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refactor: Persistent Volume Cache & Zero Heap Churn

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This commit is contained in:
Toh4iem9
2026-09-28 17:31:16 +02:00
parent d9e472de7f
commit f457e30e31
1 changed files with 51 additions and 44 deletions
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Include/MyIncludes/DMIStochastic_Calculator.mqh
+51 -44
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@@ -3,8 +3,9 @@
//| Engine for Barbara Star's DMI Stochastic Oscillator |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.20" // Leak-free pointer management, bounds protection & VWMA support
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.30" // Enterprise Refactor: Persistent Volume Cache & Zero Heap Churn
#property description "High-performance calculation engine for DMI Stochastic Oscillator."
#ifndef DMISTOCHASTIC_CALCULATOR_MQH
#define DMISTOCHASTIC_CALCULATOR_MQH
@@ -37,9 +38,10 @@ protected:
int m_smooth_period;
ENUM_DMI_OSC_TYPE m_osc_type;
//--- Persistent State Buffers
//--- Persistent State Buffers (Zero Heap Churn on Live Ticks)
double m_pDI[], m_nDI[];
double m_dmiOsc[], m_fastK[];
double m_vol_double[];
virtual void CreateEngine(void);
@@ -67,17 +69,19 @@ public:
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CDMIStochasticCalculator::CDMIStochasticCalculator(void) : m_dmi_engine(NULL),
CDMIStochasticCalculator::CDMIStochasticCalculator(void) :
m_dmi_engine(NULL),
m_dmi_period(10),
m_fast_k_period(10),
m_slow_k_period(3),
m_smooth_period(3),
m_osc_type(OSC_PDI_MINUS_NDI)
{
ArraySetAsSeries(m_pDI, false);
ArraySetAsSeries(m_nDI, false);
ArraySetAsSeries(m_dmiOsc, false);
ArraySetAsSeries(m_fastK, false);
ArraySetAsSeries(m_pDI, false);
ArraySetAsSeries(m_nDI, false);
ArraySetAsSeries(m_dmiOsc, false);
ArraySetAsSeries(m_fastK, false);
ArraySetAsSeries(m_vol_double, false);
}
//+------------------------------------------------------------------+
@@ -93,7 +97,7 @@ CDMIStochasticCalculator::~CDMIStochasticCalculator(void)
}
//+------------------------------------------------------------------+
//| Factory Method (Safe Leak-Free Instantiation) |
//| Factory Method |
//+------------------------------------------------------------------+
void CDMIStochasticCalculator::CreateEngine(void)
{
@@ -156,35 +160,38 @@ void CDMIStochasticCalculator::Calculate(const int rates_total, const int prev_c
ArrayInitialize(d_buffer, EMPTY_VALUE);
}
// Resize internal buffers
// Safe allocation of internal buffers
if(ArraySize(m_pDI) != rates_total)
{
ArrayResize(m_pDI, rates_total);
ArrayResize(m_nDI, rates_total);
ArrayResize(m_dmiOsc, rates_total);
ArrayResize(m_fastK, rates_total);
ArraySetAsSeries(m_pDI, false);
ArrayResize(m_nDI, rates_total);
ArraySetAsSeries(m_nDI, false);
ArrayResize(m_dmiOsc, rates_total);
ArraySetAsSeries(m_dmiOsc, false);
ArrayResize(m_fastK, rates_total);
ArraySetAsSeries(m_fastK, false);
}
// 1. Calculate +DI and -DI values
// 1. Calculate +DI and -DI values using Fused DMI Engine (v1.30)
m_dmi_engine.Calculate(rates_total, prev_calculated, open, high, low, close, m_pDI, m_nDI);
// 2. Calculate DMI Oscillator & Fast %K
// 2. Calculate DMI Oscillator
int start_index = (prev_calculated > 0) ? (prev_calculated - 1) : 0;
int loop_start = MathMax(m_dmi_period, start_index);
for(int i = loop_start; i < rates_total; i++)
if(m_osc_type == OSC_PDI_MINUS_NDI)
{
if(m_osc_type == OSC_PDI_MINUS_NDI)
for(int i = loop_start; i < rates_total; i++)
m_dmiOsc[i] = m_pDI[i] - m_nDI[i];
else
}
else
{
for(int i = loop_start; i < rates_total; i++)
m_dmiOsc[i] = m_nDI[i] - m_pDI[i];
}
// 3. Calculate Fast %K via Stochastic Min/Max Normalization
int fast_k_start = m_dmi_period + m_fast_k_period - 1;
int loop_start_k = MathMax(fast_k_start, start_index);
