Merge tag 'v2.002' into dev-refactor

EA31337 · Apr 29, 2021 · 43477b5 · 43477b5
2 parents 81667dc + 2d89dd6
commit 43477b5
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diff --git a/.github/workflows/test.yml b/.github/workflows/test.yml
@@ -67,6 +67,7 @@ jobs:
           - MarketTest
           - MatrixTest
           - OrderTest
+          - OrdersTest
           - StatsTest
           - StrategyTest
           - StrategyTest-RSI

diff --git a/Account.define.h b/Account.define.h
@@ -0,0 +1,25 @@
+//+------------------------------------------------------------------+
+//|                                                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/>.
+ *
+ */
+
+// Defines.
+#define ACC_OP_BALANCE 6  // Undocumented balance history statement entry.
+#define ACC_OP_CREDIT 7   // Undocumented credit history statement entry.
diff --git a/Account.enum.h b/Account.enum.h
@@ -1,6 +1,6 @@
 //+------------------------------------------------------------------+
 //|                                                EA31337 framework |
-//|                       Copyright 2016-2021, 31337 Investments Ltd |
+//|                                 Copyright 2016-2021, EA31337 Ltd |
 //|                                       https://github.com/EA31337 |
 //+------------------------------------------------------------------+
 

diff --git a/Account.mqh b/Account.mqh
@@ -1,6 +1,6 @@
 //+------------------------------------------------------------------+
 //|                                                EA31337 framework |
-//|                       Copyright 2016-2021, 31337 Investments Ltd |
+//|                                 Copyright 2016-2021, EA31337 Ltd |
 //|                                       https://github.com/EA31337 |
 //+------------------------------------------------------------------+
 
@@ -28,16 +28,20 @@
 class Account;
 
 // Includes.
+#include "Account.define.h"
 #include "Account.enum.h"
 #include "Account.struct.h"
 #include "Array.mqh"
 #include "BufferStruct.mqh"
 #include "Chart.mqh"
 #include "Convert.mqh"
 #include "Data.struct.h"
+#include "Indicator.struct.h"
+#include "Order.struct.h"
 #include "Orders.mqh"
 #include "Serializer.mqh"
 #include "SymbolInfo.mqh"
+#include "Trade.struct.h"
 
 /**
  * Class to provide functions that return parameters of the current account.
@@ -53,34 +57,20 @@ class Account {
   double acc_stats[FINAL_ENUM_ACC_STAT_VALUE][FINAL_ENUM_ACC_STAT_PERIOD][FINAL_ENUM_ACC_STAT_TYPE]
                   [FINAL_ENUM_ACC_STAT_INDEX];
 
-  // Class variables.
-  Orders *trades;
-  Orders *history;
-  Orders *dummy;
-
  public:
-// Defines.
-#define ACC_OP_BALANCE 6  // Undocumented balance history statement entry.
-#define ACC_OP_CREDIT 7   // Undocumented credit history statement entry.
 
   /**
    * Class constructor.
    */
   Account()
       : init_balance(CalcInitDeposit()),
         start_balance(GetBalance()),
-        start_credit(GetCredit()),
-        trades(new Orders(ORDERS_POOL_TRADES)),
-        history(new Orders(ORDERS_POOL_HISTORY)),
-        dummy(new Orders(ORDERS_POOL_DUMMY)) {}
+        start_credit(GetCredit()) {}
 
   /**
    * Class deconstructor.
    */
   ~Account() {
-    delete trades;
-    delete history;
-    delete dummy;
   }
 
   /* Entries */
@@ -145,50 +135,50 @@ class Account {
    * Returns balance value of the current account.
    */
   static double AccountBalance() { return AccountInfoDouble(ACCOUNT_BALANCE); }
-  double GetBalance() {
+  float GetBalance() {
     // @todo: Adds caching.
     // return UpdateStats(ACC_BALANCE, AccountBalance());
-    return Account::AccountBalance();
+    return (float) Account::AccountBalance();
   }
 
