Buffer: Adds BufferTick

.github/workflows/test-buffer.yml

@@ -49,6 +49,7 @@ jobs:
       matrix:
         test:
           - BufferCandle.test
+          - BufferTick.test
     steps:
       - uses: actions/download-artifact@v2
         with:

Buffer/BufferCandle.h

@@ -34,8 +34,6 @@
 template <typename TV>
 class BufferCandle : public BufferStruct<CandleOHLC<TV>> {
  protected:
-  uint cache_limit;
-
  protected:
   /* Protected methods */
 

Buffer/BufferTick.h

@@ -0,0 +1,79 @@
+//+------------------------------------------------------------------+
+//|                                                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/>.
+ *
+ */
+
+// Prevents processing this includes file for the second time.
+#ifndef BUFFER_TICK_H
+#define BUFFER_TICK_H
+
+// Includes.
+#include "../BufferStruct.mqh"
+#include "../Tick.struct.h"
+
+/**
+ * Class to store struct data.
+ */
+template <typename TV>
+class BufferTick : public BufferStruct<TickAB<TV>> {
+ protected:
+ protected:
+  /* Protected methods */
+
+  /**
+   * Initialize class.
+   *
+   * Called on constructor.
+   */
+  void Init() { SetOverflowListener(BufferTickOverflowListener, 10); }
+
+ public:
+  /* Constructors */
+
+  /**
+   * Constructor.
+   */
+  BufferTick() { Init(); }
+  BufferTick(BufferTick& _right) {
+    THIS_REF = _right;
+    Init();
+  }
+
+  /* Callback methods */
+
+  /**
+   * Function should return true if resize can be made, or false to overwrite current slot.
+   */
+  static bool BufferTickOverflowListener(ENUM_DICT_OVERFLOW_REASON _reason, int _size, int _num_conflicts) {
+    static int cache_limit = 86400;
+    switch (_reason) {
+      case DICT_OVERFLOW_REASON_FULL:
+        // We allow resize if dictionary size is less than 86400 slots.
+        return _size < cache_limit;
+      case DICT_OVERFLOW_REASON_TOO_MANY_CONFLICTS:
+      default:
+        // When there is too many conflicts, we just reject doing resize, so first conflicting slot will be reused.
+        break;
+    }
+    return false;
+  }
+};
+
+#endif  // BUFFER_TICK_H

Buffer/tests/BufferTick.test.mq4

@@ -0,0 +1,28 @@
+//+------------------------------------------------------------------+
+//|                                                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 BufferTick class.
+ */
+
+// Includes.
+#include "BufferTick.test.mq5"

Buffer/tests/BufferTick.test.mq5

@@ -0,0 +1,57 @@
+//+------------------------------------------------------------------+
+//|                                                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 BufferTick class.
+ */
+
+// Includes
+#include "../../Test.mqh"
+#include "../BufferTick.h"
+
+/**
+ * Implements OnInit().
+ */
+int OnInit() {
+  MqlTick mql_tick;             // 60
+  TickAB<double> _tick_ab_d;    // 16
+  TickAB<float> _tick_ab_f;     // 8
+  TickTAB<double> _tick_tab_d;  // 24
+  TickTAB<float> _tick_tab_f;   // 16
+  Print("mql_tick: ", sizeof(mql_tick));
+  Print("_tick_ab_d: ", sizeof(_tick_ab_d));
+  Print("_tick_ab_f: ", sizeof(_tick_ab_f));
+  Print("_tick_tab_d: ", sizeof(_tick_tab_d));
+  Print("_tick_tab_f: ", sizeof(_tick_tab_f));
+  // @todo
+  return (GetLastError() > 0 ? INIT_FAILED : INIT_SUCCEEDED);
+}
+
+/**
+ * Implements OnTick().
+ */
+void OnTick() {}
+
+/**
+ * Implements OnDeinit().
+ */
+void OnDeinit(const int reason) {}

Candle.struct.h

@@ -49,6 +49,7 @@ struct CandleOHLC
 #endif
 {
   T open, high, low, close;
+  // Struct constructors.
   CandleOHLC(T _open = 0, T _high = 0, T _low = 0, T _close = 0) : open(_open), high(_high), low(_low), close(_close) {}
   CandleOHLC(ARRAY_REF(T, _prices)) {
     int _size = ArraySize(_prices);

Indicator/IndicatorTick.h

@@ -30,15 +30,16 @@
 #endif
 
 // Includes.
+#include "../Buffer/BufferTick.h"
 #include "../IndicatorBase.h"
 
