fix(engine): make dead strategy.close semantically inert - #143

…efault sizing (#146)

* fix(engine): same-bar close+reverse sequencing under frozen default sizing

Generalize the TV-pinned SHORT-seed default-FIFO close collision oracle
from its fixed-qty exact book to frozen PERCENT_OF_EQUITY / CASH default
sizing with unequal seed/entry quantities (finding 272; derivation
evidence/mc-timing-and-sequencing-derivation-20260812.json, closeReverseSeq,
fitted 25/25 exact on alpha-forge-liquidity-matrix-v2).

TV rule: with a SHORT seed qty S (entered on an earlier bar) and the exact
same-bar book entry(Long); entry(Short); close(Long)[no-op];
close(Short)[frozen target S], all filling at the next open P, TV emits
(1) the old short S exiting via order 'Long', (2) a zero-PnL dur-0 LONG
round trip qty L (frozen default qty) 'Long'->'Short', (3) a second
zero-PnL dur-0 LONG round trip qty min(S, L)
'Close entry(s) order Short'->'Short', and (4) an end-of-bar SHORT of
exactly max(0, L - S) under the final entry's id — the real opposite entry
is not queued; ordinary signal processing resumes from that position.

Engine changes (all five touch points in src/engine_fills.cpp):
- exact-book tagging: qty-type-aware seed gate (FIXED keeps the constant
  default==seed equality; PERCENT/CASH require the complete placement-frozen
  snapshot and matching frozen qtys on both entries); the projected
  final-short admission generalizes 2*seed.qty to L + min(S, L) and, for
  PERCENT (pct<=100), additionally mirrors the KI-54 frozen reversal
  re-check without its fill-time epsilon so a tagged book can never be
  half-declined mid-transaction.
- materialization live check + fill: the close order materializes its
  placement-frozen target CAPPED at the live long book, min(S, L).
- final-short live check: accepts lot2 == min(S, lot1) and
  position == lot1 + lot2.
- final-short kernel: closes both LONG lots and re-opens SHORT with the
  residual lot1 - lot2 = max(0, L - S) at the same fill price under the
  final short's id/incarnation/comment; flat when L <= S.

The FIXED cohort's pinned L == S collapses every relaxed gate to the old
equalities and residual 0 (byte-identical; test_short_seed_close_collision
unchanged). #143 dead-strategy.close, the declined-reversal close-leg
suppression, gap-reject, and pyramiding paths are untouched; non-collision
stale closes are still Removed. New unit coverage:
tests/test_short_seed_collision_percent.cpp (percent remnant L>S with
follow-up close of the remnant, percent flat L<=S, CASH remnant, gap-up
KI-54 decline non-trigger control, partial-close non-trigger control).
Full ctest: 125/125.

Co-Authored-By: Claude Fable 5 <[email protected]>

* corpus: advance to the re-minted same-bar sequencing run

Co-Authored-By: Claude Fable 5 <[email protected]>

---------

Co-authored-by: Claude Fable 5 <[email protected]>

… re-armed stop's forced price to the tick (R4-D L10r)

order-dual-stop-both-touch-priority-01 trades #143/#144: two stop entries
touched on one bar filled in the reverse order and the second lot one tick
off.  A same-id Entry/Order replacement now retains its predecessor's
source_sequence so the book keeps the owner's creation order across
re-issues; flat-armed entry-stop arbitration compares source_sequence
instead of command_sequence; and a throttled-reopen re-arm's forced
execution price is rounded directionally to the tick like every other
stop fill.  Pinned with embedded bars in
tests/test_l10r_dual_stop_same_bar_order.cpp (W18c, Gemini).

Co-Authored-By: Claude Fable 5.1 <[email protected]>
Claude-Session: https://claude.ai/code/session_01RKCCnMS51GLmRbA3AHtBDb

…GINE) (#300)

Audit of every README and doc page of pineforge-engine against engine main
35db01c and the live measurement; each change names its source.