   /**
    * Returns credit value of the current account.
    */
   static double AccountCredit() { return AccountInfoDouble(ACCOUNT_CREDIT); }
-  double GetCredit() {
+  float GetCredit() {
     // @todo: Adds caching.
     // return UpdateStats(ACC_CREDIT, AccountCredit());
-    return Account::AccountCredit();
+    return (float) Account::AccountCredit();
   }
 
   /**
    * Returns profit value of the current account.
    */
   static double AccountProfit() { return AccountInfoDouble(ACCOUNT_PROFIT); }
-  double GetProfit() {
+  float GetProfit() {
     // @todo: Adds caching.
     // return UpdateStats(ACC_PROFIT, AccountProfit());
-    return Account::AccountProfit();
+    return (float) Account::AccountProfit();
   }
 
   /**
    * Returns equity value of the current account.
    */
   static double AccountEquity() { return AccountInfoDouble(ACCOUNT_EQUITY); }
-  double GetEquity() {
+  float GetEquity() {
     // @todo: Adds caching.
     // return UpdateStats(ACC_EQUITY, AccountEquity());
-    return Account::AccountEquity();
+    return (float) Account::AccountEquity();
   }
 
   /**
    * Returns margin value of the current account.
    */
   static double AccountMargin() { return AccountInfoDouble(ACCOUNT_MARGIN); }
-  double GetMarginUsed() {
+  float GetMarginUsed() {
     // @todo: Adds caching.
     // return UpdateStats(ACC_MARGIN_USED, AccountMargin());
-    return Account::AccountMargin();
+    return (float) Account::AccountMargin();
   }
 
   /**
@@ -207,10 +197,10 @@ class Account {
    * Returns free margin value of the current account.
    */
   static double AccountFreeMargin() { return AccountInfoDouble(ACCOUNT_MARGIN_FREE); }
-  double GetMarginFree() {
+  float GetMarginFree() {
     // @todo: Adds caching.
     // return UpdateStats(ACC_MARGIN_FREE, AccountFreeMargin());
-    return Account::AccountFreeMargin();
+    return (float) Account::AccountFreeMargin();
   }
 
   /**
@@ -258,13 +248,13 @@ class Account {
    * Get account total balance (including credit).
    */
   static double AccountTotalBalance() { return AccountBalance() + AccountCredit(); }
-  double GetTotalBalance() { return GetBalance() + GetCredit(); }
+  float GetTotalBalance() { return (float) (GetBalance() + GetCredit()); }
 
   /**
    * Get account available margin.
    */
   static double AccountAvailMargin() { return fmin(AccountFreeMargin(), AccountTotalBalance()); }
-  double GetMarginAvail() { return AccountAvailMargin(); }
+  float GetMarginAvail() { return (float) AccountAvailMargin(); }
 
   /**
    * Returns the calculation mode of free margin allowed to open orders on the current account.
@@ -439,46 +429,36 @@ class Account {
    *   Returns value from 0.0 (no risk) and 1.0 (100% risk).
    *   The risk higher than 1.0 means that the risk is extremely high.
    */
+  /* @fixme
   double GetRiskMarginLevel(ENUM_ORDER_TYPE _cmd = NULL) {
     double _avail_margin = AccountAvailMargin() * Convert::ValueToMoney(trades.TotalSL(_cmd));
     return _avail_margin > 0 ? 1 / _avail_margin : 0;
   }
+  */
 
