One complete setup value, staged/copied by NativeStrategyHost before it is applied at begin. More...

#include <native_run_spec.hpp>

Data Fields
native_order::RunIdentity	identity

std::string	input_tf

std::string	script_tf

bool	timeframe_undetected = false
	A public begin with fewer than two bars may not establish a timeframe.

NativeSlotLabelPolicy	slot_label_policy = NativeSlotLabelPolicy::Canonical
	Strict native hosts retain the canonical slot-label rule.

NativeFeedTolerance	legacy_tolerance = NativeFeedTolerance::None

NativePathOrder	path_order = NativePathOrder::Auto

std::string	ticker

std::string	tickerid

std::string	type

std::string	currency

std::string	basecurrency

std::string	description

std::string	volumetype

std::string	timezone

std::string	session

std::string	chart_timezone

double	initial_capital = 0.0

double	point_value = 0.0

double	account_fx = 0.0

double	price_tick = 0.0

std::uint32_t	slippage_ticks = 0

NativePriceGrid	price_grid = NativePriceGrid::None
	Opt-in instrument grid.

NativeGridRounding	grid_rounding = NativeGridRounding::HalfUp

NativeFeeKind	fee_kind = NativeFeeKind::Percent

double	fee_value = 0.0

std::optional< double >	quantity_grid

NativeCloseExecution	close_execution = NativeCloseExecution::NextEligiblePoint

NativeAbortReporting	abort_reporting = NativeAbortReporting::Error

std::optional< double >	max_abs_units

std::optional< std::uint64_t >	max_open_lots

NativeOpenDirections	allowed_open_directions = NativeOpenDirections::Both

std::optional< double >	initial_margin_fraction

std::optional< NativeMarginModel >	margin
	Opt-in generic margin model.

std::optional< NativeRiskLimits >	risk
	Opt-in generic account risk limits.

NativeReportPolicy	report_policy = NativeReportPolicy::HostRecorded

bool	report_open_position_at_end = false
	Report a position still open at run end as a mark-to-market closed row at the last close.

NativeCalculationTrigger	calculation = NativeCalculationTrigger::BarClose
	Calculation timing.

std::uint32_t	max_recalculations_per_point = 8

NativeOpenBarView	open_bar_view = NativeOpenBarView::Complete

IntrabarPath	intrabar {}

std::vector< NativeTimeframeSubscription >	subscriptions
	Declared higher-timeframe series.

std::optional< NativeAuxiliaryFeed >	auxiliary_feed
	Opt-in auxiliary finer feed.

Detailed Description

One complete setup value, staged/copied by NativeStrategyHost before it is applied at begin.

This aggregate owns no host phase, consumed-run counter, parsed-calendar authority, physical account, or C transport presence mask. Empty required strings and zero capital/value/FX defaults make an incomplete value invalid; price_tick == 0 explicitly selects unquantized prices. No timezone/timeframe/instrument facts are inferred.

Definition at line 521 of file native_run_spec.hpp.

Field Documentation

◆ identity

native_order::RunIdentity pineforge::native_run_spec_v3::NativeRunSpec::identity

Definition at line 522 of file native_run_spec.hpp.

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

◆ input_tf

std::string pineforge::native_run_spec_v3::NativeRunSpec::input_tf

Definition at line 523 of file native_run_spec.hpp.

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

◆ script_tf

std::string pineforge::native_run_spec_v3::NativeRunSpec::script_tf

Definition at line 524 of file native_run_spec.hpp.

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

◆ timeframe_undetected

bool pineforge::native_run_spec_v3::NativeRunSpec::timeframe_undetected = false

A public begin with fewer than two bars may not establish a timeframe.

This preserves that explicit state without inventing a clock literal.

Definition at line 527 of file native_run_spec.hpp.

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

◆ slot_label_policy

NativeSlotLabelPolicy pineforge::native_run_spec_v3::NativeRunSpec::slot_label_policy = NativeSlotLabelPolicy::Canonical

Strict native hosts retain the canonical slot-label rule.

A provider feed may opt into raw, strictly-increasing caller labels. The declared type spellings below are the ones the native C++ ABI guard pins.

Definition at line 531 of file native_run_spec.hpp.

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

◆ legacy_tolerance

NativeFeedTolerance pineforge::native_run_spec_v3::NativeRunSpec::legacy_tolerance = NativeFeedTolerance::None

Definition at line 532 of file native_run_spec.hpp.

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

◆ path_order

NativePathOrder pineforge::native_run_spec_v3::NativeRunSpec::path_order = NativePathOrder::Auto

Definition at line 533 of file native_run_spec.hpp.

