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