   /**
    * Calculates initial deposit based on the current balance and previous orders.
    */
   static double CalcInitDeposit() {
-    double deposit = AccountInfoDouble(ACCOUNT_BALANCE);
-    for (int i = Account::OrdersHistoryTotal() - 1; i >= 0; i--) {
+    double deposit = Account::AccountInfoDouble(ACCOUNT_BALANCE);
+    for (int i = TradeHistoryStatic::HistoryOrdersTotal() - 1; i >= 0; i--) {
       if (!Order::TryOrderSelect(i, SELECT_BY_POS, MODE_HISTORY)) continue;
       int type = Order::OrderType();
       // Initial balance not considered.
       if (i == 0 && type == ACC_OP_BALANCE) break;
       if (type == ORDER_TYPE_BUY || type == ORDER_TYPE_SELL) {
         // Calculate profit.
-        double profit = Order::OrderProfit() + Order::OrderCommission() + Order::OrderSwap();
+        double profit = OrderStatic::Profit() + OrderStatic::Commission() + OrderStatic::Swap();
         // Calculate decrease balance.
         deposit -= profit;
       }
       if (type == ACC_OP_BALANCE || type == ACC_OP_CREDIT) {
-        deposit -= Order::OrderProfit();
+        deposit -= OrderStatic::Profit();
       }
     }
     return deposit;
   }
 
-  /**
-   * Returns the number of closed orders in the account history loaded into the terminal.
-   */
-  static int OrdersHistoryTotal() {
-#ifdef __MQL4__
-    return ::OrdersHistoryTotal();
-#else
-    ::HistorySelect(0, TimeCurrent());
-    return ::HistoryOrdersTotal();
-#endif
-  }
-
   /**
    * Calculate total profit.
    */
@@ -643,15 +623,6 @@ class Account {
                         GetMarginFree(), GetMarginAvail());
   }
 
-  /* Class access methods */
-
-  /**
-   * Returns Orders class to access the current trades.
-   */
-  Orders *Trades() { return trades; }
-  Orders *History() { return history; }
-  Orders *Dummy() { return dummy; }
-
   /* Serializers */
 
   /**

diff --git a/Account.struct.h b/Account.struct.h
@@ -1,6 +1,6 @@
 //+------------------------------------------------------------------+
 //|                                                EA31337 framework |
-//|                       Copyright 2016-2021, 31337 Investments Ltd |
+//|                                 Copyright 2016-2021, EA31337 Ltd |
 //|                                       https://github.com/EA31337 |
 //+------------------------------------------------------------------+
 

diff --git a/Action.enum.h b/Action.enum.h
@@ -1,6 +1,6 @@
 //+------------------------------------------------------------------+
 //|                                                EA31337 framework |
-//|                       Copyright 2016-2021, 31337 Investments Ltd |
+//|                                 Copyright 2016-2021, EA31337 Ltd |
 //|                                       https://github.com/EA31337 |
 //+------------------------------------------------------------------+
 

diff --git a/Action.mqh b/Action.mqh
@@ -1,6 +1,6 @@
 //+------------------------------------------------------------------+
 //|                                                EA31337 framework |
-//|                       Copyright 2016-2021, 31337 Investments Ltd |
+//|                                 Copyright 2016-2021, EA31337 Ltd |
 //|                                       https://github.com/EA31337 |
 //+------------------------------------------------------------------+
 

diff --git a/Action.struct.h b/Action.struct.h
@@ -1,6 +1,6 @@
 //+------------------------------------------------------------------+
 //|                                                EA31337 framework |
-//|                       Copyright 2016-2021, 31337 Investments Ltd |
+//|                                 Copyright 2016-2021, EA31337 Ltd |
 //|                                       https://github.com/EA31337 |
 //+------------------------------------------------------------------+
 
@@ -40,14 +40,14 @@
 
 /* Entry for Action class. */
 struct ActionEntry {
-  unsigned char flags;        /* Action flags. */
-  datetime last_success;      /* Time of the previous check. */
-  long action_id;             /* Action ID. */
-  short tries;                /* Number of retries left. */
-  void *obj;                  /* Reference to associated object. */
-  ENUM_ACTION_TYPE type;      /* Action type. */
-  ENUM_TIMEFRAMES frequency;  /* How often to check. */
-  DataParamEntry args[];      /* Action arguments. */
+  unsigned char flags;       /* Action flags. */
+  datetime last_success;     /* Time of the previous check. */
+  long action_id;            /* Action ID. */
+  short tries;               /* Number of retries left. */
+  void *obj;                 /* Reference to associated object. */
+  ENUM_ACTION_TYPE type;     /* Action type. */
+  ENUM_TIMEFRAMES frequency; /* How often to check. */
+  DataParamEntry args[];     /* Action arguments. */
   // Constructors.
   void ActionEntry() : type(FINAL_ACTION_TYPE_ENTRY), action_id(WRONG_VALUE) { Init(); }
   void ActionEntry(long _action_id, ENUM_ACTION_TYPE _type) : type(_type), action_id(_action_id) { Init(); }

