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refactor: Integrated Central CFractalEngine Architecture

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This commit is contained in:
Toh4iem9
2026-10-25 10:14:23 +01:00
parent 8fdeaf40e6
commit 2ed581864d
1 changed files with 18 additions and 74 deletions
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Include/MyIncludes/ChaosWeightedRSI_Calculator.mqh
+18 -74
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@@ -4,13 +4,14 @@
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "2.20" // Enterprise: Strict Recursive State Preservation (Fixes Live Bar Flip-Flop)
#property description "Mathematical engine for Chaos-Weighted RSI with Sevcik Fractal Dimension modulation."
#property version "2.30" // Enterprise: Integrated Central CFractalEngine Architecture
#property description "Mathematical engine for Chaos-Weighted RSI utilizing unified CFractalEngine."
#ifndef CHAOS_WEIGHTED_RSI_CALCULATOR_MQH
#define CHAOS_WEIGHTED_RSI_CALCULATOR_MQH
#include <MyIncludes\HeikinAshi_Tools.mqh>
#include <MyIncludes\Fractal_Engine.mqh>
//+==================================================================+
//| CLASS: CChaosWeightedRSI_Calculator |
@@ -22,12 +23,11 @@ private:
int m_fdi_period;
double m_sensitivity;
ENUM_APPLIED_PRICE_HA_ALL m_source_type;
// Precalculated Invariants
double m_base_alpha;
double m_delta_x_sq;
double m_log_fdi_denom;
double m_inv_fdi_denom;
// Embedded Central DSP Engines
CFractalEngine m_fractal_engine;
CHeikinAshi_Calculator m_ha_engine;
// Persistent Buffers
double m_price[];
@@ -37,12 +37,10 @@ private:
// Heikin Ashi Buffers
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
CHeikinAshi_Calculator m_ha_engine;
bool PreparePriceSeries(const int rates_total, const int start_index,
const double &open[], const double &high[],
const double &low[], const double &close[]);
double CalculateChaosPoint(const int idx, const int length);
public:
CChaosWeightedRSI_Calculator(void);
@@ -68,10 +66,7 @@ CChaosWeightedRSI_Calculator::CChaosWeightedRSI_Calculator(void) :
m_fdi_period(20),
m_sensitivity(1.0),
m_source_type(PRICE_CLOSE_STD),
m_base_alpha(0.07142857),
m_delta_x_sq(0.0),
m_log_fdi_denom(1.0),
m_inv_fdi_denom(1.0)
m_base_alpha(0.07142857)
{
ArraySetAsSeries(m_price, false);
ArraySetAsSeries(m_avg_gain, false);
@@ -108,19 +103,17 @@ bool CChaosWeightedRSI_Calculator::Init(const int rsi_period, const int fdi_peri
m_fdi_period = (fdi_period < 5) ? 5 : fdi_period;
m_sensitivity = (sensitivity <= 0.0) ? 1.0 : sensitivity;
m_source_type = source;
m_base_alpha = 1.0 / (double)m_rsi_period;
double delta_x = 1.0 / (double)(m_fdi_period - 1);
m_delta_x_sq = delta_x * delta_x;
m_log_fdi_denom = MathLog(2.0 * (double)(m_fdi_period - 1));
m_inv_fdi_denom = (m_log_fdi_denom > 1.0e-9) ? (1.0 / m_log_fdi_denom) : 1.0;
// Initialize Embedded Central Fractal Engine
if(!m_fractal_engine.Init(m_fdi_period, FDI_CANONICAL_SEVCIK))
return false;
return true;
}
//+------------------------------------------------------------------+
//| Prepare Price Series (Unified Standard / Heikin Ashi) |
//| Prepare Price Series |
//+------------------------------------------------------------------+
bool CChaosWeightedRSI_Calculator::PreparePriceSeries(const int rates_total, const int start_index,
const double &open[], const double &high[],
@@ -216,54 +209,7 @@ bool CChaosWeightedRSI_Calculator::PreparePriceSeries(const int rates_total, con
}
//+------------------------------------------------------------------+
