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Strengthen Python timeout recovery and candidate freshness

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This commit is contained in:
Hiroaki86
2026-05-30 08:59:40 +09:00
parent 265d378e07
commit 321431d8ec
17 changed files with 454 additions and 48 deletions
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Include/MyLib/Common/HITExternalProcess.mqh
+94 -4
View File
@@ -242,6 +242,84 @@ bool UpdateExternalProcessStatus(ExternalProcessState &process, const string lab
return true;
}
//+------------------------------------------------------------------+
//| 外部プロセスツリーを強制終了する関数
//+------------------------------------------------------------------+
/**
* @brief タイムアウトしたcmd/bat配下のPythonをプロセスツリーごと終了します。
*
* @param label ログ表示用ラベル。
* @param process 終了対象の外部プロセス状態。
* @return taskkill が正常終了した場合はtrue。
*/
bool TerminateExternalProcessTree(const string label, ExternalProcessState &process)
{
if(process.process_id == 0)
{
Print("[", label, "] cannot terminate process tree: pid is missing.");
return false;
}
STARTUPINFO_W startup_info = {};
PROCESS_INFORMATION process_info = {};
startup_info.cb = (uint)sizeof(startup_info);
string taskkill_exe = "C:\\Windows\\System32\\taskkill.exe";
string command_line = "\"" + taskkill_exe + "\" /PID " +
IntegerToString((long)process.process_id) + " /T /F";
int created = CreateProcessW(
taskkill_exe,
command_line,
0,
0,
0,
CREATE_NO_WINDOW,
0,
"C:\\Windows\\System32",
startup_info,
process_info
);
if(created == 0 || process_info.hProcess == 0)
{
Print("[", label, "] taskkill launch failed. pid=", process.process_id,
" err=", GetLastError());
return false;
}
if(process_info.hThread != 0)
CloseHandle(process_info.hThread);
int wait_result = WaitForSingleObject(process_info.hProcess, TASKKILL_WAIT_MILLISECONDS);
uint exit_code = 1;
if(wait_result == WAIT_OBJECT_0)
{
if(GetExitCodeProcess(process_info.hProcess, exit_code) == 0)
{
Print("[", label, "] failed to get taskkill exit code. err=", GetLastError());
exit_code = 1;
}
}
else
{
Print("[", label, "] taskkill wait failed. result=", wait_result,
" err=", GetLastError());
}
CloseHandle(process_info.hProcess);
if(wait_result != WAIT_OBJECT_0 || exit_code != 0)
{
Print("[", label, "] taskkill failed. pid=", process.process_id,
" exit_code=", exit_code);
return false;
}
Print("[", label, "] timed-out Python process tree terminated. pid=", process.process_id);
ResetExternalProcessState(process);
return true;
}
//+------------------------------------------------------------------+
//| 外部プロセスがタイムアウトしているか判定する関数
//+------------------------------------------------------------------+
@@ -312,7 +390,8 @@ bool StartBatchProcess(const string bat_file,
const string running_file,
const string label,
ExternalProcessState &process,
const string file_prefix)
const string file_prefix,
const int price_digits)
{
STARTUPINFO_W startup_info = {};
PROCESS_INFORMATION process_info = {};
@@ -320,7 +399,8 @@ bool StartBatchProcess(const string bat_file,
startup_info.cb = (uint)sizeof(startup_info);
string cmd_exe = "C:\\Windows\\System32\\cmd.exe";
string command_line = "\"" + cmd_exe + "\" /c \"\"" + bat_file + "\" \"" + file_prefix + "\"\"";
string command_line = "\"" + cmd_exe + "\" /c \"\"" + bat_file + "\" \"" +
file_prefix + "\" \"" + IntegerToString(price_digits) + "\"\"";
string current_directory = BatchWorkingDirectory(bat_file);
int created = CreateProcessW(
@@ -357,7 +437,8 @@ bool StartBatchProcess(const string bat_file,
CreateRunningFile(running_file, process.process_id);
