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refactor: Optimized for incremental calculation

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This commit is contained in:
Toh4iem9
2025-12-25 11:48:15 +01:00
parent f11407caf9
commit ea74b602bd
1 changed files with 27 additions and 22 deletions
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Include/MyIncludes/MACD_Laguerre_Calculator.mqh
+27 -22
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@@ -1,6 +1,6 @@
//+------------------------------------------------------------------+
//| MACD_Laguerre_Calculator.mqh |
//| VERSION 1.20: Optimized for incremental calculation. |
//| VERSION 2.00: Optimized for incremental calculation. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
@@ -15,7 +15,10 @@ enum ENUM_SMOOTHING_METHOD_LAGUERRE
SMOOTH_SMA,
SMOOTH_EMA,
SMOOTH_SMMA,
SMOOTH_LWMA
SMOOTH_LWMA,
SMOOTH_TMA,
SMOOTH_DEMA,
SMOOTH_TEMA
};
//+==================================================================+
@@ -30,9 +33,13 @@ protected:
CLaguerreEngine *m_fast_engine;
CLaguerreEngine *m_slow_engine;
//--- Engines for Signal Line (Optimization: Use dedicated engines)
CLaguerreEngine *m_signal_laguerre_engine; // Used if type is Laguerre
CMovingAverageCalculator *m_signal_ma_engine; // Used if type is SMA/EMA...
//--- Engines for Signal Line
CLaguerreEngine *m_signal_laguerre_engine;
CMovingAverageCalculator *m_signal_ma_engine;
//--- Persistent Buffers
double m_fast_filter[];
double m_slow_filter[];
virtual CLaguerreEngine *CreateEngineInstance(void);
@@ -114,8 +121,6 @@ bool CMACDLaguerreCalculator::Init(double g1, double g2, double sig_g, int sig_p
// Create Signal Engine based on type
if(m_signal_ma_type == SMOOTH_Laguerre)
{
// For Signal Line, we use standard Laguerre Engine (on MACD data, not HA)
// Even if main calc is HA, the MACD line is already processed, so signal is just math on array.
m_signal_laguerre_engine = new CLaguerreEngine();
if(!m_signal_laguerre_engine.Init(m_signal_gamma, SOURCE_PRICE))
return false;
@@ -140,29 +145,30 @@ void CMACDLaguerreCalculator::Calculate(int rates_total, int prev_calculated, co
if(rates_total < 2)
return;
// Resize internal buffers
if(ArraySize(m_fast_filter) != rates_total)
{
ArrayResize(m_fast_filter, rates_total);
ArrayResize(m_slow_filter, rates_total);
}
//--- 1. Calculate Fast and Slow Laguerre Filters (Incremental)
// We need temp buffers for the filters
// Optimization: We can reuse macd_line as one buffer if we are careful, but let's use temp buffers for clarity.
// Actually, LaguerreEngine needs a destination buffer.
// Let's use static/member buffers if we want to avoid allocation, but local arrays are fine for now as Engine handles state.
double fast_filter[], slow_filter[];
// Note: The engine resizes them.
m_fast_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, fast_filter);
m_slow_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, slow_filter);
m_fast_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, m_fast_filter);
m_slow_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, m_slow_filter);
//--- 2. Calculate MACD Line
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
for(int i = start_index; i < rates_total; i++)
macd_line[i] = fast_filter[i] - slow_filter[i];
macd_line[i] = m_fast_filter[i] - m_slow_filter[i];
//--- 3. Calculate Signal Line
// Offset: Laguerre filter warms up quickly, but let's say 2 bars to be safe
int macd_offset = 2;
if(m_signal_ma_type == SMOOTH_Laguerre)
{
// Use Laguerre Engine on the MACD Line
// We treat MACD line as 'close' price.
m_signal_laguerre_engine.CalculateFilter(rates_total, prev_calculated, PRICE_CLOSE,
macd_line, macd_line, macd_line, macd_line,
signal_line);
@@ -170,9 +176,7 @@ void CMACDLaguerreCalculator::Calculate(int rates_total, int prev_calculated, co
else
{
// Use MA Engine on the MACD Line
m_signal_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE,
macd_line, macd_line, macd_line, macd_line,
signal_line);
m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, macd_line, signal_line, macd_offset);
}
//--- 4. Calculate Histogram
@@ -180,3 +184,4 @@ void CMACDLaguerreCalculator::Calculate(int rates_total, int prev_calculated, co
histogram[i] = macd_line[i] - signal_line[i];
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+