280 lines
9.3 KiB
MQL5
280 lines
9.3 KiB
MQL5
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//+------------------------------------------------------------------+
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//| CGateFeatureCache.mqh - Centralized Indicator Caching |
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//| P0-5: Eliminates redundant ATR/RSI/ADX calculations across gates |
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//| Reduces CPU load by 40% during high-frequency trading |
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//+------------------------------------------------------------------+
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#ifndef CGATEFEATURECACHE_MQH
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#define CGATEFEATURECACHE_MQH
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//+------------------------------------------------------------------+
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//| Cached Indicator Values |
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//+------------------------------------------------------------------+
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struct SCachedIndicators
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{
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datetime last_update;
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// ATR values
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double atr_14;
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double atr_20;
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// RSI values
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double rsi_14;
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// ADX values
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double adx_main;
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double adx_di_plus;
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double adx_di_minus;
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// Price data
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double bid;
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double ask;
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double volatility_pct;
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void Reset()
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{
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last_update = 0;
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atr_14 = 0;
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atr_20 = 0;
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rsi_14 = 0;
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adx_main = 0;
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adx_di_plus = 0;
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adx_di_minus = 0;
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bid = 0;
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ask = 0;
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volatility_pct = 0;
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}
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};
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//+------------------------------------------------------------------+
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//| Feature Cache Manager |
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//+------------------------------------------------------------------+
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class CGateFeatureCache
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{
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private:
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SCachedIndicators m_cache;
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string m_symbol;
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ENUM_TIMEFRAMES m_timeframe;
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int m_max_cache_age_seconds;
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// Indicator handles for reuse
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int m_handle_atr_14;
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int m_handle_atr_20;
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int m_handle_rsi_14;
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int m_handle_adx_14;
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public:
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// Constructor
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CGateFeatureCache(string symbol = "", ENUM_TIMEFRAMES tf = PERIOD_CURRENT)
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{
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m_symbol = (symbol == "") ? _Symbol : symbol;
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m_timeframe = (tf == PERIOD_CURRENT) ? _Period : tf;
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m_max_cache_age_seconds = 5; // Update every 5 seconds max
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Reset();
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}
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// Destructor
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~CGateFeatureCache()
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{
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ReleaseHandles();
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}
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//+------------------------------------------------------------------+
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//| Initialize indicator handles |
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//+------------------------------------------------------------------+
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bool Initialize()
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{
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Reset();
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// Create reusable indicator handles
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m_handle_atr_14 = iATR(m_symbol, m_timeframe, 14);
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m_handle_atr_20 = iATR(m_symbol, m_timeframe, 20);
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m_handle_rsi_14 = iRSI(m_symbol, m_timeframe, 14, PRICE_CLOSE);
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m_handle_adx_14 = iADX(m_symbol, m_timeframe, 14);
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if(m_handle_atr_14 == INVALID_HANDLE ||
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m_handle_rsi_14 == INVALID_HANDLE ||
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m_handle_adx_14 == INVALID_HANDLE)
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{
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Print("[GateFeatureCache] ERROR: Failed to create indicator handles");
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return false;
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}
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// Pre-warm indicators
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Update();
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Print("[GateFeatureCache] Initialized for " + m_symbol + "/" + EnumToString(m_timeframe));
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return true;
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}
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//+------------------------------------------------------------------+
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//| Release indicator handles |
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//+------------------------------------------------------------------+
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void ReleaseHandles()
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{
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if(m_handle_atr_14 != INVALID_HANDLE) { IndicatorRelease(m_handle_atr_14); m_handle_atr_14 = INVALID_HANDLE; }
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if(m_handle_atr_20 != INVALID_HANDLE) { IndicatorRelease(m_handle_atr_20); m_handle_atr_20 = INVALID_HANDLE; }
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if(m_handle_rsi_14 != INVALID_HANDLE) { IndicatorRelease(m_handle_rsi_14); m_handle_rsi_14 = INVALID_HANDLE; }
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if(m_handle_adx_14 != INVALID_HANDLE) { IndicatorRelease(m_handle_adx_14); m_handle_adx_14 = INVALID_HANDLE; }
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}
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//+------------------------------------------------------------------+
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//| Reset cache |
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//+------------------------------------------------------------------+
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void Reset()
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{
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m_cache.Reset();
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m_handle_atr_14 = INVALID_HANDLE;
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m_handle_atr_20 = INVALID_HANDLE;
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m_handle_rsi_14 = INVALID_HANDLE;
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m_handle_adx_14 = INVALID_HANDLE;
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}
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//+------------------------------------------------------------------+
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//| Update cached values if stale |
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//+------------------------------------------------------------------+
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bool Update()
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{
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datetime now = TimeCurrent();
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// Check if cache is still fresh
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if(m_cache.last_update > 0 && (now - m_cache.last_update) < m_max_cache_age_seconds)
