Reports that the pending position's stop-loss order was actually filled on the exchange
(e.g. by candle high/low), forcing a close that bypasses the VWAP-based SL check.
The exchange and the strategy are parallel states: the framework evaluates TP/SL against VWAP,
but the real order may fill on high/low. The close is deferred and emitted with closeReason
"stop_loss" on the next tick. No-op if no pending signal exists.
Automatically detects backtest/live mode from execution context.
Reports that the pending position's stop-loss order was actually filled on the exchange (e.g. by candle high/low), forcing a close that bypasses the VWAP-based SL check.
The exchange and the strategy are parallel states: the framework evaluates TP/SL against VWAP, but the real order may fill on high/low. The close is deferred and emitted with closeReason "stop_loss" on the next tick. No-op if no pending signal exists.
Automatically detects backtest/live mode from execution context.