mql5/Experts/Advisors/Modules/Utilities.mqh

//+------------------------------------------------------------------+
//|                        Utilities.mqh                             |
//|                    Utility Functions Module 2.3                  |
//|                Fixed: Remove Duplicates & Add Missing Members                     |
//+------------------------------------------------------------------+
#ifndef UTILITIES_MQH
#define UTILITIES_MQH

#include <Object.mqh>
#include <Files/FileTxt.mqh>
#include <Indicators/Indicators.mqh>
#include "DataTypes.mqh"

//+------------------------------------------------------------------+
//| Log Levels                                                       |
//+------------------------------------------------------------------+
enum ENUM_LOG_LEVEL
{
    LOG_DEBUG = 0,
    LOG_INFO = 1,
    LOG_WARNING = 2,
    LOG_ERROR = 3,
    LOG_CRITICAL = 4
};

//+------------------------------------------------------------------+
//| Utilities Class                                                  |
//+------------------------------------------------------------------+
class CUtilities : public CObject
{
private:
    // Logging
    ENUM_LOG_LEVEL      m_log_level;
    string              m_log_prefix;
    int                 m_log_handle;
    bool                m_save_log;
    string              m_log_filename;
    
    // Performance tracking
    ulong               m_last_tick;
    double              m_tick_duration;
    
    // ATR Indicator
    int                 m_atr_handle;
    int                 m_atr_period;
    
public:
    // Constructor/Destructor
                        CUtilities();
                       ~CUtilities();
    
    // Initialization
    bool                Initialize(ENUM_LOG_LEVEL level = LOG_INFO);
    void                SetLogLevel(ENUM_LOG_LEVEL level) { m_log_level = level; }
    void                EnableFileLogging(bool enable) { m_save_log = enable; }
    
    // Logging methods
    void                Log(string message, ENUM_LOG_LEVEL level = LOG_INFO);
    void                LogTrade(const TradeInfo &trade);
    void                LogExternalTrade(ulong ticket, string action);
    void                LogRiskEvent(ENUM_RISK_EVENT event, string details);
    void                LogPerformance(const PerformanceMetrics &metrics);
    
    // Report generation
    string              GenerateReport(const PerformanceMetrics &metrics);
    string              GenerateReportEnhanced(const PerformanceMetrics &metrics, 
                                              int external_count, double external_profit);
    void                SaveTradeHistory(const TradeInfo &trades[], int count);
    
    // Technical indicators
    double              GetATR(int period);
    double              GetRSI(string symbol, ENUM_TIMEFRAMES timeframe, int period);
    double              GetMA(string symbol, ENUM_TIMEFRAMES timeframe, int period, 
                             ENUM_MA_METHOD method, ENUM_APPLIED_PRICE price);
    double              GetBollingerBand(string symbol, ENUM_TIMEFRAMES timeframe, 
                                        int period, double deviation, int band_type);
    
    // Price calculations
    double              NormalizePrice(double price, string symbol);
    double              NormalizeLot(double lot, string symbol);
    double              CalculatePipValue(string symbol, double lot_size);
    double              CalculateSpread(string symbol);
    int                 GetDigits(string symbol) { return (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS); }
    
    // Risk calculations
    double              CalculatePositionSize(double risk_amount, double stop_distance, string symbol);
    double              CalculateRiskAmount(double balance, double risk_percent);
    double              CalculateRiskReward(double entry, double sl, double tp, ENUM_ORDER_TYPE type);
    
    // Time functions
    bool                IsMarketOpen();
    bool                IsSessionActive(string session_name);
    datetime            GetBarTime(string symbol, ENUM_TIMEFRAMES timeframe, int shift);
    int                 GetDayOfWeek() { MqlDateTime dt; TimeCurrent(dt); return dt.day_of_week; }
    
    // String utilities
    string              FormatMoney(double amount);
    string              FormatPercent(double percent);
    string              OrderTypeToString(ENUM_ORDER_TYPE type);
    string              TimeframeToString(ENUM_TIMEFRAMES tf);
    
    // File operations
    bool                SaveToFile(string filename, string content);
    string              LoadFromFile(string filename);
    void                CloseExternalLog();
    
