216 lines
7.5 KiB
MQL5
 | //+------------------------------------------------------------------+
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//| VitalsDump.mq5 |
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//| Copyright 2026, Allan Niñal |
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//| https://www.allanninal.dev/mql5 |
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//+------------------------------------------------------------------+
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//| Test tool (read-only). Mode 0: runs VtCore/VtExposure on the |
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//| synthetic cases tests/check_core.py wrote to the common files |
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//| folder (vttest\deals_<k>.csv, meta_<k>.csv, jr_<k>.csv, |
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//| pos_<k>.csv) and writes every number the card shows to |
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//| out_<k>.txt, plus the pip check (out_pip.txt). Mode 1: the |
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//| journal test (see VtJournal.mqh) on the scripted equity paths. |
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//+------------------------------------------------------------------+
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// SPDX-License-Identifier: LicenseRef-PolyForm-Noncommercial-1.0.0
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// Required Notice: Copyright 2026 Allan Niñal (https://www.allanninal.dev/mql5)
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#property copyright "Copyright 2026, Allan Niñal <https://www.allanninal.dev/mql5>"
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#property link "https://www.allanninal.dev/mql5"
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#property version "1.00"
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#property script_show_inputs
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#include <Vitals/VtCore.mqh>
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#include <Vitals/VtExposure.mqh>
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#include <Vitals/VtJournal.mqh>
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#include <VitalsCheck/VtDump.mqh>
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input int InpMode = 0; // 0 core cases, 1 journal paths
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input int InpCases = 8; // cases 0 .. n-1
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input bool InpCloseWhenDone = false;
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bool ReadLines(const string name,string &lines[])
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{
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ArrayResize(lines,0);
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int f=FileOpen(name,FILE_READ|FILE_TXT|FILE_ANSI|FILE_COMMON);
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if(f==INVALID_HANDLE)
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return(false);
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FileReadString(f); // header
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int n=0;
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while(!FileIsEnding(f))
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{
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string s=FileReadString(f);
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if(StringLen(s)==0)
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continue;
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ArrayResize(lines,n+1,1024);
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lines[n++]=s;
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}
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FileClose(f);
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return(true);
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}
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void RunCase(const int k)
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{
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string L[],v[];
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// meta
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long now=0,f_start=0,f_magic=-1;
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double bal=0;
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string f_symbol="",f_comment="";
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if(!ReadLines(StringFormat("vttest\\meta_%d.csv",k),L))
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{ PrintFormat("VitalsDump: meta_%d.csv missing",k); return; }
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for(int i=0; i<ArraySize(L); i++)
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{
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if(StringSplit(L[i],',',v)<2)
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continue;
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if(v[0]=="now") now=StringToInteger(v[1]);
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else if(v[0]=="balance") bal=StringToDouble(v[1]);
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else if(v[0]=="f_symbol") f_symbol=v[1];
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else if(v[0]=="f_magic") f_magic=StringToInteger(v[1]);
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else if(v[0]=="f_comment") f_comment=v[1];
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else if(v[0]=="f_start") f_start=StringToInteger(v[1]);
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}
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CVtEngine e;
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e.Filter(f_symbol,f_magic,f_comment,f_start);
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// deals
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if(!ReadLines(StringFormat("vttest\\deals_%d.csv",k),L))
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{ PrintFormat("VitalsDump: deals_%d.csv missing",k); return; }
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int nd=ArraySize(L);
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for(int i=0; i<nd; i++)
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{
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if(StringSplit(L[i],',',v)<12)
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continue;
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VtDeal d;
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d.time=StringToInteger(v[0]); d.pos=StringToInteger(v[1]); d.magic=StringToInteger(v[2]);
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d.type=TypeOf(v[3]); d.entry=EntryOf(v[4]);
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d.volume=StringToDouble(v[5]); d.profit=StringToDouble(v[6]);
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d.swap=StringToDouble(v[7]); d.commission=StringToDouble(v[8]); d.fee=StringToDouble(v[9]);
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d.symbol=v[10]; d.comment=v[11];
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e.Add(d);
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}
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// journal
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long jd[];
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double jm[],jp[];
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int jn=0;
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if(ReadLines(StringFormat("vttest\\jr_%d.csv",k),L))
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{
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jn=ArraySize(L);
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ArrayResize(jd,jn); ArrayResize(jm,jn); ArrayResize(jp,jn);
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for(int i=0; i<jn; i++)
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{
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StringSplit(L[i],',',v);
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jd[i]=StringToInteger(v[0]); jm[i]=StringToDouble(v[1]); jp[i]=StringToDouble(v[2]);
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}
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}
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g_out=FileOpen(StringFormat("vttest\\out_%d.txt",k),FILE_WRITE|FILE_TXT|FILE_ANSI|FILE_COMMON);
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if(g_out==INVALID_HANDLE)
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return;
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uint t0=GetTickCount();
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DumpEngine(e,now,bal,jd,jm,jp,jn);
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// open positions