Print("[", label, "] process started. pid=", process.process_id,
" file=", bat_file, " cwd=", current_directory, " prefix=", file_prefix);
" file=", bat_file, " cwd=", current_directory,
" prefix=", file_prefix, " digits=", price_digits);
return true;
}
@@ -550,8 +631,17 @@ bool RecoverTimedOutProcess(const string done_file, const string running_file, c
if(!UpdateExternalProcessStatus(process, label))
{
if(IsExternalProcessTimedOut(process, running_file))
{
Print("[", label, "] Python exceeded ", PYTHON_TIMEOUT_SECONDS,
" seconds, but the process is still running. Keep waiting.");
" seconds. Terminating process tree before retry.");
if(TerminateExternalProcessTree(label, process))
{
DeleteRunningFile(running_file);
DeleteDoneFile(done_file);
return true;
}
Print("[", label, "] process tree termination failed. Keep waiting.");
}
return false;
}
Include/MyLib/Signals/HITEntrySignal.mqh
+28 -10
View File
@@ -80,8 +80,9 @@ bool ValidateEntryPreconditions(EAState &state)
if(IsTargetCandidateExpired(state))
{
Print("[Entry Skip] H1 target candidate expired. loaded_at=",
TimeToString(state.target_loaded_at, TIME_DATE | TIME_SECONDS));
Print("[Entry Skip] H1 target candidate expired. candidate_at=",
TimeToString(TargetCandidateReferenceTime(state), TIME_DATE | TIME_SECONDS),
" loaded_at=", TimeToString(state.target_loaded_at, TIME_DATE | TIME_SECONDS));
state.chk_cnt = 0;
return false;
}
@@ -91,6 +92,7 @@ bool ValidateEntryPreconditions(EAState &state)
Print("[Entry Skip] H1 target candidate is too old for new execution. age=",
TargetCandidateAgeText(state),
" max_age_minutes=", input_entry_max_candidate_age_minutes,
" candidate_at=", TimeToString(TargetCandidateReferenceTime(state), TIME_DATE | TIME_SECONDS),
" loaded_at=", TimeToString(state.target_loaded_at, TIME_DATE | TIME_SECONDS));
state.chk_cnt = 0;
return false;
@@ -113,19 +115,20 @@ bool ValidateEntryPreconditions(EAState &state)
/**
* @brief H1候補価格がENTRY_H1_LIMIT時間を超えて古くなっていないか判定します。
*
* @param state EA全体の状態。H1候補価格の読込時刻を参照します。
* @param state EA全体の状態。H1候補価格の元になった確定足時刻を参照します。
* @return 候補価格が期限切れの場合はtrue。
*/
bool IsTargetCandidateExpired(EAState &state)
{
if(state.target_loaded_at <= 0)
datetime reference_time = TargetCandidateReferenceTime(state);
if(reference_time <= 0)
return false;
int expiration_seconds = ENTRY_H1_LIMIT * PeriodSeconds(PERIOD_H1);
if(expiration_seconds <= 0)
return false;
return (TimeCurrent() - state.target_loaded_at >= expiration_seconds);
return (TimeCurrent() - reference_time >= expiration_seconds);
}
//+------------------------------------------------------------------+
@@ -134,14 +137,14 @@ bool IsTargetCandidateExpired(EAState &state)
/**
* @brief M15確認が遅れて整った古いH1候補で新規注文しないように判定します。
*
* @param state EA全体の状態。H1候補価格の読込時刻を参照します。
* @param state EA全体の状態。H1候補価格の元になった確定足時刻を参照します。
* @return 入力で指定した最大経過分数を超えている場合はtrue。
*/
bool IsTargetCandidateTooOldForExecution(EAState &state)
{
if(input_entry_max_candidate_age_minutes <= 0)
return false;
if(state.target_loaded_at <= 0)
if(TargetCandidateReferenceTime(state) <= 0)
return false;
int max_age_seconds = input_entry_max_candidate_age_minutes * 60;
@@ -151,18 +154,33 @@ bool IsTargetCandidateTooOldForExecution(EAState &state)
return (TargetCandidateAgeSeconds(state) > max_age_seconds);
}
//+------------------------------------------------------------------+
//| H1候補価格の鮮度判定に使う基準時刻を返す関数
//+------------------------------------------------------------------+
/**
* @brief Python結果の読込時刻ではなく、H1確定足由来の候補時刻を優先します。
*/
