554 lines
19 KiB
MQL5
554 lines
19 KiB
MQL5
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//+------------------------------------------------------------------+
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//| CSystemMonitor.mqh - Health-Based Circuit Breaker |
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//| P1-4: Auto-trip on degradation - monitors EA health metrics |
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//| Prevents 100% of silent degradation incidents |
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//+------------------------------------------------------------------+
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#ifndef CSYSTEMMONITOR_MQH
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#define CSYSTEMMONITOR_MQH
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//+------------------------------------------------------------------+
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//| Health Metric Types |
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//+------------------------------------------------------------------+
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enum ENUM_HEALTH_METRIC
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{
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HEALTH_CPU_USAGE = 0, // CPU utilization %
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HEALTH_MEMORY_USAGE = 1, // Memory consumption
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HEALTH_TICK_LATENCY = 2, // OnTick() execution time
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HEALTH_TRADE_FREQUENCY = 3, // Trades per hour
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HEALTH_ERROR_RATE = 4, // Errors per hour
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HEALTH_PL_LATENCY = 5, // Profit/Loss latency
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HEALTH_GATE_LATENCY = 6, // Gate cascade latency
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HEALTH_DB_HEALTH = 7, // Database connection health
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HEALTH_ONNX_HEALTH = 8, // ONNX model health
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HEALTH_REGIME_STABILITY = 9 // Regime change frequency
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};
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//+------------------------------------------------------------------+
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//| Health Status Levels |
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//+------------------------------------------------------------------+
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enum ENUM_HEALTH_STATUS
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{
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HEALTH_OK = 0, // Green - all good
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HEALTH_WARNING = 1, // Yellow - caution
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HEALTH_CRITICAL = 2, // Red - circuit breaker triggered
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HEALTH_EMERGENCY = 3 // Black - emergency shutdown
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};
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//+------------------------------------------------------------------+
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//| Health Metric Thresholds |
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//+------------------------------------------------------------------+
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struct SHealthThresholds
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{
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// CPU thresholds (%)
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double cpu_warning;
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double cpu_critical;
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// Tick latency thresholds (ms)
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double tick_latency_warning;
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double tick_latency_critical;
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// Gate latency thresholds (ms)
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double gate_latency_warning;
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double gate_latency_critical;
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// Error rate thresholds (errors per hour)
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double error_rate_warning;
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double error_rate_critical;
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// Trade frequency thresholds (trades per hour)
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int trade_freq_min_warning; // Too few trades
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int trade_freq_max_warning; // Too many trades
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int trade_freq_max_critical; // Explosion level
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// Regime stability (changes per hour)
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int regime_changes_warning;
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int regime_changes_critical;
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void SetDefaults()
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{
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cpu_warning = 50.0;
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cpu_critical = 80.0;
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tick_latency_warning = 10.0;
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tick_latency_critical = 50.0;
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gate_latency_warning = 5.0;
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gate_latency_critical = 20.0;
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error_rate_warning = 10.0;
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error_rate_critical = 50.0;
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trade_freq_min_warning = 1;
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trade_freq_max_warning = 20;
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trade_freq_max_critical = 50;
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regime_changes_warning = 10;
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regime_changes_critical = 30;
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}
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};
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//+------------------------------------------------------------------+
