TR Margin Pulse

//@version=6
// =============================================================================
// TR Margin Pulse — overlay marketwide VIOP margin call signal from Takasbank.
// Plots the ratio Margin Call Total / Required Margin as a separate pane, with
// alert thresholds for stress.
//
// Placeholders filled by the MCP at generation time:
//   {{MARGIN_CALL_TL}}     — latest margin call total (TL)
//   {{REQUIRED_MARGIN_TL}} — latest required margin total (TL)
//   {{HISTORY_JSON}}       — JSON array of {date, mc_tl, req_tl} (last N days)
//   {{STRESS_THRESHOLD}}   — ratio above which to alert (default 0.05)
//   {{AS_OF_DATE}}         — YYYY-MM-DD snapshot
// =============================================================================
indicator("TR Margin Pulse ({{AS_OF_DATE}})", overlay = false)

stressThreshold = {{STRESS_THRESHOLD}}

// Latest snapshot — displayed as a table.
mcLatest  = {{MARGIN_CALL_TL}}
reqLatest = {{REQUIRED_MARGIN_TL}}
ratioLatest = reqLatest > 0 ? mcLatest / reqLatest : na

// --- Time series (parallel arrays) ------------------------------------------
var int[]   histDates = array.new<int>(0)
var float[] histMc    = array.new<float>(0)
var float[] histReq   = array.new<float>(0)

if barstate.isfirst
    {{MARGIN_HISTORY_LOADER}}

getRatioOnBar() =>
    r = na
    if array.size(histDates) > 0
        for i = 0 to array.size(histDates) - 1
            ts = array.get(histDates, i)
            if ts >= time and ts <= time_close
                mc = array.get(histMc, i)
                rq = array.get(histReq, i)
                r := rq > 0 ? mc / rq : na
                break
    r

ratio = getRatioOnBar()
plot(ratio, title = "Margin Call / Required",
     color = ratio >= stressThreshold ? color.red : color.teal,
     linewidth = 2)
hline(stressThreshold, "Stress threshold", color = color.orange,
      linestyle = hline.style_dashed)
hline(0, "Zero", color = color.gray)

// Snapshot table
var table snap = table.new(position.top_right, 2, 3, frame_color = color.gray)
if barstate.islast
    table.cell(snap, 0, 0, "Margin Call (TL)", bgcolor = color.new(color.gray, 70))
    table.cell(snap, 1, 0, str.tostring(mcLatest, "#,###"))
    table.cell(snap, 0, 1, "Required (TL)", bgcolor = color.new(color.gray, 70))
    table.cell(snap, 1, 1, str.tostring(reqLatest, "#,###"))
    table.cell(snap, 0, 2, "Ratio", bgcolor = color.new(color.gray, 70))
    table.cell(snap, 1, 2, str.tostring(ratioLatest, "#.####"))

alertcondition(ratio >= stressThreshold,
               title   = "VIOP marketwide stress",
               message = "Margin call ratio crossed stress threshold")