fix(orders): apply account-currency FX to the broker affordability gate#53
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When a strategy declares currency=currency.XXX differing from the symbol's quote currency (e.g. currency.INR on a USDT-quoted ETH perp), TradingView denominates equity in the account currency but the position notional in the quote currency, converting the latter via the account-currency FX rate before the required_margin <= equity affordability check. The engine assumed account == quote (FX 1.0), so it admitted entries TV's gate rejects -> over-fired ~2x on such scripts. Add account_currency_fx_ (default 1.0) plumbed through the existing syminfo_metadata channel (key "account_currency_fx" -> no new C-ABI export) and multiply required_margin by it in the strategy_entry affordability gate. Default 1.0 is a byte-identical no-op for every corpus strategy (none declare a foreign account currency). thulashimohanr-prev-day-week-levels-or-vwap (currency.INR, USD->INR FX~88): ~670 -> ~341 trades vs TV 330 (count blow-up collapses to ~excellent tier). Corpus held 251 excellent / 1 anomaly byte-identical; ctest 77/77 incl. new test_affordability_fx (reverting the FX factor makes test_fx_two_rejects fail). The scraped harness detects the currency= header and supplies the FX; corpus default 1.0 unaffected. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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Problem
When a strategy declares
currency=currency.XXXdiffering from the symbol's quote currency (e.g.currency.INRon a USDT-quoted ETH perp), TradingView denominates equity in the account currency but the position notional in the quote currency, converting the latter via the account-currency FX rate before therequired_margin <= equityaffordability check. The engine assumed account == quote (FX 1.0), so it admitted entries TV's gate rejects → over-fired ~2× on such scripts.Fix
Add
account_currency_fx_(default 1.0) plumbed through the existingsyminfo_metadatachannel (key"account_currency_fx"→ no new C-ABI export) and multiplyrequired_marginby it in thestrategy_entryaffordability gate. Default 1.0 is a byte-identical no-op for every corpus strategy.Validation
test_affordability_fx(reverting the FX factor →test_fx_two_rejectsfails)check_c_abi_runtime.pyThe companion scraped-harness change (detect the
currency=header, supply the FX) lands separately in the validation repo; the corpus default 1.0 is unaffected.🤖 Generated with Claude Code