| //+------------------------------------------------------------------+
|
| //| VitalsDump4.mq4 |
|
| //| Copyright 2026, Allan Niñal |
|
| //| https://www.allanninal.dev/mql5 |
|
| //+------------------------------------------------------------------+
|
| //| Test EA (read-only), run in the MT4 Strategy Tester. Mode 0: runs|
|
| //| VtCore/VtExposure on the synthetic cases tests/check_core.py |
|
| //| wrote to the tester's files folder (vttest\deals_<k>.csv, |
|
| //| meta_<k>.csv, jr_<k>.csv, pos_<k>.csv) and writes every number |
|
| //| the card shows to out_<k>.txt, plus the pip check (out_pip.txt). |
|
| //| Mode 1: the journal test (see VtJournal.mqh) on scripted paths. |
|
| //+------------------------------------------------------------------+
|
| // SPDX-License-Identifier: LicenseRef-PolyForm-Noncommercial-1.0.0
|
| // Required Notice: Copyright 2026 Allan Niñal (https://www.allanninal.dev/mql5)
|
| #property copyright "Copyright 2026, Allan Niñal <https://www.allanninal.dev/mql5>"
|
| #property link "https://www.allanninal.dev/mql5"
|
| #property version "1.00"
|
| #property strict
|
| #include <Vitals/VtCore.mqh>
|
| #include <Vitals/VtExposure.mqh>
|
| #include <Vitals/VtJournal.mqh>
|
| #include <VitalsCheck/VtDump.mqh>
|
|
|
| input int InpMode = 0; // 0 core cases, 1 journal paths
|
| input int InpCases = 8; // cases 0 .. n-1
|
|
|
| bool ReadLines(const string name,string &lines[])
|
| {
|
| ArrayResize(lines,0);
|
| int f=FileOpen(name,FILE_READ|FILE_TXT|FILE_ANSI);
|
| if(f==INVALID_HANDLE)
|
| return(false);
|
| FileReadString(f); // header
|
| int n=0;
|
| while(!FileIsEnding(f))
|
| {
|
| string s=FileReadString(f);
|
| if(StringLen(s)==0)
|
| continue;
|
| ArrayResize(lines,n+1,1024);
|
| lines[n++]=s;
|
| }
|
| FileClose(f);
|
| return(true);
|
| }
|
|
|
| void RunCase(const int k)
|
| {
|
| string L[],v[];
|
| // meta
|
| long now=0,f_start=0,f_magic=-1;
|
| double bal=0;
|
| string f_symbol="",f_comment="";
|
| if(!ReadLines(StringFormat("vttest\\meta_%d.csv",k),L))
|
| { PrintFormat("VitalsDump: meta_%d.csv missing",k); return; }
|
| for(int i=0; i<ArraySize(L); i++)
|
| {
|
| if(StringSplit(L[i],',',v)<2)
|
| continue;
|
| if(v[0]=="now") now=StringToInteger(v[1]);
|
| else if(v[0]=="balance") bal=StringToDouble(v[1]);
|
| else if(v[0]=="f_symbol") f_symbol=v[1];
|
| else if(v[0]=="f_magic") f_magic=StringToInteger(v[1]);
|
| else if(v[0]=="f_comment") f_comment=v[1];
|
| else if(v[0]=="f_start") f_start=StringToInteger(v[1]);
|
| }
|
| CVtEngine e;
|
| e.Filter(f_symbol,f_magic,f_comment,f_start);
|
| // deals
|
| if(!ReadLines(StringFormat("vttest\\deals_%d.csv",k),L))
|
| { PrintFormat("VitalsDump: deals_%d.csv missing",k); return; }
|
| int nd=ArraySize(L);
|
| for(int i=0; i<nd; i++)
|
| {
|
| if(StringSplit(L[i],',',v)<12)
|
| continue;
|
| VtDeal d;
|
| d.time=StringToInteger(v[0]); d.pos=StringToInteger(v[1]); d.magic=StringToInteger(v[2]);
|
| d.type=TypeOf(v[3]); d.entry=EntryOf(v[4]);
|
| d.volume=StringToDouble(v[5]); d.profit=StringToDouble(v[6]);
|
| d.swap=StringToDouble(v[7]); d.commission=StringToDouble(v[8]); d.fee=StringToDouble(v[9]);
|
| d.symbol=v[10]; d.comment=v[11];
|
| e.Add(d);
|
| }
|
| // journal
|
| long jd[];
|
| double jm[],jp[];
|
| int jn=0;
|
| if(ReadLines(StringFormat("vttest\\jr_%d.csv",k),L))
|
| {
|
| jn=ArraySize(L);
|
| ArrayResize(jd,jn); ArrayResize(jm,jn); ArrayResize(jp,jn);
|
| for(int i=0; i<jn; i++)
|
| {
|
| StringSplit(L[i],',',v);
|
| jd[i]=StringToInteger(v[0]); jm[i]=StringToDouble(v[1]); jp[i]=StringToDouble(v[2]);
|
| }
|
| }
|
| g_out=FileOpen(StringFormat("vttest\\out_%d.txt",k),FILE_WRITE|FILE_TXT|FILE_ANSI);
|