What was wrong, and the source of the truth:

- Parity numbers were the retired 4,190-probe round-39 era (badges, hero,
  scoreboard, lane table, contributing-llm.md, design/progress pages). Now the
  active baseline pineforge-parity-baseline-20260929-engine-35db01c8 (snapshot
  sha256 47cec517..., population cf857209...): 8,006 probes, 7,989 graded =
  7,905 excellent + 84 strong, 17 TradingView-side anomalies excluded,
  18 lanes, 2,759,431 TradingView trades (population tvTradeRows / 2). The
  "2.8M matched" count has no source in the snapshot and is gone. Public
  corpus: 311 excellent + 1 declared anomaly (scripts/check_corpus_parity.sh
  pinned headline; parity step of the XAU-CAL lane job on this tree), and
  anomaly-equity-mirror-strategy-equity-01 is that anomaly (it does not
  match trade-for-trade on the pinned corpus).
- Versions: no 1.0.0, 0.14.0 or rc tag exists (git tag; gh release list).
  CHANGELOG's "## 1.0.0" becomes "## Unreleased" and lists #292-#298, which
  it lacked (squash messages 7f807b9..35db01c); "34 more" PF_API is 39.
  README Releases: v0.13.1 entry added, v0.13.0 line corrected, the merged
  live/abi-v4 "Unreleased" line and the 1.0.0 line replaced. Pages that
  framed 1.0 as shipped now say planned.
- Front door 1 could not run: pineforge-codegen has no CLI (0.10.4 or main),
  PyPI 0.10.4 output does not compile against main (cc log), a plain
  -lpineforge link drops the runtime C ABI (run_strategy.py refuses it), and
  run_strategy.py needs --ohlcv/--no-trim-output without the corpus. The new
  block ran end to end from a clean clone (14 trades on the tutorial feed).
- Prerequisites: floating-point std::to_chars (src/str_utils.cpp:55) needs
  GCC 11 / libc++ 14; ctest --test-dir needs CMake 3.20; examples need
  -DPINEFORGE_BUILD_EXAMPLES=ON; the install also ships libpineforge_kernel.a.
- MCP section: the image, hosted server and npm package run engine 0.13.1 +
  codegen 0.10.4 (pineforge-release v0.1.25 notes); hosted server and npm
  package descriptions corrected from their live/ published sources.
- Benchmarks: every number reproduces (check_provenance 163/163); framing
  fixed (commit and method named, PineTS has had strategy.* since 0.9.17),
  recipes state their prerequisites, two wrong failing-gate cells fixed,
  personal host name scrubbed from 14 Google Benchmark JSONs with the
  manifest sha256 values updated (origin_sha256 keeps the measured file).
- Reference pages: native-engine.md, pine-to-native.md, coverage.md,
  pine_v6_coverage_detail.md, the contract pages, ci.md and the design notes
  described removed members and pre-#253/#254 behaviour, stale counts
  (src 48 -> 53 .cpp, 66 -> 70 indicator classes, 43/33/10 -> 46/35/11
  NativeRunSpec fields, floors 786/298 -> 790/300), wrong anchors, drawings
  as absent, and transpiler status of an old codegen (now "on codegen main,
  not in a release yet" where it differs from v0.10.4).
- Hygiene: internal host names, personal paths, private-repo references and
  campaign tool names marked or removed; the banner image's stale
  "V0.8.0 / 245/246 / 0 engine bugs" strip removed; a dead
  pineforge-workflow-live link replaced by the public pineforge-live repo.
- Two orphan pages, docs/cheatsheet-runtime-and-execution.md and
  docs/tv-parity-probe-spec.md, were wrong in their load-bearing claims
  (17 removed engine members, pointvalue/FX/slippage claims) and nothing
  linked them: deleted.
- Sample outputs were stale: every page and the tutorial README printed the
  tutorial MACD as 49 trades / -190.85; since 650b0cb (in v0.13.1) the report
  counts the range-end close, and every harness prints 50 / +569.97 (runs on
  a clean clone of this branch). examples-python-sweep.md's 10000 capital
  could not pay for its 1-BTC order (every combo 0 trades): 100000, output
  re-measured. examples-multi.md output format matches multi.py; the
  magnifier A/B page shows today's run. The report fields script_tf_ratio
  and needs_aggregation print their contract values again on this base
  (FIX-E1E2, #299; tutorial/run_mtf.py Table A: ratio 1/1/4/16, agg
  0/0/1/1), so the pages state them as plain facts.
- Doxygen: `file:line` in four pages autolinked to a dead "file:line" URL;
  spelled `path:line` now. Build: 0 warnings.

