Add files via upload
This commit is contained in:
amirghadiri1987
@@ -0,0 +1,350 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| HTMLcube.mqh |
|
||||
//| Copyright (c) 2019, Marketeer |
|
||||
//| https://www.mql5.com/en/users/marketeer |
|
||||
//| Online Analytical Processing of trading hypercubes |
|
||||
//| https://www.mql5.com/ru/articles/6602 |
|
||||
//| https://www.mql5.com/ru/articles/6603 |
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
#include <Marketeer/GroupSettings.mqh>
|
||||
|
||||
input GroupSettings Common_Settings; // G E N E R A L S E T T I N G S
|
||||
|
||||
input string ReportFile = ""; // · ReportFile
|
||||
input string Prefix = ""; // · Prefix
|
||||
input string Suffix = ""; // · Suffix
|
||||
input int TimeShift = 0; // · TimeShift
|
||||
|
||||
|
||||
#include <Marketeer/WebDataExtractor.mqh>
|
||||
#include <Marketeer/RubbArray.mqh>
|
||||
#include <Marketeer/HTMLcolumns.mqh>
|
||||
|
||||
|
||||
template<typename T>
|
||||
class HTMLTradeRecord: public T // TradeRecord
|
||||
{
|
||||
public:
|
||||
HTMLTradeRecord(
|
||||
const double balance,
|
||||
const long ticket,
|
||||
const string symbol,
|
||||
const int type,
|
||||
const datetime time1,
|
||||
const datetime time2,
|
||||
const double price1,
|
||||
const double price2,
|
||||
const double lot,
|
||||
const double profit,
|
||||
const double commission,
|
||||
const double swap)
|
||||
{
|
||||
set(FIELD_NUMBER, counter++);
|
||||
set(FIELD_TICKET, ticket);
|
||||
set(FIELD_SYMBOL, symbols.add(symbol));
|
||||
set(FIELD_TYPE, type);
|
||||
set(FIELD_DATETIME1, time1);
|
||||
set(FIELD_DATETIME2, time2);
|
||||
set(FIELD_DURATION, time2 - time1);
|
||||
set(FIELD_PRICE1, (float)price1);
|
||||
set(FIELD_PRICE2, (float)price2);
|
||||
set(FIELD_MAGIC, 0);
|
||||
magics.add(0);
|
||||
set(FIELD_LOT, (float)lot);
|
||||
set(FIELD_PROFIT_AMOUNT, (float)profit);
|
||||
set(FIELD_PROFIT_PERCENT, (float)(profit / balance));
|
||||
set(FIELD_PROFIT_POINT, (float)((type == OP_BUY ? +1 : -1) * (price2 - price1) / SymbolInfoDouble(symbol, SYMBOL_POINT)));
|
||||
set(FIELD_COMMISSION, (float)commission);
|
||||
set(FIELD_SWAP, (float)swap);
|
||||
|
||||
fillCustomFields(); // calls implementation from T
|
||||
}
|
||||
|
||||
};
|
||||
|
||||
template<typename T>
|
||||
class HTMLReportAdapter: public DataAdapter
|
||||
{
|
||||
private:
|
||||
|
||||
class Deal // if MQL5 could respect private access specifier for classes,
|
||||
{ // Trades will be unreachable from outer world, so it would be fine to have
|
||||
public: // fields made public for direct access from Processor only
|
||||
datetime time;
|
||||
double price;
|
||||
int type; // +1 - buy, -1 - sell
|
||||
int direction; // +1 - in, -1 - out, 0 - in/out
|
||||
double volume;
|
||||
double profit;
|
||||
long deal;
|
||||
long order;
|
||||
string comment;
|
||||
string symbol;
|
||||
double commission;
|
||||
double swap;
|
||||
|
||||
public:
|
||||
Deal(const IndexMap *row) // this is MT5 deal
|
||||
{
|
||||
time = StringToTime(row[COLUMN_TIME].get<string>()) + TimeShift;
|
||||
price = StringToDouble(row[COLUMN_PRICE].get<string>());
|
||||
string t = row[COLUMN_TYPE].get<string>();
|
||||
type = t == "buy" ? +1 : (t == "sell" ? -1 : 0);
|
||||
t = row[COLUMN_DIRECTION].get<string>();
|
||||
direction = 0;
|
||||
if(StringFind(t, "in") > -1) ++direction;
|
||||