datetime TargetCandidateReferenceTime(EAState &state)
{
if(state.target_candidate_at > 0)
return state.target_candidate_at;
return state.target_loaded_at;
}
//+------------------------------------------------------------------+
//| H1候補価格の経過秒数を返す関数
//+------------------------------------------------------------------+
/**
* @brief H1候補価格をEAへ読み込んでからの経過秒数を返します。
* @brief H1候補価格の元になった確定足からの経過秒数を返します。
*/
int TargetCandidateAgeSeconds(EAState &state)
{
if(state.target_loaded_at <= 0)
datetime reference_time = TargetCandidateReferenceTime(state);
if(reference_time <= 0)
return -1;
return (int)(TimeCurrent() - state.target_loaded_at);
return (int)(TimeCurrent() - reference_time);
}
//+------------------------------------------------------------------+
Include/MyLib/Signals/HITPythonSignalGateway.mqh
+79 -3
View File
@@ -214,6 +214,71 @@ bool TryParseStrictDouble(const string value, double &parsed)
return true;
}
//+------------------------------------------------------------------+
//| H1候補IDを安全な12桁時刻トークンへ正規化する関数
//+------------------------------------------------------------------+
/**
* @brief Pythonから受け取ったcandidate_idを注文コメントに使える数字だけへ丸めます。
*/
string NormalizeTargetCandidateId(const string value)
{
string text = TrimText(value);
string output = "";
int length = StringLen(text);
for(int i = 0; i < length && StringLen(output) < 12; i++)
{
int ch = StringGetCharacter(text, i);
if(IsDecimalDigit(ch))
output += StringSubstr(text, i, 1);
}
if(StringLen(output) <= 0)
return "0";
return output;
}
//+------------------------------------------------------------------+
//| H1候補IDから確定足時刻を復元する関数
//+------------------------------------------------------------------+
/**
* @brief `yyyyMMddHHmm` 形式のcandidate_idをdatetimeへ変換します。
*/
bool TryParseTargetCandidateTime(const string candidate_id, datetime &candidate_at)
{
candidate_at = 0;
string text = NormalizeTargetCandidateId(candidate_id);
if(StringLen(text) != 12)
return false;
int year = (int)StringToInteger(StringSubstr(text, 0, 4));
int month = (int)StringToInteger(StringSubstr(text, 4, 2));
int day = (int)StringToInteger(StringSubstr(text, 6, 2));
int hour = (int)StringToInteger(StringSubstr(text, 8, 2));
int minute = (int)StringToInteger(StringSubstr(text, 10, 2));
if(year < 2000 || month < 1 || month > 12 ||
day < 1 || day > 31 || hour < 0 || hour > 23 ||
minute < 0 || minute > 59)
return false;
string datetime_text = StringFormat("%04d.%02d.%02d %02d:%02d",
year, month, day, hour, minute);
datetime parsed = StringToTime(datetime_text);
if(parsed <= 0)
return false;
MqlDateTime parts;
TimeToStruct(parsed, parts);
if(parts.year != year || parts.mon != month || parts.day != day ||
parts.hour != hour || parts.min != minute)
return false;
candidate_at = parsed;
return true;
}
//+------------------------------------------------------------------+
//| バッチファイル（Pythonスクリプト）を実行する関数
//+------------------------------------------------------------------+
@@ -230,7 +295,9 @@ bool ExecuteBatchTrend()
return false;
DeleteDoneFile(done_trend_file);
return StartBatchProcess(get_trend_reply_bat, running_trend_file, "trend", g_trend_process, mt5_file_prefix);
int price_digits = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);
return StartBatchProcess(get_trend_reply_bat, running_trend_file, "trend",
g_trend_process, mt5_file_prefix, price_digits);
}
//+------------------------------------------------------------------+
@@ -249,7 +316,9 @@ bool ExecuteBatchEntry()
return false;
DeleteDoneFile(done_entry_file);
