| //+------------------------------------------------------------------+
|
| //| UnifiedTradeLogger.mqh |
|
| //| Purpose: Comprehensive JSON logging for complete trade lifecycle |
|
| //| Features: Execution + Close logging with gate journey details |
|
| //+------------------------------------------------------------------+
|
| #ifndef __UNIFIEDTRADELOGGER_MQH__
|
| #define __UNIFIEDTRADELOGGER_MQH__
|
|
|
| #include "AdaptiveSignalOptimizer.mqh"
|
| #include <Files/File.mqh>
|
|
|
| // Complete trade record
|
| struct UnifiedTradeRecord
|
| {
|
| // Trade identification
|
| string trade_id;
|
| string signal_id;
|
| datetime execution_time;
|
| datetime close_time;
|
|
|
| // Strategy and market
|
| string strategy_name;
|
| string symbol;
|
| int timeframe;
|
| string market_regime;
|
| double volatility;
|
|
|
| // Execution details
|
| double entry_price;
|
| double exit_price;
|
| double sl;
|
| double tp;
|
| double volume;
|
| int order_type;
|
|
|
| // Gate journey
|
| GateJourneyStep gate_journey[24];
|
| int journey_length;
|
|
|
| // Optimization details
|
| bool was_adjusted;
|
| int adjustment_attempts;
|
| int blocking_gate; // Which gate initially blocked (-1 if none)
|
|
|
| // Outcome
|
| bool is_closed;
|
| bool was_winner;
|
| double profit_pct;
|
| double profit_absolute;
|
| double hold_duration_minutes;
|
|
|
| // Learning metadata
|
| double confidence;
|
| string close_reason; // "profit_target", "stop_loss", "signal_reversal", etc.
|
|
|
| // Position reviews
|
| int reviews_performed;
|
| string review_actions[]; // "HOLD", "ADJUST_SL", etc.
|
| };
|
|
|
| //+------------------------------------------------------------------+
|
| //| Unified Trade Logger - Complete lifecycle tracking |
|
| //+------------------------------------------------------------------+
|
| class CUnifiedTradeLogger
|
| {
|
| private:
|
| string m_log_directory;
|
| string m_daily_log_file;
|
| datetime m_current_day;
|
|
|
| int m_trades_logged;
|
| int m_trades_closed;
|
|
|
| // Get current day's log file
|
| string GetDailyLogFile()
|
| {
|
| MqlDateTime dt;
|
| TimeToStruct(TimeCurrent(), dt);
|
|
|
| string date_str = StringFormat("%04d%02d%02d", dt.year, dt.mon, dt.day);
|
| return m_log_directory + "\\" + "trades_" + date_str + ".json";
|
| }
|
|
|
| // Check if day changed
|
| bool CheckDayChange()
|
| {
|
| MqlDateTime dt;
|
| TimeToStruct(TimeCurrent(), dt);
|
| datetime today = StringToTime(StringFormat("%04d.%02d.%02d", dt.year, dt.mon, dt.day));
|
|
|
| if(today != m_current_day)
|
| {
|
| m_current_day = today;
|
| m_daily_log_file = GetDailyLogFile();
|
| return true;
|
| }
|
| return false;
|
| }
|
|
|
| public:
|
| CUnifiedTradeLogger()
|
| {
|
| m_log_directory = "DualEA\\trade_logs";
|
| m_current_day = 0;
|
| m_trades_logged = 0;
|
| m_trades_closed = 0;
|
|
|
| CheckDayChange();
|
|
|
| PrintFormat("📝 UnifiedTradeLogger initialized: %s", m_daily_log_file);
|
| }
|
|
|
| // Log trade at execution (preliminary record)
|
| void LogTradeExecution(const UnifiedTradeRecord &record)
|
| {
|
| CheckDayChange();
|
|
|
| int handle = FileOpen(m_daily_log_file, FILE_READ|FILE_WRITE|FILE_TXT|FILE_COMMON|FILE_ANSI);
|
| if(handle == INVALID_HANDLE)
|
| {
|
| // Create new file
|
