refactor: Overloaded initialization, bounds safety & Custom Session support

Include/MyIncludes/VScore_Calculator.mqh

@@ -1,18 +1,19 @@
 //+------------------------------------------------------------------+
 //|                                          VScore_Calculator.mqh   |
+//|      Engine for Statistical V-Score (VWAP Z-Score) Calculation.  |
 //|                                          Copyright 2026, xxxxxxxx|
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2026, xxxxxxxx"
-#property version   "2.20" // Upgraded with strict internal chronological sorting safeguards for all VWAP and pricing buffers
+#property version   "3.00" // Overloaded initialization, bounds safety & Custom Session support
 
 #ifndef VSCORE_CALCULATOR_MQH
 #define VSCORE_CALCULATOR_MQH
 
 #include <MyIncludes\VWAP_Calculator.mqh>
 
-//+------------------------------------------------------------------+
+//+==================================================================+
 //| Class CVScoreCalculator                                          |
-//+------------------------------------------------------------------+
+//+==================================================================+
 class CVScoreCalculator
   {
 protected:
@@ -23,14 +24,24 @@ protected:
    double            m_vwap_buf[];
    double            m_vwap_odd[];
    double            m_vwap_even[];
+   double            m_price[];
 
 public:
                      CVScoreCalculator();
    virtual          ~CVScoreCalculator();
 
+   //--- Legacy Signature (100% Backward Compatible)
    bool              Init(int period, ENUM_VWAP_PERIOD vwap_reset);
 
-   void              Calculate(int rates_total, int prev_calculated,
+   //--- Enhanced Pro Signature (Standard Periods)
+   bool              Init(const int period, const ENUM_VWAP_PERIOD vwap_reset, const ENUM_APPLIED_VOLUME vol_type,
+                          const int tz_shift_hours=0, const bool is_heikin_ashi=false, const int max_history_days=0);
+
+   //--- Enhanced Pro Signature (Custom Session)
+   bool              Init(const int period, const string custom_start, const string custom_end, const ENUM_APPLIED_VOLUME vol_type,
+                          const int tz_shift_hours=0, const bool is_heikin_ashi=false, const int max_history_days=0);
+
+   void              Calculate(const int rates_total, const int prev_calculated,
                                const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[],
                                const long &tick_volume[], const long &volume[],
                                double &out_vscore[]);
@@ -39,8 +50,12 @@ public:
 //+------------------------------------------------------------------+
 //| Constructor                                                      |
 //+------------------------------------------------------------------+
-CVScoreCalculator::CVScoreCalculator() : m_vwap_calc(NULL)
+CVScoreCalculator::CVScoreCalculator() : m_period(20), m_vwap_calc(NULL)
   {
+   ArraySetAsSeries(m_vwap_buf,  false);
+   ArraySetAsSeries(m_vwap_odd,  false);
+   ArraySetAsSeries(m_vwap_even, false);
+   ArraySetAsSeries(m_price,     false);
   }
 
 //+------------------------------------------------------------------+
@@ -49,90 +64,141 @@ CVScoreCalculator::CVScoreCalculator() : m_vwap_calc(NULL)
 CVScoreCalculator::~CVScoreCalculator()
   {
    if(CheckPointer(m_vwap_calc) != POINTER_INVALID)
+     {
       delete m_vwap_calc;
+      m_vwap_calc = NULL;
+     }
   }
 
 //+------------------------------------------------------------------+
-//| Init                                                             |
+//| Legacy Init (Preserves compatibility with all scripts)           |
 //+------------------------------------------------------------------+
 bool CVScoreCalculator::Init(int period, ENUM_VWAP_PERIOD vwap_reset)
   {
-   m_period = (period < 2) ? 2 : period;
-
-   m_vwap_calc = new CVWAPCalculator();
-   if(CheckPointer(m_vwap_calc) == POINTER_INVALID)
-      return false;
-
-// Dynamic volume type selection based on broker capability (Real Volume vs Tick Volume)
    long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
    ENUM_APPLIED_VOLUME vol_type = (volume_limit > 0) ? VOLUME_REAL : VOLUME_TICK;
-
+   return Init(period, vwap_reset, vol_type, 0, false, 0);
-// Init VWAP with optimal volume, enabled
-   if(!m_vwap_calc.Init(vwap_reset, vol_type, 0, true))
-      return false;
-
-   return true;
   }
 
