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refactor: Optimized for incremental calculation

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Toh4iem9
2025-12-02 23:03:28 +01:00
parent 3897462c02
commit e92b53b8ea
1 changed files with 113 additions and 82 deletions
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Include/MyIncludes/Polynomial_Regression_Object_Calculator.mqh
+113 -82
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@@ -1,13 +1,13 @@
//+------------------------------------------------------------------+
//| Polynomial_Regression_Object_Calculator.mqh |
//| VERSION 1.10: Added customizable colors. |
//| VERSION 1.30: Restored full recalc logic for regression. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
//+================================----------------==================+
//+==================================================================+
class CPolynomialRegressionObjectCalculator
{
protected:
@@ -15,6 +15,7 @@ protected:
double m_deviation;
string m_prefix;
color m_mid_color, m_upper_color, m_lower_color;
double m_price[];
int m_last_rates_total;
@@ -26,26 +27,11 @@ public:
virtual ~CPolynomialRegressionObjectCalculator(void) {};
bool Init(int period, double deviation, string prefix, color mid_clr, color upper_clr, color lower_clr);
//--- Reverted: No prev_calculated needed for regression
void Calculate(int rates_total, const datetime &time[], ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
class CPolynomialRegressionObjectCalculator_HA : public CPolynomialRegressionObjectCalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
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;
};
//+==================================================================+
//| METHOD IMPLEMENTATIONS |
//+==================================================================+
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CPolynomialRegressionObjectCalculator::Init(int period, double deviation, string prefix, color mid_clr, color upper_clr, color lower_clr)
{
@@ -58,32 +44,31 @@ bool CPolynomialRegressionObjectCalculator::Init(int period, double deviation, s
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CPolynomialRegressionObjectCalculator::Calculate(int rates_total, const datetime &time[], ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
if(rates_total <= m_last_rates_total && rates_total > 0)
return;
m_last_rates_total = rates_total;
// Optimization: Only recalculate if rates_total changed (new bar) OR on every tick?
// Regression changes on every tick. So we must run.
// But we can skip if no new tick (handled by OnCalculate return).
if(rates_total < m_period)
return;
// Always prepare full series (fast copy)
if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
return;
DrawChannelObjects(rates_total, time);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CPolynomialRegressionObjectCalculator::DrawChannelObjects(int rates_total, const datetime &time[])
{
ObjectsDeleteAll(0, m_prefix);
// We do NOT delete all objects here. We update them.
int start_index = rates_total - m_period;
// --- Polynomial Regression Calculation ---
double sum_x=0, sum_y=0, sum_x2=0, sum_xy=0, sum_x3=0, sum_x4=0, sum_x2y=0;
for(int j = 0; j < m_period; j++)
{
@@ -101,8 +86,10 @@ void CPolynomialRegressionObjectCalculator::DrawChannelObjects(int rates_total,
double a=0, b=0, c=0;
double n = m_period;
double D = n * (sum_x2 * sum_x4 - sum_x3 * sum_x3) - sum_x * (sum_x * sum_x4 - sum_x2 * sum_x3) + sum_x2 * (sum_x * sum_x3 - sum_x2 * sum_x2);
if(MathAbs(D) < 1e-10)
return;
a = (sum_y * (sum_x2 * sum_x4 - sum_x3 * sum_x3) - sum_xy * (sum_x * sum_x4 - sum_x2 * sum_x3) + sum_x2y * (sum_x * sum_x3 - sum_x2 * sum_x2)) / D;
b = (n * (sum_xy * sum_x4 - sum_x2y * sum_x3) - sum_x * (sum_y * sum_x4 - sum_x2 * sum_x2y) + sum_x2 * (sum_y * sum_x3 - sum_x2 * sum_xy)) / D;
c = (n * (sum_x2 * sum_x2y - sum_x3 * sum_xy) - sum_x * (sum_x * sum_x2y - sum_x2 * sum_xy) + sum_y * (sum_x * sum_x3 - sum_x2 * sum_x2)) / D;
@@ -117,54 +104,84 @@ void CPolynomialRegressionObjectCalculator::DrawChannelObjects(int rates_total,
}
double std_dev = sqrt(sum_sq_err / n);
datetime points_time[];
double points_mid[], points_upper[], points_lower[];
ArrayResize(points_time, m_period);
ArrayResize(points_mid, m_period);
ArrayResize(points_upper, m_period);
ArrayResize(points_lower, m_period);
for(int j = 0; j < m_period; j++)
{
points_time[j] = time[start_index + j];
points_mid[j] = a + b * j + c * j * j;
points_upper[j] = points_mid[j] + m_deviation * std_dev;
points_lower[j] = points_mid[j] - m_deviation * std_dev;
}
// --- Update Objects ---
for(int j = 0; j < m_period - 1; j++)
{
double x1 = j;
double x2 = j + 1;
double y_mid1 = a + b * x1 + c * x1 * x1;
double y_mid2 = a + b * x2 + c * x2 * x2;
double y_up1 = y_mid1 + m_deviation * std_dev;
double y_up2 = y_mid2 + m_deviation * std_dev;
double y_dn1 = y_mid1 - m_deviation * std_dev;
double y_dn2 = y_mid2 - m_deviation * std_dev;
datetime t1 = time[start_index + j];
datetime t2 = time[start_index + j + 1];
// Midline
