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Harden pending cancellation and startup state handling

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This commit is contained in:
Hiroaki86
2026-05-31 17:17:54 +09:00
parent bbc8ea1a80
commit 33cfc2597c
14 changed files with 4196 additions and 98 deletions
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Include/MyLib/Trading/HITTradeManager.mqh
+250 -56
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@@ -73,10 +73,12 @@ int VolumeDigits()
* @param tp 利確価格。
* @param sl 損切価格。
* @param volume 注文ロット。
* @param comment_suffix 分割注文識別用のコメント接尾辞。空なら従来コメント。
* @param comment_suffix H1候補または分割注文識別用のコメント接尾辞。空なら従来コメント。
* @param candidate_reference_time H1候補の元になった確定足時刻。取得不能時は0。
* @return 注文が正常に受理された場合はtrue、それ以外はfalse。
*/
bool SendOrder(int orderType, double price, double tp, double sl, double volume, string comment_suffix)
bool SendOrder(int orderType, double price, double tp, double sl, double volume,
string comment_suffix, datetime candidate_reference_time)
{
MqlTradeRequest request = {};
MqlTradeResult result = {};
@@ -95,7 +97,8 @@ bool SendOrder(int orderType, double price, double tp, double sl, double volume,
// 指値または逆指値注文
request.action = TRADE_ACTION_PENDING;
ApplyPendingOrderExpiration(request);
if(!ApplyPendingOrderExpiration(request, candidate_reference_time))
return false;
switch(orderType)
{
@@ -178,35 +181,48 @@ ENUM_ORDER_TYPE_FILLING GetOrderFillingPolicy(string symbol)
* @brief brokerが対応している範囲でpending orderにサーバー側の期限を設定します。
*
* @param request 更新対象の取引リクエスト。
* @param candidate_reference_time H1候補の元になった確定足時刻。取得不能時は0。
* @return H1候補の期限が残っている場合はtrue。発注前に期限切れならfalse。
*/
void ApplyPendingOrderExpiration(MqlTradeRequest &request)
bool ApplyPendingOrderExpiration(MqlTradeRequest &request, const datetime candidate_reference_time)
{
int expiration_seconds = ENTRY_H1_LIMIT * PeriodSeconds(PERIOD_H1);
long expiration_mode = SymbolInfoInteger(request.symbol, SYMBOL_EXPIRATION_MODE);
datetime expiration_at = TimeCurrent() + expiration_seconds;
if(candidate_reference_time > 0)
expiration_at = candidate_reference_time + expiration_seconds;
if(expiration_seconds > 0 &&
(expiration_mode & SYMBOL_EXPIRATION_SPECIFIED) != 0)
if(expiration_seconds <= 0 || expiration_at <= TimeCurrent())
{
request.type_time = ORDER_TIME_SPECIFIED;
request.expiration = TimeCurrent() + expiration_seconds;
return;
Print("[Order Skip] H1 candidate expiration is not in the future. candidate_at=",
TimeToString(candidate_reference_time, TIME_DATE | TIME_SECONDS),
" expiration_at=", TimeToString(expiration_at, TIME_DATE | TIME_SECONDS));
return false;
}
if(expiration_seconds > 0 &&
(expiration_mode & SYMBOL_EXPIRATION_SPECIFIED_DAY) != 0)
long expiration_mode = SymbolInfoInteger(request.symbol, SYMBOL_EXPIRATION_MODE);
if((expiration_mode & SYMBOL_EXPIRATION_SPECIFIED) != 0)
{
request.type_time = ORDER_TIME_SPECIFIED;
request.expiration = expiration_at;
return true;
}
if((expiration_mode & SYMBOL_EXPIRATION_SPECIFIED_DAY) != 0)
{
request.type_time = ORDER_TIME_SPECIFIED_DAY;
request.expiration = TimeCurrent() + expiration_seconds;
return;
request.expiration = expiration_at;
return true;
}
if((expiration_mode & SYMBOL_EXPIRATION_DAY) != 0)
{
request.type_time = ORDER_TIME_DAY;
return;
return true;
}
request.type_time = ORDER_TIME_GTC;
return true;
}
//+------------------------------------------------------------------+
@@ -391,6 +407,215 @@ bool IsCurrentSplitCandidateComment(const string comment, const string candidate
return (StringFind(comment, "Z" + candidate_id + "#") >= 0);
}
//+------------------------------------------------------------------+
//| pending取消のticket単位クールダウン管理
//+------------------------------------------------------------------+
// Prevent repeated server-side cancel requests for the same pending ticket.
