EA-Setka-2/Libs/Virtual/Orders.mqh

// https://www.mql5.com/ru/forum/1111/page2336#comment_9660624
// Нужно для BestInterval
// #define TICKS_CORRECT_TIME // время тиков, кратное секунде, будет скорректировано на миллисекунду вперед
#ifndef ORDERS_MQH
#define ORDERS_MQH
#include "Order.mqh"

#ifdef __MQL5__
  #ifndef SELECT_BY_POS
    #define SELECT_BY_POS 0
  #endif // SELECT_BY_POS

  #ifndef SELECT_BY_TICKET
    #define SELECT_BY_TICKET 1
  #endif // SELECT_BY_TICKET

  #ifndef MODE_TRADES
    #define MODE_TRADES 0
  #endif // MODE_TRADES

  #ifndef MODE_HISTORY
    #define MODE_HISTORY 1
  #endif // MODE_HISTORY

  #ifndef OP_SELL
    #define OP_SELL ORDER_TYPE_SELL
  #endif // OP_SELL
#endif // __MQL5__

#define MAX_ORDERS 100
#define RESERVE_HISTORY_ORDERS 2000
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//class OrderCallBack
//{
//public:
//   virtual void OnSuccess(TICKET_TYPE result, ORDER *order)
//   {
//      Print("Order success. Result: ",(string)result,order.ToString(TimeCurrent()));
//   }
//   virtual void OnFailure(TICKET_TYPE result, ORDER *order)
//   {
//      Print("Order failure. Result: ", (string)result, order.ToString(TimeCurrent()));
//   }
//   virtual void OnTimeout(TICKET_TYPE result, ORDER *order)
//   {
//      Print("Order timeout. Result: ", (string)result, order.ToString(TimeCurrent()));
//   }
//};


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+

class ORDERS
{
private:
  bool Netting;
  double Balance;
  double Equity;

  ORDER Orders[MAX_ORDERS];
  int AmountOrders;
  MqlTick CurrentTick;

  int SelectIndex;
  ORDER SelectOrder;

  ORDER HistoryOrders[];
  int AmountHistoryOrders;
  int ReserveHistoryOrders;

  //OrderCallBack *pCallBack;
  
  static string GetTickFlag( uint tickflag )
  {
    string flag = " " + (string)tickflag;

  #define TICKFLAG_MACRO(A) flag += ((bool)(tickflag & TICK_FLAG_##A)) ? " TICK_FLAG_" + #A : ""; \
                            tickflag -= tickflag & TICK_FLAG_##A;
    TICKFLAG_MACRO(BID)
    TICKFLAG_MACRO(ASK)
    TICKFLAG_MACRO(LAST)
    TICKFLAG_MACRO(VOLUME)
    TICKFLAG_MACRO(BUY)
    TICKFLAG_MACRO(SELL)
  #undef TICKFLAG_MACRO

    if (tickflag)
      flag += " FLAG_UNKNOWN (" + (string)tickflag + ")";

    return(flag);
  }

  #define TOSTR(A) " " + #A + " = " + (string)Tick.A
  #define TOSTR2(A) " " + #A + " = " + ::DoubleToString(Tick.A, _Digits)

  static string TickToString( const MqlTick &Tick )
  {
    return(TOSTR(time) + "." + ::IntegerToString(Tick.time_msc % 1000, 3, '0') +
           TOSTR2(bid) + TOSTR2(ask) + TOSTR2(last)+ TOSTR(volume) + ORDERS::GetTickFlag(Tick.flags));
  }

  #undef TOSTR2
  #undef TOSTR

  void AddHistoryOrder( const ORDER &Order )
  {
    if (this.AmountHistoryOrders == this.ReserveHistoryOrders)
      this.ReserveHistoryOrders = ::ArrayResize(this.HistoryOrders, this.ReserveHistoryOrders + RESERVE_HISTORY_ORDERS);

    if (Order.IsNotNull())
      this.HistoryOrders[this.AmountHistoryOrders++] = Order;

    return;
  }

  bool IsChange( void )
  {
    bool Res = false;
    double Profit = 0;
    int j = 0;

