Indicator: Adds template for indicator param struct [WIP]

EA31337 · Sep 28, 2021 · 191f167 · 191f167
1 parent c11504c
commit 191f167
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Showing 78 changed files with 1,167 additions and 1,517 deletions.
diff --git a/Action.mqh b/Action.mqh
@@ -141,7 +141,7 @@ class Action {
 #ifdef INDICATOR_MQH
       case ACTION_TYPE_INDICATOR:
         if (Object::IsValid(_entry.obj)) {
-          _result = ((Indicator *)_entry.obj).ExecuteAction((ENUM_INDICATOR_ACTION)_entry.action_id);
+          _result = ((Indicator<IndicatorParams> *)_entry.obj).ExecuteAction((ENUM_INDICATOR_ACTION)_entry.action_id);
         } else {
           _result = false;
           _entry.AddFlags(ACTION_ENTRY_FLAG_IS_INVALID);

diff --git a/Condition.mqh b/Condition.mqh
@@ -167,7 +167,7 @@ class Condition {
 #ifdef INDICATOR_MQH
       case COND_TYPE_INDICATOR:
         if (Object::IsValid(_entry.obj)) {
-          _result = ((Indicator *)_entry.obj).CheckCondition((ENUM_INDICATOR_CONDITION)_entry.cond_id, _entry.args);
+          _result = ((Indicator<IndicatorParams> *)_entry.obj).CheckCondition((ENUM_INDICATOR_CONDITION)_entry.cond_id, _entry.args);
         } else {
           // Static method not supported.
           _result = false;

diff --git a/DrawIndicator.mqh b/DrawIndicator.mqh
@@ -52,11 +52,12 @@ class DrawPoint {
   DrawPoint(datetime _time = NULL, double _value = 0) : time(_time), value(_value) {}
 };
 
+template <typename IDT>
 class DrawIndicator {
  protected:
   color color_line;
   Draw* draw;
-  Indicator* indi;
+  Indicator<IDT>* indi;
 
  public:
   // Object variables.
@@ -67,8 +68,8 @@ class DrawIndicator {
   /**
    * Class constructor.
    */
-  DrawIndicator(Indicator* _indi) : indi(_indi) {
-    color_line = Object::IsValid(_indi) ? _indi.GetParams().indi_color : clrRed;
+  DrawIndicator(Indicator<IDT> *_indi) : indi(_indi) {
+    // color_line = Object::IsValid(_indi) ? _indi.GetParams().indi_color : clrRed; // @fixme
     draw = new Draw();
   }
 

diff --git a/EA.mqh b/EA.mqh
@@ -373,7 +373,7 @@ class EA {
     if (eparams.CheckFlagDataStore(EA_DATA_STORE_INDICATOR)) {
       for (DictStructIterator<long, Ref<Strategy>> iter = strats.Begin(); iter.IsValid(); ++iter) {
         Strategy *_strati = iter.Value().Ptr();
-        Indicator *_indi = _strati.GetIndicator();
+        Indicator<IndicatorParams> *_indi = _strati.GetIndicator();
         if (_indi != NULL) {
           ENUM_TIMEFRAMES _itf = _indi.GetParams().tf.GetTf();
           IndicatorDataEntry _ientry = _indi.GetEntry();

diff --git a/Indicator.mqh b/Indicator.mqh
@@ -51,7 +51,7 @@ class Chart;
 
 #ifndef __MQL4__
 // Defines global functions (for MQL4 backward compatibility).
-bool IndicatorBuffers(int _count) { return Indicator::SetIndicatorBuffers(_count); }
+bool IndicatorBuffers(int _count) { return Indicator<IndicatorParams>::SetIndicatorBuffers(_count); }
 int IndicatorCounted(int _value = 0) {
   static int prev_calculated = 0;
   // https://docs.mql4.com/customind/indicatorcounted
@@ -63,20 +63,22 @@ int IndicatorCounted(int _value = 0) {
 /**
  * Class to deal with indicators.
  */
+template <typename TS>
 class Indicator : public Chart {
  protected:
   // Structs.
   BufferStruct<IndicatorDataEntry> idata;
-  DrawIndicator* draw;
-  IndicatorParams iparams;
+  DrawIndicator<TS>* draw;
   IndicatorState istate;
   void* mydata;
   bool is_feeding;                             // Whether FeedHistoryEntries is already working.
   bool is_fed;                                 // Whether FeedHistoryEntries already done its job.
   DictStruct<int, Ref<Indicator>> indicators;  // Indicators list keyed by id.
   bool indicator_builtin;
   ARRAY(ValueStorage<double>*, value_storages);
+  Indicator<IndicatorParams>* indi_src;  // // Indicator used as data source.
   IndicatorCalculateCache<double> cache;
+  TS iparams;
 
