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refactor: Optimized for incremental calculation

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This commit is contained in:
Toh4iem9
2025-12-17 09:06:47 +01:00
parent 776d6b8558
commit 6a41e0b3c2
1 changed files with 51 additions and 20 deletions
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Include/MyIncludes/TSI_Oscillator_Calculator.mqh
+51 -20
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@@ -1,19 +1,28 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| TSI_Oscillator_Calculator.mqh| //| 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 | //| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\TSI_Engine.mqh> #include <MyIncludes\TSI_Calculator.mqh>
//--- Base class for polymorphism //--- Base class for polymorphism
class CTSICalculatorOscillator class CTSICalculatorOscillator
{ {
protected:
//--- Persistent Buffers for Incremental Calculation
double m_tsi_buffer[];
double m_signal_buffer[];
public: public:
virtual bool Init(int slow_p, int fast_p, int signal_p, ENUM_MA_METHOD signal_ma)=0; 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; double &osc_buffer[])=0;
virtual ~CTSICalculatorOscillator() {};
}; };
//--- Standard version //--- Standard version
@@ -25,23 +34,34 @@ public:
CTSICalculatorOscillator_Std(void) { m_engine = new CTSICalculator(); } CTSICalculatorOscillator_Std(void) { m_engine = new CTSICalculator(); }
~CTSICalculatorOscillator_Std(void) { if(CheckPointer(m_engine)!=POINTER_INVALID) delete m_engine; } ~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 bool Init(int slow_p, int fast_p, int signal_p, ENUM_MA_METHOD signal_ma) override
virtual void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], {
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 double &osc_buffer[]) override
{ {
if(CheckPointer(m_engine)==POINTER_INVALID) if(CheckPointer(m_engine)==POINTER_INVALID)
return; return;
double tsi_values[], signal_values[]; // Resize internal buffers
ArrayResize(tsi_values, rates_total); if(ArraySize(m_tsi_buffer) != rates_total)
ArrayResize(signal_values, 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; 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 class CTSICalculatorOscillator_HA : public CTSICalculatorOscillator
{ {
protected: protected:
CTSICalculator *m_engine; CTSICalculator_HA *m_engine;
public: public:
CTSICalculatorOscillator_HA(void) { m_engine = new CTSICalculator_HA(); } CTSICalculatorOscillator_HA(void) { m_engine = new CTSICalculator_HA(); }
~CTSICalculatorOscillator_HA(void) { if(CheckPointer(m_engine)!=POINTER_INVALID) delete m_engine; } ~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 bool Init(int slow_p, int fast_p, int signal_p, ENUM_MA_METHOD signal_ma) override
virtual void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], {
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 double &osc_buffer[]) override
{ {
if(CheckPointer(m_engine)==POINTER_INVALID) if(CheckPointer(m_engine)==POINTER_INVALID)
return; return;
double tsi_values[], signal_values[]; // Resize internal buffers
ArrayResize(tsi_values, rates_total); if(ArraySize(m_tsi_buffer) != rates_total)
ArrayResize(signal_values, 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; 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];
} }
} }
}; };