    for (int i = 0; i < this.AmountOrders; i++)
    {
      Res |= this.Orders[i].IsChange(this.CurrentTick) && !this.Orders[i].IsClosed();

      if (this.Orders[i].IsClosed())
      {
        this.Balance += this.Orders[i].OrderProfit();

        this.AddHistoryOrder(this.Orders[i]);
      }
      else
      {
        Profit += this.Orders[i].OrderProfit();

        if (i != j)
          this.Orders[j] = this.Orders[i];

        j++;
      }
    }

    this.AmountOrders = j;

    this.Equity = this.Balance + Profit;

    return(Res);
  }

  void CloseBy( void )
  {
    int j = -1;

    for (int i = 0; i < this.AmountOrders; i++)
      if (!this.Orders[i].IsClosed() && this.Orders[i].IsPosition())
      {
        if (j < 0)
          j = i;
        else if (this.Orders[j].CloseBy(this.Orders[i], this.CurrentTick, this.Netting) && this.Orders[j].IsClosed())
        {
          i = j;

          j = -1;
        }
      }

    return;
  }

  void Check( void )
  {
    while (this.IsChange())
      if (this.Netting)
        this.CloseBy();

    return;
  }

  int GetIndex( const long &Ticket ) const
  {
    int Res = -1;

    if (this.SelectIndex < this.AmountOrders)
    {
      if (this.Orders[this.SelectIndex].OrderTicket() == Ticket)
        Res = this.SelectIndex;
      else
        for (int i = 0; i < this.AmountOrders; i++)
          if (this.Orders[i].OrderTicket() == Ticket)
          {
            Res = i;

            break;
          }
    }

    return(Res);
  }

  bool SelectByPos( const int Index )
  {
    const bool Res = (Index >= 0) && (Index < this.AmountOrders);

    if (Res)
    {
      this.SelectIndex = Index;

      this.SelectOrder = this.Orders[this.SelectIndex];
    }

    return(Res);
  }

  bool SelectByTicket( const long Ticket, const long Pool )
  {
    const int Index = this.GetIndex(Ticket);
    const bool Res = (Index >= 0);

    if (Res)
    {
      this.SelectIndex = Index;

      this.SelectOrder = this.Orders[this.SelectIndex];
    }

    return(Res);

  }

  bool SelectByPosHistory( const int Index )
  {
    const bool Res = (Index >= 0) && (Index < this.AmountHistoryOrders);

    if (Res)
      this.SelectOrder = this.HistoryOrders[Index];

    return(Res);
  }

public:
  const int Handle;

  ORDERS( const int iHandle, const datetime StartTime = 0 ) : Handle(iHandle), AmountOrders(0), SelectIndex(0), AmountHistoryOrders(0), ReserveHistoryOrders(0)
  {
    MqlTick Tick = {0};

    Tick.time_msc = (long)StartTime * 1000;

    this.NewTick(Tick);
    
    //pCallBack = NULL;
  }

  void Set( const double dBalance = 0, const bool bNetting = false )
  {
    this.Balance = (dBalance > 0) ? dBalance : ::AccountInfoDouble(ACCOUNT_BALANCE);
    this.Equity = this.Balance;
    this.Netting = (dBalance > 0) ? bNetting :
                                                 #ifdef __MQL5__
                                                   !((ENUM_ACCOUNT_MARGIN_MODE)::AccountInfoInteger(ACCOUNT_MARGIN_MODE) == ACCOUNT_MARGIN_MODE_RETAIL_HEDGING)
                                                 #else // __MQL5__
                                                   bNetting
                                                 #endif //__MQL5__
                                                 ;

    this.AmountOrders = 0;
    this.SelectIndex = 0;

    this.AmountHistoryOrders = 0;
    this.ReserveHistoryOrders = 0; // ::ArrayResize(this.HistoryOrders, RESERVE_HISTORY_ORDERS);

    this.OrderDeposit(this.Balance);

    return;
  }

  bool IsNetting( void ) const
  {
    return(this.Netting);
  }

  void NewTick( const MqlTick &Tick )
  {
    this.CurrentTick = Tick;

