382 lines
15 KiB
MQL5
382 lines
15 KiB
MQL5
#ifndef LIB_MATH_TPL_SIMPLE_MQH_INCLUDED
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#define LIB_MATH_TPL_SIMPLE_MQH_INCLUDED
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#property version "1.9";
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/**********************************************************************************
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* Copyright (C) 2010-2022 Dominik Egert <info@freie-netze.de>
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*
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* This file is the simple math function templates include file.
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*
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* MQLplus, including this file may not be copied and/or distributed
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* without explecit permit by the author.
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* Author Dominik Egert / Freie Netze UG.
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**********************************************************************************
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*
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* Version: 1.9
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* State: production
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*
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* File information
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* ================
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*
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* Use: A collection of math functions
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*
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*
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*
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*
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*/
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#ifdef DBG_MSG_TRACE_FILE_LOADER
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DBG_MSG_TRACE_FILE_LOADER;
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#endif
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////////////////////////////////////////////////////////////////
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//
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// MQL4 compatibility
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//
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#include <MQLplus/lib_mqlplus/lib_mql4_compatibility.mqh>
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/////////////////////////////////////////////////////////////////////////////////////////////////////
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//
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// Setup function macros
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//
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#define mqp_MathMax LIB_NAMESPACE_ADD(LIB_NAMESPACE(numbers, _mqlplus_MathMax))
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#define mqp_MathMin LIB_NAMESPACE_ADD(LIB_NAMESPACE(numbers, _mqlplus_MathMin))
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#define mqp_MathPow LIB_NAMESPACE_ADD(LIB_NAMESPACE(numbers, _mqlplus_MathPow))
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#define mqp_MathAbs LIB_NAMESPACE_ADD(LIB_NAMESPACE(numbers, _mqlplus_MathAbs))
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#define mqp_MathRound LIB_NAMESPACE_ADD(LIB_NAMESPACE(numbers, _mqlplus_MathRound))
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#define mqp_MathCeil LIB_NAMESPACE_ADD(LIB_NAMESPACE(numbers, _mqlplus_MathCeil))
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#define mqp_MathFloor LIB_NAMESPACE_ADD(LIB_NAMESPACE(numbers, _mqlplus_MathFloor))
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#define mqp_MathRand LIB_NAMESPACE_ADD(LIB_NAMESPACE(numbers, _mqlplus_MathRand))
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//
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/////////////////////////////////////////////////////////////////////////////////////////////////////
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/*********************************************************************************************************************************************************/
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/* */
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/* MQL+ overloaded functions and add ons */
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/* */
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/*********************************************************************************************************************************************************/
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#ifndef __MQL4_COMPATIBILITY_CODE__
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namespace LIB_MQLPLUS_LIBRARY_PREFIX {
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namespace numbers {
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#endif
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//+------------------------------------------------------------------+
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//| MathMax |
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//+------------------------------------------------------------------+
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template <typename T, typename U>
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const T LIB_NAMESPACE_DEF(numbers, _mqlplus_MathMax)(const T value1, const U value2)
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{ return(inline_MathMax(value1, (T)value2)); }
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//+------------------------------------------------------------------+
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//| MathMin |
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//+------------------------------------------------------------------+
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template <typename T, typename U>
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const T LIB_NAMESPACE_DEF(numbers, _mqlplus_MathMin)(const T value1, const U value2)
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{ return(inline_MathMin(value1, (T)value2)); }
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//+------------------------------------------------------------------+
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//| MathMinNN not null |
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//+------------------------------------------------------------------+
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template <typename T, typename U>
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const T LIB_NAMESPACE_DEF(numbers, _mqlplus_MathMinNN)(const T value1, const U value2)
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{ return(inline_MathMinNN(value1, (T)value2))); }
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//+------------------------------------------------------------------+
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//| MathPow templated |
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//+------------------------------------------------------------------+
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template <typename T, typename U>
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const T LIB_NAMESPACE_DEF(numbers, _mqlplus_MathPow)(const T value, const U exponent)
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{
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const static double powers10[49] =
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{
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1e-24, 1e-23, 1e-22, 1e-21, 1e-20, 1e-19, 1e-18, 1e-17,
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1e-16, 1e-15, 1e-14, 1e-13, 1e-12, 1e-11, 1e-10, 1e-9,
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1e-8, 1e-7, 1e-6, 1e-5, 1e-4, 1e-3, 1e-2, 1e-1,
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1e0, 1e1, 1e2, 1e3, 1e4, 1e5, 1e6, 1e7,
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1e8, 1e9, 1e10, 1e11, 1e12, 1e13, 1e14, 1e15,
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1e16, 1e17, 1e18, 1e19, 1e20, 1e21, 1e22, 1e23, 1e24
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};
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if( ((double)value == 10.0)
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&& ((int)exponent > 25)
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&& ((int)exponent < 25) )
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{ return((T)(powers10[24 + (int)exponent])); }
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return((T)(::MathPow((double)value, (double)exponent)));
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}
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//+------------------------------------------------------------------+
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//| MathSqrt |
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//+------------------------------------------------------------------+
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template <typename T, typename U>
