Merge branch 'dev' of https://github.com/EA31337/EA31337-classes into…

… dev-c++
EA31337 · Jul 20, 2021 · 8619ee7 · 8619ee7
2 parents d9307d2 + d1ee8c1
commit 8619ee7
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Showing 82 changed files with 440 additions and 93 deletions.
diff --git a/Bar.struct.h b/Bar.struct.h
@@ -150,6 +150,7 @@ struct BarOHLC
     }
     return _r4 > _r3 && _r3 > _r2 && _r2 > _r1 && _r1 > _pp && _pp > _s1 && _s1 > _s2 && _s2 > _s3 && _s3 > _s4;
   }
+  datetime GetTime() { return time; }
   float GetAppliedPrice(ENUM_APPLIED_PRICE _ap) const { return BarOHLC::GetAppliedPrice(_ap, open, high, low, close); }
   float GetBody() const { return close - open; }
   float GetBodyAbs() const { return fabs(close - open); }

diff --git a/BufferStruct.mqh b/BufferStruct.mqh
@@ -76,17 +76,21 @@ class BufferStruct : public DictStruct<long, TStruct> {
   void Clear(long _dt = 0, bool _older = true) {
     min = INT_MAX;
     max = INT_MIN;
-    for (DictStructIterator<long, TStruct> iter(Begin()); iter.IsValid(); ++iter) {
-      long _time = iter.Key();
-      if (_older && _time < _dt) {
-        Unset(iter.Key());
-        continue;
-      } else if (!_older && _time > _dt) {
-        Unset(iter.Key());
-        continue;
+    if (_dt > 0) {
+      for (DictStructIterator<long, TStruct> iter(Begin()); iter.IsValid(); ++iter) {
+        long _time = iter.Key();
+        if (_older && _time < _dt) {
+          Unset(iter.Key());
+          continue;
+        } else if (!_older && _time > _dt) {
+          Unset(iter.Key());
+          continue;
+        }
+        min = _time < min ? _time : min;
+        max = _time > max ? _time : max;
       }
-      min = _time < min ? _time : min;
-      max = _time > max ? _time : max;
+    } else {
+      DictStruct<long, TStruct>::Clear();
     }
   }
 

diff --git a/Chart.mqh b/Chart.mqh
@@ -235,7 +235,13 @@ class Chart : public Market {
     return _chart_entry;
   }
 
-  /* State checking */
+  /**
+   * Gets copy of params.
+   *
+   * @return
+   *   Returns structure for Trade's params.
+   */
+  ChartParams GetParams() const { return cparams; }
 
   /* State checking */
 

diff --git a/Indicator.enum.h b/Indicator.enum.h
@@ -137,8 +137,8 @@ enum ENUM_IDATA_VALUE_RANGE {
   IDATA_RANGE_ARROW,   // Value is non-zero on signal.
   IDATA_RANGE_BINARY,  // E.g. 0 or 1.
   IDATA_RANGE_MIXED,
-  IDATA_RANGE_PRICE,   // Values represent price.
-  IDATA_RANGE_RANGE,   // E.g. 0 to 100.
+  IDATA_RANGE_PRICE,  // Values represent price.
+  IDATA_RANGE_RANGE,  // E.g. 0 to 100.
   IDATA_RANGE_UNKNOWN
 };
 
