refactor(indicators): Optimized for incremental calculation

Include/MyIncludes/PascalWMA_Calculator.mqh

@@ -1,6 +1,6 @@
 //+------------------------------------------------------------------+
 //|                                         PascalWMA_Calculator.mqh |
-//|      Calculation engine for Standard and Heikin Ashi Pascal WMA. |
+//|      VERSION 2.00: Optimized for incremental calculation.        |
 //|                                        Copyright 2025, xxxxxxxx  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
@@ -8,9 +8,7 @@
 #include <MyIncludes\HeikinAshi_Tools.mqh>
 
 //+==================================================================+
-//|                                                                  |
 //|             CLASS 1: CPascalWMACalculator (Base Class)           |
-//|                                                                  |
 //+==================================================================+
 class CPascalWMACalculator
   {
@@ -18,16 +16,21 @@ protected:
    int               m_period;
    double            m_weights[];
    double            m_weight_sum;
+
+   //--- Persistent Buffer for Incremental Calculation
    double            m_price[];
 
-   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
+   //--- 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:
                      CPascalWMACalculator(void);
    virtual          ~CPascalWMACalculator(void) {};
 
    bool              Init(int period);
-   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &wma_out[]);
+
+   //--- 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 &wma_out[]);
   };
 
 //+------------------------------------------------------------------+
@@ -43,41 +46,59 @@ CPascalWMACalculator::CPascalWMACalculator(void) : m_period(0), m_weight_sum(0)
 bool CPascalWMACalculator::Init(int period)
   {
    m_period = (period < 2) ? 2 : period;
+// Limit period to avoid double overflow if necessary, but double handles large numbers well (up to 1.7e308).
+// Pascal(100) middle term is huge but fits in double.
+
    ArrayResize(m_weights, m_period);
    m_weight_sum = 0;
 
-   for(int i = 0; i < m_period; i++)
+// Calculate Binomial Coefficients: C(n, k)
+// n = period - 1
+// k = 0 to n
+// Use iterative formula: C(n, k) = C(n, k-1) * (n - k + 1) / k
+
+   int n = m_period - 1;
+   m_weights[0] = 1.0;
+   m_weight_sum += m_weights[0];
+
+   for(int k = 1; k <= n; k++)
      {
-      long n = m_period - 1;
+      // Recursive calculation avoids factorial overflow
-      long k = i;
+      m_weights[k] = m_weights[k-1] * (double)(n - k + 1) / (double)k;
-      if(k > n / 2)
+      m_weight_sum += m_weights[k];
-         k = n - k;
-      long res = 1;
-      for(long j = 1; j <= k; j++)
-        {
-         if(j == 0)
-            continue;
-         res = res * (n - j + 1) / j;
-        }
-      m_weights[i] = (double)res;
-      m_weight_sum += m_weights[i];
      }
+
    return (m_weight_sum > 0);
   }
 
 //+------------------------------------------------------------------+
 //| CPascalWMACalculator: Main Calculation Method                    |
 //+------------------------------------------------------------------+
-void CPascalWMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &wma_out[])
+void CPascalWMACalculator::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 &wma_out[])
   {
    if(rates_total < m_period)
       return;
-   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
+
+   int start_index;
+   if(prev_calculated == 0)
+      start_index = 0;
+   else
+      start_index = prev_calculated - 1;
+
+// Resize internal buffer
+   if(ArraySize(m_price) != rates_total)
+      ArrayResize(m_price, rates_total);
+
+   if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
       return;
 
-   for(int i = m_period - 1; i < rates_total; i++)
+//--- Incremental Loop
+   int loop_start = MathMax(m_period - 1, start_index);
+
+   for(int i = loop_start; i < rates_total; i++)
      {
       double weighted_sum = 0;
+      // Convolution: Price[i-j] * Weight[j]
       for(int j = 0; j < m_period; j++)
         {
          weighted_sum += m_price[i - j] * m_weights[j];
@@ -89,93 +110,97 @@ void CPascalWMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_t
 //+------------------------------------------------------------------+
 //| CPascalWMACalculator: Prepares the standard source price.        |
 //+------------------------------------------------------------------+
-bool CPascalWMACalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+bool CPascalWMACalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   for(int i = start_index; i < rates_total; i++)
      {
-   ArrayResize(m_price, rates_total);
       switch(price_type)
         {
+         case PRICE_CLOSE:
+            m_price[i] = close[i];
+            break;
          case PRICE_OPEN:
-         ArrayCopy(m_price, open, 0, 0, rates_total);
+            m_price[i] = open[i];
             break;
          case PRICE_HIGH:
-         ArrayCopy(m_price, high, 0, 0, rates_total);
+            m_price[i] = high[i];
             break;
          case PRICE_LOW:
-         ArrayCopy(m_price, low, 0, 0, rates_total);
+            m_price[i] = low[i];
             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);
+            m_price[i] = close[i];
             break;
         }
+     }
    return true;
   }
 
 //+==================================================================+
-//|                                                                  |
 //|             CLASS 2: CPascalWMACalculator_HA (Heikin Ashi)       |
-//|                                                                  |
 //+==================================================================+
 class CPascalWMACalculator_HA : public CPascalWMACalculator
   {
 private:
    CHeikinAshi_Calculator m_ha_calculator;
+   double            m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
 protected:
-   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
+   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;
   };
 
 //+------------------------------------------------------------------+
 //| CPascalWMACalculator_HA: Prepares the HA source price.           |
 //+------------------------------------------------------------------+
-bool CPascalWMACalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+bool CPascalWMACalculator_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[])
   {
-   double ha_open[], ha_high[], ha_low[], ha_close[];
+   if(ArraySize(m_ha_open) != rates_total)
-   ArrayResize(ha_open, rates_total);
+     {
-   ArrayResize(ha_high, rates_total);
+      ArrayResize(m_ha_open, rates_total);
-   ArrayResize(ha_low, rates_total);
+      ArrayResize(m_ha_high, rates_total);
-   ArrayResize(ha_close, rates_total);
+      ArrayResize(m_ha_low, rates_total);
-   m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
+      ArrayResize(m_ha_close, rates_total);
+     }
+   m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
 
-   ArrayResize(m_price, rates_total);
+   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:
-         ArrayCopy(m_price, ha_open, 0, 0, rates_total);
+            m_price[i] = m_ha_open[i];
             break;
          case PRICE_HIGH:
-         ArrayCopy(m_price, ha_high, 0, 0, rates_total);
+            m_price[i] = m_ha_high[i];
             break;
          case PRICE_LOW:
-         ArrayCopy(m_price, ha_low, 0, 0, rates_total);
+            m_price[i] = m_ha_low[i];
             break;
          case PRICE_MEDIAN:
-         for(int i=0; i<rates_total; i++)
+            m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
-            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] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
-            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] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
-            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);
+            m_price[i] = m_ha_close[i];
             break;
         }
+     }
    return true;
   }
 //+------------------------------------------------------------------+
-//+------------------------------------------------------------------+