EA-Setka-2/Libs/CtrlPanel/CtrlPanelLogger.mqh

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                              CtrlPanelLevels.mqh |
//|                                  Copyright 2021, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#ifndef CTRL_PANEL_LOGGER_MQH
#define CTRL_PANEL_LOGGER_MQH


/*
   0@0<5B@K 4>ABC?=K5 4;O =0AB@>9:8 40==>9 ?0=5;8
   bool              log_dec_sep_comma=true  true=","/false="."
   string            log_output_tf=PERIOD_H1    PERIOD_M1 / PERIOD_M5 / PERIOD_M15 / PERIOD_H1 / PERIOD_H4
   bool              log_format_bin=true;  true/false
*/


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
class CCtrlPanelLogger: public CCtrlPanelLevels
  {
public:
                     CCtrlPanelLogger();
   //--- =8F80;870F8O/458=8F80;870F8O
   virtual bool              OnInitEvent(void);
   virtual void              OnDeinitEvent(const int reason);

   //--- 1@01>BG8: B8:>2
   virtual void              OnTickCalculateEvent();
   virtual void              DrawPanelInfo() {};

   virtual bool              IsEnableTickCalculateEvent() {return true; };
protected:
   datetime          _cur_candle_open_time;
   int               _next_candle_open_time;

   LBFBalanceItem    _balanceItems[];

   int               _balanceItemCount;

   double            _cur_balance;
   double            _cur_equity;
   double            _cur_free_margin;

   int               _cur_count_buy;
   int               _cur_count_sell;

   double            _cur_length_buy;
   double            _cur_length_sell;

   double            _cur_volume_buy;
   double            _cur_volume_sell;


   double            _max_drawdown;                            //  07<5@ ?@>A04:8 ?> M:28B8
   double            _max_profit;                              //  07<5@ ?@81K;8 ?> M:28B8
   double            _max_margin;                              // 0:A8<0;L=K9 @07<5@ <0@68

   double            _max_drawdown_buy;                            //  07<5@ ?@>A04:8 ?> M:28B8
   double            _max_drawdown_sell;                            //  07<5@ ?@>A04:8 ?> M:28B8
   
   double            _tick_value;
   
   bool              _is_first_init;

   string            _start_test_date;
   string            _end_test_date;

protected:
   void              SaveDataToFile();
   void              SaveBalanceToArray();
   void              ResetBalance();
   void              UpdateGridInfo(logic_handler* hdl,list<CLevelLine*>& lvls,int lvl, int& cur_lvl, double& cur_len, double& cur_vol);

   string            GetFileName();
   ENUM_TIMEFRAMES   GetOutputTf(string tf);

protected:
   ENUM_TIMEFRAMES   _output_timeframe;
   bool              _decimal_separator_comma;
   bool              _bin_format;
  };


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
CCtrlPanelLogger::CCtrlPanelLogger():CCtrlPanelLevels("show_grid_lvl=true;show_stop_lvl=false;show_no_loss_lvl=false;")
  {
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
ENUM_TIMEFRAMES   CCtrlPanelLogger::GetOutputTf(string tf)
  {
   ENUM_TIMEFRAMES ret=PERIOD_H1;
   StringToUpper(tf);

   if(StringFind(tf,"M1")!=-1)
      ret=PERIOD_M1;
   else
      if(StringFind(tf,"M5")!=-1)
         ret=PERIOD_M5;
      else
         if(StringFind(tf,"M15")!=-1)
            ret=PERIOD_M15;
         else
            if(StringFind(tf,"H1")!=-1)
               ret=PERIOD_H1;
            else
               if(StringFind(tf,"H4")!=-1)
                  ret=PERIOD_H4;

   return ret;
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool             CCtrlPanelLogger::OnInitEvent(void)
  {
   if(!CCtrlPanelLevels::OnInitEvent())
      return false;

   _balanceItemCount=0;
   _is_first_init=true;

   _decimal_separator_comma=GetParamBool("log_dec_sep_comma",true);
   _output_timeframe=GetOutputTf(GetParamString("log_output_tf","H1"));
   _bin_format=GetParamBool("log_format_bin",true);
   return true;
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void              CCtrlPanelLogger::OnDeinitEvent(const int reason)
  {
   if(!(reason==REASON_REMOVE || reason==REASON_PROGRAM))
      return;

   if(layer_account::is_testing())
     {
      SaveDataToFile();
     }

   CCtrlPanelLevels::OnDeinitEvent(reason);
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void              CCtrlPanelLogger::OnTickCalculateEvent()
  {

   if(!(layer_account::is_testing()))
      return;