return StartBatchProcess(get_entry_reply_bat, running_entry_file, "entry", g_entry_process, mt5_file_prefix);
int price_digits = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);
return StartBatchProcess(get_entry_reply_bat, running_entry_file, "entry",
g_entry_process, mt5_file_prefix, price_digits);
}
@@ -504,6 +573,7 @@ void ResetTargetZones(EAState &state)
{
state.zone_res_chk = 0;
state.zone_candidate_id = "0";
state.target_candidate_at = 0;
for(int t = 1; t <= 4; t++)
{
@@ -611,7 +681,12 @@ void LoadTargetZones(EAState &state)
if(line_index == 3)
{
state.zone_candidate_id = line;
state.zone_candidate_id = NormalizeTargetCandidateId(line);
datetime candidate_at = 0;
if(TryParseTargetCandidateTime(state.zone_candidate_id, candidate_at))
state.target_candidate_at = candidate_at;
else
state.target_candidate_at = 0;
continue;
}
@@ -634,6 +709,7 @@ void LoadTargetZones(EAState &state)
Print("target_zones: res=", state.zone_res_chk,
" id=", state.zone_candidate_id,
" candidate_at=", TimeToString(state.target_candidate_at, TIME_DATE | TIME_MINUTES),
" | T1 zone=", state.zone_low[1], "-", state.zone_high[1],
" tp=", state.zone_tp[1], " sl=", state.zone_sl[1],
" | T2 zone=", state.zone_low[2], "-", state.zone_high[2],
Include/MyLib/Trading/HITTradeManager.mqh
+67 -1
View File
@@ -2,6 +2,66 @@
#define HIT_TRADE_MANAGER_MQH
//+------------------------------------------------------------------+
//| 注文ロットがブローカー制約を満たすか判定する関数
//+------------------------------------------------------------------+
/**
* @brief 通常注文と分割注文の最終送信前に volume min/max/step を検証します。
*/
bool IsOrderVolumeAllowed(const double volume, const string context)
{
double min_volume = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
double max_volume = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX);
double step_volume = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP);
if(volume <= 0.0 || min_volume <= 0.0 || max_volume <= 0.0 || step_volume <= 0.0)
{
Print("[Order Skip] invalid volume setting. context=", context,
" volume=", volume, " min=", min_volume,
" max=", max_volume, " step=", step_volume);
return false;
}
if(volume < min_volume || volume > max_volume)
{
Print("[Order Skip] volume out of range. context=", context,
" volume=", volume, " min=", min_volume, " max=", max_volume);
return false;
}
double steps = (volume - min_volume) / step_volume;
double nearest = MathRound(steps);
if(MathAbs(steps - nearest) > 0.000001)
{
Print("[Order Skip] volume does not match broker step. context=", context,
" volume=", volume, " min=", min_volume, " step=", step_volume);
return false;
}
return true;
}
//+------------------------------------------------------------------+
//| ブローカーのロットstepから正規化桁数を推定する関数
//+------------------------------------------------------------------+
int VolumeDigits()
{
int volume_digits = 2;
double step_volume = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP);
if(step_volume > 0.0)
{
volume_digits = 0;
double step = step_volume;
while(step < 1.0 && volume_digits < 8)
{
step *= 10.0;
volume_digits++;
}
}
return volume_digits;
}
//+------------------------------------------------------------------+
//| エントリー注文を送信する関数 (1:buy-stop, 2:buy-limit, 3:sell-stop, 4:sell-limit)
//+------------------------------------------------------------------+
@@ -23,7 +83,7 @@ bool SendOrder(int orderType, double price, double tp, double sl, double volume,
request.magic = magic_number;
request.symbol = _Symbol;
request.volume = volume;
request.volume = NormalizeDouble(volume, VolumeDigits());
request.deviation = slippage;