//| Calculate Local Fractal Chaos Ratio [0.0, 1.0] |
//+------------------------------------------------------------------+
double CChaosWeightedRSI_Calculator::CalculateChaosPoint(const int idx, const int length)
{
if(idx < length - 1)
return 0.5;
int win_start = idx - length + 1;
double max_val = m_price[win_start];
double min_val = m_price[win_start];
for(int k = 1; k < length; k++)
{
double p = m_price[win_start + k];
if(p > max_val)
max_val = p;
if(p < min_val)
min_val = p;
}
double price_range = max_val - min_val;
double path_length = 0.0;
if(price_range > 1.0e-9)
{
double inv_range = 1.0 / price_range;
for(int k = 1; k < length; k++)
{
double diff_y = (m_price[win_start + k] - m_price[win_start + k - 1]) * inv_range;
path_length += MathSqrt(m_delta_x_sq + (diff_y * diff_y));
}
}
else
{
path_length = 1.0;
}
if(path_length <= 1.0e-9)
path_length = 1.0e-9;
double fdi = 1.0 + (MathLog(path_length) * m_inv_fdi_denom);
double chaos = (fdi - 1.0) / 0.5;
return MathMax(0.0, MathMin(1.0, chaos));
}
//+------------------------------------------------------------------+
//| Main Incremental Calculation Engine (O(1) on live ticks) |
//| Main Incremental Calculation Engine |
//+------------------------------------------------------------------+
void CChaosWeightedRSI_Calculator::Calculate(const int rates_total, const int prev_calculated,
const double &open[], const double &high[],
@@ -280,7 +226,7 @@ void CChaosWeightedRSI_Calculator::Calculate(const int rates_total, const int pr
ArraySetAsSeries(out_wrsi, false);
}
// STATE PRESERVATION: Allocate arrays without wiping historical recursive registers!
// Safe state allocation preserving recursive memory
if(ArraySize(m_avg_gain) != rates_total)
{
int old_sz = ArraySize(m_avg_gain);
@@ -293,14 +239,12 @@ void CChaosWeightedRSI_Calculator::Calculate(const int rates_total, const int pr
if(old_sz == 0 || prev_calculated == 0)
{
// Cold startup clean initialization
ArrayInitialize(m_avg_gain, EMPTY_VALUE);
ArrayInitialize(m_avg_loss, EMPTY_VALUE);
ArrayInitialize(m_wrsi, 50.0);
}
else
{
// Append only: initialize newly added elements, NEVER wipe historical memory!
for(int k = old_sz; k < rates_total; k++)
{
m_avg_gain[k] = EMPTY_VALUE;
@@ -340,9 +284,10 @@ void CChaosWeightedRSI_Calculator::Calculate(const int rates_total, const int pr
for(int i = start; i < rates_total; i++)
{
double chaos = CalculateChaosPoint(i, m_fdi_period);
// Calculate Chaos directly via Central Fractal Engine
double chaos = m_fractal_engine.CalculateChaosPoint(i, m_fdi_period, m_price);
// Dynamically modulated smoothing factor
// Adaptive smoothing modulation
double adjusted_alpha = m_base_alpha * MathPow(1.0 - chaos, m_sensitivity);
adjusted_alpha = MathMax(0.001, MathMin(1.0, adjusted_alpha));
@@ -350,7 +295,6 @@ void CChaosWeightedRSI_Calculator::Calculate(const int rates_total, const int pr
double gain = MathMax(change, 0.0);
double loss = MathMax(-change, 0.0);
// Safe seeding that does not rely on deleted memory
if(i == actual_start || m_avg_gain[i - 1] == EMPTY_VALUE || m_avg_loss[i - 1] == EMPTY_VALUE)
{
m_avg_gain[i] = gain;
@@ -377,7 +321,7 @@ void CChaosWeightedRSI_Calculator::Calculate(const int rates_total, const int pr
}
//+------------------------------------------------------------------+
//| Accessor: Direct WRSI element query |
//| Accessor |
//+------------------------------------------------------------------+
double CChaosWeightedRSI_Calculator::GetWRSI(const int index) const
{