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refactor: Optimized for incremental calculation

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Toh4iem9
2025-12-06 20:44:02 +01:00
parent 69a99ea2ce
commit f99b15aeee
1 changed files with 74 additions and 48 deletions
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Include/MyIncludes/MAMA_Calculator.mqh
+74 -48
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@@ -1,12 +1,14 @@
//+------------------------------------------------------------------+
//| MAMA_Calculator.mqh |
//| VERSION 1.20: Reverted to Full Recalc for consistency. |
//| VERSION 1.30: Restored Incremental Calculation (Verified). |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
//+==================================================================+
//| CLASS 1: CMAMACalculator (Base Class) |
//+==================================================================+
class CMAMACalculator
{
@@ -14,10 +16,10 @@ protected:
double m_fast_limit;
double m_slow_limit;
//--- Buffers
//--- Persistent Buffers for Incremental Calculation
double m_price[];
// We keep internal buffers as members to avoid reallocation,
// but we will overwrite them every time.
//--- Internal State Buffers
double m_smooth_buf[];
double m_detrender_buf[];
double m_I1_buf[], m_Q1_buf[];
@@ -30,7 +32,8 @@ protected:
double m_mama_buf[];
double m_fama_buf[];
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
//--- Updated: Accepts start_index
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:
CMAMACalculator(void) {};
@@ -38,11 +41,13 @@ public:
bool Init(double fast_limit, double slow_limit);
//--- Reverted: No prev_calculated needed
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
//--- 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 &mama_buffer[], double &fama_buffer[]);
};
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
bool CMAMACalculator::Init(double fast_limit, double slow_limit)
{
@@ -52,15 +57,22 @@ bool CMAMACalculator::Init(double fast_limit, double slow_limit)
}
//+------------------------------------------------------------------+
void CMAMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
//| Main Calculation (Optimized) |
//+------------------------------------------------------------------+
void CMAMACalculator::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 &mama_buffer[], double &fama_buffer[])
{
if(rates_total < 50)
return;
//--- Always Full Recalculation
//--- 1. Determine Start Index
int start_index;
if(prev_calculated == 0)
start_index = 0;
else
start_index = prev_calculated - 1;
//--- Resize Internal Buffers
//--- 2. Resize Internal Buffers
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
@@ -81,38 +93,43 @@ void CMAMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type,
ArrayResize(m_fama_buf, rates_total);
}
// Initialize buffers with 0 (important for full recalc)
ArrayInitialize(m_smooth_buf, 0);
ArrayInitialize(m_detrender_buf, 0);
ArrayInitialize(m_I1_buf, 0);
ArrayInitialize(m_Q1_buf, 0);
ArrayInitialize(m_jI_buf, 0);
ArrayInitialize(m_jQ_buf, 0);
ArrayInitialize(m_I2_buf, 0);
ArrayInitialize(m_Q2_buf, 0);
ArrayInitialize(m_Re_buf, 0);
ArrayInitialize(m_Im_buf, 0);
ArrayInitialize(m_period_buf, 0);
ArrayInitialize(m_smooth_period_buf, 0);
ArrayInitialize(m_phase_buf, 0);
// MAMA/FAMA init with price later
if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
//--- 3. Prepare Price (Optimized)
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
//--- Main Loop (From 0 to Total)
for(int i = 0; i < rates_total; i++)
{
// Initialization for first few bars
if(i < 7)
{
m_mama_buf[i] = m_price[i];
m_fama_buf[i] = m_price[i];
mama_buffer[i] = m_price[i];
fama_buffer[i] = m_price[i];
continue;
}
//--- 4. Main Loop (Incremental)
int i = start_index;
// Initialization
if(i < 7)
{
for(int k=0; k<7; k++)
{
if(k >= rates_total)
break;
m_smooth_buf[k] = 0;
m_detrender_buf[k] = 0;
m_I1_buf[k] = 0;
m_Q1_buf[k] = 0;
m_jI_buf[k] = 0;
m_jQ_buf[k] = 0;
m_I2_buf[k] = 0;
m_Q2_buf[k] = 0;
m_Re_buf[k] = 0;
m_Im_buf[k] = 0;
m_period_buf[k] = 0;
m_smooth_period_buf[k] = 0;
m_phase_buf[k] = 0;
m_mama_buf[k] = m_price[k];
m_fama_buf[k] = m_price[k];
mama_buffer[k] = m_price[k];
fama_buffer[k] = m_price[k];
}
i = 7;
}
for(; i < rates_total; i++)
{
// 1. Smoothing
m_smooth_buf[i] = (4*m_price[i] + 3*m_price[i-1] + 2*m_price[i-2] + m_price[i-3]) / 10.0;
@@ -184,10 +201,12 @@ void CMAMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type,
}
//+------------------------------------------------------------------+
bool CMAMACalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
//| Prepare Price (Standard - Optimized) |
//+------------------------------------------------------------------+
bool CMAMACalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
// Full copy
for(int i = 0; i < rates_total; i++)
// Optimized copy loop
for(int i = start_index; i < rates_total; i++)
{
switch(price_type)
{
@@ -210,7 +229,7 @@ bool CMAMACalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE pri
m_price[i] = (high[i]+low[i]+close[i])/3.0;
break;
case PRICE_WEIGHTED:
m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
break;
default:
m_price[i] = close[i];
@@ -220,20 +239,26 @@ bool CMAMACalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE pri
return true;
}
//+==================================================================+
//| CLASS 2: CMAMACalculator_HA (Heikin Ashi) |
//+==================================================================+
class CMAMACalculator_HA : public CMAMACalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
// Internal HA buffers
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;
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;
};
//+------------------------------------------------------------------+
bool CMAMACalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
//| Prepare Price (Heikin Ashi - Optimized) |
//+------------------------------------------------------------------+
bool CMAMACalculator_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[])
{
// Resize internal HA buffers
if(ArraySize(m_ha_open) != rates_total)
{
ArrayResize(m_ha_open, rates_total);
@@ -242,11 +267,12 @@ bool CMAMACalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE
ArrayResize(m_ha_close, rates_total);
}
// Full Recalc for HA
m_ha_calculator.Calculate(rates_total, 0, open, high, low, close,
//--- STRICT CALL: Use the optimized 10-param HA calculation
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 = 0; i < rates_total; i++)
//--- Copy to m_price (Optimized loop)
for(int i = start_index; i < rates_total; i++)
{
switch(price_type)
{