//+------------------------------------------------------------------+
//|                                               KAMA_Calculator.mqh|
//|      Calculation engine for Kaufman's Adaptive Moving Average.   |
//|                                        Copyright 2025, xxxxxxxx  |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"

#include <MyIncludes\HeikinAshi_Tools.mqh>

//+==================================================================+
class CKamaCalculator
  {
protected:
   int               m_er_period;
   double            m_fastest_sc, m_slowest_sc;
   double            m_price[];
   double            m_prev_kama;

   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);

public:
                     CKamaCalculator(void) : m_prev_kama(0) {};
   virtual          ~CKamaCalculator(void) {};

   bool              Init(int er_p, int fast_ema_p, int slow_ema_p);
   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &kama_buffer[]);
  };

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
class CKamaCalculator_HA : public CKamaCalculator
  {
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 CKamaCalculator::Init(int er_p, int fast_ema_p, int slow_ema_p)
  {
   m_er_period = (er_p < 1) ? 1 : er_p;
   m_fastest_sc = 2.0 / ((fast_ema_p < 1 ? 1 : fast_ema_p) + 1.0);
   m_slowest_sc = 2.0 / ((slow_ema_p < 1 ? 1 : slow_ema_p) + 1.0);
   m_prev_kama = 0;
   return true;
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CKamaCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &kama_buffer[])
  {
   if(rates_total <= m_er_period)
      return;
   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
      return;

   int start_pos = m_er_period;

   if(ArraySize(kama_buffer) == 0 || kama_buffer[start_pos-1] == 0)
     {
      m_prev_kama = m_price[start_pos-1];
     }

   for(int i = start_pos; i < rates_total; i++)
     {
      double direction = MathAbs(m_price[i] - m_price[i - m_er_period]);
      double volatility = 0;
      for(int j = 0; j < m_er_period; j++)
         volatility += MathAbs(m_price[i - j] - m_price[i - j - 1]);

      double er = (volatility > 0.000001) ? direction / volatility : 0;
      double sc = pow(er * (m_fastest_sc - m_slowest_sc) + m_slowest_sc, 2);

      kama_buffer[i] = m_prev_kama + sc * (m_price[i] - m_prev_kama);
      m_prev_kama = kama_buffer[i];
     }
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool CKamaCalculator::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;

   switch(price_type)
     {
      case PRICE_CLOSE:
         ArrayCopy(m_price, close, 0, 0, rates_total);
         break;
      case PRICE_OPEN:
         ArrayCopy(m_price, open, 0, 0, rates_total);
         break;
      case PRICE_HIGH:
         ArrayCopy(m_price, high, 0, 0, rates_total);
         break;
      case PRICE_LOW:
         ArrayCopy(m_price, low, 0, 0, rates_total);
         break;
      case PRICE_MEDIAN:
         for(int i=0; i<rates_total; i++)
            m_price[i] = (high[i]+low[i])/2.0;
         break;
      case PRICE_TYPICAL:
         for(int i=0; i<rates_total; i++)
            m_price[i] = (high[i]+low[i]+close[i])/3.0;
         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;
         break;
      default:
         return false;
     }
   return true;
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool CKamaCalculator_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_price) != rates_total)
      if(ArrayResize(m_price, rates_total) != rates_total)
         return false;

   switch(price_type)
     {
      case PRICE_CLOSE:
         ArrayCopy(m_price, ha_close, 0, 0, rates_total);
         break;
      case PRICE_OPEN:
         ArrayCopy(m_price, ha_open, 0, 0, rates_total);
         break;
      case PRICE_HIGH:
         ArrayCopy(m_price, ha_high, 0, 0, rates_total);
         break;
      case PRICE_LOW:
         ArrayCopy(m_price, 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;
         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;
         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;
         break;
      default:
         return false;
     }
   return true;
  }
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+