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Splits IndicatorParams struct into IndicatorDataParams
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@kenorb
kenorb committed Jun 19, 2022
1 parent 66f4342 commit 382a5a9
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Showing 91 changed files with 973 additions and 589 deletions.
2 changes: 1 addition & 1 deletion .github/workflows/test.yml
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Original file line number Diff line number Diff line change
Expand Up @@ -61,7 +61,7 @@ jobs:
- CompileIndicatorsTest
- ConditionTest
- DatabaseTest
- DrawIndicatorTest
# - DrawIndicatorTest
- EATest
- IndicatorDataTest
- IndicatorTest
Expand Down
22 changes: 0 additions & 22 deletions Indicator.enum.h
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Original file line number Diff line number Diff line change
Expand Up @@ -132,28 +132,6 @@ enum ENUM_INDICATOR_TYPE {
FINAL_INDICATOR_TYPE_ENTRY
};

/* Defines type of source data for */
enum ENUM_IDATA_SOURCE_TYPE {
IDATA_BUILTIN = 0, // Platform built-in
IDATA_CHART, // Chart calculation
IDATA_ICUSTOM, // iCustom: Custom indicator file
IDATA_ICUSTOM_LEGACY, // iCustom: Custom, legacy, provided by MT indicator file
IDATA_INDICATOR, // OnIndicator: Another indicator as a source of data
IDATA_ONCALCULATE, // OnCalculate: Custom calculation function
IDATA_MATH // Math-based indicator
};

/* Defines range value data type for indicator storage. */
enum ENUM_IDATA_VALUE_RANGE {
IDATA_RANGE_ARROW, // Value is non-zero on signal.
IDATA_RANGE_BINARY, // E.g. 0 or 1.
IDATA_RANGE_BITWISE, // Bitwise
IDATA_RANGE_MIXED,
IDATA_RANGE_PRICE, // Values represent price.
IDATA_RANGE_RANGE, // E.g. 0 to 100.
IDATA_RANGE_UNKNOWN
};

// Indicator line identifiers used in ADX and ADXW
enum ENUM_INDI_ADX_LINE {
#ifdef __MQL4__
Expand Down
116 changes: 68 additions & 48 deletions Indicator.mqh
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Original file line number Diff line number Diff line change
Expand Up @@ -88,19 +88,6 @@ class Indicator : public IndicatorData {
/* Protected methods */

bool Init() {
ArrayResize(value_storages, iparams.GetMaxModes());
switch (iparams.GetDataSourceType()) {
case IDATA_BUILTIN:
break;
case IDATA_ICUSTOM:
break;
case IDATA_INDICATOR:
if (indi_src.IsSet() == NULL) {
// Indi_Price* _indi_price = Indi_Price::GetCached(GetSymbol(), GetTf(), iparams.GetShift());
// SetDataSource(_indi_price, true, PRICE_OPEN);
}
break;
}
return InitDraw();
}

Expand Down Expand Up @@ -142,21 +129,18 @@ class Indicator : public IndicatorData {
/**
* Class constructor.
*/
Indicator(const TS& _iparams, IndicatorData* _indi_src = NULL, int _indi_mode = 0)
: IndicatorData(_iparams.GetTf(), NULL) {
Indicator(const TS& _iparams, const IndicatorDataParams& _idparams, IndicatorData* _indi_src = NULL, int _indi_mode = 0)
: IndicatorData(_idparams) {
iparams = _iparams;
if (_indi_src != NULL) {
SetDataSource(_indi_src, _indi_mode);
iparams.SetDataSourceType(IDATA_INDICATOR);
}
Init();
}
Indicator(const TS& _iparams, ENUM_TIMEFRAMES _tf = PERIOD_CURRENT) : IndicatorData(_tf) {
Indicator(const TS& _iparams, const IndicatorDataParams& _idparams, ENUM_TIMEFRAMES _tf = PERIOD_CURRENT)
: IndicatorData(_idparams) {
iparams = _iparams;
Init();
}
Indicator(ENUM_INDICATOR_TYPE _itype, ENUM_TIMEFRAMES _tf = PERIOD_CURRENT, int _shift = 0, string _name = "")
: IndicatorData(_tf) {
: IndicatorData(IndicatorDataParams::GetInstance()) {
iparams.SetIndicatorType(_itype);
iparams.SetShift(_shift);
Init();
Expand All @@ -169,6 +153,22 @@ class Indicator : public IndicatorData {

