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some fixes

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This commit is contained in:
Gunther Schulz
2020-07-29 13:26:06 +02:00
parent 1b2beab4c4
commit d423745c93
2 changed files with 222 additions and 66 deletions
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Experts/JsonAPI.mq5
+60 -29
View File
@@ -41,7 +41,7 @@ int LIVE_PORT=15557;
int STR_PORT=15558;
int INDICATOR_DATA_PORT=15559;
int CHART_DATA_PORT=15560;
int CHART_INDICATOR_PORT=15562;
int CHART_INDICATOR_DATA_PORT=15562;
// ZeroMQ Cnnections
Context context("MQL5 JSON API");
@@ -51,7 +51,7 @@ Socket liveSocket(context,ZMQ_PUSH);
Socket streamSocket(context,ZMQ_PUSH);
Socket indicatorDataSocket(context,ZMQ_PUSH);
Socket chartDataSocket(context,ZMQ_PULL);
Socket chartIndicatorSocket(context,ZMQ_PUB);
Socket chartIndicatorDataSocket(context,ZMQ_PUB);
// Global variables \\
bool debug = false;
@@ -84,12 +84,19 @@ int indicatorCount = 0;
struct ChartWindow {
long id; // Internal id
string chartId; // UUID
string indicatorId; // UUID
int indicatorHandle; // Internal id/handle
};
ChartWindow chartWindows[];
int chartWindowCount = 0;
struct ChartWindowIndicator {
long id; // Internal id
string indicatorId; // UUID
int indicatorHandle; // Internal id/handle
};
ChartWindowIndicator chartWindowIndicators[];
int chartWindowIndicatorCount = 0;
// Refresh chart window interval for JsonAPIIndicator
int chartWindowTimerInterval = 100; // Cycles of the globally set EventSetMillisecondTimer interval
int chartWindowTimerCounter = 0; // Keeps track of the current cycle
@@ -114,8 +121,8 @@ bool BindSockets(){
if (result == false) { return result; } else {Print("Bound 'Indicator Data' socket on port ", INDICATOR_DATA_PORT);}
result = chartDataSocket.bind(StringFormat("tcp://%s:%d", HOST,CHART_DATA_PORT));
if (result == false) { return result; } else {Print("Bound 'Chart Data' socket on port ", CHART_DATA_PORT);}
result = chartIndicatorSocket.bind(StringFormat("tcp://%s:%d", HOST,CHART_INDICATOR_PORT));
if (result == false) { return result; } else {Print("Bound 'JsonAPIIndicator Data' socket on port ", CHART_INDICATOR_PORT);}
result = chartIndicatorDataSocket.bind(StringFormat("tcp://%s:%d", HOST,CHART_INDICATOR_DATA_PORT));
if (result == false) { return result; } else {Print("Bound 'JsonAPIIndicator Data' socket on port ", CHART_INDICATOR_DATA_PORT);}
sysSocket.setLinger(1000);
dataSocket.setLinger(1000);
@@ -123,7 +130,7 @@ bool BindSockets(){
streamSocket.setLinger(1000);
indicatorDataSocket.setLinger(1000);
chartDataSocket.setLinger(1000);
chartIndicatorSocket.setLinger(1000);
chartIndicatorDataSocket.setLinger(1000);
// Number of messages to buffer in RAM.
