fills: nearest-tick rounding of raw bar prices (TradingView fill rule) - #163
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Fills taken at a raw bar price are rounded to the nearest tick the way TradingView does it:
floor(price / mintick + 0.5) * mintickevaluated in double (lab finding 446/449). TradingView's price series carry sub-tick prints (NASDAQ:AAPL has x.xx5 and a few 4-dp values in ~5% of cells); only the fill is on the tick, and the rounding is a pure function of the double — 24,582/24,582 half-cent dump fills reproduce, including the 2,460 that round DOWN at binary midpoints (228.765/0.01 = 22876.4999…). The feed is left untouched because indicators consume the raw values.round_to_mintickis now that function; a newbar_fill_price()applies it at fill resolution (before slippage ticks) at every raw-bar-price site — market fills at close/open, open-gap admits, margin-call slice prices, POOC exits, stop/limit fills that execute at the open or at a path point.round_to_mintick_directionalis kept for computed stop/limit levels only. An earlier attempt that quantized the feed with a+1e-6epsilon regressed 43 exact AAPL strategies (finding 444); this one does not.Evidence: NASDAQ:AAPL population excellent 235 → 250, e+s 307 → 318 (lab finding 450); OANDA:EURUSD byte-identical (feed on-grid); ETH scraped 396/396 and corpus 309/2/1 unchanged (promote-fill-v1).
tests/test_tv_fill_rounding.cppembeds all 1,213 distinct midpoint-down census values; ctest 137/137.