fix(ta): exact-order window summation for short SMAs + corpus warmup-origin reconfigs (309 excellent) - #156
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Pine defines ta.sma(src, length) as the mean of the last `length` values,
which makes it a pure function of its window. The incremental running sum
(`running_sum += src - popped`) broke that: the emitted value became a
function of every value ever accumulated, and the periodic exact re-summation
at (bar_count & 255) == 0 only re-PHASED that drift rather than removing it.
The failure is observable at the signal layer through the stochRSI shape
k = ta.sma(stoch, 3); d = ta.sma(k, 3). On a saturating source the three
k-windows feeding d are rotations of one multiset, so the s_{t-2} term
cancels identically and
9 * (k_t - d_t) = 2*s_t + s_{t-1} - 2*s_{t-3} - s_{t-4}
is EXACTLY ZERO whenever s_t == s_{t-3} and s_{t-1} == s_{t-4}. stochRSI hits
that constantly because stoch saturates at exactly 100.0 / 0.0 (x/x -> 1.0,
*100 exact in IEEE-754) every time rsi is its own 14-window extremum.
ta.crossover / ta.crossunder are strict inequalities, so no correct
implementation at any precision may fire at such a bar. Running-sum drift
broke those ties at +-1 ULP and manufactured crossings the mathematics
forbids, with a sign set by the resync phase rather than by the data.
Windows of length <= 16 now re-sum the buffer every bar: exact-order
deterministic, history-independent, and bounded at 16 additions per bar.
Longer windows keep the amortised incremental path, where the chained-tie
geometry does not arise. recompute() follows the same rule so a recomputed
bar and a freshly computed one with an identical window agree bit-for-bit.
Corpus (312 strategies): 3 tapes move, 0 regress.
composite-kkb-margin-100-pct-01 unmatched 1 -> 0
ta-stochastic-rsi-cross-01 matched 1292 -> 1305 (96.6% -> 97.6%)
ta-triple-sma-stack-latch-01 metrics unchanged (100% both)
Tier distribution unchanged: excellent=307 strong=4 anomaly=1.
tests/test_ta_sma_exact_order.cpp pins the invariant (red before, green
after): equal windows -> bitwise equal output, and chained SMA(3) rotation
ties stay exactly tied so no cross can fire.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
…run (309 excellent / 2 strong / 1 anomaly) Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
luisleo526
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Aug 13, 2026
…reconfigs + exact-order SMA) (#157) Co-authored-by: Claude Fable 5 <noreply@anthropic.com>
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Gate
pr-gatePASS — engine corpus zero regressions, scraped entering excellent+strong >= leaving.Verdict:
/Users/haoliangwen/code/pineforge-lab/pr-gate-verdict.json🤖 Generated with Claude Code