sysSocket.setSendHighWaterMark(1);
@@ -132,7 +139,7 @@ bool BindSockets(){
streamSocket.setSendHighWaterMark(50);
indicatorDataSocket.setSendHighWaterMark(5);
chartDataSocket.setReceiveHighWaterMark(1); // TODO confirm settings
chartIndicatorSocket.setReceiveHighWaterMark(1);
chartIndicatorDataSocket.setReceiveHighWaterMark(1);
return result;
}
@@ -201,7 +208,7 @@ void OnDeinit(const int reason){
Print("Unbinding 'Chart Data' socket on port ", STR_PORT, "..");
streamSocket.unbind(StringFormat("tcp://%s:%d", HOST, CHART_DATA_PORT));
Print("Unbinding 'JsonAPIIndicator Data' socket on port ", STR_PORT, "..");
streamSocket.unbind(StringFormat("tcp://%s:%d", HOST, CHART_INDICATOR_PORT));
streamSocket.unbind(StringFormat("tcp://%s:%d", HOST, CHART_INDICATOR_DATA_PORT));
// Shutdown ZeroMQ Context
context.shutdown();
@@ -256,6 +263,21 @@ int GetChartWindowIdxByChartWindowId(string chartWindowId)
return -1;
}
//+------------------------------------------------------------------+
//| Get index of chart indicator handler array by indicator id string |
//+------------------------------------------------------------------+
int GetChartIndicatorIdxByChartIndicatorId(string indicatorId)
{
for(int i=0;i<chartWindowIndicatorCount;i++)
{
if(chartWindowIndicators[i].indicatorId == indicatorId){
return i;
}
}
return -1;
}
//+------------------------------------------------------------------+
//| Stream live price data |
//+------------------------------------------------------------------+
@@ -286,6 +308,7 @@ void StreamPriceData(){
if(CopySpread(symbol,period,1,1,spread)!=1) { /*mControl.Check();*/; }
thisBar=(datetime)rates[0].time;
}
if(lastBar!=thisBar){
if(lastBar!=0){ // skip first price data after startup/reset
if( chartTF == "TICK"){
@@ -354,16 +377,19 @@ void OnTimer(){
ZmqMsg chartMsg;
chartDataSocket.recv(chartMsg, true);
if(chartMsg.size()>0){
if(debug) Print(chartMsg.getData());
chartIndicatorSocket.send(chartMsg,true);
double values[];
// Ensure that all indicators have finished intitailisation
for(int i=0;i<ArraySize(chartWindowIndicators);i++){
CopyBuffer(chartWindowIndicators[i].indicatorHandle, 7, 0, 1, values); // '7' is the number of the 'alive' indicator buffer
}
chartIndicatorDataSocket.send(chartMsg,true);
}
// Trigger the indicator JsonAPIIndicator to check for new Messages
if(chartWindowTimerCounter >= chartWindowTimerInterval) {
for(int i=0;i<ArraySize(chartWindows);i++){
long ChartId = chartWindows[i].id;
string chartIndicatorId = chartWindows[i].indicatorId;
EventChartCustom(ChartId, 222, 222, 222.0, chartIndicatorId);
EventChartCustom(ChartId, 222, 222, 222.0);
}
chartWindowTimerCounter = 0;
}
@@ -651,6 +677,7 @@ void OpenChart(CJAVal &dataObject){
ENUM_TIMEFRAMES period = GetTimeframe(chartTF);
chartWindows[idx].id = ChartOpen(symbol, period);
ChartSetInteger(chartWindows[idx].id, CHART_AUTOSCROLL, false);
CJAVal message;
message["error"]=(bool) false;
@@ -669,21 +696,19 @@ void AddChartIndicator(CJAVal &dataObject){
string chartIdStr=dataObject["chartId"].ToStr();
string chartIndicatorId=dataObject["indicatorChartId"].ToStr();
int chartIndicatorSubWindow=dataObject["chartIndicatorSubWindow"].ToInt();
string shortname = dataObject["style"]["shortname"].ToStr();
string linelabel = dataObject["style"]["linelabel"].ToStr();
string colorstyle = dataObject["style"]["color"].ToStr();
string linetype = dataObject["style"]["linetype"].ToStr();
string linestyle = dataObject["style"]["linestyle"].ToStr();
int linewidth = dataObject["style"]["linewidth"].ToInt();
//string shortname = dataObject["style"]["shortname"].ToStr();