  #ifdef TICKS_CORRECT_TIME
      if (!(this.CurrentTick.time_msc % 1000))
        this.CurrentTick.time_msc++;
  #endif // TICKS_CORRECT_TIME

    this.Check();

    return;
  }

  void OrderDeposit( const double Deposit )
  {
    if (Deposit)
    {
      ORDER Order;

      Order.Deposit(Deposit, this.CurrentTick);

      this.AddHistoryOrder(Order);
    }

    return;
  }

  TICKET_TYPE OrderSend( const string&, const int &Type, const double dVolume, const double Price, const int &SlipPage, const double SL, const double TP,
                         const string &comment, const MAGIC_TYPE &magic, const datetime &dExpiration )
  {
    TICKET_TYPE Res = -1;

    if (this.Orders[this.AmountOrders].Create((ENUM_ORDER_TYPE)Type, dVolume, Price, SL, TP, magic, comment, this.CurrentTick))
    {
      Res = this.Orders[this.AmountOrders].OrderTicket();

      if (this.Orders[this.AmountOrders++].IsPosition())
      {
        if (Netting)
          this.CloseBy();

        this.IsChange();
      }
      else
        this.Check();
    }

    //if (pCallBack != INVALID_HANDLE)
    //  if (Res > 0)
    //     pCallBack.OnSuccess(Res, this.Orders[this.AmountOrders]);
      //if (Res < 0)
      //   pCallBack.OnFailure(Res,    
    
    return(Res);
  }

  void Stop( void )
  {
    for (int i = 0; i < this.AmountOrders; i++)
      this.Orders[i].Stop(this.CurrentTick);

    this.IsChange();

    // Здесь можно ужать массив истории торгов для экономии памяти.

    return;
  }

  bool OrderSelect( const long Index, const int Select, const int Pool = MODE_TRADES )
  {
    return((Select == SELECT_BY_POS) ?
           ((Pool == MODE_TRADES) ? this.SelectByPos((int)Index) : this.SelectByPosHistory((int)Index)) :
           this.SelectByTicket(Index, Pool));
  }

  bool OrderClose( const long Ticket, const double dLots, const double Price )
  {
    bool Res = false;
    const int Pos = this.GetIndex(Ticket);

    if (Pos >= 0)
    {
      const double LeftLots = this.Orders[Pos].Close(dLots, this.CurrentTick);

      Res = this.Orders[Pos].IsClosed();

      if (Res)
      {
        if (LeftLots)
        {
          this.Orders[this.AmountOrders] = this.Orders[Pos];

          this.Orders[this.AmountOrders++].SetLots(LeftLots);
        }

        this.IsChange();
      }
    }
    //if (pCallBack != INVALID_HANDLE)
    //  if (Res > 0)
    //     pCallBack.OnSuccess(Res, this.Orders[this.AmountOrders]);

    return(Res);
  }

  bool OrderModify( const long Ticket, const double Price, const double SL, const double TP, const datetime Expiration = 0 )
  {
    const int Pos = this.GetIndex(Ticket);
    const bool Res = (Pos >= 0) ? this.Orders[Pos].Modify(Price, SL, TP, this.CurrentTick) : false;

    if (Res)
      this.Check();

    return(Res);
  }

  bool OrderCloseBy( const long Ticket, const long Opposite )
  {
    bool Res = false;
    const int Pos1 = (Ticket != Opposite) ? this.GetIndex(Ticket) : -1;

    if (Pos1 >= 0)
    {
      const int Pos2 = this.GetIndex(Opposite);

      if (Pos2 >= 0)
      {
        Res = this.Orders[Pos1].CloseBy(this.Orders[Pos2], this.CurrentTick);

        if (Res)
          this.IsChange();
      }
    }

    return(Res);
  }

  bool OrderDelete( const long Ticket )
  {
    bool Res = false;
    const int Pos = this.GetIndex(Ticket);

    if (Pos >= 0)
    {
      Res = this.Orders[Pos].Delete(this.CurrentTick);

      if (Res)
        this.IsChange();
    }

    return(Res);
  }

  int OrdersTotal2( void ) const // 2 - MT4Orders
  {
    return(this.AmountOrders);
  }

  int OrdersHistoryTotal( void ) const
  {
    return(this.AmountHistoryOrders);
  }