@@ -204,4 +204,5 @@ enum INDICATOR_ENTRY_FLAGS {
   INDI_ENTRY_FLAG_IS_LONG = 1 << 5,
   INDI_ENTRY_FLAG_IS_PRICE = 1 << 6,
   INDI_ENTRY_FLAG_IS_VALID = 1 << 7,
+  INDI_ENTRY_FLAG_INSUFFICIENT_DATA = 1 << 8,  // Entry has missing value for that shift and propbably won't ever have.
 };
diff --git a/Indicator.mqh b/Indicator.mqh
@@ -373,7 +373,7 @@ class Indicator : public Chart {
   bool CopyEntries(IndicatorDataEntry& _data[], int _count, int _start_shift = 0) {
     bool _is_valid = true;
     if (ArraySize(_data) < _count) {
-      _is_valid &= ArrayResize(_data, _count);
+      _is_valid &= ArrayResize(_data, _count) > 0;
     }
     for (int i = 0; i < _count; i++) {
       IndicatorDataEntry _entry = GetEntry(_start_shift + i);
@@ -392,14 +392,15 @@ class Indicator : public Chart {
    */
   template <typename T>
   bool CopyValues(T& _data[], int _count, int _start_shift = 0, int _mode = 0) {
+    bool _is_valid = true;
     if (ArraySize(_data) < _count) {
-      bool _is_valid = true;
-      _is_valid &= ArrayResize(_data, _count);
+      _count = ArrayResize(_data, _count);
+      _count = _count > 0 ? _count : ArraySize(_data);
     }
     for (int i = 0; i < _count; i++) {
       IndicatorDataEntry _entry = GetEntry(_start_shift + i);
       _is_valid &= _entry.IsValid();
-      _data[i] = _entry<T>[_mode];
+      _data[i] = (T)_entry[_mode];
     }
     return _is_valid;
   }
@@ -622,12 +623,12 @@ class Indicator : public Chart {
   template <typename T>
   int GetHighest(int count = WHOLE_ARRAY, int start_bar = 0) {
     int max_idx = -1;
-    double max = NULL;
+    double max = -DBL_MAX;
     int last_bar = count == WHOLE_ARRAY ? (int)(GetBarShift(GetLastBarTime())) : (start_bar + count - 1);
 
     for (int shift = start_bar; shift <= last_bar; ++shift) {
       double value = GetEntry(shift).GetMax<T>(iparams.max_modes);
-      if (max == NULL || value > max) {
+      if (value > max) {
         max = value;
         max_idx = shift;
       }
@@ -642,12 +643,12 @@ class Indicator : public Chart {
   template <typename T>
   int GetLowest(int count = WHOLE_ARRAY, int start_bar = 0) {
     int min_idx = -1;
-    double min = NULL;
+    double min = DBL_MAX;
     int last_bar = count == WHOLE_ARRAY ? (int)(GetBarShift(GetLastBarTime())) : (start_bar + count - 1);
 
     for (int shift = start_bar; shift <= last_bar; ++shift) {
       double value = GetEntry(shift).GetMin<T>(iparams.max_modes);
-      if (min == NULL || value < min) {
+      if (value < min) {
         min = value;
         min_idx = shift;
       }
@@ -1063,13 +1064,13 @@ class Indicator : public Chart {
    * Returns price value of the corresponding indicator values.
    */
   template <typename T>
-  T GetValuePrice(int _shift = 0, int _mode = -1, ENUM_APPLIED_PRICE _ap = PRICE_CLOSE) {
+  float GetValuePrice(int _shift = 0, int _mode = 0, ENUM_APPLIED_PRICE _ap = PRICE_CLOSE) {
     float _price = 0;
     if (iparams.GetIDataValueRange() != IDATA_RANGE_PRICE) {
-      _price = GetPrice(_ap, _shift);
+      _price = (float)GetPrice(_ap, _shift);
     } else if (iparams.GetIDataValueRange() == IDATA_RANGE_PRICE) {
       // When indicator values are the actual prices.
-      T _values[3];
+      T _values[4];
       if (!CopyValues(_values, 4, _shift, _mode)) {
         // When values aren't valid, return 0.
         return _price;
@@ -1172,9 +1173,10 @@ class Indicator : public Chart {
    */
   virtual string ToString(int _shift = 0) {
     IndicatorDataEntry _entry = GetEntry(_shift);
+    int _serializer_flags = SERIALIZER_FLAG_SKIP_HIDDEN | SERIALIZER_FLAG_INCLUDE_DYNAMIC;
     SerializerConverter _stub_indi =
-        SerializerConverter::MakeStubObject<IndicatorDataEntry>(SERIALIZER_FLAG_SKIP_HIDDEN, _entry.GetSize());
-    return SerializerConverter::FromObject(_entry, SERIALIZER_FLAG_SKIP_HIDDEN).ToString<SerializerCsv>(0, &_stub_indi);
+        SerializerConverter::MakeStubObject<IndicatorDataEntry>(_serializer_flags, _entry.GetSize());
+    return SerializerConverter::FromObject(_entry, _serializer_flags).ToString<SerializerCsv>(0, &_stub_indi);
   }
 };
 #endif
diff --git a/Indicator.struct.h b/Indicator.struct.h
@@ -126,8 +126,8 @@ struct IndicatorCalculateCache {
 
