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saherelm
2025-05-01 03:35:28 +03:30
parent a974da75e8
commit 905413aa8c
8 changed files with 1361 additions and 61 deletions
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XCAEA/Classes/xcaea.x-data.collector.class.mq5
+167
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@@ -0,0 +1,167 @@
///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Indicator
// -------------------------------------------------
// Name: XCXCAEADataCollector ...
// Description: Class for XCAEA Data Collector ...
//
//
// Maintainer:
// ------------
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
//
//////////////////////////////////////////////////////
//
// Global Properties ...
#property library
#property copyright "Copyright 2023, SaherElm IT Center"
#property link "https://saherelm.ir"
#property version "1.00"
#property description "SaherElm Class for XCAEA Data Collector"
#property strict
//
// Imports ...
#include "../../Classes/x-saherelm.base.class.mq5"
//
// Definitions ...
//
// Implementation ...
class XCXCAEADataCollector : public XCBase
{
//
// Public ...
public:
//
// Constructors ...
XCXCAEADataCollector()
{
}
//
// Deconstructor ...
~XCXCAEADataCollector()
{
}
//
// Properties ...
//
string Path()
{
return mPath;
}
//
void Path(string value)
{
//
// Normalizing Collector Path ...
if (IsValid(value))
{
mPath = value;
}
else
{
mPath = "XCXCAEADataCollector";
}
}
//
// Tools ...
//
string GetFilePath(string fileName)
{
//
string result = "";
//
result =
//
mPath + "\\" + fileName + ".x121.log"
//
;
//
return result;
}
//
int GetFileHandlerForWrite(string filePath)
{
//
int result = INVALID_HANDLE;
//
if (!IsValid(filePath))
{
return result;
}
//
result = FileOpen(
filePath,
FILE_READ | FILE_WRITE | FILE_TXT //
);
//
return result;
}
/**
* Save Specified Content into Specified File Name ...
*
* @param fileName: string, file name ...
* @param content: string, content ...
*
* @return ( bool )
*/
bool Save(
string fileName,
string content //
)
{
//
bool result = false;
//
result = IsValid(content);
if (!result)
{
return result;
}
//
//
int mHandler = GetFileHandlerForWrite(fileName);
result = mHandler != INVALID_HANDLE;
if (!result)
{
return result;
}
//
FileWrite(mHandler, content);
FileFlush(mHandler);
FileClose(mHandler);
//
return result;
}
//
// Protected ...
protected:
//
// Private ...
private:
//
// Props ...
//
string mPath; // Base Collector Path ...
};
XCAEA/Classes/xcaea.x-trade.manager.class.mq5
+336 -8
View File
@@ -24,6 +24,7 @@
#include "../../Classes/x-saherelm.x-alert.class.mq5"
#include "../../Classes/x-saherelm.x-poi.drawer.class.mq5"
#include "../../Classes/x-saherelm.x-trade.class.mq5"
#include "../Classes/xcaea.x-data.collector.class.mq5"
#include "../Libraries/xcaea.signaller.lib.mq5"
//
@@ -32,13 +33,25 @@
//
enum ENUM_XCAEA_TRADE_FINALIZATION
{
XCAEA_TRADE_FINAL_NONE,
XCAEA_TRADE_FINAL_TP,
XCAEA_TRADE_FINAL_SL,
XCAEA_TRADE_FINAL_CLOSE_IN_PROFIT,
XCAEA_TRADE_FINAL_CLOSE_IN_LOSE,
XCAEA_TRADE_FINAL_NONE, // None
XCAEA_TRADE_FINAL_TP, // TP
XCAEA_TRADE_FINAL_SL, // SL
XCAEA_TRADE_FINAL_CLOSE_IN_PROFIT, // Profit
XCAEA_TRADE_FINAL_CLOSE_IN_LOSE, // Lost
};
string ToString(ENUM_XCAEA_TRADE_FINALIZATION value)
{
//
string result = NULL;
//
result = EnumToString(value);
//
return result;
}
//
struct XCAEATrade
{
@@ -52,6 +65,11 @@ struct XCAEATrade
XCAEAStrategyConditions conditions;
ENUM_XCAEA_TRADE_FINALIZATION finalize;
//
datetime signaledAt;
datetime executedAt;
datetime finalizedAt;
//
// Constructor ...