  public:
   /* Indicator enumerations */
@@ -96,20 +98,19 @@ class Indicator : public Chart {
   /**
    * Class constructor.
    */
-  Indicator() {}
-  Indicator(IndicatorParams& _iparams) : Chart(_iparams.GetTf()), draw(NULL), is_feeding(false), is_fed(false) {
-    iparams = _iparams;
+  Indicator() : indi_src(NULL) {}
+  Indicator(TS& _iparams)
+      : Chart(_iparams.GetTf()), draw(NULL), iparams(_iparams), is_feeding(false), is_fed(false), indi_src(NULL) {
     SetName(_iparams.name != "" ? _iparams.name : EnumToString(iparams.itype));
     Init();
   }
-  Indicator(const IndicatorParams& _iparams, ENUM_TIMEFRAMES _tf = PERIOD_CURRENT)
-      : Chart(_tf), draw(NULL), is_feeding(false), is_fed(false) {
-    iparams = _iparams;
+  Indicator(const TS& _iparams, ENUM_TIMEFRAMES _tf = PERIOD_CURRENT)
+      : Chart(_tf), draw(NULL), iparams(_iparams), is_feeding(false), is_fed(false), indi_src(NULL) {
     SetName(_iparams.name != "" ? _iparams.name : EnumToString(iparams.itype));
     Init();
   }
   Indicator(ENUM_INDICATOR_TYPE _itype, ENUM_TIMEFRAMES _tf = PERIOD_CURRENT, int _shift = 0, string _name = "")
-      : Chart(_tf), draw(NULL), is_feeding(false), is_fed(false) {
+      : Chart(_tf), draw(NULL), is_feeding(false), is_fed(false), indi_src(NULL) {
     iparams.SetIndicatorType(_itype);
     iparams.SetShift(_shift);
     SetName(_name != "" ? _name : EnumToString(iparams.itype));
@@ -129,13 +130,13 @@ class Indicator : public Chart {
       }
     }
 
-    if (iparams.indi_data_source != NULL && iparams.indi_managed) {
+    if (indi_src != NULL && iparams.indi_managed) {
       // User selected custom, managed data source.
-      if (CheckPointer(iparams.indi_data_source) == POINTER_INVALID) {
+      if (CheckPointer(indi_src) == POINTER_INVALID) {
         DebugBreak();
       }
-      delete iparams.indi_data_source;
-      iparams.indi_data_source = NULL;
+      delete indi_src;
+      indi_src = NULL;
     }
   }
 
@@ -151,7 +152,7 @@ class Indicator : public Chart {
    */
   bool InitDraw() {
     if (iparams.is_draw && !Object::IsValid(draw)) {
-      draw = new DrawIndicator(&this);
+      draw = new DrawIndicator<TS>(&this);
       draw.SetColorLine(iparams.indi_color);
     }
     return iparams.is_draw;
@@ -419,6 +420,39 @@ class Indicator : public Chart {
     return _is_valid;
   }
 
+  /**
+   * CopyBuffer() method to be used on Indicator instance with ValueStorage buffer.
+   *
+   * Note that data will be copied so that the oldest element will be located at the start of the physical memory
+   * allocated for the array
+   */
+  /*
+  static int CopyBuffer(Indicator<IndicatorParms>* _indi, int _mode, int _start, int _count, ValueStorage<T>& _buffer,
+  int _rates_total) { int _num_copied = 0; int _buffer_size = ArraySize(_buffer);
+
+    if (_buffer_size < _rates_total) {
+      _buffer_size = ArrayResize(_buffer, _rates_total);
+    }
+
+    for (int i = _start; i < _count; ++i) {
+      IndicatorDataEntry _entry = _indi.GetEntry(i);
+
+      if (!_entry.IsValid()) {
+        break;
+      }
+
+      T _value = _entry.GetValue<T>(_mode);
+
+      //    Print(_value);
+
+      _buffer[_buffer_size - i - 1] = _value;
+      ++_num_copied;
+    }
+
+    return _num_copied;
+  }
+  */
+
   /**
    * Validates currently selected indicator used as data source.
    */
@@ -494,20 +528,20 @@ class Indicator : public Chart {
   /**
    * Whether data source is selected.
    */
-  bool HasDataSource() { return iparams.GetDataSource() != NULL || iparams.GetDataSourceId() != -1; }
+  bool HasDataSource() { return GetDataSource() != NULL || iparams.GetDataSourceId() != -1; }
 
