update to my mt5 libs to include better comments
This commit is contained in:
Matt Corcoran
+150
-118
@@ -1,144 +1,176 @@
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#property library
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#include <Trade/Trade.mqh>
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#include <MyLibs/Utils/DealingWithTime.mqh>
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#include <Trade/Trade.mqh>
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class TimeZones: public CObject{
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protected:
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string dt_s;
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int len;
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string dt_string;
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datetime tC, tGMT, tNY, tLon, tFfm, tMosc, tSyd, tTok;
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datetime tz_time;
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string tz_date;
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datetime time_start;
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datetime time_end;
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bool is_time;
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datetime tGIVEN;
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datetime tREQ;
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datetime tzt;
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datetime tz_req;
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double ny_daily_close_protected(string symbol, int shift_days, bool print_data=false);
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double required_close;
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class TimeZones : public CObject {
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protected:
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string dt_s;
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int len;
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string dt_string;
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datetime tC, tGMT, tNY, tLon, tFfm, tMosc, tSyd, tTok;
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datetime tz_time;
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string tz_date;
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datetime time_start;
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datetime time_end;
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bool is_time;
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datetime tGIVEN;
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datetime tREQ;
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datetime tzt;
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datetime tz_req;
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double required_close;
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public:
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string get_date_string_from_datetime(datetime dt);
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datetime get_timezone_time(string time_zone, bool print_time);
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datetime timezone_conversions(string time_zone_known, datetime time_given, string time_zone_required);
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double ny_daily_close(string symbol, int shift_days, bool print_data=false);
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double ny_daily_close_protected(string symbol, int shift_days, bool print_data = false);
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public:
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string get_date_string_from_datetime(datetime dt);
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datetime get_timezone_time(string time_zone, bool print_time);
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datetime timezone_conversions(string time_zone_known, datetime time_given, string time_zone_required);
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double ny_daily_close(string symbol, int shift_days, bool print_data = false);
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};
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string TimeZones::get_date_string_from_datetime(datetime dt){
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dt_s = TimeToString(dt);
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len = StringLen(dt_s);
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dt_string = StringSubstr(dt_s, 0, len-5);
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return dt_string;
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// ---------------------------------------------------------------------
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// Converts a datetime to a string excluding seconds.
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//
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// Parameters:
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// - dt : Datetime object.
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//
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// Returns:
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// - A string in the format "yyyy.mm.dd hh:mi".
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// ---------------------------------------------------------------------
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string TimeZones::get_date_string_from_datetime(datetime dt) {
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dt_s = TimeToString(dt);
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len = StringLen(dt_s);
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dt_string = StringSubstr(dt_s, 0, len - 5);
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return dt_string;
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}
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// ---------------------------------------------------------------------
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// Gets the current time in the specified time zone.
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//
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// Parameters:
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// - time_zone : One of "NY", "Lon", "Ffm", "Syd", "Mosc", "Tok".
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// - print_time : If true, logs various times for debugging.
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//
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// Returns:
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// - Current time in the specified time zone.
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// ---------------------------------------------------------------------
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datetime TimeZones::get_timezone_time(string time_zone, bool print_time) {
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checkTimeOffset(TimeCurrent()); // Adjust DST
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datetime TimeZones::get_timezone_time(string time_zone, bool print_time){
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// https://www.mql5.com/en/code/45287
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// https://www.mql5.com/en/articles/9926
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// https://www.mql5.com/en/articles/9929
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tC = TimeCurrent();
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tGMT = TimeCurrent() + OffsetBroker.actOffset;
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tNY = tGMT - (NYShift + DST_USD);
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tLon = tGMT - (LondonShift + DST_EUR);
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tFfm = tGMT - (FfmShift + DST_EUR);
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tSyd = tGMT - (SidneyShift + DST_AUD);
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tMosc = tGMT - (MoskwaShift + DST_RUS);
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tTok = tGMT - (TokyoShift);
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checkTimeOffset(TimeCurrent()); // check changes of DST
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// cto();
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if (print_time) {
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Print("----------------------------------");
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Print("Broker: ", tC);
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Print("GMT: ", tGMT);
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Print("time in New York: ", tNY);
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Print("time in London: ", tLon);
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Print("time in Frankfurt: ", tFfm);
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Print("time in Sidney: ", tSyd);
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Print("time in Moscow: ", tMosc);
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Print("time in Tokyo: ", tTok);
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}
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tC = TimeCurrent();
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tGMT = TimeCurrent() + OffsetBroker.actOffset; // GMT
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tNY = tGMT - (NYShift+DST_USD); // time in New York (EST)
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tLon = tGMT - (LondonShift+DST_EUR); // time in London
