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refactor: In-Place HA Mapping & Chronological Array Bounds

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Toh4iem9
2026-10-03 13:22:36 +02:00
parent 40ee602b1f
commit e7885423ea
1 changed files with 83 additions and 68 deletions
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Include/MyIncludes/Stochastic_DoubleSmoothed_Calculator.mqh
+58 -43
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@@ -1,9 +1,14 @@
//+------------------------------------------------------------------+
//| Stochastic_DoubleSmoothed_Calculator.mqh |
//| VERSION 2.00: Optimized for incremental calculation. |
//| Copyright 2025, xxxxxxxx |
//| VERSION 2.10: In-Place Heikin Ashi Math & State Safety |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property copyright "Copyright 2026, xxxxxxxx"
#property version "2.10" // Enterprise Refactor: In-Place HA Mapping & Chronological Array Bounds
#property description "High-performance calculation engine for William Blau's Double Smoothed Stochastic."
#ifndef STOCHASTIC_DOUBLE_SMOOTHED_CALCULATOR_MQH
#define STOCHASTIC_DOUBLE_SMOOTHED_CALCULATOR_MQH
#include <MyIncludes\MovingAverage_Engine.mqh>
#include <MyIncludes\HeikinAshi_Tools.mqh>
@@ -16,14 +21,14 @@ class CStochasticDoubleSmoothedCalculator
protected:
int m_q, m_r, m_s, m_signal_p;
//--- Engines for Smoothing
//--- Engines for Double Smoothing Cascade (Zero Heap Overhead!)
CMovingAverageCalculator m_num_ema1_engine;
CMovingAverageCalculator m_den_ema1_engine;
CMovingAverageCalculator m_num_ema2_engine;
CMovingAverageCalculator m_den_ema2_engine;
CMovingAverageCalculator m_signal_engine;
//--- Persistent Buffers
//--- Persistent State Buffers
double m_high[], m_low[], m_close[];
double m_num_raw[], m_den_raw[];
double m_num_ema1[], m_den_ema1[];
@@ -32,10 +37,9 @@ protected:
virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]);
public:
CStochasticDoubleSmoothedCalculator(void) {};
CStochasticDoubleSmoothedCalculator(void) : m_q(5), m_r(3), m_s(3), m_signal_p(3) {};
virtual ~CStochasticDoubleSmoothedCalculator(void) {};
//--- Init now takes MA types
bool Init(int q, int r, ENUM_MA_TYPE r_ma, int s, ENUM_MA_TYPE s_ma, int signal_p, ENUM_MA_TYPE signal_ma);
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
@@ -52,17 +56,15 @@ bool CStochasticDoubleSmoothedCalculator::Init(int q, int r, ENUM_MA_TYPE r_ma,
m_s = (s < 1) ? 1 : s;
m_signal_p = (signal_p < 1) ? 1 : signal_p;
// Initialize Engines
// Initialize all 5 smoothing engines
if(!m_num_ema1_engine.Init(m_r, r_ma))
return false;
if(!m_den_ema1_engine.Init(m_r, r_ma))
return false;
if(!m_num_ema2_engine.Init(m_s, s_ma))
return false;
if(!m_den_ema2_engine.Init(m_s, s_ma))
return false;
if(!m_signal_engine.Init(m_signal_p, signal_ma))
return false;
@@ -70,38 +72,58 @@ bool CStochasticDoubleSmoothedCalculator::Init(int q, int r, ENUM_MA_TYPE r_ma,
}
//+------------------------------------------------------------------+
//| Main Calculation (Optimized) |
//| Main Calculation (Incremental O(1)) |
//+------------------------------------------------------------------+
void CStochasticDoubleSmoothedCalculator::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[])
{
// Minimum bars check
if(rates_total <= m_q + m_r + m_s + m_signal_p)
int warmup = m_q + m_r + m_s + m_signal_p;
if(rates_total <= warmup)
return;
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
// Resize Buffers
// Resize internal state buffers & enforce chronological safety
if(ArraySize(m_high) != rates_total)
{
ArrayResize(m_high, rates_total);
ArraySetAsSeries(m_high, false);
ArrayResize(m_low, rates_total);
ArraySetAsSeries(m_low, false);
ArrayResize(m_close, rates_total);
ArraySetAsSeries(m_close, false);
ArrayResize(m_num_raw, rates_total);
ArraySetAsSeries(m_num_raw, false);
ArrayResize(m_den_raw, rates_total);
ArraySetAsSeries(m_den_raw, false);
ArrayResize(m_num_ema1, rates_total);
ArraySetAsSeries(m_num_ema1, false);
