openalgo-script 0.2.0 → 0.5.0

package/README.md

@@ -15,31 +15,74 @@ can write their own engine for it.
 
 ---
 
+## Architecture at a glance
+
+[![OpenScript connects a trading idea to charts, backtests and planned live trading, using the platform's editor, market data and broker connection.](https://raw.githubusercontent.com/marketcalls/openscript/main/docs/architecture-overview.png)](https://raw.githubusercontent.com/marketcalls/openscript/main/docs/architecture-overview.png)
+
+Write an indicator or a strategy once, then use it on a chart or test it against
+historical data. Your platform supplies the editor, saved scripts, market data
+and connections. The live runner is planned, with sandbox testing before live
+execution; see [Phase 6](./ROADMAP.md#phase-6-the-second-engine-and-live-running).
+
 ## Status
 
-**`0.2.0` runs studies. It does not yet backtest, and it ships no editor.**
+**`0.4.0` runs studies, backtests strategies, and ships the language
+intelligence an editor needs.**
 
-What an install gets you today: the compiler, the engine, and the chart adapter.
-A script compiles in milliseconds in a browser tab and computes, bar by bar, the
-same numbers everywhere. One hundred and one independently written studies
-compile, load and run, and five of them match arithmetic transcribed from the
-specification alone, bit for bit, warmups included.
+What an install gets you today: the compiler, the engine, the chart adapter and
+the backtest. A script compiles in milliseconds in a browser tab and computes,
+bar by bar, the same numbers everywhere. One hundred and one independently
+written studies compile, load and run, and five of them match arithmetic
+transcribed from the specification alone, bit for bit, warmups included.
+
+A strategy is walked over a range of bars and what comes back is a document
+rather than a number: the program, the bars, the settings, every frame, every
+fill, the ledger and the report. That document replays to the same report and
+reruns to the same bytes, and `npm test` proves it over the shipped strategy
+examples on every run rather than asserting it in a page. Two records can be put
+beside each other, and a pair over different bars is reported incomparable
+instead of being subtracted into a table that reads like a result.
 
 What it does **not** do yet, stated plainly because the registry page is the
 first thing a stranger reads:
 
-- **No backtest and no report.** A strategy can place orders through a host, and
-  the order ledger refuses what the specification says to refuse, but the
-  equity curve, the drawdown, the trade list and the run you can reproduce
-  months later are Phase 5 and are not here.
-- **No editor.** The six headless language functions, highlight, complete,
-  diagnose, hover, signature and format, are Phase 4 and are not built. You get
-  a compiler, not an authoring experience.
-- **No second engine.** The Python engine and the conformance suite that would
-  prove two engines agree are Phase 6. Until an engine somebody else wrote
-  passes that suite, the portability claim is a design, not a result.
-
-The version is `0.2.0` rather than `1.0` because of that list. The studies
+- **The backtest does not model everything, and says which.** A bracket's stop
+  cannot fill, because the engine appends no order row for a bracket. A quantity
+  stated in cash or in a percentage of equity is refused rather than filled,
+  because a backtest works out no running equity to size against. The equity
+  curve marks a trade at the size it ended up entering, so a strategy that
+  scales in is reported with a drawdown deeper than the account had. A script
+  still cannot read its own equity mid-run. The `0.4.0` entry in
+  [`CHANGELOG.md`](./CHANGELOG.md) is the full list, and every item on it is
+  there because somebody would otherwise find it inside a report they had
+  already believed.
+- **No editor on screen, and that is the design.** The six headless functions are
+  here and resolve as `openalgo-script/editor`: highlight, complete, diagnose,
+  hover, signature and format, text in and data out, with no DOM at any tier. The
+  text component, the panel, the apply button, saving and the theme are yours,
+  and the drop-in adapter for one editor component wires the six into it without
+  drawing anything itself. What each function gives you, and what stays yours, is
+  in
+  [`docs/integrating/the-editor-half.md`](./docs/integrating/the-editor-half.md).
+  The language server that would put the same errors in a desktop editor is the
+  rest of Phase 4 and is not written.