    // Performance monitoring
    void                StartTimer() { m_last_tick = GetMicrosecondCount(); }
    double              GetElapsedTime() { return (GetMicrosecondCount() - m_last_tick) / 1000.0; }
};

//+------------------------------------------------------------------+
//| Constructor                                                       |
//+------------------------------------------------------------------+
CUtilities::CUtilities()
{
    m_log_level = LOG_INFO;
    m_log_prefix = "EA";
    m_log_handle = INVALID_HANDLE;
    m_save_log = false;
    m_log_filename = "";
    m_last_tick = 0;
    m_tick_duration = 0;
    m_atr_handle = INVALID_HANDLE;
    m_atr_period = 14;
}

//+------------------------------------------------------------------+
//| Destructor                                                        |
//+------------------------------------------------------------------+
CUtilities::~CUtilities()
{
    if(m_log_handle != INVALID_HANDLE)
        FileClose(m_log_handle);
    
    if(m_atr_handle != INVALID_HANDLE)
        IndicatorRelease(m_atr_handle);
}

//+------------------------------------------------------------------+
//| Initialize                                                        |
//+------------------------------------------------------------------+
bool CUtilities::Initialize(ENUM_LOG_LEVEL level)
{
    m_log_level = level;
    
    // Create log file if enabled
    if(m_save_log)
    {
        m_log_filename = StringFormat("EA_Log_%s.txt", TimeToString(TimeCurrent(), TIME_DATE));
        m_log_handle = FileOpen(m_log_filename, FILE_WRITE|FILE_TXT|FILE_ANSI);
        if(m_log_handle == INVALID_HANDLE)
        {
            m_save_log = false;
            Print("Failed to create log file");
        }
    }
    
    // Initialize ATR indicator
    m_atr_handle = iATR(_Symbol, PERIOD_CURRENT, m_atr_period);
    if(m_atr_handle == INVALID_HANDLE)
    {
        Log("Failed to initialize ATR indicator", LOG_ERROR);
        return false;
    }
    
    Log("Utilities initialized successfully", LOG_INFO);
    return true;
}

//+------------------------------------------------------------------+
//| Main Logging Function                                            |
//+------------------------------------------------------------------+
void CUtilities::Log(string message, ENUM_LOG_LEVEL level)
{
    if(level < m_log_level) return;
    
    string level_str = "";
    switch(level)
    {
        case LOG_DEBUG:   level_str = "DEBUG"; break;
        case LOG_INFO:    level_str = "INFO"; break;
        case LOG_WARNING: level_str = "WARN"; break;
        case LOG_ERROR:   level_str = "ERROR"; break;
        case LOG_CRITICAL: level_str = "CRITICAL"; break;
    }
    
    string full_message = StringFormat("[%s] [%s] %s: %s", 
                                      TimeToString(TimeCurrent(), TIME_DATE|TIME_SECONDS),
                                      level_str, m_log_prefix, message);
    
    // Print to terminal
    Print(full_message);
    
    // Save to file if enabled
    if(m_save_log && m_log_handle != INVALID_HANDLE)
    {
        FileWriteString(m_log_handle, full_message + "\n");
        FileFlush(m_log_handle);
    }
}

//+------------------------------------------------------------------+
//| Log Trade Information                                            |
//+------------------------------------------------------------------+
void CUtilities::LogTrade(const TradeInfo &trade)
{
    string message = StringFormat("Trade %d: %s %s %.2f @ %.5f, SL=%.5f, TP=%.5f, P/L=%.2f",
                                trade.ticket,
                                OrderTypeToString(trade.type),
                                trade.symbol,
                                trade.volume,
                                trade.entry_price,
                                trade.sl,
                                trade.tp,
                                trade.profit);
    Log(message, LOG_INFO);
}

//+------------------------------------------------------------------+
//| Log External Trade                                               |
//+------------------------------------------------------------------+
void CUtilities::LogExternalTrade(ulong ticket, string action)
{
    string message = StringFormat("External Trade %d: %s", ticket, action);
    Log(message, LOG_INFO);
}

