Keep within-cap same-direction entries co-queued with a deferred close#89
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After a deferred full-close exit filled and flattened, the engine wiped every pending same-direction MARKET/ENTRY order. TradingView keeps the ones placed on the close's own call bar when they were within the pyramiding cap at placement: TV enforces pyramiding at order PLACEMENT, the engine at fill, and the post-close wipe was the only bridge between those semantics. PendingOrder now snapshots over_pyramiding_cap_at_placement (mirroring the fill-time gate's arithmetic, refreshed on strategy.order re-placement), and both deferred wipe sites remove a same-direction entry iff it is a prior-bar carry OR was over the cap at placement. Prior-bar carries, the immediate/process_orders_on_close cancel path, the resting-limit carve-out, the fill-time pyramiding gate, and opposite-direction (close-vs-reversal precedence) behavior are unchanged; the Remove predicate only narrows, so removals are a strict subset of the previous behavior. Evidence: pyramid-deferred-flip probe — TV fills both the session close_all exit and the co-queued under-cap entries (9 exemplars, all open-count below cap 4); same-id add at pyramiding=1 co-queued with close (probe 65) stays dropped in 366/366 TV cycles; bracket probe's over-cap re-armed stop stays dropped with no close call involved, pinning the discriminator as the pyramiding cap, not close type or id. Corpus: 240 excellent / 11 strong / 1 anomaly (+1 excellent: pyramid-cash-fractional recovers its wrongly-dropped under-cap co-queue; both cap probes stay exact; pyramid-deferred-flip improves). Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
luisleo526
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…ntract plan Corrections and additions from a seven-perspective audit (TradingView docs, PineTS/PyneCore at pinned revisions, FIX/Nautilus/LEAN comparison, two codebase verifications at 98ad849, red-team, practitioner evidence; serious findings adversarially re-verified): - fix the stored-artifact claim (a whole-session 2025-05-01 run existed) and the dead PyneCore live-mode citation; re-base the audit on 98ad849 (#89) - add wait-for-entry exit deferral, slippage, trailing immediate-activation, calc_on_every_history_tick, and command-revision states incl. REJECTED_AT_PLACEMENT to the contract - record the exit REMARKS fill-first rule as working-order bookkeeping (proven by the pinned three-way bracket export); name the two deliberate TV divergences (fixed-grid quiet bars, OCA one-winner pending P8) - add the section 7 TradingView probe plan (P1-P9) and completion-gate item - pin bar_magnifier gating and digest scoping, gap-policy enumeration, quiet-bar equity marking, canonical event ordering, hash serialization, clock-event validation, silent-drop diagnostics, position_episode_id, OCA membership observability, fill-cardinality wording, restart caveat, baseline re-basing escape hatch with pinned engine/corpus/scorer hashes, and section D data/resource prerequisites Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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What
After a deferred full-close exit filled and flattened, the engine wiped every pending same-direction MARKET/ENTRY order. TV keeps those placed on the close's own call bar when they were within the pyramiding cap at placement — TV enforces pyramiding at order placement, the engine at fill, and the post-close wipe was the only bridge between the two semantics.
Fix:
PendingOrder.over_pyramiding_cap_at_placementsnapshot (mirrors the fill-time gate arithmetic; refreshed onstrategy.orderre-placement) consumed at both deferred wipe sites: remove iff prior-bar carry OR over-cap-at-placement. The Remove predicate only narrows → removals are a strict subset of previous behavior. Untouched: fill-time pyramiding gate, immediate/POOC cancel path, resting-limit carve-out, opposite-direction close-vs-reversal behavior.A broader candidate (call-bar exemption alone) was rejected by the corpus gate — it doubled
order-same-id-entry-close-same-bar-01(TV drops an at-cap same-id add 366/366) and regressed the bracket cap probe (over-cap re-armed stop with no close call), pinning the discriminator as the pyramiding cap, not close type or order id.Gates (author + independent fresh-context R7, both green)
test_close_all_coqueued_entry).🤖 Generated with Claude Code