FastNLExamples/Src/Scripts/Test.mq5

//+------------------------------------------------------------------+
//|                                                         Test.mq5 |
//|                                             Copyright 2025, Leo. |
//|                     https://www.mql5.com/es/users/nique_372/news |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, Leo."
#property link      "https://www.mql5.com/es/users/nique_372/news"
#property version   "1.00"

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//#define RELEASE_VERSION
#include "..\\..\\Secrets.mqh"
#include <TSN\\FastNL\\Main.mqh>
#include <TSN\\FastNL\\CentralBank.mqh>
#include "..\\..\\..\\AiFeatureEval\\Src\\Correlations.mqh"
#include <TSN\\Std\\Basics\\Try.mqh>

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void OnStart()
 {
  CCorrelations corr;
  corr.CorrelationFuction(F_CORRELATION_KENDALL);
  const datetime d = D'2018.01.01 00:00:00';
  const datetime h = D'2025.06.01 00:00:00';

//---
#ifdef TSN_FASTNL_FUNC_CTS
  TSN_FASTNL_FUNC_CTS(THE_BOT_PLACE_USER_ID);
#else
  CiNewsLeo_CalendarInit(THE_BOT_PLACE_USER_ID);
#endif // TSN_MCPSERVER_FUNC_CTS

//---
  TSN::ICalendarByLeo* calendar = CiNewsLeo_CreateEconomicCalendar();

//---
  string _what = NULL;
  TSNSTD_TRY_INI
   {
    TSNSTD_TRY_EF(calendar.AddCountryByImportances(COUNTRY_ID_USA, "High|Medium|Low"), true, CiNewsLeo_FormatTraceFirst(_what))
    TSNSTD_TRY_EF(calendar.SetCalendar(d, h), true, CiNewsLeo_FormatTraceFirst(_what))
    TSNSTD_TRY_EF(calendar.GetDataPredifinied(true), true, CiNewsLeo_FormatTraceFirst(_what))
   }
  TSNSTD_TRY_END

//---
  if(_what != NULL)
   {
    FastLog(FUNCION_ACTUAL, FATAL_ERROR_TEXT, _what);
    delete calendar;
    return;
   }

//---
  TSN::CEconomicEvents container[];

  ArrayResize(container, calendar.ContainerGetEventsSizeByCountryId(COUNTRY_ID_USA));

  calendar.ContainerGetDataByCountryId(COUNTRY_ID_USA, container);

  const ulong target = TSN::CBL_CountryEventToIdFinal("US", "consumer-price-index-mm");
  const int total = ArraySize(container);
  int idx_target = 0;
  datetime  kill_time = wrong_datetime;
  const int data_size = 88;
  bool is = false;
  double output[];
  const datetime curr_time = TimeCurrent();


//#define S_LOGS 1
//---
  if(is)
   {
    int start_idx = TSN::GetIdxByEventTime(container, target, d, MAYOR_A_TARGET_TIME);

    for(int i = 0; i < total; i++)
     {
      if(container[i].Porcentage_Array[0].actual_value == ERROR_VARIABLE)
        continue;

      if(container[i].id == target)
       {
        double out_arr[];

        TSN::AumentarArrayEventos(container[i].Porcentage_Array, start_idx, out_arr);
        ArrayPrint(out_arr);

        double arr[];
        kill_time = container[i].Porcentage_Array[0].time;
        ObtenerLosUltimosValoresArr(data_size, 0, out_arr, output);
        Print("El kill time: ", kill_time);
        printf("tamaño del output: %I64u | data disponible = %d", output.Size(), ArraySize(container[i].Porcentage_Array));
        break;
       }
     }
   }
  else
   {
    for(int i = 0; i < total; i++)
     {
      if(container[i].Porcentage_Array[0].actual_value == ERROR_VARIABLE)
       {
        if(container[i].id == target)
         {
          PrintFormat("ERROR CRITICO | EL EVENTO %s tiene un valor actul invalido", target);
          ArrayPrint(container[i].Porcentage_Array, 4, " | ");
          return;
         }

        continue;
       }

      if(container[i].id == target)
       {
        const int t = ArraySize(container[i].Porcentage_Array);
        kill_time = container[i].Porcentage_Array[t - 1].time;
        TSN::EconomicEventData evets[];
        TSN::ObtenerLosUltimosValoresTester(data_size, container[i].Porcentage_Array, evets, curr_time);

        ArrayResize(output, evets.Size());
        for(int i = 0; i < ArraySize(output); i++)
          output[i] = evets[i].actual_value;

        Print("El kill time: ", kill_time);
        printf("tamaño del output: %I64u | data disponible = %d", output.Size(), t);
        break;
       }
     }
   }