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tFfm = tGMT - (FfmShift+DST_EUR); // time in Frankfurt
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tSyd = tGMT - (SidneyShift+DST_AUD); // time in Sidney
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tMosc = tGMT - (MoskwaShift+DST_RUS); // time in Moscow
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tTok = tGMT - (TokyoShift); // time in Tokyo - no DST
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if (time_zone == "NY") return tNY;
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if (time_zone == "Lon") return tLon;
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if (time_zone == "Ffm") return tFfm;
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if (time_zone == "Syd") return tSyd;
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if (time_zone == "Mosc") return tMosc;
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if (time_zone == "Tok") return tTok;
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if(print_time==true){
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Print("----------------------------------");
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Print("Broker: ", tC);
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Print("GMT: ", tGMT);
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Print("time in New York: ", tNY);
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Print("time in London: ", tLon);
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Print("time in Frankfurt: ", tFfm);
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Print("time in Sidney: ", tSyd);
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Print("time in Moscow: ", tMosc);
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Print("time in Tokyo: ", tTok);
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}
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if(time_zone=="NY"){return tNY;}
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if(time_zone=="Lon"){return tLon;}
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if(time_zone=="Ffm"){return tFfm;}
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if(time_zone=="Syd"){return tSyd;}
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if(time_zone=="Mosc"){return tMosc;}
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if(time_zone=="Tok"){return tTok;}
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return NULL;
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return NULL;
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}
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// ---------------------------------------------------------------------
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// Converts a datetime from one timezone to another.
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//
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// Parameters:
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// - time_zone_known : Original timezone of the datetime.
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// - time_given : The datetime to convert.
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// - time_zone_required : Desired output timezone.
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//
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// Returns:
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// - The equivalent datetime in the target timezone.
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// ---------------------------------------------------------------------
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datetime TimeZones::timezone_conversions(string time_zone_known, datetime time_given, string time_zone_required) {
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tGIVEN = time_given;
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checkTimeOffset(tGIVEN); // Adjust DST
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datetime TimeZones::timezone_conversions(string time_zone_known, datetime time_given, string time_zone_required){
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// https://www.mql5.com/en/code/45287
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// https://www.mql5.com/en/articles/9926
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// https://www.mql5.com/en/articles/9929
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// Step 1: Convert known timezone to GMT
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if (time_zone_known == "GMT") tGMT = tGIVEN;
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if (time_zone_known == "Broker") tGMT = tGIVEN + OffsetBroker.actOffset;
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if (time_zone_known == "NY") tGMT = tGIVEN + (NYShift + DST_USD);
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if (time_zone_known == "Lon") tGMT = tGIVEN + (LondonShift + DST_EUR);
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if (time_zone_known == "Ffm") tGMT = tGIVEN + (FfmShift + DST_EUR);
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if (time_zone_known == "Syd") tGMT = tGIVEN + (SidneyShift + DST_AUD);
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if (time_zone_known == "Mosc") tGMT = tGIVEN + (MoskwaShift + DST_RUS);
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if (time_zone_known == "Tok") tGMT = tGIVEN + (TokyoShift);
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tGIVEN = time_given; //StringToTime(time_given);
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checkTimeOffset(tGIVEN); // check changes of DST
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// Step 2: Convert GMT to required timezone
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if (time_zone_required == "GMT") tREQ = tGMT;
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if (time_zone_required == "Broker") tREQ = tGMT - OffsetBroker.actOffset;
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if (time_zone_required == "NY") tREQ = tGMT - (NYShift + DST_USD);
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if (time_zone_required == "Lon") tREQ = tGMT - (LondonShift + DST_EUR);
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if (time_zone_required == "Ffm") tREQ = tGMT - (FfmShift + DST_EUR);
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if (time_zone_required == "Syd") tREQ = tGMT - (SidneyShift + DST_AUD);
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if (time_zone_required == "Mosc") tREQ = tGMT - (MoskwaShift + DST_RUS);
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if (time_zone_required == "Tok") tREQ = tGMT - (TokyoShift);
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// Get GMT:
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if(time_zone_known=="GMT" ){tGMT = tGIVEN;}
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if(time_zone_known=="Broker" ){tGMT = tGIVEN + OffsetBroker.actOffset;}
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if(time_zone_known=="NY" ){tGMT = tGIVEN + (NYShift+DST_USD);}
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if(time_zone_known=="Lon" ){tGMT = tGIVEN + (LondonShift+DST_EUR);}
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if(time_zone_known=="Ffm" ){tGMT = tGIVEN + (FfmShift+DST_EUR);}
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if(time_zone_known=="Syd" ){tGMT = tGIVEN + (SidneyShift+DST_AUD);}
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if(time_zone_known=="Mosc" ){tGMT = tGIVEN + (MoskwaShift+DST_RUS);}
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if(time_zone_known=="Tok" ){tGMT = tGIVEN + (TokyoShift);}
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// define the required time:
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tREQ = NULL;
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if(time_zone_required=="GMT" ){tREQ = tGMT;}
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if(time_zone_required=="Broker" ){tREQ = tGMT - OffsetBroker.actOffset;}
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if(time_zone_required=="NY" ){tREQ = tGMT - (NYShift+DST_USD);}
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if(time_zone_required=="Lon" ){tREQ = tGMT - (LondonShift+DST_EUR);}
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if(time_zone_required=="Ffm" ){tREQ = tGMT - (FfmShift+DST_EUR);}
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if(time_zone_required=="Syd" ){tREQ = tGMT - (SidneyShift+DST_AUD) ;}
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if(time_zone_required=="Mosc" ){tREQ = tGMT - (MoskwaShift+DST_RUS);}
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if(time_zone_required=="Tok" ){tREQ = tGMT - (TokyoShift);}
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return tREQ;
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return tREQ;
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}
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// Calculte NY close time:
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double TimeZones::ny_daily_close(string symbol, int shift_days, bool print_data=false){
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required_close = ny_daily_close_protected(symbol, shift_days, print_data);
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return required_close;
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// ---------------------------------------------------------------------
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// Returns the most recent NY daily close price.
