3 Commits

Author SHA1 Message Date
Gunther Schulz 1a0ce7af3a fix incorrect setting of high water mark
Socket settings need to be set before connecting to the socket
Also, increase high water mark
2020-11-22 13:21:39 +01:00
Gunther Schulz 08b83713af fix compiler failure 2020-11-22 13:15:51 +01:00
Gunther Schulz 775a962d38 format code with new MT5 code styler 2020-11-22 13:14:33 +01:00
2 changed files with 2001 additions and 2302 deletions
+1920 -1943
View File
File diff suppressed because it is too large Load Diff
+81 -359
View File
@@ -21,20 +21,24 @@ Context context("MQL5 JSON API");
Socket chartSubscriptionSocket(context,ZMQ_SUB);
//--- input parameters
#property indicator_buffers 31
#property indicator_plots 30
#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="JsonAPIIndicator";
input string ShortName="JsonAPI";
//--- indicator settings
double B0[], B1[], B2[], B3[], B4[], B5[], B6[], B7[], B8[], B9[], B10[];
double B11[], B12[], B13[], B14[], B15[], B16[], B17[], B18[], B19[], B20[];
double B21[], B22[], B23[], B24[], B25[], B26[], B27[], B28[], B29[];
bool debug = 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;
long mtChartId = 0;
bool setFormingCandleBlank = true;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
@@ -42,7 +46,12 @@ bool setFormingCandleBlank = true;
int OnInit()
{
// TODO subscribe only to own IndicatorId topic
// Subscribe to all topics
chartSubscriptionSocket.setSubscribe("");
chartSubscriptionSocket.setLinger(1000);
// Number of messages to buffer in RAM.
chartSubscriptionSocket.setReceiveHighWaterMark(1000); // TODO confirm settings
bool result = chartSubscriptionSocket.connect(StringFormat("tcp://%s:%d", HOST, CHART_SUB_PORT));
if(result == false)
{
@@ -50,17 +59,10 @@ int OnInit()
}
else
{
if(debug)
Print("Accepting Chart Indicator data on port ", CHART_SUB_PORT);
// TODO subscribe only to own IndicatorId topic
// Subscribe to all topics
chartSubscriptionSocket.setSubscribe("");
//chartSubscriptionSocket.setLinger(1000);
chartSubscriptionSocket.setLinger(10000);
// Number of messages to buffer in RAM.
chartSubscriptionSocket.setReceiveHighWaterMark(5); // TODO confirm settings
Print("Accepting Chart Indicator data on port ", CHART_SUB_PORT);
}
//--- indicator buffers mapping;
ArraySetAsSeries(B0,true);
ArraySetAsSeries(B1,true);
@@ -82,47 +84,30 @@ int OnInit()
ArraySetAsSeries(B17,true);
ArraySetAsSeries(B18,true);
ArraySetAsSeries(B19,true);
ArraySetAsSeries(B20,true);
ArraySetAsSeries(B21,true);
ArraySetAsSeries(B22,true);
ArraySetAsSeries(B23,true);
ArraySetAsSeries(B24,true);
ArraySetAsSeries(B25,true);
ArraySetAsSeries(B26,true);
ArraySetAsSeries(B27,true);
ArraySetAsSeries(B28,true);
ArraySetAsSeries(B29,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
SetIndexBuffer(0,B0,INDICATOR_CALCULATIONS);
SetIndexBuffer(1,B1,INDICATOR_CALCULATIONS);
SetIndexBuffer(2,B2,INDICATOR_CALCULATIONS);
SetIndexBuffer(3,B3,INDICATOR_CALCULATIONS);
SetIndexBuffer(4,B4,INDICATOR_CALCULATIONS);
SetIndexBuffer(5,B5,INDICATOR_CALCULATIONS);
SetIndexBuffer(6,B6,INDICATOR_CALCULATIONS);
SetIndexBuffer(7,B7,INDICATOR_CALCULATIONS);
SetIndexBuffer(8,B8,INDICATOR_CALCULATIONS);
SetIndexBuffer(9,B9,INDICATOR_CALCULATIONS);
SetIndexBuffer(10,B10,INDICATOR_CALCULATIONS);
SetIndexBuffer(11,B11,INDICATOR_CALCULATIONS);
SetIndexBuffer(12,B12,INDICATOR_CALCULATIONS);
SetIndexBuffer(13,B13,INDICATOR_CALCULATIONS);
SetIndexBuffer(14,B14,INDICATOR_CALCULATIONS);
SetIndexBuffer(15,B15,INDICATOR_CALCULATIONS);
SetIndexBuffer(16,B16,INDICATOR_CALCULATIONS);
SetIndexBuffer(17,B17,INDICATOR_CALCULATIONS);
SetIndexBuffer(18,B18,INDICATOR_CALCULATIONS);
SetIndexBuffer(19,B19,INDICATOR_CALCULATIONS);
