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434 lines (434 loc) · 19.5 KB
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//+------------------------------------------------------------------+
//| TimeSeries.mqh |
//| Copyright 2018, 321.com.tr |
//| 0ZTR/github.com |
//+------------------------------------------------------------------+
#include "Series.mqh"
//+------------------------------------------------------------------+
//| Class CPriceSeries. |
//| Purpose: Base class of price series. |
//| Derives from class CSeries. |
//+------------------------------------------------------------------+
class CPriceSeries : public CSeries
{
public:
CPriceSeries(void);
~CPriceSeries(void);
//--- method of creation
bool Create(const string symbol,const ENUM_TIMEFRAMES period);
//--- methods for searching extremum
virtual int MinIndex(const int start,const int count) const { return(0); }
virtual double MinValue(const int start,const int count,int &index) const;
virtual int MaxIndex(const int start,const int count) const { return(0); }
virtual double MaxValue(const int start,const int count,int &index) const;
//--- methods of access to data
virtual double GetData(const int index) const { return(0); }
//--- operator
double operator [](const int index) { return(GetData(index)); }
};
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CPriceSeries::CPriceSeries(void)
{
}
//+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
CPriceSeries::~CPriceSeries(void)
{
}
//+------------------------------------------------------------------+
//| Creation of price series |
//+------------------------------------------------------------------+
bool CPriceSeries::Create(const string symbol,const ENUM_TIMEFRAMES period)
{
SetSymbolPeriod(symbol,period);
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| Find minimum of specified buffer |
//+------------------------------------------------------------------+
double CPriceSeries::MinValue(const int start,const int count,int &index) const
{
index=MinIndex(start,count);
//---
return(GetData(index));
}
//+------------------------------------------------------------------+
//| Find maximum of specified buffer |
//+------------------------------------------------------------------+
double CPriceSeries::MaxValue(const int start,const int count,int &index) const
{
index=MaxIndex(start,count);
//---
return(GetData(index));
}
//+------------------------------------------------------------------+
//| Class CiOpen. |
//| Purpose: Class of open series. |
//| Derives from class CPriceSeries. |
//+------------------------------------------------------------------+
class CiOpen : public CPriceSeries
{
public:
CiOpen(void);
~CiOpen(void);
//--- methods for searching extremum
virtual int MinIndex(const int start,const int count) const;
virtual int MaxIndex(const int start,const int count) const;
//--- methods of access to data
virtual double GetData(const int index) const;
};
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CiOpen::CiOpen(void)
{
m_name="Open";
}
//+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
CiOpen::~CiOpen(void)
{
}
//+------------------------------------------------------------------+
//| Find minimum of specified buffer |
//+------------------------------------------------------------------+
int CiOpen::MinIndex(const int start,const int count) const
{
return(iLowest(m_symbol,m_period,MODE_OPEN,count,start));
}
//+------------------------------------------------------------------+
//| Find maximum of specified buffer |
//+------------------------------------------------------------------+
int CiOpen::MaxIndex(const int start,const int count) const
{
return(iHighest(m_symbol,m_period,MODE_OPEN,count,start));
}
//+------------------------------------------------------------------+
//| Method to access data |
//+------------------------------------------------------------------+
double CiOpen::GetData(const int index) const
{
return(iOpen(m_symbol,m_period,index));
}
//+------------------------------------------------------------------+
//| Class CiHigh. |
//| Purpose: Class of high series. |
//| Derives from class CPriceSeries. |
//+------------------------------------------------------------------+
class CiHigh : public CPriceSeries
{
public:
CiHigh(void);
~CiHigh(void);
//--- methods for searching extremum
virtual int MinIndex(const int start,const int count) const;
virtual int MaxIndex(const int start,const int count) const;
//--- methods of access to data
virtual double GetData(const int index) const;
};
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CiHigh::CiHigh(void)
{
m_name="High";
}
//+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
CiHigh::~CiHigh(void)
{
}
//+------------------------------------------------------------------+