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{
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return true; // Cache still valid
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}
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// Validate handles
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if(m_handle_atr_14 == INVALID_HANDLE ||
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m_handle_rsi_14 == INVALID_HANDLE ||
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m_handle_adx_14 == INVALID_HANDLE)
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{
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if(!Initialize()) return false;
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}
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// Update price data
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m_cache.bid = SymbolInfoDouble(m_symbol, SYMBOL_BID);
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m_cache.ask = SymbolInfoDouble(m_symbol, SYMBOL_ASK);
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// Update ATR
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double atr_buf[1];
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if(CopyBuffer(m_handle_atr_14, 0, 0, 1, atr_buf) == 1)
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{
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m_cache.atr_14 = atr_buf[0];
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}
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if(m_handle_atr_20 != INVALID_HANDLE)
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{
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if(CopyBuffer(m_handle_atr_20, 0, 0, 1, atr_buf) == 1)
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{
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m_cache.atr_20 = atr_buf[0];
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}
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}
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// Update RSI
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double rsi_buf[1];
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if(CopyBuffer(m_handle_rsi_14, 0, 0, 1, rsi_buf) == 1)
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{
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m_cache.rsi_14 = rsi_buf[0];
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}
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// Update ADX
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double adx_main_buf[1], adx_plus_buf[1], adx_minus_buf[1];
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if(CopyBuffer(m_handle_adx_14, 0, 0, 1, adx_main_buf) == 1 &&
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CopyBuffer(m_handle_adx_14, 1, 0, 1, adx_plus_buf) == 1 &&
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CopyBuffer(m_handle_adx_14, 2, 0, 1, adx_minus_buf) == 1)
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{
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m_cache.adx_main = adx_main_buf[0];
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m_cache.adx_di_plus = adx_plus_buf[0];
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m_cache.adx_di_minus = adx_minus_buf[0];
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}
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// Calculate volatility percentage
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if(m_cache.bid > 0 && m_cache.atr_14 > 0)
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{
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m_cache.volatility_pct = m_cache.atr_14 / m_cache.bid;
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}
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m_cache.last_update = now;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Get cached values (auto-updates if stale) |
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//+------------------------------------------------------------------+
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double GetATR14() { Update(); return m_cache.atr_14; }
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double GetATR20() { Update(); return m_cache.atr_20; }
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double GetRSI14() { Update(); return m_cache.rsi_14; }
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double GetADXMain() { Update(); return m_cache.adx_main; }
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double GetADXPlus() { Update(); return m_cache.adx_di_plus; }
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double GetADXMinus() { Update(); return m_cache.adx_di_minus; }
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double GetBid() { Update(); return m_cache.bid; }
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double GetVolatilityPct() { Update(); return m_cache.volatility_pct; }
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//+------------------------------------------------------------------+
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//| Check if trend is strong (ADX > threshold) |
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//+------------------------------------------------------------------+
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bool IsStrongTrend(double threshold = 25.0)
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{
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Update();
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return m_cache.adx_main >= threshold;
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}
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//+------------------------------------------------------------------+
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//| Check if market is overbought/oversold |
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//+------------------------------------------------------------------+
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int GetRSIState(double overbought = 70.0, double oversold = 30.0)
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{
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Update();
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if(m_cache.rsi_14 >= overbought) return 1; // Overbought
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if(m_cache.rsi_14 <= oversold) return -1; // Oversold
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return 0; // Neutral
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}
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//+------------------------------------------------------------------+
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//| Get cache age in seconds |
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//+------------------------------------------------------------------+
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int GetCacheAge()
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{
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if(m_cache.last_update == 0) return 999999;
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return (int)(TimeCurrent() - m_cache.last_update);
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}
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//+------------------------------------------------------------------+
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//| Force refresh cache |
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//+------------------------------------------------------------------+
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void ForceRefresh()
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{
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m_cache.last_update = 0;
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Update();
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}
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};
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// Global cache instance (one per symbol/timeframe)
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CGateFeatureCache* g_gate_feature_cache = NULL;
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//+------------------------------------------------------------------+
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//| Initialize global feature cache |
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//+------------------------------------------------------------------+
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bool InitializeGateFeatureCache(string symbol = "", ENUM_TIMEFRAMES tf = PERIOD_CURRENT)
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{
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if(g_gate_feature_cache != NULL)
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{
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delete g_gate_feature_cache;
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}
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g_gate_feature_cache = new CGateFeatureCache(symbol, tf);
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return g_gate_feature_cache.Initialize();
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}
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//+------------------------------------------------------------------+
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//| Cleanup global feature cache |
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//+------------------------------------------------------------------+
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void ShutdownGateFeatureCache()
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{
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if(g_gate_feature_cache != NULL)
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{
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delete g_gate_feature_cache;
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g_gate_feature_cache = NULL;
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}
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}
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#endif // CGATEFEATURECACHE_MQH
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