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refactor: Implemented strict chronological safety on all 6 internal state buffers

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Toh4iem9
2026-08-18 14:30:50 +02:00
parent 5e8eeae01f
commit e5020bc7d0
1 changed files with 42 additions and 31 deletions
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Include/MyIncludes/SMI_Calculator.mqh
+42 -31
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@@ -1,9 +1,13 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| SMI_Calculator.mqh | //| SMI_Calculator.mqh |
//| Calculation engine for Standard and Heikin Ashi SMI. | //| Calculation engine for Standard and Heikin Ashi SMI. |
//| Copyright 2025, xxxxxxxx | //| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2026, xxxxxxxx"
#property version "3.10" // Implemented strict chronological safety on all 6 internal state buffers
#ifndef SMI_CALCULATOR_MQH
#define SMI_CALCULATOR_MQH
#include <MyIncludes\HeikinAshi_Tools.mqh> #include <MyIncludes\HeikinAshi_Tools.mqh>
@@ -26,7 +30,6 @@ protected:
double Highest(int period, int current_pos); double Highest(int period, int current_pos);
double Lowest(int period, int current_pos); double Lowest(int period, int current_pos);
//--- 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[]); virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]);
public: public:
@@ -35,7 +38,6 @@ public:
bool Init(int len_k, int len_d, int len_ema); bool Init(int len_k, int len_d, int len_ema);
//--- Updated: Accepts prev_calculated
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
double &smi_buffer[], double &signal_buffer[]); double &smi_buffer[], double &signal_buffer[]);
}; };
@@ -52,7 +54,7 @@ bool CSMICalculator::Init(int len_k, int len_d, int len_ema)
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Main Calculation Method (Optimized Incremental) | //| Main Calculation Method (Optimized Incremental & Safe) |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CSMICalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], void CSMICalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
double &smi_buffer[], double &signal_buffer[]) double &smi_buffer[], double &signal_buffer[])
@@ -62,13 +64,9 @@ void CSMICalculator::Calculate(int rates_total, int prev_calculated, const doubl
return; return;
//--- 1. Determine Start Index //--- 1. Determine Start Index
int start_index; int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
if(prev_calculated == 0)
start_index = 0;
else
start_index = prev_calculated - 1;
//--- 2. Resize Buffers if needed //--- 2. Resize Buffers and enforce strict chronological safety
if(ArraySize(m_src_high) != rates_total) if(ArraySize(m_src_high) != rates_total)
{ {
ArrayResize(m_src_high, rates_total); ArrayResize(m_src_high, rates_total);
@@ -81,6 +79,28 @@ void CSMICalculator::Calculate(int rates_total, int prev_calculated, const doubl
ArrayResize(m_ema_range, rates_total); ArrayResize(m_ema_range, rates_total);
ArrayResize(m_ema_ema_rel, rates_total); ArrayResize(m_ema_ema_rel, rates_total);
ArrayResize(m_ema_ema_range, rates_total); ArrayResize(m_ema_ema_range, rates_total);
ArraySetAsSeries(m_src_high, false);
ArraySetAsSeries(m_src_low, false);
ArraySetAsSeries(m_src_close, false);
ArraySetAsSeries(m_hl_range, false);
ArraySetAsSeries(m_rel_range, false);
ArraySetAsSeries(m_ema_rel, false);
ArraySetAsSeries(m_ema_range, false);
ArraySetAsSeries(m_ema_ema_rel, false);
ArraySetAsSeries(m_ema_ema_range, false);
}
//--- Enforce chronological safety on output arrays
if(ArraySize(smi_buffer) != rates_total)
{
ArrayResize(smi_buffer, rates_total);
ArraySetAsSeries(smi_buffer, false);
}
if(ArraySize(signal_buffer) != rates_total)
{
ArrayResize(signal_buffer, rates_total);
ArraySetAsSeries(signal_buffer, false);
} }
//--- 3. Prepare Source Data (Optimized) //--- 3. Prepare Source Data (Optimized)
@@ -88,7 +108,6 @@ void CSMICalculator::Calculate(int rates_total, int prev_calculated, const doubl
return; return;
//--- 4. Calculate Ranges //--- 4. Calculate Ranges
// Ensure we start at least from m_len_k-1 to have enough history for Highest/Lowest
int loop_start = MathMax(m_len_k - 1, start_index); int loop_start = MathMax(m_len_k - 1, start_index);
for(int i = loop_start; i < rates_total; i++) for(int i = loop_start; i < rates_total; i++)
@@ -106,9 +125,6 @@ void CSMICalculator::Calculate(int rates_total, int prev_calculated, const doubl
int ema2_start = ema1_start + m_len_d - 1; int ema2_start = ema1_start + m_len_d - 1;
int signal_start = ema2_start + m_len_ema - 1; int signal_start = ema2_start + m_len_ema - 1;
// We can reuse loop_start, but need to be careful about initialization logic
// If start_index is way past the initialization point, we just continue recursive calc.