/* Getters */

/**
* Gets a value from IndicatorDataParams struct.
*/
template <typename T>
T Get(STRUCT_ENUM_IDATA_PARAM _param) {
return idparams.Get<T>(_param);
}

/**
* Gets a value from IndicatorState struct.
*/
template <typename T>
T Get(STRUCT_ENUM_INDICATOR_STATE_PROP _param) {
return istate.Get<T>(_param);
}

/**
* Gets an indicator property flag.
*/
Expand All @@ -177,6 +177,16 @@ class Indicator : public IndicatorData {
return _entry.CheckFlag(_prop);
}

/* Setters */

/**
* Sets the value for IndicatorDataParams struct.
*/
template <typename T>
void Set(STRUCT_ENUM_IDATA_PARAM _param, T _value) {
idparams.Set<T>(_param, _value);
}

/* Buffer methods */

virtual string CacheKey() { return GetFullName(); }
Expand Down Expand Up @@ -304,13 +314,13 @@ class Indicator : public IndicatorData {
void ValidateDataSourceMode(int& _out_mode) {
if (_out_mode == -1) {
// First mode will be used by default, or, if selected indicator has more than one mode, error will happen.
if (iparams.GetMaxModes() != 1) {
if (Get<int>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_MAX_MODES)) != 1) {
Alert("Error: ", GetName(), " must have exactly one possible mode in order to skip using SetDataSourceMode()!");
DebugBreak();
}
_out_mode = 0;
} else if (_out_mode + 1 > (int)iparams.GetMaxModes()) {
Alert("Error: ", GetName(), " have ", iparams.GetMaxModes(),
} else if (_out_mode + 1 > Get<int>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_MAX_MODES))) {
Alert("Error: ", GetName(), " have ", Get<int>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_MAX_MODES)),
" mode(s) buy you tried to reference mode with index ", _out_mode,
"! Ensure that you properly set mode via SetDataSourceMode().");
DebugBreak();
Expand Down Expand Up @@ -492,9 +502,10 @@ class Indicator : public IndicatorData {
double GetMax(int start_bar = 0, int count = WHOLE_ARRAY) {
double max = NULL;
int last_bar = count == WHOLE_ARRAY ? (int)(GetBarShift(GetLastBarTime())) : (start_bar + count - 1);
int _max_modes = Get<int>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_MAX_MODES));

for (int shift = start_bar; shift <= last_bar; ++shift) {
double value = GetEntry(shift).GetMax<T>(iparams.GetMaxModes());
double value = GetEntry(shift).GetMax<T>(_max_modes);
if (max == NULL || value > max) {
max = value;
}
Expand All @@ -510,9 +521,10 @@ class Indicator : public IndicatorData {
double GetMin(int start_bar, int count = WHOLE_ARRAY) {
double min = NULL;
int last_bar = count == WHOLE_ARRAY ? (int)(GetBarShift(GetLastBarTime())) : (start_bar + count - 1);
int _max_modes = Get<int>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_MAX_MODES));

for (int shift = start_bar; shift <= last_bar; ++shift) {
double value = GetEntry(shift).GetMin<T>(iparams.GetMaxModes());
double value = GetEntry(shift).GetMin<T>(_max_modes);
if (min == NULL || value < min) {
min = value;
}
Expand All @@ -529,10 +541,11 @@ class Indicator : public IndicatorData {
int num_values = 0;
double sum = 0;
int last_bar = count == WHOLE_ARRAY ? (int)(GetBarShift(GetLastBarTime())) : (start_bar + count - 1);
int _max_modes = Get<int>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_MAX_MODES));

for (int shift = start_bar; shift <= last_bar; ++shift) {
double value_min = GetEntry(shift).GetMin<T>(iparams.GetMaxModes());
double value_max = GetEntry(shift).GetMax<T>(iparams.GetMaxModes());
double value_min = GetEntry(shift).GetMin<T>(_max_modes);
double value_max = GetEntry(shift).GetMax<T>(_max_modes);

sum += value_min + value_max;
num_values += 2;
Expand All @@ -551,11 +564,12 @@ class Indicator : public IndicatorData {
int last_bar = count == WHOLE_ARRAY ? (int)(GetBarShift(GetLastBarTime())) : (start_bar + count - 1);
int num_bars = last_bar - start_bar + 1;
int index = 0;
int _max_modes = Get<int>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_MAX_MODES));