//+------------------------------------------------------------------+
//| Log Risk Event                                                   |
//+------------------------------------------------------------------+
void CUtilities::LogRiskEvent(ENUM_RISK_EVENT event, string details)
{
    string event_str = "";
    switch(event)
    {
        case RISK_OVERLEVERAGED:     event_str = "Overleveraged"; break;
        case RISK_CORRELATION_HIGH:   event_str = "High Correlation"; break;
        case RISK_DRAWDOWN_LIMIT:     event_str = "Drawdown Limit"; break;
        case RISK_DAILY_LOSS_LIMIT:   event_str = "Daily Loss Limit"; break;
        case RISK_MARGIN_CALL:        event_str = "Margin Call Risk"; break;
        case RISK_VOLATILITY_SPIKE:   event_str = "Volatility Spike"; break;
        case RISK_LIQUIDITY_ISSUE:    event_str = "Liquidity Issue"; break;
        default:                      event_str = "Unknown Risk"; break;
    }
    
    string message = StringFormat("Risk Event: %s - %s", event_str, details);
    Log(message, LOG_WARNING);
}

//+------------------------------------------------------------------+
//| Log Performance Metrics                                          |
//+------------------------------------------------------------------+
void CUtilities::LogPerformance(const PerformanceMetrics &metrics)
{
    string message = StringFormat(
        "Performance: Trades=%d, Win Rate=%.1f%%, PF=%.2f, DD=%.2f%%",
        metrics.total_trades,
        metrics.win_rate,
        metrics.profit_factor,
        metrics.max_drawdown
    );
    Log(message, LOG_INFO);
}

//+------------------------------------------------------------------+
//| Generate Performance Report                                      |
//+------------------------------------------------------------------+
string CUtilities::GenerateReport(const PerformanceMetrics &metrics)
{
    string report = "\n========== PERFORMANCE REPORT ==========\n";
    report += StringFormat("Total Profit/Loss: %s\n", FormatMoney(metrics.total_profit));
    report += StringFormat("Total Trades: %d\n", metrics.total_trades);
    report += StringFormat("Winning Trades: %d (%.1f%%)\n", 
                          metrics.winning_trades, metrics.win_rate);
    report += StringFormat("Losing Trades: %d\n", metrics.losing_trades);
    report += StringFormat("Average Win: %s\n", FormatMoney(metrics.average_win));
    report += StringFormat("Average Loss: %s\n", FormatMoney(metrics.average_loss));
    report += StringFormat("Profit Factor: %.2f\n", metrics.profit_factor);
    report += StringFormat("Max Drawdown: %.2f%%\n", metrics.max_drawdown);
    report += StringFormat("Current Drawdown: %.2f%%\n", metrics.current_drawdown);
    report += StringFormat("Sharpe Ratio: %.2f\n", metrics.sharpe_ratio);
    report += StringFormat("Expected Value: %s\n", FormatMoney(metrics.expected_value));
    report += "==========================================\n";
    
    return report;
}

//+------------------------------------------------------------------+
//| Generate Enhanced Report with External Trades                    |
//+------------------------------------------------------------------+
string CUtilities::GenerateReportEnhanced(const PerformanceMetrics &metrics, 
                                         int external_count, double external_profit)
{
    string report = GenerateReport(metrics);
    
    // Add external trade information
    report += "\n========== EXTERNAL TRADES ==========\n";
    report += StringFormat("External Positions: %d\n", external_count);
    report += StringFormat("External P/L: %s\n", FormatMoney(external_profit));
    report += StringFormat("Total Combined P/L: %s\n", 
                          FormatMoney(metrics.total_profit + external_profit));
    report += "======================================\n";
    
    return report;
}

//+------------------------------------------------------------------+
//| Save Trade History to File                                       |
//+------------------------------------------------------------------+
void CUtilities::SaveTradeHistory(const TradeInfo &trades[], int count)
{
    string filename = StringFormat("TradeHistory_%s.csv", 
                                 TimeToString(TimeCurrent(), TIME_DATE));
    int handle = FileOpen(filename, FILE_WRITE|FILE_CSV);
    
    if(handle == INVALID_HANDLE)
    {
        Log("Failed to create trade history file", LOG_ERROR);
        return;
    }
    
