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refactor: Added strict chronological safety safeguards

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This commit is contained in:
Toh4iem9
2026-08-18 10:43:08 +02:00
parent e614dc0fcd
commit cce6c8003d
1 changed files with 25 additions and 6 deletions
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Include/MyIncludes/RSI_Engine.mqh
+25 -6
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@@ -1,10 +1,14 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| RSI_Engine.mqh | //| RSI_Engine.mqh |
//| Core engine for Wilder's RSI calculation. | //| Core engine for Wilder's RSI calculation. |
//| VERSION 1.00 | //| VERSION 1.10: Added strict chronological safety safeguards |
//| Copyright 2025, xxxxxxxx | //| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#property version "1.10"
#ifndef RSI_ENGINE_MQH
#define RSI_ENGINE_MQH
#include <MyIncludes\HeikinAshi_Tools.mqh> #include <MyIncludes\HeikinAshi_Tools.mqh>
@@ -46,7 +50,7 @@ bool CRSIEngine::Init(int period)
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Main Calculation | //| Main Calculation (Chronologically Safe) |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CRSIEngine::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 CRSIEngine::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 &rsi_buffer[]) double &rsi_buffer[])
@@ -56,12 +60,23 @@ void CRSIEngine::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PR
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
// Resize Buffers //--- Resize Buffers and enforce strict chronological safeguards
if(ArraySize(m_price) != rates_total) if(ArraySize(m_price) != rates_total)
{ {
ArrayResize(m_price, rates_total); ArrayResize(m_price, rates_total);
ArrayResize(m_avg_gain, rates_total); ArrayResize(m_avg_gain, rates_total);
ArrayResize(m_avg_loss, rates_total); ArrayResize(m_avg_loss, rates_total);
ArraySetAsSeries(m_price, false);
ArraySetAsSeries(m_avg_gain, false);
ArraySetAsSeries(m_avg_loss, false);
}
//--- Enforce chronological alignment on caller output buffer if resized
if(ArraySize(rsi_buffer) != rates_total)
{
ArrayResize(rsi_buffer, rates_total);
ArraySetAsSeries(rsi_buffer, false);
} }
// 1. Prepare Data // 1. Prepare Data
@@ -176,6 +191,11 @@ void CRSIEngine_HA::PrepareData(int rates_total, int start_index, ENUM_APPLIED_P
ArrayResize(m_ha_high, rates_total); ArrayResize(m_ha_high, rates_total);
ArrayResize(m_ha_low, rates_total); ArrayResize(m_ha_low, rates_total);
ArrayResize(m_ha_close, rates_total); ArrayResize(m_ha_close, rates_total);
ArraySetAsSeries(m_ha_open, false);
ArraySetAsSeries(m_ha_high, false);
ArraySetAsSeries(m_ha_low, false);
ArraySetAsSeries(m_ha_close, false);
} }
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close); m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
@@ -211,5 +231,4 @@ void CRSIEngine_HA::PrepareData(int rates_total, int start_index, ENUM_APPLIED_P
} }
} }
} }
//+------------------------------------------------------------------+ #endif // RSI_ENGINE_MQH
//+------------------------------------------------------------------+