@@ -202,14 +209,14 @@ void CDMIStochasticCalculator::Calculate(const int rates_total, const int prev_c
m_fastK[i] = (range > 1.0e-9) ? ((m_dmiOsc[i] - lowest) / range) * 100.0 : 50.0;
}
// 3. Smooth K and D (Without Volume)
// 4. Smooth K and D (Incremental O(1))
m_slow_k_engine.CalculateOnArray(rates_total, prev_calculated, m_fastK, k_buffer, fast_k_start);
int d_start = fast_k_start + m_slow_k_period - 1;
m_smooth_d_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, d_start);
}
//+------------------------------------------------------------------+
//| Calculate (Overloaded - With Volume for VWMA) |
//| Calculate (Overloaded - With Persistent Volume for VWMA) |
//+------------------------------------------------------------------+
void CDMIStochasticCalculator::Calculate(const int rates_total, const int prev_calculated,
const double &open[], const double &high[],
@@ -221,7 +228,6 @@ void CDMIStochasticCalculator::Calculate(const int rates_total, const int prev_c
if(rates_total < warmup || CheckPointer(m_dmi_engine) == POINTER_INVALID)
return;
// Safe allocation of output buffers
if(ArraySize(k_buffer) != rates_total)
{
ArrayResize(k_buffer, rates_total);
@@ -237,32 +243,37 @@ void CDMIStochasticCalculator::Calculate(const int rates_total, const int prev_c
if(ArraySize(m_pDI) != rates_total)
{
ArrayResize(m_pDI, rates_total);
ArrayResize(m_nDI, rates_total);
ArrayResize(m_dmiOsc, rates_total);
ArrayResize(m_fastK, rates_total);
ArraySetAsSeries(m_pDI, false);
ArraySetAsSeries(m_nDI, false);
ArraySetAsSeries(m_dmiOsc, false);
ArraySetAsSeries(m_fastK, false);
ArrayResize(m_pDI, rates_total);
ArraySetAsSeries(m_pDI, false);
ArrayResize(m_nDI, rates_total);
ArraySetAsSeries(m_nDI, false);
ArrayResize(m_dmiOsc, rates_total);
ArraySetAsSeries(m_dmiOsc, false);
ArrayResize(m_fastK, rates_total);
ArraySetAsSeries(m_fastK, false);
ArrayResize(m_vol_double, rates_total);
ArraySetAsSeries(m_vol_double, false);
}
// 1. Calculate +DI and -DI values
m_dmi_engine.Calculate(rates_total, prev_calculated, open, high, low, close, m_pDI, m_nDI);
// 2. Calculate DMI Oscillator & Fast %K
// 2. Calculate DMI Oscillator
int start_index = (prev_calculated > 0) ? (prev_calculated - 1) : 0;
int loop_start = MathMax(m_dmi_period, start_index);
for(int i = loop_start; i < rates_total; i++)
if(m_osc_type == OSC_PDI_MINUS_NDI)
{
if(m_osc_type == OSC_PDI_MINUS_NDI)
for(int i = loop_start; i < rates_total; i++)
m_dmiOsc[i] = m_pDI[i] - m_nDI[i];
else
}
else
{
for(int i = loop_start; i < rates_total; i++)
m_dmiOsc[i] = m_nDI[i] - m_pDI[i];
}
// 3. Calculate Fast %K
int fast_k_start = m_dmi_period + m_fast_k_period - 1;
int loop_start_k = MathMax(fast_k_start, start_index);
@@ -280,18 +291,14 @@ void CDMIStochasticCalculator::Calculate(const int rates_total, const int prev_c
m_fastK[i] = (range > 1.0e-9) ? ((m_dmiOsc[i] - lowest) / range) * 100.0 : 50.0;
}
// 3. Convert volume to double array for VWMA support
double vol_double[];
ArrayResize(vol_double, rates_total);
ArraySetAsSeries(vol_double, false);
// 4. Update Persistent Double Volume (Zero dynamic heap reallocations!)
for(int j = start_index; j < rates_total; j++)
vol_double[j] = (double)volume[j];
m_vol_double[j] = (double)volume[j];
// 4. Smooth K and D (With Volume)
m_slow_k_engine.CalculateOnArray(rates_total, prev_calculated, m_fastK, vol_double, k_buffer, fast_k_start);
// 5. Smooth K and D (With Volume)
m_slow_k_engine.CalculateOnArray(rates_total, prev_calculated, m_fastK, m_vol_double, k_buffer, fast_k_start);
int d_start = fast_k_start + m_slow_k_period - 1;
m_smooth_d_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, vol_double, d_buffer, d_start);
m_smooth_d_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, m_vol_double, d_buffer, d_start);
}
//+==================================================================+