+- **No engine anybody else wrote has run the suite, so the portability claim is
+  still untested.** The second engine is here: `engine/` holds a complete
+  engine in Python with a test suite of its own, and `npm test` runs both on
+  every build. A run record carries its own
+  source text rather than only a hash of it (`sourceText` in
+  [`src/core/backtest/record.ts`](./src/core/backtest/record.ts)), and
+  `caseFilesFrom` in [`src/core/backtest/case.ts`](./src/core/backtest/case.ts)
+  writes the files a suite runs from straight out of a record, which is where the
+  eight cases under [`cases/`](./cases) came from. `npm run suite:agree` reports
+  8 pass of 8 between the two engines. What that run does not prove is the thing
+  the suite exists for: both engines were written in this repository, from the
+  same specification, by the same hands, so their agreement is evidence about
+  this repository rather than about the specification. Until an engine written by
+  somebody who had only the specification passes these cases, portability is a
+  design with one corroborating implementation, not a result.
+
+The version is `0.4.0` rather than `1.0` because of that list. The studies
 surface is the part that is finished, and it is the part to build on.
 
 `ROADMAP.md` says what each phase owes before it is allowed to finish. The
@@ -91,8 +134,8 @@ OpenScript is the opposite of that:
   timeout, and nothing you drew silently dropped to make room for the next one.
 - **Honest.** A higher timeframe read has to say whether it repaints. The
   compiler warns when a script would.
-- **Connected.** The same script places real orders through your own broker
-  connection, on paper by default.
+- **Connected.** Designed to route orders through your own broker connection,
+  with sandbox testing before live execution. The live runner is planned.
 - **Open.** Apache-2.0, a written specification, and a conformance suite anyone
   can run against their own implementation.
 
@@ -121,14 +164,49 @@ own, with their fixes taken from the error catalogue. A host supplies the text
 component and the panel around it, and keeps its own design. The editor is not a
 second implementation of the language to be kept in step.
 
-```
-source text
-   -> tokens
-   -> tree
-   -> checked tree        (errors carry a code, a line and a fix)
-   -> compiled program    (plain data, versioned schema)
-   -> any engine          (browser, server, yours)
-```
+[![OpenScript compiler and runtime: source passes through lexing, parsing, checking and emission into a portable data program, then verification, loading and bar-by-bar interpretation produce outputs for the host.](https://raw.githubusercontent.com/marketcalls/openscript/main/docs/architecture-compiler.png)](https://raw.githubusercontent.com/marketcalls/openscript/main/docs/architecture-compiler.png)
+
+### From source to a compiled program
+
+| Stage | What happens | Implementation |
+|---|---|---|
+| Lex | Turns text into tokens with source positions. Newlines, indentation and dedentation become explicit tokens, so later stages do not reinterpret whitespace. | [`src/core/lex`](./src/core/lex/index.ts) |
+| Parse | Builds the abstract syntax tree (AST). It recovers around malformed statements so an editor can still work with a partially typed file. | [`src/core/parse`](./src/core/parse/index.ts) |
+| Check | Resolves names, checks types and calls, determines storage and tracks when a value becomes available. `CheckedScript` keeps those answers beside the original tree. | [`src/core/check`](./src/core/check/index.ts) |
+| Emit | Allocates registers and persistent state, lowers statements into instructions, links calls and requests, and checks stack depths and limits. | [`src/core/emit`](./src/core/emit/emit.ts) |
+
+The result is a [`CompiledProgram`](./src/core/emit/program.ts), not executable
+code in the host's language. Alongside its instructions it carries the constants,
+inputs, output declarations, storage layout and source mapping the engine needs.
+Its [canonical encoding](./src/core/emit/canonical.ts) makes the program portable
+and gives it stable bytes for hashing. The language and compiled format have
+separate versions, defined by the [compiled program specification](./spec/compiled-program.md).
+
+Every compiler stage reports through the same diagnostic system. Codes, messages
+and fixes come from the [error catalogue](./spec/errors.json); the
+[headless editor](./src/editor/index.ts) reuses the compiler and its language
+tables for highlighting, completion, diagnostics, hover, signatures and formatting.
+
+### From a compiled program to results
+
+Before the first bar, [`load`](./src/core/engine/load.ts) verifies the program's
+format, capabilities, tables and instructions, including stack and address
+bounds. It checks the host's limits, resolves inputs and plans requested series.
