//+------------------------------------------------------------------+
//|                                                MoneyRiskBase.mqh |
//|                                                     AnimateDread |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#include "..\Expert\ExpertMoneyCustom.mqh"
#include "..\Variables\RiskBudget.mqh"
//+------------------------------------------------------------------+
//| Class CMoneyRiskBase.                                            |
//| Shared risk-based lot-sizing core for every money-management     |
//| strategy that sizes a trade off a fixed account-risk percentage. |
//| It was extracted when CMoneyFixedRisk and CMoneyIntelligent had  |
//| CalculatePotentialLoss()/CheckOpenLong()/CheckOpenShort()/       |
//| CalculateLotSize() duplicated near-verbatim between them;        |
//| CMoneyIntelligent was removed 2026-08-25, so CMoneyFixedRisk is  |
//| currently the only subclass. Kept as a base anyway - what lives  |
//| here is the account-risk contract (including the RiskBudget      |
//| clamp), not one strategy's arithmetic.                            |
//| AdjustLotSize() is the one remaining divergence point; the        |
//| AdjustRiskAmount() hook beside it went with its only overrider.   |
//+------------------------------------------------------------------+
class CMoneyRiskBase : public CExpertMoneyCustom
  {
public:
   virtual double    CheckOpenLong(double price, double sl);
   virtual double    CheckOpenShort(double price, double sl);
   virtual double    CheckClose(CPositionInfo *position) { return(0.0); }

protected:
   double            CalculatePotentialLoss(ENUM_ORDER_TYPE orderType, double price, double sl);
   double            CalculateLotSize(double loss);

private:
   //--- CheckOpenLong()/CheckOpenShort() share this whole body, differing only in the order type
   //--- passed through to CalculatePotentialLoss()/ValidateLotForTrade(); see CheckTrailingStop()
   //--- in Trailing\TrailingATR.mqh for the same isLong-parameter unification pattern.
   double            CheckOpen(ENUM_ORDER_TYPE type, double price, double sl);
   //--- Reserved extension point for a future lot-size-level adjustment (e.g. equity-curve-
   //--- based scaling); no current subclass overrides this - default is a no-op.
   virtual double    AdjustLotSize(double lot) { return lot; }
  };
//+------------------------------------------------------------------+
//| Getting lot size for open long position.                         |
//+------------------------------------------------------------------+
double CMoneyRiskBase::CheckOpenLong(double price, double sl)
  {
   return CheckOpen(ORDER_TYPE_BUY, price, sl);
  }
//+------------------------------------------------------------------+
//| Getting lot size for open short position.                        |
//+------------------------------------------------------------------+
double CMoneyRiskBase::CheckOpenShort(double price, double sl)
  {
   return CheckOpen(ORDER_TYPE_SELL, price, sl);
  }
//+------------------------------------------------------------------+
//| Shared CheckOpenLong()/CheckOpenShort() body - see class header. |
//+------------------------------------------------------------------+
double CMoneyRiskBase::CheckOpen(ENUM_ORDER_TYPE type, double price, double sl)
  {
   if(m_symbol == NULL)
      return 0.0;
   double loss = CalculatePotentialLoss(type, price, sl);
   if(loss <= 0.0)
     {
      // loss<=0 means sl landed on the wrong side of price (upstream signal bug, stale/gapped
      // quote, or a mid-tick price move) - reject the trade instead of silently opening at
      // LotsMin(), which used to bypass Money_Risk_Percent entirely with no trace of why.
      PrintFormat("%s: rejected - non-positive potential loss (%.5f) for price=%.5f sl=%.5f on %s",
                  __FUNCTION__, loss, price, sl, m_symbol.Name());
      return 0.0;
     }
   double lot = AdjustLotSize(CalculateLotSize(loss));
   if(lot <= 0.0 || !MathIsValidNumber(lot))
     {
      PrintFormat("%s: rejected - invalid computed lot size (%.5f) for loss=%.5f on %s", __FUNCTION__, lot, loss, m_symbol.Name());
      return 0.0;
     }
   string description;
// Article 2555 #14/#3/#5/#2 in one gate: tradeable symbol, legal volume on the SYMBOL_VOLUME_STEP
// grid, inside SYMBOL_VOLUME_LIMIT for this direction, and covered by ACCOUNT_MARGIN_FREE. See
// CExpertMoneyCustom::ValidateLotForTrade() - it logs its own (throttled) rejection reason.
