refactor: Optimized for incremental calculation

Include/MyIncludes/GannHiLo_Calculator.mqh

@@ -1,6 +1,6 @@
 //+------------------------------------------------------------------+
 //|                                           Gann_HiLo_Calculator.mqh|
-//|      Calculation engine for Standard and Heikin Ashi Gann HiLo.  |
+//|      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: CGannHiLoCalculator (Base Class)              |
-//|                                                                  |
 //+==================================================================+
 class CGannHiLoCalculator
   {
@@ -18,20 +16,25 @@ protected:
    int               m_period;
    ENUM_MA_METHOD    m_ma_method;
 
+   //--- Persistent Buffers for Incremental Calculation
    double            m_src_high[], m_src_low[], m_src_close[];
+   double            m_hi_avg[], m_lo_avg[], m_trend[];
 
-   virtual bool      PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]);
+   //--- Updated: Accepts start_index
+   virtual bool      PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]);
 
 public:
                      CGannHiLoCalculator(void) {};
    virtual          ~CGannHiLoCalculator(void) {};
 
    bool              Init(int period, ENUM_MA_METHOD ma_method);
-   void              Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], double &hilo_buffer[], double &color_buffer[]);
+
+   //--- Updated: Accepts prev_calculated
+   void              Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &hilo_buffer[], double &color_buffer[]);
   };
 
 //+------------------------------------------------------------------+
-//| CGannHiLoCalculator: Initialization                              |
+//| Init                                                             |
 //+------------------------------------------------------------------+
 bool CGannHiLoCalculator::Init(int period, ENUM_MA_METHOD ma_method)
   {
@@ -41,30 +44,46 @@ bool CGannHiLoCalculator::Init(int period, ENUM_MA_METHOD ma_method)
   }
 
 //+------------------------------------------------------------------+
-//| CGannHiLoCalculator: Main Calculation Method (Shared Logic)      |
+//| Main Calculation (Optimized)                                     |
 //+------------------------------------------------------------------+
-void CGannHiLoCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], double &hilo_buffer[], double &color_buffer[])
+void CGannHiLoCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &hilo_buffer[], double &color_buffer[])
   {
    if(rates_total <= m_period)
       return;
-   if(!PrepareSourceData(rates_total, open, high, low, close))
+
+//--- 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_src_high) != rates_total)
+     {
+      ArrayResize(m_src_high, rates_total);
+      ArrayResize(m_src_low, rates_total);
+      ArrayResize(m_src_close, rates_total);
+      ArrayResize(m_hi_avg, rates_total);
+      ArrayResize(m_lo_avg, rates_total);
+      ArrayResize(m_trend, rates_total);
+     }
+
+//--- 3. Prepare Source Data (Optimized)
+   if(!PrepareSourceData(rates_total, start_index, open, high, low, close))
       return;
 
-   double hi_avg[], lo_avg[], trend[];
+//--- 4. Calculate High/Low Averages (Incremental)
-   ArrayResize(hi_avg, rates_total);
+   int ma_start_pos = m_period - 1;
-   ArrayResize(lo_avg, rates_total);
+   int loop_start = MathMax(ma_start_pos, start_index);
-   ArrayResize(trend, rates_total);
 
-   for(int i = 1; i < rates_total; i++)
+   for(int i = loop_start; i < rates_total; i++)
      {
-      if(i < m_period - 1)
-         continue;
-
       switch(m_ma_method)
         {
          case MODE_EMA:
          case MODE_SMMA:
-            if(i == m_period - 1)
+            if(i == ma_start_pos)
               {
                double sum_h=0, sum_l=0;
                for(int j=0; j<m_period; j++)
@@ -72,100 +91,141 @@ void CGannHiLoCalculator::Calculate(int rates_total, const double &open[], const
                   sum_h+=m_src_high[i-j];
                   sum_l+=m_src_low[i-j];
                  }
-               hi_avg[i]=sum_h/m_period;
+               m_hi_avg[i]=sum_h/m_period;
-               lo_avg[i]=sum_l/m_period;
+               m_lo_avg[i]=sum_l/m_period;
               }
             else
               {
                if(m_ma_method==MODE_EMA)
                  {
                   double pr=2.0/(m_period+1.0);
-                  hi_avg[i]=m_src_high[i]*pr+hi_avg[i-1]*(1.0-pr);
+                  m_hi_avg[i]=m_src_high[i]*pr+m_hi_avg[i-1]*(1.0-pr);
-                  lo_avg[i]=m_src_low[i]*pr+lo_avg[i-1]*(1.0-pr);
+                  m_lo_avg[i]=m_src_low[i]*pr+m_lo_avg[i-1]*(1.0-pr);
                  }
                else
                  {
-                  hi_avg[i]=(hi_avg[i-1]*(m_period-1)+m_src_high[i])/m_period;
+                  m_hi_avg[i]=(m_hi_avg[i-1]*(m_period-1)+m_src_high[i])/m_period;
-                  lo_avg[i]=(lo_avg[i-1]*(m_period-1)+m_src_low[i])/m_period;
+                  m_lo_avg[i]=(m_lo_avg[i-1]*(m_period-1)+m_src_low[i])/m_period;
                  }
               }
             break;
          case MODE_LWMA:
-           {double wh=0,wl=0,ws=0; for(int j=0; j<m_period; j++) {int w=m_period-j; wh+=m_src_high[i-j]*w; wl+=m_src_low[i-j]*w; ws+=w;} if(ws>0) {hi_avg[i]=wh/ws; lo_avg[i]=wl/ws;}}
+           {
+            double wh=0,wl=0,ws=0;
+            for(int j=0; j<m_period; j++)
+              {
+               int w=m_period-j;
+               wh+=m_src_high[i-j]*w;
+               wl+=m_src_low[i-j]*w;
+               ws+=w;
+              }
+            if(ws>0)
+              {
+               m_hi_avg[i]=wh/ws;
+               m_lo_avg[i]=wl/ws;
+              }
+           }
          break;
-         default:
+         default: // SMA
-           {double sh=0,sl=0; for(int j=0; j<m_period; j++) {sh+=m_src_high[i-j]; sl+=m_src_low[i-j];} hi_avg[i]=sh/m_period; lo_avg[i]=sl/m_period;}
+           {
+            double sh=0,sl=0;
+            for(int j=0; j<m_period; j++)
+              {
+               sh+=m_src_high[i-j];
+               sl+=m_src_low[i-j];
+              }
+            m_hi_avg[i]=sh/m_period;
+            m_lo_avg[i]=sl/m_period;
+           }
          break;
         }
 