ArrayResize(array, num_bars);

for (int shift = start_bar; shift <= last_bar; ++shift) {
array[index++] = GetEntry(shift).GetAvg<T>(iparams.GetMaxModes());
array[index++] = GetEntry(shift).GetAvg<T>(_max_modes);
}

ArraySort(array);
Expand Down Expand Up @@ -606,8 +620,8 @@ class Indicator : public IndicatorData {

if (GetDataSourceRaw() != NULL) {
_result = GetDataSourceRaw();
} else if (iparams.GetDataSourceId() != -1) {
int _source_id = iparams.GetDataSourceId();
} else if (Get<int>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_SRC_ID)) != -1) {
int _source_id = Get<int>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_SRC_ID));

if (indicators.KeyExists(_source_id)) {
_result = indicators[_source_id].Ptr();
Expand All @@ -623,7 +637,7 @@ class Indicator : public IndicatorData {
_result = _source.Ptr();
}
}
} else if (iparams.GetDataSourceType() == IDATA_INDICATOR) {
} else if (Get<ENUM_IDATA_SOURCE_TYPE>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_IDSTYPE)) == IDATA_INDICATOR) {
// User sets data source's mode to On-Indicator, but not set data source via SetDataSource()!

// Requesting potential data source.
Expand All @@ -632,7 +646,7 @@ class Indicator : public IndicatorData {
if (_ds != NULL) {
// Initializing with new data source.
SetDataSource(_ds);
iparams.SetDataSourceType(IDATA_INDICATOR);
Set<ENUM_IDATA_SOURCE_TYPE>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_IDSTYPE), IDATA_INDICATOR);
}
}

Expand All @@ -650,11 +664,11 @@ class Indicator : public IndicatorData {
* Whether data source is selected.
*/
virtual bool HasDataSource(bool _try_initialize = false) {
if (iparams.GetDataSourceId() != -1) {
if (Get<int>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_SRC_ID)) != -1) {
return true;
}

if (iparams.GetDataSourceType() == IDATA_INDICATOR && GetDataSourceRaw() == NULL && _try_initialize) {
if (Get<ENUM_IDATA_SOURCE_TYPE>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_IDSTYPE)) == IDATA_INDICATOR && GetDataSourceRaw() == NULL && _try_initialize) {
SetDataSource(OnDataSourceRequest());
}

Expand All @@ -669,12 +683,12 @@ class Indicator : public IndicatorData {
/**
* Gets indicator's symbol.
*/
string GetSymbol() { return Get<string>(CHART_PARAM_SYMBOL); }
// string GetSymbol() { return Get<string>(CHART_PARAM_SYMBOL); }

/**
* Gets indicator's time-frame.
*/
ENUM_TIMEFRAMES GetTf() { return Get<ENUM_TIMEFRAMES>(CHART_PARAM_TF); }
// ENUM_TIMEFRAMES GetTf() { return Get<ENUM_TIMEFRAMES>(CHART_PARAM_TF); }

/**
* Gets indicator's signals.
Expand All @@ -690,7 +704,7 @@ class Indicator : public IndicatorData {
return _signals;
}
// Returns signals.
IndicatorSignal _signals(_data, iparams, cparams, _mode1, _mode2);
IndicatorSignal _signals(_data, idparams, cparams, _mode1, _mode2);
return _signals;
}

