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refactor(scripts): Includes Data Synchronization logic

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Toh4iem9
2026-02-07 19:44:41 +01:00
parent 882e72043d
commit 0dd8ebae1e
1 changed files with 40 additions and 57 deletions
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Include/MyIncludes/SessionLevels_Calculator.mqh
+40 -57
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@@ -1,10 +1,12 @@
//+------------------------------------------------------------------+
//| SessionLevels_Calculator.mqh |
//| Engine for retrieving key Session Levels (D1/W1 etc). |
//| Includes Data Synchronization logic. |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#include <MyIncludes\DataSync_Tools.mqh> // Include new tool
struct SessionLevels
{
double prev_high;
@@ -14,16 +16,14 @@ struct SessionLevels
bool valid;
};
//+==================================================================+
//| CLASS: CSessionLevelsCalculator |
//+==================================================================+
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
class CSessionLevelsCalculator
{
protected:
ENUM_TIMEFRAMES m_session_tf; // Usually PERIOD_D1
// Cache to prevent repetitive CopyRates calls on every tick
datetime m_last_calc_time;
ENUM_TIMEFRAMES m_session_tf;
datetime m_last_calc_time_bar;
SessionLevels m_cached_levels;
public:
@@ -31,26 +31,20 @@ public:
virtual ~CSessionLevelsCalculator(void) {};
bool Init(ENUM_TIMEFRAMES session_tf = PERIOD_D1);
// Get levels for a specific time (usually TimeCurrent or bar time)
bool GetLevels(datetime time, SessionLevels &out_levels);
// Helper to calculate distance in ATR units
bool GetLevels(string symbol, datetime time, SessionLevels &out_levels); // Added 'symbol' param
double GetDistanceATR(double price, double level, double atr);
};
//+------------------------------------------------------------------+
//| Constructor |
//| |
//+------------------------------------------------------------------+
CSessionLevelsCalculator::CSessionLevelsCalculator(void) :
m_session_tf(PERIOD_D1),
m_last_calc_time(0)
CSessionLevelsCalculator::CSessionLevelsCalculator(void) : m_session_tf(PERIOD_D1), m_last_calc_time_bar(0)
{
m_cached_levels.valid = false;
}
//+------------------------------------------------------------------+
//| Init |
//| |
//+------------------------------------------------------------------+
bool CSessionLevelsCalculator::Init(ENUM_TIMEFRAMES session_tf)
{
@@ -59,65 +53,54 @@ bool CSessionLevelsCalculator::Init(ENUM_TIMEFRAMES session_tf)
}
//+------------------------------------------------------------------+
//| Get Levels |
//| |
//+------------------------------------------------------------------+
bool CSessionLevelsCalculator::GetLevels(datetime time, SessionLevels &out_levels)
bool CSessionLevelsCalculator::GetLevels(string symbol, datetime time, SessionLevels &out_levels)
{
// 1. Identify the start time of the Session bar containing 'time'
datetime sess_start = iTime(_Symbol, m_session_tf, iBarShift(_Symbol, m_session_tf, time));
if(sess_start == 0)
// 0. Ensure Data is Ready (Force Sync)
if(!CDataSync::EnsureDataReady(symbol, m_session_tf))
return false;
// 2. Check Cache
if(sess_start == m_last_calc_time && m_cached_levels.valid)
{
out_levels = m_cached_levels;
return true;
}
// 1. Identify start time
datetime session_start_time = iTime(symbol, m_session_tf, iBarShift(symbol, m_session_tf, time));
if(session_start_time == 0)
return false;
// 2. Cache Check (Only works if symbol didn't change! Since we reuse calc, better reset cache or check symbol)
// For safety in script usage (switching symbols), let's skip cache or add symbol check
// Assuming script creates new calc per symbol or we just refresh. Let's force refresh for safety in Script loops.
// 3. Fetch Data
// We need the Current Open and Previous High/Low/Close
// Index 0 in HTF = Current Session. Index 1 = Previous Session.
int shift = iBarShift(_Symbol, m_session_tf, time);
double opens[], highs[], lows[], closes[];
// We need index 'shift' (Current) and 'shift+1' (Previous)
// Copying 2 bars starting from shift
if(CopyOpen(_Symbol, m_session_tf, shift, 2, opens) < 2 ||
CopyHigh(_Symbol, m_session_tf, shift, 2, highs) < 2 ||
CopyLow(_Symbol, m_session_tf, shift, 2, lows) < 2 ||
CopyClose(_Symbol, m_session_tf, shift, 2, closes) < 2)
{
int shift = iBarShift(symbol, m_session_tf, time);
if(shift < 0)
return false;
}
// Array is Standard Order (0 = Oldest = Prev, 1 = Newest = Curr) due to Copy functions default behavior
// unless ArraySetAsSeries is true (it is not here).
// Index 0 = Previous Day
// Index 1 = Current Day
MqlRates rates[];
ArraySetAsSeries(rates, true);
m_cached_levels.prev_high = highs[0];
m_cached_levels.prev_low = lows[0];
m_cached_levels.prev_close = closes[0];
m_cached_levels.curr_open = opens[1];
if(CopyRates(symbol, m_session_tf, shift, 2, rates) != 2)
return false;
m_cached_levels.prev_high = rates[1].high;
m_cached_levels.prev_low = rates[1].low;
m_cached_levels.prev_close = rates[1].close;
m_cached_levels.curr_open = rates[0].open;
if(m_cached_levels.prev_high == 0 || m_cached_levels.curr_open == 0)
return false;
m_cached_levels.valid = true;
m_last_calc_time = sess_start;
out_levels = m_cached_levels;
return true;
}
//+------------------------------------------------------------------+
//| Helper: Get Signed Distance in ATR |
//| |
//+------------------------------------------------------------------+
double CSessionLevelsCalculator::GetDistanceATR(double price, double level, double atr)
{
if(atr == 0)
if(atr <= 0.00000001)
return 0.0;
return (price - level) / atr;
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+