From 6a41e0b3c25813b36aa3ae612d24df5db9f1b14d Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Wed, 17 Dec 2025 09:06:47 +0100 Subject: [PATCH] refactor: Optimized for incremental calculation --- .../MyIncludes/TSI_Oscillator_Calculator.mqh | 71 +++++++++++++------ 1 file changed, 51 insertions(+), 20 deletions(-) diff --git a/Include/MyIncludes/TSI_Oscillator_Calculator.mqh b/Include/MyIncludes/TSI_Oscillator_Calculator.mqh index 10f003a..e62fe42 100644 --- a/Include/MyIncludes/TSI_Oscillator_Calculator.mqh +++ b/Include/MyIncludes/TSI_Oscillator_Calculator.mqh @@ -1,19 +1,28 @@ //+------------------------------------------------------------------+ //| TSI_Oscillator_Calculator.mqh| -//| Wrapper for the TSI_Engine to produce Oscillator output. | +//| Wrapper for the TSI Calculator to produce Oscillator output. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" -#include +#include //--- Base class for polymorphism class CTSICalculatorOscillator { +protected: + //--- Persistent Buffers for Incremental Calculation + double m_tsi_buffer[]; + double m_signal_buffer[]; + public: virtual bool Init(int slow_p, int fast_p, int signal_p, ENUM_MA_METHOD signal_ma)=0; - virtual void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], + + //--- Updated: Accepts prev_calculated + virtual 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 &osc_buffer[])=0; + + virtual ~CTSICalculatorOscillator() {}; }; //--- Standard version @@ -25,23 +34,34 @@ public: CTSICalculatorOscillator_Std(void) { m_engine = new CTSICalculator(); } ~CTSICalculatorOscillator_Std(void) { if(CheckPointer(m_engine)!=POINTER_INVALID) delete m_engine; } - virtual bool Init(int slow_p, int fast_p, int signal_p, ENUM_MA_METHOD signal_ma) override { return m_engine.Init(slow_p, fast_p, signal_p, signal_ma); } - virtual void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], + virtual bool Init(int slow_p, int fast_p, int signal_p, ENUM_MA_METHOD signal_ma) override + { + return m_engine.Init(slow_p, fast_p, signal_p, signal_ma); + } + + virtual 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 &osc_buffer[]) override { if(CheckPointer(m_engine)==POINTER_INVALID) return; - double tsi_values[], signal_values[]; - ArrayResize(tsi_values, rates_total); - ArrayResize(signal_values, rates_total); + // Resize internal buffers + if(ArraySize(m_tsi_buffer) != rates_total) + ArrayResize(m_tsi_buffer, rates_total); + if(ArraySize(m_signal_buffer) != rates_total) + ArrayResize(m_signal_buffer, rates_total); - m_engine.Calculate(rates_total, price_type, open, high, low, close, tsi_values, signal_values); + // Calculate TSI and Signal (Incremental) + m_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_tsi_buffer, m_signal_buffer); + // Calculate Oscillator (Incremental Loop) int start_pos = m_engine.GetPeriodSlow() + m_engine.GetPeriodFast() + m_engine.GetPeriodSignal() - 1; - for(int i = start_pos; i < rates_total; i++) + int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; + int loop_start = MathMax(start_pos, start_index); + + for(int i = loop_start; i < rates_total; i++) { - osc_buffer[i] = tsi_values[i] - signal_values[i]; + osc_buffer[i] = m_tsi_buffer[i] - m_signal_buffer[i]; } } }; @@ -50,28 +70,39 @@ public: class CTSICalculatorOscillator_HA : public CTSICalculatorOscillator { protected: - CTSICalculator *m_engine; + CTSICalculator_HA *m_engine; public: CTSICalculatorOscillator_HA(void) { m_engine = new CTSICalculator_HA(); } ~CTSICalculatorOscillator_HA(void) { if(CheckPointer(m_engine)!=POINTER_INVALID) delete m_engine; } - virtual bool Init(int slow_p, int fast_p, int signal_p, ENUM_MA_METHOD signal_ma) override { return m_engine.Init(slow_p, fast_p, signal_p, signal_ma); } - virtual void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], + virtual bool Init(int slow_p, int fast_p, int signal_p, ENUM_MA_METHOD signal_ma) override + { + return m_engine.Init(slow_p, fast_p, signal_p, signal_ma); + } + + virtual 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 &osc_buffer[]) override { if(CheckPointer(m_engine)==POINTER_INVALID) return; - double tsi_values[], signal_values[]; - ArrayResize(tsi_values, rates_total); - ArrayResize(signal_values, rates_total); + // Resize internal buffers + if(ArraySize(m_tsi_buffer) != rates_total) + ArrayResize(m_tsi_buffer, rates_total); + if(ArraySize(m_signal_buffer) != rates_total) + ArrayResize(m_signal_buffer, rates_total); - m_engine.Calculate(rates_total, price_type, open, high, low, close, tsi_values, signal_values); + // Calculate TSI and Signal (Incremental) + m_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_tsi_buffer, m_signal_buffer); + // Calculate Oscillator (Incremental Loop) int start_pos = m_engine.GetPeriodSlow() + m_engine.GetPeriodFast() + m_engine.GetPeriodSignal() - 1; - for(int i = start_pos; i < rates_total; i++) + int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; + int loop_start = MathMax(start_pos, start_index); + + for(int i = loop_start; i < rates_total; i++) { - osc_buffer[i] = tsi_values[i] - signal_values[i]; + osc_buffer[i] = m_tsi_buffer[i] - m_signal_buffer[i]; } } };