 /* Structure for indicator data entry. */
 struct IndicatorDataEntry {
-  long timestamp;       // Timestamp of the entry's bar.
-  unsigned char flags;  // Indicator entry flags.
+  long timestamp;        // Timestamp of the entry's bar.
+  unsigned short flags;  // Indicator entry flags.
   union IndicatorDataEntryValue {
     double vdbl;
     float vflt;
@@ -375,24 +375,42 @@ struct IndicatorDataEntry {
     }
     return TYPE_DOUBLE;
   }
+  INDICATOR_ENTRY_FLAGS GetDataTypeFlag(ENUM_DATATYPE _dt) {
+    switch (_dt) {
+      case TYPE_DOUBLE:
+        return INDI_ENTRY_FLAG_IS_DOUBLE;
+      case TYPE_FLOAT:
+        return INDI_ENTRY_FLAG_IS_FLOAT;
+      case TYPE_INT:
+        return INDI_ENTRY_FLAG_IS_INT;
+      case TYPE_LONG:
+        return INDI_ENTRY_FLAG_IS_LONG;
+      default:
+        break;
+    }
+    return (INDICATOR_ENTRY_FLAGS)0;
+  }
   // Value flag methods for bitwise operations.
   bool CheckFlags(unsigned short _flags) { return (flags & _flags) != 0; }
   bool CheckFlagsAll(unsigned short _flags) { return (flags & _flags) == _flags; }
-  void AddFlags(unsigned char _flags) { flags |= _flags; }
-  void RemoveFlags(unsigned char _flags) { flags &= ~_flags; }
+  void AddFlags(unsigned short _flags) { flags |= _flags; }
+  void RemoveFlags(unsigned short _flags) { flags &= ~_flags; }
   void SetFlag(INDICATOR_ENTRY_FLAGS _flag, bool _value) {
     if (_value) {
       AddFlags(_flag);
     } else {
       RemoveFlags(_flag);
     }
   }
-  void SetFlags(unsigned char _flags) { flags = _flags; }
+  void SetFlags(unsigned short _flags) { flags = _flags; }
   // Converters.
   // State checkers.
   bool IsValid() { return CheckFlags(INDI_ENTRY_FLAG_IS_VALID); }
   // Serializers.
-  void SerializeStub(int _n1 = 1, int _n2 = 1, int _n3 = 1, int _n4 = 1, int _n5 = 1) { ArrayResize(values, _n1); }
+  void SerializeStub(int _n1 = 1, int _n2 = 1, int _n3 = 1, int _n4 = 1, int _n5 = 1) {
+    ArrayResize(values, _n1);
+    AddFlags(INDI_ENTRY_FLAG_IS_DOUBLE);
+  }
   SerializerNodeType Serialize(Serializer &_s);
   template <typename T>
   string ToCSV() {

diff --git a/Indicators/Bitwise/Indi_Candle.mqh b/Indicators/Bitwise/Indi_Candle.mqh
@@ -117,6 +117,7 @@ class Indi_Candle : public Indicator {
       istate.is_ready = true;
 
       if (_entry.IsValid()) {
+        _entry.AddFlags(_entry.GetDataTypeFlag(params.GetDataValueType()));
         idata.Add(_entry, _bar_time);
       }
     }

diff --git a/Indicators/Indi_AC.mqh b/Indicators/Indi_AC.mqh
@@ -142,6 +142,7 @@ class Indi_AC : public Indicator {
       }
       _entry.SetFlag(INDI_ENTRY_FLAG_IS_VALID, !_entry.HasValue<double>(NULL) && !_entry.HasValue<double>(EMPTY_VALUE));
       if (_entry.IsValid()) {
+        _entry.AddFlags(_entry.GetDataTypeFlag(params.GetDataValueType()));
         idata.Add(_entry, _bar_time);
       }
     }

