Fix the remaining reversal and exit-sizing cases (#803) - #820

A script that closes part of its position with strategy.close(id, qty) and, on
the same bar, enters the opposite side with strategy.entry did not open the new
position: the entry was resolved as if the close had flattened the book, a plain
transaction, so it closed the rest of the old position and opened nothing.
TradingView closes the rest and opens the full new position (TradingView tape
sha256: c3e77e4e697fe85e5ba7d0e27bd1a14e47e569ed1c0a49f84cf29e68d045af1e).

place_entry now adds up the quantities of the closes placed before the entry on
the same bar and marks the entry as following a close only when they cover the
opposite book. A partial close leaves the entry a reversal, as it is without the
close. A full close, close_all, a close-first entry and every other placement
keep their behaviour; no state field is added.

tests/test_adapter_partial_close_reversal.cpp holds the rows: a partial close
then a reversing entry to each side, and the two full-close guards. The frozen
digests of the quiet-bar battery (the twelve runs that contain this shape) and of
three configurations of the live-state test move with this change; they are
re-pinned, with the tape named next to each edit, in the change that finishes
the series.

Refs #803.

Co-Authored-By: Claude Sonnet 5.5 <[email protected]>

…der the same id

A script that holds lots under an id, places strategy.exit orders against that
id and, on the bar of a strategy.entry that reverses the position under the
same id, kept those exits for the new position, where they went on to close it.
TradingView closes the old lots at the reversal and ends the exits that were
placed against them (TradingView tape sha256:
638438371ac6e073b61b689d01af352db6e602230f217c75336492de4e26033e).

Under the default FIFO close rule an exit placed while its entry id held lots
carries the book as its owner; an exit placed before the id held lots waits on
the id's next fill. When the entry that closes lots of its own id is applied,
the reversal now cancels the exits of the first kind for that id and keeps the
second kind, as before. A reversal with no such exit keeps the previous
selection and its scratch counters; close_entries_rule = "ANY" and every other
placement are unchanged. No state field is added.

tests/test_reversal_same_id_exits.cpp holds the rows: the reversal to each side
with the exits placed on the reversal bar, the same exits placed after a close
of the old position, the new entry under another id, and exits placed before
the reversal. The frozen digests of one scenario of the quiet-bar battery
(Random25) move with this change; they are re-pinned, with the tape named next
to each edit, in the change that finishes the series.

Refs #803.

Co-Authored-By: Claude Sonnet 5.5 <[email protected]>

Three changes of this series alter which exits and orders survive a
reversing entry: an exit placed with a same-side entry on the bar where the
position is closed is kept when the position goes flat, an entry placed
after a partial close now closes the rest and opens the new position, and an
exit placed while its entry id holds lots is cancelled when an entry of the
same id reverses those lots. The frozen digests of the live-state
equivalence test (10 of 108 configurations) and of the quiet-bar battery
(16 of 276 rows) move with them; no other row moves.

Each moved value is replaced by the harvest of the tree that holds all the
changes, compiled with the harvest macros of the two tests; the harvest of
the tree before the series reproduces every old value. The data files carry
one comment block per cause with the old and new value of every moved row and
the TradingView tape of that cause.

Refs #803.

Co-Authored-By: Claude Sonnet 5.5 <[email protected]>

The class series (the ANY basis and same-side exits, the partial close then
reversing entry, the same-id reversal and the re-pin of the frozen digests)
now holds the engine 1.11.1 train, with the reversal exit sizing change and
the other changes merged into it. The only textual conflict was the
unreleased section of the changelog, where every line is kept; the adapter,
its header and the test registrations merged without edits.

Refs #803.

Co-Authored-By: Claude Sonnet 5.5 <[email protected]>

…ay which rows are controls

An entry placed after closes on the same bar is a reversal only when those
closes leave part of the position open. The units of the closes are summed
and compared with the held position; the compare now allows the quantity
epsilon that the neighbouring compare of the process-orders-on-close path
already allows, so closes of 0.1 and 0.7 on a position of 0.8, which sum one
unit in the last place below 0.8 in doubles, count as covering it.

The notes of the class tests now say which rows are controls that pass on the
base and carry no tape of their own, and only the row that reproduces a
TradingView tape cites it. The changelog names the two observation fields that
read 0 for an entry placed after a partial close, and the quiet-bar note lists
the counts that move with the re-pin. No pinned value changes.

Refs #803.

Co-Authored-By: Claude Sonnet 5.5 <[email protected]>

The train now also holds the percent default quantity cap (#805). The merge
had no textual conflict: the changelog, the adapter, its header and the test
registrations merged without edits.

Refs #803.

Co-Authored-By: Claude Sonnet 5.5 <[email protected]>

…artial closes do not

The pending order of a reversing entry placed after closes on the same bar
reports created_after_position_close_in_bar as 1 exactly when the units of
those closes reach the held position, and as 0 when they leave part of it
open. The rows read that field on the pending entry before it fills, for
closes of 0.1 and 0.7 on a position of 0.8, closes of 1 and 2 on 3 and two
percentage closes of 50 on 3, and for two controls that leave part of the
position open (closes of 0.1 and 0.6 on 0.8, and one close of 0.25 on 0.8).

The first row needs the quantity epsilon of the cover compare, because 0.1
and 0.7 sum one unit in the last place below 0.8 in doubles. The other two
need the loop to add every close of the bar, not only the first. Each
expectation is derived from one rule, written in the test.

Refs #803.

Co-Authored-By: Claude Sonnet 5.5 <[email protected]>