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const T LIB_NAMESPACE_DEF(numbers, _mqlplus_MathRoot)(const T value, const U exponent)
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{ return((T)(MathPow((double)value, 1.0/(double)exponent))); }
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//+------------------------------------------------------------------+
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//| MathRange() |
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//+------------------------------------------------------------------+
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template <typename T, typename U, typename V>
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const T LIB_NAMESPACE_DEF(numbers, _mqlplus_MathRange)(const T value, const U min, const V max)
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{
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const T _min = (T)(((T)min < (T)max) ? min : (U)max);
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const T _max = (T)(((T)min < (T)max) ? max : (V)min);
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return(inline_MathRange(value, _min, _max));
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}
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template <typename T, typename U, typename V>
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const T LIB_NAMESPACE_DEF(numbers, _mqlplus_MathRange)(const T value, const U min, const V max, bool& in_range)
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{
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const T _min = (T)(((T)min < (T)max) ? min : (U)max);
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const T _max = (T)(((T)min < (T)max) ? max : (V)min);
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in_range = (value >= _min) && (value <= _max);
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return(inline_MathRange(value, _min, _max));
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}
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//+------------------------------------------------------------------+
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//| MathRangeX() |
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//+------------------------------------------------------------------+
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template <typename T, typename U, typename V>
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const T LIB_NAMESPACE_DEF(numbers, _mqlplus_MathRangeX)(const T value, const U min, const V max)
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{
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const T _min = (T)(((T)min < (T)max) ? min : max);
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const T _max = (T)(((T)min < (T)max) ? max : min);
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return(inline_MathRangeX(value, _min, _max));
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}
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template <typename T, typename U, typename V>
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const T LIB_NAMESPACE_DEF(numbers, _mqlplus_MathRangeX)(const T value, const U min, const V max, bool& in_range)
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{
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const T _min = (T)(((T)min < (T)max) ? min : max);
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const T _max = (T)(((T)min < (T)max) ? max : min);
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in_range = (value > _min) && (value < _max);
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return(inline_MathRangeX(value, _min, _max));
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}
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//+------------------------------------------------------------------+
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//| MathRangeMatch |
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//+------------------------------------------------------------------+
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template <typename T>
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const bool LIB_NAMESPACE_DEF(numbers, _mqlplus_MathRangeMatch)(const T r1_v1, const T r2_v1, const T r2_v2)
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{ return(LIB_NAMESPACE(numbers, _mqlplus_MathRangeMatch)(r2_v1, r2_v2, r1_v1, r1_v1, NULL)); }
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template <typename T>
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const bool LIB_NAMESPACE_DEF(numbers, _mqlplus_MathRangeMatch)(const T r1_v1, const T r1_v2, const T r2_v1, const T r2_v2, const double factor = NULL)
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{
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// Local init
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T range1_size = NULL;
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T range2_size = NULL;
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const T overlap = LIB_NAMESPACE(numbers, _mqlplus_MathRangeOverlap)(r1_v1, r1_v2, r2_v1, r2_v2, range1_size, range2_size);
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// Calculate overlap
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if( (overlap <= NULL)
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&& ((range1_size - range2_size) != range1_size) )
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{ return(false); }
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// Return
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// return((range2_size * ((factor == NULL) ? 1.0 : factor)) <= overlap);
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return((factor == NULL) ? (overlap >= NULL) : ((range2_size * factor) <= overlap));
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}
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//+------------------------------------------------------------------+
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//| MathRangeOverlap |
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//+------------------------------------------------------------------+
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template <typename T>
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const T LIB_NAMESPACE_DEF(numbers, _mqlplus_MathRangeOverlap)(const T r1_v1, const T r1_v2, const T r2_v1, const T r2_v2)
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{
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T tmp1 = NULL;
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T tmp2 = NULL;
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return(LIB_NAMESPACE(numbers, _mqlplus_MathRangeOverlap)(r1_v1, r1_v2, r2_v1, r2_v2, tmp1, tmp2));
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}
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template <typename T>
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const T LIB_NAMESPACE_DEF(numbers, _mqlplus_MathRangeOverlap)(const T r1_v1, const T r1_v2, const T r2_v1, const T r2_v2, T& range1_size, T& range2_size)
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{
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// Local init
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T high_1 = (r1_v1 > r1_v2) ? r1_v1 : r1_v2;
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T low_1 = (r1_v1 < r1_v2) ? r1_v1 : r1_v2;
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T high_2 = (r2_v1 > r2_v2) ? r2_v1 : r2_v2;
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T low_2 = (r2_v1 < r2_v2) ? r2_v1 : r2_v2;
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const T r1_size = (high_1 - low_1);
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const T r2_size = (high_2 - low_2);
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// Arrange master range
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if(r1_size < r2_size)
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{
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const T tmp1 = high_1;
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const T tmp2 = low_1;
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high_1 = high_2;
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high_2 = tmp1;
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low_1 = low_2;
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low_2 = tmp2;
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}
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// Calculate range size
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range1_size = (r1_size > r2_size) ? r1_size : r2_size;
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range2_size = (r1_size < r2_size) ? r1_size : r2_size;
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// Calculate overlap
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// R2 inside R1
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if( (high_1 >= high_2)
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&& (low_1 <= low_2) )
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{ return((r1_size < r2_size) ? r1_size : r2_size); }
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// R1 below R2
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if(high_1 < low_2)
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{ return(high_1 - low_2); }
