fix(engine): TV extrema positional windows + bracket lifecycle on declined reversals + 1x-long entry-fill margin chronology - #150
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…sals 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>
…ll, 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>
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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