native_price_grid_c.c File Reference

#include <pineforge/pineforge.h>
#include <math.h>
#include <stdio.h>
#include <string.h>

Include dependency graph for native_price_grid_c.c:

Go to the source code of this file.

Macros
#define	QUARTER_MS   (15LL * 60LL * 1000LL)

Enumerations
enum	{   kBarCount = 6 ,   kMaxFills = 5 ,   kMaxEvents = 128 }
enum	{ kModeCount = 4 }

Functions
static void	submit (struct host_state *state, uint32_t intent, double value, uint32_t trigger, double price, const char *label)
static int	on_bar (void *user, const pf_bar_t *bar, const pf_native_decision_v1 *at)
static pf_native_run_spec_v1	make_spec (const char *key, double tick)
static pf_native_run_spec_ext_v1	make_ext (uint32_t grid, uint32_t rounding)
static int	run_mode (const struct mode *mode)
static int	grid_without_a_ladder_is_refused (void)
int	main (void)

Variables
static const pf_bar_t	kBars []
static const struct mode	kModes []

Macro Definition Documentation

QUARTER_MS

#define QUARTER_MS   (15LL * 60LL * 1000LL)

Definition at line 20 of file native_price_grid_c.c.

Enumeration Type Documentation

anonymous enum

anonymous enum

Enumerator
kBarCount
kMaxFills
kMaxEvents

Definition at line 32 of file native_price_grid_c.c.

anonymous enum

anonymous enum

Enumerator
kModeCount

Definition at line 151 of file native_price_grid_c.c.

Function Documentation

submit()

static void submit ( struct host_state * state, uint32_t intent, double value, uint32_t trigger, double price, const char * label )

static

Definition at line 40 of file native_price_grid_c.c.

References pf_native_request_v1::comment, pf_native_request_v1::intent, pf_native_request_v1::intent_value, pf_native_request_v1::label, pf_native_request_v1::p1, PF_NATIVE_API_VERSION, PF_NATIVE_OK, PF_NATIVE_REDUCE_EXPLICIT_UNITS, pf_native_request_v1::reduce_size, strategy_native_submit_v1(), pf_native_request_v1::struct_size, pf_native_request_v1::trigger, and pf_native_request_v1::version.

Referenced by on_bar().

on_bar()

static int on_bar ( void * user, const pf_bar_t * bar, const pf_native_decision_v1 * at )

static

Definition at line 58 of file native_price_grid_c.c.

References PF_NATIVE_INTENT_FLATTEN, PF_NATIVE_INTENT_REDUCE, PF_NATIVE_INTENT_TRANSACT, PF_NATIVE_OK, PF_NATIVE_TRIGGER_LIMIT, PF_NATIVE_TRIGGER_MARKET, PF_NATIVE_TRIGGER_STOP, strategy_native_position_v1(), and submit().

make_spec()

static pf_native_run_spec_v1 make_spec ( const char * key, double tick )

static

Definition at line 83 of file native_price_grid_c.c.

References pf_native_run_spec_v1::account_fx, pf_native_run_spec_v1::allowed_open_directions, pf_native_run_spec_v1::basecurrency, pf_native_run_spec_v1::chart_timezone, pf_native_run_spec_v1::close_execution, pf_native_run_spec_v1::currency, pf_native_run_spec_v1::description, pf_native_run_spec_v1::fee_kind, pf_native_run_spec_v1::fee_value, pf_native_run_spec_v1::initial_capital, pf_native_run_spec_v1::input_tf, pf_native_run_spec_v1::point_value, pf_native_run_spec_v1::price_tick, pf_native_run_spec_v1::run_number, pf_native_run_spec_v1::script_tf, pf_native_run_spec_v1::session, pf_native_run_spec_v1::session_key, pf_native_run_spec_v1::struct_size, pf_native_run_spec_v1::ticker, pf_native_run_spec_v1::tickerid, pf_native_run_spec_v1::timezone, pf_native_run_spec_v1::type, and pf_native_run_spec_v1::volumetype.

make_ext()

static pf_native_run_spec_ext_v1 make_ext ( uint32_t grid, uint32_t rounding )

static

Definition at line 114 of file native_price_grid_c.c.

References pf_native_run_spec_ext_v1::grid_rounding, PF_NATIVE_API_VERSION, PF_NATIVE_SPEC_EXT_PRICE_GRID, pf_native_run_spec_ext_v1::present_mask, pf_native_run_spec_ext_v1::price_grid, pf_native_run_spec_ext_v1::struct_size, and pf_native_run_spec_ext_v1::version.

Referenced by grid_without_a_ladder_is_refused(), and run_mode().

run_mode()

static int run_mode ( const struct mode * mode )

static

Definition at line 154 of file native_price_grid_c.c.

References kBarCount, kBars, kMaxEvents, make_ext(), make_spec(), on_bar(), PF_NATIVE_API_VERSION, PF_NATIVE_EVENT_APPLIED, PF_NATIVE_OK, pf_native_event_v1::resolved_price, strategy_configure_native_ext_v1(), strategy_get_last_error(), strategy_native_events_v1(), strategy_native_host_create_v1(), strategy_native_host_free(), strategy_native_report_free_v1(), strategy_native_run_v1(), and pf_report_t::total_trades.

Referenced by main(), and main().

grid_without_a_ladder_is_refused()

static int grid_without_a_ladder_is_refused ( void )

static

Definition at line 225 of file native_price_grid_c.c.

References make_ext(), make_spec(), on_bar(), PF_NATIVE_API_VERSION, PF_NATIVE_OK, strategy_configure_native_ext_v1(), strategy_native_host_create_v1(), and strategy_native_host_free().

Referenced by main().

main()

int main

(

void

)

Definition at line 247 of file native_price_grid_c.c.

References grid_without_a_ladder_is_refused(), kModeCount, kModes, and run_mode().

Variable Documentation

kBars

const pf_bar_t kBars[]

static

Initial value:

= {
    {100.00, 100.20,  99.90, 100.10, 10.0, 0 * QUARTER_MS},
    {100.10, 100.30, 100.05, 100.20, 10.0, 1 * QUARTER_MS},
    {100.20, 100.80, 100.15, 100.70, 10.0, 2 * QUARTER_MS},
    { 99.40,  99.45,  99.20,  99.30, 10.0, 3 * QUARTER_MS},
    { 99.45,  99.65,  99.35,  99.60, 10.0, 4 * QUARTER_MS},
    { 99.60,  99.62,  99.30,  99.40, 10.0, 5 * QUARTER_MS}
}

Definition at line 24 of file native_price_grid_c.c.

kModes

const struct mode kModes[]

static

Initial value:

= {
    {"None", 0u, 0u, 3,
     {100.10, 100.75, 99.40}, {100.10, 100.75, 99.40}, 2},
    {"QuantizeFills/HalfUp", 1u, 0u, 3,
     {100.10, 100.75, 99.40}, {100.00, 100.75, 99.50}, 2},
    {"QuantizeFills/Directional", 1u, 1u, 3,
     {100.10, 100.75, 99.40}, {100.25, 100.75, 99.25}, 2},
    {"QuantizeFillsAndTriggers/HalfUp", 2u, 0u, 5,
     {100.10, 100.75, 99.40, 99.75, 99.60}, {100.00, 100.75, 99.50, 99.75, 99.50}, 3}
}

Definition at line 141 of file native_price_grid_c.c.

Referenced by main().