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Market.struct.h
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//+------------------------------------------------------------------+
//| EA31337 framework |
//| Copyright 2016-2021, EA31337 Ltd |
//| https://github.com/EA31337 |
//+------------------------------------------------------------------+
/*
* This file is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
*
*/
/**
* @file
* Includes Market's structs.
*/
// Forward declaration.
class Serializer;
// Includes.
#include "DateTime.entry.h"
#include "DateTime.struct.h"
#include "Serializer/SerializerNode.enum.h"
#include "Std.h"
// Market info.
struct MarketData {
int empty;
// Serializers.
void SerializeStub(int _n1 = 1, int _n2 = 1, int _n3 = 1, int _n4 = 1, int _n5 = 1) {}
SerializerNodeType Serialize(Serializer &_s) { return SerializerNodeObject; }
};
// Structure for trade time static methods.
struct MarketTimeForex : DateTimeEntry {
// Market sessions for trading Forex.
enum ENUM_MARKET_TIME_FOREX_HOURS {
MARKET_TIME_FOREX_HOURS_NONE = 0 << 0,
// By city.
MARKET_TIME_FOREX_HOURS_CHICAGO = 1 << 0,
MARKET_TIME_FOREX_HOURS_FRANKFURT = 1 << 1,
MARKET_TIME_FOREX_HOURS_HONGKONG = 1 << 2,
MARKET_TIME_FOREX_HOURS_LONDON = 1 << 3,
MARKET_TIME_FOREX_HOURS_NEWYORK = 1 << 4,
MARKET_TIME_FOREX_HOURS_SYDNEY = 1 << 5,
MARKET_TIME_FOREX_HOURS_TOKYO = 1 << 6,
MARKET_TIME_FOREX_HOURS_WELLINGTON = 1 << 7,
// By region.
MARKET_TIME_FOREX_HOURS_AMERICA = MARKET_TIME_FOREX_HOURS_NEWYORK | MARKET_TIME_FOREX_HOURS_CHICAGO,
MARKET_TIME_FOREX_HOURS_ASIA = MARKET_TIME_FOREX_HOURS_TOKYO | MARKET_TIME_FOREX_HOURS_HONGKONG,
MARKET_TIME_FOREX_HOURS_EUROPE = MARKET_TIME_FOREX_HOURS_LONDON | MARKET_TIME_FOREX_HOURS_FRANKFURT,
MARKET_TIME_FOREX_HOURS_PACIFIC = MARKET_TIME_FOREX_HOURS_SYDNEY | MARKET_TIME_FOREX_HOURS_WELLINGTON,
};
// Constructors.
MarketTimeForex() { Set(::TimeGMT()); }
MarketTimeForex(datetime _time_gmt) { Set(_time_gmt); }
MarketTimeForex(MqlDateTime &_dt_gmt) { Set(_dt_gmt); }
// State methods.
/* Getters */
bool CheckHours(unsigned int _hours_enums) {
// Trading sessions according to GMT (Greenwich Mean Time).
if (_hours_enums > 0) {
unsigned short _hopen = 24, _hclose = 0;
// By city.