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//
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// Parameters:
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// - symbol : Trading symbol.
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// - shift_days : How many NY daily closes back to return.
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// - print_data : If true, logs debug information.
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//
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// Returns:
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// - The NY close price.
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// ---------------------------------------------------------------------
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double TimeZones::ny_daily_close(string symbol, int shift_days, bool print_data) {
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required_close = ny_daily_close_protected(symbol, shift_days, print_data);
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return required_close;
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}
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double TimeZones::ny_daily_close_protected(string symbol, int shift_days, bool print_data=false){
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// Get the brokers times for when NY openend today and tomorrow:
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datetime time_5pm = iTime(symbol, PERIOD_D1 , 0) - (PeriodSeconds(PERIOD_H1) * 7);
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datetime ny_close_in_brokers_time = timezone_conversions("NY", time_5pm, "Broker");
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datetime ny_close_time = ny_close_in_brokers_time + PeriodSeconds(PERIOD_D1); // ny close tomorrow
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// ---------------------------------------------------------------------
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// Internal implementation to compute NY daily close price.
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//
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// Logic:
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// - Defines NY close as 5pm NY time = 00:00 broker + 17H back.
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// - Adjusts for day shifts if required.
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// - Returns the close price of the NY daily session.
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// ---------------------------------------------------------------------
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double TimeZones::ny_daily_close_protected(string symbol, int shift_days, bool print_data) {
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datetime time_5pm = iTime(symbol, PERIOD_D1, 0) - (PeriodSeconds(PERIOD_H1) * 7);
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datetime ny_close_in_brokers_time = timezone_conversions("NY", time_5pm, "Broker");
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datetime ny_close_time = ny_close_in_brokers_time + PeriodSeconds(PERIOD_D1);
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if(TimeCurrent()<ny_close_time){
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ny_close_time = ny_close_time - PeriodSeconds(PERIOD_D1); // ny close today
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}
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if (TimeCurrent() < ny_close_time) ny_close_time -= PeriodSeconds(PERIOD_D1);
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// Get the number of hours since NY closed:
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int shift = iBarShift(symbol, PERIOD_H1, ny_close_time, false) + 1;
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shift = shift + (24 * (shift_days - 1)); // shift days if required:
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int shift = iBarShift(symbol, PERIOD_H1, ny_close_time, false) + 1;
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shift += (24 * (shift_days - 1));
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double ny_close = iClose(symbol,PERIOD_H1, shift);
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double br_close = iClose(symbol,PERIOD_H1, 1);
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double ny_close = iClose(symbol, PERIOD_H1, shift);
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double br_close = iClose(symbol, PERIOD_H1, 1);
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if(print_data==true){
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Print("shift ",shift);
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Print("time_5pm ",time_5pm);
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Print("ny_close_in_brokers_time ",ny_close_in_brokers_time);
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Print("ny_close_time ",ny_close_time);
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Print("ny_close ", ny_close);
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Print("br_close ",br_close);
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}
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return ny_close;
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if (print_data) {
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Print("shift ", shift);
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Print("time_5pm ", time_5pm);
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Print("ny_close_in_brokers_time ", ny_close_in_brokers_time);
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Print("ny_close_time ", ny_close_time);
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Print("ny_close ", ny_close);
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Print("br_close ", br_close);
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}
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return ny_close;
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}
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