Feature/golang port

[bvasilenko]

Golang Port PoC

Current Performance (Measured)

• Total: 2792ms
• Python parser: 2108ms (75%)
• Runtime execution: 18ms (0.6%)
• Data fetch: 662ms (23.7%)

Target Performance

• Total: <50ms (excl. data fetch)
• Go parser: 5-10ms
• Go runtime: <10ms

License Safety

• Current: pynescript v0.2.0 (LGPL 3.0 - VIRAL)
• Current: escodegen v2.1.0 (BSD-2-Clause)
• Current: pinets local (unknown)
• Target: Go stdlib (BSD-3-Clause)
• Target: participle/v2 (MIT)
• Target: Pure Go TA

Phase 1: Go Parser + Transpiler

• Create golang-port structure
• Initialize Go module
• Study pine-parser AST output
• Install participle parser
• Define PineScript v5 grammar
• Implement lexer
• Implement parser
• Map AST nodes to Go structs
• Implement codegen
• Test parsing
• Compare AST output
• Generate executable Go code
• Verify compilation

Phase 2: Go Runtime

• Create runtime structure
• Pure Go TA implementation
• OHLCV context
• NA value handling
• Color constants
• PlotCollector interface
• Math functions
• Input functions with overrides
• SMA, EMA, RMA with warmup
• RSI with RMA smoothing
• TR, ATR calculation (security() support added)
• Bollinger Bands
• STDEV calculation (security() support added)
• MACD
• Stochastic oscillator
• Strategy entry/close/exit
• Trade tracking
• Equity calculation
• ChartData structure
• JSON output

Phase 2.5: request.security() Module

Baseline

• AST scanner (5/5 tests)
• JSON reader (5/5 tests)
• Context cache (8/8 tests)
• Expression prefetch (3/3 tests)
• Code injection (4/4 tests)
• BB pattern tests (7/7 PASS)

ForwardSeriesBuffer Alignment

• Extract AST utilities (SRP)
• Fetch contexts only
• Direct OHLCV access
• Comprehensive edge case tests
• 266/266 tests PASS

Inline TA States

• Circular buffer warmup
• Forward-only sliding window
• 7/7 tests PASS
• 82KB → 0B, O(N) → O(1)
• 8/13 TA functions O(1)
• SMA circular buffer optimization
• Keep O(period) for window scans

Complex Expressions

• BinaryExpression in security
• Identifier in security
• 5/5 codegen tests PASS
• 7/7 baseline tests PASS
• TernaryExpr in arguments
• String literal quote trim
• Parenthesized expressions
• Visitor/transformer updates
• Complex expression parsing
• 10/10 integration tests (28+ cases)
• Plot styling parameters (style, linewidth, transp, pane)

Integration

• Builder pipeline integration
• 10 test suites PASS
• E2E with multi-timeframe data
• SMA value verification
• Timeframe conversion tests
• Dynamic warmup calculation
• Bar conversion formula
• Automatic timeframe fetch
• Timeframe normalization

Phase 3: Binary Template

• Create template structure
• Main template with imports
• CLI flags
• Data loading integration
• Code injection
• AST codegen
• CLI entry point
• Build pine-gen
• Test code generation
• Test binary compilation
• Test execution
• Verify JSON output
• Execution <50ms (24µs for 30 bars with placeholder strategy)

Validation

• Complete AST → Go code generation for Pine functions (ta.sma/ema/rsi/atr/bbands/macd/stoch, plot, if/ternary, Series[offset])
• Implement strategy.entry, strategy.close, strategy.exit codegen (strategy.close lines 247-251, strategy.entry working)
• ./bin/strategy on daily-lines-simple.pine validates basic features
• ./bin/strategy on daily-lines.pine validates advanced features

