pineforge.h File Reference

#include <stdint.h>
#include <stddef.h>
#include <pineforge/version.h>

Include dependency graph for pineforge.h:

Go to the source code of this file.

Data Structures
struct	pf_bar_t
	Single OHLCV bar pushed into the engine. More...
struct	pf_trade_t
	Closed-trade record returned in pf_report_t::trades. More...
struct	pf_trade_stats_t
	Trade-level statistics block — computed once each for all / long / short. More...
struct	pf_equity_stats_t
	Equity-curve-derived statistics (all-trades only, like TV). More...
struct	pf_metrics_t
	Composite metrics container: trade stats (all / long / short) + equity-curve stats. More...
struct	pf_equity_point_t
	Single per-script-bar equity point. More...
struct	pf_security_diag_t
	Per-request.security() site diagnostic counters. More...
struct	pf_trace_entry_t
	Single per-bar trace entry. More...
struct	pf_report_t
	Backtest report filled by run_backtest / run_backtest_full. More...
struct	pf_version_t
	Runtime version descriptor returned by pf_version_get. More...

Macros
#define	PF_API
#define	PF_ABI_VERSION   2
	Monotonic ABI version of pf_report_t / pf_trade_t layout.

Typedefs
typedef void *	pf_strategy_t
	Opaque handle to a compiled strategy instance.

Enumerations
enum	pf_magnifier_distribution_t {   PF_MAGNIFIER_UNIFORM = 0 ,   PF_MAGNIFIER_COSINE = 1 ,   PF_MAGNIFIER_TRIANGLE = 2 ,   PF_MAGNIFIER_ENDPOINTS = 3 ,   PF_MAGNIFIER_FRONT_LOADED = 4 ,   PF_MAGNIFIER_BACK_LOADED = 5 }
	Bar-magnifier sub-bar sampling distribution. More...

Functions
pf_strategy_t	strategy_create (const char *params_json)
	Allocate a new strategy instance.
void	strategy_free (pf_strategy_t s)
	Release a strategy handle previously returned by strategy_create.
void	run_backtest (pf_strategy_t s, pf_bar_t *bars, int n, pf_report_t *out)
	Run a backtest with auto-detected timeframe and no bar magnifier.
void	run_backtest_full (pf_strategy_t s, pf_bar_t *bars, int n, const char *input_tf, const char *script_tf, int bar_magnifier, int magnifier_samples, pf_magnifier_distribution_t magnifier_dist, pf_report_t *out)
	Run a backtest with explicit timeframe and magnifier configuration.
void	report_free (pf_report_t *report)
	Free heap arrays attached to a filled report.
void	strategy_set_input (pf_strategy_t s, const char *key, const char *value)
	Override a Pine input.
void	strategy_set_override (pf_strategy_t s, const char *key, const char *value)
	Override a strategy(...) declaration parameter.
void	strategy_set_magnifier_volume_weighted (pf_strategy_t s, int on)
	Toggle volume-weighted bar-magnifier sampling.
void	strategy_set_trace_enabled (pf_strategy_t s, int on)
	Toggle per-bar trace recording.
void	strategy_set_trade_start_time (pf_strategy_t s, int64_t timestamp_ms)
	Set the earliest Unix-ms timestamp at which strategy order commands may fire.
void	strategy_set_chart_timezone (pf_strategy_t s, const char *tz)
	Set the strategy's chart timezone (IANA / POSIX TZ string).
void	strategy_set_syminfo_timezone (pf_strategy_t s, const char *tz)
	Plumb the symbol's exchange timezone (IANA string) into syminfo.
void	strategy_set_syminfo_session (pf_strategy_t s, const char *session)
	Set the symbol's session string (e.g.
void	strategy_set_syminfo_mintick (pf_strategy_t s, double mintick)
	Set the instrument tick size (syminfo.mintick, default 0.01).
void	strategy_set_syminfo_pointvalue (pf_strategy_t s, double pointvalue)
	Set the instrument point value (syminfo.pointvalue, default 1.0) — the $-per-point-per-contract multiplier applied to every money path: realized PnL and MFE/MAE, open profit / mark-to-market equity (and the drawdown / runup extremes), percent-of-equity and cash position sizing, percent commission notionals, and the margin admission check.
void	strategy_set_syminfo_metadata (pf_strategy_t s, const char *key, double value)
	Inject a fundamental/exchange metadata value by Pine member name (e.g.
const char *	strategy_get_last_error (pf_strategy_t s)
	Returns the error message captured by the most recent run_backtest / run_backtest_full call on this strategy.
pf_version_t	pf_version_get (void)
int	pf_abi_version (void)
const char *	pf_version_string (void)
	Full git-derived version descriptor.

Macro Definition Documentation

PF_API

#define PF_API

Definition at line 65 of file pineforge.h.

Referenced by pf_abi_version(), pf_version_get(), pf_version_string(), report_free(), run_backtest(), run_backtest_full(), strategy_create(), strategy_free(), strategy_get_last_error(), strategy_set_chart_timezone(), strategy_set_input(), strategy_set_magnifier_volume_weighted(), strategy_set_override(), strategy_set_syminfo_metadata(), strategy_set_syminfo_mintick(), strategy_set_syminfo_pointvalue(), strategy_set_syminfo_session(), strategy_set_syminfo_timezone(), strategy_set_trace_enabled(), and strategy_set_trade_start_time().

PF_ABI_VERSION

#define PF_ABI_VERSION   2

Monotonic ABI version of pf_report_t / pf_trade_t layout.

Bumped whenever a caller-visible struct grows. Consumers MUST verify pf_abi_version() == PF_ABI_VERSION before calling run_backtest. pf_report_t is caller-allocated: growth causes silent stack corruption in old callers that under-size the struct. pf_trade_t is runtime- allocated: growth causes array-stride misindexing in old readers that iterate the trades array with the stale sizeof. Value 2 = first versioned layout (metrics + equity curve); .so files predating this macro have no pf_abi_version symbol — treat dlsym failure as version 1.

Definition at line 78 of file pineforge.h.

Typedef Documentation

pf_strategy_t

typedef void* pf_strategy_t

Opaque handle to a compiled strategy instance.

Definition at line 353 of file pineforge.h.