mql5/Experts/Advisors/Modules/Utilities.mqh

//+------------------------------------------------------------------+
//|                        Utilities.mqh                             |
//|                    Utility Functions Module 2.4                 |
//|                Fixed: Remove Duplicates & Add Missing Members                     |
//+------------------------------------------------------------------+

#ifndef UTILITIES_MQH
#define UTILITIES_MQH

#include "DataTypes.mqh"  // Include DataTypes first for all type definitions

//+------------------------------------------------------------------+
//| Logger Class                                                     |
//+------------------------------------------------------------------+
class CLogger
{
private:
    static ENUM_LOG_LEVEL m_LogLevel;
    static string m_LogFile;
    static bool m_FileLogging;
    static bool m_TerminalLogging;
    static int m_FileHandle;
    
public:
    //+------------------------------------------------------------------+
    //| Initialize logger                                               |
    //+------------------------------------------------------------------+
    static void Init(ENUM_LOG_LEVEL level = LOG_INFO, bool fileLogging = true, bool terminalLogging = true)
    {
        m_LogLevel = level;
        m_FileLogging = fileLogging;
        m_TerminalLogging = terminalLogging;
        
        if(m_FileLogging)
        {
            string filename = "ERMT_" + TimeToString(TimeCurrent(), TIME_DATE) + ".log";
            m_LogFile = filename;
            m_FileHandle = FileOpen(filename, FILE_WRITE | FILE_TXT | FILE_ANSI);
        }
    }
    
    //+------------------------------------------------------------------+
    //| Deinitialize logger                                             |
    //+------------------------------------------------------------------+
    static void Deinit()
    {
        if(m_FileHandle != INVALID_HANDLE)
        {
            FileClose(m_FileHandle);
            m_FileHandle = INVALID_HANDLE;
        }
    }
    
    //+------------------------------------------------------------------+
    //| Log message                                                     |
    //+------------------------------------------------------------------+
    static void Log(ENUM_LOG_LEVEL level, string message)
    {
        if(level < m_LogLevel) return;
        
        string timestamp = TimeToString(TimeCurrent(), TIME_DATE|TIME_SECONDS);
        string levelStr = LogLevelToString(level);
        string logMessage = StringFormat("[%s] [%s] %s", timestamp, levelStr, message);
        
        if(m_TerminalLogging)
            Print(logMessage);
            
        if(m_FileLogging && m_FileHandle != INVALID_HANDLE)
        {
            FileWriteString(m_FileHandle, logMessage + "\n");
            FileFlush(m_FileHandle);
        }
    }
    
private:
    //+------------------------------------------------------------------+
    //| Convert log level to string                                     |
    //+------------------------------------------------------------------+
    static string LogLevelToString(ENUM_LOG_LEVEL level)
    {
        switch(level)
        {
            case LOG_ERROR:   return "ERROR";
            case LOG_WARNING: return "WARNING";
            case LOG_INFO:    return "INFO";
            case LOG_DEBUG:   return "DEBUG";
            default:          return "UNKNOWN";
        }
    }
};

// Static member initialization
ENUM_LOG_LEVEL CLogger::m_LogLevel = LOG_INFO;
string CLogger::m_LogFile = "";
bool CLogger::m_FileLogging = false;
bool CLogger::m_TerminalLogging = true;
int CLogger::m_FileHandle = INVALID_HANDLE;

//+------------------------------------------------------------------+
//| Utilities Class                                                 |
//+------------------------------------------------------------------+
class CUtilities
{
public:
    //+------------------------------------------------------------------+
    //| Convert order type to string                                    |
    //+------------------------------------------------------------------+
    static string 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";
            case ORDER_TYPE_BUY_STOP_LIMIT:   return "BUY_STOP_LIMIT";
            case ORDER_TYPE_SELL_STOP_LIMIT:  return "SELL_STOP_LIMIT";
            default:                          return "UNKNOWN";
        }
    }
    
    //+------------------------------------------------------------------+
    //| Format currency value                                           |
    //+------------------------------------------------------------------+
    static string FormatCurrency(double value, string currency = "")
    {
        if(currency == "")
            currency = AccountInfoString(ACCOUNT_CURRENCY);
        return StringFormat("%s %.2f", currency, value);
    }
    
