refactor(indicators): Optimized for incremental calculation

Include/MyIncludes/TDI_CMO_Calculator.mqh

@@ -1,209 +1,211 @@
 //+------------------------------------------------------------------+
 //|                                           TDI_CMO_Calculator.mqh |
 //|        Calculation engine for TDI based on CMO.                  |
+//|      VERSION 2.00: Optimized for incremental calculation.        |
 //|                                        Copyright 2025, xxxxxxxx  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
 
-#include <MyIncludes\HeikinAshi_Tools.mqh>
+#include <MyIncludes\CMO_Calculator.mqh>
+#include <MyIncludes\MovingAverage_Engine.mqh>
 
+//+==================================================================+
+//|             CLASS 1: CTDICMOCalculator (Base Class)              |
 //+==================================================================+
 class CTDICMOCalculator
   {
 protected:
    int               m_cmo_period, m_price_period, m_signal_period, m_base_period;
    double            m_std_dev;
-   double            m_price[];
 
-   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
+   //--- Engines
+   CCMOCalculator    *m_cmo_calculator;
+   CMovingAverageCalculator m_price_line_engine;
+   CMovingAverageCalculator m_signal_line_engine;
+   CMovingAverageCalculator m_base_line_engine;
+
+   //--- Persistent Buffers
+   double            m_cmo_buffer[];
+   double            m_cmo_rescaled[];
+   double            m_price_line[];
+   double            m_base_line[];
+
+   virtual bool      PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
 
 public:
-                     CTDICMOCalculator(void) {};
+                     CTDICMOCalculator(void);
-   virtual          ~CTDICMOCalculator(void) {};
+   virtual          ~CTDICMOCalculator(void);
 
-   bool              Init(int cmo_p, int price_p, int signal_p, int base_p, double dev);
+   //--- Init now takes MA types (optional, default to SMA for classic TDI)
-   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+   bool              Init(int cmo_p, int price_p, int signal_p, int base_p, double dev, ENUM_MA_TYPE ma_type = SMA);
+
+   //--- Updated: Accepts prev_calculated
+   void              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 &price_line_out[], double &signal_line_out[], double &base_line_out[],
                                double &upper_band_out[], double &lower_band_out[]);
   };
 
 //+------------------------------------------------------------------+
-bool CTDICMOCalculator::Init(int cmo_p, int price_p, int signal_p, int base_p, double dev)
+//| Constructor                                                      |
+//+------------------------------------------------------------------+
+CTDICMOCalculator::CTDICMOCalculator(void)
+  {
+   m_cmo_calculator = new CCMOCalculator();
+  }
+
+//+------------------------------------------------------------------+
+//| Destructor                                                       |
+//+------------------------------------------------------------------+
+CTDICMOCalculator::~CTDICMOCalculator(void)
+  {
+   if(CheckPointer(m_cmo_calculator) != POINTER_INVALID)
+      delete m_cmo_calculator;
+  }
+
+//+------------------------------------------------------------------+
+//| Init                                                             |
+//+------------------------------------------------------------------+
+bool CTDICMOCalculator::Init(int cmo_p, int price_p, int signal_p, int base_p, double dev, ENUM_MA_TYPE ma_type)
   {
    m_cmo_period    = (cmo_p < 1) ? 1 : cmo_p;
    m_price_period  = (price_p < 1) ? 1 : price_p;
    m_signal_period = (signal_p < 1) ? 1 : signal_p;
    m_base_period   = (base_p < 1) ? 1 : base_p;
    m_std_dev       = (dev <= 0) ? 1.618 : dev;
+
+   if(CheckPointer(m_cmo_calculator) == POINTER_INVALID)
+      return false;
+   if(!m_cmo_calculator.Init(m_cmo_period))
+      return false;
+
+// Initialize MA Engines (Classic TDI uses SMA, but we allow override)
+   if(!m_price_line_engine.Init(m_price_period, ma_type))
+      return false;
+   if(!m_signal_line_engine.Init(m_signal_period, ma_type))
+      return false;
+   if(!m_base_line_engine.Init(m_base_period, ma_type))
+      return false;
+
    return true;
   }
 
 //+------------------------------------------------------------------+
-void CTDICMOCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+//| Main Calculation (Optimized)                                     |
+//+------------------------------------------------------------------+
+void CTDICMOCalculator::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 &price_line_out[], double &signal_line_out[], double &base_line_out[],
                                   double &upper_band_out[], double &lower_band_out[])
   {
+// Minimum bars check
    if(rates_total <= m_cmo_period + m_base_period)
       return;
-   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
+   if(CheckPointer(m_cmo_calculator) == POINTER_INVALID)
       return;
 
