//+------------------------------------------------------------------+
//|                                   Gaussian_Filter_Calculator.mqh |
//|      Calculation engine for the John Ehlers' Gaussian Filter.    |
//|      VERSION 2.10: Corrected state management & centralized enums|
//|                                        Copyright 2025, xxxxxxxx  |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"

#include <MyIncludes\HeikinAshi_Tools.mqh>

//--- Enums are now centralized here to be available for all consumers ---
enum ENUM_CANDLE_SOURCE { SOURCE_STD, SOURCE_HA };
enum ENUM_INPUT_SOURCE { SOURCE_PRICE, SOURCE_MOMENTUM };

//+==================================================================+
class CGaussianFilterCalculator
  {
protected:
   int               m_period;
   ENUM_INPUT_SOURCE m_source_type;
   double            m_price[];

   //--- Filter coefficients
   double            c0, a1, a2;

   //--- State variables for the recursive filter (CRITICAL FIX)
   double            m_f1, m_f2;

   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);

public:
                     CGaussianFilterCalculator(void) : m_f1(0), m_f2(0) {}; // Initialize state
   virtual          ~CGaussianFilterCalculator(void) {};

   bool              Init(int period, ENUM_INPUT_SOURCE source_type);
   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[]);
  };

//+------------------------------------------------------------------+
bool CGaussianFilterCalculator::Init(int period, ENUM_INPUT_SOURCE source_type)
  {
   m_period = (period < 2) ? 2 : period;
   m_source_type = source_type;
   m_f1 = 0;
   m_f2 = 0; // Reset state on init

   double beta = 2.451 * (1.0 - cos(2.0 * M_PI / m_period));
   double alpha = -beta + sqrt(beta * beta + 2.0 * beta);

   c0 = alpha * alpha;
   a1 = 2.0 * (1.0 - alpha);
   a2 = -pow(1.0 - alpha, 2);

   return true;
  }

//+------------------------------------------------------------------+
void CGaussianFilterCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[])
  {
   if(rates_total < 3)
      return;
   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
      return;

//--- On the very first calculation, initialize the first few values robustly
   if(ArraySize(filter_buffer) == 0 || filter_buffer[0] == 0)
     {
      filter_buffer[0] = m_price[0];
      filter_buffer[1] = m_price[1];
      m_f1 = filter_buffer[1];
      m_f2 = filter_buffer[0];
     }

   for(int i = 2; i < rates_total; i++)
     {
      double current_f = c0 * m_price[i] + a1 * m_f1 + a2 * m_f2;
      filter_buffer[i] = current_f;
      m_f2 = m_f1;
      m_f1 = current_f;
     }
  }

//+------------------------------------------------------------------+
bool CGaussianFilterCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
  {
   ArrayResize(m_price, rates_total);
   if(m_source_type == SOURCE_PRICE)
     {
      switch(price_type)
        {
         case PRICE_OPEN:
            ArrayCopy(m_price, open, 0, 0, rates_total);
            break;
         case PRICE_HIGH:
            ArrayCopy(m_price, high, 0, 0, rates_total);
            break;
         case PRICE_LOW:
            ArrayCopy(m_price, low, 0, 0, rates_total);
            break;
         case PRICE_MEDIAN:
            for(int i=0; i<rates_total; i++)
               m_price[i] = (high[i]+low[i])/2.0;
            break;
         case PRICE_TYPICAL:
            for(int i=0; i<rates_total; i++)
               m_price[i] = (high[i]+low[i]+close[i])/3.0;
            break;
         case PRICE_WEIGHTED:
            for(int i=0; i<rates_total; i++)
               m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
            break;
         default:
            ArrayCopy(m_price, close, 0, 0, rates_total);
            break;
        }
     }
   else // SOURCE_MOMENTUM
     {
      for(int i=0; i<rates_total; i++)
         m_price[i] = close[i] - open[i];
     }
   return true;
  }
//+==================================================================+
class CGaussianFilterCalculator_HA : public CGaussianFilterCalculator
  {
private:
   CHeikinAshi_Calculator m_ha_calculator;
protected:
   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
  };
//+------------------------------------------------------------------+
bool CGaussianFilterCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
  {
   double ha_open[], ha_high[], ha_low[], ha_close[];
   ArrayResize(ha_open, rates_total);
   ArrayResize(ha_high, rates_total);
   ArrayResize(ha_low, rates_total);
   ArrayResize(ha_close, rates_total);
   m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
   ArrayResize(m_price, rates_total);
   if(m_source_type == SOURCE_PRICE)
     {
      switch(price_type)
        {
         case PRICE_OPEN:
            ArrayCopy(m_price, ha_open, 0, 0, rates_total);
            break;
         case PRICE_HIGH:
            ArrayCopy(m_price, ha_high, 0, 0, rates_total);
            break;
         case PRICE_LOW:
            ArrayCopy(m_price, ha_low, 0, 0, rates_total);
            break;
         case PRICE_MEDIAN:
            for(int i=0; i<rates_total; i++)
               m_price[i] = (ha_high[i]+ha_low[i])/2.0;
            break;
         case PRICE_TYPICAL:
            for(int i=0; i<rates_total; i++)
               m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
            break;
         case PRICE_WEIGHTED:
            for(int i=0; i<rates_total; i++)
               m_price[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0;
            break;
         default:
            ArrayCopy(m_price, ha_close, 0, 0, rates_total);
            break;
        }
     }
   else // SOURCE_MOMENTUM
     {
      for(int i=0; i<rates_total; i++)
         m_price[i] = ha_close[i] - ha_open[i];
     }
   return true;
  }
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
