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refactor: Fixed initialization bug (zero fill)

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Toh4iem9
2025-12-17 09:05:24 +01:00
parent de386087c7
commit 2f4e353a95
1 changed files with 258 additions and 52 deletions
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Include/MyIncludes/TSI_Calculator.mqh
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//+------------------------------------------------------------------+
//| TSI_Calculator.mqh |
//| Wrapper for the TSI_Engine to produce TSI output. |
//| VERSION 2.10: Fixed initialization bug (zero fill). |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\TSI_Engine.mqh>
#include <MyIncludes\HeikinAshi_Tools.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
//--- Abstract base class for polymorphism
class CTSICalculatorBase
{
public:
virtual bool Init(int slow_p, int fast_p, int signal_p, ENUM_MA_METHOD signal_ma)=0;
virtual void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &tsi_buffer[], double &signal_buffer[])=0;
virtual ~CTSICalculatorBase() {}; // Virtual destructor
};
//--- Standard version
class CTSICalculator_Std : public CTSICalculatorBase
//+==================================================================+
//| CLASS 1: CTSICalculator (Base Class) |
//+==================================================================+
class CTSICalculator
{
protected:
CTSICalculator *m_engine;
public:
CTSICalculator_Std(void) { m_engine = new CTSICalculator(); }
~CTSICalculator_Std(void) { if(CheckPointer(m_engine)!=POINTER_INVALID) delete m_engine; }
int m_slow_p, m_fast_p, m_signal_p;
ENUM_MA_METHOD m_signal_ma_type;
virtual bool Init(int slow_p, int fast_p, int signal_p, ENUM_MA_METHOD signal_ma) override
{
if(CheckPointer(m_engine)==POINTER_INVALID)
return false;
return m_engine.Init(slow_p, fast_p, signal_p, signal_ma);
}
virtual void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &tsi_buffer[], double &signal_buffer[]) override
{
if(CheckPointer(m_engine)!=POINTER_INVALID)
m_engine.Calculate(rates_total, price_type, open, high, low, close, tsi_buffer, signal_buffer);
}
//--- Persistent Buffers for Incremental Calculation
double m_price[];
double m_ema1_mtm[], m_ema1_abs[];
double m_ema2_mtm[], m_ema2_abs[];
//--- Engine for Signal Line
CMovingAverageCalculator *m_signal_ma_engine;
//--- Updated: Accepts start_index
virtual 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[]);
public:
CTSICalculator(void);
virtual ~CTSICalculator(void);
bool Init(int slow_p, int fast_p, int signal_p, ENUM_MA_METHOD signal_ma);
//--- Updated: Accepts prev_calculated
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 &tsi_buffer[], double &signal_buffer[]);
int GetPeriodSlow() const { return m_slow_p; }
int GetPeriodFast() const { return m_fast_p; }
int GetPeriodSignal() const { return m_signal_p; }
};
//--- HA version
class CTSICalculator_HA_Wrapper : public CTSICalculatorBase // Use a unique name to avoid conflict
{
protected:
CTSICalculator_HA *m_engine; // Use the HA engine type
public:
CTSICalculator_HA_Wrapper(void) { m_engine = new CTSICalculator_HA(); }
~CTSICalculator_HA_Wrapper(void) { if(CheckPointer(m_engine)!=POINTER_INVALID) delete m_engine; }
virtual bool Init(int slow_p, int fast_p, int signal_p, ENUM_MA_METHOD signal_ma) override
{
if(CheckPointer(m_engine)==POINTER_INVALID)
return false;
return m_engine.Init(slow_p, fast_p, signal_p, signal_ma);
}
virtual void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &tsi_buffer[], double &signal_buffer[]) override
{
if(CheckPointer(m_engine)!=POINTER_INVALID)
m_engine.Calculate(rates_total, price_type, open, high, low, close, tsi_buffer, signal_buffer);
}
};
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CTSICalculator::CTSICalculator(void)
{
m_signal_ma_engine = new CMovingAverageCalculator();
}
//+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
CTSICalculator::~CTSICalculator(void)
{
if(CheckPointer(m_signal_ma_engine) != POINTER_INVALID)
delete m_signal_ma_engine;
}
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
bool CTSICalculator::Init(int slow_p, int fast_p, int signal_p, ENUM_MA_METHOD signal_ma)
{
m_slow_p = (slow_p < 1) ? 1 : slow_p;
m_fast_p = (fast_p < 1) ? 1 : fast_p;
m_signal_p = (signal_p < 1) ? 1 : signal_p;
m_signal_ma_type = signal_ma;
if(!m_signal_ma_engine.Init(m_signal_p, (ENUM_MA_TYPE)m_signal_ma_type))
return false;
return true;
}
//+------------------------------------------------------------------+
//| Main Calculation (Optimized) |
//+------------------------------------------------------------------+
void CTSICalculator::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 &tsi_buffer[], double &signal_buffer[])