   CCtrlPanelLevels::OnTickCalculateEvent();

   if(_is_first_init)
     {
      _is_first_init=false;
      ResetBalance();
      _start_test_date=TimeToString(_cur_candle_open_time,TIME_DATE);
     }

   double drawdown=layer_account::drawdown_currency();
   if(drawdown>_max_drawdown)
     {
      _cur_balance=kernel_account::balance();
      _cur_equity=kernel_account::equity();
      _cur_free_margin=kernel_account::free_margin();
      UpdateGridInfo(short_hd,_sell_grid_levels, _sell_lvl,_cur_count_sell, _cur_length_sell,_cur_volume_sell);
      UpdateGridInfo(long_hd,_buy_grid_levels, _buy_lvl,_cur_count_buy, _cur_length_buy,_cur_volume_buy);

      _max_drawdown=drawdown; //5A;8 B5:CI0O ?@>A04:0 1>;LH5 ?@54K4CI59, 70?8AK205< B5:CICN.

     }

   layer_order_data* order_data=layer_order::get_by_setting(short_hd._order_settings);
   double drawdown_sell=order_data.drawdown_currency();
   if(drawdown_sell>_max_drawdown_sell)
      _max_drawdown_sell=drawdown_sell; //5A;8 B5:CI0O ?@>A04:0 1>;LH5 ?@54K4CI59, 70?8AK205< B5:CICN.


   order_data=layer_order::get_by_setting(long_hd._order_settings);
   double drawdown_buy=order_data.drawdown_currency();
   if(drawdown_buy>_max_drawdown_buy)
      _max_drawdown_buy=drawdown_buy; //5A;8 B5:CI0O ?@>A04:0 1>;LH5 ?@54K4CI59, 70?8AK205< B5:CICN.


   double margin=kernel_account::margin();
   if(margin>_max_margin)
      _max_margin=margin;

   _tick_value=layer_market::tick_value();

   if(((int)layer::time_current()) > _next_candle_open_time)
     {
      SaveBalanceToArray();
      ResetBalance();
     }
  }


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
string CCtrlPanelLogger::GetFileName()
  {
   string tf=EnumToString(_output_timeframe);
   string sn=set_name;

   if(StringCompare(sn,DEFAULT_SET_NAME,false)==0)
      sn="";

   if(StringLen(sn))
      sn="."+sn;

   StringReplace(tf,"PERIOD_","");
   StringReplace(_start_test_date,".","");
   StringReplace(_end_test_date,".","");
   return StringFormat("DD.%s.%d%s.%s.%s-%s.%d.%s",Symbol(), MagicNumber,sn, tf,_start_test_date,_end_test_date,_balanceItemCount,_bin_format?"bin":"csv");
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CCtrlPanelLogger::SaveDataToFile()
  {
   _balanceItemCount=ArrayRange(_balanceItems,0);

   if(_balanceItemCount==0)
      return;

   ResetBalance();
   SaveBalanceToArray();
   _end_test_date=TimeToString(_cur_candle_open_time,TIME_DATE);
//--- A1@>A8< 7=0G5=85 >H81:8
   ResetLastError();

   string fileName=GetFileName(),str;

   int handle=FileOpen(fileName, FILE_READ | FILE_WRITE | (_bin_format?FILE_BIN:FILE_CSV|FILE_UNICODE),"\t");

   if(handle == INVALID_HANDLE)
     {
      log_error("H81:0 ?@8 A>740=85 D09;0 ?@>A04:8 "+TerminalInfoString(TERMINAL_DATA_PATH)+"\\Files\\"+fileName+" , :>4 ="+IntegerToString(GetLastError()));
      return;
     }


   if(_bin_format)
     {
      if(!LBFWriteHeaderToFile(handle, _balanceItemCount))
        {
         log_error("H81:0 70?8A8 703>;>2:0 18=0@=>3> D09;0. >4 >H81:8="+IntegerToString(GetLastError()));
         FileClose(handle);
         return;
        }

      uint byteswritten=0;
      for(int i=0; i<_balanceItemCount; i++)
        {
         byteswritten=FileWriteStruct(handle,_balanceItems[i]);
         if(byteswritten!=sizeof(LBFBalanceItem))
           {
            log_error("H81:0 70?8A8 M;5<5=B0 40==KE. Item index:"+ IntegerToString(i) +" >4 >H81:8="+IntegerToString(GetLastError()));
           }
        }

      if(!LBFWriteSetToFile(handle))
        {
         log_error("H81:0 70?8A8 40==KE A5B0. >4 >H81:8="+IntegerToString(GetLastError()));
        }