if ((_hours_enums & MARKET_TIME_FOREX_HOURS_LONDON) != 0) {
_hopen =
_hopen > GetOpenHour(MARKET_TIME_FOREX_HOURS_LONDON) ? GetOpenHour(MARKET_TIME_FOREX_HOURS_LONDON) : _hopen;
_hclose = _hclose < GetCloseHour(MARKET_TIME_FOREX_HOURS_LONDON) ? GetCloseHour(MARKET_TIME_FOREX_HOURS_LONDON)
: _hclose;
}
if ((_hours_enums & MARKET_TIME_FOREX_HOURS_FRANKFURT) != 0) {
_hopen = _hopen > GetOpenHour(MARKET_TIME_FOREX_HOURS_FRANKFURT)
? GetOpenHour(MARKET_TIME_FOREX_HOURS_FRANKFURT)
: _hopen;
_hclose = _hclose < GetCloseHour(MARKET_TIME_FOREX_HOURS_FRANKFURT)
? GetCloseHour(MARKET_TIME_FOREX_HOURS_FRANKFURT)
: _hclose;
}
if ((_hours_enums & MARKET_TIME_FOREX_HOURS_NEWYORK) != 0) {
_hopen = _hopen > GetOpenHour(MARKET_TIME_FOREX_HOURS_NEWYORK) ? GetOpenHour(MARKET_TIME_FOREX_HOURS_NEWYORK)
: _hopen;
_hclose = _hclose < GetCloseHour(MARKET_TIME_FOREX_HOURS_NEWYORK)
? GetCloseHour(MARKET_TIME_FOREX_HOURS_NEWYORK)
: _hclose;
}
if ((_hours_enums & MARKET_TIME_FOREX_HOURS_CHICAGO) != 0) {
_hopen = _hopen > GetOpenHour(MARKET_TIME_FOREX_HOURS_CHICAGO) ? GetOpenHour(MARKET_TIME_FOREX_HOURS_CHICAGO)
: _hopen;
_hclose = _hclose < GetCloseHour(MARKET_TIME_FOREX_HOURS_CHICAGO)
? GetCloseHour(MARKET_TIME_FOREX_HOURS_CHICAGO)
: _hclose;
}
if ((_hours_enums & MARKET_TIME_FOREX_HOURS_TOKYO) != 0) {
_hopen =
_hopen > GetOpenHour(MARKET_TIME_FOREX_HOURS_TOKYO) ? GetOpenHour(MARKET_TIME_FOREX_HOURS_TOKYO) : _hopen;
_hclose = _hclose < GetCloseHour(MARKET_TIME_FOREX_HOURS_TOKYO) ? GetCloseHour(MARKET_TIME_FOREX_HOURS_TOKYO)
: _hclose;
}
if ((_hours_enums & MARKET_TIME_FOREX_HOURS_HONGKONG) != 0) {
_hopen = _hopen > GetOpenHour(MARKET_TIME_FOREX_HOURS_HONGKONG) ? GetOpenHour(MARKET_TIME_FOREX_HOURS_HONGKONG)
: _hopen;
_hclose = _hclose < GetCloseHour(MARKET_TIME_FOREX_HOURS_HONGKONG)
? GetCloseHour(MARKET_TIME_FOREX_HOURS_HONGKONG)
: _hclose;
}
if ((_hours_enums & MARKET_TIME_FOREX_HOURS_SYDNEY) != 0) {
// @todo: _market_hours.CheckHours(MarketForexTime::MARKET_TIME_FOREX_HOURS_EUROPE |
// MarketForexTime::MARKET_TIME_FOREX_HOURS_PACIFIC)
_hopen =
_hopen > GetOpenHour(MARKET_TIME_FOREX_HOURS_SYDNEY) ? GetOpenHour(MARKET_TIME_FOREX_HOURS_SYDNEY) : _hopen;
_hclose = _hclose < GetCloseHour(MARKET_TIME_FOREX_HOURS_SYDNEY) ? GetCloseHour(MARKET_TIME_FOREX_HOURS_SYDNEY)
: _hclose;
}
if ((_hours_enums & MARKET_TIME_FOREX_HOURS_WELLINGTON) != 0) {
// @todo: _market_hours.CheckHours(MarketForexTime::MARKET_TIME_FOREX_HOURS_EUROPE |
// MarketForexTime::MARKET_TIME_FOREX_HOURS_PACIFIC)
_hopen = _hopen > GetOpenHour(MARKET_TIME_FOREX_HOURS_WELLINGTON)
? GetOpenHour(MARKET_TIME_FOREX_HOURS_WELLINGTON)
: _hopen;
_hclose = _hclose < GetCloseHour(MARKET_TIME_FOREX_HOURS_WELLINGTON)
? GetCloseHour(MARKET_TIME_FOREX_HOURS_WELLINGTON)
: _hclose;
}
return _hopen < _hclose ? hour >= _hopen && hour <= _hclose : hour >= _hopen || hour <= _hclose;
}
return false;
}
// Returns market close hour given a city or a region.
unsigned short GetCloseHour(ENUM_MARKET_TIME_FOREX_HOURS _enum) {
// Trading sessions according to GMT (Greenwich Mean Time).