 //+------------------------------------------------------------------+
-//| Main Calculation (Strictly O(1) Optimized)                       |
+//| Enhanced Init (Standard Periods)                                 |
 //+------------------------------------------------------------------+
-void CVScoreCalculator::Calculate(int rates_total, int prev_calculated,
+bool CVScoreCalculator::Init(const int period, const ENUM_VWAP_PERIOD vwap_reset, const ENUM_APPLIED_VOLUME vol_type,
+                             const int tz_shift_hours, const bool is_heikin_ashi, const int max_history_days)
+  {
+   m_period = (period < 2) ? 2 : period;
+
+   if(CheckPointer(m_vwap_calc) != POINTER_INVALID)
+     {
+      delete m_vwap_calc;
+      m_vwap_calc = NULL;
+     }
+
+   if(is_heikin_ashi)
+      m_vwap_calc = new CVWAPCalculator_HA();
+   else
+      m_vwap_calc = new CVWAPCalculator();
+
+   if(CheckPointer(m_vwap_calc) == POINTER_INVALID)
+      return false;
+
+   return m_vwap_calc.Init(vwap_reset, vol_type, tz_shift_hours, true, max_history_days);
+  }
+
+//+------------------------------------------------------------------+
+//| Enhanced Init (Custom Session)                                   |
+//+------------------------------------------------------------------+
+bool CVScoreCalculator::Init(const int period, const string custom_start, const string custom_end, const ENUM_APPLIED_VOLUME vol_type,
+                             const int tz_shift_hours, const bool is_heikin_ashi, const int max_history_days)
+  {
+   m_period = (period < 2) ? 2 : period;
+
+   if(CheckPointer(m_vwap_calc) != POINTER_INVALID)
+     {
+      delete m_vwap_calc;
+      m_vwap_calc = NULL;
+     }
+
+   if(is_heikin_ashi)
+      m_vwap_calc = new CVWAPCalculator_HA();
+   else
+      m_vwap_calc = new CVWAPCalculator();
+
+   if(CheckPointer(m_vwap_calc) == POINTER_INVALID)
+      return false;
+
+   return m_vwap_calc.Init(custom_start, custom_end, vol_type, true, max_history_days, tz_shift_hours);
+  }
+
+//+------------------------------------------------------------------+
+//| Main Calculation (Bounds-Safe O(1))                              |
+//+------------------------------------------------------------------+
+void CVScoreCalculator::Calculate(const int rates_total, const int prev_calculated,
                                   const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[],
                                   const long &tick_volume[], const long &volume[],
                                   double &out_vscore[])
   {
-   if(rates_total < m_period)
+   if(rates_total < m_period || CheckPointer(m_vwap_calc) == POINTER_INVALID)
       return;
 
-   if(CheckPointer(m_vwap_calc) == POINTER_INVALID)
+// 1. Safe Allocation of Internal Buffers
-      return;
-
-// 1. Manage Internal Buffers and force strict chronological sorting
    if(ArraySize(m_vwap_buf) != rates_total)
      {
-      ArrayResize(m_vwap_buf, rates_total);
+      ArrayResize(m_vwap_buf,  rates_total);
-      ArrayResize(m_vwap_odd, rates_total);
+      ArrayResize(m_vwap_odd,  rates_total);
       ArrayResize(m_vwap_even, rates_total);
+      ArrayResize(m_price,     rates_total);
 
-      ArraySetAsSeries(m_vwap_buf, false);
+      ArraySetAsSeries(m_vwap_buf,  false);
-      ArraySetAsSeries(m_vwap_odd, false);
+      ArraySetAsSeries(m_vwap_odd,  false);
       ArraySetAsSeries(m_vwap_even, false);
+      ArraySetAsSeries(m_price,     false);
      }
 
-// 2. Calculate VWAP Incrementally
+   if(ArraySize(out_vscore) != rates_total)
+     {
+      ArrayResize(out_vscore, rates_total);
+      ArraySetAsSeries(out_vscore, false);
+      ArrayInitialize(out_vscore, 0.0);
+     }
+
+// 2. Compute Underlying VWAP
    m_vwap_calc.Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, m_vwap_odd, m_vwap_even);
 
-// 3. Calculate Standard Deviation of (Price - VWAP)
+   int start = (prev_calculated > m_period) ? (prev_calculated - 1) : (m_period - 1);
-   int start = (prev_calculated > m_period) ? prev_calculated - 1 : m_period;
+   if(start < m_period - 1)
+      start = m_period - 1;
 
+// 3. Compute V-Score (Standard Deviation Distance from VWAP)
    for(int i = start; i < rates_total; i++)
      {
-      double current_vwap = (m_vwap_odd[i] != EMPTY_VALUE && m_vwap_odd[i] != 0) ? m_vwap_odd[i] : m_vwap_even[i];
+      m_price[i] = close[i];
+
+      double current_vwap = (m_vwap_odd[i] != EMPTY_VALUE && m_vwap_odd[i] > 0.0) ? m_vwap_odd[i] : m_vwap_even[i];
       m_vwap_buf[i] = current_vwap;
 
-      if(current_vwap == 0 || current_vwap == EMPTY_VALUE)
+      if(current_vwap == 0.0 || current_vwap == EMPTY_VALUE)
         {
          out_vscore[i] = 0.0;
          continue;
         }
 
-      double sum_sq_diff = 0;
+      double sum_sq_diff = 0.0;
 
       for(int k = 0; k < m_period; k++)
         {
          int idx = i - k;
-         double p = close[idx];
+         double p = m_price[idx];
          double v = m_vwap_buf[idx];
 
-         if(v == 0 || v == EMPTY_VALUE)
+         if(v == 0.0 || v == EMPTY_VALUE)
             v = p;
 
          double diff = p - v;
          sum_sq_diff += diff * diff;
         }
 
-      double std_dev = MathSqrt(sum_sq_diff / m_period);
+      double std_dev = MathSqrt(sum_sq_diff / (double)m_period);
 
       if(std_dev > 1.0e-9)
          out_vscore[i] = (close[i] - current_vwap) / std_dev;