//+------------------------------------------------------------------+ //| TSTcube.mqh | //| Copyright (c) 2020, Marketeer | //| https://www.mql5.com/en/users/marketeer | //| Online Analytical Processing of trading hypercubes | //| https://www.mql5.com/en/articles/6602 | //| https://www.mql5.com/en/articles/6603 | //| https://www.mql5.com/en/articles/7656 | //| rev. 25.02.2020 | //+------------------------------------------------------------------+ #include "ReportCubeBase.mqh" #include class TesterDeal: public Deal { public: TesterDeal(const TradeDeal &td) { time = (datetime)td.time_create + TimeShift; price = td.price_open; string t = dealType(td.action); type = t == "buy" ? +1 : (t == "sell" ? -1 : 0); t = dealDir(td.entry); direction = 0; if(StringFind(t, "in") > -1) ++direction; if(StringFind(t, "out") > -1) --direction; volume = (double)td.volume; profit = td.profit; deal = (long)td.deal; order = (long)td.order; comment = td.comment[]; symbol = td.symbol[]; commission = td.commission; swap = td.storage; // balance - SingleTesterCache.Deals[i].reserve } static string dealType(const ENUM_DEAL_TYPE type) { return type == DEAL_TYPE_BUY ? "buy" : (type == DEAL_TYPE_SELL ? "sell" : "balance"); } static string dealDir(const ENUM_DEAL_ENTRY entry) { string result = ""; if(entry == DEAL_ENTRY_IN) result += "in"; else if(entry == DEAL_ENTRY_OUT || entry == DEAL_ENTRY_OUT_BY) result += "out"; else if(entry == DEAL_ENTRY_INOUT) result += "in out"; return result; } }; template class TesterReportAdapter: public BaseReportAdapter { protected: SINGLETESTERCACHE *ptrSingleTesterCache; virtual bool fillDealsArray() override { for(int i = 0; i < ArraySize(ptrSingleTesterCache.Deals); i++) { if(TesterDeal::dealType(ptrSingleTesterCache.Deals[i].action) == "balance") { balance += ptrSingleTesterCache.Deals[i].profit; } else { array << new TesterDeal(ptrSingleTesterCache.Deals[i]); } } return true; } public: ~TesterReportAdapter() { if(CheckPointer(ptrSingleTesterCache) == POINTER_DYNAMIC) delete ptrSingleTesterCache; } virtual bool load(const string file) override { if(StringFind(file, ".tst") > 0) { BaseReportAdapter::load(file); if(CheckPointer(ptrSingleTesterCache) == POINTER_DYNAMIC) delete ptrSingleTesterCache; ptrSingleTesterCache = new SINGLETESTERCACHE(); if(!ptrSingleTesterCache.Load(file)) { delete ptrSingleTesterCache; ptrSingleTesterCache = NULL; return false; } size = generate(); Print("Tester cache import: ", size, " trades from ", ArraySize(ptrSingleTesterCache.Deals), " deals"); } return true; } }; TesterReportAdapter _defaultTSTReportAdapter;