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refactor: Optimized 4-Point FIR & Reciprocal Math

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This commit is contained in:
Toh4iem9
2026-09-30 23:42:45 +02:00
parent 75c8f8160c
commit 2bdc9539dc
1 changed files with 9 additions and 7 deletions
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Include/MyIncludes/Laguerre_Filter_Calculator.mqh
+9 -7
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@@ -2,8 +2,9 @@
//| Laguerre_Filter_Calculator.mqh |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.20" // Memory-safe pointer lifecycle & bounds protection
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.30" // Enterprise Refactor: Optimized 4-Point FIR & Reciprocal Math
#property description "High-performance calculation engine for Ehlers' Laguerre Filter & FIR line."
#ifndef LAGUERRE_FILTER_CALCULATOR_MQH
#define LAGUERRE_FILTER_CALCULATOR_MQH
@@ -101,7 +102,7 @@ void CLaguerreFilterCalculator::Calculate(const int rates_total, const int prev_
const double &low[], const double &close[],
double &filter_buffer[], double &fir_buffer[])
{
if(rates_total < 2 || CheckPointer(m_engine) == POINTER_INVALID)
if(rates_total < 5 || CheckPointer(m_engine) == POINTER_INVALID)
return;
// Safe allocation of destination arrays
@@ -118,7 +119,7 @@ void CLaguerreFilterCalculator::Calculate(const int rates_total, const int prev_
ArrayInitialize(fir_buffer, EMPTY_VALUE);
}
// 1. Calculate Core Laguerre Filter
// 1. Calculate Core Laguerre Filter in O(1)
m_engine.CalculateFilter(rates_total, prev_calculated, open, high, low, close, filter_buffer);
// 2. Calculate 4-Point FIR Comparison Filter
@@ -133,12 +134,13 @@ void CLaguerreFilterCalculator::Calculate(const int rates_total, const int prev_
fir_buffer[2] = filter_buffer[2];
}
const double inv_six = 1.0 / 6.0;
for(int i = start_index; i < rates_total; i++)
{
fir_buffer[i] = (m_engine.GetPrice(i) +
2.0 * m_engine.GetPrice(i - 1) +
2.0 * m_engine.GetPrice(i - 2) +
m_engine.GetPrice(i - 3)) / 6.0;
2.0 * (m_engine.GetPrice(i - 1) + m_engine.GetPrice(i - 2)) +
m_engine.GetPrice(i - 3)) * inv_six;
}
}