refactor: add CutlerRSI_Engine

Include/MyIncludes/CutlerRSI_Calculator.mqh

@@ -1,223 +1,51 @@
 //+------------------------------------------------------------------+
 //|                                           CutlerRSI_Calculator.mqh|
-//|   Calculation engine for Standard and Heikin Ashi Cutler's RSI.  |
+//|      Wrapper for the CutlerRSI_Engine to produce RSI output.     |
 //|                                        Copyright 2025, xxxxxxxx  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
 
-#include <MyIncludes\HeikinAshi_Tools.mqh>
+#include <MyIncludes\CutlerRSI_Engine.mqh>
 
-//+==================================================================+
+//--- Abstract base class for polymorphism
-//|                                                                  |
-//|           CLASS 1: CCutlerRSICalculator (Base Class)             |
-//|                                                                  |
-//+==================================================================+
 class CCutlerRSICalculator
   {
-protected:
-   int               m_rsi_period;
-   int               m_ma_period;
-   ENUM_MA_METHOD    m_ma_method;
-
-   //--- Internal buffer for the selected source price
-   double            m_price[];
-
-   //--- Virtual method for preparing the price series.
-   virtual bool      PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
-
 public:
-                     CCutlerRSICalculator(void) {};
+   virtual bool      Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m)=0;
-   virtual          ~CCutlerRSICalculator(void) {};
+   virtual void      Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &rsi_buffer[], double &signal_buffer[])=0;
-
-   //--- Public methods
-   bool              Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m);
-   void              Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &rsi_buffer[], double &signal_buffer[]);
   };
 
-//+------------------------------------------------------------------+
+//--- Standard version uses the standard engine
-//| CCutlerRSICalculator: Initialization                             |
+class CCutlerRSICalculator_Std : public CCutlerRSICalculator
-//+------------------------------------------------------------------+
-bool CCutlerRSICalculator::Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m)
   {
-   m_rsi_period = (rsi_p < 1) ? 1 : rsi_p;
+protected:
-   m_ma_period  = (ma_p < 1) ? 1 : ma_p;
+   CCutlerRSI_Engine *m_engine;
-   m_ma_method  = ma_m;
+public:
-   return true;
+                     CCutlerRSICalculator_Std(void) { m_engine = new CCutlerRSI_Engine(); }
-  }
+                    ~CCutlerRSICalculator_Std(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); }
-//| CCutlerRSICalculator: Main Calculation Method (Shared Logic)     |
+   virtual void      Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &rsi_buffer[], double &signal_buffer[]) override
-//+------------------------------------------------------------------+
-void CCutlerRSICalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &rsi_buffer[], double &signal_buffer[])
-  {
-   if(rates_total <= m_rsi_period)
-      return;
-
-//--- STEP 1: Prepare the source price array (delegated to virtual method)
-   if(!PreparePriceSeries(rates_total, open, high, low, close, price_type))
-      return;
-
-//--- STEP 2: Calculate Cutler's RSI (SMA-based) using a sliding window sum
-   double sum_pos = 0, sum_neg = 0;
-   for(int i = 1; i < rates_total; i++)
      {
-      double diff = m_price[i] - m_price[i-1];
+      if(CheckPointer(m_engine)!=POINTER_INVALID)
-      double pos_change = (diff > 0) ? diff : 0;
+         m_engine.Calculate(rates_total, open, high, low, close, price_type, rsi_buffer, signal_buffer);
-      double neg_change = (diff < 0) ? -diff : 0;
-
-      sum_pos += pos_change;
-      sum_neg += neg_change;
-
-      if(i > m_rsi_period)
-        {
-         double old_diff = m_price[i - m_rsi_period] - m_price[i - m_rsi_period - 1];
-         sum_pos -= (old_diff > 0) ? old_diff : 0;
-         sum_neg -= (old_diff < 0) ? -old_diff : 0;
-        }
-
-      if(i >= m_rsi_period)
-        {
-         if(sum_pos + sum_neg > 0)
-           {
-            // The division by period cancels out, so we can use sums directly
-            double rs = sum_pos / sum_neg;
-            rsi_buffer[i] = 100.0 - (100.0 / (1.0 + rs));
-           }
-         else
-           {
-            rsi_buffer[i] = 100.0;
-           }
-        }
      }
+  };
 
