forked from animatedread/Warrior_EA
b2784b5a4d
- Added bulk read/write methods for feature caches in IFeaturesView and its implementations to optimize performance. - Introduced LabelCacheInvalidateAll method to manage label cache invalidation alongside feature cache. - Implemented PooledIndependentBars method in topology interfaces to account for additional independent observations. - Enhanced risk budget management with throttling for peak-equity updates to reduce unnecessary file operations. - Improved error handling and logging for ATR trailing stops to ensure better visibility of issues. - Updated alt-data handling to prevent unnecessary operations during testing and optimization phases.
101 lines
6 KiB
MQL5
101 lines
6 KiB
MQL5
//+------------------------------------------------------------------+
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//| Warrior_EA |
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//| AnimateDread |
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//| |
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//| The read/write surface CFeatureBuilder needs from the signal. |
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//| Same shape as Topology\ITopologyView.mqh - abstract, pure `= 0`, |
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//| no signal include. m_Open/m_Close/m_High/m_Low/m_Time/m_ATR/ |
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//| m_zigZag stay signal-owned (real .GetData()/.Main() reads in |
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//| Labels.mqh/AutoTune.mqh/Training.mqh too) and are reached here |
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//| read-only; m_indicatorTuner/m_crossAsset/m_altData are handed |
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//| over as whole-object pointers (their own classes already declare |
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//| the needed methods/fields public) rather than one accessor per |
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//| field/call - same doctrine as TempData(). |
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//+------------------------------------------------------------------+
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class CFeaturesView
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{
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public:
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virtual ~CFeaturesView(void) { }
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//--- IDENTITY + SIZE (reused via the signal's existing Data*()/Chart*() getters)
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virtual string Id(void) = 0;
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virtual string SymbolName(void) = 0;
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virtual ENUM_TIMEFRAMES Timeframe(void) = 0;
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virtual int HistoryBars(void) = 0;
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virtual int NeuronsCount(void) = 0;
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virtual int LabelResolutionBars(void) = 0;
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virtual double EffectiveSampleSize(const double rawN) = 0;
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virtual double MeanLabelLifespan(void) = 0;
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virtual int FirstLayerFanIn(void) = 0;
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virtual double SwingLifespanEstimate(void) = 0;
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virtual double EstimatedInSampleBarsRaw(void) = 0;
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virtual double ChanceRatePct(void) = 0;
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virtual bool UseAltData(void) = 0;
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virtual int SwingConfirmationBars(void) = 0;
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virtual int NewsFeatureWindowMinutes(void) = 0;
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virtual int InitialNeuronsCount(void) = 0;
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virtual string ActiveFileName(void) = 0;
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//--- FEATURE-FLAG SWITCHES - every one already has a signal-side getter, reused directly.
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virtual bool UseVolumes(void) = 0;
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virtual bool UseMA(void) = 0;
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virtual bool UseATR(void) = 0;
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virtual bool UseTime(void) = 0;
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virtual bool UseSwingContext(void) = 0;
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virtual bool UseNews(void) = 0;
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virtual bool UseSpreadFeature(void) = 0;
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virtual bool UseCrossAsset(void) = 0;
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//--- SHARED PRICE/INDICATOR SERIES - read-only windows, never the Init/Resize/Refresh lifecycle
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//--- (that stays in Expert\AIBase\Features.mqh - see InitOpen's declaration comment).
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virtual double OpenAt(const int idx) = 0;
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virtual double HighAt(const int idx) = 0;
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virtual double LowAt(const int idx) = 0;
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virtual double CloseAt(const int idx) = 0;
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virtual datetime TimeAt(const int idx) = 0;
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virtual double AtrMain(const int idx) = 0;
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virtual int AtrBarsCalculated(void) = 0;
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virtual int AtrHandle(void) = 0;
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virtual int ZigZagBarsCalculated(void) = 0;
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virtual int ZigZagHandle(void) = 0;
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virtual bool FindConfirmedZigZagPivot(const int fromIdx, int &pivotIdx, double &pivotPrice, bool &pivotIsLow) = 0;
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virtual double SymbolPoint(void) = 0;
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//--- INDICATOR PLUMBING
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virtual CIndicators *IndicatorsPtr(void) = 0;
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virtual CADIndicatorTuner *IndicatorTuner(void) = 0;
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virtual CCrossAssetPanel *CrossAsset(void) = 0;
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//--- ALT-DATA PANEL
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virtual int AltDataFeatureCount(void) = 0;
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virtual void AltDataEnsureFresh(const datetime asOf) = 0;
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virtual void AltDataFeatures(const datetime t, double &out[]) = 0;
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//--- CROSS-ASSET PIN PERSISTENCE (the .cfg pin, reused Persist* getters/setters)
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virtual string CrossAssetPairsPinned(void) = 0;
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virtual void SetCrossAssetPairsPinned(const string v) = 0;
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virtual bool CrossAssetCfgSaved(void) = 0;
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virtual void SetCrossAssetCfgSaved(const bool v) = 0;
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virtual bool CommitCrossAssetPin(void) = 0;
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//--- FEATURE-ROW CACHE (m_featureCache/m_featureCacheHasValue/m_featureCacheValid) - stays
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//--- signal-owned (Labels.mqh ArrayResize()s it, Training.mqh ArrayInitialize()s it).
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virtual int FeatureCacheSize(void) = 0;
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virtual bool FeatureCacheHasValue(const int idx) = 0;
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virtual bool FeatureCacheIsValid(const int idx) = 0;
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virtual double FeatureCacheAt(const int flatIdx) = 0;
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//--- Bulk cache-hit read: one ArrayCopy instead of `count` individual FeatureCacheAt() calls, each
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//--- of which was a CheckPointer + two virtual dispatches for a single double. Same values, same
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//--- order - see CFeatureBuilder::BufferTempData()'s cache-hit branch, the only caller.
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virtual void FeatureCacheBlock(const int base, const int count, double &out[]) = 0;
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virtual void FeatureCacheSetAt(const int flatIdx, const double v) = 0;
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//--- Bulk counterpart to FeatureCacheBlock() above, for the cache-MISS/fresh-compute write side -
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//--- see CFeatureBuilder::BufferTempDataCompute()'s cache-store block, the only caller.
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virtual void FeatureCacheSetBlock(const int base, const int count, const double &values[]) = 0;
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virtual void FeatureCacheMarkStored(const int idx) = 0;
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virtual void FeatureCacheInvalidateAll(void) = 0;
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//--- Labels read m_ATR/m_zigZag (Labels.mqh), not just the feature indicators, so a repair that
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//--- invalidates the feature cache must invalidate this one too - see the call sites in
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//--- FeatureBuilder.mqh's ReInitTunableIndicators()/RepairDeadIndicatorHandles().
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virtual void LabelCacheInvalidateAll(void) = 0;
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//--- FAIL-DIAGNOSTIC MIRRORS - Training.mqh reads these directly for the pass-1 stall report.
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virtual void SetFailBlock(const string block) = 0;
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virtual void SetFailIdx(const int idx) = 0;
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virtual void SetWindowFail(const int slot, const int total) = 0;
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//--- SHARED SCRATCH BUFFER
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virtual CArrayDouble *TempData(void) = 0;
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};
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//+------------------------------------------------------------------+
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