+A rejected program returns a diagnostic before execution starts.
+
+The [engine](./src/core/engine/engine.ts) then advances one bar at a time. Its
+[interpreter](./src/core/engine/machine.ts) walks the instruction list using
+registers, persistent memory and the standard library, with instruction, memory
+and time budgets. Updating the newest bar restores its checkpoint before
+recomputing it; explicitly live state is retained. Drawing values are published
+on updates, while signals, alerts and orders follow the confirmation policy.
+
+The [chart adapter](./src/adapters/charts/index.ts) maps study outputs into the
+host's chart. The [backtest driver](./src/core/backtest/drive.ts) supplies a
+simulated order destination and records frames, fills, orders and the report.
+[Replay and rerun](./src/core/backtest/replay.ts) let a stored result be checked
+again. The host owns data access, rendering, persistence and order routing;
+the language core does not reach into those systems itself.
 
 ## The pieces, and which way they point
 
@@ -143,10 +221,11 @@ and the dependencies only ever point one way.
         |       \            /
         |   .../adapters/charts       <- knows both. The only place that does
         |
-   .../editor                         <- designed, not built
+   .../editor                         <- the six headless functions. No DOM, no
+        |                                 package, nothing on screen
         |
-   .../adapters/codemirror            <- designed, not built. Would know the
-                                         editor component, and nothing else would
+   .../adapters/codemirror            <- knows both. Takes its markup from the
+                                         host, so it draws nothing either
 ```
 
 The language ships as one package with an entry point per tier, so a consumer who
@@ -154,17 +233,20 @@ wants only the compiler never pays for an adapter. A tier is declared only once
 exists: an entry point that resolves to nothing fails at a consumer's run time
 rather than honestly at install.
 
-These two resolve today, from an install holding nothing but the manifest and the
-built output:
+These four resolve today, from an install holding nothing but the manifest and the
+built output. That is a check rather than a sentence: `scripts/check-entry-points.mjs`
+builds exactly that install in a temporary directory, with no package of any kind
+beside it, and imports every one of them.
 
 | Entry point | Is | Depends on |
 |---|---|---|
 | `openalgo-script` | Compiler and engine | Nothing |
+| `openalgo-script/editor` | The six headless language functions an editor needs | The compiler |
 | `openalgo-script/adapters/charts` | Turns a compiled study into a chart's indicator descriptor | The compiler and a chart |
+| `openalgo-script/adapters/codemirror` | Wires the six into a text component | The editor half and a text component |
 
-The editor half and its drop-in adapter are in the roadmap rather than in the
-export map, and so is the server-side engine, which is a separate package in
-another language. The roadmap says which phase owes each of them.
+The server-side engine is not among them: it is a separate package in another
+language, and the roadmap says which phase owes it.
 
 An adapter is the only thing allowed to know two worlds at once, which is what
 makes it the piece a platform replaces rather than the piece they patch. A
@@ -173,8 +255,10 @@ else. A platform with its own editor does the same on that side.
 
 This is enforced rather than promised. `scripts/check-layering.mjs` runs in
 continuous integration and fails the build if the compiler imports a chart, if
-anything outside an adapter imports a package, or if the compiler or the editor
-half so much as mentions a browser global.
+anything outside an adapter imports a package, or if anything under `src` so much
+as mentions a browser global. That last one holds of the adapters too: the editor
+adapter takes a tooltip's markup from the host rather than building an element,
+so every file in the package loads in a worker and on a server.
 
 ## Taking it, one step at a time
 
@@ -184,7 +268,7 @@ Each row is usable on its own. Nobody has to take the next one.
 |---|---|---|
 | Scripts that produce numbers | `openalgo-script`, and the six-item host interface | An afternoon |
 | Those studies on your chart | the charts adapter, plus a chart | Days. Free if the chart is the one this adapter already targets |
-| Traders authoring in your app | The editor half, once it is built, and your own text component or the drop-in one | Days |
+| Traders authoring in your app | The editor half, and your own text component or the drop-in adapter | Days |
 | Traders trading from it | Wire the order half of the host interface to your order API | About a week |
 | To run it on your own stack | Implement the compiled program format in your language, then pass the conformance suite | Weeks |
 
@@ -215,8 +299,11 @@ fails the build.