int idx = GetChartWindowIdxByChartWindowId(chartIdStr);
long ChartId = chartWindows[idx].id;
int chartIdx = GetChartWindowIdxByChartWindowId(chartIdStr);
long ChartId = chartWindows[chartIdx].id;
double chartIndicatorHandle = iCustom(ChartSymbol(ChartId),ChartPeriod(ChartId),"JsonAPIIndicator",chartIndicatorId,shortname,linelabel,colorstyle,linetype,linestyle,linewidth);
if(ChartIndicatorAdd(ChartId, chartIndicatorSubWindow, chartIndicatorHandle)){
chartWindows[idx].indicatorId = chartIndicatorId;
chartWindows[idx].indicatorHandle = chartIndicatorHandle;
double chartIndicatorHandle = iCustom(ChartSymbol(ChartId),ChartPeriod(ChartId),"JsonAPIIndicator",chartIndicatorId,"JsonAPI"); //linelabel,colorstyle,linetype,linestyle,linewidth);
if(ChartIndicatorAdd(ChartId, chartIndicatorSubWindow, chartIndicatorHandle)) {
chartWindowIndicatorCount++;
ArrayResize(chartWindowIndicators,chartWindowIndicatorCount);
int indicatorIdx = chartWindowIndicatorCount-1;
chartWindowIndicators[indicatorIdx].indicatorId = chartIndicatorId;
chartWindowIndicators[indicatorIdx].indicatorHandle = chartIndicatorHandle;
}
if(!CheckError(__FUNCTION__)) {
CJAVal message;
@@ -1353,11 +1378,17 @@ void ResetSubscriptionsAndIndicators(){
}
ArrayFree(indicators);
indicatorCount = 0;
for(int i=0;i<chartWindowIndicatorCount;i++){
if(!IndicatorRelease(chartWindowIndicators[i].indicatorHandle)) error = true;
}
ArrayFree(chartWindowIndicators);
chartWindowIndicatorCount = 0;
for(int i=0;i<ArraySize(chartWindows);i++){
// TODO check if chart exists first: if(ChartGetInteger...
if(!IndicatorRelease(chartWindows[i].indicatorHandle)) error = true;
ChartClose(chartWindows[i].id);
//if(!IndicatorRelease(chartWindows[i].indicatorHandle)) error = true;
if (chartWindows[i].id != 0) ChartClose(chartWindows[i].id);
}
ArrayFree(chartWindows);
Indicators/JsonAPIIndicator.mq5
+162 -37
View File
@@ -8,7 +8,7 @@
#property link "https://www.guntherschulz.de"
#property version "1.00"
#include <EnumStringToInt.mqh>
#include <StringToEnumInt.mqh>
#include <Zmq/Zmq.mqh>
#include <Json.mqh>
@@ -21,24 +21,34 @@ Context context("MQL5 JSON API");
Socket chartSubscriptionSocket(context,ZMQ_SUB);
//--- input parameters
#property indicator_buffers 21
#property indicator_plots 20
#property indicator_label1 "JsonAPI"
#property indicator_type1 DRAW_NONE
#property indicator_type2 DRAW_NONE
#property indicator_type3 DRAW_NONE
//#property indicator_color3 CLR_NONE
#property indicator_type4 DRAW_NONE
#property indicator_type5 DRAW_NONE
input string IndicatorId="";
input string ShortName="JsonAPI";
input string LineLabel="Value";
input string ColorSyle = "clrRed";
input string LineType = "DRAW_LINE";
input string LineStyle = "STYLE_SOLID";
input int LineWidth = 1;
//--- indicator settings
double Buffer[];
bool debug = false;
bool first = false;
double B0[], B1[], B2[], B3[], B4[], B5[], B6[], B7[], B8[], B9[], B10[], B11[], B12[], B13[], B14[], B15[], B16[], B17[], B18[], B19[], alive[];
bool debug = true;
bool first = false;
int activeBufferCount = 0;
int activeBufferCount = 0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
bool result = chartSubscriptionSocket.connect(StringFormat("tcp://%s:%d", HOST, CHART_SUB_PORT));
if (result == false) {Print("Failed to subscrbe on port ", CHART_SUB_PORT);}
else {
@@ -46,32 +56,72 @@ int OnInit()
// TODO subscribe only to own IndicatorId topic
// Subscribe to all topics
chartSubscriptionSocket.setSubscribe("");
chartSubscriptionSocket.setLinger(1000);
//chartSubscriptionSocket.setLinger(1000);
chartSubscriptionSocket.setLinger(10000);
// Number of messages to buffer in RAM.