    // Write header
    FileWrite(handle, "Ticket", "Symbol", "Type", "Volume", "Entry", "Exit", 
              "SL", "TP", "Profit", "Open Time", "Close Time");
    
    // Write trade data
    for(int i = 0; i < count; i++)
    {
        FileWrite(handle, 
                 trades[i].ticket,
                 trades[i].symbol,
                 OrderTypeToString(trades[i].type),
                 trades[i].volume,
                 trades[i].entry_price,
                 trades[i].current_price,
                 trades[i].sl,
                 trades[i].tp,
                 trades[i].profit,
                 TimeToString(trades[i].open_time),
                 TimeToString(trades[i].last_update));
    }
    
    FileClose(handle);
    Log(StringFormat("Trade history saved to %s", filename), LOG_INFO);
}

//+------------------------------------------------------------------+
//| Get ATR Value                                                    |
//+------------------------------------------------------------------+
double CUtilities::GetATR(int period)
{
    if(period != m_atr_period)
    {
        // Reinitialize with new period
        if(m_atr_handle != INVALID_HANDLE)
            IndicatorRelease(m_atr_handle);
        
        m_atr_period = period;
        m_atr_handle = iATR(_Symbol, PERIOD_CURRENT, m_atr_period);
    }
    
    if(m_atr_handle == INVALID_HANDLE) return 0;
    
    double atr_buffer[1];
    if(CopyBuffer(m_atr_handle, 0, 0, 1, atr_buffer) <= 0) return 0;
    
    return atr_buffer[0];
}

//+------------------------------------------------------------------+
//| Get RSI Value                                                    |
//+------------------------------------------------------------------+
double CUtilities::GetRSI(string symbol, ENUM_TIMEFRAMES timeframe, int period)
{
    int handle = iRSI(symbol, timeframe, period, PRICE_CLOSE);
    if(handle == INVALID_HANDLE) return 50; // Return neutral value
    
    double rsi_buffer[1];
    if(CopyBuffer(handle, 0, 0, 1, rsi_buffer) <= 0)
    {
        IndicatorRelease(handle);
        return 50;
    }
    
    IndicatorRelease(handle);
    return rsi_buffer[0];
}

//+------------------------------------------------------------------+
//| Get Moving Average Value                                         |
//+------------------------------------------------------------------+
double CUtilities::GetMA(string symbol, ENUM_TIMEFRAMES timeframe, int period, 
                        ENUM_MA_METHOD method, ENUM_APPLIED_PRICE price)
{
    int handle = iMA(symbol, timeframe, period, 0, method, price);
    if(handle == INVALID_HANDLE) return 0;
    
    double ma_buffer[1];
    if(CopyBuffer(handle, 0, 0, 1, ma_buffer) <= 0)
    {
        IndicatorRelease(handle);
        return 0;
    }
    
    IndicatorRelease(handle);
    return ma_buffer[0];
}

//+------------------------------------------------------------------+
//| Get Bollinger Band Value                                         |
//+------------------------------------------------------------------+
double CUtilities::GetBollingerBand(string symbol, ENUM_TIMEFRAMES timeframe, 
                                   int period, double deviation, int band_type)
{
    int handle = iBands(symbol, timeframe, period, 0, deviation, PRICE_CLOSE);
    if(handle == INVALID_HANDLE) return 0;
    
    double band_buffer[1];
    // band_type: 0=middle, 1=upper, 2=lower
    if(CopyBuffer(handle, band_type, 0, 1, band_buffer) <= 0)
    {
        IndicatorRelease(handle);
        return 0;
    }
    
