refactor: add CCI_Engine

Include/MyIncludes/CCI_Oscillator_Calculator.mqh

@@ -1,252 +1,75 @@
 //+------------------------------------------------------------------+
 //|                                     CCI_Oscillator_Calculator.mqh|
-//| Calculation engine for Standard and Heikin Ashi CCI Oscillator.  |
+//|    Wrapper for the CCI_Engine to produce Oscillator output.      |
-//|             (Self-contained version with duplicated logic)       |
 //|                                        Copyright 2025, xxxxxxxx  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
 
-#include <MyIncludes\HeikinAshi_Tools.mqh>
+#include <MyIncludes\CCI_Engine.mqh>
 
-//+==================================================================+
+//--- Base class for polymorphism
-//|                                                                  |
-//|         CLASS 1: CCCI_OscillatorCalculator (Base Class)          |
-//|                                                                  |
-//+==================================================================+
 class CCCI_OscillatorCalculator
   {
-protected:
-   int               m_cci_period;
-   int               m_ma_period;
-   ENUM_MA_METHOD    m_ma_method;
-
-   //--- Internal buffer for the selected source price
-   double            m_price[];
-
-   //--- Virtual method for preparing the price series.
-   virtual bool      PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
-
 public:
-                     CCCI_OscillatorCalculator(void) {};
+   virtual bool      Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m)=0;
-   virtual          ~CCCI_OscillatorCalculator(void) {};
+   virtual void      Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &osc_buffer[])=0;
-
-   //--- Public methods
-   bool              Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m);
-   void              Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &osc_buffer[]);
   };
 
-//+------------------------------------------------------------------+
+//--- Standard version
-//| CCCI_OscillatorCalculator: Initialization                        |
+class CCCI_OscillatorCalculator_Std : public CCCI_OscillatorCalculator
-//+------------------------------------------------------------------+
-bool CCCI_OscillatorCalculator::Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m)
   {
-   m_cci_period = (cci_p < 1) ? 1 : cci_p;
+protected:
-   m_ma_period  = (ma_p < 1) ? 1 : ma_p;
+   CCCI_Engine       *m_engine;
-   m_ma_method  = ma_m;
+public:
-   return true;
+                     CCCI_OscillatorCalculator_Std(void) { m_engine = new CCCI_Engine(); }
-  }
+                    ~CCCI_OscillatorCalculator_Std(void) { if(CheckPointer(m_engine)!=POINTER_INVALID) delete m_engine; }
 
-//+------------------------------------------------------------------+
+   virtual bool      Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m) override { return m_engine.Init(cci_p, ma_p, ma_m); }
-//| CCCI_OscillatorCalculator: Main Calculation Method               |
+   virtual void      Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &osc_buffer[]) override
-//+------------------------------------------------------------------+
-void CCCI_OscillatorCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &osc_buffer[])
-  {
-   int start_pos = m_cci_period + m_ma_period - 2;
-   if(rates_total <= start_pos)
-      return;
-
-//--- STEP 1: Prepare the source price array (delegated to virtual method)
-   if(!PreparePriceSeries(rates_total, open, high, low, close, price_type))
-      return;
-
-//--- Internal calculation buffers
-   double buffer_cci[], buffer_signal[];
-   ArrayResize(buffer_cci, rates_total);
-   ArrayResize(buffer_signal, rates_total);
-
-   double buffer_sma[], buffer_mad[];
-   ArrayResize(buffer_sma, rates_total);
-   ArrayResize(buffer_mad, rates_total);
-   const double CCI_CONSTANT = 0.015;
-
-//--- STEP 2: Calculate the Simple Moving Average of the price
-   double sma_sum = 0;
-   for(int i = 0; i < rates_total; i++)
      {
-      sma_sum += m_price[i];
+      if(CheckPointer(m_engine)==POINTER_INVALID)
-      if(i >= m_cci_period)
+         return;
-         sma_sum -= m_price[i - m_cci_period];
-      if(i >= m_cci_period - 1)
-         buffer_sma[i] = sma_sum / m_cci_period;
-     }
 