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

◆ ticker

std::string pineforge::native_run_spec_v3::NativeRunSpec::ticker

Definition at line 535 of file native_run_spec.hpp.

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

◆ tickerid

std::string pineforge::native_run_spec_v3::NativeRunSpec::tickerid

Definition at line 536 of file native_run_spec.hpp.

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

◆ type

std::string pineforge::native_run_spec_v3::NativeRunSpec::type

Definition at line 537 of file native_run_spec.hpp.

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

◆ currency

std::string pineforge::native_run_spec_v3::NativeRunSpec::currency

Definition at line 538 of file native_run_spec.hpp.

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

◆ basecurrency

std::string pineforge::native_run_spec_v3::NativeRunSpec::basecurrency

Definition at line 539 of file native_run_spec.hpp.

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

◆ description

std::string pineforge::native_run_spec_v3::NativeRunSpec::description

Definition at line 540 of file native_run_spec.hpp.

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

◆ volumetype

std::string pineforge::native_run_spec_v3::NativeRunSpec::volumetype

Definition at line 541 of file native_run_spec.hpp.

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

◆ timezone

std::string pineforge::native_run_spec_v3::NativeRunSpec::timezone

Definition at line 543 of file native_run_spec.hpp.

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

◆ session

std::string pineforge::native_run_spec_v3::NativeRunSpec::session

Definition at line 544 of file native_run_spec.hpp.

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

◆ chart_timezone

std::string pineforge::native_run_spec_v3::NativeRunSpec::chart_timezone

Definition at line 545 of file native_run_spec.hpp.

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

◆ initial_capital

double pineforge::native_run_spec_v3::NativeRunSpec::initial_capital = 0.0

Definition at line 547 of file native_run_spec.hpp.

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

◆ point_value

double pineforge::native_run_spec_v3::NativeRunSpec::point_value = 0.0

Definition at line 548 of file native_run_spec.hpp.

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

◆ account_fx

double pineforge::native_run_spec_v3::NativeRunSpec::account_fx = 0.0

Definition at line 549 of file native_run_spec.hpp.

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

◆ price_tick

double pineforge::native_run_spec_v3::NativeRunSpec::price_tick = 0.0

Definition at line 550 of file native_run_spec.hpp.

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

◆ slippage_ticks

std::uint32_t pineforge::native_run_spec_v3::NativeRunSpec::slippage_ticks = 0

Definition at line 551 of file native_run_spec.hpp.

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

◆ price_grid

NativePriceGrid pineforge::native_run_spec_v3::NativeRunSpec::price_grid = NativePriceGrid::None

Opt-in instrument grid.

None keeps unquantized prices; both quantizing modes require price_tick > 0 and round before slippage.

Definition at line 554 of file native_run_spec.hpp.

◆ grid_rounding

NativeGridRounding pineforge::native_run_spec_v3::NativeRunSpec::grid_rounding = NativeGridRounding::HalfUp

Definition at line 555 of file native_run_spec.hpp.

◆ fee_kind

NativeFeeKind pineforge::native_run_spec_v3::NativeRunSpec::fee_kind = NativeFeeKind::Percent

Definition at line 556 of file native_run_spec.hpp.

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

◆ fee_value

double pineforge::native_run_spec_v3::NativeRunSpec::fee_value = 0.0

Definition at line 557 of file native_run_spec.hpp.

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

◆ quantity_grid

std::optional<double> pineforge::native_run_spec_v3::NativeRunSpec::quantity_grid

Definition at line 559 of file native_run_spec.hpp.

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

◆ close_execution

NativeCloseExecution pineforge::native_run_spec_v3::NativeRunSpec::close_execution = NativeCloseExecution::NextEligiblePoint

Definition at line 560 of file native_run_spec.hpp.

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

◆ abort_reporting

NativeAbortReporting pineforge::native_run_spec_v3::NativeRunSpec::abort_reporting = NativeAbortReporting::Error

Definition at line 561 of file native_run_spec.hpp.

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

◆ max_abs_units

std::optional<double> pineforge::native_run_spec_v3::NativeRunSpec::max_abs_units

Definition at line 562 of file native_run_spec.hpp.

◆ max_open_lots

std::optional<std::uint64_t> pineforge::native_run_spec_v3::NativeRunSpec::max_open_lots

Definition at line 563 of file native_run_spec.hpp.

◆ allowed_open_directions

NativeOpenDirections pineforge::native_run_spec_v3::NativeRunSpec::allowed_open_directions = NativeOpenDirections::Both

Definition at line 564 of file native_run_spec.hpp.

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

◆ initial_margin_fraction

std::optional<double> pineforge::native_run_spec_v3::NativeRunSpec::initial_margin_fraction

Definition at line 565 of file native_run_spec.hpp.

