From 36d3150dfa9b74f65d0d4c0f6521bbebbec533dc Mon Sep 17 00:00:00 2001 From: luisleo526 Date: Sun, 4 Oct 2026 06:51:48 +0800 Subject: [PATCH] Document the stream request.security known issue for v1.0.0 and v1.0.1 In a stream whose input timeframe equals its script timeframe, same-chart request.security values stop updating after the first realtime bar. Batch backtests are unaffected. The streaming page gains a Known issues section with the workaround, and the README's native runner section points to it. Co-Authored-By: Claude Opus 5.5 (1M context) --- README.md | 3 +++ docs/pages/streaming.md | 12 ++++++++++++ 2 files changed, 15 insertions(+) diff --git a/README.md b/README.md index d4b738fe..515bb99d 100644 --- a/README.md +++ b/README.md @@ -224,6 +224,9 @@ the [native runner guide](runner/README.md) for feed modes, symbol metadata, feed format, recovery and execution limitations. The existing validation scoreboard below describes batch backtests; it does not certify new native live behavior or real broker fills. +Known issue (v1.0.0, v1.0.1): a stream whose input and script timeframes are +equal serves stale `request.security` values after the first realtime bar; see +[Streaming known issues](docs/pages/streaming.md) for the workaround. ## Validation scoreboard diff --git a/docs/pages/streaming.md b/docs/pages/streaming.md index dfacbff4..60167689 100644 --- a/docs/pages/streaming.md +++ b/docs/pages/streaming.md @@ -160,5 +160,17 @@ strategy cadence and raw-trade broker fills. `calc_on_every_tick`, `calc_on_order_fills`, realtime rollback/`varip`, and alert delivery are separate surfaces and are not implied by using this lifecycle. +## Known issues {#streaming_known_issues} + +- **`request.security` when the input and script timeframes are equal** + (v1.0.0, v1.0.1). In a stream whose input timeframe equals its script + timeframe, a strategy that requests its own chart symbol with + `request.security` (including `ticker.heikinashi` of the chart symbol and + requests at `timeframe.period`) stops receiving new requested values after + the first realtime bar, so its live results can differ from a backtest of + the same bars. Batch backtests are not affected. Workaround: run the stream + with a script timeframe larger than the input timeframe (for example input + `1`, script `5`), or use the batch backtest. A fix is in progress. + See [Lifecycle](@ref lifecycle) for handle ownership and [FFI from Python](@ref ffi_python) for the complete POD mirrors.