Review fixes (REVIEW-DOCS-ENGINE-final.md, verdict MERGE-WITH-FIXES, of the
first version of this change, 79bd84c1 + 6cb01aa0): its five P2 findings with
the reviewer's fix text, and every P3 row but the last.

P2
1. docs/pages/metrics.md: a timestamped FX curve no longer fails closed for a
   leveraged position across a rate change; that position takes the
   broker-open margin checkpoint at the step bar's open
   (tests/test_affordability_fx.cpp:152-154, :781).
2. docs/pages/report-schema.md: the #254 caveat sat inside the table, so the
   bar_magnifier_enabled row rendered as text; it now follows the table.
3. CONTRIBUTING.md, docs/pages/getting-started.md: compiler minimums are the
   ones README.md states (floating-point std::to_chars, src/str_utils.cpp:55:
   libstdc++ from GCC 11, libc++ 14, macOS 13.3; g++-9 and g++-10 fail).
4. docker/README.md: the sample is the published image's run (50 trades,
   17/33, +569.97, trade 1 entering 1777488300000).
5. docs/pages/mtf.md: expected Table A says main prints 0 in ratio and agg?
   until the #254 regression is fixed.

P3
- configuration.md, CHANGELOG.md, coverage.md: v5 scripts do not "keep" host
  defaults (both codegens refuse //@Version=5); code from an earlier codegen
  and a hand-built PineStrategyConfig do.
- streaming.md: "Every strategy_stream_* call above" (create/free return no
  status).
- examples-multi.md: a module also exports std::piecewise_construct.
- integration-cmake.md: EXACT 0.13.1 also matches a git-checkout build of
  main; the ABI promise starts "From 1.0.0".
- ffi-python.md, tutorial-macd.md: the mirror covers the report structs, not
  every struct (ffi-python.md:15-17).
- configuration.md: tracing costs one branch per traced call when disabled
  (report-schema.md:180), not zero.
- benchmarks/results/raw/README.md: "Two edits were made" (host_name was
  rewritten in every Google Benchmark file); benchmarks/README.md: the
  maintainer fetch runs with the campaign environment sourced. Wording only.
- AGENTS.md: the configure line exports compile commands, which the receipt
  check needs; AGENTS.md and docs/ci.md: promote-baseline.yml is installed
  from the campaign copy, not unchanged (31 lines differ).
- docs/ci.md: the debug profile also skips the twin-parity guard
  (TWIN_PARITY_PROFILES).
- mtf.md, timeframes.md: "reported for an engine fix" dropped (no public
  issue).
- native-feature-parity.md: the C API "landed on main", not "shipped".
- tutorial/README.md: Table B's script_tf_ratio prints 0 on main until the
  #254 regression is fixed.

Not changed here: benchmarks/results/summary.md and trade_comparison.md keep
the first version's text (hand edits of generated output; fixing the generator,
benchmarks/compare.py:361 and scripts/verify_corpus.py:1403, is an
engine-lane follow-up). No benchmark number or results file changes beyond
the raw/README.md and benchmarks/README.md wording above: BENCH-REFRESH is
re-measuring the benchmark.

Rebased onto 4dc496d (FIX-E1E2, #299), squashed to one commit. docs/ci.md
states the new floors: PR registration 773 (debug, sanitizers) and 782
(native), full-run release 792 and kernel 300 (scripts/ci_verify.py:320,
:594, :638). The one rebase conflict, a native-refactor-progress.md row,
keeps main's re-anchored lines and this change's host-name removal.

