Zenith-FX/MQL5/Experts/QuantumForexTrader/strategies/QuantumAnalysis.mqh

//+------------------------------------------------------------------+
//|                                            QuantumAnalysis.mqh   |
//|                        Quantum Forex Trader Support Library      |
//|                                                                   |
//+------------------------------------------------------------------+
#property copyright "Quantum Forex Trader"
#property link      ""
#property version   "1.00"
#property strict

#include "..\\include\\BinaryEncoder.mqh"

//+------------------------------------------------------------------+
//| Quantum Market State Structure                                   |
//+------------------------------------------------------------------+
struct QuantumMarketState
{
    double probability;
    string trend;
    double momentum;
    double confidence;
};

//+------------------------------------------------------------------+
//| Quantum Phase Estimator Class                                    |
//| Simulates quantum phase estimation for market analysis          |
//+------------------------------------------------------------------+
class CQuantumPhaseEstimator
{
private:
    enum Constants
    {
        DEFAULT_QUBITS = 22,
        SHOTS = 3000,
        MAX_STATES = 100,
        PRICE_HISTORY = 256
    };
    
    struct ProbabilityState
    {
        string state;
        int count;
        double probability;
    };
    
    ProbabilityState m_states[100];  // Fixed size array
    int m_stateCount;
    CBinaryEncoder m_encoder;
    
    //+------------------------------------------------------------------+
    //| Simple hash function for generating pseudo-quantum states       |
    //+------------------------------------------------------------------+
    ulong SimpleHash(const string &str)
    {
        ulong hash = 5381;
        int len = StringLen(str);
        
        for(int i = 0; i < len; i++)
        {
            ushort ch = StringGetCharacter(str, i);
            hash = ((hash << 5) + hash) + ch;
        }
        
        return hash;
    }
    
    //+------------------------------------------------------------------+
    //| Generate probability distribution                                |
    //+------------------------------------------------------------------+
    void GenerateProbabilityDistribution(const string &binarySequence, int numStates)
    {
        m_stateCount = 0;
        
        if(numStates > MAX_STATES)
            numStates = MAX_STATES;
        
        // Generate pseudo-quantum states based on binary input
        ulong seed = SimpleHash(binarySequence);
        MathSrand((int)(seed % 2147483647));
        
        int totalCounts = 0;
        
        // Generate states with varying probabilities
        for(int i = 0; i < numStates && m_stateCount < MAX_STATES; i++)
        {
            int stateValue = (int)(MathRand() % 4194304); // 22-bit state
            string state = "";
            int temp = stateValue;
            
            // Convert to binary string
            for(int j = 0; j < DEFAULT_QUBITS; j++)
            {
                state = IntegerToString(temp % 2) + state;
                temp = temp / 2;
            }
            
            // Assign count based on pattern matching
            int count = (int)(MathRand() % 100) + 1;
            
            // Boost probability for states that match the trend
            double onesRatio, zerosRatio;
            m_encoder.CalculateTrendRatio(binarySequence, onesRatio, zerosRatio);
            
            double stateOnesRatio, stateZerosRatio;
            m_encoder.CalculateTrendRatio(state, stateOnesRatio, stateZerosRatio);
            
            // If state trend matches input trend, increase count
            if((onesRatio > 0.5 && stateOnesRatio > 0.5) || 
               (onesRatio < 0.5 && stateOnesRatio < 0.5))
            {
                count = count * 2;
            }
            
            m_states[m_stateCount].state = state;
            m_states[m_stateCount].count = count;
            totalCounts += count;
            m_stateCount++;
        }
        
        // Calculate probabilities
        for(int i = 0; i < m_stateCount; i++)
        {
            m_states[i].probability = (double)m_states[i].count / (double)totalCounts;
        }
        
        // Sort by probability (descending)
        for(int i = 0; i < m_stateCount - 1; i++)
        {
            for(int j = i + 1; j < m_stateCount; j++)
            {
                if(m_states[j].probability > m_states[i].probability)
                {
                    ProbabilityState temp = m_states[i];
                    m_states[i] = m_states[j];
                    m_states[j] = temp;
                }
            }
        }
    }

public:
    CQuantumPhaseEstimator() : m_stateCount(0) {}
    ~CQuantumPhaseEstimator() {}
    