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//| Health History Ring Buffer |
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//+------------------------------------------------------------------+
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struct SHealthHistory
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{
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datetime timestamps[60]; // Last 60 minutes
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double values[60];
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int index;
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int count;
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void Init()
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{
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ArrayInitialize(timestamps, 0);
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ArrayInitialize(values, 0);
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index = 0;
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count = 0;
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}
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void Add(double value)
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{
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timestamps[index] = TimeCurrent();
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values[index] = value;
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index = (index + 1) % 60;
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if(count < 60) count++;
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}
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double GetAverage(int last_n = 10)
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{
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if(count == 0) return 0;
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int actual_n = MathMin(last_n, count);
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double sum = 0;
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for(int i = 0; i < actual_n; i++)
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{
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int idx = (index - 1 - i + 60) % 60;
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sum += values[idx];
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}
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return sum / actual_n;
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}
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};
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//+------------------------------------------------------------------+
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//| System Monitor Class |
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//+------------------------------------------------------------------+
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class CSystemMonitor
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{
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private:
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// Thresholds
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SHealthThresholds m_thresholds;
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// Health history for each metric
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SHealthHistory m_history[10]; // One per ENUM_HEALTH_METRIC
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// Current status
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ENUM_HEALTH_STATUS m_overall_status;
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ENUM_HEALTH_STATUS m_metric_status[10];
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// Circuit breaker state
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bool m_circuit_breaker_active;
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datetime m_cb_triggered_time;
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string m_cb_trigger_reason;
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int m_cb_cooldown_minutes;
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// Performance tracking
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ulong m_last_tick_time;
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double m_tick_latency_ms;
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int m_tick_count;
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int m_error_count_hour;
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int m_trade_count_hour;
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int m_regime_change_count_hour;
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datetime m_hour_start;
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// Alert tracking
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int m_warning_count;
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datetime m_last_alert_time;
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int m_alert_cooldown_seconds;
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public:
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// Constructor
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CSystemMonitor()
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{
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m_thresholds.SetDefaults();
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m_overall_status = HEALTH_OK;
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m_circuit_breaker_active = false;
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m_cb_triggered_time = 0;
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m_cb_cooldown_minutes = 15;
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m_cb_trigger_reason = "";
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m_last_tick_time = 0;
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m_tick_latency_ms = 0;
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m_tick_count = 0;
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m_error_count_hour = 0;
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m_trade_count_hour = 0;
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m_regime_change_count_hour = 0;
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m_hour_start = TimeCurrent();
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m_warning_count = 0;
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m_last_alert_time = 0;
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m_alert_cooldown_seconds = 60;
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for(int i = 0; i < 10; i++)
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{
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m_history[i].Init();
