| #include "RuntimeStorage.mqh"
|
| // Telemetry.mqh
|
| // Buffered JSONL telemetry writer for PaperEA
|
| #ifndef __DUALEA_TELEMETRY_MQH__
|
| #define __DUALEA_TELEMETRY_MQH__
|
| #property copyright "2025, Windsurf"
|
| #property link "https://windsurf.ai"
|
|
|
| #include <Files/File.mqh>
|
|
|
| class CTelemetry
|
| {
|
| private:
|
| string m_base_dir; // e.g. "DualEA\\telemetry"
|
| string m_experiment; // optional tag
|
| int m_level; // 0..2
|
| int m_max_buf; // flush threshold
|
| string m_buffer[]; // pending JSONL lines (without trailing \n)
|
|
|
| string JsonEscape(const string s)
|
| {
|
| string out = s;
|
| StringReplace(out, "\\", "\\\\");
|
| StringReplace(out, "\"", "\\\"");
|
| StringReplace(out, "\r", "\\r");
|
| StringReplace(out, "\n", "\\n");
|
| return out;
|
| }
|
|
|
| string Quote(const string s) { return "\"" + JsonEscape(s) + "\""; }
|
|
|
| string TodaySuffix()
|
| {
|
| datetime now = TimeCurrent();
|
| string d = TimeToString(now, TIME_DATE);
|
| // d format: YYYY.MM.DD -> YYYYMMDD
|
| StringReplace(d, ".", "");
|
| return d; // YYYYMMDD
|
| }
|
|
|
| string ResolveFilePath()
|
| {
|
| string prefix = (m_experiment==""? "paper" : ("paper_" + m_experiment));
|
| string file = m_base_dir + "\\" + prefix + "_" + TodaySuffix() + ".jsonl";
|
| return file;
|
| }
|
|
|
| void EnsureFolders()
|
| {
|
| // Ensure common folder structure exists
|
| FolderCreate("DualEA", DUALEA_FILE_COMMON);
|
| FolderCreate(m_base_dir, DUALEA_FILE_COMMON);
|
| }
|
|
|
| void AppendLine(const string line)
|
| {
|
| int n = ArraySize(m_buffer);
|
| ArrayResize(m_buffer, n+1);
|
| m_buffer[n] = line;
|
| if(n+1 >= m_max_buf)
|
| Flush();
|
| }
|
|
|
| string NowTs() { return TimeToString(TimeCurrent(), TIME_DATE|TIME_SECONDS); }
|
|
|
| public:
|
| string JsonQuote(const string s) { return Quote(s); }
|
|
|
| CTelemetry(string base_dir="DualEA\\telemetry", string experiment="", int level=1, int max_buf=256)
|
| {
|
| m_base_dir = base_dir;
|
| m_experiment = experiment;
|
| m_level = level;
|
| m_max_buf = (max_buf>0? max_buf : 64);
|
| ArrayResize(m_buffer, 0);
|
| EnsureFolders();
|
| string full = TerminalInfoString(TERMINAL_COMMONDATA_PATH) + "\\Files\\" + ResolveFilePath();
|
| PrintFormat("Telemetry: writing JSONL to %s (level=%d, max_buf=%d)", full, m_level, m_max_buf);
|
| }
|
|
|
| ~CTelemetry(){ Flush(); }
|
|
|
| void Flush()
|
| {
|
| if(ArraySize(m_buffer)==0) return;
|
| EnsureFolders();
|
| string path = ResolveFilePath();
|
| int h = FileOpen(path, FILE_READ|FILE_WRITE|FILE_TXT|FILE_SHARE_WRITE|FILE_ANSI|DUALEA_FILE_COMMON);
|
| if(h==INVALID_HANDLE)
|
| {
|
| PrintFormat("Telemetry: cannot open %s, err=%d", path, GetLastError());
|
| return;
|
| }
|
| FileSeek(h, 0, SEEK_END);
|
| for(int i=0;i<ArraySize(m_buffer);++i)
|
| FileWriteString(h, m_buffer[i] + "\n");
|
| FileClose(h);
|
| ArrayResize(m_buffer, 0);
|
| }
|
|
|
| // Generic event logger
|
| void LogEvent(const string symbol, const int timeframe, const string strategy, const string event, const string details)