chartSubscriptionSocket.setReceiveHighWaterMark(5); // TODO confirm settings
}
//--- indicator buffers mapping;
ArraySetAsSeries(Buffer,true);
SetIndexBuffer(0,Buffer,INDICATOR_DATA);
SetIndexBuffer(1,Buffer,INDICATOR_CALCULATIONS);
color colorstyle = StringToColor(ColorSyle);
int linetype = StringToEnumInt(LineType);
int linestyle = StringToEnumInt(LineStyle);
SetStyle(ShortName, LineLabel, colorstyle, linetype, linestyle, LineWidth);
ArraySetAsSeries(B0,true);
ArraySetAsSeries(B1,true);
ArraySetAsSeries(B2,true);
ArraySetAsSeries(B3,true);
ArraySetAsSeries(B4,true);
ArraySetAsSeries(B5,true);
ArraySetAsSeries(B6,true);
ArraySetAsSeries(B7,true);
ArraySetAsSeries(B8,true);
ArraySetAsSeries(B9,true);
ArraySetAsSeries(B10,true);
ArraySetAsSeries(B11,true);
ArraySetAsSeries(B12,true);
ArraySetAsSeries(B13,true);
ArraySetAsSeries(B14,true);
ArraySetAsSeries(B15,true);
ArraySetAsSeries(B16,true);
ArraySetAsSeries(B17,true);
ArraySetAsSeries(B18,true);
ArraySetAsSeries(B19,true);
ArraySetAsSeries(alive,true);
SetIndexBuffer(0,B0,INDICATOR_DATA);
SetIndexBuffer(1,B1,INDICATOR_DATA);
SetIndexBuffer(2,B2,INDICATOR_DATA);
SetIndexBuffer(3,B3,INDICATOR_DATA);
SetIndexBuffer(4,B4,INDICATOR_DATA);
SetIndexBuffer(5,B5,INDICATOR_DATA);
SetIndexBuffer(6,B6,INDICATOR_DATA);
SetIndexBuffer(7,B7,INDICATOR_DATA);
SetIndexBuffer(8,B8,INDICATOR_DATA);
SetIndexBuffer(9,B9,INDICATOR_DATA);
SetIndexBuffer(10,B10,INDICATOR_DATA);
SetIndexBuffer(11,B11,INDICATOR_DATA);
SetIndexBuffer(12,B12,INDICATOR_DATA);
SetIndexBuffer(13,B13,INDICATOR_DATA);
SetIndexBuffer(14,B14,INDICATOR_DATA);
SetIndexBuffer(15,B15,INDICATOR_DATA);
SetIndexBuffer(16,B16,INDICATOR_DATA);
SetIndexBuffer(17,B17,INDICATOR_DATA);
SetIndexBuffer(18,B18,INDICATOR_DATA);
SetIndexBuffer(19,B19,INDICATOR_DATA);
SetIndexBuffer(20,alive,INDICATOR_CALCULATIONS); // If the buffer index changes, the line starting with "CopyBuffer(chartWindowIndicators[i].indicatorHandle," in JsonAPI.mq5 has to be updated
//---
IndicatorSetString(INDICATOR_SHORTNAME,ShortName);
return(INIT_SUCCEEDED);
}
void SetStyle(string shortname, string linelabel, color colorstyle, int linetype, int linestyle, int linewidth) {
IndicatorSetString(INDICATOR_SHORTNAME,shortname);
PlotIndexSetString(0,PLOT_LABEL,linelabel);
PlotIndexSetInteger(0,PLOT_LINE_COLOR,0,colorstyle);
PlotIndexSetInteger(0,PLOT_DRAW_TYPE,linetype);
PlotIndexSetInteger(0,PLOT_LINE_STYLE,linestyle);
PlotIndexSetInteger(0,PLOT_LINE_WIDTH,linewidth);
void SetStyle(int bufferIdx, string linelabel, color colorstyle, int linetype, int linestyle, int linewidth) {
PlotIndexSetString(bufferIdx,PLOT_LABEL,linelabel);