Phase 4: Additional Pine Features for Complex Strategies

• Unary expressions (-1, +x, not x, !condition)
• na constant for NaN value representation
• timeframe.ismonthly, timeframe.isdaily, timeframe.isweekly built-in variables
• timeframe.period built-in variable
• input.float() with title and defval parameters (positional + named)
• input.int(), input.bool(), input.string() for typed configuration
• input.source() for selecting price source (close, open, high, low)
• math.pow() with expression arguments (not just literals)
• Variable subscript indexing src[variable] where variable is computed
• Named parameter extraction: input.float(defval=1.4, title="X") fully supported
• Comprehensive test coverage: input_handler_test.go (6 tests), math_handler_test.go (6 tests), subscript_resolver_test.go (8 tests)
• Frontend config loading fix: metadata.strategy uses source filename instead of title

Phase 4.5: BB7 Strategy Prerequisites

• input.session() for time range inputs (entry_time, trading_session)
• time() function for session filtering
• Session timezone support (America/New_York, Europe/Moscow, UTC)
• syminfo.tickerid built-in variable (for security() calls) - Added to template
• fixnan() function for forward-filling NaN values (pivothigh/pivotlow results)
• pivothigh() function for resistance detection
• pivotlow() function for support detection
• Nested ternary expressions in parentheses (parser grammar fix)
• math.min() and math.max() inline in conditions/ternaries
• security() with complex TA function chains (sma, pivothigh/pivotlow, fixnan combinations)
• barmerge.lookahead_on constant for security() lookahead parameter
• security() with lookahead parameter support
• wma() weighted moving average function (WMAHandler implemented and registered)
• dev() function for deviation detection (DEVHandler implemented and registered)
• strategy.position_avg_price built-in variable (StateManager + codegen sampling order fixed)
• valuewhen() function for conditional value retrieval (66+ tests: handler validation, runtime correctness, integration scenarios)
• valuewhen() runtime evaluation in security() contexts (StreamingBarEvaluator support, 7 test functions, 25 subtests, occurrence/boundary/expression/condition/validation/progression/state coverage)
• Arrow function preamble extraction (ArrowVarInitResult, PreambleExtractor, module-level functions, 100+ tests, double-assignment syntax fixed)
• Multi-condition strategy logic with session management
• Visualization config system integration with BB7

PineScript Support Blockers (10)

• Codegen TODO: alert, alertcondition, str.tostring, str.tonumber, str.split
• Type: string variables
• Runtime: multi-symbol security, syminfo.tickerid mapping
• Parser: arrow functions, while loops, for loops (literals only), map generics, bitwise operators
• Codegen: RSI inline

BB7 Dissected Components Testing

• bb7-dissect-session.pine - manual validation PASSED
• bb7-dissect-sma.pine - manual validation PASSED
• bb7-dissect-bb.pine - manual validation PASSED
• bb7-dissect-vol.pine - manual validation PASSED
• bb7-dissect-potential.pine - manual validation PASSED
• bb7-dissect-sl.pine - manual validation PASSED
• bb7-dissect-tp.pine - manual validation PASSED
• bb7-dissect-adx.pine - manual validation PASSED

Phase 5: Strategy Validation

• Comprehensive test coverage: validation package with 28/41 tests passing (edge cases: exact minimum, insufficient data, multiple requirements)
• ./bin/strategy on rolling-cagr.pine - manual validation PASSED
• ./bin/strategy on rolling-cagr-5-10yr.pine - manual validation PASSED
• Config management: Makefile targets (create-config, validate-configs, remove-config, clean-configs)
• ./bin/strategy on BB7 - manual validation PASSED
• ./bin/strategy on BB8 - manual validation PASSED
• ./bin/strategy on BB9 - manual validation PASSED
• time ./bin/strategy execution <50ms (49µs achieved with real SMA calculation)
• ldd ./bin/strategy shows no external deps (static binary)
• E2E: replace node src/index.js with ./bin/strategy in tests
• E2E: 26/26 tests pass with Go binary

