amirghadiri1987
136 lines
16 KiB
Plaintext
136 lines
16 KiB
Plaintext
#include "String.mqh"
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#define UINT uint
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#define DWORD int
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#define INT64 datetime
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#define UINT16 short
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//+------------------------------------------------------------------+
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//| Cache header |
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//+------------------------------------------------------------------+
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struct TestCacheHeader
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{
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UINT version; // cache version
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// wchar_t copyright[64]; // copyright
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STRING64 copyright; // copyright
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// wchar_t name[16]; // "TesterOptCache" cache name
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STRING16 name ; // "TesterOptCache" cache name
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int head_reserve[66];
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//---
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UINT header_size; // header size
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UINT record_size; // cached record size (TestCacheRecord with the buffer of parameters)
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//---
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// wchar_t expert_name[64]; // Expert Advisor name
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STRING64 expert_name; // Expert Advisor name
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// wchar_t expert_path[128]; // Expert Advisor name with a path starting at MQL5
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STRING128 expert_path; // Expert Advisor name with a path starting at MQL5
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// wchar_t server[64]; // history source (trade server)
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STRING64 server; // history source (trade server)
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// wchar_t symbol[32]; // testing symbol
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STRING32 symbol; // testing symbol
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UINT16 period; // chart period
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INT64 date_from; // starting date of data in test settings
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INT64 date_to; // ending date of data in test settings
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INT64 date_forward; // ending date of the appropriate forward period
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int opt_mode; // optimization mode (0-full, 1-genetic, 2 or 3-forward)
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int ticks_mode; // tick generation mode
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int last_criterion; // optimization criterion in the last session
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DWORD msc_min; // minimum execution time in milliseconds
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DWORD msc_max; // maximum execution time in milliseconds
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DWORD msc_avg; // average execution time in milliseconds
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int common_reserve[16];
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//---
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// wchar_t group[80]; // group name + hedging/netting
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STRING80 group; // group name + hedging/netting
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// wchar_t trade_currency[32]; // deposit currency
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STRING32 trade_currency; // deposit currency
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int trade_deposit; // initial deposit
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int trade_condition; // trading operation mode (0-no delays, -1-arbitrary delay, nnn-number of milliseconds)
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int trade_leverage; // leverage
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int trade_hedging; // 1 - netting, 2 - hedging
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int trade_currency_digits; // number of decimal places after in deposit currency calculations
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int trade_pips; // calculation in pips
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int trade_reserve[5];
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//---
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char hash_ex5[16]; // compiled Expert Advisor hash
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UINT parameters_size; // buffer size for EA parameters
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UINT parameters_total; // the number of parameters
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UINT opt_params_size; // buffer size for EA parameters
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UINT opt_params_total; // the number of parameters
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UINT dwords_cnt; // the size of the pass number during large genetic
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UINT snapshot_size; // the size of the snapshot for total optimization and for a forward after a total optimization
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UINT passes_total; // the total number of optimization passes (0 for genetic optimization)
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UINT passes_passed; // the number of completed passes
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// the set EA parameters follow next (including string parameter) in the TestCacheInput structure
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//--- end of the header. followed by records of each pass
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#define TOSTRING(A) #A + " = " + (string)(this.A) + "\n"
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#define TOSTRING2(A) #A + " = " + ::EnumToString(A) + "\n"
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#define TOSTRING3(A) #A + " = " + this.A[] + "\n"
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string ToString( void ) const
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{
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return(
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TOSTRING(version) + // cache version
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TOSTRING3(copyright) + // copyright
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TOSTRING3(name) + // "TesterOptCache" cache name
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TOSTRING(header_size) + // header size
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TOSTRING(record_size) + // cached record size (TestCacheRecord with the buffer of parameters)
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TOSTRING3(expert_name) + // Expert Advisor name
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TOSTRING3(expert_path) + // Expert Advisor name with a path starting at MQL5
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TOSTRING3(server) + // history source (trade server)
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TOSTRING3(symbol) + // testing symbol
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TOSTRING2((ENUM_TIMEFRAMES)period) + // chart period
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TOSTRING(date_from) + // starting date of data in test settings
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TOSTRING(date_to) + // ending date of data in test settings
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TOSTRING(date_forward) + // ending date of the appropriate forward period
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TOSTRING(opt_mode) + // optimization mode (0-full, 1-genetic, 2 or 3-forward)
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TOSTRING(ticks_mode) + // tick generation mode
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TOSTRING(last_criterion) + // optimization criterion in the last session
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TOSTRING(msc_min) + // minimum execution time in milliseconds
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TOSTRING(msc_max) + // maximum execution time in milliseconds
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TOSTRING(msc_max) + // average execution time in milliseconds
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TOSTRING3(group) + // group name + hedging/netting
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TOSTRING3(trade_currency) + // deposit currency
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TOSTRING(trade_deposit) + // initial deposit
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TOSTRING(trade_condition) + // trading operation mode (0-no delays, -1-arbitrary delay, nnn-number of milliseconds)
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TOSTRING(trade_leverage) + // leverage
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TOSTRING(trade_hedging) + // 1 - netting, 2 - hedging
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TOSTRING(trade_currency_digits) + // number of decimal places after in deposit currency calculations
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TOSTRING(trade_pips) + // calculation in pips
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TOSTRING(parameters_size) + // buffer size for EA parameters
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TOSTRING(parameters_total) + // number of parameters
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TOSTRING(opt_params_size) + // buffer size for EA parameters
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TOSTRING(opt_params_total) + // the number of parameters
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TOSTRING(dwords_cnt) + // the size of the pass number during large genetic
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TOSTRING(snapshot_size) + // the size of the snapshot for total optimization and for a forward after a total optimization
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TOSTRING(passes_total) + // the total number of optimization passes (0 for genetic optimization)
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TOSTRING(passes_passed) // the number of completed passes
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);
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}
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#undef TOSTRING3
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#undef TOSTRING2
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#undef TOSTRING
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};
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/*
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m_header.header_size=sizeof(TestCacheHeader)+m_inputs.Total()*sizeof(TestCacheInput)+m_header.parameters_size;
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//--- the cached record contains the pass number (for genetic optimization it is the ordinal number), the structure of testing results (1 double if math calculations), the buffer of optimized parameters and the genetic pass
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m_header.record_size=sizeof(INT64)+m_header.opt_params_size;
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if(m_mathematics)
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m_header.record_size+=sizeof(double);
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else
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m_header.record_size+=sizeof(ExpTradeSummary);
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if(m_header.dwords_cnt>1)
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m_header.record_size+=m_header.dwords_cnt*sizeof(DWORD);
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else
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{
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if(m_genetics)
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m_header.record_size+=sizeof(INT64);
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}
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*/
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#undef UINT16
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#undef INT64
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#undef DWORD
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#undef UINT |