XCAEATrade()
@@ -76,6 +94,11 @@ struct XCAEATrade
conditions.Clean();
finalize = XCAEA_TRADE_FINAL_NONE;
//
signaledAt = NULL;
executedAt = NULL;
finalizedAt = NULL;
//
ZeroMemory(this);
}
@@ -132,6 +155,142 @@ struct XCAEATrade
//
return result;
}
/**
* Generate Summary Info ...
*
* @return ( string )
*/
string Summary()
{
//
string result = NULL;
//
result =
//
ToString("Swap: ", swap) +
ToString("Profit: ", profit) +
ToString("Commission: ", commission) +
ToString("Finalize: ", ToString(finalize)) +
ToString("PositionID: ", positionID) +
ToString("----------------") + "\n" +
ToString("Signaled At: ", ToFormatString(signaledAt)) +
ToString("Executed At: ", ToFormatString(executedAt)) +
ToString("Finalized At: ", ToFormatString(finalizedAt))
//
;
//
return result;
}
/**
* Get Data Collection File Name ...
*
* @return ( string )
*/
string GetFileName()
{
//
string result = NULL;
//
bool hasSignal = HasSignal();
bool isExecuted = IsExecuted();
bool isFinalized = IsFinalized();
if (!hasSignal && !isExecuted && !isFinalized)
{
return result;
}
//
result =
//
signal.symbol + "\\" +
ToString(signal.type) + "\\" +
(profit >= 0 ? "Profit" : "Loss") + "\\" +
ToString(positionID) + "_" +
ToString(signal.period) + "_" +
ToFormatString(signaledAt)
//
;
//
return result;
}
/**
* Converts Model to String Representation ...
*
* @param onlySignals: Boolean, Specified Represent Only Signal or not ...
*
* @return ( string )
*/
string ToString(
bool includeSummary = true,
bool includeSignal = true,
bool includeConditions = true //
)
{
//
string result = NULL;
//
// Generating Model Summary ...
string summary = Summary();
//
// Generating Signal Summary ...
string signalSummary = signal.ToString();
//
// Generating Conditions Summary ...
string conditionsSummary = conditions
.conditions
.GenerateSummary(
true,
true,
true,
false // Ignore False Conditions ...
);
//
if (includeSummary)
{
//
result +=
ToString("----------------") + "\n" +
ToString("Summary: ") + "\n" +
ToString("----------------") + "\n" +
summary + "\n";
}
//
if (includeSignal)
{
//
result +=
ToString("----------------") + "\n" +
ToString("Signal: ") + "\n" +
ToString("----------------") + "\n" +
signalSummary + "\n";
}
//
if (includeConditions)
{
//
result +=
ToString("----------------") + "\n" +
ToString("Conditions: ") + "\n" +
ToString("----------------") + "\n" +
conditionsSummary + "\n";
}
//
return result;
}
};
//
@@ -146,24 +305,61 @@ class XCXCAEATradeManager : public XCBaseAlert
XCTrade *trader;
bool drawSignal;
XCPOIDrawer *drawer;
XCXCAEADataCollector *collector;
//
// Constructors ...
XCXCAEATradeManager(XCTrade *&_trader)
XCXCAEATradeManager(
XCTrade *&_trader,
string _path = NULL // Base Path
)
{
//
trader = _trader;
drawSignal = true;
drawer = new XCPOIDrawer();
//
SaveTrades(false);
//
// Normalizing Collector Path ...
if (!IsValid(_path))
{
_path = "X121XCAEATradeManager" + "\\" + trader.mAccount.GetCompany();
}
//
collector = new XCXCAEADataCollector();
collector.Path(_path);
}
//
// De Constructors ...
~XCXCAEATradeManager()
{
//
Clean(trades);
//
ZeroMemory(trader);
ZeroMemory(drawer);
ZeroMemory(collector);
}
//
// Properties ...
