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PineForge v0.13.1-379-g9b50973
Deterministic PineScript v6 backtest runtime — C ABI reference
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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...
#include <native_run_spec.hpp>
Data Fields | |
| std::string | tf |
| std::vector< Bar > | bars |
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.
It drives nothing by itself — no matching point, no calculation, no script bar — and is read only by the declared series whose source is AuxiliaryFeed.
tf must parse, and input_tf must pair over it exactly as a script_tf pairs over an input_tf, strictly coarser: "1" under a "15" input, "15" under "D". bars are strictly increasing in time and may be empty (a stream that learns every bar live, NativeStrategyHost::append_auxiliary_bars).
Routing is by time and by nothing else. When an input bar is accepted, every feed bar not yet consumed that opened BEFORE that input's period ended (NativeInterval::next_period_open_ms of the input's own interval) is folded, in feed order, into each AuxiliaryFeed series, ahead of that input's aggregation, matching and calculation — the delivery point a series built from the input has. So bars inside the input ride on it; bars in a hole of the input ride on the next accepted input; bars earlier than the first input are folded on that first input, which is how a host supplies history the input does not reach; and bars later than the last input's period are never folded. There is no chart-slice mapping, no label re-keying and no deferred publication: those are a source layer's.
Definition at line 510 of file native_run_spec.hpp.
| std::string pineforge::native_run_spec_v3::NativeAuxiliaryFeed::tf |
Definition at line 511 of file native_run_spec.hpp.
Referenced by main().
| std::vector<Bar> pineforge::native_run_spec_v3::NativeAuxiliaryFeed::bars |
Definition at line 512 of file native_run_spec.hpp.
Referenced by main().