Sentences this commit deletes or rewrites past recognition, named by the
commit that introduced them (scripts/check_doc_reverts.py):
- a4ab775 (docs: source-verified runtime-overrides + order-execution cheatsheet): cheatsheet-runtime-and-execution.md (142)
- 480fd19 (Production-readiness probes + engine state-reset / finite-fill fixes (): tv-parity-probe-spec.md (61)
- 28ad088 (docs: add Part 3 (cross-cutting behaviors) to engine cheatsheet): cheatsheet-runtime-and-execution.md (60)
- a8f84b9 (docs(api): OpenCV-style C ABI reference site + CF Pages deploy): abi-stability.md (21), tutorial-macd.md (3), examples-magnifier.md (2), examples-multi.md (2), getting-started.md (2), index.md (2), report-schema.md (2), examples-rust.md (1), ffi-python.md (1), install.md (1), lifecycle.md (1)
- cc4a56e (docs: add Pine v6 runtime coverage report (docs/coverage.md)): coverage.md (37)
- 24dcc53 (docs: reconcile Pine v6 audit + coverage docs with the 2026-06-10 audi): pine_v6_coverage_detail.md (29)
- d093560 (INT26: wave H, the late picks and the corpus re-pin to b40aa8e (1.0.0-): native-refactor-progress.md (13), install.md (3), pine-to-native.md (2), CONTRIBUTING.md (1)
- 73817c1 (Lower generated Pine execution onto the native kernel and retire the l): cheatsheet-runtime-and-execution.md (8), README.md (3), tv-parity-probe-spec.md (2), reservation-expansion-candidate.md (1)
- b1fbf0b (docs: detailed Pine v6 coverage report (per-identifier audit)): pine_v6_coverage_detail.md (14)
- 622d653 (docs(README): rewrite for the round-11 engine — brand-first, OSS-first): README.md (12)
- 46b2ced (docs: ABI v4 live surface; cheatsheet corrections (trail_price is read): cheatsheet-runtime-and-execution.md (7), README.md (3), live-surface.md (2)
- c45cf5a (refactor: move retained-parent priority into Pine compatibility): README.md (7), pine-order-priority-boundary.md (4)
- c1084ff (docs: record round 39 fractional price admission parity): README.md (10)
- f268342 (feat: add historical account FX lifecycle (#125)): cheatsheet-runtime-and-execution.md (10)
- af4c688 (Document realtime streaming lifecycle): cheatsheet-runtime-and-execution.md (5), coverage.md (3), examples-python-sweep.md (1), tutorial-macd.md (1)
- 9507d8f (refactor(corpus): pull equity-mirror into corpus/parity-anomalies/): coverage.md (10)
- 76482e6 (fix(runtime): align TA coverage and corpus replay): coverage.md (9)
- cc0b22d (Refactor reservation growth and Pine market instruction ownership): fill-model.md (7), frozen-market-instruction.md (2)
- d5a5eaf (Align lifecycle and admission documentation with final v11 model): market-admission.md (9)
- a6b0b70 (docs(audit): exhaustive Pine v6 coverage audit — 38 critical, ~62 mino): pine_v6_audit_master.md (7)
- 1e360bd (INT27: wave I -- magnifier on TradingView's intrabars, recalculation f): cheatsheet-runtime-and-execution.md (5), magnifier.md (1)
- 1dd5430 (Add the native feature-parity design: gaps, kernel-vs-adapter rulings,): design/native-feature-parity.md (6)
- 74491fa (INT28: wave-J engine integration (TVDEF-DROPS, W3/W3B/W4/W5/W6/W6B/W8,): cheatsheet-runtime-and-execution.md (4), README.md (1)
- 7ad5d38 (docs: refresh parity scoreboard through round 23): README.md (5)
- 7f807b9 (Another symbol's bars reach a run as a feed: kernel instrument feeds +): coverage.md (4), mtf.md (1)
- 3b13183 (Refactor order admission and trigger lifecycle into generic submodels): exit-leg-lifecycle-reflection.md (5)
- e244d65 (docs(coverage): update pine_v6_coverage_detail.md for post-sprint stat): pine_v6_coverage_detail.md (5)
- f864be5 (refactor: isolate Pine cap policy from native order state): cheatsheet-runtime-and-execution.md (2), pine-intraday-cap-boundary.md (2)
- e7cdf05 (Add native execution terms: host-resolved sizing, exact reversal, prec): abi-stability.md (2), native-engine.md (2)