 | Two engines agree to the last decimal | The conformance suite, run against both. A disagreement blocks a release | Phase 6 gate |
 | A runaway script stops | Instruction, memory and wall clock budgets, counters in the loop the engine owns. `tests/engine/budget.test.ts` | Enforced |
 | A failing script does not take anything else down | One script's failure is a diagnostic on that script and reaches nothing else | Enforced |
+| Every entry point in the export map resolves from a real install | `scripts/check-entry-points.mjs`. Each one is imported from a temporary install built from the `files` list alone, with no package beside it, which is also what says both adapters' peer dependencies are optional in fact and not only in the manifest | Enforced |
+| A completion, a tooltip and a default come from the compiler, not from a list | The names are the standard library manifest the checker resolves against; what a call is for is the cell `spec/stdlib.md` prints, read at build time by `scripts/generate-library-prose.mjs`; a default is the one `scripts/check-defaults.mjs` holds the compiler to. `tests/editor/hover.test.ts` fails if the manifest and the specification describe different sets of names | Enforced |
+| Laying a script out again cannot change what it computes | `tests/editor/format.test.ts`. Every example and every gate script is formatted, both texts are compiled, and the compiled programs are compared. Each call also checks itself against the lexer, so a rule that is wrong returns your source untouched rather than a changed program | Enforced |
 | A saved script never stops working | The language version is declared per file and old front ends are retained | Phase 7, with a test per retained version |
-| Performance | Six benchmarks with recorded budgets, run by `npm test` and in continuous integration. A regression past a budget fails the build | Enforced |
+| Performance | Eight benchmarks with recorded budgets, run by `npm test` and in continuous integration. A regression past a budget fails the build | Enforced |
 
 The rows marked as gates are not promises we intend to keep. They are conditions a
 phase does not finish without, and each one is written into the roadmap beside the

package/dist/adapters/charts/driving.d.ts

@@ -0,0 +1,50 @@
+/**
+ * Walking the bars, for a study and for a strategy.
+ *
+ * Split from `run.ts` because they are two things. That file decides what an
+ * engine is loaded with: the host record, the clock, the settings, the venue.
+ * This one decides how the bars are then handed over, and the two differ by
+ * exactly one thing, whether frames have to reach the engine between them.
+ */
+import type { CompiledProgram } from '../../core/emit/index.js';
+import type { Engine } from '../../core/engine/index.js';
+import type { ChartBar, ChartCalcContext, ChartSettings } from './contract.js';
+import type { HeldVenue } from './venue.js';
+/**
+ * A run in hand, held between a chart's recomputes.
+ *
+ * The signature and the bar times are what a tail run is checked against before
+ * it is trusted: splicing a tail onto a history that has changed underneath it
+ * draws a wrong study that looks entirely plausible.
+ */
+export interface Held {
+    readonly engine: Engine;
+    readonly signature: string;
+    count: number;
+    firstTime: number;
+    lastTime: number;
+    /**
+     * The destination this run's orders go to, for a strategy.
+     *
+     * Held with the engine because the two are one run: the venue holds the
+     * orders that have not filled yet, and an engine continued onto a new bar
+     * against a fresh venue would have its working orders silently forgotten.
+     */
+    readonly venue: HeldVenue | null;
+}
+/** A study: every bar in one hand-over, which is what `run` is for. */
+export declare function runWhole(engine: Engine, bars: readonly ChartBar[], ctx: ChartCalcContext | undefined, program: CompiledProgram, settings: ChartSettings): Held;
+/**
+ * A strategy: one bar at a time, with the venue answering between them.
+ *
+ * The order is deliver, execute, then ask. A driver that asked the venue before
+ * executing would price a fill against a bar the strategy had not seen yet, and
+ * one that delivered after executing would let a script read a position its own
+ * order on this bar had just created.
+ *
+ * `supplied` is the whole count rather than the index reached, so `bar.isLast`
+ * means the same on this path as on the one above it: a strategy written to act
+ * on the final bar acts on the final bar, not on every bar in turn.