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// R1 high inside R2
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if(high_1 < high_2)
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{ return(high_1 - low_2); }
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// R1 above R2
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if(low_1 > high_2)
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{ return(high_2 - low_1); }
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// R1 low inside R2
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if(low_1 < high_2)
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{ return(high_2 - low_1); }
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// Return
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return(NULL);
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}
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//+------------------------------------------------------------------+
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//| MathDigits |
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//+------------------------------------------------------------------+
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// Function
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template <typename T>
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const int LIB_NAMESPACE_DEF(numbers, _mqlplus_MathDigits)(const T value)
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{ return((int)(::MathFloor(::MathLog10(::MathAbs((double)value)))) + 1); }
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//+------------------------------------------------------------------+
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//| MathAbs |
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//+------------------------------------------------------------------+
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template <typename T>
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const T LIB_NAMESPACE_DEF(numbers, _mqlplus_MathAbs)(const T value)
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{ return((T)(::MathAbs((double)value))); }
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//+------------------------------------------------------------------+
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//| MathNeg |
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//+------------------------------------------------------------------+
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// Function
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template <typename T>
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const T LIB_NAMESPACE_DEF(numbers, _mqlplus_MathNeg)(const T value)
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{ return((T)inline_MathNeg((double)value)); }
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//+------------------------------------------------------------------+
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//| MathRound |
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//+------------------------------------------------------------------+
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template <typename T>
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const T LIB_NAMESPACE_DEF(numbers, _mqlplus_MathRound)(const T value, const int digits = -1)
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{
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const double factor = ::MathPow(10.0, digits + 1);
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const long i_val = ((long)(value * factor));
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const long p_mod = (i_val % 10);
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const long modulo = (i_val != p_mod) ? p_mod : NULL;
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return((T)(((i_val + ((10 - modulo) * (modulo > 4))) - (modulo * (modulo < 5))) / factor));
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}
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//+------------------------------------------------------------------+
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//| MathCeil |
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//+------------------------------------------------------------------+
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template <typename T>
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const T LIB_NAMESPACE_DEF(numbers, _mqlplus_MathCeil)(const T value, const int digits = NULL)
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{
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if(digits <= NULL)
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{
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const double factor1 = MathMax(::MathPow(10.0, ::MathAbs(digits)), 1.0);
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return((T)(MathCeil((double)value / factor1) * factor1));
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}
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const double factor2 = ::MathPow(10.0, digits);
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return((T)(MathCeil((double)value * factor2) / factor2));
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}
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//+------------------------------------------------------------------+
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//| MathFloor |
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//+------------------------------------------------------------------+
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template <typename T>
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const T LIB_NAMESPACE_DEF(numbers, _mqlplus_MathFloor)(const T value, const int digits = NULL)
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{
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if(digits <= NULL)
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{
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const double factor1 = MathMax(::MathPow(10.0, ::MathAbs(digits)), 1.0);
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return((T)(MathFloor((double)value / factor1) * factor1));
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}
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const double factor2 = ::MathPow(10.0, digits);
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return((T)(MathFloor((double)value * factor2) / factor2));
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}
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//+------------------------------------------------------------------+
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//| Random value in the range [min, max] |
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//| Generates random numbers with a uniform distribution (bias-free).|
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//| Maximum granularity of generator is 32768 values. |
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//+------------------------------------------------------------------+
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template <typename T>
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T LIB_NAMESPACE_DEF(numbers, _mqlplus_MathRand)(const T min, const T max)
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{ return((T)(mqp_MathRandN() * (double)(max - min)) + min); }
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//+------------------------------------------------------------------+
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//| Can given value be evaluated to be zero |
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//+------------------------------------------------------------------+
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template <typename T>
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const bool LIB_NAMESPACE_DEF(numbers, _mqlplus_MathZero)(const T value)
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{
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return( (value == (T)0x0000000000000000) // NULL
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|| (value == (T)EMPTY_VALUE) // EMPTY_VALUE
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#ifdef LIB_MQLPLUS_EMPTY_VALUE
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|| (value == (T)LIB_MQLPLUS_EMPTY_VALUE) // INDICATOR DISPLAY EMPTY_VALUE
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#endif
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);
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}
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#ifndef __MQL4_COMPATIBILITY_CODE__
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}; // END Namespace numbers
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}; // END Namespace LIB_MQLPLUS_LIBRARY_PREFIX
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#endif
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//
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// END Simple math functions */
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//*********************************************************************************************************************************************************/
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#endif // LIB_MATH_TPL_SIMPLE_MQH_INCLUDED
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