round 7: bare ta.vwap is the VWAP of hlc3; one TA site per read, evaluator-local inside request.security

pineforge_codegen/analyzer/base.py

@@ -5973,7 +5973,19 @@ def _visit_MemberAccess(self, node: MemberAccess) -> PineType:
                         callee=MemberAccess(object=Identifier(name="ta"), member=node.member),
                         args=[], kwargs={},
                     )
-                    return self._handle_ta_call(node.member, synthetic_call)
+                    before = len(self._ta_call_sites)
+                    result = self._handle_ta_call(node.member, synthetic_call)
+                    # The site belongs to THIS read: key it on the AST node the
+                    # codegen will meet (the MemberAccess), not on the synthetic
+                    # call nobody else holds. Without this a bare ``ta.vwap``
+                    # inside request.security() could not find its own site and
+                    # was lowered to the first live CHART member (advanced by the
+                    # chart bar AND every requested sub-bar, read through
+                    # history_advances_new_bar()); a second top-level read bound
+                    # to the first read's member as well.
+                    if len(self._ta_call_sites) > before:
+                        self._ta_call_sites[-1].node = node
+                    return result
                 return PineType.FLOAT
 
             # math.* properties

pineforge_codegen/analyzer/call_handlers.py

@@ -437,9 +437,15 @@ def _handle_ta_call(self, func_name: str, node: FuncCall) -> PineType:
             all_args = [default_arg]
 
         if func_name == "vwap" and not all_args:
-            default_src = Identifier(name="close")
+            # The bare ``ta.vwap`` property is the VWAP of hlc3 (Pine v6
+            # reference: "It uses hlc3 as its source series"); TradingView's
+            # own read equals hlc3 on a daily bar (lab tv
+            # notrade-session-vwap-f1d, NYSE:F 1D 2025-07-01..08-31, 42/42,
+            # 2026-09-05), where the engine used to read the bar's close.
+            default_src = Identifier(name="hlc3")
             self._visit(default_src)
-            self._series_bar_fields.add("close")
+            for field in ("high", "low", "close"):
+                self._series_bar_fields.add(field)
             all_args = [default_src]
 
         # Handle ta.highest(length) / ta.lowest(length) with 1 arg:

pineforge_codegen/codegen/visit_expr.py

@@ -673,26 +673,40 @@ def _visit_member_access(self, node: MemberAccess) -> str:
                     # to dead ``f5``'s first-in-order ``_ta_vwap_10`` and emitted
                     # ``use of undeclared identifier '_ta_vwap_10'``. A live read
                     # must bind to a live site.
-                    for _i, site in enumerate(self.ctx.ta_call_sites):
-                        if _i in self._dead_ta_indices:
+                    # The read's OWN site first (the analyzer keys the
+                    # synthetic call-site on this MemberAccess node), so two
+                    # bare reads are two sites, each advanced once per bar;
+                    # the first-live-site scan below stays as the fallback.
+                    _own = self._get_ta_site(node)
+                    _candidates = (
+                        [(self._ta_index_by_site_id.get(id(_own)), _own)]
+                        if _own is not None else []
+                    ) + list(enumerate(self.ctx.ta_call_sites))
+                    for _i, site in _candidates:
+                        if _i is None or _i in self._dead_ta_indices:
                             continue
                         ta_short = site.class_name.split("::")[-1].lower()
                         if site.member_name.startswith(f"_ta_{node.member}_"):
                             if node.member == "vwap":
                                 # Same implicit tail as TA_IMPLICIT_APPEND["vwap"]:
                                 # the symbol clock keys the Daily anchor reset.
+                                # The bare property is the VWAP of hlc3 (Pine
+                                # v6 reference; lab tv notrade-session-vwap-f1d,
+                                # 2026-09-05: TradingView's read equals hlc3 on
+                                # a daily bar), never of the close.
+                                _hlc3 = "((current_bar_.high + current_bar_.low + current_bar_.close) / 3.0)"
                                 return (
-                                    f"(history_advances_new_bar() ? {site.member_name}.compute("
-                                    "current_bar_.close, current_bar_.volume, current_bar_.timestamp"
+                                    f"(history_advances_new_bar() ? {self._ta_member_name(site)}.compute("
+                                    f"{_hlc3}, current_bar_.volume, current_bar_.timestamp"
                                     " PF_VWAP_SESSION_ANCHOR_ARGS(syminfo_.timezone, syminfo_.session)) "
-                                    f": {site.member_name}.recompute(current_bar_.close, "
+                                    f": {self._ta_member_name(site)}.recompute({_hlc3}, "
                                     "current_bar_.volume, current_bar_.timestamp"
                                     " PF_VWAP_SESSION_ANCHOR_ARGS(syminfo_.timezone, syminfo_.session)))"
                                 )
                             return (
-                                f"(history_advances_new_bar() ? {site.member_name}.compute("
+                                f"(history_advances_new_bar() ? {self._ta_member_name(site)}.compute("
                                 f"{TA_IMPLICIT_COMPUTE_FULL[node.member]}) : "
-                                f"{site.member_name}.recompute("
+                                f"{self._ta_member_name(site)}.recompute("
                                 f"{TA_IMPLICIT_COMPUTE_FULL[node.member]}))"
                             )
                     # No registered call site for this TA property read —

