Fix percent-equity fee and margin lifecycle parity

[luisleo526]

Summary

• size percent-of-equity orders and broker margin from fee-net live equity, including paid commission on surviving open lots
• preserve commissioned all-in short provenance across broker margin trims while invalidating it on script-driven reductions and later adds
• handle close-then-open affordability checkpoints and reset reversal state before sizing the new side
• add direct clean-room Pine v6 quantity oracles and lifecycle regression coverage

Validation

• CTest: 120/120 passed
• focused assertions: 613 passed, 0 failed
• source-faithful van007 validation: Moderate to Excellent, 100% match, count delta 0, entry P90 0, exit P90 0, PnL P90 0.0398
• final engine archive SHA-256: 1f2fa93e0d00b050260e8837110c3f4628227ce2f10463e6ea69262683fe3a4f
• high-risk collateral: 4/4 completed, 1 Strong to Excellent, 0 tier regressions
• exploratory exhaustive 2^5 characterization: 32/32 cells completed; publication-grade preregistered rerun is being prepared separately

No strategy-specific runtime override or target identifier is present in production code.

[Copilot]

Pull request overview

Aligns PineForge’s percent-of-equity sizing and broker margin-call math with TradingView by using a fee-net “live equity” ledger (subtracting already-paid percent entry fees on still-open lots) and by tightening the lifecycle/provenance rules around close-then-open reversals and commissioned default-sized shorts.

Changes:

• Introduce fee-net equity helpers (surviving_open_percent_commission_account, percent_commission_live_equity) and use them for percent-of-equity sizing snapshots and adverse-margin equity checks.
• Refine margin-call lifecycle/provenance handling for commissioned default-sized shorts (including close-then-short “opening then adverse retry” sequencing) and invalidate that provenance on script-driven partial reductions/adds while preserving it across broker-driven margin trims.
• Add new clean-room quantity oracles and regression tests covering fee-net sizing, FIFO fee snapshot scaling, reversals, and the new lifecycle behaviors.

Reviewed changes

Copilot reviewed 7 out of 7 changed files in this pull request and generated no comments.

Show a summary per file

File	Description
tests/test_percent_equity_open_entry_fee.cpp	New regression coverage for fee-net percent-of-equity sizing and margin-call equity behavior, including clean-room quantity oracles.
tests/test_margin_call.cpp	Adds extensive lifecycle/provenance regression tests for commissioned default-sized close-then-open behavior and floor-zero edges.
tests/CMakeLists.txt	Registers the new percent-equity fee test target.
src/engine_strategy_commands.cpp	Freezes default-sized market order sizing equity from fee-net live equity.
src/engine_orders.cpp	Tracks partial-reduction cause to preserve/clear commissioned short lifecycle provenance appropriately.
src/engine_fills.cpp	Implements fee-net equity helpers; updates margin-call logic to use fee-net equity and adds the close-then-short “adverse retry” sequencing and lifecycle floor-zero handling.
include/pineforge/engine.hpp	Documents updated sizing-equity semantics; declares new helpers; adds new provenance/lifecycle flags and partial-reduction cause plumbing.

---

💡 Add Copilot custom instructions for smarter, more guided reviews. Learn how to get started.