+ */
+export declare function walkWith(engine: Engine, held: HeldVenue, bars: readonly ChartBar[], ctx: ChartCalcContext | undefined, program: CompiledProgram, settings: ChartSettings): Held;
+//# sourceMappingURL=driving.d.ts.map

package/dist/adapters/charts/driving.d.ts.map

@@ -0,0 +1 @@
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package/dist/adapters/charts/driving.js

@@ -0,0 +1,57 @@
+/**
+ * Walking the bars, for a study and for a strategy.
+ *
+ * Split from `run.ts` because they are two things. That file decides what an
+ * engine is loaded with: the host record, the clock, the settings, the venue.
+ * This one decides how the bars are then handed over, and the two differ by
+ * exactly one thing, whether frames have to reach the engine between them.
+ */
+import { hostBar, stateFor } from './bars.js';
+import { stopped } from './errors.js';
+import { signatureOf } from './settings.js';
+import { answersFor } from './venue.js';
+/** A study: every bar in one hand-over, which is what `run` is for. */
+export function runWhole(engine, bars, ctx, program, settings) {
+    const result = engine.run(bars.map(hostBar), bars.map((_, index) => stateFor(index, bars, ctx)));
+    if (result.diagnostic !== undefined)
+        throw stopped(result.diagnostic);
+    return heldFrom(engine, null, bars, program, settings);
+}
+/**
+ * A strategy: one bar at a time, with the venue answering between them.
+ *
+ * The order is deliver, execute, then ask. A driver that asked the venue before
+ * executing would price a fill against a bar the strategy had not seen yet, and
+ * one that delivered after executing would let a script read a position its own
+ * order on this bar had just created.
+ *
+ * `supplied` is the whole count rather than the index reached, so `bar.isLast`
+ * means the same on this path as on the one above it: a strategy written to act
+ * on the final bar acts on the final bar, not on every bar in turn.
+ */
+export function walkWith(engine, held, bars, ctx, program, settings) {
+    for (let index = 0; index < bars.length; index += 1) {
+        const bar = bars[index];
+        if (bar === undefined)
+            continue;
+        for (const frame of held.pending)
+            engine.deliver(frame);
+        held.pending = [];
+        const result = engine.append(hostBar(bar), stateFor(index, bars, ctx), bars.length);
+        if (result.diagnostic !== undefined)
+            throw stopped(result.diagnostic);
+        answersFor(held, index);
+    }
+    return heldFrom(engine, held, bars, program, settings);
+}
+function heldFrom(engine, venue, bars, program, settings) {
+    return {
+        engine,
+        venue,
+        signature: signatureOf(program, settings),
+        count: bars.length,
+        firstTime: bars[0]?.time ?? 0,
+        lastTime: bars[bars.length - 1]?.time ?? 0,
+    };
+}
+//# sourceMappingURL=driving.js.map

package/dist/adapters/charts/driving.js.map

@@ -0,0 +1 @@
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package/dist/adapters/charts/run.d.ts

@@ -98,6 +98,26 @@ export interface ChartAdapterOptions {
      * (`stdlib.md` 17.1), never handed over by the chart.
      */
     readonly orders?: EffectRoute;
+    /**
+     * Run a strategy against a simulated destination where the host gives none.
+     *
+     * **Off by default, because the refusal it replaces is useful.** A strategy
+     * with nowhere to send an order is refused at load with OS6006 naming the
+     * capability, which is exactly what a host that meant to wire a destination
+     * and forgot needs to be told. A chart that quietly filled one in for them
+     * would draw a convincing strategy that routed nothing.
+     *
+     * **On, it is the venue a backtest uses.** A chart drawing a strategy then
+     * fills the same orders at the same prices as the report of the same script,
+     * so the marks on the price and the trades in the report are one answer
+     * rather than two. This is what a host turns on to draw a strategy the way it
+     * draws a study: the plots, the legend row and the settings all follow from
+     * the program running at all.
+     *
+     * It does not place an order anywhere. A host that wants that supplies
+     * `orders`, which wins over this.