- b4dd9a3 (docs(mtf): add multi-timeframe tutorial + Doxygen page): mtf.md (4)
- 5c2be9d (docs: record round 38 whole-lot budget parity results): README.md (3)
- 6bfe983 (docs: align round 39 lane table and diagnostic evidence): README.md (3)
- 471a113 (Docs: the README carries the 200-strategy refresh -- tiers per engine ): README.md (3)
- 8df08f2 (fix(engine): make dead strategy.close semantically inert (#143)): cheatsheet-runtime-and-execution.md (3)
- d3cca9e (Docs: correct migration semantics and harden publication guards): cheatsheet-runtime-and-execution.md (2), pine-to-native.md (1)
- 52f4dde (Preserve complete mirror context and earlier standalone ABI controls): fill-model.md (3)
- 4fb9db3 (Docs: CONTRIBUTING.md rewritten for someone who has never seen this re): CONTRIBUTING.md (2)
- 2ab2bfb (docs(README): round-11 closed-test results and a full factual refresh): README.md (2)
- 0501468 (docs: task-13 fix round 1 — v4 report mirrors (schema, Rust), probe-su): README.md (1), cheatsheet-runtime-and-execution.md (1)
- cfbe677 (Docs: the session flags end a session where TradingView ends it (R5 la): cheatsheet-runtime-and-execution.md (2)
- 6aa1d13 (runtime: wire syminfo.pointvalue through all money paths; hold ScopedT): coverage.md (2)
- 8b7965a (Docs: onboarding written for the contributor who is a language model (): contributing-llm.md (2)
- 16f3652 (Docs: the two site front doors re-derived against HEAD (R5 lane L14-B,): index.md (2)
- 04b0588 (Add native resolved execution settlement and preserve paid entry costs): metrics.md (2)
- 149f77c (Replace seven pending-order flags with quantity and event facts): quantity-intent.md (2)
- 962960b (Session flags match TradingView on multi-window and extended-hours cha): pine_v6_coverage_detail.md (2)
- 5215291 (Merge branch 'round5/bar-indexed-extremes-ring' into round5/candidate): pine_v6_coverage_detail.md (2)
- b1b27f0 (Initial commit: PineForge runtime v0.1.0): CONTRIBUTING.md (1)
- bfdbe96 (docs: refresh parity scoreboard through round 24): README.md (1)
- cda51d5 (Record the round 35 parity scoreboard and raw trade gains): README.md (1)
- 0d76a09 (Wave G: no ordinary quantity request stops a run, cancelled exits stay): adr/0001-kernel-adapter-boundary.md (1)
- 0983770 (Unify remaining fill paths under native settlement (#247)): ci.md (1)
- 50339d0 (Docs: the §1 inventory carries its closure markers, and a gate keeps t): design/native-feature-parity.md (1)
- 8b3b481 (docs+fix: org rename to pineforge-4pass; AI capability-gap note in REA): examples-multi.md (1)
- c28c2db (Derive placement state from original admission observations): fill-model.md (1)
- 208f00b (docs: refresh ctest count + run_strategy usage example): install.md (1)
- 0c174d9 (Docs: the arm options, the adoption table and the grid re-lowering wai): native-engine.md (1)
- 4b05b62 (Adapter re-lowering: the TradingView margin call runs through the kern): native-engine.md (1)
- 8e558eb (Say what the per-bar broker hash is for, where its API is documented (): native-engine.md (1)
- 5f3299d (Build the standalone native execution path (#243)): native-engine.md (1)
- b18f75e (Native sizing bases and fractional reduces (R5 lane L3)): native-engine.md (1)
- 0ef00da (The pages say a working row tells an absent arm from an arm at 0.0 (R5): native-engine.md (1)
- 7328f4d (Docs: the migration page is a complete map, and a gate holds it comple): pine-to-native.md (1)
- ce64f06 (docs(audit): update Pine v6 master audit — mark 20 resolved critical i): pine_v6_audit_master.md (1)
- a19f5a8 (docs: repoint codegen references to pineforge-codegen-oss; purge old f): pine_v6_audit_master.md (1)
- 2db58d9 (runtime: reconcile per-trade MFE/MAE with TV excursion semantics; gate): pine_v6_audit_master.md (1)

Co-authored-by: Claude Opus 5.5 (1M context) <[email protected]>