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refactor: Isolated Member Caches, Direct Squaring & Pipelined Math

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Toh4iem9
2026-10-02 14:34:27 +02:00
parent 0e55603c97
commit 2e240a9970
1 changed files with 79 additions and 53 deletions
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Include/MyIncludes/Laguerre_Adaptive_Channel_Calculator.mqh
+79 -53
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@@ -2,8 +2,8 @@
//| Laguerre_Adaptive_Channel_Calculator.mqh |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.10" // Upgraded with dedicated ENUM_CHANNEL_WIDTH_METHOD for strict type safety
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.20" // Enterprise Refactor: Isolated Member Caches, Direct Squaring & Pipelined Math
#property description "Stateful calculator implementing volatility bands around Adaptive Laguerre Filter."
#ifndef LAGUERRE_ADAPTIVE_CHANNEL_CALCULATOR_MQH
@@ -13,12 +13,15 @@
#include <MyIncludes\ATR_Calculator.mqh>
#include <MyIncludes\HeikinAshi_Tools.mqh>
//--- Dedicated Channel Volatility Width enum to prevent dimensionless metrics (like ER) from causing UI confusion
//--- Dedicated Channel Volatility Width enum
#ifndef ENUM_CHANNEL_WIDTH_METHOD_DEFINED
#define ENUM_CHANNEL_WIDTH_METHOD_DEFINED
enum ENUM_CHANNEL_WIDTH_METHOD
{
WIDTH_METHOD_ATR, // Average True Range (ATR Keltner-style)
WIDTH_METHOD_STAND_DEV // Standard Deviation (StDev Bollinger-style)
};
#endif
//+==================================================================+
//| CLASS: CLaguerreAdaptiveChannelCalculator |
@@ -28,16 +31,19 @@ class CLaguerreAdaptiveChannelCalculator
private:
ENUM_CHANNEL_WIDTH_METHOD m_width_method;
int m_width_period;
double m_inv_width_period; // Precalculated 1.0 / width_period
double m_multiplier;
bool m_is_ha;
CLaguerreAdaptiveFilterCalculator *m_baseline_calc;
CATRCalculator *m_atr_calc;
CHeikinAshi_Calculator m_ha_engine;
//--- Persistent State Registers
//--- Persistent State Registers (Strict Instance Isolation - Zero Static Sharing!)
double m_baseline_buffer[];
double m_vol_buffer[];
double m_price[];
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type,
const double &open[], const double &high[], const double &low[], const double &close[]);
@@ -57,14 +63,22 @@ public:
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CLaguerreAdaptiveChannelCalculator::CLaguerreAdaptiveChannelCalculator(void)
: m_width_method(WIDTH_METHOD_ATR),
m_width_period(10),
m_multiplier(2.0),
m_is_ha(false),
m_baseline_calc(NULL),
m_atr_calc(NULL)
CLaguerreAdaptiveChannelCalculator::CLaguerreAdaptiveChannelCalculator(void) :
m_width_method(WIDTH_METHOD_ATR),
m_width_period(10),
m_inv_width_period(0.1),
m_multiplier(2.0),
m_is_ha(false),
m_baseline_calc(NULL),
m_atr_calc(NULL)
{
ArraySetAsSeries(m_baseline_buffer, false);
ArraySetAsSeries(m_vol_buffer, false);
ArraySetAsSeries(m_price, false);
ArraySetAsSeries(m_ha_open, false);
ArraySetAsSeries(m_ha_high, false);
ArraySetAsSeries(m_ha_low, false);
ArraySetAsSeries(m_ha_close, false);
}
//+------------------------------------------------------------------+
@@ -73,21 +87,28 @@ CLaguerreAdaptiveChannelCalculator::CLaguerreAdaptiveChannelCalculator(void)
CLaguerreAdaptiveChannelCalculator::~CLaguerreAdaptiveChannelCalculator(void)
{
if(CheckPointer(m_baseline_calc) != POINTER_INVALID)
{
delete m_baseline_calc;
m_baseline_calc = NULL;
}
if(CheckPointer(m_atr_calc) != POINTER_INVALID)
{
delete m_atr_calc;
m_atr_calc = NULL;
}
}
//+------------------------------------------------------------------+
//| Init (Strict Type Safety Enforced) |
//| Init |
//+------------------------------------------------------------------+
bool CLaguerreAdaptiveChannelCalculator::Init(ENUM_ADAPTIVE_METHOD method, int adaptive_period, double gamma_min, double gamma_max,
ENUM_CHANNEL_WIDTH_METHOD width_method, int width_period, double multiplier, bool is_ha)
{
m_width_method = width_method;
m_width_period = (width_period < 2) ? 2 : width_period;
m_multiplier = (multiplier <= 0.0) ? 1.0 : multiplier;
m_is_ha = is_ha;
m_width_method = width_method;
m_width_period = (width_period < 2) ? 2 : width_period;
m_inv_width_period = 1.0 / (double)m_width_period; // Precalculated inverse lookback
m_multiplier = (multiplier <= 0.0) ? 1.0 : multiplier;
m_is_ha = is_ha;
if(CheckPointer(m_baseline_calc) != POINTER_INVALID)
{
@@ -129,31 +150,30 @@ void CLaguerreAdaptiveChannelCalculator::Calculate(int rates_total, int prev_cal
double &baseline_buffer[], double &upper_buffer[], double &lower_buffer[])
{
int required_bars = MathMax(m_width_period * 2, 20) + 5;
if(rates_total < required_bars)
if(rates_total < required_bars || CheckPointer(m_baseline_calc) == POINTER_INVALID)
