Warrior_EA/Expert/OnlineLearning/IOnlineLearningView.mqh

//+------------------------------------------------------------------+
//|                                                       Warrior_EA |
//|                                                     AnimateDread |
//|                                                                  |
//| The read/write surface COnlineLearning needs from the signal.    |
//| Same shape as Persistence\IPersistenceView.mqh - abstract, pure  |
//| `= 0`, no signal include. READ+WRITE like Persistence: the       |
//| backfill walk borrows and restores dPrevSignal, and the sample   |
//| weighting reads priors the signal itself measures.               |
//+------------------------------------------------------------------+
#ifndef WARRIOR_ONLINELEARNING_IONLINELEARNINGVIEW_MQH
#define WARRIOR_ONLINELEARNING_IONLINELEARNINGVIEW_MQH
class COnlineLearningView
  {
public:
   virtual ~COnlineLearningView(void) { }
   //--- IDENTITY/FILE (reused via the signal's existing Data*()/Chart*() getters where one already
   //--- exists; a handful are new - see the adapter's declaration comment for which).
   virtual string    Id(void) = 0;
   virtual string    ActiveFileName(void) = 0;
   virtual bool      ActiveFileCommon(void) = 0;
   virtual long      EraCount(void) = 0;
   virtual bool      TrainingComplete(void) = 0;
   virtual bool      IsEnsembleMember(void) = 0;
   //--- Net.Save()/Net.Load() run-metadata, exactly as StartOosContinualSimulation()/
   //--- OnlineLearnStep()'s periodic persist need it.
   virtual double    ErrorPct(void) = 0;
   virtual double    UndefinePct(void) = 0;
   virtual double    Forecast(void) = 0;
   virtual datetime  StudiedTime(void) = 0;
   //--- THE MAIN NET, borrowed. Never owned or deleted here - the signal owns it, same as the
   //--- excursion head borrows nothing net-shaped because it has its own. This collaborator needs
   //--- the real Net for feedForward/backProp/recentAverageSmoothingFactor/SetBatchNormFrozen and to
   //--- pick a deploy net (shadow-preferred).
   virtual CNet     *NetPtr(void) = 0;
   virtual CArrayDouble *TempData(void) = 0;
   virtual int       OutputNeurons(void) = 0;
   //--- FEATURES/PREDICTION - AdvanceOosSimulationChunk()/AdvancePatternDatabaseBackfill()/
   //--- OnlineLearnStep() all build one bar's window then read the classifier's call the same way.
   virtual bool      BuildFeatureWindow(const int bar) = 0;
   virtual double    ApplyClassificationSoftmax(void) = 0;
   virtual double    AdjustedSignalFromSoftmax(void) = 0;
   virtual ENUM_SIGNAL SignalFromValue(const double v) = 0;
   //--- The swing label, resolved on demand through the finality-gated cache path; Undefine = the
   //--- bar's pivot pair has not committed yet, so there is nothing to learn from it.
   virtual ENUM_SIGNAL BarLabel(const int bar) = 0;
   //--- LABELS - bounds-checked, reused from the signal's existing Data*() block.
   virtual bool      HasLabel(const int bar) = 0;
   virtual bool      IsBuyLabel(const int bar) = 0;
   virtual bool      IsSellLabel(const int bar) = 0;
   virtual int       LabelResolveAge(const int bar) = 0;
   //--- SHAPE/CALIBRATION BAND
   virtual int       HistoryBars(void) = 0;
   virtual int       CalibPurgeBars(void) = 0;
   virtual int       CalibLoIndex(const int oosCutoff) = 0;
   virtual int       CalibHiIndex(const int totalIter, const int oosCutoff) = 0;
   virtual int       CalibBandBars(const int totalIter, const int oosCutoff) = 0;
   //--- PRIORS - OnlineSampleWeight()'s alpha-balanced focal weight.
   virtual double    PriorBuy(void) = 0;
   virtual double    PriorSell(void) = 0;
   virtual double    PriorNeutral(void) = 0;
   //--- GATES/FLAGS OnlineLearnStep() checks before ever touching a weight.
   virtual bool      InferenceOnly(void) = 0;
   virtual bool      TrainRunActive(void) = 0;
   virtual bool      TrainingStopRequested(void) = 0;
   virtual bool      TrainingPaused(void) = 0;
   //--- BARS/BUFFERS - the depth OnlineLearnStep() needs to reach the confirmation frontier.
   virtual int       AvailableBars(void) = 0;
   virtual int       ServableBars(const int want, const string context) = 0;
   virtual bool      ResizeBuffers(const int barIndex) = 0;
   virtual bool      RefreshData(void) = 0;
   virtual bool      EnsureBarCachesCapacity(const int bars) = 0;
   virtual datetime  BarTime(const int idx) = 0;
   virtual double    CloseAt(const int idx) = 0;
   virtual double    AtrAt(const int idx) = 0;
   //--- DB - AdvancePatternDatabaseBackfill()'s RegisterSignal() row.
   virtual double    SpreadPrice(void) = 0;
   virtual string    FilterId(void) = 0;
   virtual int       ConfidenceTierNow(void) = 0;
   virtual double    PatternWeightForTier(const int tier) = 0;
   virtual string    PatternTableName(const string filterId, const string pattern, const string direction) = 0;
   virtual void      RegisterSignalRow(int year, int month, int day, int DOW, int hour, int minutes,
                                       string tableName, string pattern, string direction,
                                       double entryPrice, double exitPrice, string result, double netVote) = 0;
   virtual double    PrevSignal(void) = 0;
   virtual void      SetPrevSignal(const double v) = 0;
   //--- PERSISTENCE - the periodic checkpoint OnlineLearnStep() writes.
   virtual bool      SaveModelStatsNow(void) = 0;
   virtual void      FlattenIndicatorParams(double &ip[]) = 0;
   //--- The model's own learning-rate setting, scaled down for a continual-learning step.
   virtual double    ModelEta(void) = 0;
  };
#endif // WARRIOR_ONLINELEARNING_IONLINELEARNINGVIEW_MQH
//+------------------------------------------------------------------+