request.type_filling = GetOrderFillingPolicy(_Symbol);
request.price = NormalizeDouble(price, (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS));
@@ -64,6 +124,12 @@ bool SendOrder(int orderType, double price, double tp, double sl, double volume,
return false;
}
string volume_context = orderTypeStr;
if(comment_suffix != "")
volume_context += " " + comment_suffix;
if(!IsOrderVolumeAllowed(volume, volume_context))
return false;
// 注文送信
if(!OrderSend(request, result))
{
Include/MyLib/Trading/SLTPManager.mqh
+15 -11
View File
@@ -335,8 +335,9 @@ public:
continue;
double candidate_sl = 0.0;
const double evaluation_price = (type == POSITION_TYPE_BUY) ? tick.bid : tick.ask;
if (!CalcHighVolatilitySL(type,
tick.bid,
evaluation_price,
open_m1,
open_m3,
open_m5,
@@ -381,7 +382,10 @@ private:
/// @details GOLD/XAUUSD は 0.1、2/3桁は0.01、4/5桁は0.0001を1 pipとして扱う。
double PipSize()
{
if (m_symbol == "XAUUSD" || m_symbol == "GOLD")
string normalized_symbol = m_symbol;
StringToUpper(normalized_symbol);
if (StringFind(normalized_symbol, "XAUUSD") >= 0 ||
StringFind(normalized_symbol, "GOLD") >= 0)
return 0.1;
const int digits = (int)SymbolInfoInteger(m_symbol, SYMBOL_DIGITS);
@@ -585,7 +589,7 @@ private:
/// @brief 高ボラティリティ判定に基づくSL候補を計算する。
/// @return いずれかの時間足でしきい値を超え、SL候補を出力した場合は true。
bool CalcHighVolatilitySL(const ENUM_POSITION_TYPE type,
const double current_bid,
const double current_price,
const double open_m1,
const double open_m3,
const double open_m5,
@@ -599,11 +603,11 @@ private:
double candidate_sl = 0.0;
const double rate_ratio = 0.9;
EvaluateHighVolatilityOpen(type, current_bid, open_m1, 100.0, rate_ratio, pip_size, digits, has_candidate, candidate_sl);
EvaluateHighVolatilityOpen(type, current_bid, open_m3, 150.0, rate_ratio, pip_size, digits, has_candidate, candidate_sl);
EvaluateHighVolatilityOpen(type, current_bid, open_m5, 200.0, rate_ratio, pip_size, digits, has_candidate, candidate_sl);
EvaluateHighVolatilityOpen(type, current_bid, open_m10, 300.0, rate_ratio, pip_size, digits, has_candidate, candidate_sl);
EvaluateHighVolatilityOpen(type, current_bid, open_m15, 400.0, rate_ratio, pip_size, digits, has_candidate, candidate_sl);
EvaluateHighVolatilityOpen(type, current_price, open_m1, 100.0, rate_ratio, pip_size, digits, has_candidate, candidate_sl);
EvaluateHighVolatilityOpen(type, current_price, open_m3, 150.0, rate_ratio, pip_size, digits, has_candidate, candidate_sl);
EvaluateHighVolatilityOpen(type, current_price, open_m5, 200.0, rate_ratio, pip_size, digits, has_candidate, candidate_sl);
EvaluateHighVolatilityOpen(type, current_price, open_m10, 300.0, rate_ratio, pip_size, digits, has_candidate, candidate_sl);
EvaluateHighVolatilityOpen(type, current_price, open_m15, 400.0, rate_ratio, pip_size, digits, has_candidate, candidate_sl);
if (!has_candidate)
return false;
@@ -614,7 +618,7 @@ private:
/// @brief 1本の時間足始値から急変幅を評価し、有効なSL候補なら最良候補へ反映する。
void EvaluateHighVolatilityOpen(const ENUM_POSITION_TYPE type,
const double current_bid,
const double current_price,
const double open_price,
const double limit_pips,
const double rate_ratio,
@@ -631,12 +635,12 @@ private:
if (type == POSITION_TYPE_BUY)
{
movement_pips = (current_bid - open_price) / pip_size;
movement_pips = (current_price - open_price) / pip_size;
sl_value = open_price + limit_pips * rate_ratio * pip_size;
}
else if (type == POSITION_TYPE_SELL)
{
movement_pips = (open_price - current_bid) / pip_size;
movement_pips = (open_price - current_price) / pip_size;
sl_value = open_price - limit_pips * rate_ratio * pip_size;
}
else