tests/test_anchor_vwap.py

@@ -52,11 +52,13 @@ def test_ta_vwap_precalc_path_threads_symbol_clock():
 
 
 def test_ta_vwap_bare_property_read_threads_symbol_clock():
+    # The bare property is the VWAP of hlc3 (tests/test_vwap_property_source.py).
     cpp = transpile(_pine("v = ta.vwap\nw = ta.vwap"))
-    calls = [c for c in _calls(cpp, "compute") if "current_bar_.close" in c and "vwap" in c]
+    hlc3 = "((current_bar_.high + current_bar_.low + current_bar_.close) / 3.0)"
+    calls = [c for c in _calls(cpp, "compute") if hlc3 in c and "vwap" in c]
     assert calls, cpp
     for call in calls:
-        assert "current_bar_.close, current_bar_.volume, current_bar_.timestamp " + SYM_TAIL in call, call
+        assert hlc3 + ", current_bar_.volume, current_bar_.timestamp " + SYM_TAIL in call, call
 
 
 def test_ta_vwap_bands_form_threads_symbol_clock():

tests/test_vwap_property_source.py

@@ -0,0 +1,127 @@
+"""The bare ``ta.vwap`` property is the VWAP of hlc3, bound to its own site.
+
+Pine v6 reference: ``ta.vwap`` "uses hlc3 as its source series". TradingView's
+read equals hlc3 on a daily bar (lab tv notrade-session-vwap-f1d, NYSE:F 1D
+2025-07-01..08-31, 42/42 bars, 2026-09-05) where the generated code used to
+feed the bar's close (therealbouga-apex-mtf-index-model F@1D: ``close < vwap``
+never true, 0 engine trades vs 9). And the property read is one TA site per
+read, keyed on its own AST node: a bare ``ta.vwap`` inside
+``request.security()`` is that evaluator's own ``_sec<id>__ta_vwap_<n>``
+member (advanced by ``security_series_slot_is_new``), not the first live
+CHART member advanced by the chart bar and every requested sub-bar
+(nightowlxtrader-azt F@1D ``vwap5 = request.security(tickerid,
+timeframe.period, ta.vwap)``).
+"""
+
+from __future__ import annotations
+
+import re
+
+from pineforge_codegen import transpile
+
+
+HLC3_CHART = "((current_bar_.high + current_bar_.low + current_bar_.close) / 3.0)"
+HLC3_SEC = "((bar.high + bar.low + bar.close) / 3.0)"
+SYM_TAIL = "PF_VWAP_SESSION_ANCHOR_ARGS(syminfo_.timezone, syminfo_.session))"
+
+
+def _pine(body: str) -> str:
+    return f'//@version=6\nstrategy("T")\n{body}\nplot(close)\n'
+
+
+def _calls(cpp: str, symbol: str) -> list[str]:
+    return [m.group(0) for m in re.finditer(rf"\b{re.escape(symbol)}\([^;]*", cpp)]
+
+
+def test_bare_property_reads_hlc3_not_close():
+    cpp = transpile(_pine("v = ta.vwap"))
+    computes = [c for c in _calls(cpp, "_ta_vwap_1.compute") if "current_bar_" in c]
+    assert computes, cpp
+    for call in computes:
+        assert call.startswith("_ta_vwap_1.compute(" + HLC3_CHART + ", current_bar_.volume, current_bar_.timestamp " + SYM_TAIL), call
+        assert "current_bar_.close, current_bar_.volume" not in call, call
+    for call in _calls(cpp, "_ta_vwap_1.recompute"):
+        assert call.startswith("_ta_vwap_1.recompute(" + HLC3_CHART), call
+    # The historical precalculation loop feeds bars[i] with the same source.
+    precalc = [c for c in _calls(cpp, "_ta_vwap_1.compute") if "bars[i]" in c]
+    assert precalc, cpp
+    for call in precalc:
+        assert call.startswith("_ta_vwap_1.compute(((bars[i].high + bars[i].low + bars[i].close) / 3.0), bars[i].volume"), call
+
+
+def test_property_and_explicit_hlc3_call_agree():
+    cpp = transpile(_pine("v = ta.vwap\nw = ta.vwap(hlc3)"))
+    v_calls = [c for c in _calls(cpp, "_ta_vwap_1.compute") if "current_bar_" in c]
+    w_calls = [c for c in _calls(cpp, "_ta_vwap_2.compute") if "current_bar_" in c]
+    assert v_calls and w_calls, cpp
+    assert v_calls[0].replace("_ta_vwap_1", "X") == w_calls[0].replace("_ta_vwap_2", "X")
+
+
+def test_two_bare_reads_are_two_sites_each_advanced_once():
+    cpp = transpile(_pine("v = ta.vwap\nw = ta.vwap"))
+    body = cpp[cpp.index("void on_bar("):]
+    body = body[: body.index("void precalculate(")] if "void precalculate(" in body else body
+    assert len([c for c in _calls(body, "_ta_vwap_1.compute")]) == 1, body
+    assert len([c for c in _calls(body, "_ta_vwap_2.compute")]) == 1, body