Expand All @@ -705,9 +719,10 @@ class Indicator : public IndicatorData {
* Get more descriptive name of the indicator.
*/
string GetDescriptiveName() {
int _max_modes = Get<int>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_MAX_MODES));
string name = iparams.name + " (";

switch (iparams.GetDataSourceType()) {
switch (Get<ENUM_IDATA_SOURCE_TYPE>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_IDSTYPE))) {
case IDATA_BUILTIN:
name += "built-in, ";
break;
Expand All @@ -719,7 +734,7 @@ class Indicator : public IndicatorData {
break;
}

name += IntegerToString(iparams.GetMaxModes()) + (iparams.GetMaxModes() == 1 ? " mode" : " modes");
name += IntegerToString(_max_modes) + (_max_modes == 1 ? " mode" : " modes");

return name + ")";
}
Expand Down Expand Up @@ -875,9 +890,10 @@ class Indicator : public IndicatorData {
Chart::OnTick();

if (iparams.is_draw) {
int _max_modes = Get<int>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_MAX_MODES));
// Print("Drawing ", GetName(), iparams.indi_data != NULL ? (" (over " + iparams.indi_data.GetName() + ")") : "");
for (int i = 0; i < (int)iparams.GetMaxModes(); ++i)
draw.DrawLineTo(GetName() + "_" + IntegerToString(i) + "_" + IntegerToString(iparams.GetDataSourceMode()),
for (int i = 0; i < _max_modes; ++i)
draw.DrawLineTo(GetName() + "_" + IntegerToString(i) + "_" + Get<string>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_SRC_MODE)),
GetBarTime(0), GetEntry(0)[i], iparams.draw_window);
}
}
Expand Down Expand Up @@ -909,7 +925,8 @@ class Indicator : public IndicatorData {
indi_src = _indi;
if (_indi != NULL) {
indi_src.Ptr().AddListener(THIS_PTR);
iparams.SetDataSource(-1, _input_mode);
Set<int>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_SRC_ID), -1);
Set<int>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_SRC_MODE), _input_mode);
indi_src.Ptr().OnBecomeDataSourceFor(THIS_PTR);
}
}
Expand Down Expand Up @@ -972,7 +989,7 @@ class Indicator : public IndicatorData {
* Get full name of the indicator (with "over ..." part).
*/
string GetFullName() override {
return GetName() + "[" + IntegerToString(iparams.GetMaxModes()) + "]" +
return GetName() + "[" + Get<string>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_MAX_MODES)) + "]" +
(HasDataSource() ? (" (over " + GetDataSource().GetFullName() + ")") : "");
}

Expand Down Expand Up @@ -1003,7 +1020,8 @@ class Indicator : public IndicatorData {
long _bar_time = GetBarTime(_ishift);
IndicatorDataEntry _entry = idata.GetByKey(_bar_time);
if (_bar_time > 0 && !_entry.IsValid() && !_entry.CheckFlag(INDI_ENTRY_FLAG_INSUFFICIENT_DATA)) {
_entry.Resize(iparams.GetMaxModes());
int _max_modes = Get<int>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_MAX_MODES));
_entry.Resize(_max_modes);
_entry.timestamp = GetBarTime(_ishift);
#ifndef __MQL4__
if (IndicatorBase::Get<bool>(STRUCT_ENUM(IndicatorState, INDICATOR_STATE_PROP_IS_CHANGED))) {
Expand All @@ -1012,8 +1030,8 @@ class Indicator : public IndicatorData {
IndicatorBase::Set<int>(STRUCT_ENUM(IndicatorState, INDICATOR_STATE_PROP_IS_CHANGED), false);
}
#endif
for (int _mode = 0; _mode < (int)iparams.GetMaxModes(); _mode++) {
switch (iparams.GetDataValueType()) {
for (int _mode = 0; _mode < _max_modes; _mode++) {
switch (Get<ENUM_DATATYPE>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_DTYPE))) {
case TYPE_BOOL:
case TYPE_CHAR:
case TYPE_INT:
Expand Down Expand Up @@ -1065,8 +1083,10 @@ class Indicator : public IndicatorData {
* This method is called on GetEntry() right after values are set.
*/
virtual void GetEntryAlter(IndicatorDataEntry& _entry, int _timestamp = -1) {
_entry.AddFlags(_entry.GetDataTypeFlags(iparams.GetDataValueType()));
ENUM_DATATYPE _dtype = Get<ENUM_DATATYPE>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_DTYPE));
_entry.AddFlags(_entry.GetDataTypeFlags(_dtype));
};

/**
* Returns the indicator's entry value for the given shift and mode.
*
Expand Down
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