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refactor(indicators): Optimized for incremental calculation

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Toh4iem9
2025-12-28 19:03:35 +01:00
parent ee52af6ef6
commit 2de349313a
1 changed files with 90 additions and 58 deletions
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Include/MyIncludes/CutlerRSI_Oscillator_Calculator.mqh
+90 -58
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@@ -5,71 +5,103 @@
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\CutlerRSI_Engine.mqh>
#include <MyIncludes\CutlerRSI_Calculator.mqh>
//--- Base class for polymorphism
//+==================================================================+
//| CLASS: CCutlerRSI_OscillatorCalculator |
//+==================================================================+
class CCutlerRSI_OscillatorCalculator
{
public:
virtual bool Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m)=0;
virtual void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &osc_buffer[])=0;
};
//--- Standard version
class CCutlerRSI_OscillatorCalculator_Std : public CCutlerRSI_OscillatorCalculator
{
protected:
CCutlerRSI_Engine *m_engine;
//--- Composition: Use the main CutlerRSI Calculator
CCutlerRSICalculator *m_rsi_engine;
//--- Persistent Buffers for Incremental Calculation
double m_rsi_buffer[];
double m_signal_buffer[];
int m_rsi_period;
int m_ma_period;
public:
CCutlerRSI_OscillatorCalculator_Std(void) { m_engine = new CCutlerRSI_Engine(); }
~CCutlerRSI_OscillatorCalculator_Std(void) { if(CheckPointer(m_engine)!=POINTER_INVALID) delete m_engine; }
CCutlerRSI_OscillatorCalculator(void);
virtual ~CCutlerRSI_OscillatorCalculator(void);
virtual bool Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m) override { return m_engine.Init(rsi_p, ma_p, ma_m); }
virtual void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &osc_buffer[]) override
{
if(CheckPointer(m_engine)==POINTER_INVALID)
return;
//--- Init now takes ENUM_MA_TYPE and HA flag
bool Init(int rsi_p, int ma_p, ENUM_MA_TYPE ma_m, bool use_ha);
double rsi_values[], signal_values[];
ArrayResize(rsi_values, rates_total);
ArrayResize(signal_values, rates_total);
m_engine.Calculate(rates_total, open, high, low, close, price_type, rsi_values, signal_values);
int start_pos = m_engine.GetPeriodRSI() + m_engine.GetPeriodMA() - 1;
for(int i = start_pos; i < rates_total; i++)
{
osc_buffer[i] = rsi_values[i] - signal_values[i];
}
}
void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &osc_buffer[]);
};
//--- HA version
class CCutlerRSI_OscillatorCalculator_HA : public CCutlerRSI_OscillatorCalculator
{
protected:
CCutlerRSI_Engine *m_engine;
public:
CCutlerRSI_OscillatorCalculator_HA(void) { m_engine = new CCutlerRSI_Engine_HA(); }
~CCutlerRSI_OscillatorCalculator_HA(void) { if(CheckPointer(m_engine)!=POINTER_INVALID) delete m_engine; }
virtual bool Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m) override { return m_engine.Init(rsi_p, ma_p, ma_m); }
virtual void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &osc_buffer[]) override
{
if(CheckPointer(m_engine)==POINTER_INVALID)
return;
double rsi_values[], signal_values[];
ArrayResize(rsi_values, rates_total);
ArrayResize(signal_values, rates_total);
m_engine.Calculate(rates_total, open, high, low, close, price_type, rsi_values, signal_values);
int start_pos = m_engine.GetPeriodRSI() + m_engine.GetPeriodMA() - 1;
for(int i = start_pos; i < rates_total; i++)
{
osc_buffer[i] = rsi_values[i] - signal_values[i];
}
}
};
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CCutlerRSI_OscillatorCalculator::CCutlerRSI_OscillatorCalculator(void) : m_rsi_engine(NULL)
{
}
//+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
CCutlerRSI_OscillatorCalculator::~CCutlerRSI_OscillatorCalculator(void)
{
if(CheckPointer(m_rsi_engine) != POINTER_INVALID)
delete m_rsi_engine;
}
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
bool CCutlerRSI_OscillatorCalculator::Init(int rsi_p, int ma_p, ENUM_MA_TYPE ma_m, bool use_ha)
{
m_rsi_period = rsi_p;
m_ma_period = ma_p;
// Instantiate correct engine
if(use_ha)
m_rsi_engine = new CCutlerRSICalculator_HA();
else
m_rsi_engine = new CCutlerRSICalculator();
// Initialize engine
return m_rsi_engine.Init(rsi_p, ma_p, ma_m);
}
//+------------------------------------------------------------------+
//| Main Calculation |
//+------------------------------------------------------------------+
void CCutlerRSI_OscillatorCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &osc_buffer[])
{
if(CheckPointer(m_rsi_engine) == POINTER_INVALID)
return;
// Resize internal buffers
if(ArraySize(m_rsi_buffer) != rates_total)
{
ArrayResize(m_rsi_buffer, rates_total);
ArrayResize(m_signal_buffer, rates_total);
}
// Calculate RSI and Signal (Incremental)
// The RSI engine handles its own incremental logic
m_rsi_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_rsi_buffer, m_signal_buffer);
// Calculate Oscillator (RSI - Signal)
// Valid from: RSI Period + MA Period - 1
int start_pos = m_rsi_period + m_ma_period - 1;
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
int loop_start = MathMax(start_pos, start_index);
if(prev_calculated == 0)
ArrayInitialize(osc_buffer, 0.0);
for(int i = loop_start; i < rates_total; i++)
{
osc_buffer[i] = m_rsi_buffer[i] - m_signal_buffer[i];
}
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+