+     */
+    readonly simulateOrders?: boolean;
     readonly limits?: Partial<EngineLimits>;
     readonly clock?: Clock;
     /**

package/dist/adapters/charts/run.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"run.d.ts","sourceRoot":"","sources":["../../../src/adapters/charts/run.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,OAAO,KAAK,EACV,KAAK,EACL,WAAW,EAGX,YAAY,EACZ,IAAI,EAEJ,UAAU,EACV,OAAO,EAEP,KAAK,EACN,MAAM,4BAA4B,CAAC;AAEpC,OAAO,KAAK,EAAE,eAAe,EAAE,MAAM,0BAA0B,CAAC;AAChE,OAAO,KAAK,EAAE,UAAU,EAAE,MAAM,qBAAqB,CAAC;AAEtD,OAAO,KAAK,EAAE,QAAQ,EAAE,gBAAgB,EAAE,aAAa,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAU3F,iFAAiF;AACjF,MAAM,WAAW,mBAAmB;IAClC;;;;;;OAMG;IACH,QAAQ,CAAC,EAAE,CAAC,EAAE,MAAM,CAAC;IACrB,gFAAgF;IAChF,QAAQ,CAAC,QAAQ,CAAC,EAAE,MAAM,CAAC;IAC3B;;;;;;;;;;;;;;;;;;;;;;;;OAwBG;IACH,QAAQ,CAAC,QAAQ,CAAC,EAAE,aAAa,CAAC;IAClC;;;;;;;OAOG;IACH,QAAQ,CAAC,WAAW,CAAC,EAAE,MAAM,CAAC;IAC9B,yEAAyE;IACzE,QAAQ,CAAC,MAAM,CAAC,EAAE,UAAU,CAAC;IAC7B;;;;;;;;;;OAUG;IACH,QAAQ,CAAC,UAAU,CAAC,EAAE,UAAU,CAAC;IACjC;;;;;;;;;;;OAWG;IACH,QAAQ,CAAC,MAAM,CAAC,EAAE,WAAW,CAAC;IAC9B;;;;;;;;;;;;;;;;;;OAkBG;IACH,QAAQ,CAAC,cAAc,CAAC,EAAE,OAAO,CAAC;IAClC,QAAQ,CAAC,MAAM,CAAC,EAAE,OAAO,CAAC,YAAY,CAAC,CAAC;IACxC,QAAQ,CAAC,KAAK,CAAC,EAAE,KAAK,CAAC;IACvB;;;;;;;OAOG;IACH,QAAQ,CAAC,WAAW,CAAC,EAAE,CAAC,IAAI,EAAE,MAAM,EAAE,QAAQ,EAAE,MAAM,KAAK,MAAM,CAAC;CACnE;AAMD,gEAAgE;AAChE,MAAM,MAAM,OAAO,GAAG,SAAS,CAAC,SAAS,KAAK,EAAE,CAAC,EAAE,CAAC;AAEpD;;;;;;;;GAQG;AACH,MAAM,WAAW,SAAS;IACxB,QAAQ,CAAC,OAAO,EAAE,OAAO,CAAC;IAC1B,QAAQ,CAAC,MAAM,EAAE,SAAS,IAAI,EAAE,CAAC;IACjC,QAAQ,CAAC,QAAQ,EAAE,SAAS,OAAO,EAAE,CAAC;CACvC;AAED,wBAAgB,OAAO,CACrB,OAAO,EAAE,eAAe,EACxB,IAAI,EAAE,SAAS,QAAQ,EAAE,EACzB,QAAQ,EAAE,aAAa,EACvB,KAAK,EAAE,UAAU,EACjB,GAAG,EAAE,gBAAgB,GAAG,SAAS,EACjC,OAAO,EAAE,mBAAmB,GAC3B,SAAS,CAmBX;AAED;;;;;;;;GAQG;AACH,wBAAgB,OAAO,CACrB,OAAO,EAAE,eAAe,EACxB,IAAI,EAAE,SAAS,QAAQ,EAAE,EACzB,IAAI,EAAE,MAAM,EACZ,QAAQ,EAAE,aAAa,EACvB,KAAK,EAAE,UAAU,EACjB,GAAG,EAAE,gBAAgB,GAAG,SAAS,EAGjC,QAAQ,EAAE,mBAAmB,GAC5B,SAAS,GAAG,IAAI,CA6ClB;AAED;;;;;GAKG;AACH,wBAAgB,OAAO,CAAC,KAAK,EAAE,UAAU,GAAG,IAAI,CAG/C"}

package/dist/adapters/charts/run.js

@@ -3,21 +3,26 @@ import { hostBar, hostNow, stateFor } from './bars.js';
 import { refused, stopped } from './errors.js';
 import { stationIn, stationOf } from './requests.js';
 import { engineSettings, signatureOf } from './settings.js';
+import { answersFor, needsVenue, routeInto, venueFor } from './venue.js';
+import { runWhole, walkWith } from './driving.js';
+/** The engine one chart instance is holding, between recomputes. */
 /** The store key. Namespaced, because the store belongs to the host as well. */
 const HELD = 'openscript';
 export function fullRun(program, bars, settings, store, ctx, options) {
     const station = stationIn(store);
-    const engine = start(program, settings, ctx, options, station.provider(bars));
-    const result = engine.run(bars.map(hostBar), bars.map((_, index) => stateFor(index, bars, ctx)));
-    if (result.diagnostic !== undefined)
-        throw stopped(result.diagnostic);
-    const held = {
-        engine,
-        signature: signatureOf(program, settings),
-        count: bars.length,
-        firstTime: bars[0]?.time ?? 0,
-        lastTime: bars[bars.length - 1]?.time ?? 0,
-    };