    //+------------------------------------------------------------------+
    //| Format percentage                                               |
    //+------------------------------------------------------------------+
    static string FormatPercent(double value)
    {
        return StringFormat("%.2f%%", value);
    }
    
    //+------------------------------------------------------------------+
    //| Get time frame string                                           |
    //+------------------------------------------------------------------+
    static string 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 "UNKNOWN";
        }
    }
    
    //+------------------------------------------------------------------+
    //| Calculate lot size based on risk                                |
    //+------------------------------------------------------------------+
    static double CalculateLotSize(double riskAmount, double stopLossPoints, string symbol = NULL)
    {
        if(symbol == NULL) symbol = _Symbol;
        
        double tickValue = SymbolInfoDouble(symbol, SYMBOL_TRADE_TICK_VALUE);
        double tickSize = SymbolInfoDouble(symbol, SYMBOL_TRADE_TICK_SIZE);
        double minLot = SymbolInfoDouble(symbol, SYMBOL_VOLUME_MIN);
        double maxLot = SymbolInfoDouble(symbol, SYMBOL_VOLUME_MAX);
        double lotStep = SymbolInfoDouble(symbol, SYMBOL_VOLUME_STEP);
        
        if(stopLossPoints <= 0 || tickSize <= 0) return minLot;
        
        double lotSize = (riskAmount * tickSize) / (stopLossPoints * tickValue);
        
        // Round to lot step
        lotSize = MathFloor(lotSize / lotStep) * lotStep;
        
        // Apply limits
        if(lotSize < minLot) lotSize = minLot;
        if(lotSize > maxLot) lotSize = maxLot;
        
        return NormalizeDouble(lotSize, 2);
    }
    
    //+------------------------------------------------------------------+
    //| Log trade info                                                  |
    //+------------------------------------------------------------------+
    static void LogTradeInfo(const TradeInfo &trade)
    {
        string message = StringFormat(
            "Trade: Ticket=%d, Symbol=%s, Type=%s, Volume=%.2f, OpenPrice=%.5f, SL=%.5f, TP=%.5f, Profit=%.2f",
            trade.ticket,
            trade.symbol,
            OrderTypeToString((ENUM_ORDER_TYPE)trade.type),
            trade.volume,
            trade.openPrice,
            trade.stopLoss,
            trade.takeProfit,
            trade.profit
        );
        
        CLogger::Log(LOG_INFO, message);
    }
    
    //+------------------------------------------------------------------+
    //| Log risk event                                                  |
    //+------------------------------------------------------------------+
    static void LogRiskEvent(ENUM_RISK_EVENT event)
    {
        string eventName = "";
        switch(event)
        {
            case RISK_OVERLEVERAGED:    eventName = "OVERLEVERAGED"; break;
            case RISK_CORRELATION_HIGH:  eventName = "HIGH_CORRELATION"; break;
            case RISK_DRAWDOWN_LIMIT:    eventName = "DRAWDOWN_LIMIT"; break;
            case RISK_DAILY_LOSS_LIMIT:  eventName = "DAILY_LOSS_LIMIT"; break;
            case RISK_MARGIN_CALL:       eventName = "MARGIN_CALL"; break;
            case RISK_VOLATILITY_SPIKE:  eventName = "VOLATILITY_SPIKE"; break;
            case RISK_LIQUIDITY_ISSUE:   eventName = "LIQUIDITY_ISSUE"; break;
            default:                     eventName = "UNKNOWN"; break;
        }
        
        CLogger::Log(LOG_WARNING, "Risk Event: " + eventName);
    }
    
    //+------------------------------------------------------------------+
    //| Calculate performance metrics                                   |
    //+------------------------------------------------------------------+
    static void CalculatePerformanceMetrics(
        int totalTrades,
        int winningTrades,
        double totalProfit,
        double totalLoss,
        double &winRate,
        double &profitFactor,
        double &expectedValue
    )
    {
        if(totalTrades == 0)
        {
            winRate = 0;
            profitFactor = 0;
            expectedValue = 0;
            return;
        }
        
        winRate = (double)winningTrades / totalTrades * 100;
        
        if(totalLoss != 0)
            profitFactor = MathAbs(totalProfit / totalLoss);
        else
            profitFactor = (totalProfit > 0) ? 999.99 : 0;
            
        double avgWin = (winningTrades > 0) ? totalProfit / winningTrades : 0;
        double avgLoss = ((totalTrades - winningTrades) > 0) ? totalLoss / (totalTrades - winningTrades) : 0;
        
        expectedValue = (winRate / 100 * avgWin) - ((100 - winRate) / 100 * MathAbs(avgLoss));
    }
    