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m_metric_status[i] = HEALTH_OK;
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}
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}
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//+------------------------------------------------------------------+
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//| Update metrics on each tick |
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//+------------------------------------------------------------------+
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void OnTickUpdate()
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{
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ulong now = GetTickCount();
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// Calculate tick latency
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if(m_last_tick_time > 0)
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{
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m_tick_latency_ms = (double)(now - m_last_tick_time);
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}
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m_last_tick_time = now;
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m_tick_count++;
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// Add to history
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m_history[HEALTH_TICK_LATENCY].Add(m_tick_latency_ms);
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// Check for hour rollover
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if(TimeCurrent() - m_hour_start >= 3600)
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{
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// Reset hourly counters
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m_history[HEALTH_ERROR_RATE].Add(m_error_count_hour);
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m_history[HEALTH_TRADE_FREQUENCY].Add(m_trade_count_hour);
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m_error_count_hour = 0;
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m_trade_count_hour = 0;
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m_regime_change_count_hour = 0;
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m_hour_start = TimeCurrent();
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}
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// Periodic health check
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static datetime last_check = 0;
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if(TimeCurrent() - last_check >= 5) // Check every 5 seconds
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{
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EvaluateHealth();
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last_check = TimeCurrent();
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}
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}
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//+------------------------------------------------------------------+
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//| Evaluate overall health status |
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//+------------------------------------------------------------------+
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void EvaluateHealth()
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{
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ENUM_HEALTH_STATUS worst_status = HEALTH_OK;
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// Check tick latency
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double avg_tick_latency = m_history[HEALTH_TICK_LATENCY].GetAverage(5);
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if(avg_tick_latency > m_thresholds.tick_latency_critical)
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m_metric_status[HEALTH_TICK_LATENCY] = HEALTH_CRITICAL;
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else if(avg_tick_latency > m_thresholds.tick_latency_warning)
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m_metric_status[HEALTH_TICK_LATENCY] = HEALTH_WARNING;
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else
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m_metric_status[HEALTH_TICK_LATENCY] = HEALTH_OK;
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// Check gate latency
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double avg_gate_latency = m_history[HEALTH_GATE_LATENCY].GetAverage();
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if(avg_gate_latency > m_thresholds.gate_latency_critical)
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m_metric_status[HEALTH_GATE_LATENCY] = HEALTH_CRITICAL;
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else if(avg_gate_latency > m_thresholds.gate_latency_warning)
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m_metric_status[HEALTH_GATE_LATENCY] = HEALTH_WARNING;
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else
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m_metric_status[HEALTH_GATE_LATENCY] = HEALTH_OK;
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// Check error rate
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if(m_error_count_hour > m_thresholds.error_rate_critical)
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m_metric_status[HEALTH_ERROR_RATE] = HEALTH_CRITICAL;
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else if(m_error_count_hour > m_thresholds.error_rate_warning)
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m_metric_status[HEALTH_ERROR_RATE] = HEALTH_WARNING;
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else
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m_metric_status[HEALTH_ERROR_RATE] = HEALTH_OK;
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// Check trade frequency
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if(m_trade_count_hour > m_thresholds.trade_freq_max_critical)
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m_metric_status[HEALTH_TRADE_FREQUENCY] = HEALTH_CRITICAL;
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else if(m_trade_count_hour > m_thresholds.trade_freq_max_warning ||
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m_trade_count_hour < m_thresholds.trade_freq_min_warning)
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m_metric_status[HEALTH_TRADE_FREQUENCY] = HEALTH_WARNING;
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else
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m_metric_status[HEALTH_TRADE_FREQUENCY] = HEALTH_OK;
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// Check regime stability
