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refactor: Added safety resize for output buffer

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This commit is contained in:
Toh4iem9
2025-11-29 12:34:48 +01:00
parent 97f55e82be
commit 5966d6a2bf
1 changed files with 11 additions and 26 deletions
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Include/MyIncludes/Ehlers_Smoother_Calculator.mqh
+11 -26
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@@ -1,6 +1,6 @@
//+------------------------------------------------------------------+
//| Ehlers_Smoother_Calculator.mqh |
//| VERSION 2.40: Optimized for incremental calculation. |
//| VERSION 2.50: Added safety resize for output buffer. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
@@ -21,7 +21,6 @@ protected:
//--- Persistent Buffer for Price
double m_price[];
//--- 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:
@@ -29,15 +28,11 @@ public:
virtual ~CEhlersSmootherCalculator(void) {};
bool Init(int period, ENUM_SMOOTHER_TYPE type, ENUM_INPUT_SOURCE source_type);
//--- 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 &filter_buffer[]);
int GetPeriod(void) const { return m_period; }
};
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
bool CEhlersSmootherCalculator::Init(int period, ENUM_SMOOTHER_TYPE type, ENUM_INPUT_SOURCE source_type)
{
@@ -47,14 +42,17 @@ bool CEhlersSmootherCalculator::Init(int period, ENUM_SMOOTHER_TYPE type, ENUM_I
return true;
}
//+------------------------------------------------------------------+
//| Main Calculation (Optimized) |
//+------------------------------------------------------------------+
void CEhlersSmootherCalculator::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 &filter_buffer[])
{
if(rates_total < 4)
return;
//--- SAFETY FIX: Ensure output buffer is large enough
//--- If filter_buffer is a dynamic array passed from another calculator, it might be size 0.
if(ArraySize(filter_buffer) != rates_total)
ArrayResize(filter_buffer, rates_total);
//--- 1. Determine Start Index
int start_index;
if(prev_calculated == 0)
@@ -66,7 +64,7 @@ void CEhlersSmootherCalculator::Calculate(int rates_total, int prev_calculated,
if(ArraySize(m_price) != rates_total)
ArrayResize(m_price, rates_total);
//--- 3. Prepare Price (Optimized)
//--- 3. Prepare Price
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
@@ -77,10 +75,10 @@ void CEhlersSmootherCalculator::Calculate(int rates_total, int prev_calculated,
double c3 = -a1 * a1;
double c1 = (m_type == SUPERSMOOTHER) ? (1.0 - c2 - c3) : ((1.0 + c2 - c3) / 4.0);
//--- 5. Calculate Filter (Incremental Loop)
//--- 5. Calculate Filter
int i = start_index;
// Initialization for the first few bars
// Initialization
if(i < 3)
{
if(rates_total > 0)
@@ -94,27 +92,22 @@ void CEhlersSmootherCalculator::Calculate(int rates_total, int prev_calculated,
for(; i < rates_total; i++)
{
double current_f = 0;
// We use filter_buffer[i-1] and [i-2] which are persistent
double f1 = filter_buffer[i-1];
double f2 = filter_buffer[i-2];
double current_f;
if(m_type == SUPERSMOOTHER)
current_f = c1 * (m_price[i] + m_price[i-1]) / 2.0 + c2 * f1 + c3 * f2;
else // ULTIMATESMOOTHER
else
current_f = (1.0 - c1) * m_price[i] + (2.0 * c1 - c2) * m_price[i-1] - (c1 + c3) * m_price[i-2] + c2 * f1 + c3 * f2;
filter_buffer[i] = current_f;
}
}
//+------------------------------------------------------------------+
//| Prepare Price (Standard - Optimized) |
//+------------------------------------------------------------------+
bool CEhlersSmootherCalculator::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++)
{
if(m_source_type == SOURCE_PRICE)
@@ -155,26 +148,20 @@ bool CEhlersSmootherCalculator::PreparePriceSeries(int rates_total, int start_in
return true;
}
//+==================================================================+
//| CLASS 2: CEhlersSmootherCalculator_HA |
//+==================================================================+
class CEhlersSmootherCalculator_HA : public CEhlersSmootherCalculator
{
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 CEhlersSmootherCalculator_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);
@@ -183,11 +170,9 @@ bool CEhlersSmootherCalculator_HA::PreparePriceSeries(int rates_total, int start
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++)
{
if(m_source_type == SOURCE_PRICE)