   if(!ValidateLotForTrade(m_symbol.Name(), lot, type, description))
      return 0.0;
   return lot;
  }
//+------------------------------------------------------------------+
//| Calculate potential loss                                         |
//+------------------------------------------------------------------+
double CMoneyRiskBase::CalculatePotentialLoss(ENUM_ORDER_TYPE orderType, double price, double sl)
  {
   if(price == 0.0)
      price = (orderType == ORDER_TYPE_BUY) ? m_symbol.Ask() : m_symbol.Bid();
   if(price == 0.0)
     {
      // SymbolInfoDouble-backed Ask()/Bid() returns 0 when no quote is available yet
      // (disconnected/freshly-selected symbol) - a 0 price makes OrderProfitCheck's result
      // meaningless, so fail loudly instead of feeding it into the lot-size calculation.
      PrintFormat("%s: no valid price available for %s (Ask/Bid returned 0)", __FUNCTION__, m_symbol.Name());
      return 0.0;
     }
   return -m_account.OrderProfitCheck(m_symbol.Name(), orderType, 1.0, price, sl);
  }
//+------------------------------------------------------------------+
//| Calculate the lot size based on potential loss and account balance|
//+------------------------------------------------------------------+
double CMoneyRiskBase::CalculateLotSize(double loss)
  {
   if(loss <= 0.0 || !MathIsValidNumber(loss))
     {
      // Both current callers reject a non-positive loss before reaching here, but this is where the
      // division happens, so this is where the invariant belongs - CalculatePotentialLoss() signals
      // "no usable quote" by returning exactly 0.0, and any future caller that forwards that value
      // straight through would otherwise divide by it and hand back an inf lot size.
      PrintFormat("%s: rejected - potential loss must be positive and finite, got %.5f", __FUNCTION__, loss);
      return 0.0;
     }
   double riskAmount = m_account.Balance() * m_percent / 100.0;
//--- ACCOUNT-LEVEL CLAMP. Money_Risk_Percent alone answers "what is my usual risk per trade", which
//--- is a different question from "how much am I still ALLOWED to lose today". Sizing off balance
//--- with no reference to the second is how a routine stop-out breaches a hard daily limit: at 3.2%
//--- into a 4% day, a full-size trade is already over the line before it is placed. CapRiskAmount()
//--- reduces this to a fraction of what genuinely remains after every open position's loss-to-stop,
//--- and returns 0 when the trade must not be taken at all. See Variables\RiskBudget.mqh.
   double allowed = g_riskBudget.CapRiskAmount(riskAmount);
   if(allowed <= 0.0)
      return 0.0;                    // budget exhausted / halted - CapRiskAmount has logged the reason
   riskAmount = allowed;
   double stepvol = m_symbol.LotsStep();
   if(stepvol <= 0.0)
     {
      // A 0 SYMBOL_VOLUME_STEP (not yet synced by the broker) would otherwise divide by zero and
      // propagate inf/NaN downstream into volume/margin checks with no diagnostic.
      PrintFormat("%s: rejected - LotsStep() returned %.5f for %s (broker volume data not ready?)", __FUNCTION__, stepvol, m_symbol.Name());
      return 0.0;
     }
   double lot = MathFloor(riskAmount / loss / stepvol) * stepvol;
//--- BELOW-MINIMUM MEANS NO TRADE, NOT A BIGGER TRADE. Downstream, TCNormalizeVolume() bumps any
//--- sub-minimum volume UP to SYMBOL_VOLUME_MIN (correct for a user-entered fixed lot), which on a
//--- symbol where min > step (indices/metals: min 0.10, step 0.01) would turn a risk-derived 0.05
//--- into 0.10 - double the intended risk, AFTER CapRiskAmount() already clamped it. That is the
//--- exact "routine stop-out breaches the daily limit" path the budget exists to close, and the
//--- opposite of RISK_BUDGET_MIN_SIZE_FRACTION's near-binary rule (see Variables\RiskBudget.mqh):
//--- when the affordable size is not at least the broker's minimum, the trade is refused here, in
//--- the risk-sizing path, before the normalizer can inflate it. (2026-08-11)
   double minvol = m_symbol.LotsMin();
   if(minvol > 0.0 && lot < minvol)
     {
      PrintFormat("%s: rejected - risk-derived lot %.2f is below the broker minimum %.2f on %s; "
                  "opening at the minimum would exceed the intended risk (budget-capped risk %.2f, "
                  "1-lot loss %.2f)", __FUNCTION__, lot, minvol, m_symbol.Name(), riskAmount, loss);
      return 0.0;
     }
   return lot;
  }
//+------------------------------------------------------------------+