Adds BacktestEa and BacktestStrategy initial classes

.github/workflows/test-platform-backtest.yml

@@ -38,6 +38,8 @@ jobs:
       matrix:
         test:
           - Backtest.test
+          - BacktestEa.test
+          - BacktestStrategy.test
         version: [5]
       max-parallel: 4
     steps:

Platform/Backtest/Backtest.h

@@ -22,7 +22,7 @@
 
 /**
  * @file
- * Implements Backtest class for internally backtesting strategies.
+ * Implements Backtest class for internally backtesting.
  */
 
 #ifndef __MQL__
@@ -36,7 +36,6 @@
 class Backtest {
  protected:
   // Class variables.
-  EA *ea;
 
   /**
    * Init code (called on constructor).
@@ -53,10 +52,4 @@ class Backtest {
       Init();
    }
 
-  /**
-   * Class constructor.
-   */
-   Backtest(EAParams &_eparam) : ea(new EA(_eparam)) {
-      Init();
-   }
 };

Platform/Backtest/BacktestEa.h

@@ -0,0 +1,63 @@
+//+------------------------------------------------------------------+
+//|                                                EA31337 framework |
+//|                                 Copyright 2016-2024, EA31337 Ltd |
+//|                                        https://ea31337.github.io |
+//+------------------------------------------------------------------+
+
+/*
+ * This file is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * This program is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with this program.  If not, see <http://www.gnu.org/licenses/>.
+ *
+ */
+
+/**
+ * @file
+ * Implements BacktestEa class for internally backtesting EA.
+ */
+
+#ifndef __MQL__
+// Allows the preprocessor to include a header file when it is needed.
+#pragma once
+#endif
+
+// Includes.
+#include "Backtest.h"
+#include "../../EA.mqh"
+
+class BacktestEa : public Backtest {
+ protected:
+  // Class variables.
+  EA *ea;
+
+  /**
+   * Init code (called on constructor).
+   */
+  void Init() {
+    // ...
+  }
+
+ public:
+  /**
+   * Class constructor.
+   */
+   BacktestEa() {
+      Init();
+   }
+
+  /**
+   * Class constructor.
+   */
+   BacktestEa(EAParams &_eparam) : ea(new EA(_eparam)) {
+      Init();
+   }
+};

Platform/Backtest/BacktestStrategy.h

@@ -0,0 +1,63 @@
+//+------------------------------------------------------------------+
+//|                                                EA31337 framework |
+//|                                 Copyright 2016-2024, EA31337 Ltd |
+//|                                        https://ea31337.github.io |
+//+------------------------------------------------------------------+
+
+/*
+ * This file is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * This program is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with this program.  If not, see <http://www.gnu.org/licenses/>.
+ *
+ */
+
+/**
+ * @file
+ * Implements BacktestStrategy class for internally backtesting strategy.
+ */
+
+#ifndef __MQL__
+// Allows the preprocessor to include a header file when it is needed.
+#pragma once
+#endif
+
+// Includes.
+#include "Backtest.h"
+#include "../../Strategy.mqh"
+
+class BacktestStrategy : public Backtest {
+ protected:
+  // Class variables.
+  Strategy *strat;
+
+  /**
+   * Init code (called on constructor).
+   */
+  void Init() {
+    // ...
+  }
+
+ public:
+  /**
+   * Class constructor.
+   */
+   BacktestStrategy() {
+      Init();
+   }
+
+  /**
+   * Class constructor.
+   */
+   BacktestStrategy(Strategy *_strat) : strat(_strat) {
+      Init();
+   }
+};

Platform/Backtest/tests/BacktestEa.test.cpp

@@ -0,0 +1,34 @@
+//+------------------------------------------------------------------+
+//|                                                EA31337 framework |
+//|                                 Copyright 2016-2024, EA31337 Ltd |
+//|                                        https://ea31337.github.io |
+//+------------------------------------------------------------------+
+
+/*
+ *  This file is free software: you can redistribute it and/or modify
+ *  it under the terms of the GNU General Public License as published by
+ *  the Free Software Foundation, either version 3 of the License, or
+ *  (at your option) any later version.
+ *
+ *  This program is distributed in the hope that it will be useful,
+ *  but WITHOUT ANY WARRANTY; without even the implied warranty of
+ *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ *  GNU General Public License for more details.
+ *
+ *  You should have received a copy of the GNU General Public License
+ *  along with this program.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+/**
+ * @file
+ * Test C++ compilation of Backtest class.
+ */
+
+// Includes.
+#include "../Backtest.h"
+
+int main(int argc, char **argv) {
+  // @todo
+
+  return 0;
+}

Platform/Backtest/tests/BacktestEa.test.mq4

@@ -0,0 +1,28 @@
+//+------------------------------------------------------------------+
+//|                                                EA31337 framework |
+//|                                 Copyright 2016-2024, EA31337 Ltd |
+//|                                        https://ea31337.github.io |
+//+------------------------------------------------------------------+
+
+/*
+ *  This file is free software: you can redistribute it and/or modify
+ *  it under the terms of the GNU General Public License as published by
+ *  the Free Software Foundation, either version 3 of the License, or
+ *  (at your option) any later version.
+ *
+ *  This program is distributed in the hope that it will be useful,
+ *  but WITHOUT ANY WARRANTY; without even the implied warranty of
+ *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ *  GNU General Public License for more details.
+ *
+ *  You should have received a copy of the GNU General Public License
+ *  along with this program.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+/**
+ * @file
+ * Test functionality of BacktestEa class.
+ */
+
+// Includes.
+#include "BacktestEa.test.mq5"