#define ORDERFUNCTION(NAME,T)               \
  T Order##NAME( void ) const               \
  {                                         \
    return(this.SelectOrder.Order##NAME()); \
  }

  ORDERFUNCTION(Ticket, TICKET_TYPE)
  ORDERFUNCTION(Type, int)
  ORDERFUNCTION(Lots, double)
  ORDERFUNCTION(OpenPrice, double)
  ORDERFUNCTION(OpenTimeMsc, long)
  ORDERFUNCTION(OpenTime, datetime)
  ORDERFUNCTION(StopLoss, double)
  ORDERFUNCTION(TakeProfit, double)
  ORDERFUNCTION(ClosePrice, double)
  ORDERFUNCTION(CloseTimeMsc, long)
  ORDERFUNCTION(CloseTime, datetime)
  ORDERFUNCTION(Expiration, datetime)
  ORDERFUNCTION(MagicNumber, MAGIC_TYPE)
  ORDERFUNCTION(Profit, double)
  ORDERFUNCTION(Commission, double)
  ORDERFUNCTION(Swap, double)
  ORDERFUNCTION(Symbol, string)
  ORDERFUNCTION(Comment, string)
  ORDERFUNCTION(OpenPriceRequest, double)
  ORDERFUNCTION(ClosePriceRequest, double)
  ORDERFUNCTION(OpenReason, ENUM_DEAL_REASON)
  ORDERFUNCTION(CloseReason, ENUM_DEAL_REASON)

#undef ORDERFUNCTION

  void OrderPrint( void ) const
  {
    this.SelectOrder.OrderPrint(this.CurrentTick.time);

    return;
  }

  double AccountBalance( void ) const
  {
    return(::NormalizeDouble(this.Balance, 2));
  }

  double AccountEquity( void ) const
  {
    return(::NormalizeDouble(this.Equity, 2));
  }

  double AccountProfit( void ) const
  {
    return(::NormalizeDouble(this.Equity - this.Balance, 2));
  }

  datetime TimeCurrent( void ) const
  {
    return(this.CurrentTick.time);
  }

  datetime TimeCurrent( MqlDateTime &StructTime ) const
  {
    ::TimeToStruct(this.CurrentTick.time, StructTime);

    return(this.CurrentTick.time);
  }

  bool SymbolInfoTick( const string, MqlTick &Tick ) const
  {
    Tick = this.CurrentTick;

    return(true);
  }

  double SymbolInfoDouble( const string Symb, const ENUM_SYMBOL_INFO_DOUBLE Property ) const
  {
    return((Property == SYMBOL_BID) ? this.CurrentTick.bid
                                    : ((Property == SYMBOL_ASK) ? this.CurrentTick.ask : ::SymbolInfoDouble(Symb, Property)));
  }

  bool SymbolInfoDouble( const string Symb, const ENUM_SYMBOL_INFO_DOUBLE Property, double &Value ) const
  {
    const bool Res = (Property == SYMBOL_BID) || (Property == SYMBOL_ASK);

    if (Res)
    {
      if (Property == SYMBOL_BID)
        Value = this.CurrentTick.bid;
      else
        Value = this.CurrentTick.ask;
    }

    return(Res ? true : ::SymbolInfoDouble(Symb, Property, Value));
  }

  long SymbolInfoInteger( const string Symb, const ENUM_SYMBOL_INFO_INTEGER Property ) const
  {
    return((Property == SYMBOL_TIME) ? this.CurrentTick.time
                                    : ((Property == SYMBOL_SPREAD) ? (long)((this.CurrentTick.ask - this.CurrentTick.bid) / _Point + 0.1) : ::SymbolInfoInteger(Symb, Property)));
  }

  long SymbolInfoInteger( const string Symb, const ENUM_SYMBOL_INFO_INTEGER Property, long &Value ) const
  {
    const bool Res = (Property == SYMBOL_TIME) || (Property == SYMBOL_SPREAD);

    if (Res)
    {
      if (Property == SYMBOL_TIME)
        Value = this.CurrentTick.time;
      else
        Value = (long)((this.CurrentTick.ask - this.CurrentTick.bid) / _Point + 0.1);
    }