-//--- STEP 3: Calculate the Mean Absolute Deviation (MAD)
+      double cci_values[], signal_values[];
-   for(int i = m_cci_period - 1; i < rates_total; i++)
+      ArrayResize(cci_values, rates_total);
-     {
+      ArrayResize(signal_values, rates_total);
-      double deviation_sum = 0;
+
-      for(int j = 0; j < m_cci_period; j++)
+      m_engine.Calculate(rates_total, open, high, low, close, price_type, cci_values, signal_values);
+
+      int start_pos = m_engine.GetPeriodCCI() + m_engine.GetPeriodMA() - 2;
+      for(int i = start_pos; i < rates_total; i++)
         {
-         deviation_sum += MathAbs(m_price[i - j] - buffer_sma[i]);
+         osc_buffer[i] = cci_values[i] - signal_values[i];
-        }
-      buffer_mad[i] = deviation_sum / m_cci_period;
-     }
-
-//--- STEP 4: Calculate the final CCI value
-   for(int i = m_cci_period - 1; i < rates_total; i++)
-     {
-      if(buffer_mad[i] > 0)
-         buffer_cci[i] = (m_price[i] - buffer_sma[i]) / (CCI_CONSTANT * buffer_mad[i]);
-     }
-
-//--- STEP 5: Calculate the Signal Line (MA of CCI)
-   int ma_start_pos = m_cci_period + m_ma_period - 2;
-   for(int i = ma_start_pos; i < rates_total; i++)
-     {
-      switch(m_ma_method)
-        {
-         case MODE_EMA:
-         case MODE_SMMA:
-            if(i == ma_start_pos)
-              {
-               double sum=0;
-               for(int j=0; j<m_ma_period; j++)
-                  sum+=buffer_cci[i-j];
-               buffer_signal[i] = sum/m_ma_period;
-              }
-            else
-              {
-               if(m_ma_method == MODE_EMA)
-                 {
-                  double pr=2.0/(m_ma_period+1.0);
-                  buffer_signal[i] = buffer_cci[i]*pr + buffer_signal[i-1]*(1.0-pr);
-                 }
-               else
-                  buffer_signal[i] = (buffer_signal[i-1]*(m_ma_period-1)+buffer_cci[i])/m_ma_period;
-              }
-            break;
-         case MODE_LWMA:
-           {
-            double lwma_sum=0, weight_sum=0;
-            for(int j=0; j<m_ma_period; j++)
-              {
-               int weight=m_ma_period-j;
-               lwma_sum+=buffer_cci[i-j]*weight;
-               weight_sum+=weight;
-              }
-            if(weight_sum>0)
-               buffer_signal[i]=lwma_sum/weight_sum;
-           }
-         break;
-         default: // MODE_SMA
-           {
-            double sum=0;
-            for(int j=0; j<m_ma_period; j++)
-               sum+=buffer_cci[i-j];
-            buffer_signal[i] = sum/m_ma_period;
-           }
-         break;
         }
      }
+  };
 