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VtPos P[];
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if(ReadLines(StringFormat("vttest\\pos_%d.csv",k),L))
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{
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int n=ArraySize(L);
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ArrayResize(P,n);
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for(int i=0; i<n; i++)
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{
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StringSplit(L[i],',',v);
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P[i].symbol=v[0]; P[i].magic=StringToInteger(v[1]); P[i].comment=v[2]; P[i].dir=(int)StringToInteger(v[3]);
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P[i].volume=StringToDouble(v[4]); P[i].profit=StringToDouble(v[5]); P[i].pips=StringToDouble(v[6]);
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P[i].sl=StringToDouble(v[7]); P[i].risk=StringToDouble(v[8]); P[i].value=StringToDouble(v[9]);
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P[i].base=v[10]; P[i].ccy=v[11];
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}
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VtSummarize(e,P,n,bal);
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}
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else
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VtSummarize(e,P,0,bal);
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DumpOpen(e);
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FileClose(g_out);
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PrintFormat("VitalsDump: case %d: %d deals, %d trades, %d ms",k,nd,e.ntr,(int)(GetTickCount()-t0));
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}
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void RunPips()
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{
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string L[],v[];
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if(!ReadLines("vttest\\pip_test.csv",L))
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return;
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g_out=FileOpen("vttest\\out_pip.txt",FILE_WRITE|FILE_TXT|FILE_ANSI|FILE_COMMON);
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for(int i=0; i<ArraySize(L); i++)
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{
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StringSplit(L[i],',',v);
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WI(StringFormat("pip.%d",i),VtPipMult(v[0],(int)StringToInteger(v[1])));
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}
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FileClose(g_out);
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}
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//--- mode 1: scripted equity paths through midnight and restarts (tests/check_journal.py writes jt_paths.csv)
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// kind: S sample, R clean restart (Flush(true), then a new object reads the file), C crash restart (no flush)
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void FileLines(const string path,const string tag,const int h)
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{
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FileWriteString(h,"SNAP "+tag+"\n");
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int f=FileOpen(path,FILE_READ|FILE_TXT|FILE_ANSI|FILE_SHARE_READ|FILE_SHARE_WRITE);
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if(f==INVALID_HANDLE)
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return;
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while(!FileIsEnding(f))
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{
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string s=FileReadString(f);
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if(StringLen(s)>0)
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FileWriteString(h,s+"\n");
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}
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FileClose(f);
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}
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void VtJournalSelfTest()
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{
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string L[],v[],jf="Vitals\\FDD_test.csv";
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FolderCreate("Vitals");
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FileDelete(jf);
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if(FileIsExist("vttest\\jt_seed.csv",FILE_COMMON))
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{ if(!FileCopy("vttest\\jt_seed.csv",FILE_COMMON,jf,FILE_REWRITE)) PrintFormat("VitalsDump: seed copy failed, error %d",GetLastError()); }
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if(!ReadLines("vttest\\jt_paths.csv",L))
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{ Print("VitalsDump: jt_paths.csv missing"); return; }
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int h=FileOpen("vttest\\journal_out.txt",FILE_WRITE|FILE_TXT|FILE_ANSI|FILE_COMMON);
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CVtJournal *j=new CVtJournal;
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j.Init(jf,0);
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int snap=0;
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for(int i=0; i<ArraySize(L); i++)
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{
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if(StringSplit(L[i],',',v)<5)
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continue;
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if(v[0]=="S")
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j.Sample(StringToInteger(v[1]),StringToDouble(v[2]),StringToDouble(v[3]),(ulong)StringToInteger(v[4]));
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else
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{
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ulong ms=(ulong)StringToInteger(v[4]);
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if(v[0]=="R")
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j.Flush(true,ms);
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delete j;
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j=new CVtJournal;
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j.Init(jf,ms);
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FileLines(jf,IntegerToString(snap++),h);
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}
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}
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j.Flush(true,(ulong)4000000000);
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FileLines(jf,"final",h);
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FileWriteString(h,"MEM\n");
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for(int i=0; i<j.n; i++)
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FileWriteString(h,StringFormat("%I64d,%.2f,%.4f\n",j.d[i],j.m[i],j.p[i]));
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FileClose(h);
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PrintFormat("VitalsDump: journal test: %d steps, %d days, %d write errors",ArraySize(L),j.n,j.errors);
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delete j;
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}
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void OnStart()
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{
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if(InpMode==0)
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{
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for(int k=0; k<InpCases && !IsStopped(); k++)
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RunCase(k);
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RunPips();
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}
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else
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VtJournalSelfTest();
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int h=FileOpen("vttest\\DONE.txt",FILE_WRITE|FILE_TXT|FILE_ANSI|FILE_COMMON);
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FileWriteString(h,"DONE\n");
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FileClose(h);
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if(InpCloseWhenDone)
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TerminalClose(0);
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}
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//+------------------------------------------------------------------+
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