-   double cmo_rescaled[];
+   int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
-   ArrayResize(cmo_rescaled, rates_total);
 
-//--- STEP 1: Calculate CMO and rescale it to 0-100 range
+// Resize Buffers
-   for(int i = m_cmo_period; i < rates_total; i++)
+   if(ArraySize(m_cmo_buffer) != rates_total)
      {
-      double sum_up = 0.0, sum_down = 0.0;
+      ArrayResize(m_cmo_buffer, rates_total);
-      for(int j = 0; j < m_cmo_period; j++)
+      ArrayResize(m_cmo_rescaled, rates_total);
-        {
+      ArrayResize(m_price_line, rates_total);
-         double diff = m_price[i - j] - m_price[i - j - 1];
+      ArrayResize(m_base_line, rates_total);
-         if(diff > 0.0)
-            sum_up += diff;
-         else
-            sum_down += (-diff);
-        }
-      double total_sum = sum_up + sum_down;
-      double raw_cmo = (total_sum == 0.0) ? 0.0 : 100.0 * (sum_up - sum_down) / total_sum;
-
-      //--- CRITICAL: Rescale CMO from [-100, 100] to [0, 100]
-      cmo_rescaled[i] = (raw_cmo + 100.0) / 2.0;
      }
 
-//--- STEP 2: Calculate Price Line (SMA on Rescaled CMO)
+   if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
-   for(int i = m_cmo_period + m_price_period - 2; i < rates_total; i++)
+      return;
+
+//--- 1. Calculate CMO (Incremental)
+   m_cmo_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_cmo_buffer);
+
+//--- 2. Rescale CMO to 0-100 range
+   int loop_start_cmo = MathMax(m_cmo_period, start_index);
+   for(int i = loop_start_cmo; i < rates_total; i++)
      {
-      double sum=0;
+      // CMO is -100 to 100. Rescale to 0 to 100.
-      for(int j=0; j<m_price_period; j++)
+      m_cmo_rescaled[i] = (m_cmo_buffer[i] + 100.0) / 2.0;
-         sum+=cmo_rescaled[i-j];
-      price_line_out[i]=sum/m_price_period;
      }
 
-//--- STEP 3: Calculate Signal Line (SMA on Price Line)
+//--- 3. Calculate Price Line (MA on Rescaled CMO)
-   for(int i = m_cmo_period + m_price_period + m_signal_period - 3; i < rates_total; i++)
+// Offset: m_cmo_period
+   m_price_line_engine.CalculateOnArray(rates_total, prev_calculated, m_cmo_rescaled, m_price_line, m_cmo_period);
+   ArrayCopy(price_line_out, m_price_line, 0, 0, rates_total);
+
+//--- 4. Calculate Signal Line (MA on Price Line)
+// Offset: m_cmo_period + m_price_period - 1
+   int signal_offset = m_cmo_period + m_price_period - 1;
+   m_signal_line_engine.CalculateOnArray(rates_total, prev_calculated, m_price_line, signal_line_out, signal_offset);
+
+//--- 5. Calculate Base Line (MA on Price Line)
+// Offset: same as signal line start (based on Price Line)
+// But Base Line usually has longer period, so it starts later validly.
+// The engine handles validity based on period.
+   m_base_line_engine.CalculateOnArray(rates_total, prev_calculated, m_price_line, m_base_line, signal_offset);
+   ArrayCopy(base_line_out, m_base_line, 0, 0, rates_total);
+
+//--- 6. Calculate Volatility Bands (Bollinger Bands on Base Line)
+// Bands are calculated using StdDev of Price Line around Base Line?
+// Or StdDev of Rescaled CMO around Base Line?
+// Original code used: StdDev of Rescaled CMO around Base Line (where Base Line is MA of Price Line).
+// Wait, original code:
+// base_line_ma_on_cmo = sum_cmo / m_base_period; (This IS the Base Line value at i)
+// sum_sq += MathPow(cmo_rescaled[i-j] - base_line_ma_on_cmo, 2);
+// So it calculates StdDev of CMO around the Base Line.
+
+   int bands_start = m_cmo_period + m_base_period - 1; // Approx start
+   int loop_start_bands = MathMax(bands_start, start_index);
+
+   if(prev_calculated == 0)
      {
-      double sum=0;
+      ArrayInitialize(upper_band_out, EMPTY_VALUE);
-      for(int j=0; j<m_signal_period; j++)
+      ArrayInitialize(lower_band_out, EMPTY_VALUE);
-         sum+=price_line_out[i-j];
-      signal_line_out[i]=sum/m_signal_period;
      }
 