diff --git a/Indicators/Indi_AD.mqh b/Indicators/Indi_AD.mqh
@@ -141,6 +141,7 @@ class Indi_AD : public Indicator {
       }
       _entry.SetFlag(INDI_ENTRY_FLAG_IS_VALID, !_entry.HasValue<double>(NULL) && !_entry.HasValue<double>(EMPTY_VALUE));
       if (_entry.IsValid()) {
+        _entry.AddFlags(_entry.GetDataTypeFlag(params.GetDataValueType()));
         idata.Add(_entry, _bar_time);
       }
     }

diff --git a/Indicators/Indi_ADX.mqh b/Indicators/Indi_ADX.mqh
@@ -163,6 +163,7 @@ class Indi_ADX : public Indicator {
       _entry.SetFlag(INDI_ENTRY_FLAG_IS_VALID, !_entry.HasValue((double)NULL) && !_entry.HasValue(EMPTY_VALUE) &&
                                                    _entry.IsWithinRange(0.0, 100.0));
       if (_entry.IsValid()) {
+        _entry.AddFlags(_entry.GetDataTypeFlag(params.GetDataValueType()));
         idata.Add(_entry, _bar_time);
       }
     }

diff --git a/Indicators/Indi_ADXW.mqh b/Indicators/Indi_ADXW.mqh
@@ -94,6 +94,7 @@ class Indi_ADXW : public Indicator {
       }
       _entry.SetFlag(INDI_ENTRY_FLAG_IS_VALID, !_entry.HasValue<double>(NULL) && !_entry.HasValue<double>(EMPTY_VALUE));
       if (_entry.IsValid()) {
+        _entry.AddFlags(_entry.GetDataTypeFlag(params.GetDataValueType()));
         idata.Add(_entry, _bar_time);
       }
     }

diff --git a/Indicators/Indi_AMA.mqh b/Indicators/Indi_AMA.mqh
@@ -103,6 +103,7 @@ class Indi_AMA : public Indicator {
       }
       _entry.SetFlag(INDI_ENTRY_FLAG_IS_VALID, !_entry.HasValue<double>(NULL) && !_entry.HasValue<double>(EMPTY_VALUE));
       if (_entry.IsValid()) {
+        _entry.AddFlags(_entry.GetDataTypeFlag(params.GetDataValueType()));
         idata.Add(_entry, _bar_time);
       }
     }

diff --git a/Indicators/Indi_AO.mqh b/Indicators/Indi_AO.mqh
@@ -146,6 +146,7 @@ class Indi_AO : public Indicator {
       }
       _entry.SetFlag(INDI_ENTRY_FLAG_IS_VALID, _entry.values[0].Get<double>() != EMPTY_VALUE);
       if (_entry.IsValid()) {
+        _entry.AddFlags(_entry.GetDataTypeFlag(params.GetDataValueType()));
         idata.Add(_entry, _bar_time);
       }
     }

diff --git a/Indicators/Indi_ASI.mqh b/Indicators/Indi_ASI.mqh
@@ -95,6 +95,7 @@ class Indi_ASI : public Indicator {
       }
       _entry.SetFlag(INDI_ENTRY_FLAG_IS_VALID, !_entry.HasValue<double>(NULL) && !_entry.HasValue<double>(EMPTY_VALUE));
       if (_entry.IsValid()) {
+        _entry.AddFlags(_entry.GetDataTypeFlag(params.GetDataValueType()));
         idata.Add(_entry, _bar_time);
       }
     }

diff --git a/Indicators/Indi_ATR.mqh b/Indicators/Indi_ATR.mqh
@@ -144,6 +144,7 @@ class Indi_ATR : public Indicator {
       }
       _entry.SetFlag(INDI_ENTRY_FLAG_IS_VALID, !_entry.HasValue<double>(NULL) && !_entry.HasValue<double>(EMPTY_VALUE));
       if (_entry.IsValid()) {
+        _entry.AddFlags(_entry.GetDataTypeFlag(params.GetDataValueType()));
         idata.Add(_entry, _bar_time);
       }
     }