    return(Res ? true : ::SymbolInfoInteger(Symb, Property, Value));
  }

  long AccountInfoInteger( const ENUM_ACCOUNT_INFO_INTEGER Property ) const
  {
  #ifdef __MQL5__
    return((Property == ACCOUNT_MARGIN_MODE) ? (this.Netting ? ACCOUNT_MARGIN_MODE_RETAIL_NETTING : ACCOUNT_MARGIN_MODE_RETAIL_HEDGING) : ::AccountInfoInteger(Property));
  #else // __MQL5__
    return(::AccountInfoInteger(Property));
  #endif // __MQL5__
  }

  double AccountInfoDouble( const ENUM_ACCOUNT_INFO_DOUBLE Property ) const
  {
    double Res;

    switch (Property)
    {
    case ACCOUNT_BALANCE:
      Res = this.AccountBalance();

      break;
    case ACCOUNT_PROFIT:
      Res = this.AccountProfit();

      break;
    case ACCOUNT_EQUITY:
      Res = this.AccountEquity();

      break;
    case ACCOUNT_MARGIN:
      Res = 0;

      break;
    default:
      Res = ::AccountInfoDouble(Property);
    }

    return(Res);
  }

  string ToString( int LastHistoryOrders = 0, const bool Pending = true ) const
  {
    string Str = ORDERS::TickToString(this.CurrentTick) + "\n\n";

    for (int i = 0; i < this.AmountOrders; i++)
      Str += this.Orders[i].ToString(this.CurrentTick.time) + "\n";

    Str += "\nBalance = " + ::DoubleToString(this.Balance, 2) +
           ", Equity = " + ::DoubleToString(this.Equity, 2) +
           (this.AmountHistoryOrders && (this.HistoryOrders[0].OrderType() == OP_BALANCE)
            ? ", Profit = " + ::DoubleToString(this.Equity - this.HistoryOrders[0].OrderProfit(), 2) : NULL) +
           (this.AmountHistoryOrders ? ", " + ::TimeToString(this.HistoryOrders[0].OrderOpenTime(), TIME_DATE) + " - " + (string)this.TimeCurrent() : NULL);

    if (LastHistoryOrders > 0)
      for (int i = this.AmountHistoryOrders - 1; (i >= 0) && LastHistoryOrders; i--)
        if (Pending || (this.HistoryOrders[i].OrderType() <= OP_SELL) || (this.HistoryOrders[i].OrderType() == OP_BALANCE))
      {
        Str += "\n" + this.HistoryOrders[i].ToString(this.CurrentTick.time);

        LastHistoryOrders--;
      }

    return(Str);
  }
  
  int ToFileCSV(const string fName = "orders\\orders.csv")
  {
      int fHandle = FileOpen(fName,FILE_WRITE|FILE_SHARE_WRITE|FILE_SHARE_READ|FILE_CSV,'\t',CP_UTF8);
      if(fHandle == INVALID_HANDLE){
         PrintFormat("Операция FileOpen неудачна, ошибка %s",GetLastError());
         return -1;
      }
      for( int i = 0; i < this.AmountOrders; i++)
      {
         this.Orders[i].ToFileCSV(fHandle);
      }
      FileClose(fHandle);
      return this.AmountOrders;
  }
  
  int FromFileCSV(const string fName = "orders\\orders.csv")
  {
      int fHandle = FileOpen(fName, FILE_SHARE_READ|FILE_READ|FILE_CSV,'\t',CP_UTF8);
      if(fHandle == INVALID_HANDLE){
         PrintFormat("Операция FileOpen неудачна, ошибка %s",GetLastError());
         return -1;
      }
      this.AmountOrders = 0;
      while( FileIsEnding(fHandle) )
      {
         if (this.Orders[this.AmountOrders].FromFileCSV(fHandle))
         {
            PrintFormat("Операция From FileCSV неудачна, ошибка %s",GetLastError());
            break;
         }
         this.AmountOrders++;   
      }
      FileClose(fHandle);
      return this.AmountOrders;
  }
};

#undef RESERVE_HISTORY_ORDERS
#undef MAX_ORDERS
#endif //ORDERS_MQH