//| Find minimum of specified buffer |
//+------------------------------------------------------------------+
int CiHigh::MinIndex(const int start,const int count) const
{
return(iLowest(m_symbol,m_period,MODE_HIGH,count,start));
}
//+------------------------------------------------------------------+
//| Find maximum of specified buffer |
//+------------------------------------------------------------------+
int CiHigh::MaxIndex(const int start,const int count) const
{
return(iHighest(m_symbol,m_period,MODE_HIGH,count,start));
}
//+------------------------------------------------------------------+
//| Method to access data |
//+------------------------------------------------------------------+
double CiHigh::GetData(const int index) const
{
return(iHigh(m_symbol,m_period,index));
}
//+------------------------------------------------------------------+
//| Class CiLow. |
//| Purpose: Class of low series. |
//| Derives from class CPriceSeries. |
//+------------------------------------------------------------------+
class CiLow : public CPriceSeries
{
public:
CiLow(void);
~CiLow(void);
//--- methods for searching extremum
virtual int MinIndex(const int start,const int count) const;
virtual int MaxIndex(const int start,const int count) const;
//--- methods of access to data
virtual double GetData(const int index) const;
};
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CiLow::CiLow(void)
{
m_name="Low";
}
//+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
CiLow::~CiLow(void)
{
}
//+------------------------------------------------------------------+
//| Find minimum of specified buffer |
//+------------------------------------------------------------------+
int CiLow::MinIndex(const int start,const int count) const
{
return(iLowest(m_symbol,m_period,MODE_LOW,count,start));
}
//+------------------------------------------------------------------+
//| Find maximum of specified buffer |
//+------------------------------------------------------------------+
int CiLow::MaxIndex(const int start,const int count) const
{
return(iHighest(m_symbol,m_period,MODE_LOW,count,start));
}
//+------------------------------------------------------------------+
//| Method to access data |
//+------------------------------------------------------------------+
double CiLow::GetData(const int index) const
{
return(iLow(m_symbol,m_period,index));
}
//+------------------------------------------------------------------+
//| Class CiClose. |
//| Purpose: Class of close series. |
//| Derives from class CPriceSeries. |
//+------------------------------------------------------------------+
class CiClose : public CPriceSeries
{
public:
CiClose(void);
~CiClose(void);
//--- methods for searching extremum
virtual int MinIndex(const int start,const int count) const;
virtual int MaxIndex(const int start,const int count) const;
//--- methods of access to data
virtual double GetData(const int index) const;
};
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CiClose::CiClose(void)
{
m_name="Close";
}
//+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
CiClose::~CiClose(void)
{
}
//+------------------------------------------------------------------+
//| Find minimum of specified buffer |
//+------------------------------------------------------------------+
int CiClose::MinIndex(const int start,const int count) const
{
return(iLowest(m_symbol,m_period,MODE_CLOSE,count,start));
}
//+------------------------------------------------------------------+
//| Find maximum of specified buffer |
//+------------------------------------------------------------------+
int CiClose::MaxIndex(const int start,const int count) const
{
return(iHighest(m_symbol,m_period,MODE_CLOSE,count,start));
}
//+------------------------------------------------------------------+
//| Method to access data |
//+------------------------------------------------------------------+
double CiClose::GetData(const int index) const
{
return(iClose(m_symbol,m_period,index));
}
//+------------------------------------------------------------------+
//| Class CiTime. |
//| Purpose: Class of time series. |
//| Derives from class CSeries. |
//+------------------------------------------------------------------+
class CiTime : public CSeries
{
public:
CiTime(void);
~CiTime(void);
//--- method of creation
bool Create(const string symbol,const ENUM_TIMEFRAMES period);
//--- methods for searching extremum
int MinIndex(const int start,const int count) const;
datetime MinValue(const int start,const int count,int &index) const;
int MaxIndex(const int start,const int count) const;
datetime MaxValue(const int start,const int count,int &index) const;
//--- methods of access to data
datetime GetData(const int index) const;
//--- operator
datetime operator [](const int index) { return(GetData(index)); }
};
