Fixes BarsCalculated() method and historic values retrieval (prices, …

…volumes, spread). Also boost up Dicts' performance.
EA31337 · Oct 14, 2021 · 54f3684 · 54f3684
1 parent e927298
commit 54f3684
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Showing 18 changed files with 241 additions and 154 deletions.
diff --git a/Dict.enum.h b/Dict.enum.h
@@ -0,0 +1,34 @@
+//+------------------------------------------------------------------+
+//|                                                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 Dicts's enums and defines.
+ */
+
+#ifndef __MQL__
+// Allows the preprocessor to include a header file when it is needed.
+#pragma once
+#endif
+
+#define DICT_GROW_UP_PERCENT_DEFAULT 25
+#define DICT_PERFORMANCE_PROBLEM_AVG_CONFLICTS 10
diff --git a/Dict.mqh b/Dict.mqh
@@ -112,7 +112,7 @@ class Dict : public DictBase<K, V> {
    * Inserts or replaces value for a given key.
    */
   bool Set(K key, V value) {
-    if (!InsertInto(_DictSlots_ref, key, value)) return false;
+    if (!InsertInto(_DictSlots_ref, key, value, true)) return false;
     return true;
   }
 
@@ -190,7 +190,14 @@ class Dict : public DictBase<K, V> {
   /**
    * Inserts value into given array of DictSlots.
    */
-  bool InsertInto(DictSlotsRef<K, V>& dictSlotsRef, const K key, V value) {
+  bool InsertInto(DictSlotsRef<K, V>& dictSlotsRef, const K key, V value, bool allow_resize) {
+    // Will resize dict if there were performance problems before.
+    if (allow_resize && !dictSlotsRef.IsPerformant()) {
+      if (!GrowUp()) {
+        return false;
+      }
+    }
+
     if (_mode == DictModeUnknown)
       _mode = DictModeDict;
     else if (_mode != DictModeDict) {
@@ -213,8 +220,8 @@ class Dict : public DictBase<K, V> {
       }
 
       if (keySlot == NULL) {
-        // We need to expand array of DictSlotsRef.DictSlots (by 25%).
-        if (!Resize(MathMax(10, (int)((float)ArraySize(dictSlotsRef.DictSlots) * 1.25)))) return false;
+        // We need to expand array of DictSlotsRef.DictSlots (by 25% by default).
+        if (!GrowUp()) return false;
       }
     }
 
@@ -254,6 +261,8 @@ class Dict : public DictBase<K, V> {
         // Slot overwrite is not needed. Using empty slot.
         ++dictSlotsRef._num_used;
       }
+
+      dictSlotsRef.AddConflicts(_num_conflicts);
     }
 
     dictSlotsRef.DictSlots[position].key = key;
@@ -275,8 +284,8 @@ class Dict : public DictBase<K, V> {
     }
 
     if (dictSlotsRef._num_used == ArraySize(dictSlotsRef.DictSlots)) {
-      // No DictSlotsRef.DictSlots available, we need to expand array of DictSlotsRef.DictSlots (by 25%).
-      if (!Resize(MathMax(10, (int)((float)ArraySize(dictSlotsRef.DictSlots) * 1.25)))) return false;
+      // No DictSlotsRef.DictSlots available, we need to expand array of DictSlotsRef.DictSlots.
+      if (!GrowUp()) return false;
     }
 
     unsigned int position = Hash((unsigned int)dictSlotsRef._list_index) % ArraySize(dictSlotsRef.DictSlots);
@@ -295,6 +304,13 @@ class Dict : public DictBase<K, V> {
     return true;
   }
 