 /**
  * Class to deal with tick indicators.
  */
-template <typename TS>
+template <typename TS, typename TV>
 class IndicatorTick : public IndicatorBase {
  protected:
-  BufferStruct<IndicatorDataEntry> itdata;
+  BufferTick<TV> itdata;
   TS itparams;
 
  protected:
@@ -85,6 +86,8 @@ class IndicatorTick : public IndicatorBase {
    */
   IndicatorDataEntry GetEntry(int _timestamp = 0) {
     ResetLastError();
+    TickAB<TV> _entry = itdata.GetByKey(_timestamp);
+    /*
     IndicatorDataEntry _entry = itdata.GetByKey(_timestamp);
     if (!_entry.IsValid() && !_entry.CheckFlag(INDI_ENTRY_FLAG_INSUFFICIENT_DATA)) {
       _entry.Resize(itparams.GetMaxModes());
@@ -133,6 +136,9 @@ class IndicatorTick : public IndicatorBase {
       ResetLastError();
     }
     return _entry;
+    */
+    IndicatorDataEntry _foo;
+    return _foo;
   }
 
   /**
@@ -165,17 +171,9 @@ class IndicatorTick : public IndicatorBase {
    *
    * @see: MqlTick.
    */
-  void SetTick(MqlTick& _tick, long _timestamp = 0) {
-    IndicatorDataEntry _entry(itparams.GetMaxModes());
-    _entry.timestamp = _timestamp;
-    _entry.values[0] = _tick.bid;
-    _entry.values[1] = _tick.ask;
-#ifdef __MQL4__
-    _entry.values[2] = _tick.volume;
-#else
-    _entry.values[2] = _tick.volume_real;
-#endif
-    itdata.Add(_entry, _timestamp);
+  void SetTick(MqlTick& _mql_tick, long _timestamp = 0) {
+    TickAB<TV> _tick(_mql_tick);
+    itdata.Add(_tick, _timestamp);
   }
 
   /**

Indicator/tests/IndicatorTick.test.mq5

@@ -36,7 +36,7 @@ struct IndicatorTickDummyParams : IndicatorParams {
 /**
  * Price Indicator.
  */
-class IndicatorTickDummy : public IndicatorTick<IndicatorTickDummyParams> {
+class IndicatorTickDummy : public IndicatorTick<IndicatorTickDummyParams, double> {
  public:
   IndicatorTickDummy(string _symbol, int _shift = 0, string _name = "")
       : IndicatorTick(INDI_TICK, _symbol, _shift, _name) {

Indicators/Tick/Indi_TickMt.mqh

@@ -44,15 +44,16 @@ struct IndiTickMtParams : IndicatorParams {
 /**
  * Price Indicator.
  */
-class Indi_TickMt : public IndicatorTick<IndiTickMtParams> {
+class Indi_TickMt : public IndicatorTick<IndiTickMtParams, double> {
  protected:
   MqlTick tick;
 
  public:
   /**
    * Class constructor.
    */
-  Indi_TickMt(IndiTickMtParams &_p, IndicatorBase *_indi_src = NULL) : IndicatorTick<IndiTickMtParams>(_p, _indi_src){};
+  Indi_TickMt(IndiTickMtParams &_p, IndicatorBase *_indi_src = NULL)
+      : IndicatorTick<IndiTickMtParams, double>(_p, _indi_src){};
   Indi_TickMt(string _symbol, int _shift = 0) : IndicatorTick(INDI_TICK, _symbol, _shift){};
 
   /**
@@ -86,7 +87,7 @@ class Indi_TickMt : public IndicatorTick<IndiTickMtParams> {
    * This method is called on GetEntry() right after values are set.
    */
   virtual void GetEntryAlter(IndicatorDataEntry &_entry, int _shift = -1) {
-    IndicatorTick<IndiTickMtParams>::GetEntryAlter(_entry, _shift);
+    IndicatorTick<IndiTickMtParams, double>::GetEntryAlter(_entry, _shift);
     _entry.timestamp = _entry.timestamp > 0 ? _entry.timestamp : tick.time;
   };
 };

Tick.struct.h

@@ -38,7 +38,7 @@ struct TickAB {
   T bid;  // Current Bid price.
   // Struct constructors.
   TickAB(T _ask = 0, T _bid = 0) : ask(_ask), bid(_bid) {}
-  TickAB(MqlTick &_tick) : ask(_tick.ask), bid(_tick.bid) {}
+  TickAB(MqlTick &_tick) : ask((T)_tick.ask), bid((T)_tick.bid) {}
 };
 
 /**
@@ -49,7 +49,7 @@ struct TickTAB : TickAB<T> {
   datetime time;  // Time of the last prices update.
   // Struct constructors.
   TickTAB(datetime _time = 0, T _ask = 0, T _bid = 0) : time(_time), TickAB(_ask, _bid) {}
-  TickAB(MqlTick &_tick) : time(_tick.time), TickAB(_tick.ask, _tick.bid) {}
+  TickTAB(MqlTick &_tick) : time(_tick.time), TickAB(_tick) {}
 };
 
 #ifndef __MQL__