| //+------------------------------------------------------------------+
|
| //| Test.mq5 |
|
| //| Copyright 2025, Leo. |
|
| //| https://www.mql5.com/es/users/nique_372/news |
|
| //+------------------------------------------------------------------+
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| #property copyright "Copyright 2025, Leo."
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| #property link "https://www.mql5.com/es/users/nique_372/news"
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| #property version "1.00"
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|
|
| //+------------------------------------------------------------------+
|
| //| |
|
| //+------------------------------------------------------------------+
|
| #include "..\\..\\Secrets.mqh"
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| #include <TSN\\FastNL\\Main.mqh>
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| #include <TSN\\FastNL\\CentralBank.mqh>
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| #include "..\\..\\..\\AiFeatureEval\\Src\\Correlations.mqh"
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| #include <TSN\\Std\\Basics\\Try.mqh>
|
|
|
| //+------------------------------------------------------------------+
|
| //| |
|
| //+------------------------------------------------------------------+
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| void OnStart()
|
| {
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| CCorrelations corr;
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| corr.CorrelationFuction(F_CORRELATION_KENDALL);
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| const datetime d = D'2018.01.01 00:00:00';
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| const datetime h = D'2025.06.01 00:00:00';
|
|
|
| //---
|
| #ifdef TSN_FASTNL_FUNC_CTS
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| TSN_FASTNL_FUNC_CTS(THE_BOT_PLACE_USER_ID);
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| #else
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| CiNewsLeo_CalendarInit(THE_BOT_PLACE_USER_ID);
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| #endif // TSN_MCPSERVER_FUNC_CTS
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|
|
| //---
|
| TSN::ICalendarByLeo* calendar = CiNewsLeo_CreateEconomicCalendar();
|
|
|
| //---
|
| string _what = NULL;
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| TSNSTD_TRY_INI
|
| {
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| TSNSTD_TRY_EF(calendar.AddCountryByImportances(COUNTRY_ID_USA, "High|Medium|Low"), true, CiNewsLeo_FormatTraceFirst(_what))
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| TSNSTD_TRY_EF(calendar.SetCalendar(d, h), true, CiNewsLeo_FormatTraceFirst(_what))
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| TSNSTD_TRY_EF(calendar.GetDataPredifinied(true), true, CiNewsLeo_FormatTraceFirst(_what))
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| }
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| TSNSTD_TRY_END
|
|
|
| //---
|
| if(_what != NULL)
|
| {
|
| FastLog(FUNCION_ACTUAL, FATAL_ERROR_TEXT, _what);
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| delete calendar;
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| return;
|
| }
|
|
|
| //---
|
| TSN::CEconomicEvents container[];
|
|
|
| ArrayResize(container, calendar.ContainerGetEventsSizeByCountryId(COUNTRY_ID_USA));
|
|
|
| calendar.ContainerGetDataByCountryId(COUNTRY_ID_USA, container);
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|
|
| const ulong target = TSN::CBL_CountryEventToIdFinal("US", "consumer-price-index-mm");
|
| const int total = ArraySize(container);
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| int idx_target = 0;
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| datetime kill_time = wrong_datetime;
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| const int data_size = 88;
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| bool is = false;
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| double output[];
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| const datetime curr_time = TimeCurrent();
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|
|
|
|
| //#define S_LOGS 1
|
| //---
|
| if(is)
|
| {
|
| int start_idx = TSN::GetIdxByEventTime(container, target, d, MAYOR_A_TARGET_TIME);
|
|
|
| for(int i = 0; i < total; i++)
|
| {
|
| if(container[i].Porcentage_Array[0].actual_value == ERROR_VARIABLE)
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| continue;
|
|
|
| if(container[i].id == target)
|
| {
|
| double out_arr[];
|
|
|
| TSN::AumentarArrayEventos(container[i].Porcentage_Array, start_idx, out_arr);
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| ArrayPrint(out_arr);
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|
|
| double arr[];
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| kill_time = container[i].Porcentage_Array[0].time;
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| ObtenerLosUltimosValoresArr(data_size, 0, out_arr, output);
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| Print("El kill time: ", kill_time);
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| printf("tamaño del output: %I64u | data disponible = %d", output.Size(), ArraySize(container[i].Porcentage_Array));
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| break;
|
| }
|
| }
|
| }
|
| else
|
| {
|
| for(int i = 0; i < total; i++)
|
| {
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| if(container[i].Porcentage_Array[0].actual_value == ERROR_VARIABLE)
|
| {
|
| if(container[i].id == target)
|
| {
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| PrintFormat("ERROR CRITICO | EL EVENTO %s tiene un valor actul invalido", target);
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| ArrayPrint(container[i].Porcentage_Array, 4, " | ");
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| return;
|
| }
|
|
|
| continue;
|
| }
|
|
|
| if(container[i].id == target)
|
| {
|
| const int t = ArraySize(container[i].Porcentage_Array);
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| kill_time = container[i].Porcentage_Array[t - 1].time;
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| TSN::EconomicEventData evets[];
