| //+------------------------------------------------------------------+
|
| //| Test_Integration.mq5 |
|
| //| Integration test: selector, gating, sizer, session, correlation |
|
| //+------------------------------------------------------------------+
|
| #include <Trade\Trade.mqh>
|
| #include "..\\Include\\IStrategy.mqh"
|
| #include "..\\Include\\GateManager.mqh"
|
| #include "..\\Include\\SessionManager.mqh"
|
| #include "..\\Include\\CorrelationManager.mqh"
|
| #include "..\\Include\\VolatilitySizer.mqh"
|
| #include "..\\Include\\LearningBridge.mqh"
|
| #include "..\\Include\\StrategySelector.mqh"
|
|
|
| input int Verbosity = 2;
|
|
|
| void OnStart()
|
| {
|
| Print("[Test] Integration: BEGIN");
|
| // Setup
|
| CStrategySelector selector;
|
| CLearningBridge *learning = new CLearningBridge("TestData", 100);
|
| CGateManager gm(false, false, false);
|
| CSessionManager sm(_Symbol, _Period);
|
| CCorrelationManager cm(_Symbol, _Period);
|
| CVolatilitySizer vs(_Symbol, _Period);
|
|
|
| sm.SetSessionHours(9, 17);
|
| sm.SetMaxTradesPerSession(3);
|
| cm.SetMaxCorrelation(0.8);
|
| cm.SetLookbackDays(30);
|
| vs.SetATRPeriod(14);
|
| vs.SetBaseATRPercent(0.5);
|
| vs.SetMultiplierRange(0.5, 2.0);
|
| vs.SetTargetRiskPercent(1.0);
|
| vs.SetEnabled(true);
|
|
|
| // Simulate a signal using TradingSignal from IStrategy.mqh
|
| TradingSignal signal;
|
| signal.strategy_name = "INT_TEST";
|
| signal.symbol = _Symbol;
|
| signal.timeframe = _Period;
|
| signal.timestamp = TimeCurrent();
|
| signal.entry_price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
|
| signal.direction = 1; // Buy
|
| signal.stop_loss = signal.entry_price - 100 * _Point;
|
| signal.take_profit = signal.entry_price + 200 * _Point;
|
| signal.confidence = 0.75;
|
|
|
| Print("PASS: TradingSignal created for integration test");
|
|
|
| // Session check
|
| string reason;
|
| if(sm.IsSessionAllowed(reason)) Print("PASS: SessionManager allowed");
|
| else PrintFormat("INFO: SessionManager blocked (%s)", reason);
|
|
|
| // Correlation check
|
| double corr = cm.GetCorrelation(_Symbol);
|
| PrintFormat("INFO: CorrelationManager self-corr = %.2f", corr);
|
|
|
| // Sizer test
|
| double sl_points = 50, vol_mult = 1.0;
|
| double sized = vs.CalculatePositionSize(0.1, sl_points, vol_mult, reason);
|
| PrintFormat("INFO: VolatilitySizer sized = %.2f (%s)", sized, reason);
|
|
|
| // Selector test
|
| string strats[] = {"ADXStrategy", "RSIStrategy"};
|
| double scores[];
|
| int idx = selector.PickBest(_Symbol, _Period, strats, scores);
|
| if(idx >= 0 && idx < ArraySize(strats))
|
| PrintFormat("PASS: Selector picked %s", strats[idx]);
|
| else
|
| Print("INFO: Selector did not pick (normal for test)");
|
|
|
| Print("[Test] Integration: END");
|
| }
|