// Source: http://www.forexmarkethours.com/GMT_hours/02/
switch (_enum) {
case MARKET_TIME_FOREX_HOURS_CHICAGO:
return 23;
case MARKET_TIME_FOREX_HOURS_FRANKFURT:
return 16;
case MARKET_TIME_FOREX_HOURS_HONGKONG:
return 10;
case MARKET_TIME_FOREX_HOURS_LONDON:
return 17;
case MARKET_TIME_FOREX_HOURS_NEWYORK:
return 22;
case MARKET_TIME_FOREX_HOURS_SYDNEY:
return 7;
case MARKET_TIME_FOREX_HOURS_TOKYO:
return 9;
case MARKET_TIME_FOREX_HOURS_WELLINGTON:
return 6;
case MARKET_TIME_FOREX_HOURS_AMERICA:
return MathMax(GetCloseHour(MARKET_TIME_FOREX_HOURS_NEWYORK), GetCloseHour(MARKET_TIME_FOREX_HOURS_CHICAGO));
case MARKET_TIME_FOREX_HOURS_ASIA:
return MathMax(GetCloseHour(MARKET_TIME_FOREX_HOURS_TOKYO), GetCloseHour(MARKET_TIME_FOREX_HOURS_HONGKONG));
case MARKET_TIME_FOREX_HOURS_EUROPE:
return MathMax(GetCloseHour(MARKET_TIME_FOREX_HOURS_LONDON), GetCloseHour(MARKET_TIME_FOREX_HOURS_FRANKFURT));
case MARKET_TIME_FOREX_HOURS_PACIFIC:
return MathMax(GetCloseHour(MARKET_TIME_FOREX_HOURS_SYDNEY), GetCloseHour(MARKET_TIME_FOREX_HOURS_WELLINGTON));
default:
return 0;
}
}
// Returns market open hour given a city or a region.
unsigned short GetOpenHour(ENUM_MARKET_TIME_FOREX_HOURS _enum) {
// Trading sessions according to GMT (Greenwich Mean Time).
// Source: http://www.forexmarkethours.com/GMT_hours/02/
switch (_enum) {
case MARKET_TIME_FOREX_HOURS_CHICAGO:
return 14;
case MARKET_TIME_FOREX_HOURS_FRANKFURT:
return 7;
case MARKET_TIME_FOREX_HOURS_HONGKONG:
return 1;
case MARKET_TIME_FOREX_HOURS_LONDON:
return 8;
case MARKET_TIME_FOREX_HOURS_NEWYORK:
return 13;
case MARKET_TIME_FOREX_HOURS_SYDNEY:
return 22;
case MARKET_TIME_FOREX_HOURS_TOKYO:
return 0;
case MARKET_TIME_FOREX_HOURS_WELLINGTON:
return 22;
case MARKET_TIME_FOREX_HOURS_AMERICA:
return MathMin(GetOpenHour(MARKET_TIME_FOREX_HOURS_NEWYORK), GetOpenHour(MARKET_TIME_FOREX_HOURS_CHICAGO));
case MARKET_TIME_FOREX_HOURS_ASIA:
return MathMin(GetOpenHour(MARKET_TIME_FOREX_HOURS_TOKYO), GetOpenHour(MARKET_TIME_FOREX_HOURS_HONGKONG));
case MARKET_TIME_FOREX_HOURS_EUROPE:
return MathMin(GetOpenHour(MARKET_TIME_FOREX_HOURS_LONDON), GetOpenHour(MARKET_TIME_FOREX_HOURS_FRANKFURT));
case MARKET_TIME_FOREX_HOURS_PACIFIC:
return MathMin(GetOpenHour(MARKET_TIME_FOREX_HOURS_SYDNEY), GetOpenHour(MARKET_TIME_FOREX_HOURS_WELLINGTON));
default:
return 0;
}
}
};