cr150 L6b-1: report sink ABI, receipt, header and trailer; E and T at fill

README.md

@@ -33,7 +33,7 @@ The separate PineForge compiler, [`pineforge-codegen`](https://github.com/pinefo
 - **Open runtime.** The engine and native live runner are Apache-2.0. The separately distributed [PineForge compiler](https://github.com/pineforge-4pass/pineforge-codegen-oss/blob/main/LICENSE) is source-available under the PineForge Source License 1.2 from its release 1.3.0 (release 1.2.0 keeps the PineForge Source License 1.1, and releases up to 1.1.0 keep the PolyForm Noncommercial terms they shipped with); personal trading is free, and commercial use requires a separate license; the capital in an account a proprietary-trading firm or funded-trader program provides or allocates, including a challenge, evaluation or simulated account, is investment capital. Public reference strategies, benchmarks and validation tooling are available in their respective repositories; the community-script test set is not redistributed.
 - **Fast.** In-process, no interpreter: median **36× faster than PyneCore** on the 200 strategies both engines time (100 corpus probes and 100 held-out private strategies), measured at engine `35db01c8` on 2026-09-29 on an AWS c7a.8xlarge with PyneCore timed as a subprocess, its interpreter start-up included (PineForge runs a median 807k bars/s per strategy over its 201 slots with the bar magnifier on; [method](benchmarks/results/speed.md)). Parameter sweeps re-run a loaded `.so` with new inputs — no recompile, no fork.
 - **Deterministic to the bit.** Two runs with the same inputs produce identical trade lists. Same on Linux and macOS.
-- **Yours to embed.** 145 `PF_API` declarations across five installed headers — `pineforge.h`'s 94 (74 of the 80 runtime exports, the other six being declared in `execution_observer.h` and `selected_window.h`, three each, and up to 20 per-strategy functions a generated module defines), `native_c_api.h`'s 43 native-host declarations and `selected_window_plan.h`'s two planner declarations — an ABI that is append-only within a major version from 1.0 on. Call it from C, Python, Rust, Go, Node, Julia — or let an AI agent drive it over MCP.
+- **Yours to embed.** 148 `PF_API` declarations across six installed headers — `pineforge.h`'s 94 (74 of the 83 runtime exports, the other nine being declared in `execution_observer.h`, `selected_window.h` and `report_sink.h`, three each, and up to 20 per-strategy functions a generated module defines), `native_c_api.h`'s 43 native-host declarations and `selected_window_plan.h`'s two planner declarations — an ABI that is append-only within a major version from 1.0 on. Call it from C, Python, Rust, Go, Node, Julia — or let an AI agent drive it over MCP.
 
 Recorded outputs and their additional API declarations described here are
 part of **1.5.0**.
@@ -519,11 +519,11 @@ is in [CHANGELOG.md](CHANGELOG.md).
 
 The counts below include recorded outputs and describe the released 1.5.0 API.
 
-A newly generated strategy `.so` exposes 96 compiled-strategy `PF_API` declarations
-(80 runtime implementations plus sixteen generated exports) plus 43 native-host
-declarations: 139 `PF_API` exports in total; `use_bar_magnifier = true` adds
+A newly generated strategy `.so` exposes 99 compiled-strategy `PF_API` declarations
+(83 runtime implementations plus sixteen generated exports) plus 43 native-host
+declarations: 142 `PF_API` exports in total; `use_bar_magnifier = true` adds
 `strategy_declares_bar_magnifier` and a module that records [outputs](docs/outputs.md) its
-three outputs exports, bringing the inventories to at most 100 and 143. Older modules lack the six opt-in
+three outputs exports, bringing the inventories to at most 103 and 146. Older modules lack the six opt-in
 [checked-settings exports](docs/checked-settings.md). Older modules can also lack
 the two opt-in [execution-capability exports](docs/strategy-capabilities.md).
 In an optimized build `nm -gU` also shows libc++'s