    IndicatorRelease(handle);
    return band_buffer[0];
}

//+------------------------------------------------------------------+
//| Calculate Position Size                                          |
//+------------------------------------------------------------------+
double CUtilities::CalculatePositionSize(double risk_amount, double stop_distance, string symbol)
{
    if(stop_distance <= 0) return 0;
    
    double tick_value = SymbolInfoDouble(symbol, SYMBOL_TRADE_TICK_VALUE);
    double tick_size = SymbolInfoDouble(symbol, SYMBOL_TRADE_TICK_SIZE);
    
    if(tick_value == 0 || tick_size == 0) return 0;
    
    double lot_size = (risk_amount * tick_size) / (stop_distance * tick_value);
    
    return NormalizeLot(lot_size, symbol);
}

//+------------------------------------------------------------------+
//| Calculate Risk Amount                                            |
//+------------------------------------------------------------------+
double CUtilities::CalculateRiskAmount(double balance, double risk_percent)
{
    return balance * risk_percent / 100;
}

//+------------------------------------------------------------------+
//| Calculate Risk Reward Ratio                                      |
//+------------------------------------------------------------------+
double CUtilities::CalculateRiskReward(double entry, double sl, double tp, ENUM_ORDER_TYPE type)
{
    if(sl == 0 || tp == 0) return 0;
    
    double risk = MathAbs(entry - sl);
    double reward = MathAbs(tp - entry);
    
    if(risk == 0) return 0;
    
    return reward / risk;
}

//+------------------------------------------------------------------+
//| Normalize Price                                                  |
//+------------------------------------------------------------------+
double CUtilities::NormalizePrice(double price, string symbol)
{
    int digits = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS);
    return NormalizeDouble(price, digits);
}

//+------------------------------------------------------------------+
//| Normalize Lot Size                                               |
//+------------------------------------------------------------------+
double CUtilities::NormalizeLot(double lot, string symbol)
{
    double min_lot = SymbolInfoDouble(symbol, SYMBOL_VOLUME_MIN);
    double max_lot = SymbolInfoDouble(symbol, SYMBOL_VOLUME_MAX);
    double lot_step = SymbolInfoDouble(symbol, SYMBOL_VOLUME_STEP);
    
    if(lot < min_lot) lot = min_lot;
    if(lot > max_lot) lot = max_lot;
    
    int steps = (int)MathRound(lot / lot_step);
    return steps * lot_step;
}

//+------------------------------------------------------------------+
//| Calculate Pip Value                                              |
//+------------------------------------------------------------------+
double CUtilities::CalculatePipValue(string symbol, double lot_size)
{
    double tick_value = SymbolInfoDouble(symbol, SYMBOL_TRADE_TICK_VALUE);
    double tick_size = SymbolInfoDouble(symbol, SYMBOL_TRADE_TICK_SIZE);
    int digits = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS);
    
    double pip_size = (digits == 3 || digits == 5) ? tick_size * 10 : tick_size;
    double pip_value = (tick_value * pip_size) / tick_size * lot_size;
    
    return pip_value;
}

//+------------------------------------------------------------------+
//| Calculate Spread                                                 |
//+------------------------------------------------------------------+
double CUtilities::CalculateSpread(string symbol)
{
    double ask = SymbolInfoDouble(symbol, SYMBOL_ASK);
    double bid = SymbolInfoDouble(symbol, SYMBOL_BID);
    double point = SymbolInfoDouble(symbol, SYMBOL_POINT);
    
    if(point == 0) return 0;
    
    return (ask - bid) / point;
}

//+------------------------------------------------------------------+
//| Check if Market is Open                                          |
//+------------------------------------------------------------------+
bool CUtilities::IsMarketOpen()
{
    datetime current = TimeCurrent();
    MqlDateTime dt;
    TimeToStruct(current, dt);
    
    // Skip weekends
    if(dt.day_of_week == 0 || dt.day_of_week == 6) return false;
    
    // Check session times
    long session_deals = SymbolInfoInteger(_Symbol, SYMBOL_SESSION_DEALS);
    if(session_deals == 0) return false;
    
    return true;
}

//+------------------------------------------------------------------+
//| Check if Session is Active                                       |
//+------------------------------------------------------------------+
bool CUtilities::IsSessionActive(string session_name)
{
    MqlDateTime current;
    TimeToStruct(TimeCurrent(), current);
    
    int hour = current.hour;
    
