nazgul
9e8ce6a0ee
Same code as the luvinga repo's Include/core (commit "Refactor core/ ..."). - common.mqh (new): as-series contract, CRing<T> - session.mqh: now implemented (was declarations only); force-added because Experts/core is listed in .gitignore - candlesticks/swings/marketWatchFilter: no more input variables in headers; use configure() / constructor arguments - orderflow, fvg, equilibrium: multi-symbol safe, bug fixes Breaking: bots that relied on inpWatchTimeframe from marketWatchFilter.mqh (preReleasedBots/ttrades.mq5) must now declare that input themselves. signalLab.mqh is untouched by this commit. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
112 lines
4 KiB
MQL5
112 lines
4 KiB
MQL5
#ifndef CORE_SESSION_MQH
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#define CORE_SESSION_MQH
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//+------------------------------------------------------------------+
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//| session.mqh - time before price: daily trading windows |
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//| |
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//| A window is a daily span in minutes since midnight SERVER time |
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//| (use HM(9, 30) for 09:30). start > end wraps past midnight, so |
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//| HM(22, 0) .. HM(6, 0) is a valid Asian-style window. The start |
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//| minute is inclusive and the end minute exclusive. |
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//| |
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//| Ids returned by defineWindow() stay valid for the object's life; |
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//| removeWindow() retires an id but never hands it out again. |
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//+------------------------------------------------------------------+
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#include "common.mqh"
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#define SESSION_ALL_DAYS 0x7F // bit n = weekday n, 0 = Sunday .. 6 = Saturday
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class CSession
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{
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private:
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struct SWindow
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{
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int startMinute;
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int endMinute;
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int dayMask;
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bool live;
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};
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SWindow m_windows[];
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bool covers(const SWindow &w, const datetime t) const;
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public:
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static int HM(const int hour, const int minute = 0) { return hour * 60 + minute; }
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//--- true and sessionIndex set on success; false on an invalid window
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bool defineWindow(const int startMinute, const int endMinute, int &sessionIndex,
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const int dayMask = SESSION_ALL_DAYS);
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void removeWindow(const int sessionIndex);
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//--- t = 0 means TimeCurrent(). Pass a bar's time when replaying history.
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bool isSessionActive(const int sessionIndex, const datetime t = 0) const;
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bool isThisTimeASession(const datetime t = 0) const { return whichSession(t) >= 0; }
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//--- id of the first live window that covers t, or -1
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int whichSession(const datetime t = 0) const;
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int windowCount() const;
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};
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//+------------------------------------------------------------------+
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bool CSession::defineWindow(const int startMinute, const int endMinute, int &sessionIndex, const int dayMask)
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{
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if(startMinute < 0 || startMinute >= 1440 || endMinute < 0 || endMinute > 1440
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|| startMinute == endMinute || (dayMask & SESSION_ALL_DAYS) == 0)
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return false;
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const int n = ArraySize(m_windows);
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if(ArrayResize(m_windows, n + 1) != n + 1)
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return false;
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m_windows[n].startMinute = startMinute;
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m_windows[n].endMinute = endMinute;
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m_windows[n].dayMask = dayMask & SESSION_ALL_DAYS;
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m_windows[n].live = true;
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sessionIndex = n;
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return true;
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}
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void CSession::removeWindow(const int sessionIndex)
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{
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if(sessionIndex >= 0 && sessionIndex < ArraySize(m_windows))
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m_windows[sessionIndex].live = false;
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}
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bool CSession::covers(const SWindow &w, const datetime t) const
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{
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MqlDateTime dt;
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TimeToStruct(t, dt);
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if((w.dayMask & (1 << dt.day_of_week)) == 0)
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return false;
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const int minute = dt.hour * 60 + dt.min;
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if(w.startMinute < w.endMinute)
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return minute >= w.startMinute && minute < w.endMinute;
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return minute >= w.startMinute || minute < w.endMinute; // wraps midnight
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}
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bool CSession::isSessionActive(const int sessionIndex, const datetime t) const
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{
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if(sessionIndex < 0 || sessionIndex >= ArraySize(m_windows) || !m_windows[sessionIndex].live)
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return false;
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return covers(m_windows[sessionIndex], t == 0 ? TimeCurrent() : t);
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}
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int CSession::whichSession(const datetime t) const
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{
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const datetime when = (t == 0) ? TimeCurrent() : t;
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for(int i = 0; i < ArraySize(m_windows); i++)
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{
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if(m_windows[i].live && covers(m_windows[i], when))
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return i;
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}
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return -1;
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}
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int CSession::windowCount() const
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{
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int n = 0;
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for(int i = 0; i < ArraySize(m_windows); i++)
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if(m_windows[i].live)
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n++;
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return n;
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}
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#endif // CORE_SESSION_MQH
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