diff --git a/Indicators/Indi_Alligator.mqh b/Indicators/Indi_Alligator.mqh
@@ -217,6 +217,7 @@ class Indi_Alligator : public Indicator {
       _entry.SetFlag(INDI_ENTRY_FLAG_IS_VALID,
                      !_entry.HasValue<double>(NULL) && !_entry.HasValue<double>(EMPTY_VALUE) && _entry.IsGt<double>(0));
       if (_entry.IsValid()) {
+        _entry.AddFlags(_entry.GetDataTypeFlag(params.GetDataValueType()));
         idata.Add(_entry, _bar_time);
       }
     }

diff --git a/Indicators/Indi_BWMFI.mqh b/Indicators/Indi_BWMFI.mqh
@@ -187,7 +187,10 @@ class Indi_BWMFI : public Indicator {
 #endif
       _entry.values[BWMFI_HISTCOLOR] = _histcolor;
       _entry.SetFlag(INDI_ENTRY_FLAG_IS_VALID, _entry.values[BWMFI_BUFFER] != 0 && !_entry.HasValue(EMPTY_VALUE));
-      if (_entry.IsValid()) idata.Add(_entry, _bar_time);
+      if (_entry.IsValid()) {
+        _entry.AddFlags(_entry.GetDataTypeFlag(params.GetDataValueType()));
+        idata.Add(_entry, _bar_time);
+      }
     }
     return _entry;
   }

diff --git a/Indicators/Indi_BWZT.mqh b/Indicators/Indi_BWZT.mqh
@@ -95,6 +95,7 @@ class Indi_BWZT : public Indicator {
       }
       _entry.SetFlag(INDI_ENTRY_FLAG_IS_VALID, !_entry.HasValue<double>(NULL) && !_entry.HasValue<double>(EMPTY_VALUE));
       if (_entry.IsValid()) {
+        _entry.AddFlags(_entry.GetDataTypeFlag(params.GetDataValueType()));
         idata.Add(_entry, _bar_time);
       }
     }

diff --git a/Indicators/Indi_Bands.mqh b/Indicators/Indi_Bands.mqh
@@ -293,6 +293,7 @@ class Indi_Bands : public Indicator {
                      !_entry.HasValue((double)NULL) && !_entry.HasValue(EMPTY_VALUE) && _entry.IsGt(0) &&
                          _entry.values[BAND_LOWER].GetDbl() < _entry.values[BAND_UPPER].GetDbl());
       if (_entry.IsValid()) {
+        _entry.AddFlags(_entry.GetDataTypeFlag(params.GetDataValueType()));
         idata.Add(_entry, _bar_time);
       }
     }

diff --git a/Indicators/Indi_BearsPower.mqh b/Indicators/Indi_BearsPower.mqh
@@ -150,6 +150,7 @@ class Indi_BearsPower : public Indicator {
       }
       _entry.SetFlag(INDI_ENTRY_FLAG_IS_VALID, !_entry.HasValue((double)NULL) && !_entry.HasValue(EMPTY_VALUE));
       if (_entry.IsValid()) {
+        _entry.AddFlags(_entry.GetDataTypeFlag(params.GetDataValueType()));
         idata.Add(_entry, _bar_time);
       }
     }

diff --git a/Indicators/Indi_BullsPower.mqh b/Indicators/Indi_BullsPower.mqh
@@ -152,6 +152,7 @@ class Indi_BullsPower : public Indicator {
       }
       _entry.SetFlag(INDI_ENTRY_FLAG_IS_VALID, !_entry.HasValue<double>(NULL) && !_entry.HasValue<double>(EMPTY_VALUE));
       if (_entry.IsValid()) {
+        _entry.AddFlags(_entry.GetDataTypeFlag(params.GetDataValueType()));
         idata.Add(_entry, _bar_time);
       }
     }