+    const started = start(program, settings, ctx, options, station.provider(bars), bars);
+    const engine = started.engine;
+    // **A strategy is walked bar by bar and a study is handed the lot.** The
+    // difference is the venue: its frames reach the engine between bars, which is
+    // the only place they can, so a strategy's position is right on the bar after
+    // the one it traded on. `run()` has no gap to put them in.
+    //
+    // It is also the loop the backtest uses, which is the point: a chart drawing a
+    // strategy and a report of the same strategy walk the same bars in the same
+    // order against the same venue, so they cannot disagree about what filled.
+    const held = started.venue === null
+        ? runWhole(engine, bars, ctx, program, settings)
+        : walkWith(engine, started.venue, bars, ctx, program, settings);
     store[HELD] = held;
     station.settle();
     return outputOf(program, engine);
@@ -51,11 +56,28 @@ _options) {
         if (bar === undefined)
             return null;
         const state = stateFor(index, bars, ctx);
+        // The venue's answers about the bar before this one, delivered before this
+        // one runs, exactly as the full walk does. A tail that skipped this would
+        // draw the first bars of a strategy correctly and then quietly stop folding
+        // its fills the moment the chart went live, which is the half of the run
+        // nobody re-checks.
+        //
+        // Only when the bar is new. Re-executing the bar that moved must not
+        // deliver again: a frame is cumulative and folding one twice is harmless,
+        // but the bar's own orders have been rolled back and answering them a
+        // second time would fill an order the engine no longer knows it sent.
+        if (held.venue !== null && index !== from) {
+            for (const frame of held.venue.pending)
+                held.engine.deliver(frame);
+            held.venue.pending = [];
+        }
         const result = index === from
             ? held.engine.update(hostBar(bar), state)
             : held.engine.append(hostBar(bar), state);
         if (result.diagnostic !== undefined)
             throw stopped(result.diagnostic);
+        if (held.venue !== null)
+            answersFor(held.venue, index);
     }
     held.count = bars.length;
     held.lastTime = bars[bars.length - 1]?.time ?? held.lastTime;
@@ -86,10 +108,38 @@ function outputOf(program, engine) {
     // `tables.ts`'s own first paragraph.
     return { columns, tables: engine.tables(), drawings: engine.drawings() };
 }
-function start(program, settings, ctx, options, requests) {
+/**
+ * Load the program, and give a strategy somewhere for its orders to go.
+ *
+ * **The venue is built after the load and reached through a holder, because
+ * neither can come first.** The route has to be handed to `load`, since that is
+ * what declares the `orders` capability and a program needing one is otherwise
+ * refused. The venue has to be built after it, because the declaration it reads
+ * may state its fill rule through an `input()`, and inputs are not resolved
+ * until `load` has run. The route is only ever called from inside an execution,
+ * which is after both, so the holder is always filled by the time anything
+ * reaches it.
