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refactor: Optimized FIR calculation using direct getter

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Toh4iem9
2026-06-24 20:55:56 +02:00
parent 2fb3251062
commit a65be76a07
1 changed files with 16 additions and 8 deletions
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Include/MyIncludes/Laguerre_Filter_Calculator.mqh
+16 -8
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@@ -1,12 +1,16 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Laguerre_Filter_Calculator.mqh | //| Laguerre_Filter_Calculator.mqh |
//| Adapter for the Laguerre Filter indicator. | //| Adapter for the Laguerre Filter indicator. |
//| Copyright 2025, xxxxxxxx | //| VERSION 1.30: Optimized FIR calculation using direct getter |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2026, xxxxxxxx"
#property version "1.30"
#include <MyIncludes\Laguerre_Engine.mqh> #include <MyIncludes\Laguerre_Engine.mqh>
//+==================================================================+
//| CLASS: CLaguerreFilterCalculator |
//+==================================================================+ //+==================================================================+
class CLaguerreFilterCalculator class CLaguerreFilterCalculator
{ {
@@ -24,36 +28,39 @@ public:
double &filter_buffer[], double &fir_buffer[]); double &filter_buffer[], double &fir_buffer[]);
}; };
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CLaguerreFilterCalculator::Init(double gamma, ENUM_INPUT_SOURCE source_type) bool CLaguerreFilterCalculator::Init(double gamma, ENUM_INPUT_SOURCE source_type)
{ {
return m_engine.Init(gamma, source_type); return m_engine.Init(gamma, source_type);
} }
//+------------------------------------------------------------------+
//| Calculate (Optimized) |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CLaguerreFilterCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], void CLaguerreFilterCalculator::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 &filter_buffer[], double &fir_buffer[]) double &filter_buffer[], double &fir_buffer[])
{ {
m_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, filter_buffer); m_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, filter_buffer);
// FIR Filter Calculation (Simple Moving Average of Price) // FIR Filter Calculation (Optimized using the dynamic inline GetPrice getter)
// We can optimize this too.
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
if(start_index < 3) if(start_index < 3)
start_index = 3; start_index = 3;
if(rates_total > 3) if(rates_total > 3)
{ {
double price_data[]; // FIXED: Uses direct m_engine.GetPrice() to prevent massive memory copy overhead per tick!
m_engine.GetPriceBuffer(price_data); // This gets the full price array
for(int i = start_index; i < rates_total; i++) for(int i = start_index; i < rates_total; i++)
{ {
fir_buffer[i] = (price_data[i] + 2.0 * price_data[i-1] + 2.0 * price_data[i-2] + price_data[i-3]) / 6.0; fir_buffer[i] = (m_engine.GetPrice(i) + 2.0 * m_engine.GetPrice(i-1) + 2.0 * m_engine.GetPrice(i-2) + m_engine.GetPrice(i-3)) / 6.0;
} }
} }
} }
//+==================================================================+
//| CLASS 2: CLaguerreFilterCalculator_HA |
//+==================================================================+ //+==================================================================+
class CLaguerreFilterCalculator_HA : public CLaguerreFilterCalculator class CLaguerreFilterCalculator_HA : public CLaguerreFilterCalculator
{ {
@@ -66,3 +73,4 @@ public:
}; };
}; };
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//+------------------------------------------------------------------+