mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-11-02 11:16:15 +00:00
refactor: Leak-free pointer management, bounds protection & VWMA support
This commit is contained in:
Toh4iem9
@@ -1,9 +1,10 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| Laguerre_Stoch_Slow_Calculator.mqh |
|
||||
//| Engine for John Ehlers' Laguerre Stochastic Slow Oscillator |
|
||||
//| Copyright 2026, xxxxxxxx|
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2026, xxxxxxxx"
|
||||
#property version "1.21" // Upgraded with strict internal chronological sorting safeguards
|
||||
#property version "3.00" // Leak-free pointer management, bounds protection & VWMA support
|
||||
|
||||
#ifndef LAGUERRE_STOCH_SLOW_CALCULATOR_MQH
|
||||
#define LAGUERRE_STOCH_SLOW_CALCULATOR_MQH
|
||||
@@ -17,38 +18,92 @@
|
||||
class CLaguerreStochSlowCalculator
|
||||
{
|
||||
protected:
|
||||
//--- Composition
|
||||
//--- Composition Engines
|
||||
CLaguerreEngine *m_laguerre_engine;
|
||||
CMovingAverageCalculator m_slowing_engine; // For Raw %K -> Slow %K
|
||||
CMovingAverageCalculator m_signal_engine; // For Slow %K -> Signal %D
|
||||
CMovingAverageCalculator m_slowing_engine; // For Raw %K -> Slow %K
|
||||
CMovingAverageCalculator m_signal_engine; // For Slow %K -> Signal %D
|
||||
|
||||
//--- Internal Buffers
|
||||
double m_raw_k[]; // Intermediate buffer for Fast %K
|
||||
double m_gamma;
|
||||
ENUM_APPLIED_PRICE_HA_ALL m_source_price;
|
||||
|
||||
virtual void CreateEngines(void);
|
||||
//--- Internal State Buffers
|
||||
double m_raw_k[];
|
||||
double m_dummy_filt[];
|
||||
double m_L0[], m_L1[], m_L2[], m_L3[];
|
||||
|
||||
virtual void CreateEngines(void);
|
||||
|
||||
public:
|
||||
CLaguerreStochSlowCalculator(void);
|
||||
virtual ~CLaguerreStochSlowCalculator(void);
|
||||
virtual ~CLaguerreStochSlowCalculator(void);
|
||||
|
||||
bool Init(double gamma, int slowing_period, ENUM_MA_TYPE slowing_method, int signal_period, ENUM_MA_TYPE signal_method);
|
||||
//--- Enhanced Pro Init (6 Parameters)
|
||||
bool Init(const double gamma, const int slowing_period, const ENUM_MA_TYPE slowing_method,
|
||||
const int signal_period, const ENUM_MA_TYPE signal_method, const ENUM_APPLIED_PRICE_HA_ALL price_source);
|
||||
|
||||
//--- Standard Calculate (Without volume)
|
||||
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 &slow_k_buffer[], double &signal_d_buffer[]);
|
||||
//--- Legacy Compatible Init (5 Parameters)
|
||||
bool Init(const double gamma, const int slowing_period, const ENUM_MA_TYPE slowing_method,
|
||||
const int signal_period, const ENUM_MA_TYPE signal_method)
|
||||
{
|
||||
return Init(gamma, slowing_period, slowing_method, signal_period, signal_method, PRICE_CLOSE_STD);
|
||||
}
|
||||
|
||||
//--- Overloaded Calculate (With volume to support VWMA Slowing/Signal)
|
||||
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[],
|
||||
const long &volume[],
|
||||
double &slow_k_buffer[], double &signal_d_buffer[]);
|
||||
//--- Modern Unified Calculation Method (Without Volume)
|
||||
void Calculate(const int rates_total, const int prev_calculated,
|
||||
const double &open[], const double &high[],
|
||||
const double &low[], const double &close[],
|
||||
double &slow_k_buffer[], double &signal_d_buffer[]);
|
||||
|
||||
//--- Modern Unified Calculation Method (With Volume for VWMA)
|