PlotIndexSetInteger(bufferIdx,PLOT_LINE_COLOR,0,colorstyle);
PlotIndexSetInteger(bufferIdx,PLOT_DRAW_TYPE,linetype);
PlotIndexSetInteger(bufferIdx,PLOT_LINE_STYLE,linestyle);
PlotIndexSetInteger(bufferIdx,PLOT_LINE_WIDTH,linewidth);
}
//+------------------------------------------------------------------+
@@ -89,9 +139,31 @@ int OnCalculate(const int rates_total,
const int &spread[])
{
// While a new candle is forming, set the current value to be empty
if(rates_total>prev_calculated){
Buffer[0] = EMPTY_VALUE;
B0[0] = EMPTY_VALUE;
B1[0] = EMPTY_VALUE;
B2[0] = EMPTY_VALUE;
B3[0] = EMPTY_VALUE;
B4[0] = EMPTY_VALUE;
B5[0] = EMPTY_VALUE;
B6[0] = EMPTY_VALUE;
B7[0] = EMPTY_VALUE;
B8[0] = EMPTY_VALUE;
B9[0] = EMPTY_VALUE;
B10[0] = EMPTY_VALUE;
B11[0] = EMPTY_VALUE;
B12[0] = EMPTY_VALUE;
B13[0] = EMPTY_VALUE;
B14[0] = EMPTY_VALUE;
B15[0] = EMPTY_VALUE;
B16[0] = EMPTY_VALUE;
B17[0] = EMPTY_VALUE;
B18[0] = EMPTY_VALUE;
B19[0] = EMPTY_VALUE;
}
if(first==false) alive[0] = 1;
// ChartRedraw(0);
//--- return value of prev_calculated for next call
return(rates_total);
@@ -99,19 +171,65 @@ int OnCalculate(const int rates_total,
void SubscriptionHandler(ZmqMsg &chartMsg){
CJAVal message;
// Get data from reguest
// Get data from request
string msg=chartMsg.getData();
if(debug) Print("Processing:"+msg);
// Deserialize msg to CJAVal array
if(!message.Deserialize(msg)){
Alert("Deserialization Error");
ExpertRemove();
}
if(message["indicatorChartId"]==IndicatorId) {
if(message["action"]=="PLOT") {
WriteToBuffer(message);
if(message["indicatorChartId"]==IndicatorId) {
if(message["action"]=="PLOT" && message["actionType"]=="DATA") {
int bufferIdx = message["indicatorBufferId"].ToInt();
if (bufferIdx == 0) WriteToBuffer(message, B0);
if (bufferIdx == 1) WriteToBuffer(message, B1);
if (bufferIdx == 2) WriteToBuffer(message, B2);
if (bufferIdx == 3) WriteToBuffer(message, B3);
if (bufferIdx == 4) WriteToBuffer(message, B4);
if (bufferIdx == 5) WriteToBuffer(message, B5);
if (bufferIdx == 6) WriteToBuffer(message, B6);
if (bufferIdx == 7) WriteToBuffer(message, B7);
if (bufferIdx == 8) WriteToBuffer(message, B8);
if (bufferIdx == 9) WriteToBuffer(message, B9);
if (bufferIdx == 10) WriteToBuffer(message, B10);
if (bufferIdx == 11) WriteToBuffer(message, B11);
if (bufferIdx == 12) WriteToBuffer(message, B12);
if (bufferIdx == 13) WriteToBuffer(message, B13);
if (bufferIdx == 14) WriteToBuffer(message, B14);
if (bufferIdx == 15) WriteToBuffer(message, B15);
if (bufferIdx == 16) WriteToBuffer(message, B16);
if (bufferIdx == 17) WriteToBuffer(message, B17);
if (bufferIdx == 18) WriteToBuffer(message, B18);
