From d2af6aafb493c605d1a5e0773282d94e957fc8fe Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Sun, 30 Nov 2025 11:47:09 +0100 Subject: [PATCH] refactor: Optimized for incremental calculation --- .../MyIncludes/StochasticFast_Calculator.mqh | 110 ++++++++++++------ 1 file changed, 75 insertions(+), 35 deletions(-) diff --git a/Include/MyIncludes/StochasticFast_Calculator.mqh b/Include/MyIncludes/StochasticFast_Calculator.mqh index c372dfe..1dc14ae 100644 --- a/Include/MyIncludes/StochasticFast_Calculator.mqh +++ b/Include/MyIncludes/StochasticFast_Calculator.mqh @@ -1,6 +1,6 @@ //+------------------------------------------------------------------+ //| StochasticFast_Calculator.mqh| -//| Calculation engine for Standard and Heikin Ashi Fast Stochastic. | +//| VERSION 1.20: Optimized for incremental calculation. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" @@ -8,33 +8,36 @@ #include //+==================================================================+ -//| | //| CLASS 1: CStochasticFastCalculator (Base Class) | -//| | //+==================================================================+ class CStochasticFastCalculator { protected: int m_k_period, m_d_period; ENUM_MA_METHOD m_d_ma_type; + + //--- Persistent Buffers for Incremental Calculation double m_src_high[], m_src_low[], m_src_close[]; double Highest(int period, int current_pos); double Lowest(int period, int current_pos); - virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]); + //--- Updated: Accepts start_index + virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]); public: CStochasticFastCalculator(void) {}; virtual ~CStochasticFastCalculator(void) {}; bool Init(int k_p, int d_p, ENUM_MA_METHOD d_ma); - void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], + + //--- Updated: Accepts prev_calculated + void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &k_buffer[], double &d_buffer[]); }; //+------------------------------------------------------------------+ -//| CStochasticFastCalculator: Initialization | +//| Init | //+------------------------------------------------------------------+ bool CStochasticFastCalculator::Init(int k_p, int d_p, ENUM_MA_METHOD d_ma) { @@ -45,31 +48,53 @@ bool CStochasticFastCalculator::Init(int k_p, int d_p, ENUM_MA_METHOD d_ma) } //+------------------------------------------------------------------+ -//| CStochasticFastCalculator: Main Calculation Method (Shared Logic)| +//| Main Calculation (Optimized) | //+------------------------------------------------------------------+ -void CStochasticFastCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], +void CStochasticFastCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &k_buffer[], double &d_buffer[]) { if(rates_total <= m_k_period + m_d_period) return; - if(!PrepareSourceData(rates_total, open, high, low, close)) + +//--- 1. Determine Start Index + int start_index; + if(prev_calculated == 0) + start_index = 0; + else + start_index = prev_calculated - 1; + +//--- 2. Resize Buffers + if(ArraySize(m_src_high) != rates_total) + { + ArrayResize(m_src_high, rates_total); + ArrayResize(m_src_low, rates_total); + ArrayResize(m_src_close, rates_total); + } + +//--- 3. Prepare Source Data (Optimized) + if(!PrepareSourceData(rates_total, start_index, open, high, low, close)) return; -//--- STEP 1: Calculate %K (Fast %K) - for(int i = m_k_period - 1; i < rates_total; i++) +//--- 4. Calculate %K (Fast %K) + int loop_start_k = MathMax(m_k_period - 1, start_index); + + for(int i = loop_start_k; i < rates_total; i++) { double highest_h = Highest(m_k_period, i); double lowest_l = Lowest(m_k_period, i); double range = highest_h - lowest_l; + if(range > 0) k_buffer[i] = (m_src_close[i] - lowest_l) / range * 100.0; else k_buffer[i] = (i > 0) ? k_buffer[i-1] : 50.0; } -//--- STEP 2: Calculate %D (Signal Line) by smoothing %K +//--- 5. Calculate %D (Signal Line) by smoothing %K int d_start = m_k_period + m_d_period - 2; - for(int i = d_start; i < rates_total; i++) + int