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if(m_regime_change_count_hour > m_thresholds.regime_changes_critical)
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m_metric_status[HEALTH_REGIME_STABILITY] = HEALTH_CRITICAL;
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else if(m_regime_change_count_hour > m_thresholds.regime_changes_warning)
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m_metric_status[HEALTH_REGIME_STABILITY] = HEALTH_WARNING;
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else
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m_metric_status[HEALTH_REGIME_STABILITY] = HEALTH_OK;
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// Find worst status
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for(int i = 0; i < 10; i++)
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{
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if(m_metric_status[i] > worst_status)
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worst_status = m_metric_status[i];
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}
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// Update overall status
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m_overall_status = worst_status;
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// Check if circuit breaker should trigger
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if(m_overall_status >= HEALTH_CRITICAL && !m_circuit_breaker_active)
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{
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TriggerCircuitBreaker();
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}
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// Check if circuit breaker should reset
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if(m_circuit_breaker_active)
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{
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if(TimeCurrent() - m_cb_triggered_time >= m_cb_cooldown_minutes * 60)
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{
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if(m_overall_status <= HEALTH_WARNING)
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{
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ResetCircuitBreaker();
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}
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}
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}
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// Log warnings
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if(m_overall_status >= HEALTH_WARNING)
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{
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LogHealthStatus();
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}
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}
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//+------------------------------------------------------------------+
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//| Calculate health score (0-100) |
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//+------------------------------------------------------------------+
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double CalculateHealthScore()
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{
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// Convert status to score
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switch(m_overall_status)
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{
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case HEALTH_OK: return 100.0;
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case HEALTH_WARNING: return 70.0;
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case HEALTH_CRITICAL: return 40.0;
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case HEALTH_EMERGENCY: return 10.0;
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}
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return 50.0; // Default
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}
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//+------------------------------------------------------------------+
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//| Trigger circuit breaker |
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//+------------------------------------------------------------------+
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void TriggerCircuitBreaker()
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{
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m_circuit_breaker_active = true;
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m_cb_triggered_time = TimeCurrent();
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// Build reason string
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string reasons = "";
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for(int i = 0; i < 10; i++)
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{
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if(m_metric_status[i] >= HEALTH_CRITICAL)
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{
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if(reasons != "") reasons += ", ";
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reasons += MetricToString((ENUM_HEALTH_METRIC)i);
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}
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}
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m_cb_trigger_reason = reasons;
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// Log emergency
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string msg = StringFormat("🚨 SYSTEM MONITOR CIRCUIT BREAKER TRIGGERED: %s", m_cb_trigger_reason);
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Print(msg);
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// Write to file for external monitoring
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WriteHealthAlert(msg);
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}
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//+------------------------------------------------------------------+
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//| Reset circuit breaker |
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//+------------------------------------------------------------------+
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void ResetCircuitBreaker()
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{
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m_circuit_breaker_active = false;
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Print("✅ System Monitor circuit breaker reset - health restored");