SetIndexBuffer(20,B20,INDICATOR_CALCULATIONS);
SetIndexBuffer(21,B21,INDICATOR_CALCULATIONS);
SetIndexBuffer(22,B22,INDICATOR_CALCULATIONS);
SetIndexBuffer(23,B23,INDICATOR_CALCULATIONS);
SetIndexBuffer(24,B24,INDICATOR_CALCULATIONS);
SetIndexBuffer(25,B25,INDICATOR_CALCULATIONS);
SetIndexBuffer(26,B26,INDICATOR_CALCULATIONS);
SetIndexBuffer(27,B27,INDICATOR_CALCULATIONS);
SetIndexBuffer(28,B28,INDICATOR_CALCULATIONS);
SetIndexBuffer(29,B29,INDICATOR_CALCULATIONS);
//---
IndicatorSetString(INDICATOR_SHORTNAME,ShortName);
@@ -130,14 +115,6 @@ int OnInit()
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
// Print("INDI DEINIT ",reason);
}
//+------------------------------------------------------------------+
//| |
@@ -165,11 +142,9 @@ int OnCalculate(const int rates_total,
const long &volume[],
const int &spread[])
{
// While a new candle is forming, set the current value to be empty
if(rates_total>prev_calculated && setFormingCandleBlank)
if(rates_total>prev_calculated)
{
B0[0] = EMPTY_VALUE;
B1[0] = EMPTY_VALUE;
@@ -191,17 +166,10 @@ int OnCalculate(const int rates_total,
B17[0] = EMPTY_VALUE;
B18[0] = EMPTY_VALUE;
B19[0] = EMPTY_VALUE;
B20[0] = EMPTY_VALUE;
B21[0] = EMPTY_VALUE;
B22[0] = EMPTY_VALUE;
B23[0] = EMPTY_VALUE;
B24[0] = EMPTY_VALUE;
B25[0] = EMPTY_VALUE;
B26[0] = EMPTY_VALUE;
B27[0] = EMPTY_VALUE;
B28[0] = EMPTY_VALUE;
B29[0] = EMPTY_VALUE;
}
if(first==false)
alive[0] = 1;
// ChartRedraw(0);
//--- return value of prev_calculated for next call
return(rates_total);
@@ -223,163 +191,52 @@ void SubscriptionHandler(ZmqMsg &chartMsg)
Alert("Deserialization Error");
ExpertRemove();
}
if(message["chartIndicatorId"]==IndicatorId)
if(message["indicatorChartId"]==IndicatorId)
{
if(message["action"]=="PLOT" && message["actionType"]=="DATA")
{
int bufferIdx = message["indicatorBufferId"].ToInt();
if(bufferIdx == 0)
{
WriteToBuffer(message, B0);
SetIndexBuffer(0,B0,INDICATOR_DATA);
}
if(bufferIdx == 1)
{
WriteToBuffer(message, B1);
SetIndexBuffer(1,B1,INDICATOR_DATA);
}
if(bufferIdx == 2)
{
WriteToBuffer(message, B2);
SetIndexBuffer(2,B2,INDICATOR_DATA);
}
if(bufferIdx == 3)
{
WriteToBuffer(message, B3);
SetIndexBuffer(3,B3,INDICATOR_DATA);
}
if(bufferIdx == 4)
{
WriteToBuffer(message, B4);
SetIndexBuffer(4,B4,INDICATOR_DATA);
}
if(bufferIdx == 5)
{
WriteToBuffer(message, B5);
SetIndexBuffer(5,B5,INDICATOR_DATA);
}
if(bufferIdx == 6)
{
WriteToBuffer(message, B6);
SetIndexBuffer(6,B6,INDICATOR_DATA);
}
if(bufferIdx == 7)
{
WriteToBuffer(message, B7);
SetIndexBuffer(7,B7,INDICATOR_DATA);
}
if(bufferIdx == 8)
{
WriteToBuffer(message, B8);
SetIndexBuffer(8,B8,INDICATOR_DATA);
}
if(bufferIdx == 9)
{
WriteToBuffer(message, B9);
SetIndexBuffer(9,B9,INDICATOR_DATA);
}
if(bufferIdx == 10)
{
WriteToBuffer(message, B10);
SetIndexBuffer(10,B10,INDICATOR_DATA);
}
if(bufferIdx == 11)
{
WriteToBuffer(message, B11);
SetIndexBuffer(11,B11,INDICATOR_DATA);
}
if(bufferIdx == 12)
{
WriteToBuffer(message, B12);
SetIndexBuffer(12,B12,INDICATOR_DATA);
}
if(bufferIdx == 13)
{
WriteToBuffer(message, B13);
SetIndexBuffer(13,B13,INDICATOR_DATA);
}
if(bufferIdx == 14)
{
WriteToBuffer(message, B14);
SetIndexBuffer(14,B14,INDICATOR_DATA);
}
if(bufferIdx == 15)
{
WriteToBuffer(message, B15);
SetIndexBuffer(15,B15,INDICATOR_DATA);
}
if(bufferIdx == 16)
{
WriteToBuffer(message, B16);
SetIndexBuffer(16,B16,INDICATOR_DATA);
}
if(bufferIdx == 17)
{
WriteToBuffer(message, B17);
SetIndexBuffer(17,B17,INDICATOR_DATA);
}
if(bufferIdx == 18)
{
WriteToBuffer(message, B18);
SetIndexBuffer(18,B18,INDICATOR_DATA);
}
if(bufferIdx == 19)
{
WriteToBuffer(message, B19);
SetIndexBuffer(19,B19,INDICATOR_DATA);
}
if(bufferIdx == 20)
{