{
if(rates_total <= m_slow_p + m_fast_p + m_signal_p)
return;
//--- 1. Determine Start Index
int start_index;
if(prev_calculated == 0)
start_index = 0;
else
start_index = prev_calculated - 1;
//--- 2. Resize Buffers
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
ArrayResize(m_ema1_mtm, rates_total);
ArrayResize(m_ema1_abs, rates_total);
ArrayResize(m_ema2_mtm, rates_total);
ArrayResize(m_ema2_abs, rates_total);
}
//--- 3. Prepare Price (Optimized)
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
//--- 4. Calculate First Smoothing (Slow EMA)
double pr_slow = 2.0 / (m_slow_p + 1.0);
int loop_start_1 = MathMax(1, start_index); // Momentum needs i-1
// Initialization for first bar
if(loop_start_1 == 1)
{
m_ema1_mtm[0] = 0;
m_ema1_abs[0] = 0;
}
for(int i = loop_start_1; i < rates_total; i++)
{
double momentum = m_price[i] - m_price[i-1];
double abs_momentum = MathAbs(momentum);
m_ema1_mtm[i] = momentum * pr_slow + m_ema1_mtm[i-1] * (1.0 - pr_slow);
m_ema1_abs[i] = abs_momentum * pr_slow + m_ema1_abs[i-1] * (1.0 - pr_slow);
}
//--- 5. Calculate Second Smoothing (Fast EMA)
double pr_fast = 2.0 / (m_fast_p + 1.0);
if(loop_start_1 == 1)
{
m_ema2_mtm[0] = 0;
m_ema2_abs[0] = 0;
}
for(int i = loop_start_1; i < rates_total; i++)
{
m_ema2_mtm[i] = m_ema1_mtm[i] * pr_fast + m_ema2_mtm[i-1] * (1.0 - pr_fast);
m_ema2_abs[i] = m_ema1_abs[i] * pr_fast + m_ema2_abs[i-1] * (1.0 - pr_fast);
}
//--- 6. Calculate TSI
int tsi_start = m_slow_p + m_fast_p - 2; // Warmup period
int loop_start_tsi = MathMax(tsi_start, start_index);
// FIX: Initialize buffer with 0.0 on full recalc to avoid garbage in Signal Line input
if(prev_calculated == 0)
ArrayInitialize(tsi_buffer, 0.0);
for(int i = loop_start_tsi; i < rates_total; i++)
{
if(m_ema2_abs[i] > 0)
tsi_buffer[i] = 100 * (m_ema2_mtm[i] / m_ema2_abs[i]);
else
tsi_buffer[i] = 0;
}
//--- 7. Calculate Signal Line (Using Engine)
// We pass tsi_buffer as 'close' price.
m_signal_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE,
tsi_buffer, tsi_buffer, tsi_buffer, tsi_buffer,
signal_buffer);
}
//+------------------------------------------------------------------+
//| Prepare Price (Standard - Optimized) |
//+------------------------------------------------------------------+
bool CTSICalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
// Optimized copy loop
for(int i = start_index; i < rates_total; i++)
{
switch(price_type)
{
case PRICE_CLOSE:
m_price[i] = close[i];
break;
case PRICE_OPEN:
m_price[i] = open[i];
break;
case PRICE_HIGH:
m_price[i] = high[i];
break;
case PRICE_LOW:
m_price[i] = low[i];
break;
case PRICE_MEDIAN:
m_price[i] = (high[i]+low[i])/2.0;
break;
case PRICE_TYPICAL:
m_price[i] = (high[i]+low[i]+close[i])/3.0;
break;
case PRICE_WEIGHTED:
m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
break;
default:
m_price[i] = close[i];
break;
}
}
return true;
}
//+==================================================================+
//| CLASS 2: CTSICalculator_HA (Heikin Ashi) |
//+==================================================================+
class CTSICalculator_HA : public CTSICalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
// Internal HA buffers
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
protected:
virtual 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[]) override;
};
//+------------------------------------------------------------------+
//| Prepare Price (Heikin Ashi - Optimized) |
//+------------------------------------------------------------------+
bool CTSICalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
// Resize internal HA buffers
if(ArraySize(m_ha_open) != rates_total)
{
ArrayResize(m_ha_open, rates_total);
ArrayResize(m_ha_high, rates_total);
ArrayResize(m_ha_low, rates_total);
ArrayResize(m_ha_close, rates_total);
}
//--- STRICT CALL: Use the optimized 10-param HA calculation
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
m_ha_open, m_ha_high, m_ha_low, m_ha_close);
//--- Copy to m_price (Optimized loop)
for(int i = start_index; i < rates_total; i++)
{
switch(price_type)
{
case PRICE_CLOSE:
m_price[i] = m_ha_close[i];
break;
case PRICE_OPEN:
m_price[i] = m_ha_open[i];
break;
case PRICE_HIGH:
m_price[i] = m_ha_high[i];
break;
case PRICE_LOW:
m_price[i] = m_ha_low[i];
break;
case PRICE_MEDIAN:
m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
break;
case PRICE_TYPICAL:
m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
break;
case PRICE_WEIGHTED:
m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
break;
default:
m_price[i] = m_ha_close[i];
break;
}
}
return true;
}
//+------------------------------------------------------------------+