int EffectiveCancelRetryCooldownSeconds()
{
int cooldown = input_cancel_retry_cooldown_seconds;
if(cooldown < 1)
cooldown = 1;
if(cooldown > 3600)
cooldown = 3600;
return cooldown;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int FindPendingOrderCancelAttempt(const ulong ticket)
{
for(int i = ArraySize(g_cancel_retry_tickets) - 1; i >= 0; i--)
{
if(g_cancel_retry_tickets[i] == ticket)
return i;
}
return -1;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void RemovePendingOrderCancelAttemptAt(const int index)
{
int size = ArraySize(g_cancel_retry_tickets);
if(index < 0 || index >= size)
return;
int last = size - 1;
if(index != last)
{
g_cancel_retry_tickets[index] = g_cancel_retry_tickets[last];
g_cancel_retry_at[index] = g_cancel_retry_at[last];
}
ArrayResize(g_cancel_retry_tickets, last);
ArrayResize(g_cancel_retry_at, last);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void ForgetPendingOrderCancelAttempt(const ulong ticket)
{
RemovePendingOrderCancelAttemptAt(FindPendingOrderCancelAttempt(ticket));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CanAttemptPendingOrderCancel(const ulong ticket)
{
int index = FindPendingOrderCancelAttempt(ticket);
if(index < 0)
return true;
return (TimeCurrent() - g_cancel_retry_at[index] >= EffectiveCancelRetryCooldownSeconds());
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void MarkPendingOrderCancelAttempt(const ulong ticket)
{
int index = FindPendingOrderCancelAttempt(ticket);
if(index >= 0)
{
g_cancel_retry_at[index] = TimeCurrent();
return;
}
int size = ArraySize(g_cancel_retry_tickets);
ArrayResize(g_cancel_retry_tickets, size + 1);
ArrayResize(g_cancel_retry_at, size + 1);
g_cancel_retry_tickets[size] = ticket;
g_cancel_retry_at[size] = TimeCurrent();
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CleanupPendingOrderCancelAttempts()
{
for(int i = ArraySize(g_cancel_retry_tickets) - 1; i >= 0; i--)
{
if(!OrderSelect(g_cancel_retry_tickets[i]))
RemovePendingOrderCancelAttemptAt(i);
}
}
//+------------------------------------------------------------------+
//| pending取消要求を共通化する関数
//+------------------------------------------------------------------+
/**
* @brief 同一ticketへの取消要求をクールダウンし、取引サーバーへの過剰送信を防ぎます。
*/
bool TryCancelPendingOrder(const ulong ticket, const string reason)
{
if(ticket == 0 || !CanAttemptPendingOrderCancel(ticket))
return false;
MarkPendingOrderCancelAttempt(ticket);
MqlTradeRequest request = {};
MqlTradeResult trade_result = {};
request.action = TRADE_ACTION_REMOVE;
request.order = ticket;
ResetLastError();
if(!OrderSend(request, trade_result))
{
Print("Failed to delete order. Ticket: ", ticket,
" Reason: ", reason, " Error: ", GetLastError(),
" RetryAfterSeconds: ", EffectiveCancelRetryCooldownSeconds());
return false;
}
if(trade_result.retcode == TRADE_RETCODE_DONE)
{
Print("Pending order canceled. Ticket: ", ticket, " Reason: ", reason);
ForgetPendingOrderCancelAttempt(ticket);
return true;
}
Print("Order cancellation failed. Ticket: ", ticket,
" Reason: ", reason, " Retcode: ", trade_result.retcode,
" RetryAfterSeconds: ", EffectiveCancelRetryCooldownSeconds());
return false;
}
//+------------------------------------------------------------------+
//| pending注文タイプをEA戦略番号へ変換する関数
//+------------------------------------------------------------------+
int PendingOrderStrategy(const ENUM_ORDER_TYPE order_type)
{
switch(order_type)
{
case ORDER_TYPE_BUY_STOP:
return 1;
case ORDER_TYPE_BUY_LIMIT:
return 2;
case ORDER_TYPE_SELL_STOP:
return 3;
case ORDER_TYPE_SELL_LIMIT:
return 4;
default:
return 0;
}
}
//+------------------------------------------------------------------+
//| H4 market_stateと矛盾するpending注文を取消する関数
//+------------------------------------------------------------------+
// Cancel pending orders that contradict the refreshed H4 market state.
