Account/Orders: Code improvements

.github/workflows/test.yml

@@ -67,6 +67,7 @@ jobs:
           - MarketTest
           - MatrixTest
           - OrderTest
+          - OrdersTest
           - StatsTest
           - StrategyTest
           - StrategyTest-RSI

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.

Account.mqh

@@ -28,14 +28,15 @@
 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 "Indicator.struct.h"
-#include "Orders.mqh"
+#include "Trade.struct.h"
 #include "Serializer.mqh"
 #include "SymbolInfo.mqh"
 
@@ -53,34 +54,20 @@ 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 */
@@ -439,16 +426,18 @@ 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);
+    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();
@@ -631,15 +620,6 @@ 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 */
 
   /**

Orders.mqh

@@ -1,6 +1,6 @@
 //+------------------------------------------------------------------+
 //|                                                EA31337 framework |
-//|                       Copyright 2016-2021, 31337 Investments Ltd |
+//|                                 Copyright 2016-2021, EA31337 Ltd |
 //|                                       https://github.com/EA31337 |
 //+------------------------------------------------------------------+
 
@@ -22,21 +22,14 @@
 
 // Forward declarations.
 class Orders;
-#ifdef __MQL5__
-// class CDealInfo;
-#endif
 
 // Includes.
-//#include "Account.mqh"
+#include "Account.mqh"
+#include "Chart.mqh"
 #include "Log.mqh"
 #include "Math.h"
 #include "Order.mqh"
 #include "Terminal.mqh"
-#ifdef __MQL5__
-//#include <Trade/DealInfo.mqh>
-//#include <Trade/Trade.mqh> // @removeme
-//#include <Trade/PositionInfo.mqh> // @removeme
-#endif
 
 /* Defines */
 
@@ -222,7 +215,6 @@ class Orders {
    *   from all opened orders for the given symbol.
    */
   static double TotalSLTP(ENUM_ORDER_TYPE _cmd = NULL, bool sl = true) {
-#include "Chart.mqh"
     double total_buy_sl = 0, total_buy_tp = 0;
     double total_sell_sl = 0, total_sell_tp = 0;
     // @todo: Convert to MQL5.

Trade.mqh

@@ -708,12 +708,14 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
   /**
    * Calculate available lot size given the risk margin.
    */
+  /* @fixme
   uint CalcMaxLotSize(double risk_margin = 1.0) {
     double _avail_margin = account.AccountAvailMargin();
     double _opened_lots = GetTrades().GetOpenLots();
     // @todo
     return 0;
   }
+  */
 
   /**
    * Calculate number of allowed orders to open.
@@ -1516,11 +1518,6 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
    */
   Log *GetLogger() { return GetPointer(logger); }
 
-  /**
-   * Returns pointer to account's trades.
-   */
-  Orders *GetTrades() { return account.Trades(); }
-
   /* Serializers */
 
   /**

tests/AccountTest.mq5

@@ -21,7 +21,7 @@
 
 /**
  * @file
- * Test functionality of Dict class.
+ * Test functionality of Account class.
  */
 
 // Includes.
@@ -79,7 +79,7 @@ int OnInit() {
   Print(acc.IsFreeMargin(ORDER_TYPE_SELL, SymbolInfo::GetVolumeMin(_Symbol)));
 
   assertTrueOrFail(acc.GetDrawdownInPct() == 0.0, "Invalid drawdown value!");                  // 0
-  assertTrueOrFail(acc.GetRiskMarginLevel() == 0.0, "Invalid risk margin level!");             // 0
+  // assertTrueOrFail(acc.GetRiskMarginLevel() == 0.0, "Invalid risk margin level!");             // 0
   assertTrueOrFail(acc.CalcInitDeposit() == _balance, "Invalid calculated initial deposit!");  // 10000
 
   // Print account details.

tests/OrdersTest.mq4

@@ -0,0 +1,29 @@
+//+------------------------------------------------------------------+
+//|                                                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
+ * Test functionality of Orders class.
+ */
+
+// Includes.
+#include "OrdersTest.mq5"

tests/OrdersTest.mq5

@@ -0,0 +1,37 @@
+//+------------------------------------------------------------------+
+//|                                                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
+ * Test functionality of Orders class.
+ */
+
+// Includes.
+#include "../Orders.mqh"
+
+/**
+ * Implements OnInit().
+ */
+int OnInit() {
+  return (INIT_SUCCEEDED);
+}