Warrior_EA/System/Random.mqh

//+------------------------------------------------------------------+
//|                                                       Random.mqh |
//|                                                     AnimateDread |
//| MQL5's MathRand() is the 15-bit MSVC LCG: 32768 distinct values, |
//| period 2^31, and the lattice structure every LCG of that shape   |
//| has. That is tolerable for a jittered sleep and wrong for the    |
//| two places this project actually leans on randomness:            |
//+------------------------------------------------------------------+
#ifndef WARRIOR_SYSTEM_RANDOM_MQH
#define WARRIOR_SYSTEM_RANDOM_MQH
#include <Math\Alglib\ap.mqh>

CHighQualityRandState g_warriorRandState;
//--- Distinguishes two seedings that share a salt AND a millisecond. Never reset.
int                   g_warriorRandSeedCount = 0;
bool                  g_warriorRandReady = false;

//+------------------------------------------------------------------+
//| Seed the shared stream. `salt` should identify the caller - the  |
//| model id is what every current call site passes.                 |
//+------------------------------------------------------------------+
void WarriorRandSeed(const string salt)
  {
   g_warriorRandSeedCount++;
   uint h1 = 2166136261;
   int  len = StringLen(salt);
   for(int i = 0; i < len; i++)
     {
      h1 ^= (uint)StringGetCharacter(salt, i);
      h1 *= 16777619;
     }
   uint tick = GetTickCount();
   uint h2 = h1 ^ (tick * 2654435761) ^ ((uint)g_warriorRandSeedCount * 40503);
   h1 ^= tick + (uint)g_warriorRandSeedCount;
   int s1 = (int)(h1 & 0x7FFFFFFF);
   int s2 = (int)(h2 & 0x7FFFFFFF);
   CHighQualityRand::HQRndSeed(MathMax(s1, 1), MathMax(s2, 1), g_warriorRandState);
   g_warriorRandReady = true;
  }
//+------------------------------------------------------------------+
//| Lazily seed, so a draw can never read an uninitialised state.     |
//| CHighQualityRand asserts on that rather than returning garbage,   |
//| which would be a hard stop mid-training.                          |
//+------------------------------------------------------------------+
void WarriorRandEnsureSeeded(void)
  {
   if(!g_warriorRandReady)
      WarriorRandSeed("warrior");
  }
//--- Uniform on [0,1]. Both endpoints are attainable - callers that cannot take 0 must say so.
double WarriorRandUniform(void)
  {
   WarriorRandEnsureSeeded();
   return CHighQualityRand::HQRndUniformR(g_warriorRandState);
  }
//--- Uniform on [-1,1] - the shape every weight-init site wants before scaling by its fan-in bound.
double WarriorRandSymmetric(void)
  {
   return (WarriorRandUniform() - 0.5) * 2.0;
  }
//--- Uniform integer on [0,n). Exactly uniform, not modulo-folded.
int WarriorRandInt(const int n)
  {
   if(n <= 1)
      return 0;
   WarriorRandEnsureSeeded();
   return CHighQualityRand::HQRndUniformI(g_warriorRandState, n);
  }
//--- Standard normal. Unused by the uniform init sites, but this is the draw a Gaussian He/Xavier
//--- init needs, and hand-rolling Box-Muller beside a library that already has it would be silly.
double WarriorRandNormal(void)
  {
   WarriorRandEnsureSeeded();
   return CHighQualityRand::HQRndNormal(g_warriorRandState);
  }
#endif