forked from LengKundee/MQL5-Google-Onedrive
Implemented caching and syscall reduction in scripts/load_vault.py. - Added @functools.lru_cache(maxsize=1) to load_vault() to prevent redundant I/O. - Switched to EAFP pattern for file opening to save one system call. - Observed ~50x performance improvement in double-call benchmarks.
44 lines
6.6 KiB
Markdown
44 lines
6.6 KiB
Markdown
# Bolt's Journal ⚡
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This journal is for CRITICAL, non-routine performance learnings ONLY.
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- Codebase-specific bottlenecks
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- Failed optimizations (and why)
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- Surprising performance patterns
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- Rejected changes with valuable lessons
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## 2024-07-25 - MQL5 Native Functions vs. Scripted Loops
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**Learning:** My assumption that a manual MQL5 loop over a pre-cached array would be faster than built-in functions like `iHighest()` and `iLowest()` was incorrect. The code review pointed out that MQL5's native, built-in functions are implemented in highly optimized C++ and are significantly faster than loops executed in the MQL5 scripting layer. The original comment stating this was correct.
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**Action:** Always prefer using MQL5's built-in, native functions for calculations like finding highs/lows over manual loops, even if the data is already in a local array. The performance gain from the native implementation outweighs the overhead of the function call.
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## 2024-07-26 - Native ArrayMaximum/ArrayMinimum Efficiency
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**Learning:** Confirmed that native `ArrayMaximum()` and `ArrayMinimum()` are the preferred way to find extreme values in price arrays. Also, when using these functions, it's important to check if they return `-1` to avoid invalid array access, especially if the `count` or `start` parameters might be dynamic.
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**Action:** When replacing manual loops with native array functions, always include a check for the `-1` return value to ensure robustness while gaining performance.
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## 2026-01-19 - Native Object Cleanup in MQL5
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**Learning:** While iterating through chart objects manually is flexible, it becomes a major bottleneck if the chart has thousands of objects. For simple prefix-based cleanup (often used in indicators), the native `ObjectsDeleteAll(0, prefix)` is significantly more efficient than a scripted loop calling `ObjectName()` and `StringFind()` for every object on the chart.
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**Action:** Use `ObjectsDeleteAll()` for bulk object removal by prefix whenever the "keep N latest" logic is not strictly required or can be safely bypassed for performance.
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## 2026-01-20 - Robust New Bar Check in MQL5 OnCalculate
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**Learning:** An early exit in `OnCalculate` based on bar time MUST check `prev_calculated > 0`. If `prev_calculated == 0`, the terminal is requesting a full recalculation (e.g., after a history sync or data gap fill), and exiting early would result in stale data. Also, using `iTime()` is more robust than indexing into the `time[]` array if the array's series state is unknown.
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**Action:** Always wrap "new bar" early exits in indicators with `if(prev_calculated > 0 && ...)` and prefer `iTime()` for the current bar's timestamp.
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## 2026-01-20 - MQL5 OnTick Execution Flow Optimization
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**Learning:** Significant performance gains in MQL5 EAs can be achieved by carefully ordering the logic in `OnTick`. Moving the `PositionSelect` check before `CopyRates` and `CopyBuffer` avoids expensive data operations when a trade is already active. Additionally, reducing the requested bar count in data fetching functions to the absolute minimum (e.g., 2 instead of 3) and using `SymbolInfoTick` for atomic, lazy price retrieval further reduces overhead.
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**Action:** Always place 'gatekeeper' checks (new bar, position existence, terminal trading allowed) at the top of `OnTick` and minimize the data payload for indicator and price fetching to only what is strictly necessary for the current bar's logic.
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## 2026-02-04 - Single-Path Lot Normalization and Margin Clamping
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**Learning:** Redundant calculations in `CalculateLots()` can be eliminated by applying margin constraints to the raw lot size before any rounding or volume limit checks. This ensures that `MathFloor`, `MathMax`, `MathMin`, and `NormalizeDouble` are executed exactly once. Additionally, pre-calculating the inverse of `SYMBOL_MARGIN_INITIAL` in `OnInit` allows replacing an expensive division with a fast multiplication in the margin clamping path.
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**Action:** Always refactor lot calculation functions to follow a "raw-calculate -> clamp-by-margin -> normalize-and-limit" flow, using cached inverse constants for any divisions by fixed symbol properties.
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## 2026-02-05 - Optimization of EA Execution Flow and Log Throttling
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**Learning:** Major performance gains in high-frequency trading EAs can be achieved by reordering gatekeeper logic in `OnTick`. Placing cheap local math (like time filters or daily limit checks) before expensive cross-process API calls (`TerminalInfoInteger`, `MQLInfoInteger`) saves significant overhead. Additionally, throttling repetitive error logs (like "AutoTrading disabled" or "Daily limit reached") using `static datetime` timers prevents log flooding, which is a common performance bottleneck during market volatility.
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**Action:** Always prioritize internal state and arithmetic checks over environment API calls in `OnTick` and implement time-based throttling for any logs or alerts that could be triggered repeatedly on every price tick. In `CheckDailyLimits`, using a `static datetime` flag to remember a reached limit for the day allows for a near-instant exit on subsequent ticks.
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## 2026-02-11 - Flask Dashboard Markdown Caching and Syscall Reduction
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**Learning:** Rendering Markdown files on every request in a web dashboard is a significant CPU/IO bottleneck. Efficiency can be further improved by consolidating file metadata checks. Using `os.stat()` once is faster than calling `os.path.exists()` and `os.path.getmtime()` separately, as it retrieves all metadata in a single system call. Additionally, extracting large HTML templates to module-level constants avoids repeated memory allocations and string concatenations within the request lifecycle.
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**Action:** In Python web scripts, consolidate file metadata retrieval into a single `os.stat()` call and move static template strings outside of request handler functions.
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## 2026-02-18 - Vault Access Optimization via Caching and EAFP
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**Learning:** Repeatedly reading and parsing configuration files like `vault.json` during a single process execution introduces redundant disk I/O and CPU overhead. Using `functools.lru_cache` on loading functions provides a massive performance boost (observed ~50x speedup in benchmarks) for subsequent accesses. Additionally, adopting the EAFP (Easier to Ask for Forgiveness than Permission) pattern by catching `FileNotFoundError` instead of calling `os.path.exists()` eliminates an extra system call per file access attempt.
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**Action:** Use `@lru_cache(maxsize=1)` for configuration and vault loading functions that are intended to be static during a process's lifetime. Prioritize catching exceptions over pre-checking file existence to minimize syscalls in hot paths.
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