@pineforge/codegen-pyodide 0.10.4 → 1.0.0-rc.1

package/pineforge_codegen/codegen/session_market.py

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+"""C++ emitted for a chart bar's session.ismarket when the run has no
+timeframe.
+
+TradingView flags a bar by its own open time: on an extended-hours
+NASDAQ:AAPL 60 chart the 09:00 bar, which holds the 09:30 open, is
+pre-market and the 16:00 bar post-market. It reads a session's day mask per
+session day, so an overnight session's Sunday-evening open belongs to
+Monday's, and a ``0000-2400`` day is in market throughout; a D/W/M bar holds
+whole session days, and a bar that opens in a break and holds the reopen is
+in market (``tests/test_e2e_session_ismarket.py`` and
+``tests/test_e2e_session_windows.py`` replay the tapes).
+
+The kernel's per-bar fact ``session_ismarket_`` gives all of that: it reads a
+bar at its interval's first eligible instant, which is the bar's open unless
+the bar opens in a break, and it is what a chart's session.ismarket reads. A
+run whose timeframe the engine cannot detect (one bar, none given; its
+``script_tf_`` is empty) gets no session-day facts, and there the lowering
+asks the engine's session calendar instead: ``native_calendar``'s session day
+at the bar's open, on the calendar the kernel builds for the run from the same
+session and timezone (the adapter reads an empty session as ``24x7`` and an
+empty timezone as ``UTC``), resolved once per session day and read as the
+kernel reads it (a day the calendar cannot resolve is out of session). The
+time-of-day predicate ``pine_session_ismarket`` is a second reading of the
+session string, which the kernel does not run (until engine lane
+W11-ENG-TIME-COLOR it tested a day mask on the instant's own weekday and did
+not parse ``2400``).
+
+``SESSION_MARKET_CPP`` precedes the strategy class; each strategy holds one
+``SESSION_MARKET_MEMBER`` after its checkpointed script state (a cache of an
+answer that depends on the session, the timezone and the instant only). A
+session the calendar cannot parse, which the kernel would not run, keeps the
+time-of-day predicate.
+"""
+
+SESSION_MARKET_CPP = r"""
+struct _PFSessionMarket {
+    std::string session_key;
+    std::string tz_key;
+    bool parsed = false;
+    std::optional<native_calendar::SessionCalendar> calendar;
+    std::optional<native_calendar::NativeSessionDay> day;
+
+    bool operator()(const std::string& session, const std::string& tz,
+                    const std::string& chart_tf, int64_t bar_ms) {
+        if (tf_is_daily_or_higher(chart_tf)) return true;
+        if (!parsed || session_key != session || tz_key != tz) {
+            parsed = false;
+            day.reset();
+            calendar = native_calendar::parse_session(
+                session.empty() ? std::string_view("24x7") : std::string_view(session),
+                tz.empty() ? std::string_view("UTC") : std::string_view(tz));
+            session_key = session;
+            tz_key = tz;
+            parsed = true;
+        }
+        if (!calendar) return pine_session_ismarket(session, tz, bar_ms);
+        if (day && day->holds(bar_ms)) return day->in_session_at(bar_ms);
+        try {
+            auto found = native_calendar::session_day_at(*calendar, bar_ms);
+            if (!found) return false;
+            const bool in_market = found->in_session_at(bar_ms);
+            if (found->holds(bar_ms)) day = std::move(found);
+            return in_market;
+        } catch (...) {
+            return false;
+        }
+    }
+};
+"""
+
+SESSION_MARKET_MEMBER = "    mutable _PFSessionMarket _pf_session_market_;"