string mid_name = m_prefix + "_mid_" + (string)j;
ObjectCreate(0, mid_name, OBJ_TREND, 0, points_time[j], points_mid[j], points_time[j+1], points_mid[j+1]);
ObjectSetInteger(0, mid_name, OBJPROP_COLOR, m_mid_color);
ObjectSetInteger(0, mid_name, OBJPROP_WIDTH, 2);
ObjectSetInteger(0, mid_name, OBJPROP_SELECTABLE, false);
ObjectSetInteger(0, mid_name, OBJPROP_BACK, true);
if(ObjectFind(0, mid_name) < 0)
{
ObjectCreate(0, mid_name, OBJ_TREND, 0, t1, y_mid1, t2, y_mid2);
ObjectSetInteger(0, mid_name, OBJPROP_COLOR, m_mid_color);
ObjectSetInteger(0, mid_name, OBJPROP_WIDTH, 2);
ObjectSetInteger(0, mid_name, OBJPROP_SELECTABLE, false);
ObjectSetInteger(0, mid_name, OBJPROP_BACK, true);
ObjectSetInteger(0, mid_name, OBJPROP_RAY, false);
}
else
{
ObjectMove(0, mid_name, 0, t1, y_mid1);
ObjectMove(0, mid_name, 1, t2, y_mid2);
}
// Upper
string upper_name = m_prefix + "_upper_" + (string)j;
ObjectCreate(0, upper_name, OBJ_TREND, 0, points_time[j], points_upper[j], points_time[j+1], points_upper[j+1]);
ObjectSetInteger(0, upper_name, OBJPROP_COLOR, m_upper_color);
ObjectSetInteger(0, upper_name, OBJPROP_STYLE, STYLE_DOT);
ObjectSetInteger(0, upper_name, OBJPROP_SELECTABLE, false);
ObjectSetInteger(0, upper_name, OBJPROP_BACK, true);
if(ObjectFind(0, upper_name) < 0)
{
ObjectCreate(0, upper_name, OBJ_TREND, 0, t1, y_up1, t2, y_up2);
ObjectSetInteger(0, upper_name, OBJPROP_COLOR, m_upper_color);
ObjectSetInteger(0, upper_name, OBJPROP_STYLE, STYLE_DOT);
ObjectSetInteger(0, upper_name, OBJPROP_SELECTABLE, false);
ObjectSetInteger(0, upper_name, OBJPROP_BACK, true);
ObjectSetInteger(0, upper_name, OBJPROP_RAY, false);
}
else
{
ObjectMove(0, upper_name, 0, t1, y_up1);
ObjectMove(0, upper_name, 1, t2, y_up2);
}
// Lower
string lower_name = m_prefix + "_lower_" + (string)j;
ObjectCreate(0, lower_name, OBJ_TREND, 0, points_time[j], points_lower[j], points_time[j+1], points_lower[j+1]);
ObjectSetInteger(0, lower_name, OBJPROP_COLOR, m_lower_color);
ObjectSetInteger(0, lower_name, OBJPROP_STYLE, STYLE_DOT);
ObjectSetInteger(0, lower_name, OBJPROP_SELECTABLE, false);
ObjectSetInteger(0, lower_name, OBJPROP_BACK, true);
if(ObjectFind(0, lower_name) < 0)
{
ObjectCreate(0, lower_name, OBJ_TREND, 0, t1, y_dn1, t2, y_dn2);
ObjectSetInteger(0, lower_name, OBJPROP_COLOR, m_lower_color);
ObjectSetInteger(0, lower_name, OBJPROP_STYLE, STYLE_DOT);
ObjectSetInteger(0, lower_name, OBJPROP_SELECTABLE, false);
ObjectSetInteger(0, lower_name, OBJPROP_BACK, true);
ObjectSetInteger(0, lower_name, OBJPROP_RAY, false);
}
else
{
ObjectMove(0, lower_name, 0, t1, y_dn1);
ObjectMove(0, lower_name, 1, t2, y_dn2);
}
}
ChartRedraw();
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CPolynomialRegressionObjectCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
if(ArraySize(m_price) != rates_total)
if(ArrayResize(m_price, rates_total) != rates_total)
return false;
ArrayResize(m_price, rates_total);
switch(price_type)
{
@@ -190,60 +207,74 @@ bool CPolynomialRegressionObjectCalculator::PreparePriceSeries(int rates_total,
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;
m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
break;
default:
return false;
ArrayCopy(m_price, close, 0, 0, rates_total);
break;
}
return true;
}
//+------------------------------------------------------------------+
//| |
//+==================================================================+
class CPolynomialRegressionObjectCalculator_HA : public CPolynomialRegressionObjectCalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
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 CPolynomialRegressionObjectCalculator_HA::PreparePriceSeries(int rates_total, 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[];
ArrayResize(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);
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);
}
//--- UPDATED: Pass 0 as start_index for full recalculation
m_ha_calculator.Calculate(rates_total, 0, open, high, low, close,
m_ha_open, m_ha_high, m_ha_low, m_ha_close);
if(ArraySize(m_price) != rates_total)
if(ArrayResize(m_price, rates_total) != rates_total)
return false;
ArrayResize(m_price, rates_total);
switch(price_type)
{
case PRICE_CLOSE:
ArrayCopy(m_price, ha_close, 0, 0, rates_total);
ArrayCopy(m_price, m_ha_close, 0, 0, rates_total);
break;
case PRICE_OPEN:
ArrayCopy(m_price, ha_open, 0, 0, rates_total);
ArrayCopy(m_price, m_ha_open, 0, 0, rates_total);
break;
case PRICE_HIGH:
ArrayCopy(m_price, ha_high, 0, 0, rates_total);
ArrayCopy(m_price, m_ha_high, 0, 0, rates_total);
break;
case PRICE_LOW:
ArrayCopy(m_price, ha_low, 0, 0, rates_total);
ArrayCopy(m_price, m_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;
m_price[i] = (m_ha_high[i]+m_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;
m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_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;
m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
break;
default:
return false;
ArrayCopy(m_price, m_ha_close, 0, 0, rates_total);
break;
}
return true;
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+