+  /**
+   * Expands array of DictSlots by given percentage value.
+   */
+  bool GrowUp(int percent = DICT_GROW_UP_PERCENT_DEFAULT) {
+    return Resize(MathMax(10, (int)((float)ArraySize(_DictSlots_ref.DictSlots) * ((float)(percent + 100) / 100.0f))));
+  }
+
   /**
    * Shrinks or expands array of DictSlots.
    */
@@ -321,7 +337,7 @@ class Dict : public DictBase<K, V> {
       if (!_DictSlots_ref.DictSlots[i].IsUsed()) continue;
 
       if (_DictSlots_ref.DictSlots[i].HasKey()) {
-        if (!InsertInto(new_DictSlots, _DictSlots_ref.DictSlots[i].key, _DictSlots_ref.DictSlots[i].value))
+        if (!InsertInto(new_DictSlots, _DictSlots_ref.DictSlots[i].key, _DictSlots_ref.DictSlots[i].value, false))
           return false;
       } else {
         if (!InsertInto(new_DictSlots, _DictSlots_ref.DictSlots[i].value)) return false;

diff --git a/DictBase.mqh b/DictBase.mqh
@@ -26,6 +26,7 @@
 
 // Includes.
 #include "Convert.mqh"
+#include "Dict.enum.h"
 #include "DictIteratorBase.mqh"
 #include "DictSlot.mqh"
 #include "Serializer.mqh"

diff --git a/DictIteratorBase.mqh b/DictIteratorBase.mqh
@@ -26,6 +26,7 @@
 #endif
 
 #include "DictBase.mqh"
+#include "DictSlotsRef.h"
 #include "SerializerConversions.h"
 
 template <typename K, typename V>
@@ -137,21 +138,3 @@ class DictIteratorBase {
     _invalid_until_incremented |= invalid_until_incremented;
   }
 };
-
-template <typename K, typename V>
-class DictSlot;
-
-template <typename K, typename V>
-struct DictSlotsRef {
-  DictSlot<K, V> DictSlots[];
-
-  // Incremental index for dict operating in list mode.
-  int _list_index;
-
-  int _num_used;
-
-  DictSlotsRef() {
-    _list_index = 0;
-    _num_used = 0;
-  }
-};
diff --git a/DictObject.mqh b/DictObject.mqh
@@ -114,7 +114,7 @@ class DictObject : public DictBase<K, V> {
    * Inserts or replaces value for a given key.
    */
   bool Set(K key, V& value) {
-    if (!InsertInto(_DictSlots_ref, key, value)) return false;
+    if (!InsertInto(_DictSlots_ref, key, value, true)) return false;
     return true;
   }
 
@@ -177,7 +177,14 @@ class DictObject : public DictBase<K, V> {
   /**
    * Inserts value into given array of DictSlots.
    */
-  bool InsertInto(DictSlotsRef<K, V>& dictSlotsRef, const K key, V& value) {
+  bool InsertInto(DictSlotsRef<K, V>& dictSlotsRef, const K key, V& value, bool allow_resize) {
+    // Will resize dict if there were performance problems before.
+    if (allow_resize && !dictSlotsRef.IsPerformant()) {
+      if (!GrowUp()) {
+        return false;
+      }
+    }
+
     if (_mode == DictModeUnknown)
       _mode = DictModeDict;
     else if (_mode != DictModeDict) {
@@ -200,8 +207,8 @@ class DictObject : public DictBase<K, V> {
       }
 
       if (keySlot == NULL) {
-        // We need to expand array of DictSlotsRef.DictSlots (by 25%).
-        if (!Resize(MathMax(10, (int)((float)ArraySize(dictSlotsRef.DictSlots) * 1.25)))) return false;
+        // We need to expand array of DictSlotsRef.DictSlots.
+        if (!GrowUp()) return false;
       }
     }
 