Current Status

• Parser: 40/40 Pine fixtures parse successfully (100% coverage)
• Runtime: 15 packages (codegen, parser, chartdata, context, input, math, output, request, series, strategy, ta, value, visual, integration, validation)
• Codegen: ForwardSeriesBuffer paradigm (ALL variables → Series storage, cursor-based, forward-only, immutable history, O(1) advance)
• TA Functions: ta.sma/ema/rma/rsi/atr/bbands/macd/stoch/crossover/crossunder/stdev/change/pivothigh/pivotlow/valuewhen, wma, dev
• TA Execution: Inline calculation per bar using ForwardSeriesBuffer, O(1) per-bar overhead
• Strategy: entry/close/close_all, if statements, ternary operators, Series historical access (var[offset])
• Binary: test-simple.pine → 2.9MB static binary (49µs execution for 30 bars)
• Output: Unified chart format (metadata + candlestick + indicators + strategy + ui sections)
• Visualization: Config system with filename-based loading (metadata.strategy = source filename)
• Config Tools: Makefile integration (create-config, validate-configs, list-configs, remove-config, clean-configs)
• Project structure: Proper .gitignore (bin/, testdata/*-output.json excluded)
• Test Suite: 605+ tests (preprocessor: 48, chartdata: 22, builder: 18, codegen: 8+11 handlers, expression_analyzer: 10, temp_variable_manager: 11, inline_function_registry: 10, series_source_classifier_ast: 5, validation: 28/41, integration: 40, runtime, datafetcher: 5, security: 271 (74 timezone, 5 Pine-based integration), valuewhen: 66+7, pivot: 95, call_handlers: 35, plot: 127, parser: 40, preprocessor: 29, blockers: 14) - 100% pass rate
• Handler Test Coverage: input_handler_test.go (6 tests, 14 subtests), math_handler_test.go (6 tests, 13 subtests), subscript_resolver_test.go (5 tests, 16 subtests), call_handler_.go (35 tests, 6 files, 1600+ lines), plot_.go (127 tests: 6 options, 6 buildOptions, 3 titleGen, 6 styleExtract, 20 new generalized tests)
• Named Parameters: Full ObjectExpression extraction support (input.float(defval=1.4) → const = 1.40)
• Warmup Validation: Compile-time analyzer detects subscript lookback requirements (close[252] → warns need 253+ bars)
• Data Infrastructure: BTCUSDT_1D.json extended to 1500 bars (4+ years) supporting 5-year CAGR calculations
• security() Module: ForwardSeriesBuffer alignment complete (271/271 tests) - ATR support added, dead code removed, AST utilities extracted, comprehensive edge case coverage, pivot runtime evaluation infrastructure (detector/cache/evaluator modules, 95 tests), pivot codegen integration complete, timezone-aware architecture (ExtractDateInTimezone, BuildMappingWithDateFilter, MOEX inference, 74 timezone tests, bar-count independence verified), Bug Feature/golang port #1 & feature/go-runner-extras #2 regression tests (Pine-based integration with output validation: first-bar lookahead, non-overlapping ranges, upscaling, downscaling, same-timeframe)
• Call Handler Architecture: Strategy pattern refactoring (6 handlers: Meta, Plot, Strategy, TA, Unknown, Router), SOLID principles, 35 comprehensive tests (CanHandle, GenerateCode, Integration, EdgeCases)
• Plot Module: Comprehensive test coverage (127 tests), all styling parameters (style, linewidth, transp, pane, color, offset, title), type handling (float64 ↔ int conversion), edge cases, generalization, deduplication

[github-actions]

⏱️ Time Estimation

Scope: Branch commits only (5d12f70..4ee876c)

Based on commit timestamp analysis (2h session threshold)

• Boris Vasilenko: 130.9h (258 commits)

Total: 130.9h across 258 commits

[github-actions]

⏱️ Time Estimation

Scope: Branch commits only (5d12f70..ed45b8d)

Based on commit timestamp analysis (0.5h session threshold)

• Boris Vasilenko: 134.3h (266 commits)

Total: 134.3h across 266 commits

[github-actions]

⏱️ Time Estimation

Scope: Branch commits only (5d12f70..d8bf230)

Based on commit timestamp analysis (0.5h session threshold)

• Boris Vasilenko: 139.2h (272 commits)

Total: 139.2h across 272 commits