fix(engine): fill stale prior-bar exit brackets marketable at a reversal fill bar's open - #147
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…sal fill bar's open When a reversal MARKET entry fills, TradingView still honors the STANDING strategy.exit order whose levels were computed on the PRIOR bar from the OLD (reversed-away) position's avg_price: if a leg is marketable at the fill bar's open, TV fills it AT THE OPEN — a duration-0 PnL-0 trade for the new position — and the re-priced bracket issued at that bar's close governs afterwards. The engine already implemented this for the gapped STOP leg via the prearmed_market_parent_stop_gaps_at_open oracle (clean-room probe order-market-reversal-resting-bracket-gap-01). This extends the same provenance-gated oracle to the marketable LIMIT leg and renames it prearmed_market_parent_bracket_gaps_at_open. A limit-leg scratch books at the open on the unslipped limit-or-better path; the stop leg keeps its established slipped booking. Dual-marketable brackets remain excluded (no tape exemplar), as do POOC, COOF, magnifier, partial/sibling groups, priced parents, and multi-child groups. Pinned by Lab finding 278 seed (b) on rhyme17-trendline-and-horizontal-breakout: six tape events (2025-04-07 / 04-27 / 07-23 / 10-21 / 12-08 / 2026-01-09, UTC) where the engine held through the fill bar and re-priced from the new avg, injecting ~+664 USD of phantom PnL versus TV's six zero trades. With the fix all six events book TV's exact duration-0 PnL-0 trades at the bar open and the post-event re-entry chains re-align with the TV tape (|pnl diff| p90 16.18 -> 6.62, max 357.63 -> 85.62 on the full-year tape). Scope: exit ORDER lifecycle only. The reverted same-bar position_size visibility class (ycelestine ledger) is untouched — scripts observe the same mid-bar position state as before — as are the #146 same-tick close+reverse sequencing kernel and ordinary non-reversal exit re-issues (position_open_bar_ / fresh-lot provenance gates). Tests: extends test_prearmed_market_parent_gap_exit with limit-leg cells (flat + reversal, equality-at-open, post-open controls, dual-marketable hold, ongoing-position re-issue control, partial-qty control). ctest 125/125 green; full corpus sweep green. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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…lined reversals + 1x-long entry-fill margin chronology (#150) * factorial: extrema-positional-stoch-zerorange [engine] * fix(engine): exit-bracket lifecycle across declined in-position reversals A declined in-position opposite MARKET reversal (the KI-54/KI-72 fill re-check declines — the tradeless reversal) cancels the live position's standing PRICED strategy.exit brackets on TradingView. The engine kept the original bracket live and stop-filled early, forking position state for days on every tradeless opposite signal. - KILL: the decline marks the position's standing priced brackets dormant — never the "__close__" close/close_all family, never stale exits bound to a not-yet-filled entry id (the #147 stale-exit family). - DORMANT: a dormant bracket stays in the book but never matches a fill (classify_order_eligibility Skip in the ordinary kernel; an apply-time mirror in the KI-60 COOF kernel, whose candidate set is pre-classified before any candidate is applied, so a mid-segment kill is invisible to classify there). - REVIVE-A: a fresh same-(id,from_entry) strategy.exit re-issue replaces the dormant bracket wholesale and arms the new call's prices (the ordinary replacement path — no new code). - REVIVE-B: a margin-call partial re-registers the surviving position's dormant brackets at their last-armed prices. - MC-CASCADE: when the margin-call event price already makes a revived full-percent default stop marketable, the entire remainder closes at that event price through the bracket's id on the slice bar. Derivation: 162/162 alive-at-breach episodes, 118/118 TV stop-skips, 19/19 revive-B exact-stop fills, 18/18 cascade fills at the event extreme; tape validation collapses the count mismatch to 0 with the whole suite green and the corpus byte-identical. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> * fix(engine): 1x-long opening-affordability check runs at the entry fill, before same-bar intrabar exits TradingView evaluates the margin_long=100 opening-affordability check AT THE ENTRY FILL, chronologically before the same bar's intrabar exits. The #149 chronology hook (margin_call_slice_before_priced_exit) deliberately excluded 1x longs — compute_liquidation_price() is na there — so a same-bar priced exit filled the FULL position first and the end-of-bar one-shot opening event found the position already reduced or gone: the "Margin call" trim row (ordinary floor-before-4x restore, including the sub-lot one-contract fallback, filled at the RAW matched entry base — a pnl-0 row) was lost, and the equity fork cascaded through every later default-sized fill. The hook now routes the 1x-long class to an opening-slice helper that books the trim with process_margin_call's opening-affordability LONG branch arithmetic verbatim, then lets the triggering exit close the reduced remainder. The one-shot event is consumed only when a slice is actually booked. Unchanged byte-for-byte: bars where no same-bar priced exit fills (end-of-bar placement), POOC close fills, the scoped SHORT opening event (end-of-bar plus adverse-retry), the leveraged adverse-extreme chronology class, and every no-deficit evaluation. The deficit class: a lot-floored percent=100 reversal admitted on an uptick inside its floor remainder overshoots post-close equity by tick*(qty+closed) - remainder (sub-lot -> one-contract fallback); a commissioned explicit open reaches the same discontinuity through its entry fee. Tape validation collapses the count mismatch (the pure cascade family) to 0 with the whole suite green and the corpus byte-identical. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> --------- Co-authored-by: PineForge Factorial <factorial@pineforge.invalid> Co-authored-by: Claude Fable 5 <noreply@anthropic.com>
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Gate
pr-gatePASS — engine corpus zero regressions, scraped entering excellent+strong >= leaving.Verdict:
/Users/haoliangwen/code/pineforge-lab/pr-gate-verdict.json🤖 Generated with Claude Code