   /**
    * Returns currently selected data source without any validation.
    */
-  Indicator* GetDataSourceRaw() { return iparams.GetDataSource(); }
+  Indicator<TS>* GetDataSourceRaw() { return GetDataSource(); }
 
   /**
    * Returns currently selected data source doing validation.
    */
-  Indicator* GetDataSource() {
-    Indicator* _result = NULL;
-    if (iparams.GetDataSource() != NULL) {
-      _result = iparams.GetDataSource();
+  Indicator<TS>* GetDataSource() {
+    Indicator<TS>* _result = NULL;
+    if (GetDataSource() != NULL) {
+      _result = GetDataSource();
     } else if (iparams.GetDataSourceId() != -1) {
       int _source_id = iparams.GetDataSourceId();
 
@@ -694,7 +728,7 @@ class Indicator : public Chart {
 
   /* Getters */
 
-  int GetDataSourceMode() { return iparams.GetDataSourceMode(); }
+  int GetDataSourceMode() { return GetDataSourceMode(); }
 
   /**
    * Returns the highest bar's index (shift).
@@ -917,6 +951,15 @@ class Indicator : public Chart {
     Chart::Set<T>(_param, _value);
   }
 
+  /**
+   * Sets indicator data source.
+   */
+  template <typename TSA>
+  void SetDataSource(Indicator<TSA>* _indi, bool _managed = true, int _input_mode = -1) {
+    indi_src = _indi;
+    iparams.SetDataSource(-1, _input_mode, _managed);
+  }
+
   /**
    * Sets name of the indicator.
    */
@@ -1144,7 +1187,7 @@ class Indicator : public Chart {
 
   ValueStorage<double>* GetValueStorage(int _mode = 0) {
     if (value_storages[_mode] == NULL) {
-      value_storages[_mode] = new IndicatorBufferValueStorage<double>(THIS_PTR, _mode);
+      value_storages[_mode] = new IndicatorBufferValueStorage<double, TS>(THIS_PTR, _mode);
     }
     return value_storages[_mode];
   }
@@ -1294,6 +1337,7 @@ class Indicator : public Chart {
 /**
  * BarsCalculated() method to be used on Indicator instance.
  */
+/*
 int BarsCalculated(Indicator* _indi, int _bars_required) {
   if (_bars_required == 0) {
     return _bars_required;
@@ -1321,38 +1365,6 @@ int BarsCalculated(Indicator* _indi, int _bars_required) {
 
   return _valid_history_count;
 }
-
-/**
- * CopyBuffer() method to be used on Indicator instance with ValueStorage buffer.
- *
- * Note that data will be copied so that the oldest element will be located at the start of the physical memory
- * allocated for the array
- */
-template <typename T>
-int CopyBuffer(Indicator* _indi, int _mode, int _start, int _count, ValueStorage<T>& _buffer, int _rates_total) {
-  int _num_copied = 0;
-  int _buffer_size = ArraySize(_buffer);
-
-  if (_buffer_size < _rates_total) {
-    _buffer_size = ArrayResize(_buffer, _rates_total);
-  }
-
-  for (int i = _start; i < _count; ++i) {
-    IndicatorDataEntry _entry = _indi.GetEntry(i);
-
-    if (!_entry.IsValid()) {
-      break;
-    }
-
-    T _value = _entry.GetValue<T>(_mode);
-
-    //    Print(_value);
-
-    _buffer[_buffer_size - i - 1] = _value;
-    ++_num_copied;
-  }
-
-  return _num_copied;
-}
+*/
 