if (bufferIdx == 19) WriteToBuffer(message, B19);
}
else if(message["action"]=="PLOT" && message["actionType"]=="ADDBUFFER") {
string linelabel = message["style"]["linelabel"].ToStr();
string colorstyleStr = message["style"]["color"].ToStr();
string linetypeStr = message["style"]["linetype"].ToStr();
string linestyleStr = message["style"]["linestyle"].ToStr();
int linewidth = message["style"]["linewidth"].ToInt();
color colorstyle = StringToColor(colorstyleStr);
int linetype = StringToEnumInt(linetypeStr);
int linestyle = StringToEnumInt(linestyleStr);
/*
//if (aa == false) {
Print("SETBUFF ActCount ",activeBufferCount);
if (activeBufferCount == 0) {SetIndexBuffer(0,B1,INDICATOR_DATA);} // Two semicolons ar required! No idea why. Seems to be a timing problem, better to keep it in init()
if (activeBufferCount == 1) {SetIndexBuffer(1,B2,INDICATOR_DATA);;}
if (activeBufferCount == 2) {SetIndexBuffer(2,B3,INDICATOR_DATA);;}
if (activeBufferCount == 3) {SetIndexBuffer(3,B4,INDICATOR_DATA);;}
if (activeBufferCount == 4) {SetIndexBuffer(4,B5,INDICATOR_DATA);;}
//aa = true;}
*/
SetStyle(activeBufferCount, linelabel, colorstyle, linetype, linestyle, linewidth);
activeBufferCount = activeBufferCount + 1;
}
}
}
@@ -119,11 +237,17 @@ void SubscriptionHandler(ZmqMsg &chartMsg){
//+------------------------------------------------------------------+
//| Update indicator buffer function |
//+------------------------------------------------------------------+
void WriteToBuffer(CJAVal &message) {
int bufferSize = ArraySize(Buffer);
void WriteToBuffer(CJAVal &message, double &buffer[]) {
int bufferSize = ArraySize(buffer);
int messageDataSize = message["data"].Size();
// TODO check if this is working as expected. Seems to
if(first==false) {
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,bufferSize-messageDataSize);
for(int i=0;i<activeBufferCount;i++) {
//Print("BUFF ",bufferSize-messageDataSize, " ",ArraySize(B2)," ", ArraySize(B3), " ",messageDataSize);
PlotIndexSetInteger(i,PLOT_DRAW_BEGIN,bufferSize-messageDataSize);
}
first = true;
}
@@ -132,11 +256,12 @@ void WriteToBuffer(CJAVal &message) {
if(i+1<bufferSize){
// the first element is the current unformed candle, so we start at index 1
// we reverse the order of the incoming values, which are expected to be ascending
Buffer[i+1] = message["data"][messageDataSize-1-i].ToDbl();
//buffer[i+1] = message["data"][messageDataSize-1-i].ToDbl();
buffer[i+1] = message["data"][messageDataSize-1-i].ToDbl();
}
}
// Set the most recent plotted value to nothing, as we do not have any data for yet unformed candles
Buffer[0] = EMPTY_VALUE;
buffer[0] = EMPTY_VALUE;
}