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Implement calc_on_order_fills execution#87

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

Implement calc_on_order_fills execution#87
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

  • implement opt-in historical calc_on_order_fills execution with a monotonic fill-event cursor
  • cover standard bars and real lower-timeframe magnifier paths, including gap boundaries and durable stop-limit activation
  • make ordinary process-on-close fills terminal while still processing all eligible close siblings
  • expose generated-script checkpoint hooks for transactional fill recalculation

Why

The engine previously ignored calc_on_order_fills, so strategies could not recalculate after historical fills. That caused missing same-bar exits, stale next-bar brackets, incorrect reversal lifecycles, and excursion drift.

Validation

  • focused calc-on-fill checks: 266/266
  • full engine suite: 84/84
  • margin/admission/default-quantity controls: 169/169, 72/72, 35/35
  • corpus: 252/252; 239 excellent / 12 strong / 1 anomaly
  • 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-codegen-oss#53 supplies the generated checkpoint implementation.

@luisleo526 luisleo526 force-pushed the codex/ki60-calc-on-fill branch from 9aa6b3c to 8a7a740 Compare July 10, 2026 12:43
@luisleo526 luisleo526 marked this pull request as ready for review July 10, 2026 12:45
@luisleo526 luisleo526 merged commit 73817fe into main Jul 10, 2026
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@luisleo526 luisleo526 deleted the codex/ki60-calc-on-fill branch July 10, 2026 12:45
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