| //+------------------------------------------------------------------+
|
| //| CArchitectureConfig.mqh - Centralized Configuration Management |
|
| //| Replaces scattered input params with unified config system |
|
| //+------------------------------------------------------------------+
|
| #ifndef CARCHITECTURE_CONFIG_MQH
|
| #define CARCHITECTURE_CONFIG_MQH
|
|
|
| //+------------------------------------------------------------------+
|
| //| Configuration Validation Result |
|
| //+------------------------------------------------------------------+
|
| struct SConfigValidationResult
|
| {
|
| bool is_valid;
|
| string errors[];
|
| int error_count;
|
|
|
| void AddError(const string error)
|
| {
|
| int idx = ArraySize(errors);
|
| ArrayResize(errors, idx + 1);
|
| errors[idx] = error;
|
| error_count++;
|
| is_valid = false;
|
| }
|
|
|
| void Reset()
|
| {
|
| is_valid = true;
|
| error_count = 0;
|
| ArrayResize(errors, 0);
|
| }
|
|
|
| string GetSummary()
|
| {
|
| if(is_valid) return "Configuration valid";
|
| string summary = StringFormat("Configuration invalid: %d errors\n", error_count);
|
| for(int i = 0; i < error_count; i++)
|
| summary += StringFormat(" [%d] %s\n", i+1, errors[i]);
|
| return summary;
|
| }
|
| };
|
|
|
| //+------------------------------------------------------------------+
|
| //| Subsystem Configuration Base |
|
| //+------------------------------------------------------------------+
|
| class CSubsystemConfig : public CObject
|
| {
|
| protected:
|
| string m_name;
|
| bool m_enabled;
|
| SConfigValidationResult m_validation;
|
|
|
| public:
|
| CSubsystemConfig(const string name) : m_name(name), m_enabled(true) {}
|
|
|
| virtual void SetDefaults() = 0;
|
| virtual bool Validate() = 0;
|
| virtual string ToString() = 0;
|
|
|
| void Enable(bool enable) { m_enabled = enable; }
|
| bool IsEnabled() const { return m_enabled; }
|
| string GetName() const { return m_name; }
|
|
|
| SConfigValidationResult GetValidationResult() const { return m_validation; }
|
| string GetValidationSummary() { return m_validation.GetSummary(); }
|
| };
|
|
|
| //+------------------------------------------------------------------+
|
| //| Gate System Configuration |
|
| //+------------------------------------------------------------------+
|
| class CGateSystemConfig : public CSubsystemConfig
|
| {
|
| public:
|
| // Per-gate budgets (microseconds)
|
| ulong gate_budgets_us[8];
|
| ulong total_budget_us;
|
|
|
| // Gate enable flags
|
| bool gate_enabled[8];
|
| bool risk_gates_protected;
|
|
|
| // Auto-tuning
|
| bool auto_tune_enabled;
|
| double learning_rate;
|
| int lookback_trades;
|
|
|
| CGateSystemConfig() : CSubsystemConfig("GateSystem")
|
| {
|
| SetDefaults();
|
| }
|
|
|
| void SetDefaults() override
|
| {
|
| // Default: 2ms per gate, 15ms total
|
| for(int i = 0; i < 8; i++) gate_budgets_us[i] = 2000;
|
| total_budget_us = 15000;
|
|
|
| // All gates enabled by default
|
| for(int i = 0; i < 8; i++) gate_enabled[i] = true;
|
| risk_gates_protected = true; // G1, G4, G7, G8 never skipped
|
|
|
| auto_tune_enabled = true;
|
| learning_rate = 0.05;
|
| lookback_trades = 20;
|
| }
|
|
|
| bool Validate() override
|
| {
|
| m_validation.Reset();
|
|
|
| for(int i = 0; i < 8; i++)
|
| {
|
| if(gate_budgets_us[i] < 500) // Minimum 0.5ms
|
| m_validation.AddError(StringFormat("Gate %d budget too small: %d us", i+1, gate_budgets_us[i]));
|
| }
|
|
|
| if(total_budget_us < 5000)
|
| m_validation.AddError("Total budget too small (min 5ms)");
|
|
|
| if(learning_rate < 0.001 || learning_rate > 0.5)
|
| m_validation.AddError("Learning rate out of range [0.001, 0.5]");
|
|
|
| return m_validation.is_valid;
|
| }
|
|
|
| string ToString() override
|
| {
|
| string result = StringFormat("[%s] Enabled=%s\n", m_name, m_enabled ? "Yes" : "No");
|
| result += StringFormat(" Total Budget: %d us\n", total_budget_us);
|
| result += StringFormat(" Auto-tune: %s (lr=%.3f, lookback=%d)\n",
|
| auto_tune_enabled ? "Yes" : "No", learning_rate, lookback_trades);
|
| return result;
|
| }
|
| };
|
|
|
| //+------------------------------------------------------------------+
|
| //| Risk Engine Configuration |
|
| //+------------------------------------------------------------------+
|
| class CRiskEngineConfig : public CSubsystemConfig
|
| {
|
| public:
|
| double max_drawdown_pct;
|
| double max_daily_loss_pct;
|