diff --git a/Indicators/Indi_CCI.mqh b/Indicators/Indi_CCI.mqh
@@ -216,6 +216,7 @@ class Indi_CCI : public Indicator {
       _entry.values[0] = GetValue(0);
       _entry.SetFlag(INDI_ENTRY_FLAG_IS_VALID, !_entry.HasValue<double>(NULL) && !_entry.HasValue<double>(EMPTY_VALUE));
       if (_entry.IsValid()) {
+        _entry.AddFlags(_entry.GetDataTypeFlag(params.GetDataValueType()));
         idata.Add(_entry, _bar_time);
       }
     }

diff --git a/Indicators/Indi_CHO.mqh b/Indicators/Indi_CHO.mqh
@@ -105,6 +105,7 @@ class Indi_CHO : public Indicator {
       _entry.values[0] = GetValue(_shift);
       _entry.SetFlag(INDI_ENTRY_FLAG_IS_VALID, !_entry.HasValue<double>(NULL) && !_entry.HasValue<double>(EMPTY_VALUE));
       if (_entry.IsValid()) {
+        _entry.AddFlags(_entry.GetDataTypeFlag(params.GetDataValueType()));
         idata.Add(_entry, _bar_time);
       }
     }

diff --git a/Indicators/Indi_CHV.mqh b/Indicators/Indi_CHV.mqh
@@ -101,6 +101,7 @@ class Indi_CHV : public Indicator {
       _entry.values[0] = GetValue(_shift);
       _entry.SetFlag(INDI_ENTRY_FLAG_IS_VALID, !_entry.HasValue<double>(NULL) && !_entry.HasValue<double>(EMPTY_VALUE));
       if (_entry.IsValid()) {
+        _entry.AddFlags(_entry.GetDataTypeFlag(params.GetDataValueType()));
         idata.Add(_entry, _bar_time);
       }
     }

diff --git a/Indicators/Indi_ColorBars.mqh b/Indicators/Indi_ColorBars.mqh
@@ -92,6 +92,7 @@ class Indi_ColorBars : public Indicator {
       }
       _entry.SetFlag(INDI_ENTRY_FLAG_IS_VALID, !_entry.HasValue<double>(NULL) && !_entry.HasValue<double>(EMPTY_VALUE));
       if (_entry.IsValid()) {
+        _entry.AddFlags(_entry.GetDataTypeFlag(params.GetDataValueType()));
         idata.Add(_entry, _bar_time);
       }
     }

diff --git a/Indicators/Indi_ColorCandlesDaily.mqh b/Indicators/Indi_ColorCandlesDaily.mqh
@@ -94,6 +94,7 @@ class Indi_ColorCandlesDaily : public Indicator {
       }
       _entry.SetFlag(INDI_ENTRY_FLAG_IS_VALID, !_entry.HasValue<double>(NULL) && !_entry.HasValue<double>(EMPTY_VALUE));
       if (_entry.IsValid()) {
+        _entry.AddFlags(_entry.GetDataTypeFlag(params.GetDataValueType()));
         idata.Add(_entry, _bar_time);
       }
     }

diff --git a/Indicators/Indi_ColorLine.mqh b/Indicators/Indi_ColorLine.mqh
@@ -92,6 +92,7 @@ class Indi_ColorLine : public Indicator {
       }
       _entry.SetFlag(INDI_ENTRY_FLAG_IS_VALID, !_entry.HasValue<double>(NULL) && !_entry.HasValue<double>(EMPTY_VALUE));
       if (_entry.IsValid()) {
+        _entry.AddFlags(_entry.GetDataTypeFlag(params.GetDataValueType()));
         idata.Add(_entry, _bar_time);
       }
     }

diff --git a/Indicators/Indi_CustomMovingAverage.mqh b/Indicators/Indi_CustomMovingAverage.mqh
@@ -103,6 +103,7 @@ class Indi_CustomMovingAverage : public Indicator {
       _entry.values[0] = GetValue(_shift);
       _entry.SetFlag(INDI_ENTRY_FLAG_IS_VALID, !_entry.HasValue<double>(NULL) && !_entry.HasValue<double>(EMPTY_VALUE));
       if (_entry.IsValid()) {
+        _entry.AddFlags(_entry.GetDataTypeFlag(params.GetDataValueType()));
         idata.Add(_entry, _bar_time);
       }
     }