mql5-execution-microstructure-02-request-latency/Include/RequestLatencyLab/Configuration.mqh

//+------------------------------------------------------------------+
//|                                                Configuration.mqh |
//|                             Copyright 2026, MetaQuotes Ltd. |
//|                                                     www.mql5.com |
//+------------------------------------------------------------------+
#ifndef REQUEST_LATENCY_LAB_CONFIGURATION_MQH
#define REQUEST_LATENCY_LAB_CONFIGURATION_MQH

#include "..\..\Include\RequestLatencyLab\Models.mqh"
//+------------------------------------------------------------------+
//| Режимы работы советника (ТЗ §1).                                 |
//+------------------------------------------------------------------+
enum ENUM_LAB_RUN_MODE
  {
   LAB_RUN_LOCAL_ONLY = 0,    // по умолчанию; без торговли
   LAB_RUN_PENDING_CREATE_DELETE,
   LAB_RUN_MARKET_ORDER
  };
//+------------------------------------------------------------------+
//| Настройки лаборатории (заполняются из input советника).          |
//+------------------------------------------------------------------+
struct LabSettings
  {
   string              campaign_id;
   string              session_prefix;
   ENUM_LAB_EXPERIMENT experiment_id;
   int                 series_id;          // 1..5
   string              symbol;
   ulong               magic;
   int                 deviation_points;
   int                 pending_distance_ticks;  // D
   int                 count_per_condition;     // 100
   int                 warmup_per_condition;    // 10
   int                 outcome_timeout_ms;      // 5000
   int                 late_grace_ms;           // 1000
   int                 pause_ms;                // 1000
   int                 timer_requested_ms;      // 20
   int                 feature_window_sec;      // 60
   int                 feature_max_age_ms;      // 1000
   int                 quote_max_age_ms;
   string              calibration_id;
   ulong               seed;
   int                 cleanup_max_attempts;    // 1
   int                 sample_capacity;         // 2048
   int                 event_capacity;          // 65536
   int                 error_reserve_capacity;
   double              volume_units_tolerance;  // 1e-7
   int                 address_read_budget;
   int                 history_scan_budget;
   int                 e3_campaign_limit_min;   // 0=без лимита; иначе минуты
   ENUM_LAB_RUN_MODE   run_mode;
   string              data_origin;             // DEMO/SYNTHETIC
   string              configuration_id;