     }
   else
     {
      LBFWriteHeaderCVSFile(handle);

      for(int i=0; i<_balanceItemCount; i++)
         {
            LBFWriteItemToCVSFile(handle, _balanceItems[i],_decimal_separator_comma);
         }
   }
   log_print(StringFormat("!>740= D09; ?@>A04:8 %s%s%s, 70?8A0= <0AA82 87 %d M;5<5=B>2!",TerminalInfoString(TERMINAL_DATA_PATH), #ifdef __MQL5__"\\MQL5" + #else "\\tester" +  #endif  "\\Files\\",fileName, _balanceItemCount));
   FileClose(handle);
  }


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CCtrlPanelLogger::ResetBalance()
  {

   _cur_candle_open_time=tool_candle::get_time(CURRENT_SYMBOL, _output_timeframe, 0);
   _next_candle_open_time=(int)_cur_candle_open_time+(c_time::get_seconds_from_time_frame(_output_timeframe));

   _max_drawdown=0;
   _max_margin=0;

   _max_drawdown_buy=0;
   _max_drawdown_sell=0;

   _cur_balance=kernel_account::balance();
   _cur_equity=kernel_account::equity();
   _cur_free_margin=kernel_account::free_margin();

   UpdateGridInfo(short_hd,_sell_grid_levels, _sell_lvl,_cur_count_sell, _cur_length_sell,_cur_volume_sell);
   UpdateGridInfo(long_hd,_buy_grid_levels, _buy_lvl,_cur_count_buy, _cur_length_buy,_cur_volume_buy);
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CCtrlPanelLogger::SaveBalanceToArray()
  {
   if(ArrayResize(_balanceItems,_balanceItemCount+1))
     {
      _balanceItems[_balanceItemCount].dt=_cur_candle_open_time;      /*Time[0];*/     //prevtimeEQ/*-TFEQ*60*/;( int )
      _balanceItems[_balanceItemCount].drawdown=_max_drawdown;

      _balanceItems[_balanceItemCount].balance=_cur_balance;
      _balanceItems[_balanceItemCount].equity=_cur_equity;
      _balanceItems[_balanceItemCount].free_margin=_cur_free_margin;
      _balanceItems[_balanceItemCount].count_buy=_cur_count_buy;
      _balanceItems[_balanceItemCount].count_sell=_cur_count_sell;

      _balanceItems[_balanceItemCount].drawdown=_max_drawdown;
      _balanceItems[_balanceItemCount].margin=_max_margin;

      _balanceItems[_balanceItemCount].drawdown_buy=_max_drawdown_buy;
      _balanceItems[_balanceItemCount].drawdown_sell=_max_drawdown_sell;

      _balanceItems[_balanceItemCount].length_buy=_cur_length_buy;
      _balanceItems[_balanceItemCount].length_sell=_cur_length_sell;

      _balanceItems[_balanceItemCount].volume_buy=_cur_volume_buy;
      _balanceItems[_balanceItemCount].volume_sell=_cur_volume_sell;
      
      _balanceItems[_balanceItemCount].tick_value=_tick_value;

      _balanceItemCount++;
     }
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CCtrlPanelLogger::UpdateGridInfo(logic_handler* hdl,list<CLevelLine*>& lvls, int lvl, int& cur_lvl, double& cur_len, double& cur_vol)
  {
   cur_lvl=lvl;

   if(lvl<=1)
     {
      cur_len=0;
      cur_vol=lvl?lvls.items[0]._volume:0;
      return;
     }

   list<c_order *>*  orders = layer_order::get(hdl._order_settings);
   cur_len=MathAbs((orders.last_or_default().open_price-orders.first_or_default().open_price)/layer_market::tick_size());

   cur_vol=0;

   for(int i=0; i<lvl; i++)
     {
      cur_vol+=lvls.items[i]._volume;
     }
  }



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