if(StringFind(t, "out") > -1) --direction;
|
||||
volume = StringToDouble(row[COLUMN_VOLUME].get<string>());
|
||||
t = row[COLUMN_PROFIT].get<string>();
|
||||
StringReplace(t, " ", "");
|
||||
profit = StringToDouble(t);
|
||||
deal = StringToInteger(row[COLUMN_DEAL].get<string>());
|
||||
order = StringToInteger(row[COLUMN_ORDER].get<string>());
|
||||
comment = row[COLUMN_COMMENT].get<string>();
|
||||
symbol = row[COLUMN_SYMBOL].get<string>();
|
||||
commission = StringToDouble(row[COLUMN_COMISSION].get<string>());
|
||||
swap = StringToDouble(row[COLUMN_SWAP].get<string>());
|
||||
}
|
||||
|
||||
bool isIn() const
|
||||
{
|
||||
return direction >= 0;
|
||||
}
|
||||
|
||||
bool isOut() const
|
||||
{
|
||||
return direction <= 0;
|
||||
}
|
||||
|
||||
bool isOpposite(const Deal *t) const
|
||||
{
|
||||
return type * t.type < 0;
|
||||
}
|
||||
|
||||
bool isActive() const
|
||||
{
|
||||
return volume > 0;
|
||||
}
|
||||
|
||||
int op_type() const
|
||||
{
|
||||
if(type == +1) return OP_BUY;
|
||||
else if(type == -1) return OP_SELL;
|
||||
return OP_BALANCE;
|
||||
}
|
||||
};
|
||||
|
||||
RubbArray<Deal *> array;
|
||||
RubbArray<Deal *> queue;
|
||||
|
||||
|
||||
int size;
|
||||
int cursor;
|
||||
double balance;
|
||||
IndexMap *data;
|
||||
|
||||
RubbArray<HTMLTradeRecord<T> *> trades;
|
||||
|
||||
|
||||
protected:
|
||||
int generate()
|
||||
{
|
||||
array.clear();
|
||||
balance = 0;
|
||||
for(int i = 0; i < data.getSize(); ++i)
|
||||
{
|
||||
IndexMap *row = data[i];
|
||||
if(CheckPointer(row) == POINTER_INVALID || row.getSize() != COLUMNS_COUNT) return 0; // something is broken
|
||||
string s = row[COLUMN_SYMBOL].get<string>();
|
||||
StringTrimLeft(s);
|
||||
if(StringLen(s) > 0)
|
||||
{
|
||||
array << new Deal(row);
|
||||
}
|
||||
else if(row[COLUMN_TYPE].get<string>() == "balance")
|
||||
{
|
||||
string t = row[COLUMN_PROFIT].get<string>();
|
||||
StringReplace(t, " ", "");
|
||||
balance += StringToDouble(t);
|
||||
}
|
||||
}
|
||||
|
||||
if(balance == 0) balance = 10000; // default, if missing
|
||||
|
||||
int count = 0;
|
||||
// abstract:
|
||||
// if direction <= 0
|
||||
// collect all Trades from the queue which have direction >= 0 and opposite type
|
||||
// if this volume is greater than collected volumes
|
||||
// reduce volume in this Deal by the total volume of collected Trades
|
||||
// else if collected volumes are greater than this volume
|
||||
// reduce volume in matched Trades in a loop until all volume of this Deal is exhausted
|
||||
// create object-lines from all affected Trades to this Deal
|
||||
// 'delete' all affected Trades with zero volume from queue
|
||||
// if volume == 0, 'delete' this Deal (disactivate)
|
||||
// if direction >= 0 push the new Deal object to the queue
|
||||
|
||||
for(int i = 0; i < array.size(); ++i)
|
||||
{
|
||||
Deal *current = array[i];
|
||||
|
||||
if(!current.isActive()) continue;
|
||||
|
||||
string real = TradeRecord::realsymbol(current.symbol);
|
||||
if(real == NULL) continue;
|
||||
|
||||
if(current.isOut())
|
||||
{
|
||||
// first try to find exact match
|
||||
for(int j = 0; j < queue.size(); ++j)
|
||||
{
|
||||
if(queue[j].isIn() && queue[j].isOpposite(current) && queue[j].volume == current.volume && queue[j].symbol == current.symbol)
|
||||
{
|
||||
trades << new HTMLTradeRecord<T>(
|
||||
balance,
|
||||
queue[j].deal,
|
||||