+
+
+def test_bare_property_inside_security_binds_to_its_own_evaluator_member():
+    cpp = transpile(_pine(
+        'v = ta.vwap\n'
+        's = request.security(syminfo.tickerid, "D", ta.vwap)\n'
+        'if v > s\n'
+        '    strategy.entry("L", strategy.long)\n'
+    ))
+    evaluator = cpp[cpp.index("void _eval_security_0("):]
+    evaluator = evaluator[: evaluator.index("}\n")]
+    # Its own member, advanced by the requested context's slot rule, fed the
+    # requested bar's hlc3 -- never the chart member or the chart tick rule.
+    assert "security_series_slot_is_new(0) ? _sec0__ta_vwap_2.compute(" + HLC3_SEC + ", bar.volume, bar.timestamp " + SYM_TAIL in evaluator, evaluator
+    assert "_ta_vwap_1" not in evaluator, evaluator
+    assert "history_advances_new_bar()" not in evaluator, evaluator
+    assert "current_bar_" not in evaluator, evaluator
+    assert "ta::VWAP _sec0__ta_vwap_2;" in cpp, cpp
+    # The chart read keeps its own member and hlc3 source.
+    chart = [c for c in _calls(cpp, "_ta_vwap_1.compute") if "current_bar_" in c]
+    assert chart and chart[0].startswith("_ta_vwap_1.compute(" + HLC3_CHART), chart
+
+
+def test_bare_property_inside_security_same_tf_as_chart():
+    # nightowlxtrader's shape: timeframe.period on the chart's own timeframe.
+    cpp = transpile(_pine(
+        'vw = request.security(syminfo.tickerid, timeframe.period, ta.vwap, lookahead=barmerge.lookahead_off)\n'
+        'if close > vw\n'
+        '    strategy.entry("L", strategy.long)\n'
+    ))
+    evaluator = cpp[cpp.index("void _eval_security_0("):]
+    evaluator = evaluator[: evaluator.index("}\n")]
+    assert "_sec0__ta_vwap_1.compute(" + HLC3_SEC in evaluator, evaluator
+    assert "history_advances_new_bar()" not in evaluator, evaluator
+
+
+def test_user_declared_vwap_variable_is_not_the_property():
+    """A script's OWN ``vwap`` is a user variable, never the ``ta.vwap`` property.
+
+    van007trader-vwap-deviation-score-dyna computes ``float vwap = sumV > 0 ?
+    sumPV / sumV : na`` from its session accumulators and reads ``close - vwap``;
+    it matched TradingView 100% on seven intraday lanes before and after the
+    property rule above (ea90029 emits byte-identical C++ for it, 2026-09-05).
+    The hlc3 / own-site rule applies to ``ta.vwap`` reads only: no VWAP site,
+    no ``ta::VWAP`` member, and the read is the user's variable.
+    """
+    cpp = transpile(_pine(
+        "var float sumPV = 0.0\n"
+        "var float sumV = 0.0\n"
+        "float v = math.max(nz(volume, 0.0), 1.0)\n"
+        "sumPV := sumPV + hlc3 * v\n"
+        "sumV := sumV + v\n"
+        "float vwap = sumV > 0 ? sumPV / sumV : na\n"
+        "float z = (close - vwap) / 2.0\n"
+        "if z > 2.0\n"
+        "    strategy.entry(\"S\", strategy.short)\n"
+    ))
+    assert "_ta_vwap_" not in cpp, cpp
+    assert "ta::VWAP" not in cpp, cpp
+    assert "PF_VWAP_SESSION_ANCHOR_ARGS" not in cpp, cpp
+    assert "vwap" in cpp  # the user's own variable is what the read resolves to
+

tests/test_vwap_tuple_unpack.py

@@ -134,7 +134,7 @@ def test_vwap_3arg_kwargs():
 
 
 def test_vwap_bare_property():
-    """Bare property form ta.vwap (no parens) should compile and compute from close, volume, timestamp."""
+    """Bare property form ta.vwap (no parens) should compile and compute from hlc3, volume, timestamp."""
     src = PRELUDE + """\
 v = ta.vwap
 if close > v
@@ -143,4 +143,5 @@ def test_vwap_bare_property():
     assert _has_no_errors(src)
     cpp = _transpile(src)
     assert "ta::VWAP" in cpp
-    assert "compute(current_bar_.close, current_bar_.volume, current_bar_.timestamp PF_VWAP_SESSION_ANCHOR_ARGS(syminfo_.timezone, syminfo_.session))" in cpp
+    # The bare property is the VWAP of hlc3 (tests/test_vwap_property_source.py).
+    assert "compute(((current_bar_.high + current_bar_.low + current_bar_.close) / 3.0), current_bar_.volume, current_bar_.timestamp PF_VWAP_SESSION_ANCHOR_ARGS(syminfo_.timezone, syminfo_.session))" in cpp