ответвлён от 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.
70 строки
4 КиБ
MQL5
70 строки
4 КиБ
MQL5
//+------------------------------------------------------------------+
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//| Warrior_EA |
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//| AnimateDread |
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//| |
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//| The read/write surface CTopology needs from the signal. Same |
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//| shape as Persistence\IPersistenceView.mqh - abstract, pure `= 0`,|
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//| no signal include. Everything here is either a fingerprint input,|
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//| a size the shape derivation reads, or the two irreducible |
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//| pointer operations (the Net swap, the online-learning reset) |
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//| that are not signal STATE and so are consolidated into one call |
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//| each rather than exposed field-by-field. |
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//+------------------------------------------------------------------+
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class CTopologyView
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{
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public:
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virtual ~CTopologyView(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 OptimizationAlgo(void) = 0;
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virtual int OutputNeuronsCount(void) = 0;
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virtual int NeuronsCount(void) = 0;
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virtual int HistoryBars(void) = 0;
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virtual int InitialNeuronsCount(void) = 0;
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virtual int HiddenLayersCount(void) = 0;
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virtual int ConvFilterCount(void) = 0;
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virtual int LstmHiddenSize(void) = 0;
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virtual int MinTrainYear(void) = 0;
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virtual int FractalPeriods(void) = 0;
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virtual int OosSplitPct(void) = 0;
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virtual int SwingConfirmationBars(void) = 0;
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//--- The LABEL'S pivot source, read at init to measure the swing geometry the window and the
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//--- capacity budget are both derived from - see CTopology::MeasureSwingGeometry().
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virtual int ZigZagHandle(void) = 0;
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//--- FINGERPRINT INPUT FLAGS (BuildModelFingerprint) - every one already has a signal-side setter;
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//--- these are the matching getters.
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virtual bool UseVolumes(void) = 0;
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virtual bool UseTime(void) = 0;
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virtual bool UseATR(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 int NewsFeatureWindowMinutes(void) = 0;
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virtual bool UseMA(void) = 0;
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virtual bool UseCrossAsset(void) = 0;
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virtual bool UseSpreadFeature(void) = 0;
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//--- The DERIVED alt-data flag (InitFeatureIndicators sets it once width is known) - NOT the
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//--- operator opt-in switch (UseAltData(bool) already means that elsewhere).
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virtual bool UseAltData(void) = 0;
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virtual bool IsEnsembleMember(void) = 0;
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//--- Extra independent observations available from Training\TrainingPool.mqh, already discounted
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//--- for cross-instrument correlation - see CTopology::EstimatedInSampleBars()'s use of it. 0 when
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//--- pooling is off or no compatible peer file exists yet.
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virtual double PooledIndependentBars(void) = 0;
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//--- SHAPE SEAMS - subclass-overridden virtuals on the signal (CSignalCONV/LSTM/HYBRID/META).
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virtual bool UsesConvStage(void) = 0;
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virtual bool UsesLstmStage(void) = 0;
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virtual bool HasConvBeforeLstm(void) = 0;
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virtual bool AddCustomLayers(CArrayObj *topology) = 0;
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virtual ENUM_ACTIVATION HiddenLayerActivation(void) = 0;
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virtual ENUM_ACTIVATION OutputLayerActivation(void) = 0;
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virtual int NetInputWidth(void) = 0;
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//--- IRREDUCIBLE POINTER WORK, consolidated - same doctrine as Persistence's
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//--- RunCpuInferenceSelfCheck/ChartScoreBarForRescan: not signal state, a whole-object operation.
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virtual bool ReplaceNetFromTopology(CArrayObj *topology) = 0;
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//--- A fresh topology invalidates the shadow net and the online-learning history - see
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//--- COnlineLearning::ResetForFreshTopology()'s comment.
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virtual void ResetOnlineLearningForFreshTopology(void) = 0;
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};
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//+------------------------------------------------------------------+
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