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Fix POOC margin calls, trailing exits and gap admission - #197

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luisleo526 merged 3 commits into
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round13/candidate-b
Sep 6, 2026
Merged

Fix POOC margin calls, trailing exits and gap admission#197
luisleo526 merged 3 commits into
mainfrom
round13/candidate-b

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Process the pinned carried-position POOC margin call before close-time strategy logic, so percentage closes see the reduced position. Preserve the pre-bar trailing extreme when POOC scans an unchanged retained exit again. Admit the pinned default-entry gaps using the rounded affordable-price rule and run their existing opening-margin check.

Validation on engine 76518c6b79cea8410b462a892994deaebd4bdc9a with codegen 3fd97fe28abd7b191cb376d9f5db4e056fcfae4b:

  • Cloud Run completed 72/72 cases and measured all 4,190 probes. Five strong-to-excellent conversions: p181 EURUSD, Nils AAPL, and taro, algoai and elistools BTC. The other 4,185 probes retain their canonical metrics; no tier drops, new moderate or canonical metric regressions.
  • Gate pineforge-pr-gate-z7kx8: PASS, zero regressions or tolerated exceptions across 704 hard probes, target two-band score +5. Result: 4,152 excellent / 37 strong / 1 moderate.
  • 205 C++ unit tests and the C ABI check passed. Independent Grok review of this exact combined commit is GREEN, P0/P1/P2 = 0; component receipts, shared order-state interactions and realtime exclusion were reconciled.

p181 EURUSD retains canonical PnL P90 of 0.0006; the other four converted probes have all canonical P90 errors at zero. Taro EURUSD's separate margin-call reversal residue remains unchanged.

Candidate snapshot: 17196386841c48057f85b5a10876ffd7f1554b7d0fbd67739e46af9e992e6414 (788,853 bytes), compared with baseline engine c63be8880c49576300b2a53d1889a2e1c34dfb29.

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luisleo526 merged commit 76518c6 into main Sep 6, 2026
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