pineforge::source Namespace Reference

Data Structures
class	BracketRoster
struct	DeferredAuxBar
struct	DroppedCloseReceipt
struct	HistoricalSecurityProjection
struct	OpenEntryFeeFact
class	OriginRoster
class	PendingIntentView
struct	PendingShortSeedPlan
struct	PineCancellationReceipt
class	PineExecutionAdapter
struct	PineExitLevels
struct	PineLanguageState
struct	PineRiskState
class	PineScheduler
struct	PineSecurityEvalState
struct	PineSizingSnapshot
struct	PineStrategyConfig
class	PineStrategyHost
struct	PlacementSnapshot
class	PlacementTable
struct	ShortSeedPlan
struct	SourceDayLedger
struct	StagedConfiguration
struct	StrategyOverrides

Typedefs
using	SourceId = std::string
using	PineNativeHost = PineStrategyHost
using	FixtureIntentRow = PineStrategyHost::FixtureIntentRow
using	FixtureIntentKind = PineStrategyHost::FixtureIntentKind

Enumerations
enum class	PineOrderFamily : std::uint8_t {   Entry = 0 ,   Close = 1 ,   CloseAll = 2 ,   ExitLimit = 3 ,   ExitStop = 4 ,   ExitTrail = 5 ,   Order = 6 ,   Margin = 7 ,   Risk = 8 }
enum class	PineCancellationCause : std::int32_t {   None = 0 ,   Replacement = 1 ,   Dependency = 2 ,   Admission = 3 ,   Explicit = 4 }

Functions
void	sample_open_trade_extremes (std::vector< PyramidEntry > &lots, PositionSide side, int bar_index, const Bar &bar)
Bar	margin_call_sample_bar (const Bar &bar, double fire_price, bool prefix_sample, bool high_first, double mintick=0.0, int slippage=0)
double	tv_money_round (double value)
double	tv_money_floor_lot (double qty, double step)
const std::string &	pine_enum_str_at (const std::string *table, std::size_t n, int idx)

Variables
constexpr char	kSourceAdapterDomain [] = "pineforge-source-adapter/v3"
constexpr char	kMarginCallLabel [] = "__margin_call__"
constexpr char	kIntradayLossComment [] = "Close Position (Max intraday Loss)"
constexpr char	kFillCapCommentPrefix []
constexpr std::uint32_t	kCoofLoopGuard = 1U << 20
constexpr char	kSourceSecurityDomain [] = "pineforge-source-security/v6"

Typedef Documentation

SourceId

using pineforge::source::SourceId = std::string

Definition at line 33 of file pine_adapter.hpp.

PineNativeHost

using pineforge::source::PineNativeHost = PineStrategyHost

Definition at line 10 of file pine_native_host.hpp.

FixtureIntentRow

using pineforge::source::FixtureIntentRow = PineStrategyHost::FixtureIntentRow

Definition at line 11 of file pine_native_host.hpp.

FixtureIntentKind

using pineforge::source::FixtureIntentKind = PineStrategyHost::FixtureIntentKind

Definition at line 12 of file pine_native_host.hpp.

Enumeration Type Documentation

PineOrderFamily

enum class pineforge::source::PineOrderFamily : std::uint8_t

strong

Enumerator
Entry
Close
CloseAll
ExitLimit
ExitStop
ExitTrail
Order
Margin
Risk

Definition at line 99 of file pine_adapter.hpp.

PineCancellationCause

enum class pineforge::source::PineCancellationCause : std::int32_t

strong

Enumerator
None
Replacement
Dependency
Admission
Explicit

Definition at line 121 of file pine_adapter.hpp.

Function Documentation

sample_open_trade_extremes()

void pineforge::source::sample_open_trade_extremes	(	std::vector< PyramidEntry > &	lots,
		PositionSide	side,
		int	bar_index,
		const Bar &	bar )

Definition at line 501 of file pine_adapter.cpp.

References pineforge::bar_index, pineforge::Bar::close, pineforge::FLAT, pineforge::Bar::high, pineforge::LONG, and pineforge::Bar::low.

Referenced by pineforge::source::PineStrategyHost::on_native_bar(), pineforge::source::PineStrategyHost::on_native_tick(), and pineforge::source::PineScheduler::recalculate().

margin_call_sample_bar()

Bar pineforge::source::margin_call_sample_bar	(	const Bar &	bar,
		double	fire_price,
		bool	prefix_sample,
		bool	high_first,
		double	mintick = 0.0,
		int	slippage = 0 )

Definition at line 456 of file pine_adapter.cpp.

References pineforge::Bar::close, pineforge::Bar::high, pineforge::Bar::low, and pineforge::Bar::open.

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

tv_money_round()

double pineforge::source::tv_money_round ( double value )

inline

Definition at line 9 of file pine_policy_support.hpp.

tv_money_floor_lot()

double pineforge::source::tv_money_floor_lot ( double qty, double step )

inline

Definition at line 17 of file pine_policy_support.hpp.

pine_enum_str_at()

const std::string & pineforge::source::pine_enum_str_at ( const std::string * table, std::size_t n, int idx )

inline

Definition at line 28 of file pine_policy_support.hpp.

Variable Documentation

kSourceAdapterDomain

char pineforge::source::kSourceAdapterDomain[] = "pineforge-source-adapter/v3"

inlineconstexpr

Definition at line 38 of file pine_adapter.hpp.

Referenced by pineforge::source::PineStrategyHost::hash_host_extension(), and pineforge::source::PineExecutionAdapter::hash_state().

kMarginCallLabel

char pineforge::source::kMarginCallLabel[] = "__margin_call__"

inlineconstexpr

Definition at line 44 of file pine_adapter.hpp.

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

kIntradayLossComment

char pineforge::source::kIntradayLossComment[] = "Close Position (Max intraday Loss)"

inlineconstexpr

Definition at line 45 of file pine_adapter.hpp.

Referenced by pineforge::source::PineExecutionAdapter::on_applied(), and pineforge::source::PineStrategyHost::on_native_applied().

kFillCapCommentPrefix

char pineforge::source::kFillCapCommentPrefix[]

inlineconstexpr

Initial value:

=
    "Close Position (Max number of filled orders"

Definition at line 48 of file pine_adapter.hpp.

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

kCoofLoopGuard

std::uint32_t pineforge::source::kCoofLoopGuard = 1U << 20

inlineconstexpr

Definition at line 55 of file pine_adapter.hpp.

Referenced by pineforge::source::PineExecutionAdapter::project(), and pineforge::source::PineScheduler::recalculate().

kSourceSecurityDomain

char pineforge::source::kSourceSecurityDomain[] = "pineforge-source-security/v6"

inlineconstexpr

Definition at line 26 of file pine_strategy_host.hpp.

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