| int max_consecutive_losses;
|
| double var_confidence; // e.g., 0.95 for 95% VaR
|
| double kelly_fraction; // e.g., 0.25 for Quarter Kelly
|
| double max_correlation;
|
| double max_portfolio_risk_pct;
|
|
|
| CRiskEngineConfig() : CSubsystemConfig("RiskEngine")
|
| {
|
| SetDefaults();
|
| }
|
|
|
| void SetDefaults() override
|
| {
|
| max_drawdown_pct = 10.0;
|
| max_daily_loss_pct = 5.0;
|
| max_consecutive_losses = 5;
|
| var_confidence = 0.95;
|
| kelly_fraction = 0.25;
|
| max_correlation = 0.70;
|
| max_portfolio_risk_pct = 15.0;
|
| }
|
|
|
| bool Validate() override
|
| {
|
| m_validation.Reset();
|
|
|
| if(max_drawdown_pct <= 0 || max_drawdown_pct > 50)
|
| m_validation.AddError("Max drawdown must be in (0, 50]");
|
|
|
| if(kelly_fraction <= 0 || kelly_fraction > 1.0)
|
| m_validation.AddError("Kelly fraction must be in (0, 1.0]");
|
|
|
| if(var_confidence < 0.8 || var_confidence > 0.999)
|
| m_validation.AddError("VaR confidence must be in [0.8, 0.999]");
|
|
|
| if(max_correlation < 0 || max_correlation > 1.0)
|
| m_validation.AddError("Max correlation must be in [0, 1.0]");
|
|
|
| return m_validation.is_valid;
|
| }
|
|
|
| string ToString() override
|
| {
|
| return StringFormat(
|
| "[%s] Enabled=%s, MaxDD=%.1f%%, Kelly=%.2f, VaR=%.1f%%, MaxCorr=%.2f",
|
| m_name, m_enabled ? "Yes" : "No", max_drawdown_pct,
|
| kelly_fraction, var_confidence * 100, max_correlation);
|
| }
|
| };
|
|
|
| //+------------------------------------------------------------------+
|
| //| Unified Configuration Manager |
|
| //+------------------------------------------------------------------+
|
| class CArchitectureConfig
|
| {
|
| private:
|
| CSubsystemConfig* m_configs[];
|
| int m_config_count;
|
| string m_config_file_path;
|
|
|
| public:
|
| CGateSystemConfig GateSystem;
|
| CRiskEngineConfig RiskEngine;
|
| // Add more configs here as needed
|
|
|
| CArchitectureConfig()
|
| {
|
| m_config_count = 0;
|
| m_config_file_path = "DualEA/architecture_config.json";
|
|
|
| // Register all configs
|
| RegisterConfig(&GateSystem);
|
| RegisterConfig(&RiskEngine);
|
| }
|
|
|
| ~CArchitectureConfig()
|
| {
|
| // Note: We don't delete configs because they're member variables
|
| }
|
|
|
| void SetAllDefaults()
|
| {
|
| for(int i = 0; i < m_config_count; i++)
|
| m_configs[i].SetDefaults();
|
| }
|
|
|
| bool ValidateAll()
|
| {
|
| bool all_valid = true;
|
| for(int i = 0; i < m_config_count; i++)
|
| {
|
| if(!m_configs[i].Validate())
|
| all_valid = false;
|
| }
|
| return all_valid;
|
| }
|
|
|
| string GetValidationReport()
|
| {
|
| string report = "=== Configuration Validation Report ===\n";
|
| for(int i = 0; i < m_config_count; i++)
|
| {
|
| report += m_configs[i].ToString() + "\n";
|
| if(!m_configs[i].GetValidationResult().is_valid)
|
| report += " ERRORS: " + m_configs[i].GetValidationSummary() + "\n";
|
| }
|
| return report;
|
| }
|
|
|
| string GetSummary()
|
| {
|
| string summary = "=== Architecture Configuration ===\n";
|
| for(int i = 0; i < m_config_count; i++)
|
| summary += m_configs[i].ToString() + "\n";
|
| return summary;
|
| }
|
|
|
| private:
|
| void RegisterConfig(CSubsystemConfig* config)
|
| {
|
| int idx = m_config_count;
|
| ArrayResize(m_configs, idx + 1);
|
| m_configs[idx] = config;
|
| m_config_count++;
|
| }
|
| };
|
|
|
| // Global configuration instance
|
| CArchitectureConfig* g_architecture_config = NULL;
|
|
|
| //+------------------------------------------------------------------+
|
| //| Initialize configuration system |
|
| //+------------------------------------------------------------------+
|
| bool InitializeArchitectureConfig()
|
| {
|
| if(g_architecture_config != NULL)
|
| delete g_architecture_config;
|
|
|
| g_architecture_config = new CArchitectureConfig();
|
| g_architecture_config.SetAllDefaults();
|
|
|
| if(!g_architecture_config.ValidateAll())
|
| {
|
| Print(g_architecture_config.GetValidationReport());
|
| return false;
|
| }
|
|
|
| Print(g_architecture_config.GetSummary());
|
| return true;
|
| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| Shutdown configuration system |
|
| //+------------------------------------------------------------------+
|
| void ShutdownArchitectureConfig()
|
| {
|
| if(g_architecture_config != NULL)
|
| {
|
| delete g_architecture_config;
|
| g_architecture_config = NULL;
|
| }
|
| }
|
|
|
| #endif // CARCHITECTURE_CONFIG_MQH
|