loop_start_d = MathMax(d_start, start_index); + + for(int i = loop_start_d; i < rates_total; i++) { switch(m_d_ma_type) { @@ -104,21 +129,22 @@ void CStochasticFastCalculator::Calculate(int rates_total, const double &open[], } //+------------------------------------------------------------------+ -//| CStochasticFastCalculator: Prepares the standard source data. | +//| Prepare Source Data (Standard - Optimized) | //+------------------------------------------------------------------+ -bool CStochasticFastCalculator::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) +bool CStochasticFastCalculator::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) { - ArrayResize(m_src_high, rates_total); - ArrayCopy(m_src_high, high, 0, 0, rates_total); - ArrayResize(m_src_low, rates_total); - ArrayCopy(m_src_low, low, 0, 0, rates_total); - ArrayResize(m_src_close, rates_total); - ArrayCopy(m_src_close, close, 0, 0, rates_total); +// Optimized copy loop + for(int i = start_index; i < rates_total; i++) + { + m_src_high[i] = high[i]; + m_src_low[i] = low[i]; + m_src_close[i] = close[i]; + } return true; } //+------------------------------------------------------------------+ -//| Finds the highest value in the internal price buffer. | +//| Highest | //+------------------------------------------------------------------+ double CStochasticFastCalculator::Highest(int period, int current_pos) { @@ -135,7 +161,7 @@ double CStochasticFastCalculator::Highest(int period, int current_pos) } //+------------------------------------------------------------------+ -//| Finds the lowest value in the internal price buffer. | +//| Lowest | //+------------------------------------------------------------------+ double CStochasticFastCalculator::Lowest(int period, int current_pos) { @@ -152,30 +178,44 @@ double CStochasticFastCalculator::Lowest(int period, int current_pos) } //+==================================================================+ -//| | //| CLASS 2: CStochasticFastCalculator_HA (Heikin Ashi) | -//| | //+==================================================================+ class CStochasticFastCalculator_HA : public CStochasticFastCalculator { private: CHeikinAshi_Calculator m_ha_calculator; + // Internal HA buffers + double m_ha_open[], m_ha_high_temp[], m_ha_low_temp[], m_ha_close_temp[]; + protected: - virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) override; + virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) override; }; //+------------------------------------------------------------------+ -//| CStochasticFastCalculator_HA: Prepares the HA source data. | +//| Prepare Source Data (Heikin Ashi - Optimized) | //+------------------------------------------------------------------+ -bool CStochasticFastCalculator_HA::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) +bool CStochasticFastCalculator_HA::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) { - double ha_open[]; - ArrayResize(ha_open, rates_total); - ArrayResize(m_src_high, rates_total); - ArrayResize(m_src_low, rates_total); - ArrayResize(m_src_close, rates_total); - m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, m_src_high, m_src_low, m_src_close); +// Resize internal HA buffers + if(ArraySize(m_ha_open) != rates_total) + { + ArrayResize(m_ha_open, rates_total); + ArrayResize(m_ha_high_temp, rates_total); + ArrayResize(m_ha_low_temp, rates_total); + ArrayResize(m_ha_close_temp, rates_total); + } + +//--- STRICT CALL: Use the optimized 10-param HA calculation + m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, + m_ha_open, m_ha_high_temp, m_ha_low_temp, m_ha_close_temp); + +//--- Copy to source buffers (Optimized loop) + for(int i = start_index; i < rates_total; i++) + { + m_src_high[i] = m_ha_high_temp[i]; + m_src_low[i] = m_ha_low_temp[i]; + m_src_close[i] = m_ha_close_temp[i]; + } return true; } //+------------------------------------------------------------------+ -//+------------------------------------------------------------------+