feat(orders): TradingView margin-call liquidation#47
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Model TradingView's broker-emulator forced liquidation, which the engine previously did not (margin_liquidation_price() was stubbed to na). Closes a proven parity gap on strategies that ride leveraged/short positions into a margin call: 24 scraped strategies have TV "Margin call" rows the engine never produced (it held the position instead). - margin_liquidation_price(): the validated TV formula liq = ((init_cap + net_profit)/(pointvalue*|size|) - dir*entry) / (margin/100 - dir), mintick-rounded (ceil short / floor long); na when flat or for a long at 100% margin (denominator 0 -> can never be liquidated). - per-bar process_margin_call(): when equity at the bar's adverse extreme (high for shorts, low for longs) drops below required margin, force-close 4x the minimum needed to restore margin (TV's documented over-liquidation), filled at the adverse extreme, tagged "Margin call". Default-on to match TV, with set_margin_call_enabled() opt-out. Validated: P2 probe (100%-equity short) 0 -> 48 margin-call exits, first fills 1798.26 / 1819.00 / 1845.78 / 1885.00 byte-for-byte vs TradingView. Scraped strict match: abhivish 16->64%, pridarasx 44->80%. ctest 76/76 (new test_margin_call, teeth-verified). Corpus verify_corpus --all = 251 excellent / 1 anomaly: a true no-op (equity-mirror is long-only -> na). Residual vs TV's 68 calls is per-instrument liquidation-lot quantization, a separable follow-up. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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Summary
Models TradingView's broker-emulator forced liquidation (margin call), which the engine previously didn't —
margin_liquidation_price()was stubbed tonaand positions were never liquidated. Proven parity gap: 24 scraped strategies have TVMargin callrows the engine never produced (it held the position).Implementation
margin_liquidation_price()— validated TV formula:liq = ((init_cap + net_profit)/(pointvalue·|size|) − dir·entry) / (margin/100 − dir), mintick-rounded (ceil short / floor long);nawhen flat or for a long at 100% margin (denominator 0 → can never be liquidated → corpus no-op).process_margin_call()— when equity at the bar's adverse extreme (high for shorts, low for longs) drops below required margin, force-close 4× the minimum needed to restore margin (TV's documented over-liquidation), filled at the adverse extreme, tagged"Margin call". Default-on to match TV, withset_margin_call_enabled()opt-out.The formula + trigger + fill price were reverse-engineered and validated against a TradingView ground-truth probe (TV margin-call docs).
Gates
test_margin_call(teeth-verified: neutralizing the liquidation → 9 failures).verify_corpus --all= 251 excellent / 1 anomaly — a true no-op (equity-mirror is long-only →na); zero tier regressions.PF_API/C-ABI export added (CI ABI gate unaffected).Known residual (separable follow-up): TV floors each liquidation to the instrument's qty-step, so its position survives longer (68 calls vs our 48). Doesn't affect corpus parity.
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