Matt Corcoran
72 lines
2.7 KiB
Plaintext
72 lines
2.7 KiB
Plaintext
//+------------------------------------------------------------------+
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//| TestDataSplit.mqh |
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//| Splits historical data into training/testing segments |
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//| |
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//| 2025 xMattC (github.com/xMattC) |
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//+------------------------------------------------------------------+
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#property copyright "2025 xMattC (github.com/xMattC)"
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#property link "https://github.com/xMattC"
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#property version "1.00"
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enum MODE_SPLIT_DATA {
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NO_SPLIT, // Do not split, always return true.
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ODD_YEARS, // Include only odd-numbered years.
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EVEN_YEARS, // Include only even-numbered years.
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ODD_MONTHS, // Include only odd-numbered months.
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EVEN_MONTHS, // Include only even-numbered months.
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ODD_WEEKS, // Include only odd-numbered weeks.
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EVEN_WEEKS // Include only even-numbered weeks.
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};
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class TestDataSplit {
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public:
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bool in_test_period(MODE_SPLIT_DATA data_split_method);
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};
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// ---------------------------------------------------------------------
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// Determines whether the current time falls in the selected group.
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//
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// Parameters:
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// - data_split_method : Enum value defining the split strategy.
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//
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// Logic:
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// - Extracts current date components (year, month, ISO week).
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// - Returns true if current time matches the given split rule.
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// ---------------------------------------------------------------------
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bool TestDataSplit::in_test_period(MODE_SPLIT_DATA data_split_method) {
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string result[];
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string string_tc = TimeToString(TimeCurrent());
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// Extract components from datetime string (assumes YYYY.MM.DD format)
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ushort u_sep = StringGetCharacter(".", 0);
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StringSplit(string_tc, u_sep, result);
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bool odd_year = int(result[0]) % 2;
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bool odd_month = int(result[1]) % 2;
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// Calculate week of the year (approximate ISO week)
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MqlDateTime dt;
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TimeToStruct(TimeCurrent(), dt);
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int i_day = (dt.day_of_week + 6) % 7 + 1; // Convert to 1=Mon,...,7=Sun
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int i_week = (dt.day_of_year - i_day + 10) / 7; // Approximate ISO week number
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bool odd_week = i_week % 2;
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// Split logic depending on mode
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if (data_split_method == NO_SPLIT)
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return true;
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if (data_split_method == ODD_YEARS && odd_year)
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return true;
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if (data_split_method == EVEN_YEARS && !odd_year)
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return true;
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if (data_split_method == ODD_MONTHS && odd_month)
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return true;
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if (data_split_method == EVEN_MONTHS && !odd_month)
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return true;
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if (data_split_method == ODD_WEEKS && odd_week)
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return true;
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if (data_split_method == EVEN_WEEKS && !odd_week)
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return true;
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return false;
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}
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