-
-
Notifications
You must be signed in to change notification settings - Fork 100
/
Chart.struct.tf.h
356 lines (328 loc) · 9.62 KB
/
Chart.struct.tf.h
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
//+------------------------------------------------------------------+
//| EA31337 framework |
//| Copyright 2016-2023, EA31337 Ltd |
//| https://github.com/EA31337 |
//+------------------------------------------------------------------+
/*
* 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
* Includes Chart's timeframe structs.
*/
#ifndef __MQL__
// Allows the preprocessor to include a header file when it is needed.
#pragma once
#endif
// Includes.
#include "Chart.enum.h"
#include "Serializer.mqh"
#include "Terminal.define.h"
/* Defines struct for chart timeframe. */
struct ChartTf {
protected:
ENUM_TIMEFRAMES tf;
ENUM_TIMEFRAMES_INDEX tfi;
public:
// Constructors.
ChartTf(ENUM_TIMEFRAMES _tf = PERIOD_CURRENT) : tf(_tf), tfi(ChartTf::TfToIndex(_tf)){};
ChartTf(ENUM_TIMEFRAMES_INDEX _tfi) : tfi(_tfi), tf(ChartTf::IndexToTf(_tfi)){};
ChartTf(const ChartTf& _ctf) : tf(_ctf.tf), tfi(_ctf.tfi){};
// Struct operators.
void operator=(ENUM_TIMEFRAMES _tf) { SetTf(_tf); }
void operator=(ENUM_TIMEFRAMES_INDEX _tfi) { SetIndex(_tfi); }
/* Getters */
/**
* Returns timeframe's period in number of hours.
*/
double GetInHours() const { return ChartTf::TfToHours(tf); }
/**
* Returns timeframe's period in number of minutes.
*/
double GetInMinutes() const { return ChartTf::TfToMinutes(tf); }
/**
* Returns timeframe's period in number of seconds.
*/
unsigned int GetInSeconds() const { return ChartTf::TfToSeconds(tf); }
/**
* Returns chart's timeframe index.
*
* @return ENUM_TIMEFRAMES_INDEX
* Returns enum representing chart's timeframe index.
*/
ENUM_TIMEFRAMES_INDEX GetIndex() const { return tfi; }
/**
* Returns chart's timeframe value.
*
* @return ENUM_TIMEFRAMES
* Returns enum representing chart's timeframe value.
*/
ENUM_TIMEFRAMES GetTf() const { return tf; }
/**
* Returns chart's textual represention.
*
* @return string
* Returns string represention.
*/
string GetString() const { return TfToString(tf); }
/* Setters */
/**
* Sets chart's timeframe.
*
* @param _tf
* Timeframe enum.
*/
void SetTf(ENUM_TIMEFRAMES _tf) {
tf = _tf;
tfi = ChartTf::TfToIndex(_tf);
}
/**
* Sets chart's timeframe.
*
* @param _tf
* Timeframe enum.
*/
void SetIndex(ENUM_TIMEFRAMES_INDEX _tfi) {
tf = ChartTf::IndexToTf(_tfi);
tfi = _tfi;
}
/* Static methods */
/**
* Converts number of seconds per bar to chart's timeframe.
*
* @param _secs
* Number of seconds per one bar chart (OHLC).
*
* @return ENUM_TIMEFRAMES
* Returns enum representing chart's timeframe value.
*/
static ENUM_TIMEFRAMES SecsToTf(unsigned int _secs = 0) {
switch (_secs) {
case 0:
return PERIOD_CURRENT;
case 60:
return PERIOD_M1; // 1 minute.
case 60 * 2:
return PERIOD_M2; // 2 minutes (non-standard).
case 60 * 3:
return PERIOD_M3; // 3 minutes (non-standard).
case 60 * 4:
return PERIOD_M4; // 4 minutes (non-standard).
case 60 * 5:
return PERIOD_M5; // 5 minutes.
case 60 * 6:
return PERIOD_M6; // 6 minutes (non-standard).
case 60 * 10:
return PERIOD_M10; // 10 minutes (non-standard).
case 60 * 12:
return PERIOD_M12; // 12 minutes (non-standard).
case 60 * 15:
return PERIOD_M15; // 15 minutes.
case 60 * 20:
return PERIOD_M20; // 20 minutes (non-standard).
case 60 * 30:
return PERIOD_M30; // 30 minutes.
case 60 * 60:
return PERIOD_H1; // 1 hour.
case 60 * 60 * 2:
return PERIOD_H2; // 2 hours (non-standard).
case 60 * 60 * 3:
return PERIOD_H3; // 3 hours (non-standard).
case 60 * 60 * 4:
return PERIOD_H4; // 4 hours.
case 60 * 60 * 6:
return PERIOD_H6; // 6 hours (non-standard).
case 60 * 60 * 8:
return PERIOD_H8; // 8 hours (non-standard).
case 60 * 60 * 12:
return PERIOD_H12; // 12 hours (non-standard).
case 60 * 60 * 24:
return PERIOD_D1; // Daily.
case 60 * 60 * 24 * 7:
return PERIOD_W1; // Weekly.
default:
break;
}
if (_secs >= 60 * 60 * 24 * 28 && _secs <= 60 * 60 * 24 * 31) {
return PERIOD_MN1; // Monthly range.
