//+------------------------------------------------------------------+
//|                                     Butterworth_Calculator.mqh   |
//|      Calculation engine for the John Ehlers' Butterworth Filter. |
//|                                        Copyright 2025, xxxxxxxx  |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"

#include <MyIncludes\HeikinAshi_Tools.mqh>

enum ENUM_BUTTERWORTH_POLES
  {
   POLES_TWO = 2,
   POLES_THREE = 3
  };

//+==================================================================+
//|                                                                  |
//|           CLASS 1: CButterworthCalculator (Base Class)           |
//|                                                                  |
//+==================================================================+
class CButterworthCalculator
  {
protected:
   int                     m_period;
   ENUM_BUTTERWORTH_POLES  m_poles;
   double                  m_price[];

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

public:
                     CButterworthCalculator(void) {};
   virtual          ~CButterworthCalculator(void) {};

   bool              Init(int period, ENUM_BUTTERWORTH_POLES poles);
   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[]);
  };

//+------------------------------------------------------------------+
bool CButterworthCalculator::Init(int period, ENUM_BUTTERWORTH_POLES poles)
  {
   m_period = (period < 2) ? 2 : period;
   m_poles = poles;
   return true;
  }

//+------------------------------------------------------------------+
void CButterworthCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[])
  {
   if(rates_total < m_period)
      return;
   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
      return;

// --- State variables for recursive calculation ---
   double f1=0, f2=0, f3=0; // f[1], f[2], f[3]

   if(m_poles == POLES_TWO)
     {
      // --- Calculate coefficients for 2-pole filter ---
      double a = exp(-1.414 * M_PI / m_period);
      double b = 2.0 * a * cos(1.414 * M_PI / m_period); // MQL5 cos uses radians
      double c1 = (1.0 - b + a*a) / 4.0;

      for(int i = 2; i < rates_total; i++)
        {
         double current_f = b * f1 - a * a * f2 + c1 * (m_price[i] + 2.0 * m_price[i-1] + m_price[i-2]);
         filter_buffer[i] = current_f;
         // Update state
         f2 = f1;
         f1 = current_f;
        }
     }
   else // POLES_THREE
     {
      // --- Calculate coefficients for 3-pole filter ---
      double a = exp(-M_PI / m_period);
      double b = 2.0 * a * cos(1.738 * M_PI / m_period); // MQL5 cos uses radians
      double c = a * a;
      double c1 = (1.0 - b + c) * (1.0 - c) / 8.0;

      for(int i = 3; i < rates_total; i++)
        {
         double current_f = (b + c) * f1 - (c + b*c) * f2 + c*c * f3 + c1 * (m_price[i] + 3.0 * m_price[i-1] + 3.0 * m_price[i-2] + m_price[i-3]);
         filter_buffer[i] = current_f;
         // Update state
         f3 = f2;
         f2 = f1;
         f1 = current_f;
        }
     }
  }

//+------------------------------------------------------------------+
bool CButterworthCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
  {
   ArrayResize(m_price, rates_total);
   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;
  }

//+==================================================================+
class CButterworthCalculator_HA : public CButterworthCalculator
  {
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;
  };

//+------------------------------------------------------------------+
bool CButterworthCalculator_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);
   ArrayResize(m_price, rates_total);
   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;
  }
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+