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Generate calc_on_order_fills state checkpoints#53

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luisleo526 merged 1 commit into
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codex/ki60-calc-on-fill
Jul 10, 2026
Merged

Generate calc_on_order_fills state checkpoints#53
luisleo526 merged 1 commit into
mainfrom
codex/ki60-calc-on-fill

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@luisleo526 luisleo526 commented Jul 10, 2026

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What changed

  • plumb calc_on_order_fills from Pine strategy declarations and runtime overrides
  • generate snapshot, rollback, and commit hooks for persistent script state
  • move synthesized history-call and series-argument buffers into deterministic class members covered by checkpoints
  • isolate nested helpers, switch-arm state, and UDT methods per call site
  • preserve push/update history behavior across same-bar recalculations

Why

Historical fill recalculation must be transactional: failed candidate paths cannot leak mutated Pine state, and each call site must retain independent history. The prior generated code had no aggregate checkpoint surface and used synthetic function-local buffers outside rollback.

Validation

  • calc-on-fill + determinism: 12/12
  • compile smoke: 37/37
  • full pytest: 1466 passed / 1 skipped
  • linked engine integrations and five exact sentinels passed
  • full immutable-TV sweep: 412 strategies, stable error inventory, 2 tier upgrades / 0 regressions
  • protected TV, metrics, inputs, verifier, and tier key sets unchanged

Companion: pineforge-engine#87 supplies the fill scheduler and checkpoint lifecycle.

@luisleo526 luisleo526 marked this pull request as ready for review July 10, 2026 12:24
@luisleo526 luisleo526 merged commit 045dbef into main Jul 10, 2026
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