Adwizard/Strategies/HistoryStrategy.mqh

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                              HistoryStrategy.mqh |
//|                                      Copyright 2024, Yuriy Bykov |
//|                            https://www.mql5.com/ru/users/antekov |
//+------------------------------------------------------------------+
#property copyright "Copyright 2024, Yuriy Bykov"
#property link      "https://www.mql5.com/ru/articles/15330"
#property version   "1.01"

#include "../Utils/NewBarEvent.mqh"
#include "../Virtual/VirtualStrategy.mqh"

// =45:AK =C6=KE AB>;1F>2 2 8AB>@88 A45;>:
#define DATE   0
#define TYPE   2
#define SYMBOL 3
#define VOLUME 4
#define ENTRY  5

//+------------------------------------------------------------------+
//| ">@3>20O AB@0B538O 2>A?@>872545=8O 8AB>@88 A45;>:                |
//+------------------------------------------------------------------+
class CHistoryStrategy : public CVirtualStrategy {
protected:
   string            m_symbols[];            // !8<2>;K (B>@3>2K5 8=AB@C<5=BK)
   string            m_history[][15];        // 0AA82 8AB>@88 A45;>: (N AB@>: * 15 AB>;1F>2)
   int               m_totalDeals;           // >;8G5AB2> A45;>: 2 8AB>@88
   int               m_currentDeal;          // "5:CI89 =><5@ A45;:8

   CSymbolInfo       m_symbolInfo;           // 1J5:B 4;O ?>;CG5=8O 8=D>@<0F88 > A2>9AB20E A8<2>;0

public:
                     CHistoryStrategy(string p_params);        // >=AB@C:B>@
   virtual void      Tick() override;        // 1@01>BG8: A>1KB8O OnTick
   virtual string    operator~() override;   // @5>1@07>20=85 >1J5:B0 2 AB@>:C
};


//+------------------------------------------------------------------+
//| >=AB@C:B>@                                                      |
//+------------------------------------------------------------------+
CHistoryStrategy::CHistoryStrategy(string p_params) {
   m_params = p_params;

// '8B05< 8<O D09;0 87 ?0@0<5B@>2
   string fileName = ReadString(p_params);

// A;8 8<O ?@>G8B0=>, B>
   if(IsValid()) {
      // @>1C5< >B:@KBL D09; 2 ?0?:5 40==KE
      int f = FileOpen(fileName, FILE_READ | FILE_CSV | FILE_ANSI | FILE_SHARE_READ, ',');

      // A;8 >B:@KBL =5 ?>;CG8;>AL, B> ?@>1C5< >B:@KBL D09; 87 >1I59 ?0?:8
      if(f == INVALID_HANDLE) {
         f = FileOpen(fileName, FILE_COMMON | FILE_READ | FILE_CSV | FILE_ANSI | FILE_SHARE_READ, ',');
      }

      // A;8 =5 ?>;CG8;>AL, B> A>>1I05< >1 >H81:5 8 2KE>48<
      if(f == INVALID_HANDLE) {
         SetInvalid(__FUNCTION__,
                    StringFormat("Can't open file %s from common folder %s, error code: %d",
                                 fileName, TerminalInfoString(TERMINAL_COMMONDATA_PATH), GetLastError()));
         return;
      }

      // '8B05< D09; 4> AB@>:8 703>;>2:0 (>1KG=> >=0 84QB ?5@2>9)
      while(!FileIsEnding(f)) {
         string s = FileReadString(f);
         // A;8 =0H;8 AB@>:C 703>;>2:0, B> G8B05< =0720=8O 2A5E AB>;1F>2 =5 A>E@0=OO 8E
         if(s == "DATE") {
            FOR(14) FileReadString(f);
            break;
         }
      }

      // '8B05< >AB0;L=K5 AB@>:8 4> :>=F0 D09;0
      while(!FileIsEnding(f)) {
         // A;8 <0AA82 4;O E@0=5=8O ?@>G8B0==>9 8AB>@88 70?>;=5=, B> C25;8G8205< 53> @07<5@
         if(m_totalDeals == ArraySize(m_history)) {
            ArrayResize(m_history, ArraySize(m_history) + 10000, 100000);
         }

         // '8B05< 15 7=0G5=89 87 >G5@54=>9 AB@>:8 D09;0 2 AB@>:C <0AA820
         FOR(15) m_history[m_totalDeals][i] = FileReadString(f);

         // A;8 A8<2>; C A45;:8 =5 ?CAB>9, B>
         if(m_history[m_totalDeals][SYMBOL] != "") {
            // >102;O5< 53> 2 <0AA82 A8<2>;>2, 5A;8 B0:>3> A8<2>;0 B0< 5IQ =5B
            ADD(m_symbols, m_history[m_totalDeals][SYMBOL]);
         }

         // #25;8G8205< AGQBG8: ?@>G8B0==KE A45;>:
         m_totalDeals++;
      }

      // 0:@K205< D09;
      FileClose(f);

      PrintFormat(__FUNCTION__" | OK: Found %d rows in %s", m_totalDeals, fileName);

