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refactor: Optimized for incremental calculation

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Toh4iem9
2025-12-16 13:02:02 +01:00
parent 87f39c5bf7
commit e88a209570
1 changed files with 122 additions and 91 deletions
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Include/MyIncludes/HMA_Calculator.mqh
+122 -91
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@@ -1,6 +1,6 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| HMA_Calculator.mqh | //| HMA_Calculator.mqh |
//| Calculation engine for Standard and Heikin Ashi HMA. | //| VERSION 2.00: Optimized for incremental calculation. |
//| Copyright 2025, xxxxxxxx | //| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
@@ -8,33 +8,36 @@
#include <MyIncludes\HeikinAshi_Tools.mqh> #include <MyIncludes\HeikinAshi_Tools.mqh>
//+==================================================================+ //+==================================================================+
//| |
//| CLASS 1: CHMACalculator (Base Class) | //| CLASS 1: CHMACalculator (Base Class) |
//| |
//+==================================================================+ //+==================================================================+
class CHMACalculator class CHMACalculator
{ {
protected: protected:
int m_hma_period; int m_hma_period;
//--- Persistent Buffers for Incremental Calculation
double m_price[]; double m_price[];
double m_raw_hma[]; // Intermediate buffer for the 3rd WMA
//--- Helper function for manual WMA calculation //--- Helper function for manual WMA calculation
double CalculateWMA(int period, int index, const double &source_array[]); double CalculateWMA(int period, int index, const double &source_array[]);
//--- Virtual method for preparing the price series. //--- Updated: Accepts start_index
virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type); 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: public:
CHMACalculator(void) {}; CHMACalculator(void) {};
virtual ~CHMACalculator(void) {}; virtual ~CHMACalculator(void) {};
//--- Public methods
bool Init(int period); bool Init(int period);
void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &hma_buffer[]); int GetPeriod(void) const { return m_hma_period; }
//--- 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 &hma_buffer[]);
}; };
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| CHMACalculator: Initialization | //| Init |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CHMACalculator::Init(int period) bool CHMACalculator::Init(int period)
{ {
@@ -43,40 +46,56 @@ bool CHMACalculator::Init(int period)
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| CHMACalculator: Main Calculation Method (Shared Logic) | //| Main Calculation (Optimized) |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CHMACalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &hma_buffer[]) void CHMACalculator::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 &hma_buffer[])
{ {
int period_sqrt = (int)MathMax(1, MathRound(MathSqrt(m_hma_period))); int period_sqrt = (int)MathMax(1, MathRound(MathSqrt(m_hma_period)));
int start_pos = m_hma_period + period_sqrt - 2; int start_pos = m_hma_period + period_sqrt - 2;
if(rates_total <= start_pos) if(rates_total <= start_pos)
return; return;
if(!PreparePriceSeries(rates_total, open, high, low, close, price_type)) //--- 1. Determine Start Index
return; int start_index;
if(prev_calculated == 0)
start_index = 0;
else
start_index = prev_calculated - 1;
double wma_half[], wma_full[], raw_hma[]; //--- 2. Resize Buffers
ArrayResize(wma_half, rates_total); if(ArraySize(m_price) != rates_total)
ArrayResize(wma_full, rates_total);
ArrayResize(raw_hma, rates_total);
int period_half = (int)MathMax(1, MathRound(m_hma_period / 2.0));
for(int i = m_hma_period - 1; i < rates_total; i++)
{ {
wma_half[i] = CalculateWMA(period_half, i, m_price); ArrayResize(m_price, rates_total);
wma_full[i] = CalculateWMA(m_hma_period, i, m_price); ArrayResize(m_raw_hma, rates_total);
raw_hma[i] = 2 * wma_half[i] - wma_full[i];
} }
for(int i = start_pos; i < rates_total; i++) //--- 3. Prepare Price (Optimized)
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
//--- 4. Calculate Intermediate WMAs (Incremental)
int period_half = (int)MathMax(1, MathRound(m_hma_period / 2.0));
int loop_start_raw = MathMax(m_hma_period - 1, start_index);
for(int i = loop_start_raw; i < rates_total; i++)
{ {
hma_buffer[i] = CalculateWMA(period_sqrt, i, raw_hma); double wma_half = CalculateWMA(period_half, i, m_price);
double wma_full = CalculateWMA(m_hma_period, i, m_price);
m_raw_hma[i] = 2 * wma_half - wma_full;
}
//--- 5. Calculate Final HMA (Incremental)
// Uses m_raw_hma which is persistent
int loop_start_final = MathMax(start_pos, start_index);
for(int i = loop_start_final; i < rates_total; i++)
{
hma_buffer[i] = CalculateWMA(period_sqrt, i, m_raw_hma);
} }