-//--- STEP 6: Calculate the final Oscillator value
+//--- HA version
-   for(int i = ma_start_pos; i < rates_total; i++)
-     {
-      osc_buffer[i] = buffer_cci[i] - buffer_signal[i];
-     }
-  }
-
-//+------------------------------------------------------------------+
-//| CCCI_OscillatorCalculator: Prepares the standard source price.   |
-//+------------------------------------------------------------------+
-bool CCCI_OscillatorCalculator::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
-  {
-   ArrayResize(m_price, rates_total);
-   switch(price_type)
-     {
-      case PRICE_OPEN:
-         ArrayCopy(m_price, open, 0, 0, rates_total);
-         break;
-      case PRICE_HIGH:
-         ArrayCopy(m_price, high, 0, 0, rates_total);
-         break;
-      case PRICE_LOW:
-         ArrayCopy(m_price, low, 0, 0, rates_total);
-         break;
-      case PRICE_MEDIAN:
-         for(int i=0; i<rates_total; i++)
-            m_price[i] = (high[i]+low[i])/2.0;
-         break;
-      case PRICE_TYPICAL:
-         for(int i=0; i<rates_total; i++)
-            m_price[i] = (high[i]+low[i]+close[i])/3.0;
-         break;
-      case PRICE_WEIGHTED:
-         for(int i=0; i<rates_total; i++)
-            m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
-         break;
-      default:
-         ArrayCopy(m_price, close, 0, 0, rates_total);
-         break;
-     }
-   return true;
-  }
-
-//+==================================================================+
-//|                                                                  |
-//|       CLASS 2: CCCI_OscillatorCalculator_HA (Heikin Ashi)        |
-//|                                                                  |
-//+==================================================================+
 class CCCI_OscillatorCalculator_HA : public CCCI_OscillatorCalculator
   {
-private:
-   CHeikinAshi_Calculator m_ha_calculator;
 protected:
-   virtual bool      PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override;
+   CCCI_Engine       *m_engine;
-  };
+public:
+                     CCCI_OscillatorCalculator_HA(void) { m_engine = new CCCI_Engine_HA(); }
+                    ~CCCI_OscillatorCalculator_HA(void) { if(CheckPointer(m_engine)!=POINTER_INVALID) delete m_engine; }
 
-//+------------------------------------------------------------------+
+   virtual bool      Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m) override { return m_engine.Init(cci_p, ma_p, ma_m); }
-//| CCCI_OscillatorCalculator_HA: Prepares the HA source price.      |
+   virtual void      Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &osc_buffer[]) override
-//+------------------------------------------------------------------+
-bool CCCI_OscillatorCalculator_HA::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
-  {
-//--- First, calculate the HA candles
-   double ha_open[], ha_high[], ha_low[], ha_close[];
-   ArrayResize(ha_open, rates_total);
-   ArrayResize(ha_high, rates_total);
-   ArrayResize(ha_low, rates_total);
-   ArrayResize(ha_close, rates_total);
-   m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
-
-//--- Now, populate the m_price array from the calculated HA candles
-   ArrayResize(m_price, rates_total);
-   switch(price_type)
      {
-      case PRICE_OPEN:
+      if(CheckPointer(m_engine)==POINTER_INVALID)
-         ArrayCopy(m_price, ha_open, 0, 0, rates_total);
+         return;
-         break;
+
-      case PRICE_HIGH:
+      double cci_values[], signal_values[];
-         ArrayCopy(m_price, ha_high, 0, 0, rates_total);
+      ArrayResize(cci_values, rates_total);
-         break;
+      ArrayResize(signal_values, rates_total);
-      case PRICE_LOW:
+
-         ArrayCopy(m_price, ha_low, 0, 0, rates_total);
+      m_engine.Calculate(rates_total, open, high, low, close, price_type, cci_values, signal_values);
-         break;
+
-      case PRICE_MEDIAN:
+      int start_pos = m_engine.GetPeriodCCI() + m_engine.GetPeriodMA() - 2;
-         for(int i=0; i<rates_total; i++)
+      for(int i = start_pos; i < rates_total; i++)
-            m_price[i] = (ha_high[i]+ha_low[i])/2.0;
+        {
-         break;
+         osc_buffer[i] = cci_values[i] - signal_values[i];
-      case PRICE_TYPICAL:
+        }
-         for(int i=0; i<rates_total; i++)
-            m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
-         break;
-      case PRICE_WEIGHTED:
-         for(int i=0; i<rates_total; i++)
-            m_price[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0;
-         break;
-      default:
-         ArrayCopy(m_price, ha_close, 0, 0, rates_total);
-         break;
      }
-   return true;
+  };
-  }
-//+------------------------------------------------------------------+
 //+------------------------------------------------------------------+