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| TSN::ObtenerLosUltimosValoresTester(data_size, container[i].Porcentage_Array, evets, curr_time);
|
|
|
| ArrayResize(output, evets.Size());
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| for(int i = 0; i < ArraySize(output); i++)
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| output[i] = evets[i].actual_value;
|
|
|
| Print("El kill time: ", kill_time);
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| printf("tamaño del output: %I64u | data disponible = %d", output.Size(), t);
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| break;
|
| }
|
| }
|
| }
|
|
|
| //---
|
| Print("Ultimo id = ", target);
|
| CorrelationAr array[];
|
|
|
| for(int i = 0; i < total; i++)
|
| {
|
| const int t = ArraySize(container[i].Porcentage_Array);
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| if(t < data_size)
|
| {
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| PrintFormat("Omitiendo el evento %s ya que el tamaño del array = %d, es menor al data size",
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| container[i].name, ArraySize(container[i].Porcentage_Array));
|
| continue;
|
| }
|
|
|
| if(container[i].Porcentage_Array[0].actual_value == ERROR_VARIABLE || container[i].Porcentage_Array[t - 1].time == kill_time)
|
| continue;
|
|
|
| if(container[i].id == target || container[i].id == 840050014)
|
| continue;
|
|
|
| TSN::EconomicEventData arr[];
|
| /*
|
| CPI CPI TIME
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| CORE-PCE CORE-PCE
|
| */
|
| /*
|
| NFP NFP TIME
|
| CPI
|
| */
|
| #ifdef S_LOGS
|
| Print("El tiempo 0: ", container[i].Porcentage_Array[t - 1].time);
|
| #endif
|
| // Si el timepo del evento es menor al actual evento entonces este predice a->b
|
| // De lo contrario si es mayor el acutla.. entonces usamos lo normal.. solo
|
| int a_tomar = container[i].Porcentage_Array[t - 1].time < kill_time ? data_size : data_size + 1;
|
|
|
| TSN::ObtenerLosUltimosValoresTester(a_tomar, container[i].Porcentage_Array, arr, curr_time);
|
| double values[];
|
| int end = a_tomar == data_size ? data_size : a_tomar - 1;
|
| //Print("A tomar: " , a_tomar, " Data size: " , data_size, " End: " , end);
|
|
|
| #ifdef S_LOGS
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| if(start == 0)
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| Print("EMpezando por 0 todo bien");
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| else
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| Print("Emepzando por 1 dadoq ue el valor del tiempo es despues de: ", target);
|
| #endif
|
|
|
| ArrayResize(values, end);
|
|
|
| //Print("Evento: ", container[i].name, " Tiempo actual: ", container[i].Porcentage_Array[t - 1].time, " Real: ",
|
| // arr[end - 1].time);
|
|
|
| for(int x = 0; x < end; x++)
|
| {
|
| values[x] = arr[x].actual_value;
|
| }
|
|
|
| if((int)values.Size() < data_size)
|
| {
|
| PrintFormat("El tamaño de data de = %s no coincide | data inicial = %d >> data actual = %u", container[i].name
|
| , t, values.Size());
|
| continue;
|
| }
|
|
|
| //---
|
| CorrelationAr new_cor;
|
| ArrayCopy(new_cor.values, values);
|
| new_cor.cols_name = container[i].event_code;
|
|
|
| //---
|
| ArrayResize(array, array.Size() + 1);
|
| array[array.Size() - 1] = new_cor;
|
| }
|
|
|
|
|
| //---
|
| corr.Set(array, output);
|
| corr.Run();
|
| int indexces_cols[];
|
| corr.GetBestCorrelations(indexces_cols, 10);
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| corr.PlotAnalisis(string(target), "DataNoticias\\", 1300, 500, clrBlack, indexces_cols, true, 0, 10);
|
|
|
| //---
|
| delete calendar;
|
| }
|
|
|
| //+------------------------------------------------------------------+
|
| /*
|
| 2025.09.17 07:20:20.968 Test (EURUSD,M1) Correlation: 0.3122234594308072
|
| 2025.09.17 07:20:20.968 Test (EURUSD,M1) Col name: ism-prices-paid
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| 2025.09.17 07:20:20.968 Test (EURUSD,M1) Correlation: 0.32168707577253436
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| 2025.09.17 07:20:20.968 Test (EURUSD,M1) Col name: import-price-index-ex-petroleum-mm
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| 2025.09.17 07:20:20.968 Test (EURUSD,M1) Correlation: 0.3321596619878823
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| 2025.09.17 07:20:20.968 Test (EURUSD,M1) Col name: producer-price-index-ex-food-energy-mm
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| 2025.09.17 07:20:20.968 Test (EURUSD,M1) Correlation: 0.33330999243707465
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| 2025.09.17 07:20:20.968 Test (EURUSD,M1) Col name: pce-price-index-mm
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| 2025.09.17 07:20:20.968 Test (EURUSD,M1) Correlation: -0.33355632836142485
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| 2025.09.17 07:20:20.968 Test (EURUSD,M1) Col name: markit-services-pmi
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| 2025.09.17 07:20:20.968 Test (EURUSD,M1) Correlation: 0.3388373935641573
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| 2025.09.17 07:20:20.968 Test (EURUSD,M1) Col name: factory-orders-ex-transportation-mm
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| 2025.09.17 07:20:20.968 Test (EURUSD,M1) Correlation: 0.3477929182640344
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| 2025.09.17 07:20:20.968 Test (EURUSD,M1) Col name: export-price-index-mm
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| 2025.09.17 07:20:20.968 Test (EURUSD,M1) Correlation: 0.37653834395988955
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| 2025.09.17 07:20:20.968 Test (EURUSD,M1) Col name: ism-non-manufacturing-prices
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| 2025.09.17 07:20:20.968 Test (EURUSD,M1) Correlation: 0.3779030758088527
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| 2025.09.17 07:20:20.968 Test (EURUSD,M1) Col name: import-price-index-mm
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| 2025.09.17 07:20:20.968 Test (EURUSD,M1) Correlation: 0.54645080817985
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| 2025.09.17 07:20:20.968 Test (EURUSD,M1) Col name: producer-price-index-mm
|
| */
|
| //+------------------------------------------------------------------+
|
|
|
| //+------------------------------------------------------------------+
|