diff --git a/Array.mqh b/Array.mqh
@@ -1,6 +1,6 @@
 //+------------------------------------------------------------------+
 //|                                                EA31337 framework |
-//|                       Copyright 2016-2021, 31337 Investments Ltd |
+//|                                 Copyright 2016-2021, EA31337 Ltd |
 //|                                       https://github.com/EA31337 |
 //+------------------------------------------------------------------+
 

diff --git a/Bar.enum.h b/Bar.enum.h
@@ -1,6 +1,6 @@
 //+------------------------------------------------------------------+
 //|                                                EA31337 framework |
-//|                       Copyright 2016-2021, 31337 Investments Ltd |
+//|                                 Copyright 2016-2021, EA31337 Ltd |
 //|                                       https://github.com/EA31337 |
 //+------------------------------------------------------------------+
 

diff --git a/Bar.struct.h b/Bar.struct.h
@@ -1,6 +1,6 @@
 //+------------------------------------------------------------------+
 //|                                                EA31337 framework |
-//|                       Copyright 2016-2021, 31337 Investments Ltd |
+//|                                 Copyright 2016-2021, EA31337 Ltd |
 //|                                       https://github.com/EA31337 |
 //+------------------------------------------------------------------+
 
@@ -27,6 +27,7 @@
 
 // Includes.
 #include "Bar.enum.h"
+#include "SerializerNode.enum.h"
 #include "Serializer.mqh"
 
 /* Struct for storing OHLC values. */

diff --git a/BasicTrade.mqh b/BasicTrade.mqh
@@ -1,6 +1,6 @@
 //+------------------------------------------------------------------+
 //|                                                EA31337 framework |
-//|                       Copyright 2016-2021, 31337 Investments Ltd |
+//|                                 Copyright 2016-2021, EA31337 Ltd |
 //|                                       https://github.com/EA31337 |
 //+------------------------------------------------------------------+
 

diff --git a/Buffer.mqh b/Buffer.mqh
@@ -1,6 +1,6 @@
 //+------------------------------------------------------------------+
 //|                                                EA31337 framework |
-//|                       Copyright 2016-2021, 31337 Investments Ltd |
+//|                                 Copyright 2016-2021, EA31337 Ltd |
 //|                                       https://github.com/EA31337 |
 //+------------------------------------------------------------------+
 

diff --git a/BufferStruct.mqh b/BufferStruct.mqh
@@ -1,6 +1,6 @@
 //+------------------------------------------------------------------+
 //|                                                EA31337 framework |
-//|                       Copyright 2016-2021, 31337 Investments Ltd |
+//|                                 Copyright 2016-2021, EA31337 Ltd |
 //|                                       https://github.com/EA31337 |
 //+------------------------------------------------------------------+
 

diff --git a/Chart.enum.h b/Chart.enum.h
@@ -1,6 +1,6 @@
 //+------------------------------------------------------------------+
 //|                                                EA31337 framework |
-//|                       Copyright 2016-2021, 31337 Investments Ltd |
+//|                                 Copyright 2016-2021, EA31337 Ltd |
 //|                                       https://github.com/EA31337 |
 //+------------------------------------------------------------------+
 

diff --git a/Chart.mqh b/Chart.mqh
@@ -1,6 +1,6 @@
 //+------------------------------------------------------------------+
 //|                                                EA31337 framework |
-//|                       Copyright 2016-2021, 31337 Investments Ltd |
+//|                                 Copyright 2016-2021, EA31337 Ltd |
 //|                                       https://github.com/EA31337 |
 //+------------------------------------------------------------------+