fix(orders): defer process_orders_on_close market entry off the entry bar#51
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… bar Under process_orders_on_close, strategy.entry market orders were filled immediately at the bar close (to keep strategy.position_avg_price correct for a following strategy.exit). But that made a same-bar bias-exit fire on the entry bar, producing zero-duration trades TradingView never emits: TV processes the market entry on close, then evaluates exits on the NEXT bar. Remove the immediate same-bar execute_market_entry for plain market entries under POOC; the order goes through the normal queue and the exit is evaluated the following bar, matching TV's calc-then-fill ordering. Priced (limit/stop) entries are unaffected. officialjackofalltrades-quant-synthesis: 23 zero-duration trades -> 0; strict entry|exit match 65.0%->72.8%, price-exact 96.9%->100%. Corpus held 251 excellent / 1 anomaly; ctest 76/76 incl. test_pooc_exit_not_triggered_on_entry_bar (reverting the fix makes it fail). No new C-ABI export. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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Problem
Under
process_orders_on_close,strategy.entrymarket orders were filled immediately at the bar close (to keepstrategy.position_avg_pricecorrect for a followingstrategy.exit). That made a same-bar bias-exit fire on the entry bar, producing zero-duration trades TradingView never emits: TV processes the market entry on close, then evaluates exits on the next bar (calc-then-fill).Fix
Remove the immediate same-bar
execute_market_entryfor plain market entries under POOC; the order goes through the normal queue and the exit is evaluated the following bar, matching TV's ordering. Priced (limit/stop) entries are unaffected (the existing POOC corpus probes use limit entries → unchanged).Validation
test_pooc_exit_not_triggered_on_entry_bar(reverting the fix → test fails)check_c_abi_runtime.pyRebased on #50; re-validated the combined tree (legalrice trail_price + this POOC fix): corpus 251/1, both strategies hold.
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