-//--- STEP 4: Calculate Base Line (SMA on Price Line)
+   for(int i = loop_start_bands; i < rates_total; i++)
-   for(int i = m_cmo_period + m_price_period + m_base_period - 3; i < rates_total; i++)
      {
-      double sum=0;
+      if(m_base_line[i] == EMPTY_VALUE)
-      for(int j=0; j<m_base_period; j++)
+         continue;
-         sum+=price_line_out[i-j];
-      base_line_out[i]=sum/m_base_period;
-     }
 
-//--- STEP 5: Calculate Volatility Bands (Bollinger Bands on Base Line, using Rescaled CMO data for StdDev)
-   int bands_start = m_cmo_period + m_base_period - 2;
-   for(int i = bands_start; i < rates_total; i++)
-     {
       double std_dev = 0, sum_sq = 0;
-      double base_line_ma_on_cmo = 0;
+      // Standard Deviation of Rescaled CMO around the Base Line
-      double sum_cmo = 0;
-      for(int j=0; j<m_base_period; j++)
-         sum_cmo += cmo_rescaled[i-j];
-      base_line_ma_on_cmo = sum_cmo / m_base_period;
-
       for(int j = 0; j < m_base_period; j++)
-         sum_sq += MathPow(cmo_rescaled[i-j] - base_line_ma_on_cmo, 2);
+         sum_sq += MathPow(m_cmo_rescaled[i-j] - m_base_line[i], 2);
+
       std_dev = MathSqrt(sum_sq / m_base_period);
 
-      upper_band_out[i] = base_line_out[i] + m_std_dev * std_dev;
+      upper_band_out[i] = m_base_line[i] + m_std_dev * std_dev;
-      lower_band_out[i] = base_line_out[i] - m_std_dev * std_dev;
+      lower_band_out[i] = m_base_line[i] - m_std_dev * std_dev;
      }
   }
 
-// ... (A PreparePriceSeries és a _HA osztály PONTOSAN UGYANAZ MARAD, mint a TDI_Calculator-ban) ...
+//+------------------------------------------------------------------+
-bool CTDICMOCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+//| Prepare Price (Standard - Optimized)                             |
+//+------------------------------------------------------------------+
+bool CTDICMOCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
   {
-   ArrayResize(m_price, rates_total);
+// This method is just a placeholder for the base class.
-   switch(price_type)
+// The CMO calculator handles its own data preparation internally.
-     {
-      case PRICE_CLOSE:
-         ArrayCopy(m_price, close, 0, 0, rates_total);
-         break;
-      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]+close[i]+close[i])/4.0;
-         break;
-      default:
-         return false;
-     }
    return true;
   }
-//+------------------------------------------------------------------+
+
-//|                                                                  |
+//+==================================================================+
-//+------------------------------------------------------------------+
+//|             CLASS 2: CTDICMOCalculator_HA (Heikin Ashi)          |
+//+==================================================================+
 class CTDICMOCalculator_HA : public CTDICMOCalculator
   {
-private:
+public:
-   CHeikinAshi_Calculator m_ha_calculator;
+                     CTDICMOCalculator_HA(void);
-protected:
-   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
   };
+
 //+------------------------------------------------------------------+
 //|                                                                  |
 //+------------------------------------------------------------------+
-bool CTDICMOCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+CTDICMOCalculator_HA::CTDICMOCalculator_HA(void)
   {
-   double ha_open[], ha_high[], ha_low[], ha_close[];
+   if(CheckPointer(m_cmo_calculator) != POINTER_INVALID)
-   ArrayResize(ha_open, rates_total);
+      delete m_cmo_calculator;
-   ArrayResize(ha_high, rates_total);
+// Use HA version of CMO calculator
-   ArrayResize(ha_low, rates_total);
+   m_cmo_calculator = new CCMOCalculator_HA();
-   ArrayResize(ha_close, rates_total);
-   m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
-
-   ArrayResize(m_price, rates_total);
-   switch(price_type)
-     {
-      case PRICE_CLOSE:
-         ArrayCopy(m_price, ha_close, 0, 0, rates_total);
-         break;
-      case PRICE_OPEN:
-         ArrayCopy(m_price, ha_open, 0, 0, rates_total);
-         break;
-      case PRICE_HIGH:
-         ArrayCopy(m_price, ha_high, 0, 0, rates_total);
-         break;
-      case PRICE_LOW:
-         ArrayCopy(m_price, ha_low, 0, 0, rates_total);
-         break;
-      case PRICE_MEDIAN:
-         for(int i=0; i<rates_total; i++)
-            m_price[i] = (ha_high[i]+ha_low[i])/2.0;
-         break;
-      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]+ha_close[i]+ha_close[i])/4.0;
-         break;
-      default:
-         return false;
-     }
-   return true;
   }
 //+------------------------------------------------------------------+