    //+------------------------------------------------------------------+
    //| Analyze market state using quantum-inspired algorithm           |
    //+------------------------------------------------------------------+
    QuantumMarketState AnalyzeMarketState(const double &prices[], int count)
    {
        QuantumMarketState state;
        state.probability = 0.0;
        state.trend = "NEUTRAL";
        state.momentum = 0.0;
        state.confidence = 0.0;
        
        if(count < 10)
            return state;
        
        // Convert prices to binary
        string binarySequence = m_encoder.PricesToBinary(prices, count);
        
        if(StringLen(binarySequence) < 10)
            return state;
        
        // Generate probability distribution
        GenerateProbabilityDistribution(binarySequence, 50);
        
        if(m_stateCount == 0)
            return state;
        
        // Analyze top states
        double bullProbability = 0.0;
        double bearProbability = 0.0;
        
        int topStates = (m_stateCount < 10) ? m_stateCount : 10;
        
        for(int i = 0; i < topStates; i++)
        {
            double onesRatio, zerosRatio;
            m_encoder.CalculateTrendRatio(m_states[i].state, onesRatio, zerosRatio);
            
            if(onesRatio > 0.5)
                bullProbability += m_states[i].probability;
            else
                bearProbability += m_states[i].probability;
        }
        
        // Determine trend
        if(bullProbability > bearProbability)
        {
            state.trend = "BULL";
            state.probability = bullProbability;
            state.momentum = bullProbability - bearProbability;
        }
        else
        {
            state.trend = "BEAR";
            state.probability = bearProbability;
            state.momentum = bearProbability - bullProbability;
        }
        
        // Calculate confidence based on concentration in top state
        state.confidence = m_states[0].probability;
        
        return state;
    }
    
    //+------------------------------------------------------------------+
    //| Get probability distribution for logging                         |
    //+------------------------------------------------------------------+
    string GetTopStatesString(int topN = 10)
    {
        string result = "";
        int limit = (m_stateCount < topN) ? m_stateCount : topN;
        
        for(int i = 0; i < limit; i++)
        {
            result += StringFormat("%d. State: %s, Prob: %.4f%%\n", 
                                  i + 1, m_states[i].state, m_states[i].probability * 100);
        }
        
        return result;
    }
    
    //+------------------------------------------------------------------+
    //| Calculate momentum from recent price action                     |
    //+------------------------------------------------------------------+
    double CalculateMomentum(const double &prices[], int count, int period = 20)
    {
        if(count < period + 1)
            return 0.0;
        
        double momentum = 0.0;
        double sum = 0.0;
        
        for(int i = count - period; i < count; i++)
        {
            if(i > 0)
            {
                double change = (prices[i] - prices[i-1]) / prices[i-1];
                sum += change;
            }
        }
        
        momentum = sum / period;
        return momentum;
    }
    
    //+------------------------------------------------------------------+
    //| Predict future horizon                                          |
    //+------------------------------------------------------------------+
    string PredictHorizon(int horizonLength = 10)
    {
        if(m_stateCount == 0)
            return "";
        
        string predicted = "";
        int topStates = (m_stateCount < 10) ? m_stateCount : 10;
        
        // For each position in the horizon
        for(int pos = 0; pos < horizonLength; pos++)
        {
            double weightedOnes = 0.0;
            double weightedZeros = 0.0;
            
            // Calculate weighted probabilities from top states
            for(int i = 0; i < topStates; i++)
            {
                if(pos < StringLen(m_states[i].state))
                {
                    ushort ch = StringGetCharacter(m_states[i].state, pos);
                    
                    if(ch == '1')
                        weightedOnes += m_states[i].probability;
                    else if(ch == '0')
                        weightedZeros += m_states[i].probability;
                }
            }
            
            // Determine bit based on weighted probabilities
            if(weightedOnes > weightedZeros)
                predicted += "1";
            else
                predicted += "0";
        }
        
        return predicted;
    }
};
//+------------------------------------------------------------------+