||||
void Calculate(const int rates_total, const int prev_calculated,
|
||||
const double &open[], const double &high[],
|
||||
const double &low[], const double &close[],
|
||||
const long &volume[],
|
||||
double &slow_k_buffer[], double &signal_d_buffer[]);
|
||||
|
||||
//--- Legacy Overload with price_type parameter (Without Volume)
|
||||
void Calculate(const int rates_total, const int prev_calculated,
|
||||
const ENUM_APPLIED_PRICE price_type,
|
||||
const double &open[], const double &high[],
|
||||
const double &low[], const double &close[],
|
||||
double &slow_k_buffer[], double &signal_d_buffer[])
|
||||
{
|
||||
if(m_source_price >= PRICE_CLOSE_STD)
|
||||
m_source_price = (ENUM_APPLIED_PRICE_HA_ALL)price_type;
|
||||
|
||||
Calculate(rates_total, prev_calculated, open, high, low, close, slow_k_buffer, signal_d_buffer);
|
||||
}
|
||||
|
||||
//--- Legacy Overload with price_type parameter (With Volume)
|
||||
void Calculate(const int rates_total, const int prev_calculated,
|
||||
const ENUM_APPLIED_PRICE price_type,
|
||||
const double &open[], const double &high[],
|
||||
const double &low[], const double &close[],
|
||||
const long &volume[],
|
||||
double &slow_k_buffer[], double &signal_d_buffer[])
|
||||
{
|
||||
if(m_source_price >= PRICE_CLOSE_STD)
|
||||
m_source_price = (ENUM_APPLIED_PRICE_HA_ALL)price_type;
|
||||
|
||||
Calculate(rates_total, prev_calculated, open, high, low, close, volume, slow_k_buffer, signal_d_buffer);
|
||||
}
|
||||
|
||||
int GetRequiredWarmup(void) const { return m_slowing_engine.GetPeriod() + m_signal_engine.GetPeriod() + 4; }
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Constructor |
|
||||
//+------------------------------------------------------------------+
|
||||
CLaguerreStochSlowCalculator::CLaguerreStochSlowCalculator(void)
|
||||
CLaguerreStochSlowCalculator::CLaguerreStochSlowCalculator(void) : m_laguerre_engine(NULL),
|
||||
m_gamma(0.7),
|
||||
m_source_price(PRICE_CLOSE_STD)
|
||||
{
|
||||
m_laguerre_engine = NULL;
|
||||
ArraySetAsSeries(m_raw_k, false);
|
||||
ArraySetAsSeries(m_dummy_filt, false);
|
||||
ArraySetAsSeries(m_L0, false);
|
||||
ArraySetAsSeries(m_L1, false);
|
||||
ArraySetAsSeries(m_L2, false);
|
||||
ArraySetAsSeries(m_L3, false);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -57,25 +112,36 @@ CLaguerreStochSlowCalculator::CLaguerreStochSlowCalculator(void)
|
||||
CLaguerreStochSlowCalculator::~CLaguerreStochSlowCalculator(void)
|
||||
{
|
||||
if(CheckPointer(m_laguerre_engine) != POINTER_INVALID)
|
||||
{
|
||||
delete m_laguerre_engine;
|
||||
m_laguerre_engine = NULL;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Factory Method |
|
||||
//| Factory Method (Safe Leak-Free Instantiation) |
|
||||
//+------------------------------------------------------------------+
|
||||
void CLaguerreStochSlowCalculator::CreateEngines(void)
|
||||
{
|
||||
if(CheckPointer(m_laguerre_engine) != POINTER_INVALID)
|
||||
{
|
||||
delete m_laguerre_engine;
|
||||
m_laguerre_engine = NULL;
|
||||
}
|
||||
m_laguerre_engine = new CLaguerreEngine();
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Init |
|
||||
//| Initialization |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CLaguerreStochSlowCalculator::Init(double gamma, int slowing_period, ENUM_MA_TYPE slowing_method, int signal_period, ENUM_MA_TYPE signal_method)