Platform/Backtest/tests/BacktestEa.test.mq5

@@ -0,0 +1,50 @@
+//+------------------------------------------------------------------+
+//|                                                EA31337 framework |
+//|                                 Copyright 2016-2024, EA31337 Ltd |
+//|                                        https://ea31337.github.io |
+//+------------------------------------------------------------------+
+
+/*
+ *  This file is free software: you can redistribute it and/or modify
+ *  it under the terms of the GNU General Public License as published by
+ *  the Free Software Foundation, either version 3 of the License, or
+ *  (at your option) any later version.
+ *
+ *  This program is distributed in the hope that it will be useful,
+ *  but WITHOUT ANY WARRANTY; without even the implied warranty of
+ *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ *  GNU General Public License for more details.
+ *
+ *  You should have received a copy of the GNU General Public License
+ *  along with this program.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+/**
+ * @file
+ * Test functionality of BacktestEa class.
+ */
+
+// Includes.
+#include "../../../Test.mqh"
+#include "../BacktestEa.h"
+
+// Test BacktestEa.
+bool TestBacktestEa01() {
+  bool _result = true;
+  // @todo
+  return _result;
+}
+
+/**
+ * Implements OnInit().
+ */
+int OnInit() {
+  bool _result = true;
+  assertTrueOrFail(TestBacktestEa01(), "Fail!");
+  return _result && GetLastError() == 0 ? INIT_SUCCEEDED : INIT_FAILED;
+}
+
+/**
+ * Implements Tick event handler.
+ */
+void OnTick() {}

Platform/Backtest/tests/BacktestStrategy.test.cpp

@@ -0,0 +1,34 @@
+//+------------------------------------------------------------------+
+//|                                                EA31337 framework |
+//|                                 Copyright 2016-2024, EA31337 Ltd |
+//|                                        https://ea31337.github.io |
+//+------------------------------------------------------------------+
+
+/*
+ *  This file is free software: you can redistribute it and/or modify
+ *  it under the terms of the GNU General Public License as published by
+ *  the Free Software Foundation, either version 3 of the License, or
+ *  (at your option) any later version.
+ *
+ *  This program is distributed in the hope that it will be useful,
+ *  but WITHOUT ANY WARRANTY; without even the implied warranty of
+ *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ *  GNU General Public License for more details.
+ *
+ *  You should have received a copy of the GNU General Public License
+ *  along with this program.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+/**
+ * @file
+ * Test C++ compilation of Backtest class.
+ */
+
+// Includes.
+#include "../Backtest.h"
+
+int main(int argc, char **argv) {
+  // @todo
+
+  return 0;
+}

Platform/Backtest/tests/BacktestStrategy.test.mq4

@@ -0,0 +1,28 @@
+//+------------------------------------------------------------------+
+//|                                                EA31337 framework |
+//|                                 Copyright 2016-2024, EA31337 Ltd |
+//|                                        https://ea31337.github.io |
+//+------------------------------------------------------------------+
+
+/*
+ *  This file is free software: you can redistribute it and/or modify
+ *  it under the terms of the GNU General Public License as published by
+ *  the Free Software Foundation, either version 3 of the License, or
+ *  (at your option) any later version.
+ *
+ *  This program is distributed in the hope that it will be useful,
+ *  but WITHOUT ANY WARRANTY; without even the implied warranty of
+ *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ *  GNU General Public License for more details.
+ *
+ *  You should have received a copy of the GNU General Public License
+ *  along with this program.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+/**
+ * @file
+ * Test functionality of BacktestStrategy class.
+ */
+
+// Includes.
+#include "BacktestStrategy.test.mq5"

Platform/Backtest/tests/BacktestStrategy.test.mq5

@@ -0,0 +1,50 @@
+//+------------------------------------------------------------------+
+//|                                                EA31337 framework |
+//|                                 Copyright 2016-2024, EA31337 Ltd |
+//|                                        https://ea31337.github.io |
+//+------------------------------------------------------------------+
+
+/*
+ *  This file is free software: you can redistribute it and/or modify
+ *  it under the terms of the GNU General Public License as published by
+ *  the Free Software Foundation, either version 3 of the License, or
+ *  (at your option) any later version.
+ *
+ *  This program is distributed in the hope that it will be useful,
+ *  but WITHOUT ANY WARRANTY; without even the implied warranty of
+ *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ *  GNU General Public License for more details.
+ *
+ *  You should have received a copy of the GNU General Public License
+ *  along with this program.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+/**
+ * @file
+ * Test functionality of BacktestStrategy class.
+ */
+
+// Includes.
+#include "../../../Test.mqh"
+#include "../BacktestStrategy.h"
+
+// Test BacktestStrategy.
+bool TestBacktestStrategy01() {
+  bool _result = true;
+  // @todo
+  return _result;
+}
+
+/**
+ * Implements OnInit().
+ */
+int OnInit() {
+  bool _result = true;
+  assertTrueOrFail(TestBacktestStrategy01(), "Fail!");
+  return _result && GetLastError() == 0 ? INIT_SUCCEEDED : INIT_FAILED;
+}
+
+/**
+ * Implements Tick event handler.
+ */
+void OnTick() {}