 #endif
diff --git a/Indicator.struct.h b/Indicator.struct.h
@@ -367,7 +367,6 @@ struct IndicatorParams {
   color indi_color;                     // Indicator color.
   int indi_data_source_id;              // Id of the indicator to be used as data source.
   int indi_data_source_mode;            // Mode used as input from data source.
-  Indicator *indi_data_source;          // Custom indicator to be used as data source.
   bool indi_managed;                    // Whether indicator should be owned by indicator.
   ARRAY(DataParamEntry, input_params);  // Indicator input params.
   int indi_mode;                        // Index of indicator data to be used as data source.
@@ -385,7 +384,6 @@ struct IndicatorParams {
         max_buffers(10),
         idstype(_idstype),
         idvrange(IDATA_RANGE_UNKNOWN),
-        indi_data_source(NULL),
         indi_data_source_id(-1),
         indi_data_source_mode(0),
         itype(_itype),
@@ -404,7 +402,6 @@ struct IndicatorParams {
         max_buffers(10),
         idstype(_idstype),
         idvrange(IDATA_RANGE_UNKNOWN),
-        indi_data_source(NULL),
         indi_data_source_id(-1),
         indi_data_source_mode(0),
         is_draw(false),
@@ -417,7 +414,6 @@ struct IndicatorParams {
   void Init() {}
   /* Getters */
   string GetCustomIndicatorName() { return custom_indi_name; }
-  Indicator *GetDataSource() { return indi_data_source; }
   int GetDataSourceId() { return indi_data_source_id; }
   int GetDataSourceMode() { return indi_data_source_mode; }
   color GetIndicatorColor() { return indi_color; }
@@ -465,15 +461,9 @@ struct IndicatorParams {
     draw_window = _window;
   }
   void SetIndicatorColor(color _clr) { indi_color = _clr; }
-  void SetDataSource(int _id, int _input_mode = -1) {
+  void SetDataSource(int _id, int _input_mode = -1, bool _managed = true) {
     indi_data_source_id = _id;
     indi_data_source_mode = _input_mode;
-    idstype = IDATA_INDICATOR;
-  }
-  void SetDataSource(Indicator *_indi, bool _managed = true, int _input_mode = -1) {
-    indi_data_source_id = -1;
-    indi_data_source = _indi;
-    indi_data_source_mode = _input_mode;
     indi_managed = _managed;
     idstype = IDATA_INDICATOR;
   }

diff --git a/Indicator.struct.serialize.h b/Indicator.struct.serialize.h
@@ -36,9 +36,9 @@ SerializerNodeType IndicatorDataEntry::Serialize(Serializer &_s) {
   _s.Pass(THIS_REF, "datetime", timestamp, SERIALIZER_FIELD_FLAG_DYNAMIC);
   _s.Pass(THIS_REF, "flags", flags, SERIALIZER_FIELD_FLAG_DYNAMIC);
   for (int i = 0; i < _asize; i++) {
-    // _s.Pass(THIS_REF, (string)i, values[i], SERIALIZER_FIELD_FLAG_DYNAMIC | SERIALIZER_FIELD_FLAG_FEATURE); // Can this
-    // work? _s.Pass(THIS_REF, (string)i, GetEntry(i), SERIALIZER_FIELD_FLAG_DYNAMIC | SERIALIZER_FIELD_FLAG_FEATURE); //
-    // Can this work?
+    // _s.Pass(THIS_REF, (string)i, values[i], SERIALIZER_FIELD_FLAG_DYNAMIC | SERIALIZER_FIELD_FLAG_FEATURE); // Can
+    // this work? _s.Pass(THIS_REF, (string)i, GetEntry(i), SERIALIZER_FIELD_FLAG_DYNAMIC |
+    // SERIALIZER_FIELD_FLAG_FEATURE); // Can this work?
 
     if (CheckFlags(INDI_ENTRY_FLAG_IS_DOUBLE)) {
       _s.Pass(THIS_REF, (string)i, values[i].vdbl, SERIALIZER_FIELD_FLAG_DYNAMIC | SERIALIZER_FIELD_FLAG_FEATURE);

diff --git a/Indicator.struct.signal.h b/Indicator.struct.signal.h
@@ -56,7 +56,8 @@ struct IndicatorSignal {
 
   // Constructors.
   IndicatorSignal(int _signals = 0) : signals(_signals) {}
-  IndicatorSignal(ARRAY_REF(IndicatorDataEntry, _data), IndicatorParams &_ip, ChartParams &_cp, int _m1 = 0, int _m2 = 0)
+  IndicatorSignal(ARRAY_REF(IndicatorDataEntry, _data), IndicatorParams &_ip, ChartParams &_cp, int _m1 = 0,
+                  int _m2 = 0)
       : signals(0) {
     CalcSignals(_data, _ip, _cp, _m1, _m2);
   }