refactor: Advanced Sector Filtering & Holiday Bypass

Scripts/MyScripts/Market_Calendar_Pro.mq5

@@ -4,7 +4,7 @@
 //|                   Copyright 2026, xxxxxxxx                       |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2026, xxxxxxxx"
-#property version   "2.20" // Added explicit DATE column to CSV output
+#property version   "3.00" // Advanced Sector Filtering & Holiday Bypass
 #property description "Exports Daily Economic Events to CSV."
 #property script_show_inputs
 
@@ -14,7 +14,7 @@ input datetime InpDateFrom       = 0;     // Start Date (0 = Today)
 input bool     InpFilterHighOnly = false; // Show only High Impact?
 input bool     InpIncludeMedium  = true;  // Include Medium Impact?
 
-//--- Selected Currencies
+//--- Selected Currencies (Core Portfolio Exposure)
 string g_currencies[] = {"USD", "EUR", "GBP", "JPY", "CHF", "AUD"};
 
 //+------------------------------------------------------------------+
@@ -26,7 +26,7 @@ void OnStart()
    datetime time_start = (InpDateFrom == 0) ? iTime(NULL, PERIOD_D1, 0) : InpDateFrom;
    datetime time_end   = time_start + 86400; // 24 hours later
 
-// 2. Output File
+// 2. Output File Setup
    string date_str = TimeToString(time_start, TIME_DATE); // "2026.02.17"
    StringReplace(date_str, ".", "");                      // "20260217"
    string filename = "MarketCalendar_" + date_str + ".csv";
@@ -34,11 +34,11 @@ void OnStart()
    int file_handle = FileOpen(filename, FILE_CSV|FILE_WRITE|FILE_ANSI, ";");
    if(file_handle == INVALID_HANDLE)
      {
-      Print("Error opening CSV.");
+      Print("Error opening CSV for writing.");
       return;
      }
 
-// Write Header (Added DATE column)
+// Write Header (Explicit DATE column included)
    FileWrite(file_handle, "DATE", "TIME", "COUNTRY", "CURRENCY", "IMPORTANCE", "EVENT", "PREVIOUS", "FORECAST", "ACTUAL");
 
 // 3. Fetch Events
@@ -47,7 +47,8 @@ void OnStart()
    if(CalendarValueHistory(values, time_start, time_end))
      {
       int total = ArraySize(values);
-      PrintFormat("Found %d events. Processing...", total);
+      PrintFormat("Found %d total events. Applying Portfolio Filters...", total);
+      int written_rows = 0;
 
       for(int i = 0; i < total; i++)
         {
@@ -60,7 +61,7 @@ void OnStart()
          if(!CalendarCountryById(event.country_id, country))
             continue;
 
-         // Checker for Target Currencies
+         // --- FILTER 1: Target Currencies ---
          bool currency_match = false;
          for(int c = 0; c < ArraySize(g_currencies); c++)
            {
@@ -73,29 +74,60 @@ void OnStart()
          if(!currency_match)
             continue;
 
-         // Impact Filter Logic
+         // --- FILTER 2: Target Macro Sectors ---
-         bool is_high = (event.importance == CALENDAR_IMPORTANCE_HIGH);
+         bool is_core_macro = false;
-         bool is_med  = (event.importance == CALENDAR_IMPORTANCE_MODERATE);
+         switch(event.sector)
+           {
+            case CALENDAR_SECTOR_BUSINESS:
+            case CALENDAR_SECTOR_CONSUMER:
+            case CALENDAR_SECTOR_GDP:
+            case CALENDAR_SECTOR_HOLIDAYS:
+            case CALENDAR_SECTOR_JOBS:
+            case CALENDAR_SECTOR_MARKET:
+            case CALENDAR_SECTOR_MONEY:
+            case CALENDAR_SECTOR_PRICES:
+               is_core_macro = true;
+               break;
+           }
 
-         if(InpFilterHighOnly && !is_high)
+         // Drop irrelevant noise (e.g. Housing, Retail specific, Taxes, etc.)
-            continue;
+         if(!is_core_macro)
-         if(!InpFilterHighOnly && !InpIncludeMedium && !is_high)
-            continue;
-         if(!is_high && !is_med)
             continue;
 
-         // Format Date and Time explicitly
+         // --- FILTER 3: Importance (with Holiday Bypass) ---
-         string date_val_str = TimeToString(values[i].time, TIME_DATE);    // e.g. "2026.04.26"
+         string impact = "LOW/NONE";
-         string time_val_str = TimeToString(values[i].time, TIME_MINUTES); // e.g. "14:30"
 
-         string impact = (is_high) ? "HIGH" : "MEDIUM";
+         // Holidays are often marked as LOW/NONE importance in MT5,
+         // but we MUST pass them to the LLM.
+         if(event.sector == CALENDAR_SECTOR_HOLIDAYS)
+           {
+            impact = "HOLIDAY";
+           }
+         else
+           {
+            bool is_high = (event.importance == CALENDAR_IMPORTANCE_HIGH);
+            bool is_med  = (event.importance == CALENDAR_IMPORTANCE_MODERATE);
 
-         // Format Values
+            if(InpFilterHighOnly && !is_high)
+               continue;
+            if(!InpFilterHighOnly && !InpIncludeMedium && !is_high)
+               continue;
+            if(!is_high && !is_med)
+               continue; // Drop standard Low/None events
+
+            impact = (is_high) ? "HIGH" : "MEDIUM";
+           }
+
+         // Format Date and Time
+         string date_val_str = TimeToString(values[i].time, TIME_DATE);    // "2026.04.26"
+         string time_val_str = TimeToString(values[i].time, TIME_MINUTES); // "14:30"
+
+         // Format Statistical Values
          string s_prev = values[i].HasPreviousValue() ? DoubleToString(values[i].GetPreviousValue(), 2) : "-";
          string s_fore = values[i].HasForecastValue() ? DoubleToString(values[i].GetForecastValue(), 2) : "-";
          string s_act  = values[i].HasActualValue()   ? DoubleToString(values[i].GetActualValue(), 2)   : "-";
 
-         // Clean Event Name (Prevent CSV delimiter issues)
+         // Clean Event Name (Prevent CSV delimiter breakage)
          string ev_name = event.name;
          StringReplace(ev_name, ";", " ");
 
@@ -103,15 +135,19 @@ void OnStart()
          FileWrite(file_handle,
                    date_val_str,
                    time_val_str,
-                   country.code,     // e.g. "DE", "EU", "US"
+                   country.code,
-                   country.currency, // e.g. "EUR", "USD"
+                   country.currency,
                    impact,
                    ev_name,
                    s_prev,
                    s_fore,
                    s_act
                   );
+
+         written_rows++;
         }
+
+      PrintFormat("Processing complete. Exported %d high-relevance portfolio events.", written_rows);
      }
    else
      {
@@ -119,7 +155,7 @@ void OnStart()
      }
 
    FileClose(file_handle);
-   Print("Done. File: ", filename);
+   Print("Done. File saved: ", filename);
   }
 //+------------------------------------------------------------------+
 //+------------------------------------------------------------------+