90 lines
3.2 KiB
MQL5
90 lines
3.2 KiB
MQL5
//+------------------------------------------------------------------+
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//| Test_System.mq5 |
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//| System-level E2E test: full pipeline, logging, export, errors |
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//+------------------------------------------------------------------+
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#include <Trade\Trade.mqh>
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#include "..\\Include\\IStrategy.mqh"
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#include "..\\Include\\GateManager.mqh"
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#include "..\\Include\\SessionManager.mqh"
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#include "..\\Include\\CorrelationManager.mqh"
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#include "..\\Include\\VolatilitySizer.mqh"
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#include "..\\Include\\LearningBridge.mqh"
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#include "..\\Include\\KnowledgeBase.mqh"
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#include "..\\Include\\PolicyEngine.mqh"
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#include "..\\Include\\StrategySelector.mqh"
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input int Verbosity = 2;
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void OnStart()
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{
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Print("[Test] System: BEGIN");
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// Full pipeline setup
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CStrategySelector selector;
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CLearningBridge *learning = new CLearningBridge("TestData", 100);
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CGateManager gm(false, false, false);
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CSessionManager sm(_Symbol, _Period);
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CCorrelationManager cm(_Symbol, _Period);
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CVolatilitySizer vs(_Symbol, _Period);
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CKnowledgeBase kb;
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CPolicyEngine policy;
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sm.SetSessionHours(9, 17);
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sm.SetMaxTradesPerSession(3);
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cm.SetMaxCorrelation(0.8);
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cm.SetLookbackDays(30);
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vs.SetATRPeriod(14);
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vs.SetBaseATRPercent(0.5);
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vs.SetMultiplierRange(0.5, 2.0);
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vs.SetTargetRiskPercent(1.0);
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vs.SetEnabled(true);
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// Simulate a signal using TradingSignal from IStrategy.mqh
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TradingSignal signal;
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signal.strategy_name = "SYS_TEST";
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signal.symbol = _Symbol;
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signal.timeframe = _Period;
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signal.timestamp = TimeCurrent();
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signal.entry_price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
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signal.direction = 1; // Buy
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signal.stop_loss = signal.entry_price - 100 * _Point;
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signal.take_profit = signal.entry_price + 200 * _Point;
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signal.confidence = 0.75;
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Print("PASS: TradingSignal created for system test");
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string reason;
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if(sm.IsSessionAllowed(reason)) Print("PASS: SessionManager allowed");
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else PrintFormat("INFO: SessionManager blocked (%s)", reason);
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double corr = cm.GetCorrelation(_Symbol);
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PrintFormat("INFO: CorrelationManager self-corr = %.2f", corr);
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double sl_points = 50, vol_mult = 1.0;
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double sized = vs.CalculatePositionSize(0.1, sl_points, vol_mult, reason);
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PrintFormat("INFO: VolatilitySizer sized = %.2f (%s)", sized, reason);
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string strats[] = {"ADXStrategy", "RSIStrategy"};
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double scores[];
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int idx = selector.PickBest(_Symbol, _Period, strats, scores);
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if(idx >= 0 && idx < ArraySize(strats))
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PrintFormat("PASS: Selector picked %s", strats[idx]);
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else
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Print("INFO: Selector did not pick (normal for test)");
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// Trade log
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bool log_ok = kb.LogTradeExecution(_Symbol, signal.strategy_name, TimeCurrent(), signal.entry_price, 0.1, signal.direction);
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if(log_ok) Print("PASS: KnowledgeBase trade log");
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else Print("INFO: KnowledgeBase trade log (may require setup)");
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// Policy engine (smoke)
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double prob = policy.GetPolicyProb("ADXStrategy", _Symbol, _Period);
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PrintFormat("INFO: PolicyEngine GetPolicyProb = %.4f", prob);
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if(learning != NULL)
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{
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delete learning;
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learning = NULL;
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}
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Print("[Test] System: END");
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}
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