real, // current.symbol,
|
||||
queue[j].op_type(),
|
||||
queue[j].time,
|
||||
current.time,
|
||||
queue[j].price,
|
||||
current.price,
|
||||
current.volume,
|
||||
current.profit,
|
||||
queue[j].commission + current.commission,
|
||||
current.swap);
|
||||
balance += current.profit;
|
||||
|
||||
current.volume = 0;
|
||||
queue >> j; // remove from queue
|
||||
++count;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
if(!current.isActive()) continue;
|
||||
|
||||
// second try to perform partial close
|
||||
for(int j = 0; j < queue.size(); ++j)
|
||||
{
|
||||
if(queue[j].isIn() && queue[j].isOpposite(current) && queue[j].symbol == current.symbol)
|
||||
{
|
||||
if(current.volume >= queue[j].volume)
|
||||
{
|
||||
double fraction = queue[j].volume / current.volume;
|
||||
|
||||
trades << new HTMLTradeRecord<T>(
|
||||
balance,
|
||||
queue[j].deal,
|
||||
real, // current.symbol,
|
||||
queue[j].op_type(),
|
||||
queue[j].time,
|
||||
current.time,
|
||||
queue[j].price,
|
||||
current.price,
|
||||
queue[j].volume,
|
||||
current.profit * fraction,
|
||||
queue[j].commission + current.commission * fraction,
|
||||
current.swap * fraction);
|
||||
balance += current.profit * fraction;
|
||||
|
||||
current.volume -= queue[j].volume;
|
||||
queue[j].volume = 0;
|
||||
++count;
|
||||
}
|
||||
else
|
||||
{
|
||||
double fraction = current.volume / queue[j].volume;
|
||||
|
||||
trades << new HTMLTradeRecord<T>(
|
||||
balance,
|
||||
queue[j].deal,
|
||||
real, // current.symbol,
|
||||
queue[j].op_type(),
|
||||
queue[j].time,
|
||||
current.time,
|
||||
queue[j].price,
|
||||
current.price,
|
||||
current.volume,
|
||||
queue[j].profit * fraction, // should be 0
|
||||
queue[j].commission * fraction + current.commission,
|
||||
current.swap);
|
||||
balance += queue[j].profit * fraction;
|
||||
|
||||
queue[j].volume -= current.volume;
|
||||
current.volume = 0;
|
||||
++count;
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// purge all inactive from queue
|
||||
for(int j = queue.size() - 1; j >= 0; --j)
|
||||
{
|
||||
if(!queue[j].isActive())
|
||||
{
|
||||
queue >> j;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if(current.isActive()) // is _still_ active
|
||||
{
|
||||
if(current.isIn())
|
||||
{
|
||||
queue << current;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return count;
|
||||
}
|
||||
|
||||
void reset()
|
||||
{
|
||||
cursor = 0;
|
||||
balance = 0;
|
||||
if(CheckPointer(data) == POINTER_DYNAMIC) delete data;
|
||||
}
|
||||
|
||||
public:
|
||||
HTMLReportAdapter()
|
||||
{
|
||||
reset();
|
||||
TradeRecord::reset();
|
||||
}
|
||||
|
||||
~HTMLReportAdapter()
|
||||
{
|
||||
if(CheckPointer(data) == POINTER_DYNAMIC) delete data;
|
||||
((BaseArray<Deal *> *)&queue).clear();
|
||||
}
|
||||
|
||||
bool load(const string file)
|
||||
{
|
||||
reset();
|
||||
data = HTMLConverter::convertReport2Map(file, true);
|
||||
if(data != NULL)
|
||||
{
|
||||
size = generate();
|
||||
Print(data.getSize(), " deals transferred to ", size, " trades");
|
||||
}
|
||||
return data != NULL;
|
||||
}
|
||||
|
||||
virtual int reservedSize() override
|
||||
{
|
||||
return size;
|
||||
}
|
||||
|
||||
virtual Record *getNext() override
|
||||
{
|
||||
if(cursor < size)
|
||||
{
|
||||
return trades[cursor++];
|
||||
}
|
||||
return NULL;
|
||||
}
|
||||
};
|
||||
Reference in New Issue
Block a user