-//--- STEP 3: Calculate the Signal Line (MA of Cutler's RSI)
+//--- HA version uses the HA engine
-   int ma_start_pos = m_rsi_period + m_ma_period - 1;
-   for(int i = ma_start_pos; i < rates_total; i++)
-     {
-      switch(m_ma_method)
-        {
-         case MODE_EMA:
-         case MODE_SMMA:
-            if(i == ma_start_pos)
-              {
-               double sum=0;
-               for(int j=0; j<m_ma_period; j++)
-                  sum+=rsi_buffer[i-j];
-               signal_buffer[i] = sum/m_ma_period;
-              }
-            else
-              {
-               if(m_ma_method == MODE_EMA)
-                 {
-                  double pr=2.0/(m_ma_period+1.0);
-                  signal_buffer[i] = rsi_buffer[i]*pr + signal_buffer[i-1]*(1.0-pr);
-                 }
-               else
-                  signal_buffer[i] = (signal_buffer[i-1]*(m_ma_period-1)+rsi_buffer[i])/m_ma_period;
-              }
-            break;
-         case MODE_LWMA:
-           {double lwma_sum=0, weight_sum=0; for(int j=0; j<m_ma_period; j++) {int weight=m_ma_period-j; lwma_sum+=rsi_buffer[i-j]*weight; weight_sum+=weight;} if(weight_sum>0) signal_buffer[i]=lwma_sum/weight_sum;}
-         break;
-         default:
-           {double sum=0; for(int j=0; j<m_ma_period; j++) sum+=rsi_buffer[i-j]; signal_buffer[i] = sum/m_ma_period;}
-         break;
-        }
-     }
-  }
-
-//+------------------------------------------------------------------+
-//| CCutlerRSICalculator: Prepares the standard source price series. |
-//+------------------------------------------------------------------+
-bool CCutlerRSICalculator::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
-  {
-   ArrayResize(m_price, rates_total);
-   switch(price_type)
-     {
-      case PRICE_OPEN:
-         ArrayCopy(m_price, open, 0, 0, rates_total);
-         break;
-      case PRICE_HIGH:
-         ArrayCopy(m_price, high, 0, 0, rates_total);
-         break;
-      case PRICE_LOW:
-         ArrayCopy(m_price, low, 0, 0, rates_total);
-         break;
-      case PRICE_MEDIAN:
-         for(int i=0; i<rates_total; i++)
-            m_price[i] = (high[i]+low[i])/2.0;
-         break;
-      case PRICE_TYPICAL:
-         for(int i=0; i<rates_total; i++)
-            m_price[i] = (high[i]+low[i]+close[i])/3.0;
-         break;
-      case PRICE_WEIGHTED:
-         for(int i=0; i<rates_total; i++)
-            m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
-         break;
-      default:
-         ArrayCopy(m_price, close, 0, 0, rates_total);
-         break;
-     }
-   return true;
-  }
-
-//+==================================================================+
-//|                                                                  |
-//|         CLASS 2: CCutlerRSICalculator_HA (Heikin Ashi)           |
-//|                                                                  |
-//+==================================================================+
 class CCutlerRSICalculator_HA : public CCutlerRSICalculator
   {
-private:
-   CHeikinAshi_Calculator m_ha_calculator;
 protected:
-   virtual bool      PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override;
+   CCutlerRSI_Engine *m_engine;
-  };
+public:
+                     CCutlerRSICalculator_HA(void) { m_engine = new CCutlerRSI_Engine_HA(); }
+                    ~CCutlerRSICalculator_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); }
-//| CCutlerRSICalculator_HA: Prepares the Heikin Ashi source price.  |
+   virtual void      Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &rsi_buffer[], double &signal_buffer[]) override
-//+------------------------------------------------------------------+
-bool CCutlerRSICalculator_HA::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
-  {
-//--- First, calculate the HA candles
-   double ha_open[], ha_high[], ha_low[], ha_close[];
-   ArrayResize(ha_open, rates_total);
-   ArrayResize(ha_high, rates_total);
-   ArrayResize(ha_low, rates_total);
-   ArrayResize(ha_close, rates_total);
-   m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
-
-//--- Now, populate the m_price array from the calculated HA candles
-   ArrayResize(m_price, rates_total);
-   switch(price_type)
      {
-      case PRICE_OPEN:
+      if(CheckPointer(m_engine)!=POINTER_INVALID)
-         ArrayCopy(m_price, ha_open, 0, 0, rates_total);
+         m_engine.Calculate(rates_total, open, high, low, close, price_type, rsi_buffer, signal_buffer);
-         break;
-      case PRICE_HIGH:
-         ArrayCopy(m_price, ha_high, 0, 0, rates_total);
-         break;
-      case PRICE_LOW:
-         ArrayCopy(m_price, ha_low, 0, 0, rates_total);
-         break;
-      case PRICE_MEDIAN:
-         for(int i=0; i<rates_total; i++)
-            m_price[i] = (ha_high[i]+ha_low[i])/2.0;
-         break;
-      case PRICE_TYPICAL:
-         for(int i=0; i<rates_total; i++)
-            m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
-         break;
-      case PRICE_WEIGHTED:
-         for(int i=0; i<rates_total; i++)
-            m_price[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0;
-         break;
-      default:
-         ArrayCopy(m_price, ha_close, 0, 0, rates_total);
-         break;
      }
-   return true;
+  };
-  }
-//+------------------------------------------------------------------+
 //+------------------------------------------------------------------+