return;
//--- Resize state buffers and enforce chronological safety
// Safe allocation of internal state buffers
if(ArraySize(m_baseline_buffer) != rates_total)
{
ArrayResize(m_baseline_buffer, rates_total);
ArrayResize(m_vol_buffer, rates_total);
ArrayResize(m_price, rates_total);
ArraySetAsSeries(m_baseline_buffer, false);
ArrayResize(m_vol_buffer, rates_total);
ArraySetAsSeries(m_vol_buffer, false);
ArrayResize(m_price, rates_total);
ArraySetAsSeries(m_price, false);
}
//--- 1. Calculate Adaptive Baseline (Filter Mean)
// 1. Calculate Adaptive Baseline (Filter Mean in O(1))
m_baseline_calc.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_baseline_buffer);
//--- 2. Calculate Channel Volatility Width (ATR or Standard Deviation)
// 2. Calculate Channel Volatility Width (ATR or Accelerated Standard Deviation)
if(m_width_method == WIDTH_METHOD_ATR)
{
// Refactored CATRCalculator v3.00 call
m_atr_calc.Calculate(rates_total, prev_calculated, open, high, low, close, m_vol_buffer);
if(CheckPointer(m_atr_calc) != POINTER_INVALID)
m_atr_calc.Calculate(rates_total, prev_calculated, open, high, low, close, m_vol_buffer);
}
else // WIDTH_METHOD_STAND_DEV (Bollinger Band Style volatility width)
else // WIDTH_METHOD_STAND_DEV (MathPow-Free Accelerated StDev)
{
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
@@ -171,74 +191,80 @@ void CLaguerreAdaptiveChannelCalculator::Calculate(int rates_total, int prev_cal
double sum = 0.0;
for(int j = 0; j < m_width_period; j++)
sum += m_price[i - j];
double mean = sum / m_width_period;
double mean = sum * m_inv_width_period;
// Fast scalar multiplication instead of slow pow()
double sum_sq = 0.0;
for(int j = 0; j < m_width_period; j++)
sum_sq += pow(m_price[i - j] - mean, 2);
{
double diff = m_price[i - j] - mean;
sum_sq += diff * diff;
}
m_vol_buffer[i] = sqrt(sum_sq / m_width_period);
m_vol_buffer[i] = MathSqrt(sum_sq * m_inv_width_period);
}
}
//--- 3. Calculate Upper and Lower bands around Baseline
// 3. Fused Pipelined Band Calculation around Baseline
int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
for(int i = start; i < rates_total; i++)
{
baseline_buffer[i] = m_baseline_buffer[i];
upper_buffer[i] = m_baseline_buffer[i] + m_multiplier * m_vol_buffer[i];
lower_buffer[i] = m_baseline_buffer[i] - m_multiplier * m_vol_buffer[i];
double base = m_baseline_buffer[i];
double width = m_multiplier * m_vol_buffer[i];
baseline_buffer[i] = base;
upper_buffer[i] = base + width;
lower_buffer[i] = base - width;
}
}
//+------------------------------------------------------------------+
//| Prepare Price Series |
//| Prepare Price Series (Instance Isolated Caches - Zero Static!) |
//+------------------------------------------------------------------+
bool CLaguerreAdaptiveChannelCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type,
const double &open[], const double &high[], const double &low[], const double &close[])
{
if(m_is_ha)
{
static CHeikinAshi_Calculator ha_calc;
static double ha_open[], ha_high[], ha_low[], ha_close[];
if(ArraySize(ha_open) != rates_total)
if(ArraySize(m_ha_open) != rates_total)
{
ArrayResize(ha_open, rates_total);
ArrayResize(ha_high, rates_total);
ArrayResize(ha_low, rates_total);
ArrayResize(ha_close, rates_total);
ArraySetAsSeries(ha_open, false);
ArraySetAsSeries(ha_high, false);
ArraySetAsSeries(ha_low, false);
ArraySetAsSeries(ha_close, false);
ArrayResize(m_ha_open, rates_total);
ArraySetAsSeries(m_ha_open, false);
ArrayResize(m_ha_high, rates_total);
ArraySetAsSeries(m_ha_high, false);
ArrayResize(m_ha_low, rates_total);
ArraySetAsSeries(m_ha_low, false);
ArrayResize(m_ha_close, rates_total);
ArraySetAsSeries(m_ha_close, false);
}
ha_calc.Calculate(rates_total, start_index, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
m_ha_engine.Calculate(rates_total, start_index, open, high, low, close,
m_ha_open, m_ha_high, m_ha_low, m_ha_close);
for(int i = start_index; i < rates_total; i++)
{
switch(price_type)
{
case PRICE_OPEN:
m_price[i] = ha_open[i];
m_price[i] = m_ha_open[i];
break;
case PRICE_HIGH:
m_price[i] = ha_high[i];
m_price[i] = m_ha_high[i];
break;
case PRICE_LOW:
m_price[i] = ha_low[i];
m_price[i] = m_ha_low[i];
break;
case PRICE_MEDIAN:
m_price[i] = (ha_high[i] + ha_low[i]) * 0.5;
m_price[i] = (m_ha_high[i] + m_ha_low[i]) * 0.5;
break;
case PRICE_TYPICAL:
m_price[i] = (ha_high[i] + ha_low[i] + ha_close[i]) / 3.0;
m_price[i] = (m_ha_high[i] + m_ha_low[i] + m_ha_close[i]) / 3.0;
break;
case PRICE_WEIGHTED:
m_price[i] = (ha_high[i] + ha_low[i] + ha_close[i] * 2.0) * 0.25;
m_price[i] = (m_ha_high[i] + m_ha_low[i] + m_ha_close[i] * 2.0) * 0.25;
break;
default:
m_price[i] = ha_close[i];
m_price[i] = m_ha_close[i];
break;
}
}