fix(engine): TV extrema positional windows + bracket lifecycle on declined reversals + 1x-long entry-fill margin chronology

include/pineforge/engine.hpp

@@ -551,6 +551,14 @@ struct PendingOrder {
     // flag is never set, so the fix is inert. See suppress_declined_reversal_
     // close_legs (engine_fills.cpp).
     bool suppress_as_declined_reversal_close = false;
+    // finding-311 (bracket lifecycle on declined reversal): a standing exit
+    // bracket of the live position goes DORMANT when an in-position opposite
+    // entry is declined at its fill re-check (the tradeless reversal). A
+    // dormant bracket never matches a fill. It revives with ORIGINAL prices
+    // when a margin-call partial re-registers the surviving position's exits,
+    // or is replaced wholesale by a fresh same-(id,from_entry) strategy.exit
+    // call (which arms the NEW call's prices, the ordinary re-issue path).
+    bool dormant_bracket = false;
     // Qty this deferred close debited from id_unclosed_qty_[<bare id>] in
     // compute_close_target_qty's default-FIFO branch at strategy.close CALL
     // time. On the false->true suppression transition it is re-credited to that
@@ -1324,6 +1332,17 @@ class BacktestEngine {
     // then fills the reduced remainder.
     bool margin_call_slice_before_priced_exit(const Bar& bar,
                                               double exit_fill_price);
+    // finding-325 (1x-long entry-fill affordability chronology): TV runs the
+    // 1x-long (margin_long=100) opening-affordability check AT THE ENTRY
+    // FILL, chronologically before the same bar's intrabar exits. When a
+    // priced exit of a just-opened 1x long is about to fill on the entry's
+    // own bar and the floor-sized opening cost exceeds post-close equity,
+    // the one-shot opening event books its trim FIRST — the ordinary
+    // floor-before-4x quantity (including the sub-lot one-contract
+    // fallback), filled at the RAW matched entry base, tagged "Margin call"
+    // — and the exit then closes the reduced remainder. Consumes the
+    // pending opening event; returns true when a slice was booked.
+    bool margin_call_1x_long_opening_slice_before_priced_exit(const Bar& bar);
     // A timestamped FX rollover is a broker-open event, not an end-of-bar
     // adverse-price check.  Cell A1 supports carried 1x full-margin long and
     // short in ordinary historical dispatch; leveraged shapes stay fail-closed.
@@ -2437,6 +2456,15 @@ class BacktestEngine {
     // side (see PendingOrder::suppress_as_declined_reversal_close), re-crediting
     // each flagged close's consumed id-ledger exactly once.
     void suppress_declined_reversal_close_legs(const PendingOrder& declined_entry);
+    // finding-311: mark the live position's standing strategy.exit brackets
+    // dormant when an in-position reversal entry is declined at fill.
+    void mark_position_brackets_dormant_on_declined_reversal();
+    // finding-311: a margin-call partial re-registers the surviving
+    // position's exit brackets (revive with original prices). When the
+    // margin-call event price makes a revived bracket marketable, the whole
+    // remaining position closes at that price through the bracket's id.
+    void revive_position_brackets_after_margin_call_partial(
+        double margin_call_event_price);
     // Per-OrderType fill kernels. Called only after risk + intraday
     // gates pass; each updates the engine's position/trade state and
     // any per-type out-parameters the post-fill bookkeeping needs.

src/ta_extremes_volume.cpp

@@ -28,10 +28,12 @@ Highest::Highest(int length)
     : length(length) {}
 
 double Highest::compute(double src) {
-    if (is_na(src)) {
-        return na<double>();
-    }
-
+    // TV positional-window semantics (findings 331/332 oracle, KI-55 family):
+    // the lookback window covers the last `length` BARS — an na input advances
+    // the window as a gap instead of being dropped, the extremum is taken over
+    // the non-na members, and the result is na only while the bar window has
+    // not fully formed or contains no non-na member. On gap-free series this
+    // is byte-identical to the previous last-N-non-na buffer.
     buffer.push_back(src);
     while ((int)buffer.size() > length) {
         buffer.pop_front();
@@ -41,9 +43,9 @@ double Highest::compute(double src) {
         return na<double>();
     }
 