bool CancelPendingOrdersNotAllowedByTrend(const int trend_state)
{
bool result = false;
CleanupPendingOrderCancelAttempts();
for(int i = OrdersTotal() - 1; i >= 0; i--)
{
ulong ticket = OrderGetTicket(i);
if(ticket == 0 || !OrderSelect(ticket))
continue;
if(OrderGetString(ORDER_SYMBOL) != _Symbol)
continue;
if((int)OrderGetInteger(ORDER_MAGIC) != magic_number)
continue;
int strategy = PendingOrderStrategy((ENUM_ORDER_TYPE)OrderGetInteger(ORDER_TYPE));
if(strategy > 0 && IsOrderTypeAllowedByTrend(strategy, trend_state))
continue;
string reason = "H4 market_state=" + IntegerToString(trend_state) +
" strategy=" + IntegerToString(strategy);
if(TryCancelPendingOrder(ticket, reason))
result = true;
}
return result;
}
//+------------------------------------------------------------------+
//| pendingコメントからH1候補時刻を復元する関数
//+------------------------------------------------------------------+
datetime PendingOrderCandidateTime(const string comment)
{
int marker = StringFind(comment, "Z");
if(marker < 0)
return 0;
datetime candidate_at = 0;
string candidate_id = StringSubstr(comment, marker + 1, 12);
if(!TryParseTargetCandidateTime(candidate_id, candidate_at))
return 0;
return candidate_at;
}
//+------------------------------------------------------------------+
//| 分割slotが既存注文/ポジションに存在するか判定する関数
//+------------------------------------------------------------------+
@@ -437,6 +662,7 @@ bool CancelStaleSplitPendingOrders(const string current_candidate_id)
{
bool result = false;
bool keep_current_candidate = (current_candidate_id != "" && current_candidate_id != "0");
CleanupPendingOrderCancelAttempts();
for(int i = OrdersTotal() - 1; i >= 0; i--)
{
@@ -456,26 +682,8 @@ bool CancelStaleSplitPendingOrders(const string current_candidate_id)
if(keep_current_candidate && IsCurrentSplitCandidateComment(comment, current_candidate_id))
continue;
MqlTradeRequest request = {};
MqlTradeResult trade_result = {};
request.action = TRADE_ACTION_REMOVE;
request.order = ticket;
if(!OrderSend(request, trade_result))
{
Print("Failed to delete stale split order. Ticket: ", ticket, " Error: ", GetLastError());
continue;
}
if(trade_result.retcode == TRADE_RETCODE_DONE)
{
Print("Stale split order canceled. Ticket: ", ticket, " comment=", comment);
if(TryCancelPendingOrder(ticket, "stale split comment=" + comment))
result = true;
}
else
{
Print("Stale split order cancellation failed. Ticket: ", ticket, " Retcode: ", trade_result.retcode);
}
}
return result;
@@ -495,6 +703,7 @@ bool CancelStaleSplitPendingOrders(const string current_candidate_id)
bool CancelExpiredOrders()
{
bool result = false;
CleanupPendingOrderCancelAttempts();
// 未決済注文の数を取得
for(int i = OrdersTotal() - 1; i >= 0; i--)
@@ -508,33 +717,18 @@ bool CancelExpiredOrders()
continue;
datetime open_time = (datetime)OrderGetInteger(ORDER_TIME_SETUP);
datetime reference_time = PendingOrderCandidateTime(OrderGetString(ORDER_COMMENT));
if(reference_time <= 0)
reference_time = open_time;
int expiration_seconds = ENTRY_H1_LIMIT * PeriodSeconds(PERIOD_H1);
if(open_time <= 0 || expiration_seconds <= 0)
if(reference_time <= 0 || expiration_seconds <= 0)
continue;
if(TimeCurrent() - open_time >= expiration_seconds)
if(TimeCurrent() - reference_time >= expiration_seconds)
{
MqlTradeRequest request = {};
MqlTradeResult trade_result = {};
request.action=TRADE_ACTION_REMOVE; // 取引操作タイプ
request.order = ticket; // 注文チケット
if(!OrderSend(request, trade_result)) // 削除リクエスト送信
{
Print("Failed to delete order. Ticket: ", ticket, " Error: ", GetLastError());
}
else
{
if(trade_result.retcode == TRADE_RETCODE_DONE)
{
Print("Order canceled successfully due to a time limit. Ticket: ", ticket);
result = true; // 削除成功フラグ
}
else
{
Print("Order cancellation failed. Ticket: ", ticket, " Retcode: ", trade_result.retcode);
}
}
if(TryCancelPendingOrder(ticket, "H1 candidate expired"))
result = true;
}
}
}