for(int i = loop_start; i < rates_total; i++) for(int i = loop_start; i < rates_total; i++)
{ {
// --- 1st EMA Smoothing --- // --- 1st EMA Smoothing ---
@@ -119,7 +135,6 @@ void CSMICalculator::Calculate(int rates_total, int prev_calculated, const doubl
} }
else else
{ {
// Recursive EMA relies on [i-1], which is safe due to persistent buffers
m_ema_rel[i] = m_rel_range[i] * pr_d + m_ema_rel[i-1] * (1.0 - pr_d); m_ema_rel[i] = m_rel_range[i] * pr_d + m_ema_rel[i-1] * (1.0 - pr_d);
m_ema_range[i] = m_hl_range[i] * pr_d + m_ema_range[i-1] * (1.0 - pr_d); m_ema_range[i] = m_hl_range[i] * pr_d + m_ema_range[i-1] * (1.0 - pr_d);
} }
@@ -149,7 +164,7 @@ void CSMICalculator::Calculate(int rates_total, int prev_calculated, const doubl
if(i >= ema2_start) if(i >= ema2_start)
{ {
if(m_ema_ema_range[i] != 0) if(m_ema_ema_range[i] != 0)
smi_buffer[i] = 100 * (m_ema_ema_rel[i] / (m_ema_ema_range[i] / 2.0)); smi_buffer[i] = 100.0 * (m_ema_ema_rel[i] / (m_ema_ema_range[i] / 2.0));
else else
smi_buffer[i] = 0; smi_buffer[i] = 0;
} }
@@ -177,7 +192,6 @@ void CSMICalculator::Calculate(int rates_total, int prev_calculated, const doubl
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CSMICalculator::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) bool CSMICalculator::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
{ {
// Optimized copy loop
for(int i = start_index; i < rates_total; i++) for(int i = start_index; i < rates_total; i++)
{ {
m_src_high[i] = high[i]; m_src_high[i] = high[i];
@@ -228,7 +242,6 @@ class CSMICalculator_HA : public CSMICalculator
{ {
private: private:
CHeikinAshi_Calculator m_ha_calculator; CHeikinAshi_Calculator m_ha_calculator;
// Internal HA buffers (Persistent)
double m_ha_open[], m_ha_high_temp[], m_ha_low_temp[], m_ha_close_temp[]; double m_ha_open[], m_ha_high_temp[], m_ha_low_temp[], m_ha_close_temp[];
protected: protected:
@@ -236,29 +249,26 @@ protected:
}; };
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Prepare Source Data (Heikin Ashi - Optimized) | //| Prepare Source Data (Heikin Ashi - Chronologically Safe) |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CSMICalculator_HA::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) bool CSMICalculator_HA::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
{ {
// Resize internal HA buffers
if(ArraySize(m_ha_open) != rates_total) if(ArraySize(m_ha_open) != rates_total)
{ {
ArrayResize(m_ha_open, rates_total); ArrayResize(m_ha_open, rates_total);
ArrayResize(m_ha_high_temp, rates_total); ArrayResize(m_ha_high_temp, rates_total);
ArrayResize(m_ha_low_temp, rates_total); ArrayResize(m_ha_low_temp, rates_total);
ArrayResize(m_ha_close_temp, rates_total); ArrayResize(m_ha_close_temp,rates_total);
}
//--- STRICT CALL: Use the optimized 10-param HA calculation ArraySetAsSeries(m_ha_open, false);
//--- Note: We calculate directly into the temporary buffers, then copy to m_src_... ArraySetAsSeries(m_ha_high_temp, false);
//--- Actually, we can calculate directly into m_src_high/low/close if we want, ArraySetAsSeries(m_ha_low_temp, false);
//--- but HA calc needs 4 buffers. m_src_... are 3 buffers. ArraySetAsSeries(m_ha_close_temp,false);
//--- So we use temp buffers. }
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, 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); 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++) for(int i = start_index; i < rates_total; i++)
{ {
m_src_high[i] = m_ha_high_temp[i]; m_src_high[i] = m_ha_high_temp[i];
@@ -267,4 +277,5 @@ bool CSMICalculator_HA::PrepareSourceData(int rates_total, int start_index, cons
} }
return true; return true;
} }
#endif // SMI_CALCULATOR_MQH
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+