-    double hi = buffer[0];
-    for (int i = 1; i < (int)buffer.size(); i++) {
-        if (buffer[i] > hi) hi = buffer[i];
+    double hi = na<double>();
+    for (int i = 0; i < (int)buffer.size(); i++) {
+        if (!is_na(buffer[i]) && (is_na(hi) || buffer[i] > hi)) hi = buffer[i];
     }
     return hi;
 }
@@ -54,10 +56,7 @@ Lowest::Lowest(int length)
     : length(length) {}
 
 double Lowest::compute(double src) {
-    if (is_na(src)) {
-        return na<double>();
-    }
-
+    // TV positional-window semantics — see Highest::compute above.
     buffer.push_back(src);
     while ((int)buffer.size() > length) {
         buffer.pop_front();
@@ -67,9 +66,9 @@ double Lowest::compute(double src) {
         return na<double>();
     }
 
-    double lo = buffer[0];
-    for (int i = 1; i < (int)buffer.size(); i++) {
-        if (buffer[i] < lo) lo = buffer[i];
+    double lo = na<double>();
+    for (int i = 0; i < (int)buffer.size(); i++) {
+        if (!is_na(buffer[i]) && (is_na(lo) || buffer[i] < lo)) lo = buffer[i];
     }
     return lo;
 }
@@ -533,12 +532,12 @@ double Highest::recompute(double src) {
     if (buffer.empty()) return compute(src);
     buffer.back() = src;
 
-    if (is_na(src)) return na<double>();
     if ((int)buffer.size() < length) return na<double>();
 
-    double hi = buffer[0];
-    for (int i = 1; i < (int)buffer.size(); i++) {
-        if (buffer[i] > hi) hi = buffer[i];
+    // Mirrors Highest::compute — positional window, na members skipped.
+    double hi = na<double>();
+    for (int i = 0; i < (int)buffer.size(); i++) {
+        if (!is_na(buffer[i]) && (is_na(hi) || buffer[i] > hi)) hi = buffer[i];
     }
     return hi;
 }
@@ -548,12 +547,12 @@ double Lowest::recompute(double src) {
     if (buffer.empty()) return compute(src);
     buffer.back() = src;
 
-    if (is_na(src)) return na<double>();
     if ((int)buffer.size() < length) return na<double>();
 
-    double lo = buffer[0];
-    for (int i = 1; i < (int)buffer.size(); i++) {
-        if (buffer[i] < lo) lo = buffer[i];
+    // Mirrors Lowest::compute — positional window, na members skipped.
+    double lo = na<double>();
+    for (int i = 0; i < (int)buffer.size(); i++) {
+        if (!is_na(buffer[i]) && (is_na(lo) || buffer[i] < lo)) lo = buffer[i];
     }
     return lo;
 }

src/ta_oscillators.cpp

@@ -143,7 +143,13 @@ double Stoch::compute(double src, double high, double low) {
 
     double range = hi - lo;
     if (range == 0.0) {
-        return 50.0;  // Avoid division by zero; midpoint when flat
+        // Pine: 100 * (src - lowest) / (highest - lowest) divides by zero on a
+        // flat window; division by zero is na in Pine, and the finding-331 TV
+        // oracle pins exactly this at the first live stochRSI bar of a
+        // range-local security context (single-value window -> hi == lo -> na,
+        // NOT a 50 midpoint: a midpoint would wake %D one bar early and flip
+        // the 2025-04-19 readout).
+        return na<double>();
     }
 
     return (src - lo) / range * 100.0;
@@ -618,7 +624,7 @@ double Stoch::recompute(double src, double high, double low) {
     }
 
     double range = hi - lo;
-    if (range == 0.0) return 50.0;
+    if (range == 0.0) return na<double>();  // Pine division by zero (see compute)
     return (src - lo) / range * 100.0;
 }
 

tests/CMakeLists.txt

@@ -93,6 +93,7 @@ set(TEST_SOURCES
     test_close_all_coqueued_entry
     test_same_bar_add_exit_coverage
     test_declined_reversal_close_leg
+    test_bracket_lifecycle_declined_reversal
     test_dual_entry_placement_sizing
     test_default_flat_market_gross_admission
     test_live_position_market_gross_admission
@@ -107,6 +108,7 @@ set(TEST_SOURCES
     test_drawing
     test_margin_call
     test_margin_call_intrabar_chronology
+    test_margin_call_1x_long_entry_fill
     test_percent_equity_open_entry_fee
     test_streaming
     test_calc_on_order_fills