+      //--- 5. Determine Trend (Incremental)
+      // We need m_trend[i-1] which is persistent
       if(i < m_period)
          continue;
 
-      if(m_src_close[i] > hi_avg[i-1])
+      if(m_src_close[i] > m_hi_avg[i-1])
-         trend[i] = 1;
+         m_trend[i] = 1;
       else
-         if(m_src_close[i] < lo_avg[i-1])
+         if(m_src_close[i] < m_lo_avg[i-1])
-            trend[i] = -1;
+            m_trend[i] = -1;
          else
-            trend[i] = trend[i-1];
+            m_trend[i] = m_trend[i-1]; // Keep previous trend
 
-      if(trend[i] == 1)
+      //--- 6. Output to Buffers
+      if(m_trend[i] == 1)
         {
-         hilo_buffer[i] = lo_avg[i];
+         hilo_buffer[i] = m_lo_avg[i];
          color_buffer[i] = 0;
-         if(trend[i-1] == -1)
+         // Backfill gap if trend changed
-            hilo_buffer[i-1] = lo_avg[i];
+         if(m_trend[i-1] == -1)
+            hilo_buffer[i-1] = m_lo_avg[i];
         }
       else
         {
-         hilo_buffer[i] = hi_avg[i];
+         hilo_buffer[i] = m_hi_avg[i];
          color_buffer[i] = 1;
-         if(trend[i-1] == 1)
+         if(m_trend[i-1] == 1)
-            hilo_buffer[i-1] = hi_avg[i];
+            hilo_buffer[i-1] = m_hi_avg[i];
         }
      }
   }
 
 //+------------------------------------------------------------------+
-//| CGannHiLoCalculator: Prepares the standard source data series.   |
+//| Prepare Source Data (Standard - Optimized)                       |
 //+------------------------------------------------------------------+
-bool CGannHiLoCalculator::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
+bool CGannHiLoCalculator::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
   {
-   ArrayResize(m_src_high, rates_total);
+// Optimized copy loop
-   ArrayCopy(m_src_high, high, 0, 0, rates_total);
+   for(int i = start_index; i < rates_total; i++)
-   ArrayResize(m_src_low, rates_total);
+     {
-   ArrayCopy(m_src_low, low, 0, 0, rates_total);
+      m_src_high[i] = high[i];
-   ArrayResize(m_src_close, rates_total);
+      m_src_low[i]  = low[i];
-   ArrayCopy(m_src_close, close, 0, 0, rates_total);
+      m_src_close[i] = close[i];
+     }
    return true;
   }
 
 //+==================================================================+
-//|                                                                  |
+//|             CLASS 2: CGannHiLoCalculator_HA (Heikin Ashi)        |
-//|           CLASS 2: CGannHiLoCalculator_HA (Heikin Ashi)          |
-//|                                                                  |
 //+==================================================================+
 class CGannHiLoCalculator_HA : public CGannHiLoCalculator
   {
 private:
    CHeikinAshi_Calculator m_ha_calculator;
+   // Internal HA buffers
+   double            m_ha_open[], m_ha_high_temp[], m_ha_low_temp[], m_ha_close_temp[];
+
 protected:
-   virtual bool      PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) override;
+   virtual bool      PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) override;
   };
 
 //+------------------------------------------------------------------+
-//| CGannHiLoCalculator_HA: Prepares the Heikin Ashi source data.    |
+//| Prepare Source Data (Heikin Ashi - Optimized)                    |
 //+------------------------------------------------------------------+
-bool CGannHiLoCalculator_HA::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
+bool CGannHiLoCalculator_HA::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
   {
-   double ha_open[];
+// Resize internal HA buffers
-   ArrayResize(ha_open, rates_total);
+   if(ArraySize(m_ha_open) != rates_total)
-   ArrayResize(m_src_high, rates_total);
+     {
-   ArrayResize(m_src_low, rates_total);
+      ArrayResize(m_ha_open, rates_total);
-   ArrayResize(m_src_close, rates_total);
+      ArrayResize(m_ha_high_temp, rates_total);
+      ArrayResize(m_ha_low_temp, rates_total);
+      ArrayResize(m_ha_close_temp, rates_total);
+     }
 
-   m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, m_src_high, m_src_low, m_src_close);
+//--- 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_temp, m_ha_low_temp, m_ha_close_temp);
+
+//--- Copy to source buffers (Optimized loop)
+   for(int i = start_index; i < rates_total; i++)
+     {
+      m_src_high[i]  = m_ha_high_temp[i];
+      m_src_low[i]   = m_ha_low_temp[i];
+      m_src_close[i] = m_ha_close_temp[i];
+     }
    return true;
   }
 //+------------------------------------------------------------------+
-//+------------------------------------------------------------------+