PyneCore v6.8.10 released — a strategy-engine release: how TradingView sizes, books and…

Fixes

• strategy.risk.max_drawdown now enforces against the realized (closed-equity) high-water mark and only on bars that book realized P&L — floating drawdown alone no longer halts trading
• Exit orders settle against the entry they were bound to: one strategy.exit leg per filled entry, own OCA reduce group, own entry fill price for tick offsets, pyramiding counted on the binding book
• Quantities carried on TradingView’s 1e-8 unit grid and added in the long lot domain; position_avg_price and strategy.netprofit are derived instead of accumulated
• Default sizing quantizes its money budget to 10 significant digits (half-up) below 1e7 account currency, then truncates
• A strategy.exit leg gapping through the same bar open as a reversing entry survives it and opens a position under its own exit id; strategy.cancel_all() now also cancels pending market orders
• The intraday session mask admits a bar by its opening time (open <= bar_open < close), not by overlap — a "1550-1555" session no longer fires on every 15:30 bar
• ticker.heikinashi(<local>) no longer raises NameError at import, and a tuple request.security() outside an assignment no longer crashes the security child
• math.pow takes TradingView’s exact shortcuts for exponents 2, 1, 0 and 0.5
• ta.cross keeps its own unarmed three-state flag (it is not ta.crossover or ta.crossunder); crossover/crossunder reverted to the classic exact rule
• Broker: an expired cancel grace probes the venue before halting; a re-issued same-parameter strategy.entry dispatches again, and a filled close_all retires its slot

Full release notes: https://github.com/PyneSys/pynecore/releases/tag/v6.8.10