amirghadiri1987
108 lines
6.8 KiB
Plaintext
108 lines
6.8 KiB
Plaintext
//+------------------------------------------------------------------+
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//| TSTcube.mqh |
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//| Copyright (c) 2020, Marketeer |
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//| https://www.mql5.com/en/users/marketeer |
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//| Online Analytical Processing of trading hypercubes |
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//| https://www.mql5.com/en/articles/6602 |
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//| https://www.mql5.com/en/articles/6603 |
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//| https://www.mql5.com/en/articles/7656 |
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//| rev. 25.02.2020 |
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//+------------------------------------------------------------------+
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#include "ReportCubeBase.mqh"
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#include <fxsaber/SingleTesterCache/SingleTesterCache.mqh>
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class TesterDeal: public Deal
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{
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public:
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TesterDeal(const TradeDeal &td)
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{
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time = (datetime)td.time_create + TimeShift;
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price = td.price_open;
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string t = dealType(td.action);
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type = t == "buy" ? +1 : (t == "sell" ? -1 : 0);
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t = dealDir(td.entry);
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direction = 0;
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if(StringFind(t, "in") > -1) ++direction;
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if(StringFind(t, "out") > -1) --direction;
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volume = (double)td.volume;
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profit = td.profit;
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deal = (long)td.deal;
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order = (long)td.order;
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comment = td.comment[];
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symbol = td.symbol[];
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commission = td.commission;
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swap = td.storage;
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// balance - SingleTesterCache.Deals[i].reserve
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}
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static string dealType(const ENUM_DEAL_TYPE type)
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{
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return type == DEAL_TYPE_BUY ? "buy" : (type == DEAL_TYPE_SELL ? "sell" : "balance");
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}
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static string dealDir(const ENUM_DEAL_ENTRY entry)
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{
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string result = "";
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if(entry == DEAL_ENTRY_IN) result += "in";
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else if(entry == DEAL_ENTRY_OUT || entry == DEAL_ENTRY_OUT_BY) result += "out";
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else if(entry == DEAL_ENTRY_INOUT) result += "in out";
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return result;
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}
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};
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template<typename T>
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class TesterReportAdapter: public BaseReportAdapter<T>
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{
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protected:
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SINGLETESTERCACHE *ptrSingleTesterCache;
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virtual bool fillDealsArray() override
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{
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for(int i = 0; i < ArraySize(ptrSingleTesterCache.Deals); i++)
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{
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if(TesterDeal::dealType(ptrSingleTesterCache.Deals[i].action) == "balance")
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{
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balance += ptrSingleTesterCache.Deals[i].profit;
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}
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else
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{
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array << new TesterDeal(ptrSingleTesterCache.Deals[i]);
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}
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}
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return true;
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}
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public:
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~TesterReportAdapter()
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{
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if(CheckPointer(ptrSingleTesterCache) == POINTER_DYNAMIC) delete ptrSingleTesterCache;
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}
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virtual bool load(const string file) override
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{
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if(StringFind(file, ".tst") > 0)
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{
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BaseReportAdapter<T>::load(file);
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if(CheckPointer(ptrSingleTesterCache) == POINTER_DYNAMIC) delete ptrSingleTesterCache;
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ptrSingleTesterCache = new SINGLETESTERCACHE();
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if(!ptrSingleTesterCache.Load(file))
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{
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delete ptrSingleTesterCache;
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ptrSingleTesterCache = NULL;
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return false;
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}
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size = generate();
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Print("Tester cache import: ", size, " trades from ", ArraySize(ptrSingleTesterCache.Deals), " deals");
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}
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return true;
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}
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};
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TesterReportAdapter<RECORD_CLASS> _defaultTSTReportAdapter;
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