|
||||
bool CLaguerreStochSlowCalculator::Init(const double gamma, const int slowing_period, const ENUM_MA_TYPE slowing_method,
|
||||
const int signal_period, const ENUM_MA_TYPE signal_method, const ENUM_APPLIED_PRICE_HA_ALL price_source)
|
||||
{
|
||||
CreateEngines();
|
||||
m_gamma = fmax(0.0, fmin(1.0, gamma));
|
||||
m_source_price = price_source;
|
||||
|
||||
if(CheckPointer(m_laguerre_engine) == POINTER_INVALID || !m_laguerre_engine.Init(gamma, SOURCE_PRICE))
|
||||
CreateEngines();
|
||||
if(CheckPointer(m_laguerre_engine) == POINTER_INVALID || !m_laguerre_engine.Init(m_gamma, SOURCE_PRICE, m_source_price))
|
||||
return false;
|
||||
|
||||
if(!m_slowing_engine.Init(slowing_period, slowing_method))
|
||||
@@ -90,50 +156,67 @@ bool CLaguerreStochSlowCalculator::Init(double gamma, int slowing_period, ENUM_M
|
||||
//+------------------------------------------------------------------+
|
||||
//| Calculate (Standard - No Volume) |
|
||||
//+------------------------------------------------------------------+
|
||||
void CLaguerreStochSlowCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
|
||||
void CLaguerreStochSlowCalculator::Calculate(const int rates_total, const int prev_calculated,
|
||||
const double &open[], const double &high[],
|
||||
const double &low[], const double &close[],
|
||||
double &slow_k_buffer[], double &signal_d_buffer[])
|
||||
{
|
||||
if(rates_total < 2)
|
||||
if(rates_total < 4 || CheckPointer(m_laguerre_engine) == POINTER_INVALID)
|
||||
return;
|
||||
|
||||
if(CheckPointer(m_laguerre_engine) == POINTER_INVALID)
|
||||
return;
|
||||
// Safe allocation of destination arrays
|
||||
if(ArraySize(slow_k_buffer) != rates_total)
|
||||
{
|
||||
ArrayResize(slow_k_buffer, rates_total);
|
||||
ArraySetAsSeries(slow_k_buffer, false);
|
||||
ArrayInitialize(slow_k_buffer, EMPTY_VALUE);
|
||||
}
|
||||
if(ArraySize(signal_d_buffer) != rates_total)
|
||||
{
|
||||
ArrayResize(signal_d_buffer, rates_total);
|
||||
ArraySetAsSeries(signal_d_buffer, false);
|
||||
ArrayInitialize(signal_d_buffer, EMPTY_VALUE);
|
||||
}
|
||||
|
||||
//--- Resize Internal Buffer
|
||||
// Resize Internal Buffers
|
||||
if(ArraySize(m_raw_k) != rates_total)
|
||||
{
|
||||
ArrayResize(m_raw_k, rates_total);
|
||||
ArraySetAsSeries(m_raw_k, false); // Fixed: strict chronological array safety on local buffers
|
||||
ArraySetAsSeries(m_raw_k, false);
|
||||
}
|
||||
|
||||
//--- 1. Calculate Laguerre Components
|
||||
double dummy_filt[];
|
||||
m_laguerre_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, dummy_filt);
|
||||
// 1. Calculate Laguerre Components
|
||||
m_laguerre_engine.CalculateFilter(rates_total, prev_calculated, open, high, low, close, m_dummy_filt);
|
||||
|
||||
//--- 2. Retrieve L0..L3 buffers
|
||||
double L0[], L1[], L2[], L3[];
|
||||
m_laguerre_engine.GetLBuffers(L0, L1, L2, L3);
|
||||
// 2. Retrieve L0..L3 state buffers
|
||||
m_laguerre_engine.GetLBuffers(m_L0, m_L1, m_L2, m_L3);
|
||||
|
||||
//--- 3. Calculate Raw %K (Incremental Loop)
|
||||
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
|
||||
// 3. Calculate Raw %K (Incremental Loop)
|
||||
int start_index = (prev_calculated > 0) ? (prev_calculated - 1) : 0;
|
||||
|
||||
if(prev_calculated == 0)
|
||||
{
|
||||
m_raw_k[0] = 50.0;
|
||||
start_index = 1;
|
||||
}
|
||||
|
||||