docker/run_failure_codes.json

@@ -931,6 +931,18 @@
    "retryable": false,
    "since": "1.5.0"
   },
+  "report_sink_failed": {
+   "args": {},
+   "class": "resource",
+   "description": "The engine could not create or write the report sink. The run has no completed sink or valid trailer.",
+   "english": [
+    "report sink open failed",
+    "report sink write failed",
+    "report sink write made no progress"
+   ],
+   "retryable": false,
+   "since": "1.7.0"
+  },
   "request_symbol_invalid": {
    "args": {},
    "class": "strategy",
@@ -1057,7 +1069,8 @@
       "stream_monthly_input",
       "stream_fx_curve_input",
       "fx_series_calc_on_order_fills",
-      "fx_series_bar_magnifier"
+      "fx_series_bar_magnifier",
+      "stream_report_sink"
      ]
     }
    },
@@ -1073,7 +1086,8 @@
     "request.security symbol feeds and recorded request series support historical runs only",
     "timestamped account-currency FX does not support calc_on_order_fills",
     "timestamped account-currency FX is not supported by streaming",
-    "timestamped account-currency FX is not supported with bar magnifier"
+    "timestamped account-currency FX is not supported with bar magnifier",
+    "report sink does not support streaming"
    ],
    "retryable": false,
    "since": "1.4.0"

docker/run_failure_codes_diff.json

@@ -8,15 +8,99 @@
   "to": {
     "version": null,
     "unreleased": true,
-    "catalogSha256": "7d61bad51f1f624a83fe90abb64646758c89f6e23c099e52167f9f1c11994d26"
+    "catalogSha256": "5c3bf3c9e0cc53c9ef83e64b70488bb9d15c7e286bbf4bba0d1242f6bb416074"
   },
   "catalogSchema": {
     "before": "pineforge-run-failure-catalog/v1",
     "after": "pineforge-run-failure-catalog/v1"
   },
   "metadataChanges": [],
-  "added": [],
-  "changed": [],
+  "added": [
+    {
+      "code": "report_sink_failed",
+      "collection": "codes",
+      "entry": {
+        "args": {},
+        "class": "resource",
+        "description": "The engine could not create or write the report sink. The run has no completed sink or valid trailer.",
+        "english": [
+          "report sink open failed",
+          "report sink write failed",
+          "report sink write made no progress"
+        ],
+        "retryable": false,
+        "since": "1.7.0"
+      }
+    }
+  ],
+  "changed": [
+    {
+      "code": "run_mode_unsupported",
+      "collection": "codes",
+      "fields": [
+        {
+          "path": "args.feature.values",
+          "beforePresent": true,
+          "afterPresent": true,
+          "before": [
+            "stream_native_security_feed",
+            "stream_symbol_feeds",
+            "stream_calc_on_order_fills",
+            "stream_probe_overrides",
+            "stream_account_currency_fx",
+            "stream_instrument_feeds",
+            "stream_monthly_input",
+            "stream_fx_curve_input",
+            "fx_series_calc_on_order_fills",
+            "fx_series_bar_magnifier"
+          ],
+          "after": [
+            "stream_native_security_feed",
+            "stream_symbol_feeds",
+            "stream_calc_on_order_fills",
+            "stream_probe_overrides",
+            "stream_account_currency_fx",
+            "stream_instrument_feeds",
+            "stream_monthly_input",
+            "stream_fx_curve_input",
+            "fx_series_calc_on_order_fills",
+            "fx_series_bar_magnifier",
+            "stream_report_sink"
+          ]
+        },
+        {
+          "path": "english",
+          "beforePresent": true,
+          "afterPresent": true,
+          "before": [
+            "a declared native FX curve requires confirmed-bar stream input",
+            "native instrument feeds are not supported by streaming",
+            "native request.security feed supports historical runs only",
+            "native stream cannot use historical probe/tail overrides",
+            "native stream refuses monthly input",
+            "native stream requires close-only calculation; calc_on_order_fills is unsupported",
+            "request.security symbol feeds and recorded request series support historical runs only",
+            "timestamped account-currency FX does not support calc_on_order_fills",
+            "timestamped account-currency FX is not supported by streaming",
+            "timestamped account-currency FX is not supported with bar magnifier"
+          ],
+          "after": [
+            "a declared native FX curve requires confirmed-bar stream input",
+            "native instrument feeds are not supported by streaming",
+            "native request.security feed supports historical runs only",
+            "native stream cannot use historical probe/tail overrides",
+            "native stream refuses monthly input",
+            "native stream requires close-only calculation; calc_on_order_fills is unsupported",
+            "request.security symbol feeds and recorded request series support historical runs only",
+            "timestamped account-currency FX does not support calc_on_order_fills",
+            "timestamped account-currency FX is not supported by streaming",
+            "timestamped account-currency FX is not supported with bar magnifier",
+            "report sink does not support streaming"
+          ]
+        }
+      ]
+    }
+  ],
   "removed": [],
   "deprecated": []
 }