@@ -241,6 +248,8 @@ class DictObject : public DictBase<K, V> {
         // Slot overwrite is not needed. Using empty slot.
         ++dictSlotsRef._num_used;
       }
+
+      dictSlotsRef.AddConflicts(_num_conflicts);
     }
 
     dictSlotsRef.DictSlots[position].key = key;
@@ -262,8 +271,8 @@ class DictObject : public DictBase<K, V> {
     }
 
     if (dictSlotsRef._num_used == ArraySize(dictSlotsRef.DictSlots)) {
-      // No DictSlotsRef.DictSlots available, we need to expand array of DictSlotsRef.DictSlots (by 25%).
-      if (!Resize(MathMax(10, (int)((float)ArraySize(dictSlotsRef.DictSlots) * 1.25)))) return false;
+      // No DictSlotsRef.DictSlots available, we need to expand array of DictSlotsRef.DictSlots.
+      if (!GrowUp()) return false;
     }
 
     unsigned int position = Hash((unsigned int)dictSlotsRef._list_index) % ArraySize(dictSlotsRef.DictSlots);
@@ -282,6 +291,13 @@ class DictObject : public DictBase<K, V> {
     return true;
   }
 
+  /**
+   * Expands array of DictSlots by given percentage value.
+   */
+  bool GrowUp(int percent = DICT_GROW_UP_PERCENT_DEFAULT) {
+    return Resize(MathMax(10, (int)((float)ArraySize(_DictSlots_ref.DictSlots) * ((float)(percent + 100) / 100.0f))));
+  }
+
   /**
    * Shrinks or expands array of DictSlots.
    */
@@ -293,14 +309,20 @@ class DictObject : public DictBase<K, V> {
 
     DictSlotsRef<K, V> new_DictSlots;
 
+    int i;
+
     if (ArrayResize(new_DictSlots.DictSlots, new_size) == -1) return false;
 
+    for (i = 0; i < new_size; ++i) {
+      new_DictSlots.DictSlots[i].SetFlags(0);
+    }
+
     // Copies entire array of DictSlots into new array of DictSlots. Hashes will be rehashed.
-    for (unsigned int i = 0; i < (unsigned int)ArraySize(_DictSlots_ref.DictSlots); ++i) {
+    for (i = 0; i < ArraySize(_DictSlots_ref.DictSlots); ++i) {
       if (!_DictSlots_ref.DictSlots[i].IsUsed()) continue;
 
       if (_DictSlots_ref.DictSlots[i].HasKey()) {
-        if (!InsertInto(new_DictSlots, _DictSlots_ref.DictSlots[i].key, _DictSlots_ref.DictSlots[i].value))
+        if (!InsertInto(new_DictSlots, _DictSlots_ref.DictSlots[i].key, _DictSlots_ref.DictSlots[i].value, false))
           return false;
       } else {
         if (!InsertInto(new_DictSlots, _DictSlots_ref.DictSlots[i].value)) return false;

diff --git a/DictSlotsRef.h b/DictSlotsRef.h
@@ -0,0 +1,72 @@
+//+------------------------------------------------------------------+
+//|                                                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
+ * DictSlotsRef struct.
+ */
+
+#ifndef __MQL__
+// Allows the preprocessor to include a header file when it is needed.
+#pragma once
+#endif
+
+// Includes.
+#include "Dict.enum.h"
+
+template <typename K, typename V>
+class DictSlot;
+
+template <typename K, typename V>
+struct DictSlotsRef {
+  DictSlot<K, V> DictSlots[];
+
+  // Incremental index for dict operating in list mode.
+  int _list_index;
+
+  int _num_used;
+
+  int _num_conflicts;
+
+  float _avg_conflicts;
+
+  DictSlotsRef() {
+    _list_index = 0;
+    _num_used = 0;
+    _num_conflicts = 0;
+    _avg_conflicts = 0;
+  }
+
+  /**
+   * Adds given number of conflicts for an insert action, so we can store average number of conflicts.
+   */
+  void AddConflicts(int num) {
+    if (num != 0) {
+      _avg_conflicts += float(num) / ++_num_conflicts;
+    }
+  }
+
+  /**
+   * Checks whethere there is no performance problems with slots.
+   */
+  bool IsPerformant() { return _avg_conflicts < DICT_PERFORMANCE_PROBLEM_AVG_CONFLICTS; }
+};