+ *
+ * **A host that supplied its own route keeps it.** Somewhere real to send an
+ * order is a better destination than a simulated one, and a host that wired one
+ * up meant it.
+ *
+ * **And simulation is asked for rather than assumed.** Without
+ * `simulateOrders` a strategy with nowhere to send an order is still refused at
+ * load, which is the answer a host that meant to wire a destination and forgot
+ * needs to see. Filling in a venue for them would turn that mistake into a
+ * chart that draws convincingly and routes nothing, discovered whenever
+ * somebody next looked for the orders.
+ */
+function start(program, settings, ctx, options, requests, bars) {
+    const holder = { current: null };
+    const simulate = options.simulateOrders === true && options.orders === undefined && needsVenue(program);
+    const withRoute = simulate
+        ? { ...options, orders: routeInto(holder) }
+        : options;
     const loaded = load(program, {
         settings: engineSettings(program, settings),
-        host: hostFor(ctx, options, requests),
+        host: hostFor(ctx, withRoute, requests),
         time: timeFor(options, ctx?.timezone ?? ''),
         ...(options.limits === undefined ? {} : { limits: options.limits }),
         ...(options.source === undefined ? {} : { source: options.source }),
@@ -97,7 +147,13 @@ function start(program, settings, ctx, options, requests) {
     });
     if (!loaded.ok)
         throw refused(loaded.diagnostic);
-    return loaded.engine;
+    if (!simulate)
+        return { engine: loaded.engine, venue: null };
+    const venue = venueFor(program, bars, loaded.inputs, instrumentFor(ctx, options));
+    if (venue === null)
+        return { engine: loaded.engine, venue: null };
+    holder.current = venue;
+    return { engine: loaded.engine, venue: { venue, pending: [] } };
 }
 /**
  * The host the engine reads, which always serves requests.
@@ -109,8 +165,16 @@ function start(program, settings, ctx, options, requests) {
  * the chart's own sentence in `req.error`, instead of being refused at load
  * with OS6006 naming a capability the chart does have.
  */
-function hostFor(ctx, options, requests) {
-    const instrument = {
+/**
+ * The instrument record, from what the host stated and what the chart knows.
+ *
+ * Its own function because two callers need it and they must not each build
+ * one: the engine is loaded with this record, and the venue prices fills
+ * against the tick size in it. Two spellings of the same record is how a fill
+ * gets rounded to a tick the strategy was never told about.
+ */
+function instrumentFor(ctx, options) {
+    return {
         ...(options.instrument ?? {}),
         ...(ctx?.symbol === undefined ? {} : { symbol: ctx.symbol }),
         ...(ctx?.interval === undefined ? {} : { interval: ctx.interval }),
@@ -121,6 +185,9 @@ function hostFor(ctx, options, requests) {
         // the chart it was drawn on.
         ...(ctx === undefined || ctx.timezone === '' ? {} : { timezone: ctx.timezone }),
     };
+}
+function hostFor(ctx, options, requests) {
+    const instrument = instrumentFor(ctx, options);
     return {
         instrument,
         requestBars: requests,

package/dist/adapters/charts/run.js.map

@@ -1 +1 @@
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package/dist/adapters/charts/surfaces.d.ts

@@ -75,6 +75,23 @@ export interface ChartTableOptions {
     readonly borderWidth: number;
     /** The backdrop behind the whole grid, which is the grid's own `bgColor`. */
     readonly background?: string;
+    /**
+     * Column widths in media pixels, one per column.
+     *
+     * The chart's own default is one flat width for every column, which is a
+     * width chosen without seeing the text. A grid whose first column says
+     * "Moving averages" and whose second says "RSI: 27.22" has two columns that
+     * want different room, and one number cannot give it to both.
+     */
+    readonly cellWidth?: readonly number[];
+    /**
+     * `'auto'` to shrink a cell's type until its text fits the cell it is in.
+     *
+     * The chart measures the text it is about to draw, which nothing upstream of
+     * it can do, so this is what makes a column width that is slightly wrong
+     * merely slightly loose instead of two cells written over each other.
+     */
+    readonly fontSize?: number | 'auto';
 }
 /** A grid of cells pinned to a corner, and the options it is drawn with. */
 export interface ChartGrid {