      // A;8 5ABL ?@>G8B0==K5 A45;:8 :@><5 A0<>9 ?5@2>9 (?>?>;=5=8O AGQB0), B>
      if(m_totalDeals > 1) {
         // #AB0=02;8205< B>G=K9 @07<5@ 4;O <0AA820 8AB>@88
         ArrayResize(m_history, m_totalDeals);

         // "5:CI55 2@5<O
         datetime ct = TimeCurrent();

         PrintFormat(__FUNCTION__" |\n"
                     "Start time in tester:  %s\n"
                     "Start time in history: %s",
                     TimeToString(ct, TIME_DATE), m_history[0][DATE]);

         // A;8 40B0 =0G0;0 B5AB8@>20=8O 1>;LH5 40BK =0G0;0 8AB>@88, B> A>>1I05< >1 >H81:5
         if(StringToTime(m_history[0][DATE]) < ct) {
            SetInvalid(__FUNCTION__,
                       StringFormat("For this history file [%s] set start date less than %s",
                                    fileName, m_history[0][DATE]));
         }
      }

      // !>740Q< 28@BC0;L=K5 ?>78F88 4;O :064>3> A8<2>;0
      CVirtualReceiver::Get(GetPointer(this), m_orders, ArraySize(m_symbols));

      //  538AB@8@C5< >1@01>BG8: A>1KB8O =>2>3> 10@0 =0 <8=8<0;L=>< B09<D@59<5
      FOREACH(m_symbols) IsNewBar(m_symbols[i], PERIOD_M1);
   }
}

//+------------------------------------------------------------------+
//| 1@01>BG8: A>1KB8O OnTick                                        |
//+------------------------------------------------------------------+
void CHistoryStrategy::Tick() override {
//---
   while(m_currentDeal < m_totalDeals && StringToTime(m_history[m_currentDeal][DATE]) <= TimeCurrent()) {
      // !8<2>; A45;:8
      string symbol = m_history[m_currentDeal][SYMBOL];
      
      // I5< 8=45:A A8<2>;0 B5:CI59 A45;:8 2 <0AA825 A8<2>;>2
      int index;
      FIND(m_symbols, symbol, index);

      // A;8 =5 =0H;8, B> ?@>?CA:05< B5:CICN A45;:C
      if(index == -1) {
         m_currentDeal++;
         continue;
      }
      
      // "8? A45;:8
      ENUM_DEAL_TYPE type = (ENUM_DEAL_TYPE) StringToInteger(m_history[m_currentDeal][TYPE]);

      // 1J5< B5:CI59 A45;:8
      double volume = NormalizeDouble(StringToDouble(m_history[m_currentDeal][VOLUME]), 2);

      // A;8 MB> ?>?>;=5=85/A=OB85 A> AGQB0, B> ?@>?CA:05< MBC A45;:C
      if(volume == 0) {
         m_currentDeal++;
         continue;
      }

      // !>>1I05< 8=D>@<0F8N > ?@>G8B0==>9 A45;:5
      PrintFormat(__FUNCTION__" | Process deal #%d: %s %.2f %s",
                  m_currentDeal, (type == DEAL_TYPE_BUY ? "BUY" : (type == DEAL_TYPE_SELL ? "SELL" : EnumToString(type))),
                  volume, symbol);

      // A;8 MB> A45;:0 =0 ?@>406C, B> 45;05< >1JQ< >B@8F0B5;L=K<
      if(type == DEAL_TYPE_SELL) {
         volume *= -1;
      }

      // A;8 28@BC0;L=0O ?>78F8O 4;O A8<2>;0 B5:CI59 A45;:8 >B:@KB0, B>
      if(m_orders[index].IsOpen()) {
         // >102;O5< 5Q >1J5< : >1JQ<C B5:CI59 A45;:8
         volume += m_orders[index].Volume();
         
         // 0:@K205< 28@BC0;L=CN ?>78F8N
         m_orders[index].Close();
      }

      // A;8 >1JQ< ?> B5:CI5<C A8<2>;C =5 @025= 0, B>
      if(MathAbs(volume) > 0.00001) {
         // B:@K205< 28@BC0;L=CN ?>78F8N =C6=>3> >1JQ<0 8 =0?@02;5=8O
         m_orders[index].Open(symbol, (volume > 0 ? ORDER_TYPE_BUY : ORDER_TYPE_SELL), MathAbs(volume));
      }

      // #25;8G8205< AGQBG8: >1@01>B0==KE A45;>:
      m_currentDeal++;
   }
}

//+------------------------------------------------------------------+
//| @5>1@07>20=85 >1J5:B0 2 AB@>:C                                  |
//+------------------------------------------------------------------+
string CHistoryStrategy::operator~() {
   return StringFormat("%s(%s)", typename(this), m_params);
}

// A2>1>605< 8<5=0 :>=AB0=B
#undef DATE
#undef TYPE
#undef SYMBOL
#undef VOLUME
#undef ENTRY
//+------------------------------------------------------------------+