mql5-tick-compression/tests/mql2cpp.py

#!/usr/bin/env python3
"""Translate the MQL5 sources of this project into C++ so that the exact same
code can be compiled and tested without MetaTrader.

Only the constrained MQL5 subset used in this repository is supported:
  * dynamic arrays          T name[];          -> MqlArray<T> name;
  * fixed arrays            T name[N];         -> MqlFixed<T, (N)> name;
  * array parameters        [const] T &name[]  -> [const] MqlArray<T> &name
  * #property lines are dropped.
  * #include "path/File.mqh" is mapped to the translated header "File.h". The
    path must be quoted and relative to the including file, which is how
    MetaEditor resolves it; <...> searches MQL5/Include only, and the project
    is not there when it is cloned into MQL5/Shared Projects. A path that does
    not point to an existing file is an error.
  * datetime literals D'YYYY.MM.DD [HH:MM[:SS]]' become integer seconds (UTC).
Everything else must already be valid C++ (see tests/mql5_shim.h).

usage: mql2cpp.py input.mqh output.h
"""
import calendar
import os
import re
import sys

KEYWORDS = {'return', 'delete', 'new', 'else', 'case', 'goto', 'throw', 'typedef', 'using'}

RE_PARAM = re.compile(r'(\bconst\s+)?\b([A-Za-z_]\w*)\s*&\s*([A-Za-z_]\w*)\s*\[\s*\]')
RE_DYN = re.compile(r'^(\s*)(static\s+)?([A-Za-z_]\w*)\s+([A-Za-z_]\w*)\s*\[\s*\]\s*;')
RE_FIX = re.compile(r'^(\s*)(static\s+)?([A-Za-z_]\w*)\s+([A-Za-z_]\w*)\s*\[\s*([^\]]+?)\s*\]\s*;')
RE_INCLUDE = re.compile(r'^\s*#include\s*(<[^>]*>|"[^"]*")')
RE_DATE = re.compile(r"D'(\d{4})\.(\d{2})\.(\d{2})(?:\s+(\d{2}):(\d{2})(?::(\d{2}))?)?'")


def date_literal(m):
    y, mo, d = int(m.group(1)), int(m.group(2)), int(m.group(3))
    hh = int(m.group(4) or 0)
    mm = int(m.group(5) or 0)
    ss = int(m.group(6) or 0)
    return '((datetime)%dL)' % calendar.timegm((y, mo, d, hh, mm, ss, 0, 0, 0))


def include(spec, src_path):
    """Return the C++ #include for the MQL5 include spec ("..." or <...>)."""
    if not spec.startswith('"'):
        sys.exit('%s: #include %s: use a quoted path relative to this file' % (src_path, spec))
    path = spec[1:-1].replace('\\', '/')
    if not os.path.isfile(os.path.join(os.path.dirname(src_path), path)):
        sys.exit('%s: #include %s: no such file relative to this file' % (src_path, spec))
    return '#include "%s.h"' % os.path.splitext(os.path.basename(path))[0]


def translate(src, src_path):
    out = []
    for line in src.splitlines():
        if line.lstrip().startswith('#property'):
            out.append('// ' + line)
            continue
        m = RE_INCLUDE.match(line)
        if m:
            out.append(include(m.group(1), src_path))
            continue
        line = RE_DATE.sub(date_literal, line)
        line = RE_PARAM.sub(lambda mm: '%sMqlArray<%s> &%s' % (mm.group(1) or '', mm.group(2), mm.group(3)), line)
        m = RE_DYN.match(line)
        if m and m.group(3) not in KEYWORDS:
            line = '%s%sMqlArray<%s> %s;%s' % (m.group(1), m.group(2) or '', m.group(3), m.group(4), line[m.end():])
        else:
            m = RE_FIX.match(line)
            if m and m.group(3) not in KEYWORDS:
                line = '%s%sMqlFixed<%s, (%s)> %s;%s' % (m.group(1), m.group(2) or '', m.group(3), m.group(5),
                                                       m.group(4), line[m.end():])
        out.append(line)
    return '\n'.join(out) + '\n'


def main():
    src = open(sys.argv[1], encoding='utf-8').read()
    res = '// Generated by tests/mql2cpp.py from %s - do not edit.\n' % sys.argv[1].split('/')[-1]
    res += translate(src, sys.argv[1])
    open(sys.argv[2], 'w', encoding='utf-8').write(res)


if __name__ == '__main__':
    main()