    //+------------------------------------------------------------------+
    //| Format trade array for logging                                  |
    //+------------------------------------------------------------------+
    static string FormatTradeArray(const TradeInfo &trades[], int count)
    {
        if(count == 0) return "No trades";
        
        string result = StringFormat("\n=== Trade List (%d trades) ===\n", count);
        
        for(int i = 0; i < count && i < ArraySize(trades); i++)
        {
            result += StringFormat(
                "#%d: Ticket=%d, %s %s, Vol=%.2f, Price=%.5f, SL=%.5f, TP=%.5f, P/L=%.2f\n",
                i + 1,
                trades[i].ticket,
                trades[i].symbol,
                OrderTypeToString((ENUM_ORDER_TYPE)trades[i].type),
                trades[i].volume,
                trades[i].openPrice,
                trades[i].stopLoss,
                trades[i].takeProfit,
                trades[i].profit
            );
        }
        
        result += "=========================\n";
        return result;
    }
    
    //+------------------------------------------------------------------+
    //| Check if market is open                                         |
    //+------------------------------------------------------------------+
    static bool IsMarketOpen(string symbol = NULL)
    {
        if(symbol == NULL) symbol = _Symbol;
        
        datetime serverTime = TimeCurrent();
        MqlDateTime dt;
        TimeToStruct(serverTime, dt);
        
        // Basic check - skip weekends
        if(dt.day_of_week == 0 || dt.day_of_week == 6)
            return false;
            
        // Check session times
        datetime from, to;
        if(SymbolInfoSessionTrade(symbol, (ENUM_DAY_OF_WEEK)dt.day_of_week, 0, from, to))
        {
            datetime currentTime = serverTime % 86400; // Time of day in seconds
            datetime sessionStart = from % 86400;
            datetime sessionEnd = to % 86400;
            
            if(sessionEnd < sessionStart) // Session crosses midnight
            {
                return (currentTime >= sessionStart || currentTime <= sessionEnd);
            }
            else
            {
                return (currentTime >= sessionStart && currentTime <= sessionEnd);
            }
        }
        
        return true; // Default to open if can't determine
    }
    
    //+------------------------------------------------------------------+
    //| Calculate correlation coefficient                               |
    //+------------------------------------------------------------------+
    static double CalculateCorrelation(const double &x[], const double &y[])
    {
        int n = MathMin(ArraySize(x), ArraySize(y));
        if(n < 2) return 0;
        
        double sumX = 0, sumY = 0, sumXY = 0, sumX2 = 0, sumY2 = 0;
        
        for(int i = 0; i < n; i++)
        {
            sumX += x[i];
            sumY += y[i];
            sumXY += x[i] * y[i];
            sumX2 += x[i] * x[i];
            sumY2 += y[i] * y[i];
        }
        
        double numerator = n * sumXY - sumX * sumY;
        double denominator = MathSqrt((n * sumX2 - sumX * sumX) * (n * sumY2 - sumY * sumY));
        
        if(denominator == 0) return 0;
        
        return numerator / denominator;
    }
    
    //+------------------------------------------------------------------+
    //| Get volatility (ATR-based)                                      |
    //+------------------------------------------------------------------+
    static double GetVolatility(string symbol, ENUM_TIMEFRAMES timeframe, int period = 14)
    {
        int atrHandle = iATR(symbol, timeframe, period);
        if(atrHandle == INVALID_HANDLE) return 0;
        
        double atr[];
        ArraySetAsSeries(atr, true);
        
        if(CopyBuffer(atrHandle, 0, 0, 1, atr) <= 0)
        {
            IndicatorRelease(atrHandle);
            return 0;
        }
        
        IndicatorRelease(atrHandle);
        return atr[0];
    }
};

#endif // UTILITIES_MQH