| if(g_out==INVALID_HANDLE)
|
| return;
|
| uint t0=GetTickCount();
|
| DumpEngine(e,now,bal,jd,jm,jp,jn);
|
| // open positions
|
| VtPos P[];
|
| if(ReadLines(StringFormat("vttest\\pos_%d.csv",k),L))
|
| {
|
| int n=ArraySize(L);
|
| ArrayResize(P,n);
|
| for(int i=0; i<n; i++)
|
| {
|
| StringSplit(L[i],',',v);
|
| P[i].symbol=v[0]; P[i].magic=StringToInteger(v[1]); P[i].comment=v[2]; P[i].dir=(int)StringToInteger(v[3]);
|
| P[i].volume=StringToDouble(v[4]); P[i].profit=StringToDouble(v[5]); P[i].pips=StringToDouble(v[6]);
|
| P[i].sl=StringToDouble(v[7]); P[i].risk=StringToDouble(v[8]); P[i].value=StringToDouble(v[9]);
|
| P[i].base=v[10]; P[i].ccy=v[11];
|
| }
|
| VtSummarize(e,P,n,bal);
|
| }
|
| else
|
| VtSummarize(e,P,0,bal);
|
| DumpOpen(e);
|
| FileClose(g_out);
|
| PrintFormat("VitalsDump: case %d: %d deals, %d trades, %d ms",k,nd,e.ntr,(int)(GetTickCount()-t0));
|
| }
|
|
|
| void RunPips()
|
| {
|
| string L[],v[];
|
| if(!ReadLines("vttest\\pip_test.csv",L))
|
| return;
|
| g_out=FileOpen("vttest\\out_pip.txt",FILE_WRITE|FILE_TXT|FILE_ANSI);
|
| for(int i=0; i<ArraySize(L); i++)
|
| {
|
| StringSplit(L[i],',',v);
|
| WI(StringFormat("pip.%d",i),VtPipMult(v[0],(int)StringToInteger(v[1])));
|
| }
|
| FileClose(g_out);
|
| }
|
|
|
|
|
| //--- mode 1: scripted equity paths through midnight and restarts (tests/check_journal.py writes jt_paths.csv)
|
| // kind: S sample, R clean restart (Flush(true), then a new object reads the file), C crash restart (no flush)
|
| void FileLines(const string path,const string tag,const int h)
|
| {
|
| FileWriteString(h,"SNAP "+tag+"\n");
|
| int f=FileOpen(path,FILE_READ|FILE_TXT|FILE_ANSI|FILE_SHARE_READ|FILE_SHARE_WRITE);
|
| if(f==INVALID_HANDLE)
|
| return;
|
| while(!FileIsEnding(f))
|
| {
|
| string s=FileReadString(f);
|
| if(StringLen(s)>0)
|
| FileWriteString(h,s+"\n");
|
| }
|
| FileClose(f);
|
| }
|
|
|
| void VtJournalSelfTest()
|
| {
|
| string L[],v[],jf="Vitals\\FDD_test.csv";
|
| FolderCreate("Vitals");
|
| FileDelete(jf);
|
| if(FileIsExist("vttest\\jt_seed.csv"))
|
| { if(!FileCopy("vttest\\jt_seed.csv",0,jf,FILE_REWRITE)) PrintFormat("VitalsDump: seed copy failed, error %d",GetLastError()); }
|
| if(!ReadLines("vttest\\jt_paths.csv",L))
|
| { Print("VitalsDump: jt_paths.csv missing"); return; }
|
| int h=FileOpen("vttest\\journal_out.txt",FILE_WRITE|FILE_TXT|FILE_ANSI);
|
| CVtJournal *j=new CVtJournal;
|
| j.Init(jf,0);
|
| int snap=0;
|
| for(int i=0; i<ArraySize(L); i++)
|
| {
|
| if(StringSplit(L[i],',',v)<5)
|
| continue;
|
| if(v[0]=="S")
|
| j.Sample(StringToInteger(v[1]),StringToDouble(v[2]),StringToDouble(v[3]),(ulong)StringToInteger(v[4]));
|
| else
|
| {
|
| ulong ms=(ulong)StringToInteger(v[4]);
|
| if(v[0]=="R")
|
| j.Flush(true,ms);
|
| delete j;
|
| j=new CVtJournal;
|
| j.Init(jf,ms);
|
| FileLines(jf,IntegerToString(snap++),h);
|
| }
|
| }
|
| j.Flush(true,(ulong)4000000000);
|
| FileLines(jf,"final",h);
|
| FileWriteString(h,"MEM\n");
|
| for(int i=0; i<j.n; i++)
|
| FileWriteString(h,StringFormat("%I64d,%.2f,%.4f\n",j.d[i],j.m[i],j.p[i]));
|
| FileClose(h);
|
| PrintFormat("VitalsDump: journal test: %d steps, %d days, %d write errors",ArraySize(L),j.n,j.errors);
|
| delete j;
|
| }
|
|
|
| int OnInit()
|
| {
|
| if(InpMode==0)
|
| {
|
| for(int k=0; k<InpCases && !IsStopped(); k++)
|
| RunCase(k);
|
| RunPips();
|
| }
|
| else
|
| VtJournalSelfTest();
|
| int h=FileOpen("vttest\\DONE.txt",FILE_WRITE|FILE_TXT|FILE_ANSI);
|
| FileWriteString(h,"DONE\n");
|
| FileClose(h);
|
| return(INIT_FAILED); // nothing else to do: ends the tester run at once
|
| }
|
| //+------------------------------------------------------------------+
|