for(int i = start_index; i < rates_total; i++)
|
||||
{
|
||||
double hh = MathMax(MathMax(L0[i], L1[i]), MathMax(L2[i], L3[i]));
|
||||
double ll = MathMin(MathMin(L0[i], L1[i]), MathMin(L2[i], L3[i]));
|
||||
double hh = MathMax(MathMax(m_L0[i], m_L1[i]), MathMax(m_L2[i], m_L3[i]));
|
||||
double ll = MathMin(MathMin(m_L0[i], m_L1[i]), MathMin(m_L2[i], m_L3[i]));
|
||||
|
||||
double diff = hh - ll;
|
||||
|
||||
if(diff > 0)
|
||||
m_raw_k[i] = ((L0[i] - ll) / diff) * 100.0;
|
||||
if(diff > 1.0e-9)
|
||||
m_raw_k[i] = ((m_L0[i] - ll) / diff) * 100.0;
|
||||
else
|
||||
m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0;
|
||||
m_raw_k[i] = (i > 0) ? m_raw_k[i - 1] : 50.0;
|
||||
}
|
||||
|
||||
//--- 4. Calculate Slow %K (Smoothing Raw %K)
|
||||
m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, slow_k_buffer);
|
||||
// 4. Calculate Slow %K (Smoothing Raw %K)
|
||||
m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, slow_k_buffer, 0);
|
||||
|
||||
//--- 5. Calculate Signal %D (Smoothing Slow %K)
|
||||
// 5. Calculate Signal %D (Smoothing Slow %K)
|
||||
int signal_offset = m_slowing_engine.GetPeriod();
|
||||
m_signal_engine.CalculateOnArray(rates_total, prev_calculated, slow_k_buffer, signal_d_buffer, signal_offset);
|
||||
}
|
||||
@@ -141,76 +224,95 @@ void CLaguerreStochSlowCalculator::Calculate(int rates_total, int prev_calculate
|
||||
//+------------------------------------------------------------------+
|
||||
//| Calculate (Overloaded - With Volume for VWMA) |
|
||||
//+------------------------------------------------------------------+
|
||||
void CLaguerreStochSlowCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
|
||||
void CLaguerreStochSlowCalculator::Calculate(const int rates_total, const int prev_calculated,
|
||||
const double &open[], const double &high[],
|
||||
const double &low[], const double &close[],
|
||||
const long &volume[],
|
||||
double &slow_k_buffer[], double &signal_d_buffer[])
|
||||
{
|
||||
if(rates_total < 2)
|
||||
if(rates_total < 4 || CheckPointer(m_laguerre_engine) == POINTER_INVALID)
|
||||
return;
|
||||
|
||||
if(CheckPointer(m_laguerre_engine) == POINTER_INVALID)
|
||||
return;
|
||||
// Safe allocation of destination arrays
|
||||
if(ArraySize(slow_k_buffer) != rates_total)
|
||||
{
|
||||
ArrayResize(slow_k_buffer, rates_total);
|
||||
ArraySetAsSeries(slow_k_buffer, false);
|
||||
ArrayInitialize(slow_k_buffer, EMPTY_VALUE);
|
||||
}
|
||||
if(ArraySize(signal_d_buffer) != rates_total)
|
||||
{
|
||||
ArrayResize(signal_d_buffer, rates_total);
|
||||
ArraySetAsSeries(signal_d_buffer, false);
|
||||
ArrayInitialize(signal_d_buffer, EMPTY_VALUE);
|
||||
}
|
||||
|
||||
//--- Resize Internal Buffer
|
||||
if(ArraySize(m_raw_k) != rates_total)
|
||||
{
|
||||
ArrayResize(m_raw_k, rates_total);
|
||||
ArraySetAsSeries(m_raw_k, false); // Fixed: strict chronological array safety on local buffers
|
||||
ArraySetAsSeries(m_raw_k, false);
|
||||
}
|
||||
|
||||
//--- 1. Calculate Laguerre Components
|
||||
double dummy_filt[];
|
||||
m_laguerre_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, dummy_filt);
|
||||
// 1. Calculate Laguerre Components
|
||||
m_laguerre_engine.CalculateFilter(rates_total, prev_calculated, open, high, low, close, m_dummy_filt);
|
||||
|
||||
//--- 2. Retrieve L0..L3 buffers
|
||||
double L0[], L1[], L2[], L3[];