◆ margin

std::optional<NativeMarginModel> pineforge::native_run_spec_v3::NativeRunSpec::margin

Opt-in generic margin model.

Mutually exclusive with initial_margin_fraction, which remains the one-scalar spelling. Folded into the continuation digest only when it is present, so a spec that declares none keeps its pre-margin-model identity byte for byte.

Definition at line 571 of file native_run_spec.hpp.

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

◆ risk

std::optional<NativeRiskLimits> pineforge::native_run_spec_v3::NativeRunSpec::risk

Opt-in generic account risk limits.

Absent is the whole default surface: nothing is measured, no risk event is appended, and the continuation digest is the pre-risk one. Folded into it only when the block is present, exactly as margin is.

Definition at line 576 of file native_run_spec.hpp.

◆ report_policy

NativeReportPolicy pineforge::native_run_spec_v3::NativeRunSpec::report_policy = NativeReportPolicy::HostRecorded

Definition at line 577 of file native_run_spec.hpp.

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

◆ report_open_position_at_end

bool pineforge::native_run_spec_v3::NativeRunSpec::report_open_position_at_end = false

Report a position still open at run end as a mark-to-market closed row at the last close.

KernelRecorded only, and reporting only: the live book, the realized sums and every hash are left exactly as the run left them. Inert under HostRecorded, whose host owns the whole report series.

Definition at line 582 of file native_run_spec.hpp.

◆ calculation

NativeCalculationTrigger pineforge::native_run_spec_v3::NativeRunSpec::calculation = NativeCalculationTrigger::BarClose

Calculation timing.

BarClose is the established cadence and the whole default surface; the other triggers only add calculations, never move or remove one. max_recalculations_per_point bounds the fill cascade at one matching point: further executions at that point are still applied and still delivered to on_native_applied, they just stop driving a new calculation. Zero is a legal bound and means "deliver, never recalculate". All three fold into the continuation hash only once the trigger or the open-bar view is non-default, so a spec that leaves the cadence alone keeps the continuation identity it had before these fields existed.

Definition at line 593 of file native_run_spec.hpp.

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

◆ max_recalculations_per_point

std::uint32_t pineforge::native_run_spec_v3::NativeRunSpec::max_recalculations_per_point = 8

Definition at line 594 of file native_run_spec.hpp.

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

◆ open_bar_view

NativeOpenBarView pineforge::native_run_spec_v3::NativeRunSpec::open_bar_view = NativeOpenBarView::Complete

Definition at line 595 of file native_run_spec.hpp.

◆ intrabar

IntrabarPath pineforge::native_run_spec_v3::NativeRunSpec::intrabar {}

Definition at line 596 of file native_run_spec.hpp.

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

◆ subscriptions

std::vector<NativeTimeframeSubscription> pineforge::native_run_spec_v3::NativeRunSpec::subscriptions

Declared higher-timeframe series.

Empty is the whole default surface: no evaluator is registered, no feed is prepared, and the run spec's continuation digest is the pre-subscription one.

Definition at line 600 of file native_run_spec.hpp.

◆ auxiliary_feed

std::optional<NativeAuxiliaryFeed> pineforge::native_run_spec_v3::NativeRunSpec::auxiliary_feed

Opt-in auxiliary finer feed.

Absent is the whole default surface: nothing is stored, nothing is routed, and the continuation digest is the pre-feed one. Folded into it only when the block is present, exactly as margin and risk are.

Definition at line 605 of file native_run_spec.hpp.

Referenced by main().

The documentation for this struct was generated from the following file:

native_run_spec.hpp

Data Fields

Detailed Description

Field Documentation

◆ identity

◆ input_tf

◆ script_tf

◆ timeframe_undetected

◆ slot_label_policy

◆ legacy_tolerance

◆ path_order

◆ ticker

◆ tickerid

◆ type

◆ currency

◆ basecurrency

◆ description

◆ volumetype

◆ timezone

◆ session

◆ chart_timezone

◆ initial_capital

◆ point_value

◆ account_fx

◆ price_tick

◆ slippage_ticks

◆ price_grid

◆ grid_rounding

◆ fee_kind

◆ fee_value

◆ quantity_grid

◆ close_execution

◆ abort_reporting

◆ max_abs_units

◆ max_open_lots

◆ allowed_open_directions

◆ initial_margin_fraction

◆ margin

◆ risk

◆ report_policy

◆ report_open_position_at_end

◆ calculation

◆ max_recalculations_per_point

◆ open_bar_view

◆ intrabar

◆ subscriptions

◆ auxiliary_feed