WriteToBuffer(message, B20);
SetIndexBuffer(20,B20,INDICATOR_DATA);
}
if(bufferIdx == 21)
{
WriteToBuffer(message, B21);
SetIndexBuffer(21,B21,INDICATOR_DATA);
}
if(bufferIdx == 22)
{
WriteToBuffer(message, B22);
SetIndexBuffer(22,B22,INDICATOR_DATA);
}
if(bufferIdx == 23)
{
WriteToBuffer(message, B23);
SetIndexBuffer(23,B23,INDICATOR_DATA);
}
if(bufferIdx == 24)
{
WriteToBuffer(message, B24);
SetIndexBuffer(24,B24,INDICATOR_DATA);
}
if(bufferIdx == 25)
{
WriteToBuffer(message, B25);
SetIndexBuffer(25,B25,INDICATOR_DATA);
}
if(bufferIdx == 26)
{
WriteToBuffer(message, B26);
SetIndexBuffer(26,B26,INDICATOR_DATA);
}
if(bufferIdx == 27)
{
WriteToBuffer(message, B27);
SetIndexBuffer(27,B27,INDICATOR_DATA);
}
if(bufferIdx == 28)
{
WriteToBuffer(message, B28);
SetIndexBuffer(28,B28,INDICATOR_DATA);
}
if(bufferIdx == 29)
{
WriteToBuffer(message, B29);
SetIndexBuffer(29,B29,INDICATOR_DATA);
}
ChartRedraw(mtChartId);
}
else
if(message["action"]=="PLOT" && message["actionType"]=="ADDBUFFER")
@@ -389,165 +246,30 @@ void SubscriptionHandler(ZmqMsg &chartMsg)
string linetypeStr = message["style"]["linetype"].ToStr();
string linestyleStr = message["style"]["linestyle"].ToStr();
int linewidth = message["style"]["linewidth"].ToInt();
setFormingCandleBlank = message["style"]["blankforming"].ToBool();
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;
ClearBuffer(activeBufferCount-1);
}
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void Clear(double &buffer[])
{
int bufferSize = ArraySize(buffer);
for(int i=0; i<bufferSize; i++)
{
buffer[i] = EMPTY_VALUE;
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void ClearBuffer(int bufferIdx)
{
switch(bufferIdx)
{
case 0:
{
Clear(B0);
}
case 1:
{
Clear(B1);
}
case 2:
{
Clear(B2);
}
case 3:
{
Clear(B3);
}
case 4:
{
Clear(B4);
}
case 5:
{
Clear(B5);
}
case 6:
{
Clear(B6);
}
case 7:
{
Clear(B7);
}
case 8:
{
Clear(B8);
}
case 9:
{
Clear(B9);
}
case 10:
{
Clear(B10);
}
case 11:
{
Clear(B11);
}
case 12:
{
Clear(B12);
}
case 13:
{
Clear(B13);
}
case 14:
{
Clear(B14);
}
case 15:
{
Clear(B15);
}
case 16:
{
Clear(B16);
}
case 17:
{
Clear(B17);
}
case 18:
{
Clear(B18);
}
case 19:
{
Clear(B19);
}
case 20:
{
Clear(B20);
}
case 21:
{
Clear(B21);
}
case 22:
{
Clear(B22);
}
case 23:
{
Clear(B23);
}
case 24:
{
Clear(B24);
}
case 25:
{
Clear(B25);
}
case 26:
{
Clear(B26);
}
case 27:
{
Clear(B27);
}
case 28:
{
Clear(B28);
}
case 29:
{
Clear(B29);
}
break;
default:
{} break;
}
}
//+------------------------------------------------------------------+
//| Update indicator buffer function |
//+------------------------------------------------------------------+
@@ -555,32 +277,32 @@ 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)
{
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;
}
// calculate the buffer offset
MqlRates r[];
mtChartId =(datetime)message["mtChartId"].ToInt();
datetime fromDate=(datetime)message["fromDate"].ToInt();
datetime toDate=TimeCurrent();
ENUM_TIMEFRAMES period = ChartPeriod(mtChartId);
string symbol = ChartSymbol(mtChartId);
int rateCount;
rateCount = CopyRates(symbol, period, fromDate, toDate, r);
int offset = rateCount - 1;
// write to buffer
for(int i=0; i<messageDataSize; i++)
{
// don't add more elements than the automatically sized buffer array can
if(i+offset<bufferSize)
// don't add more elements than the automatically sized buffer array can hold
if(i+1<bufferSize)
{
double val = message["data"][i].ToDbl();
if(val >= EMPTY_VALUE)
val = EMPTY_VALUE;
buffer[i+offset] = val;
// 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();
}
}
// Set the most recent plotted value to nothing, as we do not have any data for yet unformed candles
buffer[0] = EMPTY_VALUE;
}