//---
  Print("Ultimo id = ", target);
  CorrelationAr array[];

  for(int i = 0; i < total; i++)
   {
    const int t = ArraySize(container[i].Porcentage_Array);
    if(t < data_size)
     {
      PrintFormat("Omitiendo el evento %s ya que el tamaño del array = %d, es menor al data size",
                  container[i].name, ArraySize(container[i].Porcentage_Array));
      continue;
     }

    if(container[i].Porcentage_Array[0].actual_value == ERROR_VARIABLE || container[i].Porcentage_Array[t - 1].time == kill_time)
      continue;

    if(container[i].id == target || container[i].id == 840050014)
      continue;

    TSN::EconomicEventData arr[];
    /*
               CPI           CPI TIME
      CORE-PCE      CORE-PCE
    */
    /*
      NFP     NFP TIME
          CPI
    */
#ifdef S_LOGS
    Print("El tiempo 0: ", container[i].Porcentage_Array[t - 1].time);
#endif
    // Si el timepo del evento es menor al actual evento entonces este predice a->b
    // De lo contrario si es mayor el acutla.. entonces usamos lo normal.. solo
    int a_tomar = container[i].Porcentage_Array[t - 1].time < kill_time ? data_size : data_size + 1;

    TSN::ObtenerLosUltimosValoresTester(a_tomar, container[i].Porcentage_Array, arr, curr_time);
    double values[];
    int end = a_tomar == data_size ? data_size : a_tomar - 1;
    //Print("A tomar: " , a_tomar, " Data size: " , data_size, " End: " , end);

#ifdef S_LOGS
    if(start == 0)
      Print("EMpezando por 0 todo bien");
    else
      Print("Emepzando por 1 dadoq ue el valor del tiempo es despues de: ", target);
#endif

    ArrayResize(values, end);

    //Print("Evento: ", container[i].name, " Tiempo actual: ", container[i].Porcentage_Array[t - 1].time, " Real: ",
    //      arr[end - 1].time);

    for(int x = 0; x < end; x++)
     {
      values[x] = arr[x].actual_value;
     }

    if((int)values.Size() < data_size)
     {
      PrintFormat("El tamaño de data de = %s no coincide | data inicial = %d >> data actual = %u", container[i].name
                  , t, values.Size());
      continue;
     }

    //---
    CorrelationAr new_cor;
    ArrayCopy(new_cor.values, values);
    new_cor.cols_name = container[i].event_code;

    //---
    ArrayResize(array, array.Size() + 1);
    array[array.Size() - 1] = new_cor;
   }


//---
  corr.Set(array, output);
  corr.Run();
  int indexces_cols[];
  corr.GetBestCorrelations(indexces_cols, 10);
  corr.PlotAnalisis(string(target), "DataNoticias\\", 1300, 500, clrBlack, indexces_cols, true, 0, 10);

//---
  delete calendar;
 }

//+------------------------------------------------------------------+
/*
2025.09.17 07:20:20.968 Test (EURUSD,M1) Correlation: 0.3122234594308072
2025.09.17 07:20:20.968 Test (EURUSD,M1) Col name: ism-prices-paid
2025.09.17 07:20:20.968 Test (EURUSD,M1) Correlation: 0.32168707577253436
2025.09.17 07:20:20.968 Test (EURUSD,M1) Col name: import-price-index-ex-petroleum-mm
2025.09.17 07:20:20.968 Test (EURUSD,M1) Correlation: 0.3321596619878823
2025.09.17 07:20:20.968 Test (EURUSD,M1) Col name: producer-price-index-ex-food-energy-mm
2025.09.17 07:20:20.968 Test (EURUSD,M1) Correlation: 0.33330999243707465
2025.09.17 07:20:20.968 Test (EURUSD,M1) Col name: pce-price-index-mm
2025.09.17 07:20:20.968 Test (EURUSD,M1) Correlation: -0.33355632836142485
2025.09.17 07:20:20.968 Test (EURUSD,M1) Col name: markit-services-pmi
2025.09.17 07:20:20.968 Test (EURUSD,M1) Correlation: 0.3388373935641573
2025.09.17 07:20:20.968 Test (EURUSD,M1) Col name: factory-orders-ex-transportation-mm
2025.09.17 07:20:20.968 Test (EURUSD,M1) Correlation: 0.3477929182640344
2025.09.17 07:20:20.968 Test (EURUSD,M1) Col name: export-price-index-mm
2025.09.17 07:20:20.968 Test (EURUSD,M1) Correlation: 0.37653834395988955
2025.09.17 07:20:20.968 Test (EURUSD,M1) Col name: ism-non-manufacturing-prices
2025.09.17 07:20:20.968 Test (EURUSD,M1) Correlation: 0.3779030758088527
2025.09.17 07:20:20.968 Test (EURUSD,M1) Col name: import-price-index-mm
2025.09.17 07:20:20.968 Test (EURUSD,M1) Correlation: 0.54645080817985
2025.09.17 07:20:20.968 Test (EURUSD,M1) Col name: producer-price-index-mm
*/
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