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refactor: Implemented strict Temporal Validation Guard to prevent future target time corruption

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This commit is contained in:
Toh4iem9
2026-07-30 11:56:44 +02:00
parent 71b4fed7e6
commit 2b4858625c
1 changed files with 20 additions and 17 deletions
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Scripts/MyScripts/Market_Scanner_Pro.mq5
+20 -17
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@@ -1,10 +1,10 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Market_Scanner_Pro.mq5 | //| Market_Scanner_Pro.mq5 |
//| QuantScan 10.38 - Historical Audit Master | //| QuantScan 10.39 - Historical Audit Master |
//| Copyright 2026, xxxxxxxx | //| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx" #property copyright "Copyright 2026, xxxxxxxx"
#property version "10.38" // Reorganized Weekly V-Score (v_score_week) strictly under the H1 Context Layer #property version "10.39" // Implemented strict Temporal Validation Guard to prevent future target time corruption
#property description "Exports 'QuantScan' dataset for LLM Analysis." #property description "Exports 'QuantScan' dataset for LLM Analysis."
#property description "Features High-Performance Object Caching and precise Historical Audits." #property description "Features High-Performance Object Caching and precise Historical Audits."
#property script_show_inputs #property script_show_inputs
@@ -57,7 +57,7 @@ input int InpAutoCorrPeriod = 20; // Autocorrelation Window
input int InpMurreyPeriod = 64; input int InpMurreyPeriod = 64;
input int InpATRPeriod = 14; input int InpATRPeriod = 14;
input int InpRSBars = 24; input int InpRSBars = 24;
input int InpRVOLPeriod = 20; input int InpResSettle = 20;
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| | //| |
@@ -76,22 +76,18 @@ input int InpSqueezeMom = 12;
input group "Output Settings" input group "Output Settings"
input int InpPrecision = 3; // Decimal places for CSV Output input int InpPrecision = 3; // Decimal places for CSV Output
//--- QuantData Struct (Updated Layout) //--- QuantData Struct
struct QuantData struct QuantData
{ {
string timestamp; string timestamp;
string symbol; string symbol;
double price; double price;
// H1 Context (Layer 1)
string alpha_str; string alpha_str;
string beta_str; string beta_str;
double vhf; double vhf;
double r2; double r2;
string zone; string zone;
double v_score_week; // MOVED HERE (Since it calculates strictly on H1) double v_score_week;
// M15 Flow (Layer 2)
double v_score_day; double v_score_day;
double autocorr; double autocorr;
double vol_regime; double vol_regime;
@@ -101,19 +97,13 @@ struct QuantData
double m15_r2; double m15_r2;
double dist_pdh; double dist_pdh;
double dist_pdl; double dist_pdl;
// M5 Trigger (Layer 3)
double velocity; double velocity;
double v_pressure; double v_pressure;
double vol_thrust; double vol_thrust;
double cost_atr; double cost_atr;
// Composites
string absorption; string absorption;
string mtf_align; string mtf_align;
string vwap_align; string vwap_align;
// TSI Hist Caches
double h1_tsi_hist; double h1_tsi_hist;
double m15_tsi_hist; double m15_tsi_hist;
double m5_tsi_hist; double m5_tsi_hist;
@@ -165,7 +155,7 @@ bool CMarketScanner::Init(void)
{ {
if(!m_atr.Init(InpATRPeriod, ATR_POINTS)) if(!m_atr.Init(InpATRPeriod, ATR_POINTS))
return false; return false;
if(!m_rvol.Init(InpRVOLPeriod)) if(!m_rvol.Init(InpResSettle))
return false; return false;
if(!m_squeeze.Init(InpSqueezeLength, InpBBMult, InpKCMult, InpSqueezeMom)) if(!m_squeeze.Init(InpSqueezeLength, InpBBMult, InpKCMult, InpSqueezeMom))
return false; return false;
@@ -627,6 +617,19 @@ void OnStart()
total_symbols = StringSplit(InpSymbolList, u_sep, symbols); total_symbols = StringSplit(InpSymbolList, u_sep, symbols);
} }
// Temporary safeguard for future target time
if(InpUseTargetTime && InpTargetTime > TimeCurrent())
{
string msg = StringFormat("Critical Error: Specified Target Time (%s) is in the future!\n"
"Current Broker Time is %s.\n"
"Execution aborted to prevent dataset corruption.",
TimeToString(InpTargetTime), TimeToString(TimeCurrent()));
MessageBox(msg, "QuantScan Target Time Error", MB_OK|MB_ICONERROR);
Print("QuantScan Error: " + msg);
return; // Abort gracefully
}
// Initialize the high-performance global scanner // Initialize the high-performance global scanner
if(!g_scanner.Init()) if(!g_scanner.Init())
{ {
@@ -727,7 +730,7 @@ void OnStart()
DoubleToString(results[i].vhf, InpPrecision), DoubleToString(results[i].vhf, InpPrecision),
DoubleToString(results[i].r2, InpPrecision), DoubleToString(results[i].r2, InpPrecision),
results[i].zone, results[i].zone,
DoubleToString(results[i].v_score_week, InpPrecision), // MOVED: Now writes directly after zone under H1 DoubleToString(results[i].v_score_week, InpPrecision),
DoubleToString(results[i].v_score_day, InpPrecision), DoubleToString(results[i].v_score_day, InpPrecision),
DoubleToString(results[i].autocorr, InpPrecision), DoubleToString(results[i].autocorr, InpPrecision),
DoubleToString(results[i].vol_regime, InpPrecision), DoubleToString(results[i].vol_regime, InpPrecision),