    // Define session times (simplified)
    if(session_name == "ASIAN")
        return (hour >= 0 && hour < 9);
    else if(session_name == "EUROPEAN")
        return (hour >= 8 && hour < 17);
    else if(session_name == "AMERICAN")
        return (hour >= 13 && hour < 22);
    else if(session_name == "PACIFIC")
        return (hour >= 21 || hour < 6);
    
    return false;
}

//+------------------------------------------------------------------+
//| Get Bar Time                                                     |
//+------------------------------------------------------------------+
datetime CUtilities::GetBarTime(string symbol, ENUM_TIMEFRAMES timeframe, int shift)
{
    datetime time_array[1];
    if(CopyTime(symbol, timeframe, shift, 1, time_array) > 0)
        return time_array[0];
    
    return 0;
}

//+------------------------------------------------------------------+
//| Format Money                                                     |
//+------------------------------------------------------------------+
string CUtilities::FormatMoney(double amount)
{
    string sign = amount < 0 ? "-" : "";
    amount = MathAbs(amount);
    return StringFormat("%s$%.2f", sign, amount);
}

//+------------------------------------------------------------------+
//| Format Percent                                                   |
//+------------------------------------------------------------------+
string CUtilities::FormatPercent(double percent)
{
    return StringFormat("%.2f%%", percent);
}

//+------------------------------------------------------------------+
//| Order Type to String                                             |
//+------------------------------------------------------------------+
string CUtilities::OrderTypeToString(ENUM_ORDER_TYPE type)
{
    switch(type)
    {
        case ORDER_TYPE_BUY:  return "BUY";
        case ORDER_TYPE_SELL: return "SELL";
        case ORDER_TYPE_BUY_LIMIT:  return "BUY LIMIT";
        case ORDER_TYPE_SELL_LIMIT: return "SELL LIMIT";
        case ORDER_TYPE_BUY_STOP:   return "BUY STOP";
        case ORDER_TYPE_SELL_STOP:  return "SELL STOP";
        default: return "UNKNOWN";
    }
}

//+------------------------------------------------------------------+
//| Timeframe to String                                              |
//+------------------------------------------------------------------+
string CUtilities::TimeframeToString(ENUM_TIMEFRAMES tf)
{
    switch(tf)
    {
        case PERIOD_M1:  return "M1";
        case PERIOD_M5:  return "M5";
        case PERIOD_M15: return "M15";
        case PERIOD_M30: return "M30";
        case PERIOD_H1:  return "H1";
        case PERIOD_H4:  return "H4";
        case PERIOD_D1:  return "D1";
        case PERIOD_W1:  return "W1";
        case PERIOD_MN1: return "MN1";
        default: return "Current";
    }
}

//+------------------------------------------------------------------+
//| Save Content to File                                             |
//+------------------------------------------------------------------+
bool CUtilities::SaveToFile(string filename, string content)
{
    int handle = FileOpen(filename, FILE_WRITE|FILE_TXT|FILE_ANSI);
    if(handle == INVALID_HANDLE)
    {
        Log(StringFormat("Failed to open file %s for writing", filename), LOG_ERROR);
        return false;
    }
    
    FileWriteString(handle, content);
    FileClose(handle);
    
    Log(StringFormat("Content saved to %s", filename), LOG_INFO);
    return true;
}

//+------------------------------------------------------------------+
//| Load Content from File                                           |
//+------------------------------------------------------------------+
string CUtilities::LoadFromFile(string filename)
{
    int handle = FileOpen(filename, FILE_READ|FILE_TXT|FILE_ANSI);
    if(handle == INVALID_HANDLE)
    {
        Log(StringFormat("Failed to open file %s for reading", filename), LOG_ERROR);
        return "";
    }
    
    string content = "";
    while(!FileIsEnding(handle))
    {
        content += FileReadString(handle) + "\n";
    }
    
    FileClose(handle);
    return content;
}

//+------------------------------------------------------------------+
//| Close External Log File                                          |
//+------------------------------------------------------------------+
void CUtilities::CloseExternalLog()
{
    if(m_log_handle != INVALID_HANDLE)
    {
        FileClose(m_log_handle);
        m_log_handle = INVALID_HANDLE;
        Log("External log file closed", LOG_INFO);
    }
}

#endif // UTILITIES_MQH