   void              Zero(void);
  };
//+------------------------------------------------------------------+
//| CConfiguration — проверка и фиксация конфигурации.               |
//+------------------------------------------------------------------+
class CConfiguration
  {
public:
   //--- базовая проверка входных параметров
   static bool       Validate(const LabSettings &s, LabError &error);
   //--- правила символа из терминала
   static bool       BuildSymbolRules(const string symbol, SymbolRules &rules, LabError &error);
   //--- описание символа для манифеста
   static string     ManifestSymbolInfo(const SymbolRules &r)
     {
      return(StringFormat("%s|digits=%d|point=%.10g|tick_size=%.10g|vol_min=%.4g|vol_max=%.4g|vol_step=%.4g",
                          r.symbol, r.digits, r.point, r.tick_size,
                          r.volume_min, r.volume_max, r.volume_step));
     }
   //--- минимальный допустимый объём (ТЗ §2.4). Фиксируется до серии.
   static double     MinVolume(const SymbolRules &r) { return(r.volume_min); }
   //--- детерминированный отпечаток конфигурации (без случайности и дат)
   static string     ConfigurationId(const LabSettings &s, const SymbolRules &rules);
  };
//+------------------------------------------------------------------+
//| Внешние определения методов.                                     |
//+------------------------------------------------------------------+
void              LabSettings::Zero(void)
  {
   campaign_id = "";
   session_prefix = "";
   experiment_id = LAB_EXP_E1;
   series_id = 1;
   symbol = "";
   magic = 0;
   deviation_points = 0;
   pending_distance_ticks = 0;
   count_per_condition = 100;
   warmup_per_condition = 10;
   outcome_timeout_ms = 5000;
   late_grace_ms = 1000;
   pause_ms = 1000;
   timer_requested_ms = 20;
   feature_window_sec = 60;
   feature_max_age_ms = 1000;
   quote_max_age_ms = 500;
   calibration_id = "";
   seed = 1;
   cleanup_max_attempts = 1;
   sample_capacity = 2048;
   event_capacity = 65536;
   error_reserve_capacity = 4096;
   volume_units_tolerance = 1e-7;
   address_read_budget = 20000;
   history_scan_budget = 100000;
   e3_campaign_limit_min = 30;
   run_mode = LAB_RUN_LOCAL_ONLY;
   data_origin = "SYNTHETIC";
   configuration_id = "";
  }
bool              CConfiguration::Validate(const LabSettings &s, LabError &error)
  {
   error.Reset();
   error.component = LAB_COMP_CONFIG;
   if(s.count_per_condition <= 0 || s.warmup_per_condition < 0)
     {
      error.code = 1;
      error.severity = LAB_SEV_BLOCKER;
      error.message = "count_per_condition must be >0";
      return(false);
     }
   if(s.warmup_per_condition > 0 && s.warmup_per_condition >= s.count_per_condition)
     {
      error.code = 2;
      error.severity = LAB_SEV_BLOCKER;
      error.message = "warmup must be smaller than count_per_condition";
      return(false);
     }
   if(s.series_id < 1 || s.series_id > 5)
     {
      error.code = 3;
      error.severity = LAB_SEV_BLOCKER;
      error.message = "series_id must be 1..5";
      return(false);
     }
   if(s.outcome_timeout_ms <= 0 || s.late_grace_ms < 0)
     {
      error.code = 4;
      error.severity = LAB_SEV_BLOCKER;
      error.message = "timeouts must be positive";
      return(false);
     }
   if(s.pause_ms < 0 || s.timer_requested_ms <= 0)
     {
      error.code = 5;
      error.severity = LAB_SEV_BLOCKER;
      error.message = "pause/timer must be valid";
      return(false);
     }
   if(s.feature_window_sec <= 0 || s.feature_max_age_ms <= 0)
     {
      error.code = 6;
      error.severity = LAB_SEV_BLOCKER;
      error.message = "feature window must be positive";
      return(false);
     }
   if(s.seed == 0 || s.seed >= 2147483646ul)
     {
      error.code = 7;
      error.severity = LAB_SEV_BLOCKER;
      error.message = "seed must be in [1,2147483646]";
      return(false);
     }
   if(s.sample_capacity <= 0 || s.event_capacity <= 0)
     {
      error.code = 8;
      error.severity = LAB_SEV_BLOCKER;
      error.message = "capacities must be positive";
      return(false);
     }
   if(s.volume_units_tolerance <= 0.0 || s.volume_units_tolerance >= 1e-3)
     {
      error.code = 9;
      error.severity = LAB_SEV_BLOCKER;
      error.message = "volume tolerance must be in (0,1e-3)";
      return(false);
     }
   if(s.cleanup_max_attempts < 1 || s.cleanup_max_attempts > 10)
     {
      error.code = 10;
      error.severity = LAB_SEV_BLOCKER;
      error.message = "cleanup_max_attempts must be 1..10";
      return(false);
     }
   if(s.e3_campaign_limit_min < 0 || s.e3_campaign_limit_min > 1440)
     {
      error.code = 11;
      error.severity = LAB_SEV_BLOCKER;
      error.message = "e3_campaign_limit_min must be 0..1440";
      return(false);
     }
   //--- data_origin задаётся оператором в файле запуска
   //--- data_origin устанавливается в FillSettings (не здесь)
   //--- торговый режим требует data_origin оператора (проверка выше)
   //--- data_origin=DEMO задаётся в настроечном файле запуска
   return(true);
  }
bool              CConfiguration::BuildSymbolRules(const string symbol, SymbolRules &rules, LabError &error)
  {
   error.Reset();
   error.component = LAB_COMP_CONFIG;
   if(StringLen(symbol) == 0)
     {
      error.code = 20;
      error.severity = LAB_SEV_BLOCKER;
      error.message = "symbol not set";
      return(false);
     }
   if(!SymbolSelect(symbol, true))
     {
      error.code = 21;
      error.severity = LAB_SEV_BLOCKER;
      error.message = "symbol unavailable in Market Watch";
      return(false);
     }
   ZeroMemory(rules);
   rules.symbol = symbol;
   rules.digits = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS);
   rules.point = SymbolInfoDouble(symbol, SYMBOL_POINT);
   rules.tick_size = SymbolInfoDouble(symbol, SYMBOL_TRADE_TICK_SIZE);
   rules.volume_min = SymbolInfoDouble(symbol, SYMBOL_VOLUME_MIN);
   rules.volume_max = SymbolInfoDouble(symbol, SYMBOL_VOLUME_MAX);
   rules.volume_step = SymbolInfoDouble(symbol, SYMBOL_VOLUME_STEP);
   rules.filling_mode = SymbolInfoInteger(symbol, SYMBOL_FILLING_MODE);
   rules.trade_mode = SymbolInfoInteger(symbol, SYMBOL_TRADE_MODE);
   rules.bid = SymbolInfoDouble(symbol, SYMBOL_BID);
   rules.ask = SymbolInfoDouble(symbol, SYMBOL_ASK);
   if(!rules.IsValid())
     {
      error.code = 22;
      error.severity = LAB_SEV_BLOCKER;
      error.message = "symbol rules invalid (tick size or volume step missing)";
      return(false);
     }
   return(true);
  }
string            CConfiguration::ConfigurationId(const LabSettings &s, const SymbolRules &rules)
  {
   string id = StringFormat("%s|exp=%s|ser=%d|sym=%s|mag=%I64u|dev=%d|D=%d|n=%d|w=%d|t=%d|g=%d|pause=%d|timer=%d|win=%d|age=%d|quote=%d|cal=%s|seed=%I64u|cln=%d|e3=%d|cap=%d/%d|tol=%.10g|mode=%d",
                            s.campaign_id, LabExperimentName(s.experiment_id), s.series_id,
                            s.symbol, s.magic, s.deviation_points, s.pending_distance_ticks,
                            s.count_per_condition, s.warmup_per_condition,
                            s.outcome_timeout_ms, s.late_grace_ms, s.pause_ms, s.timer_requested_ms,
                            s.feature_window_sec, s.feature_max_age_ms, s.quote_max_age_ms,
                            s.calibration_id, s.seed, s.cleanup_max_attempts,
                            s.e3_campaign_limit_min,
                            s.sample_capacity, s.event_capacity, s.volume_units_tolerance,
                            (int)s.run_mode);
   StringReplace(id, "|", "_");
   StringReplace(id, "/", "_");
   return(id);
  }

#endif // REQUEST_LATENCY_LAB_CONFIGURATION_MQH
//+------------------------------------------------------------------+