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| CHMACalculator: Helper for manual WMA calculation | //| Helper for WMA |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
double CHMACalculator::CalculateWMA(int period, int index, const double &source_array[]) double CHMACalculator::CalculateWMA(int period, int index, const double &source_array[])
{ {
@@ -91,95 +110,107 @@ double CHMACalculator::CalculateWMA(int period, int index, const double &source_
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| CHMACalculator: Prepares the standard source price series. | //| Prepare Price (Standard - Optimized) |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CHMACalculator::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) bool CHMACalculator::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); // Optimized copy loop
switch(price_type) for(int i = start_index; i < rates_total; i++)
{ {
case PRICE_OPEN: switch(price_type)
ArrayCopy(m_price, open, 0, 0, rates_total); {
break; case PRICE_CLOSE:
case PRICE_HIGH: m_price[i] = close[i];
ArrayCopy(m_price, high, 0, 0, rates_total); break;
break; case PRICE_OPEN:
case PRICE_LOW: m_price[i] = open[i];
ArrayCopy(m_price, low, 0, 0, rates_total); break;
break; case PRICE_HIGH:
case PRICE_MEDIAN: m_price[i] = high[i];
for(int i=0; i<rates_total; i++) break;
case PRICE_LOW:
m_price[i] = low[i];
break;
case PRICE_MEDIAN:
m_price[i] = (high[i]+low[i])/2.0; m_price[i] = (high[i]+low[i])/2.0;
break; break;
case PRICE_TYPICAL: case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i]+close[i])/3.0; m_price[i] = (high[i]+low[i]+close[i])/3.0;
break; break;
case PRICE_WEIGHTED: case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i]+2*close[i])/4.0; m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
break; break;
default: default:
ArrayCopy(m_price, close, 0, 0, rates_total); m_price[i] = close[i];
break; break;
}
} }
return true; return true;
} }
//+==================================================================+ //+==================================================================+
//| | //| CLASS 2: CHMACalculator_HA (Heikin Ashi) |
//| CLASS 2: CHMACalculator_HA (Heikin Ashi) |
//| |
//+==================================================================+ //+==================================================================+
class CHMACalculator_HA : public CHMACalculator class CHMACalculator_HA : public CHMACalculator
{ {
private: private:
CHeikinAshi_Calculator m_ha_calculator; CHeikinAshi_Calculator m_ha_calculator;
// Internal HA buffers
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
protected: protected:
virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override; 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[]) override;
}; };
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| CHMACalculator_HA: Prepares the Heikin Ashi source price. | //| Prepare Price (Heikin Ashi - Optimized) |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CHMACalculator_HA::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) bool CHMACalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{ {
double ha_open[], ha_high[], ha_low[], ha_close[]; // Resize internal HA buffers
ArrayResize(ha_open, rates_total); if(ArraySize(m_ha_open) != rates_total)
ArrayResize(ha_high, rates_total);
ArrayResize(ha_low, rates_total);
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_OPEN: ArrayResize(m_ha_open, rates_total);
ArrayCopy(m_price, ha_open, 0, 0, rates_total); ArrayResize(m_ha_high, rates_total);
break; ArrayResize(m_ha_low, rates_total);
case PRICE_HIGH: ArrayResize(m_ha_close, rates_total);
ArrayCopy(m_price, ha_high, 0, 0, rates_total); }
break;
case PRICE_LOW: //--- STRICT CALL: Use the optimized 10-param HA calculation
ArrayCopy(m_price, ha_low, 0, 0, rates_total); m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
break; m_ha_open, m_ha_high, m_ha_low, m_ha_close);
case PRICE_MEDIAN:
for(int i=0; i<rates_total; i++) //--- Copy to m_price (Optimized loop)
m_price[i] = (ha_high[i]+ha_low[i])/2.0; for(int i = start_index; i < rates_total; i++)
break; {
case PRICE_TYPICAL: switch(price_type)
for(int i=0; i<rates_total; i++) {
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0; case PRICE_CLOSE:
break; m_price[i] = m_ha_close[i];
case PRICE_WEIGHTED: break;
for(int i=0; i<rates_total; i++) case PRICE_OPEN:
m_price[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0; m_price[i] = m_ha_open[i];
break; break;
default: case PRICE_HIGH:
ArrayCopy(m_price, ha_close, 0, 0, rates_total); m_price[i] = m_ha_high[i];
break; break;
case PRICE_LOW:
m_price[i] = m_ha_low[i];
break;
case PRICE_MEDIAN:
m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
break;
case PRICE_TYPICAL:
m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
break;
case PRICE_WEIGHTED:
m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
break;
default:
m_price[i] = m_ha_close[i];
break;
}
} }
return true; return true;
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//+------------------------------------------------------------------+