docs/adr/0001-kernel-adapter-boundary.md

@@ -423,7 +423,7 @@ citations, 264 are in `src/source/` and its headers; 6 sit in kernel files
   (`float_band_eq` `ta_compare_band.hpp:38`), the TV-named fields of the frozen
   `pf_pending_order_v1_t` mirror, and the lot-flag pair above.
 - **The C API trades.** Two disjoint runtime inventories, both pinned.
-  `src/c_abi.cpp` implements the **80** codegen-facing runtime `PF_API` symbols that
+  `src/c_abi.cpp` implements the **83** codegen-facing runtime `PF_API` symbols that
   `scripts/check_c_abi_runtime.py` pins by name, and `src/native_c_host.cpp` implements the
   **43** additive symbols of `<pineforge/native_c_api.h>`. A C host creates a host from a
   callback table (`strategy_native_host_create_v1` `native_c_api.h:2682`), runs a batch

docs/coverage.md

@@ -62,7 +62,7 @@
 ## Public C ABI
 
 `<pineforge/pineforge.h>` is the **single canonical consumer header**. It has
-exactly 94 public `PF_API` declarations: 74 of the 80 runtime implementations (the other six are declared in `execution_observer.h` and `selected_window.h`) and twenty
+exactly 94 public `PF_API` declarations: 74 of the 83 runtime implementations (the other nine are declared in `execution_observer.h`, `selected_window.h` and `report_sink.h`) and twenty
 per-strategy generated exports. Every compiled PineForge strategy `.so` exports
 that public set, except that `strategy_declares_bar_magnifier` is exported only
 by a script that declares `use_bar_magnifier = true` and the three [outputs](outputs.md) exports only by a module that records outputs; older modules lack the six
@@ -132,7 +132,7 @@ single `.hpp`):
 
 | Module             | Header                   | Source                                                                                                                                                                                                                                   | Pine-facing role                                                                                                                                              |
 | ------------------ | ------------------------ | ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------- |
-| Public C ABI       | `pineforge.h`            | `c_abi.cpp` (+ layout `static_assert`s)                                                                                                                                                                                                                       | 94 public `PF_API` declarations: 74 of the 80 runtime implementations plus twenty per-strategy generated exports. `strategy_configure_native_fx_curve_v1` stages the additive native FX curve. |
+| Public C ABI       | `pineforge.h`            | `c_abi.cpp` (+ layout `static_assert`s)                                                                                                                                                                                                                       | 94 public `PF_API` declarations: 74 of the 83 runtime implementations plus twenty per-strategy generated exports. `strategy_configure_native_fx_curve_v1` stages the additive native FX curve. |
 | Engine             | `engine.hpp`             | `engine_run.cpp`, `engine_stream.cpp`, `engine_execution.cpp`, `engine_orders.cpp`, `engine_path_resolve.cpp`, `engine_trade_accessors.cpp`, `engine_security.cpp`, `engine_lower_tf.cpp`, `engine_report.cpp`, `native_execution_consumer.cpp` | One-shot and continuous lifecycle, native request matching/settlement, orders, reports, inputs / syminfo, magnifier, TF aggregation, and `request.security` plumbing.                  |
 | Engine internals   | `engine_internal.hpp`    | (private cross-TU header)                                                                                                                                                                                                                | `pineforge::internal::*` types and helpers shared between engine `.cpp` partitions; not part of the public ABI.                                               |
 | Technical analysis | `ta.hpp`                 | `ta_moving_averages.cpp`, `ta_oscillators.cpp`, `ta_volatility_trend.cpp`, `ta_extremes_volume.cpp`, `ta_misc.cpp`                                                                                                                       | Official `ta.*` functions and series variables backed by stateful runtime classes with `compute` / `recompute`, plus `pivot_point_levels(...)` free function. |