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Document the stream request.security known issue (v1.0.0, v1.0.1) #323

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luisleo526 merged 1 commit into from
Oct 3, 2026
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Document the stream request.security known issue (v1.0.0, v1.0.1) #323

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3 changes: 3 additions & 0 deletions README.md
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Expand Up @@ -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

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12 changes: 12 additions & 0 deletions docs/pages/streaming.md
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Expand Up @@ -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.
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