//
bool SaveTrades()
{
return mSaveTrades;
}
//
void SaveTrades(bool value)
{
mSaveTrades = value;
}
//
@@ -362,6 +558,17 @@ class XCXCAEATradeManager : public XCBaseAlert
//
double jTarget = targets[j];
//
// Check Target is Applied Before or Not ...
has =
!IsValidIndex(trades[idx].signal.appliedTargetIDX)
? true
: trades[idx].signal.appliedTargetIDX < j;
if (!has)
{
continue;
}
//
// Check Traget Validation ...
has =
@@ -403,6 +610,9 @@ class XCXCAEATradeManager : public XCBaseAlert
);
if (isModified)
{
//
trades[idx].signal.appliedTargetIDX = j;
//
string message = prefix +
ToString(iPosition.type) +
@@ -500,6 +710,8 @@ class XCXCAEATradeManager : public XCBaseAlert
iTrade.conditions = conditions;
iTrade.positionID = positionID;
iTrade.commission = commission;
iTrade.signaledAt = signal.time;
iTrade.executedAt = TimeCurrent();
//
AddRef(
@@ -535,7 +747,7 @@ class XCXCAEATradeManager : public XCBaseAlert
// Apply Required Data ...
trades[idx].swap = deal.swap;
trades[idx].profit = deal.profit;
trades[idx].commission = deal.commission;
trades[idx].finalizedAt = TimeCurrent();
trades[idx].finalize = XCAEA_TRADE_FINAL_TP;
//
@@ -543,6 +755,11 @@ class XCXCAEATradeManager : public XCBaseAlert
managedTPCount++;
//
// Save Trade ...
Save(trades[idx]);
//
RemoveTrade(idx);
}
/**
@@ -568,7 +785,7 @@ class XCXCAEATradeManager : public XCBaseAlert
// Apply Required Data ...
trades[idx].swap = deal.swap;
trades[idx].profit = deal.profit;
trades[idx].commission = deal.commission;
trades[idx].finalizedAt = TimeCurrent();
trades[idx].finalize = XCAEA_TRADE_FINAL_SL;
//
@@ -576,6 +793,11 @@ class XCXCAEATradeManager : public XCBaseAlert
managedSLCount++;
//
// Save Trade ...
Save(trades[idx]);
//
RemoveTrade(idx);
}
/**
@@ -604,6 +826,7 @@ class XCXCAEATradeManager : public XCBaseAlert
// Apply Required Data ...
trades[idx].swap = position.swap;
trades[idx].profit = position.profit;
trades[idx].finalizedAt = TimeCurrent();
trades[idx].commission = position.commission;
trades[idx].finalize = isInProfit
? XCAEA_TRADE_FINAL_CLOSE_IN_PROFIT
@@ -624,6 +847,11 @@ class XCXCAEATradeManager : public XCBaseAlert
}
//
// Save Trade ...
Save(trades[idx]);
//
RemoveTrade(idx);
}
//
@@ -752,18 +980,118 @@ class XCXCAEATradeManager : public XCBaseAlert
return result;
}
/**
* Remove a Trade From List ...
*
* @param index: int ...
*/
void RemoveTrade(int index)
{
//
bool has =
HasChild(trades) &&
IsValidIndex(index) &&
index < ArraySize(trades);
if (!has)
{
return;
}
//
ArrayRemove(
trades,
index,
1 //
);
}
//
// Protected ...
protected:
//
// Tools ...
//
string GetFilePath(XCAEATrade &trade)
{
//
string fileName = trade.GetFileName();
//
return GetFilePath(fileName);
}
//
string GetFilePath(string fileName)
{
//
string result = NULL;
//
string mPath = collector.Path();
//
result =
//
mPath + "\\" + "Trades" + "\\" + fileName + ".x121.log"
//
;
//
return result;
}
//
bool Save(
XCAEATrade &trade,
bool includeSummary = true,
bool includeSignal = true,
bool includeConditions = true //
)
{
//
bool result = false;
//
if (!mSaveTrades)
{
return result;
}
//
string filePath = GetFilePath(trade);
result = IsValid(filePath);
if (!result)
{
return result;
}
//
string content = trade.ToString(
includeSummary,
includeSignal,
includeConditions //
);
//
result = collector.Save(
filePath,
content //
);
//
return result;
}
//
// Private ...
private:
//
// Props ...
//
bool mSaveTrades;
//
int slCount;
int tpCount;