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CiTime::CiTime(void)
{
m_name="Time";
}
//+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
CiTime::~CiTime(void)
{
}
//+------------------------------------------------------------------+
//| Creating of the time series |
//+------------------------------------------------------------------+
bool CiTime::Create(const string symbol,const ENUM_TIMEFRAMES period)
{
SetSymbolPeriod(symbol,period);
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| Find minimum of specified buffer |
//+------------------------------------------------------------------+
int CiTime::MinIndex(const int start,const int count) const
{
return(iLowest(m_symbol,m_period,MODE_TIME,count,start));
}
//+------------------------------------------------------------------+
//| Find minimum of specified buffer |
//+------------------------------------------------------------------+
datetime CiTime::MinValue(const int start,const int count,int &index) const
{
index=MinIndex(start,count);
//---
return(GetData(index));
}
//+------------------------------------------------------------------+
//| Find maximum of specified buffer |
//+------------------------------------------------------------------+
int CiTime::MaxIndex(const int start,const int count) const
{
return(iHighest(m_symbol,m_period,MODE_TIME,count,start));
}
//+------------------------------------------------------------------+
//| Find maximum of specified buffer |
//+------------------------------------------------------------------+
datetime CiTime::MaxValue(const int start,const int count,int &index) const
{
index=MaxIndex(start,count);
//---
return(GetData(index));
}
//+------------------------------------------------------------------+
//| Method to access data |
//+------------------------------------------------------------------+
datetime CiTime::GetData(const int index) const
{
return(iTime(m_symbol,m_period,index));
}
//+------------------------------------------------------------------+
//| Class CiVolume. |
//| Purpose: Class of volume series. |
//| Derives from class CSeries. |
//+------------------------------------------------------------------+
class CiVolume : public CSeries
{
public:
CiVolume(void);
~CiVolume(void);
//--- method of creation
bool Create(const string symbol,const ENUM_TIMEFRAMES period);
//--- methods for searching extremum
int MinIndex(const int start,const int count) const;
long MinValue(const int start,const int count,int &index) const;
int MaxIndex(const int start,const int count) const;
long MaxValue(const int start,const int count,int &index) const;
//--- methods of access to data
long GetData(const int index) const;
//--- operator
long operator [](const int index) { return(GetData(index)); }
};
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CiVolume::CiVolume(void)
{
m_name="Volume";
}
//+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
CiVolume::~CiVolume(void)
{
}
//+------------------------------------------------------------------+
//| Creation of the tick volume series |
//+------------------------------------------------------------------+
bool CiVolume::Create(const string symbol,const ENUM_TIMEFRAMES period)
{
SetSymbolPeriod(symbol,period);
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| Find minimum of specified buffer |
//+------------------------------------------------------------------+
int CiVolume::MinIndex(const int start,const int count) const
{
return(iLowest(m_symbol,m_period,MODE_VOLUME,count,start));
}
//+------------------------------------------------------------------+
//| Find minimum of specified buffer |
//+------------------------------------------------------------------+
long CiVolume::MinValue(const int start,const int count,int &index) const
{
index=MinIndex(start,count);
//---
return(GetData(index));
}
//+------------------------------------------------------------------+
//| Find maximum of specified buffer |
//+------------------------------------------------------------------+
int CiVolume::MaxIndex(const int start,const int count) const
{
return(iHighest(m_symbol,m_period,MODE_VOLUME,count,start));
}
//+------------------------------------------------------------------+
//| Find maximum of specified buffer |
//+------------------------------------------------------------------+
long CiVolume::MaxValue(const int start,const int count,int &index) const
{
index=MaxIndex(start,count);
//---
return(GetData(index));
}
//+------------------------------------------------------------------+
//| Method to access data |
//+------------------------------------------------------------------+
long CiVolume::GetData(const int index) const
{
return((long)iVolume(m_symbol,m_period,index));
}
//+------------------------------------------------------------------+