}
SetUserError(ERR_INVALID_PARAMETER);
return PERIOD_CURRENT;
}
/**
* Convert period to proper chart timeframe value.
*
* @param
* _tf ENUM_TIMEFRAMES_INDEX Specify timeframe index enum.
*/
static ENUM_TIMEFRAMES const IndexToTf(ENUM_TIMEFRAMES_INDEX index) {
// @todo: Convert it into a loop and using tf constant, see: TfToIndex().
switch (index) {
case M1:
return PERIOD_M1; // 1 minute.
case M2:
return PERIOD_M2; // 2 minutes (non-standard).
case M3:
return PERIOD_M3; // 3 minutes (non-standard).
case M4:
return PERIOD_M4; // 4 minutes (non-standard).
case M5:
return PERIOD_M5; // 5 minutes.
case M6:
return PERIOD_M6; // 6 minutes (non-standard).
case M10:
return PERIOD_M10; // 10 minutes (non-standard).
case M12:
return PERIOD_M12; // 12 minutes (non-standard).
case M15:
return PERIOD_M15; // 15 minutes.
case M20:
return PERIOD_M20; // 20 minutes (non-standard).
case M30:
return PERIOD_M30; // 30 minutes.
case H1:
return PERIOD_H1; // 1 hour.
case H2:
return PERIOD_H2; // 2 hours (non-standard).
case H3:
return PERIOD_H3; // 3 hours (non-standard).
case H4:
return PERIOD_H4; // 4 hours.
case H6:
return PERIOD_H6; // 6 hours (non-standard).
case H8:
return PERIOD_H8; // 8 hours (non-standard).
case H12:
return PERIOD_H12; // 12 hours (non-standard).
case D1:
return PERIOD_D1; // Daily.
case W1:
return PERIOD_W1; // Weekly.
case MN1:
return PERIOD_MN1; // Monthly.
default:
return (ENUM_TIMEFRAMES)-1;
}
}
/**
* Convert timeframe period to hours.
*
* @param
* _tf ENUM_TIMEFRAMES Specify timeframe enum.
*/
static double TfToHours(const ENUM_TIMEFRAMES _tf) { return ChartTf::TfToSeconds(_tf) / (60 * 60); }
/**
* Convert timeframe constant to index value.
*
* @param
* _tf ENUM_TIMEFRAMES Specify timeframe enum.
*/
static ENUM_TIMEFRAMES_INDEX TfToIndex(ENUM_TIMEFRAMES _tf) {
_tf = (_tf == 0 || _tf == PERIOD_CURRENT) ? (ENUM_TIMEFRAMES)_Period : _tf;
for (int i = 0; i < ArraySize(TIMEFRAMES_LIST); i++) {
if (TIMEFRAMES_LIST[i] == _tf) {
return (ENUM_TIMEFRAMES_INDEX)i;
}
}
return FINAL_ENUM_TIMEFRAMES_INDEX;
}
/**
* Convert timeframe period to minutes.
*
* @param
* _tf ENUM_TIMEFRAMES Specify timeframe enum.
*/
static double TfToMinutes(const ENUM_TIMEFRAMES _tf) { return ChartTf::TfToSeconds(_tf) / 60; }
/**
* Convert timeframe period to seconds.
*
* @param
* _tf ENUM_TIMEFRAMES Specify timeframe enum.
*/
static unsigned int TfToSeconds(const ENUM_TIMEFRAMES _tf) { return ::PeriodSeconds(_tf); }
/**
* Returns text representation of the timeframe constant.
*
* @param
* _tf ENUM_TIMEFRAMES Specify timeframe enum.
*
* @return
* Returns string representation of the timeframe.
*/
static string TfToString(const ENUM_TIMEFRAMES _tf) {
switch (_tf) {
case PERIOD_CURRENT:
return "Current";
case PERIOD_M1:
return "M1";
case PERIOD_M2:
return "M2";
case PERIOD_M3:
return "M3";
case PERIOD_M4:
return "M4";
case PERIOD_M5:
return "M5";
case PERIOD_M6:
return "M6";
case PERIOD_M10:
return "M10";
case PERIOD_M12:
return "M12";
case PERIOD_M15:
return "M15";
case PERIOD_M20:
return "M20";
case PERIOD_M30:
return "M30";
case PERIOD_H1:
return "H1";
case PERIOD_H2:
return "H2";
case PERIOD_H3:
return "H3";
case PERIOD_H4:
return "H4";
case PERIOD_H6:
return "H6";
case PERIOD_H8:
return "H8";
case PERIOD_H12:
return "H12";
case PERIOD_D1:
return "D1";
case PERIOD_W1:
return "W1";
case PERIOD_MN1:
return "MN1";
default:
break;
}
SetUserError(ERR_INVALID_PARAMETER);
return "Unknown";
}
/**
* Returns text representation of the timeframe index.
*/
static string IndexToString(const ENUM_TIMEFRAMES_INDEX _tfi) { return TfToString(IndexToTf(_tfi)); }
// Serializers.
SerializerNodeType Serialize(Serializer& s);
};
/* Method to serialize ChartTf structure. */
SerializerNodeType ChartTf::Serialize(Serializer& s) {
s.PassEnum(THIS_REF, "tf", tf);
s.PassEnum(THIS_REF, "tfi", tfi);
return SerializerNodeObject;
}