| handle = FileOpen(m_daily_log_file, FILE_WRITE|FILE_TXT|FILE_COMMON|FILE_ANSI);
|
| if(handle == INVALID_HANDLE)
|
| {
|
| PrintFormat("❌ Failed to create trade log file (Error: %d)", GetLastError());
|
| return;
|
| }
|
|
|
| // Write JSON header
|
| FileWriteString(handle, "{\n");
|
| FileWriteString(handle, StringFormat(" \"date\": \"%s\",\n", TimeToString(TimeCurrent(), TIME_DATE)));
|
| FileWriteString(handle, " \"trades\": [\n");
|
| }
|
| else
|
| {
|
| // Append to existing file
|
| FileSeek(handle, 0, SEEK_END);
|
| ulong file_size = FileSize(handle);
|
|
|
| if(file_size > 100) // File has content
|
| {
|
| // Add comma for array continuation
|
| FileSeek(handle, file_size - 10, SEEK_SET); // Go back a bit
|
| FileWriteString(handle, ",\n");
|
| }
|
| }
|
|
|
| // Write trade record
|
| string trade_json = FormatTradeAsJSON(record, false);
|
| FileWriteString(handle, trade_json);
|
|
|
| FileClose(handle);
|
|
|
| m_trades_logged++;
|
|
|
| PrintFormat("📝 Trade execution logged: %s (Total: %d)", record.trade_id, m_trades_logged);
|
| }
|
|
|
| // Update trade at close (final record)
|
| void LogTradeClose(const UnifiedTradeRecord &record)
|
| {
|
| // Implementation: Update the existing record in the file by rewriting entire file
|
| CheckDayChange();
|
|
|
| // Read all existing records
|
| string temp_content = "";
|
| int read_handle = FileOpen(m_daily_log_file, FILE_READ|FILE_TXT|FILE_COMMON|FILE_ANSI);
|
| if(read_handle != INVALID_HANDLE)
|
| {
|
| while(!FileIsEnding(read_handle))
|
| {
|
| string line = FileReadString(read_handle);
|
| if(line == "") continue;
|
|
|
| // Check if this is the record to update (match by trade_id)
|
| if(StringFind(line, StringFormat("\"trade_id\":\"%s\"", record.trade_id)) >= 0)
|
| {
|
| // Replace with updated record
|
| temp_content += FormatTradeAsJSON(record, true) + "\n";
|
| }
|
| else
|
| {
|
| temp_content += line + "\n";
|
| }
|
| }
|
| FileClose(read_handle);
|
|
|
| // Rewrite file with updated content
|
| int write_handle = FileOpen(m_daily_log_file, FILE_WRITE|FILE_TXT|FILE_COMMON|FILE_ANSI);
|
| if(write_handle != INVALID_HANDLE)
|
| {
|
| FileWriteString(write_handle, temp_content);
|
| FileClose(write_handle);
|
| }
|
| m_trades_closed++;
|
|
|
| PrintFormat("📝 Trade close logged: %s | PnL: %+.2f%% | Duration: %.1f min",
|
| record.trade_id, record.profit_pct, record.hold_duration_minutes);
|
| }
|
| }
|
|
|
| // Format trade as JSON
|
| string FormatTradeAsJSON(const UnifiedTradeRecord &record, bool is_final)
|
| {
|
| string json = " {\n";
|
|
|
| // Basic info
|
| json += StringFormat(" \"trade_id\": \"%s\",\n", record.trade_id);
|
| json += StringFormat(" \"signal_id\": \"%s\",\n", record.signal_id);
|
| json += StringFormat(" \"execution_time\": \"%s\",\n", TimeToString(record.execution_time));
|
| json += StringFormat(" \"status\": \"%s\",\n", is_final ? "closed" : "open");
|
|
|
| // Strategy and market
|
| json += StringFormat(" \"strategy\": \"%s\",\n", record.strategy_name);
|
| json += StringFormat(" \"symbol\": \"%s\",\n", record.symbol);
|
| json += StringFormat(" \"timeframe\": %d,\n", record.timeframe);
|
| json += StringFormat(" \"market_regime\": \"%s\",\n", record.market_regime);
|
| json += StringFormat(" \"volatility\": %.4f,\n", record.volatility);
|
|
|
| // Execution details