|
| {
|
| if(m_level<=0) return;
|
| string line = StringFormat("{\"ts\":%s,\"symbol\":%s,\"timeframe\":%d,\"strategy\":%s,\"event\":%s,\"details\":%s}",
|
| Quote(NowTs()), Quote(symbol), timeframe, Quote(strategy), Quote(event), Quote(details));
|
| AppendLine(line);
|
| }
|
|
|
| void LogEventJson(const string symbol, const int timeframe, const string strategy, const string event, const string json_fields)
|
| {
|
| if(m_level<=0) return;
|
| string fields = json_fields;
|
| StringTrimLeft(fields);
|
| StringTrimRight(fields);
|
| string suffix = (StringLen(fields) > 0 ? ("," + fields) : "");
|
| string line = StringFormat("{\"ts\":%s,\"symbol\":%s,\"timeframe\":%d,\"strategy\":%s,\"event\":%s%s}",
|
| Quote(NowTs()), Quote(symbol), timeframe, Quote(strategy), Quote(event), suffix);
|
| AppendLine(line);
|
| }
|
|
|
| // Gating decision (selector/insights/shadow)
|
| void LogGating(const string symbol, const int timeframe, const string strategy, const string stage, const bool allowed, const string reason)
|
| {
|
| if(m_level<=0) return;
|
| string line = StringFormat("{\"ts\":%s,\"symbol\":%s,\"timeframe\":%d,\"strategy\":%s,\"event\":%s,\"stage\":%s,\"allowed\":%s,\"reason\":%s}",
|
| Quote(NowTs()), Quote(symbol), timeframe, Quote(strategy), Quote("gating"), Quote(stage), (allowed?"true":"false"), Quote(reason));
|
| AppendLine(line);
|
| }
|
|
|
| // Shadow gating (evaluated even when NoConstraintsMode is active)
|
| void LogGatingShadow(const string strategy, const string symbol, const int timeframe, const string stage, const bool allowed, const string reason, const bool no_constraints_active)
|
| {
|
| if(m_level<=0) return;
|
| string line = StringFormat("{\"ts\":%s,\"symbol\":%s,\"timeframe\":%d,\"strategy\":%s,\"event\":%s,\"stage\":%s,\"mode\":%s,\"allowed\":%s,\"reason\":%s}",
|
| Quote(NowTs()), Quote(symbol), timeframe, Quote(strategy), Quote("shadow_gating"), Quote(stage), Quote(no_constraints_active?"no_constraints":"normal"), (allowed?"true":"false"), Quote(reason));
|
| AppendLine(line);
|
| }
|
|
|
| // Trade execution event
|
| void LogTradeExecuted(const string strategy, const string symbol, const int timeframe, const int retcode, const ulong deal, const ulong order_id)
|
| {
|
| if(m_level<=0) return;
|
| string line = StringFormat("{\"ts\":%s,\"symbol\":%s,\"timeframe\":%d,\"strategy\":%s,\"event\":%s,\"retcode\":%d,\"deal\":%I64u,\"order\":%I64u}",
|
| Quote(NowTs()), Quote(symbol), timeframe, Quote(strategy), Quote("trade_executed"), retcode, deal, order_id);
|
| AppendLine(line);
|
| }
|
|
|
| void LogTradeFailed(const string strategy, const string symbol, const int timeframe, const int error_code)
|
| {
|
| if(m_level<=0) return;
|
| string line = StringFormat("{\"ts\":%s,\"symbol\":%s,\"timeframe\":%d,\"strategy\":%s,\"event\":%s,\"error\":%d}",
|
| Quote(NowTs()), Quote(symbol), timeframe, Quote(strategy), Quote("trade_failed"), error_code);
|
| AppendLine(line);
|
| }
|
| };
|
|
|
| #endif // __DUALEA_TELEMETRY_MQH__
|
