Just some WIP.

EA31337 · Nov 19, 2021 · 112a998 · 112a998
1 parent 0b2e66f
commit 112a998
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Showing 6 changed files with 47 additions and 7 deletions.
diff --git a/Candle.struct.h b/Candle.struct.h
@@ -41,7 +41,7 @@ class Serializer;
 #include "SerializerNode.enum.h"
 #include "Std.h"
 
-/* Structore for storing OHLC values. */
+/* Structure for storing OHLC values. */
 template <typename T>
 struct CandleOHLC
 #ifndef __MQL__

diff --git a/Indicator.enum.h b/Indicator.enum.h
@@ -114,6 +114,7 @@ enum ENUM_INDICATOR_TYPE {
   INDI_STOCHASTIC,           // Stochastic Oscillator
   INDI_SVE_BB,               // SVE Bollinger Bands
   INDI_TEMA,                 // Triple Exponential Moving Average
+  INDI_TF,                   // Timeframe
   INDI_TICK,                 // Tick
   INDI_TMA_TRUE,             // Triangular Moving Average True
   INDI_TRIX,                 // Triple Exponential Moving Averages Oscillator

diff --git a/Indicator.mqh b/Indicator.mqh
@@ -1098,7 +1098,7 @@ class Indicator : public IndicatorBase {
    * @return
    *   Returns IndicatorDataEntry struct filled with indicator values.
    */
-  virtual IndicatorDataEntry GetEntry(int _index = -1) {
+  IndicatorDataEntry GetEntry(int _index = -1) override {
     ResetLastError();
     int _ishift = _index >= 0 ? _index : iparams.GetShift();
     long _bar_time = GetBarTime(_ishift);
@@ -1293,7 +1293,6 @@ class Indicator : public IndicatorBase {
                        COMMA _l COMMA _m);
 #endif
   }
-
 };
 
 #endif
diff --git a/Indicator/IndicatorCandle.h b/Indicator/IndicatorCandle.h
@@ -61,7 +61,8 @@ class IndicatorCandle : public IndicatorBase {
   /**
    * Class constructor.
    */
-  IndicatorCandle(const TS& _icparams, IndicatorBase* _indi_src = NULL, int _indi_mode = 0) : icparams(_icparams) {
+  IndicatorCandle(const TS& _icparams, IndicatorBase* _indi_src = NULL, int _indi_mode = 0) {
+    icparams = _icparams;
     if (_indi_src != NULL) {
       SetDataSource(_indi_src, _indi_mode);
     }
@@ -83,9 +84,26 @@ class IndicatorCandle : public IndicatorBase {
    * @return
    *   Returns IndicatorDataEntry struct filled with indicator values.
    */
-  IndicatorDataEntry GetEntry(int _timestamp = 0) {
+  IndicatorDataEntry GetEntry(int _index = -1) override {
     ResetLastError();
+    int _ishift = _index >= 0 ? _index : icparams.GetShift();
+    long _bar_time = GetBarTime(_ishift);
+
+    // Trying to fetch entry from cache.
+    IndicatorDataEntry _entry = icdata.GetByKey(_bar_time);
+
+    if (_bar_time > 0 && !_entry.IsValid() && !_entry.CheckFlag(INDI_ENTRY_FLAG_INSUFFICIENT_DATA)) {
+      // There is no valid entry in the cache.
+      _entry.Resize(iparams.GetMaxModes());
+      _entry.timestamp = _bar_time;
+    }
+
     CandleOHLC<TV> _entry = icdata.GetByKey(_timestamp);
+
+    if (!_entry.IsValid() && !_entry.CheckFlag(INDI_ENTRY_FLAG_INSUFFICIENT_DATA)) {
+      // There is no candle for given timestamp.
+    }
+
     /*
     IndicatorDataEntry _entry = icdata.GetByKey(_timestamp);
     if (!_entry.IsValid() && !_entry.CheckFlag(INDI_ENTRY_FLAG_INSUFFICIENT_DATA)) {

diff --git a/Indicator/IndicatorTf.h b/Indicator/IndicatorTf.h
@@ -37,7 +37,8 @@
 /**
  * Class to deal with candle indicators.
  */
-class IndicatorTf : public IndicatorCandle<IndicatorTfParams, double> {
+template <typename TFP>
+class IndicatorTf : public IndicatorCandle<TFP, double> {
  protected:
   /* Protected methods */
 
@@ -78,7 +79,7 @@ class IndicatorTf : public IndicatorCandle<IndicatorTfParams, double> {
   /**
    * Class constructor with parameters.
    */
-  IndicatorTf(IndicatorTfParams &_params) : IndicatorCandle<IndicatorTfParams, double>(_params) { Init(); }
+  IndicatorTf(TFP &_params) : IndicatorCandle<TFP, double>(_params) { Init(); }
 };
 
 #endif
diff --git a/Indicator/tests/IndicatorTf.test.mq5 b/Indicator/tests/IndicatorTf.test.mq5
@@ -22,16 +22,37 @@
 /**
  * @file
  * Test functionality of IndicatorTf class.
+ *
+ * Idea is to check if ticks from IndicatorTick will be properly grouped by given timespan/timeframe.
  */
 
 // Includes.
 #include "../../Test.mqh"
 #include "../IndicatorTf.h"
 
+// Structs.
+struct IndicatorTfDummyParams : IndicatorTfParams {
+  IndicatorTfDummyParams(uint _spc = 60) : IndicatorTfParams(_spc) {}
+};
+
+/**
+ * Price Indicator.
+ */
+class IndicatorTfDummy : public IndicatorTf<IndicatorTfDummyParams> {
+ public:
+  IndicatorTfDummy(uint _spc) : IndicatorTf(_spc) {}
+  IndicatorTfDummy(ENUM_TIMEFRAMES _tf = PERIOD_CURRENT) : IndicatorTf(_tf) {}
+  IndicatorTfDummy(ENUM_TIMEFRAMES_INDEX _tfi = 0) : IndicatorTf(_tfi) {}
+};
+
 /**
  * Implements OnInit().
  */
 int OnInit() {
   // @todo
+
+  // 1-second candles.
+  Ref<IndicatorTfDummy> indi_tf = new IndicatorTfDummy(1);
+
   return (INIT_SUCCEEDED);
 }