|
| json += " \"execution\": {\n";
|
| json += StringFormat(" \"entry_price\": %.5f,\n", record.entry_price);
|
| json += StringFormat(" \"sl\": %.5f,\n", record.sl);
|
| json += StringFormat(" \"tp\": %.5f,\n", record.tp);
|
| json += StringFormat(" \"volume\": %.2f,\n", record.volume);
|
| json += StringFormat(" \"order_type\": %d,\n", record.order_type);
|
| json += StringFormat(" \"confidence\": %.3f\n", record.confidence);
|
| json += " },\n";
|
|
|
| // Gate journey
|
| json += " \"gate_journey\": [\n";
|
| for(int i = 0; i < record.journey_length; i++)
|
| {
|
| GateJourneyStep step = record.gate_journey[i];
|
|
|
| if(i > 0) json += ",\n";
|
|
|
| json += " {\n";
|
| json += StringFormat(" \"gate\": \"%s\",\n", step.gate_name);
|
| json += StringFormat(" \"index\": %d,\n", step.gate_index);
|
| json += StringFormat(" \"passed\": %s,\n", step.passed ? "true" : "false");
|
| json += StringFormat(" \"reason\": \"%s\",\n", step.reason);
|
| json += StringFormat(" \"adjusted\": %s", step.was_adjusted ? "true" : "false");
|
|
|
| if(step.was_adjusted)
|
| {
|
| json += ",\n \"adjustments\": {\n";
|
| json += StringFormat(" \"price\": [%.5f, %.5f],\n", step.price_before, step.price_after);
|
| json += StringFormat(" \"sl\": [%.5f, %.5f],\n", step.sl_before, step.sl_after);
|
| json += StringFormat(" \"tp\": [%.5f, %.5f],\n", step.tp_before, step.tp_after);
|
| json += StringFormat(" \"volume\": [%.2f, %.2f]\n", step.volume_before, step.volume_after);
|
| json += " }\n";
|
| }
|
| else
|
| {
|
| json += "\n";
|
| }
|
|
|
| json += " }";
|
| }
|
| json += "\n ],\n";
|
|
|
| // Optimization info
|
| json += " \"optimization\": {\n";
|
| json += StringFormat(" \"was_adjusted\": %s,\n", record.was_adjusted ? "true" : "false");
|
| json += StringFormat(" \"attempts\": %d,\n", record.adjustment_attempts);
|
| json += StringFormat(" \"blocking_gate\": %d\n", record.blocking_gate);
|
| json += " }";
|
|
|
| // Final outcome (if closed)
|
| if(is_final)
|
| {
|
| json += ",\n \"outcome\": {\n";
|
| json += StringFormat(" \"close_time\": \"%s\",\n", TimeToString(record.close_time));
|
| json += StringFormat(" \"exit_price\": %.5f,\n", record.exit_price);
|
| json += StringFormat(" \"profit_pct\": %.2f,\n", record.profit_pct);
|
| json += StringFormat(" \"profit_absolute\": %.2f,\n", record.profit_absolute);
|
| json += StringFormat(" \"duration_minutes\": %.1f,\n", record.hold_duration_minutes);
|
| json += StringFormat(" \"was_winner\": %s,\n", record.was_winner ? "true" : "false");
|
| json += StringFormat(" \"close_reason\": \"%s\",\n", record.close_reason);
|
| json += StringFormat(" \"reviews_performed\": %d\n", record.reviews_performed);
|
| json += " }";
|
| }
|
|
|
| json += "\n }";
|
|
|
| return json;
|
| }
|
|
|
| // Get statistics
|
| void GetStatistics(int &total_logged, int &total_closed)
|
| {
|
| total_logged = m_trades_logged;
|
| total_closed = m_trades_closed;
|
| }
|
|
|
| void PrintReport()
|
| {
|
| PrintFormat("\n📝 === Unified Trade Logger Report ===");
|
| PrintFormat("Trades Logged: %d", m_trades_logged);
|
| PrintFormat("Trades Closed: %d", m_trades_closed);
|
| PrintFormat("Current Log File: %s", m_daily_log_file);
|
| PrintFormat("=====================================\n");
|
| }
|
| };
|
|
|
| #endif
|