ArrayResize(m_den_ema1, rates_total);
ArraySetAsSeries(m_den_ema1, false);
ArrayResize(m_num_ema2, rates_total);
ArraySetAsSeries(m_num_ema2, false);
ArrayResize(m_den_ema2, rates_total);
ArraySetAsSeries(m_den_ema2, false);
}
// Safe allocation of output buffers
if(ArraySize(k_buffer) != rates_total)
{
ArrayResize(k_buffer, rates_total);
ArraySetAsSeries(k_buffer, false);
ArrayInitialize(k_buffer, EMPTY_VALUE);
}
if(ArraySize(d_buffer) != rates_total)
{
ArrayResize(d_buffer, rates_total);
ArraySetAsSeries(d_buffer, false);
ArrayInitialize(d_buffer, EMPTY_VALUE);
}
if(!PrepareSourceData(rates_total, start_index, open, high, low, close))
return;
//--- 1. Calculate Raw Numerator and Denominator
// 1. Calculate Raw Numerator and Denominator
int loop_start_raw = MathMax(m_q - 1, start_index);
for(int i = loop_start_raw; i < rates_total; i++)
@@ -119,40 +141,34 @@ void CStochasticDoubleSmoothedCalculator::Calculate(int rates_total, int prev_ca
m_den_raw[i] = highest - lowest;
}
//--- 2. First Smoothing (EMA1)
// Offset: m_q - 1
// 2. First Smoothing Stage (EMA1)
int offset1 = m_q - 1;
m_num_ema1_engine.CalculateOnArray(rates_total, prev_calculated, m_num_raw, m_num_ema1, offset1);
m_den_ema1_engine.CalculateOnArray(rates_total, prev_calculated, m_den_raw, m_den_ema1, offset1);
//--- 3. Second Smoothing (EMA2)
// Offset: offset1 + m_r - 1
// 3. Second Smoothing Stage (EMA2)
int offset2 = offset1 + m_r - 1;
m_num_ema2_engine.CalculateOnArray(rates_total, prev_calculated, m_num_ema1, m_num_ema2, offset2);
m_den_ema2_engine.CalculateOnArray(rates_total, prev_calculated, m_den_ema1, m_den_ema2, offset2);
//--- 4. Calculate %K
// Valid from: offset2 + m_s - 1
// 4. Calculate %K Ratio (Post-Smoothing Division)
int k_start = offset2 + m_s - 1;
int loop_start_k = MathMax(k_start, start_index);
if(prev_calculated == 0)
ArrayInitialize(k_buffer, EMPTY_VALUE);
for(int i = loop_start_k; i < rates_total; i++)
{
if(m_den_ema2[i] > 0.000001)
k_buffer[i] = 100.0 * m_num_ema2[i] / m_den_ema2[i];
if(m_den_ema2[i] > 1.0e-9)
k_buffer[i] = 100.0 * (m_num_ema2[i] / m_den_ema2[i]);
else
k_buffer[i] = (i > 0) ? k_buffer[i - 1] : 50.0;
}
//--- 5. Calculate %D (Signal Line)
// 5. Calculate %D Signal Line (Smoothing of %K)
m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, k_start);
}
//+------------------------------------------------------------------+
//| Prepare Source Data (Standard - Optimized) |
//| Prepare Source Data (Standard) |
//+------------------------------------------------------------------+
bool CStochasticDoubleSmoothedCalculator::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
{
@@ -172,30 +188,29 @@ class CStochasticDoubleSmoothedCalculator_HA : public CStochasticDoubleSmoothedC
{
private:
CHeikinAshi_Calculator m_ha_calculator;
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
double m_ha_open[];
protected:
virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) override;
};
//+------------------------------------------------------------------+
//| |
//| Prepare Source Data (Direct In-Place Heikin Ashi Calculation) |
//+------------------------------------------------------------------+
bool CStochasticDoubleSmoothedCalculator_HA::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
{
if(ArraySize(m_ha_open) != rates_total)
{
ArrayResize(m_ha_open, rates_total);
ArrayResize(m_ha_high, rates_total);
ArrayResize(m_ha_low, rates_total);
ArrayResize(m_ha_close, rates_total);
}
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
for(int i = start_index; i < rates_total; i++)
{
m_high[i] = m_ha_high[i];
m_low[i] = m_ha_low[i];
m_close[i] = m_ha_close[i];
ArraySetAsSeries(m_ha_open, false);
}
// DIRECT IN-PLACE CALCULATION: Eliminates 3 temp arrays and 1 copy loop!
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
m_ha_open, m_high, m_low, m_close);
return true;
}
#endif // STOCHASTIC_DOUBLE_SMOOTHED_CALCULATOR_MQH
//+------------------------------------------------------------------+