|
||||
m_laguerre_engine.GetLBuffers(L0, L1, L2, L3);
|
||||
// 2. Retrieve L0..L3 state buffers
|
||||
m_laguerre_engine.GetLBuffers(m_L0, m_L1, m_L2, m_L3);
|
||||
|
||||
//--- 3. Calculate Raw %K (Incremental Loop)
|
||||
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
|
||||
// 3. Calculate Raw %K
|
||||
int start_index = (prev_calculated > 0) ? (prev_calculated - 1) : 0;
|
||||
|
||||
if(prev_calculated == 0)
|
||||
{
|
||||
m_raw_k[0] = 50.0;
|
||||
start_index = 1;
|
||||
}
|
||||
|
||||
for(int i = start_index; i < rates_total; i++)
|
||||
{
|
||||
double hh = MathMax(MathMax(L0[i], L1[i]), MathMax(L2[i], L3[i]));
|
||||
double ll = MathMin(MathMin(L0[i], L1[i]), MathMin(L2[i], L3[i]));
|
||||
double hh = MathMax(MathMax(m_L0[i], m_L1[i]), MathMax(m_L2[i], m_L3[i]));
|
||||
double ll = MathMin(MathMin(m_L0[i], m_L1[i]), MathMin(m_L2[i], m_L3[i]));
|
||||
|
||||
double diff = hh - ll;
|
||||
|
||||
if(diff > 0)
|
||||
m_raw_k[i] = ((L0[i] - ll) / diff) * 100.0;
|
||||
if(diff > 1.0e-9)
|
||||
m_raw_k[i] = ((m_L0[i] - ll) / diff) * 100.0;
|
||||
else
|
||||
m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0;
|
||||
m_raw_k[i] = (i > 0) ? m_raw_k[i - 1] : 50.0;
|
||||
}
|
||||
|
||||
//--- 4. Convert long volume to double to support VWMA Slowing & Signal
|
||||
// 4. Convert volume to double array for VWMA support
|
||||
double vol_double[];
|
||||
ArrayResize(vol_double, rates_total);
|
||||
ArraySetAsSeries(vol_double, false); // Fixed: strict chronological array safety on local buffers
|
||||
ArraySetAsSeries(vol_double, false);
|
||||
|
||||
for(int j = start_index; j < rates_total; j++)
|
||||
vol_double[j] = (double)volume[j];
|
||||
|
||||
//--- 5. Calculate Slow %K (Smoothing Raw %K)
|
||||
m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, vol_double, slow_k_buffer);
|
||||
// 5. Calculate Slow %K (Smoothing Raw %K with Volume)
|
||||
m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, vol_double, slow_k_buffer, 0);
|
||||
|
||||
//--- 6. Calculate Signal %D (Smoothing Slow %K)
|
||||
// 6. Calculate Signal %D (Smoothing Slow %K with Volume)
|
||||
int signal_offset = m_slowing_engine.GetPeriod();
|
||||
m_signal_engine.CalculateOnArray(rates_total, prev_calculated, slow_k_buffer, vol_double, signal_d_buffer, signal_offset);
|
||||
}
|
||||
|
||||
//+==================================================================+
|
||||
//| CLASS 2: CLaguerreStochSlowCalculator_HA |
|
||||
//| CLASS 2: CLaguerreStochSlowCalculator_HA (Legacy) |
|
||||
//+==================================================================+
|
||||
class CLaguerreStochSlowCalculator_HA : public CLaguerreStochSlowCalculator
|
||||
{
|
||||
protected:
|
||||
virtual void CreateEngines(void) override;
|
||||
virtual void CreateEngines(void) override
|
||||
{
|
||||
if(CheckPointer(m_laguerre_engine) != POINTER_INVALID)
|
||||
{
|
||||
delete m_laguerre_engine;
|
||||
m_laguerre_engine = NULL;
|
||||
}
|
||||
m_laguerre_engine = new CLaguerreEngine_HA();
|
||||
}
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
void CLaguerreStochSlowCalculator_HA::CreateEngines(void)
|
||||
{
|
||||
m_laguerre_engine = new CLaguerreEngine_HA();
|
||||
}
|
||||
|
||||
#endif // LAGUERRE_STOCH_SLOW_CALCULATOR_MQH
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
Reference in New Issue
Block a user