market_admission_v2::CommandObservation::configuration, default_gross_scope(), pineforge::admission::market_admission_v2::CommandObservation::kind, pineforge::admission::market_admission_v2::CommandObservation::oca_name, and pineforge::admission::market_admission_v2::CommandObservation::requested_quantity.

Referenced by awaits_default_review(), and fold_admission_history().

opening_qualification()

bool pineforge::compat::pine::opening_qualification

(

const admission::Draft &

draft

)

Definition at line 55 of file compat/pine/market_admission.cpp.

References pineforge::admission::market_admission_v2::Draft::observation().

explicit_qualification()

bool pineforge::compat::pine::explicit_qualification

(

const admission::Draft &

draft

)

Definition at line 59 of file compat/pine/market_admission.cpp.

References pineforge::admission::market_admission_v2::Draft::observation().

awaits_pair_review()

bool pineforge::compat::pine::awaits_pair_review

(

const admission::Draft &

draft

)

Definition at line 67 of file compat/pine/market_admission.cpp.

References pineforge::admission::market_admission_v2::Draft::observation(), original_pair_call(), and pineforge::admission::market_admission_v2::Draft::review().

awaits_default_review()

bool pineforge::compat::pine::awaits_default_review

(

const admission::Draft &

draft

)

Definition at line 68 of file compat/pine/market_admission.cpp.

References pineforge::admission::market_admission_v2::Draft::observation(), original_default_call(), and pineforge::admission::market_admission_v2::Draft::review().

Referenced by fold_admission_history().

last_rejected_command_bar()

int pineforge::compat::pine::last_rejected_command_bar

(

const admission::Journal &

journal

)

Definition at line 137 of file compat/pine/market_admission.cpp.

References pineforge::admission::market_admission_v2::Journal::events().

admission_history()

History pineforge::compat::pine::admission_history

(

const admission::Journal &

journal

)

Definition at line 149 of file compat/pine/market_admission.cpp.

References pineforge::admission::market_admission_v2::Journal::events(), and fold_admission_history().

first_open_fill_evaluation()

bool pineforge::compat::pine::first_open_fill_evaluation ( const OrderBirth & birth )

inlinenoexcept

Definition at line 13 of file compat/pine/order_birth.hpp.

Referenced by select_historical_birth_reach().

select_historical_birth_reach()

HistoricalBirthReach pineforge::compat::pine::select_historical_birth_reach ( const OrderBirth & birth, bool requested_trailing_exit )

noexcept

Definition at line 5 of file order_birth.cpp.

References ExtremeWaypoints, first_open_fill_evaluation(), pineforge::HistoricalPath, and Standard.

Referenced by pineforge::source::PineExecutionAdapter::entry(), and pineforge::source::PineExecutionAdapter::exit().

historical_cascade_reach()

bool pineforge::compat::pine::historical_cascade_reach ( HistoricalBirthReach reach )

inlinenoexcept

Definition at line 20 of file compat/pine/order_birth.hpp.

References ExtremeWaypoints.

Referenced by pineforge::source::PendingIntentView::copy_v1(), pineforge::source::PineExecutionAdapter::exit(), and select_exit_activation().

select_reservation_growth_sources()

std::vector< std::uint64_t > pineforge::compat::pine::select_reservation_growth_sources	(	const std::vector< ReservationGrowthCandidate > &	candidates,
		const std::string &	from_entry,
		bool	process_on_close,
		bool	effectively_flat,
		double	percent,
		int	bar,
		PositionSide	side )

Definition at line 9 of file reservation_expansion.cpp.

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

admits_reservation_expansion()

bool pineforge::compat::pine::admits_reservation_expansion ( const std::vector< std::uint64_t > & selected, bool partial, double reserved, double live )

noexcept

Definition at line 30 of file reservation_expansion.cpp.

trail_points_to_ticks()

double pineforge::compat::pine::trail_points_to_ticks ( double trail_points )

inline

Definition at line 39 of file trail_ticks.hpp.

References kTrailPointsCeilEps.

Referenced by pineforge::source::PendingIntentView::effective_levels(), and select_exit_suspension().

trail_offset_to_ticks()

double pineforge::compat::pine::trail_offset_to_ticks ( double trail_offset )

inline

Definition at line 43 of file trail_ticks.hpp.

Referenced by pineforge::source::PineExecutionAdapter::source_trail_offset_ticks().

snap_trail_level_to_tick_grid()

double pineforge::compat::pine::snap_trail_level_to_tick_grid ( double price, double mintick )

inline

Definition at line 59 of file trail_ticks.hpp.

References pineforge::price.

Referenced by pineforge::source::PendingIntentView::effective_levels(), select_exit_suspension(), and pineforge::source::PineStrategyHost::validate_execution_precommit().

event_ref() [1/2]

const admission::Event & pineforge::compat::pine::event_ref ( const admission::Event & event )

inline

Definition at line 73 of file compat/pine/market_admission.cpp.

Referenced by fold_admission_history().

event_ref() [2/2]

const admission::Event & pineforge::compat::pine::event_ref ( const admission::Event * event )

inline

Definition at line 74 of file compat/pine/market_admission.cpp.

fold_admission_history()

template<class Range>

static History pineforge::compat::pine::fold_admission_history ( const Range & events, bool apply_reviews = true )

static

Definition at line 79 of file compat/pine/market_admission.cpp.

References awaits_default_review(), pineforge::compat::pine::History::default_causes, default_gross_scope(), event_ref(), original_default_call(), original_pair_call(), and pineforge::compat::pine::History::pair_causes.

Referenced by admission_history().

Variable Documentation

kTrailPointsCeilEps

double pineforge::compat::pine::kTrailPointsCeilEps = 5e-5

constexpr

Definition at line 37 of file trail_ticks.hpp.

Referenced by trail_points_to_ticks().