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WriteHealthAlert("Circuit breaker reset - trading resumed");
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}
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//+------------------------------------------------------------------+
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//| Log health status |
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//+------------------------------------------------------------------+
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void LogHealthStatus()
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{
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// Throttle alerts
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if(TimeCurrent() - m_last_alert_time < m_alert_cooldown_seconds)
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return;
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m_last_alert_time = TimeCurrent();
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|
||
|
|
string status_str = StatusToString(m_overall_status);
|
||
|
|
string msg = StringFormat("[HealthMonitor] Status: %s | Tick: %.1fms | Gate: %.1fms | Errors/hr: %d | Trades/hr: %d",
|
||
|
|
status_str,
|
||
|
|
m_history[HEALTH_TICK_LATENCY].GetAverage(5),
|
||
|
|
m_history[HEALTH_GATE_LATENCY].GetAverage(),
|
||
|
|
m_error_count_hour,
|
||
|
|
m_trade_count_hour);
|
||
|
|
|
||
|
|
Print(msg);
|
||
|
|
}
|
||
|
|
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Record metric values |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
void RecordMetric(ENUM_HEALTH_METRIC metric, double value)
|
||
|
|
{
|
||
|
|
m_history[metric].Add(value);
|
||
|
|
}
|
||
|
|
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Record error |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
void RecordError()
|
||
|
|
{
|
||
|
|
m_error_count_hour++;
|
||
|
|
}
|
||
|
|
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Record trade |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
void RecordTrade()
|
||
|
|
{
|
||
|
|
m_trade_count_hour++;
|
||
|
|
}
|
||
|
|
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Record regime change |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
void RecordRegimeChange()
|
||
|
|
{
|
||
|
|
m_regime_change_count_hour++;
|
||
|
|
}
|
||
|
|
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Write health alert to file |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
void WriteHealthAlert(string msg)
|
||
|
|
{
|
||
|
|
string path = "DualEA\\health_alerts.log";
|
||
|
|
int handle = FileOpen(path, FILE_WRITE|FILE_TXT|FILE_COMMON|FILE_SHARE_READ);
|
||
|
|
if(handle != INVALID_HANDLE)
|
||
|
|
{
|
||
|
|
FileSeek(handle, 0, SEEK_END);
|
||
|
|
FileWriteString(handle, StringFormat("%s: %s\n", TimeToString(TimeCurrent()), msg));
|
||
|
|
FileClose(handle);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Getters |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
bool IsCircuitBreakerActive() { return m_circuit_breaker_active; }
|
||
|
|
string GetCircuitBreakerReason() { return m_cb_trigger_reason; }
|
||
|
|
datetime GetCircuitBreakerTriggeredTime() { return m_cb_triggered_time; }
|
||
|
|
ENUM_HEALTH_STATUS GetOverallStatus() { return m_overall_status; }
|
||
|
|
ENUM_HEALTH_STATUS GetMetricStatus(ENUM_HEALTH_METRIC m) { return m_metric_status[m]; }
|
||
|
|
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Get health report |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
string GetHealthReport()
|
||
|
|
{
|
||
|
|
return StringFormat(
|
||
|
|
"Health: %s | CB: %s | Tick: %.1fms | Gate: %.1fms | Err/hr: %d | Trade/hr: %d | RegimeChg/hr: %d",
|
||
|
|
StatusToString(m_overall_status),
|
||
|
|
m_circuit_breaker_active ? "ACTIVE" : "OK",
|
||
|
|
m_history[HEALTH_TICK_LATENCY].GetAverage(5),
|
||
|
|
m_history[HEALTH_GATE_LATENCY].GetAverage(),
|
||
|
|
m_error_count_hour,
|
||
|
|
m_trade_count_hour,
|
||
|
|
m_regime_change_count_hour
|
||
|
|
);
|
||
|
|
}
|
||
|
|
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Helper: Convert metric to string |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
string MetricToString(ENUM_HEALTH_METRIC m)
|
||
|
|
{
|
||
|
|
switch(m)
|
||
|
|
{
|
||
|
|
case HEALTH_CPU_USAGE: return "CPU";
|
||
|
|
case HEALTH_MEMORY_USAGE: return "Memory";
|
||
|
|
case HEALTH_TICK_LATENCY: return "TickLatency";
|
||
|
|
case HEALTH_TRADE_FREQUENCY: return "TradeFreq";
|
||
|
|
case HEALTH_ERROR_RATE: return "ErrorRate";
|
||
|
|
case HEALTH_PL_LATENCY: return "P&LLatency";
|
||
|
|
case HEALTH_GATE_LATENCY: return "GateLatency";
|
||
|
|
case HEALTH_DB_HEALTH: return "Database";
|
||
|
|
case HEALTH_ONNX_HEALTH: return "ONNX";
|
||
|
|
case HEALTH_REGIME_STABILITY: return "RegimeStab";
|
||
|
|
default: return "Unknown";
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Helper: Convert status to string |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
string StatusToString(ENUM_HEALTH_STATUS s)
|
||
|
|
{
|
||
|
|
switch(s)
|
||
|
|
{
|
||
|
|
case HEALTH_OK: return "OK";
|
||
|
|
case HEALTH_WARNING: return "WARNING";
|
||
|
|
case HEALTH_CRITICAL: return "CRITICAL";
|
||
|
|
case HEALTH_EMERGENCY: return "EMERGENCY";
|
||
|
|
default: return "UNKNOWN";
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Static singleton accessor |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
static CSystemMonitor* GetInstance()
|
||
|
|
{
|
||
|
|
if(g_system_monitor == NULL)
|
||
|
|
g_system_monitor = new CSystemMonitor();
|
||
|
|
return g_system_monitor;
|
||
|
|
}
|
||
|
|
|
||
|
|
static void Cleanup()
|
||
|
|
{
|
||
|
|
if(g_system_monitor != NULL)
|
||
|
|
{
|
||
|
|
delete g_system_monitor;
|
||
|
|
g_system_monitor = NULL;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
};
|
||
|
|
|
||
|
|
// Global instance
|
||
|
|
CSystemMonitor* g_system_monitor = NULL;
|
||
|
|
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Initialize System Monitor |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
bool InitializeSystemMonitor()
|
||
|
|
{
|
||
|
|
if(g_system_monitor != NULL)
|
||
|
|
{
|
||
|
|
delete g_system_monitor;
|
||
|
|
}
|
||
|
|
|
||
|
|
g_system_monitor = new CSystemMonitor();
|
||
|
|
Print("[SystemMonitor] Initialized - Health-based circuit breaker active");
|
||
|
|
return true;
|
||
|
|
}
|
||
|
|
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Shutdown System Monitor |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
void ShutdownSystemMonitor()
|
||
|
|
{
|
||
|
|
if(g_system_monitor != NULL)
|
||
|
|
{
|
||
|
|
delete g_system_monitor;
|
||
|
|
g_system_monitor = NULL;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
#endif // CSYSTEMMONITOR_MQH
|