Centaur_Quant_Architecture/MQL5/Include/Execution/CHistoryTracker.mqh

//+------------------------------------------------------------------+
//|                                                  CHistoryTracker.mqh |
//|                 Centaur Quant Architecture — Execution Module      |
//|                    Trade_Closed Feedback-Loop Emitter               |
//+------------------------------------------------------------------+
//|  PURPOSE                                                          |
//|  Detects positions opened by this EA (symbol + magic) that have   |
//|  since closed, recovers the original AI score and initial SL from |
//|  the order comment ("CEN:<score>:<sl>"), and computes the final   |
//|  net profit + R-multiple. The composition root turns each record  |
//|  into an SDP Trade_Closed payload via CSDPEncoder.                |
//|  State memory: every closed ticket is emitted exactly once.       |
//+------------------------------------------------------------------+
#property strict

#ifndef HISTORYTRACKER_MQH
#define HISTORYTRACKER_MQH

//--- structured closed-trade record consumed by the composition root ---
struct SClosedTrade
  {
   bool              valid;            // true when the record is complete
   ulong             ticket;           // position/order ticket
   double            profit;           // net PnL (profit + swap + commission)
   double            r_multiple;       // net PnL / initial risk amount
   double            initial_ai_score; // original AI score from the comment
   datetime          close_time;       // closing deal time (server)
   string            symbol;           // instrument
   //--- Gate B evidence (additive observability; Evidence Protocol v0.1 §4) ---
   double            entry_price;      // actual fill price (opening deal)
   double            initial_sl;       // initial SL recovered from "CEN:<score>:<sl>"
   long              position_type;    // POSITION_TYPE_BUY / POSITION_TYPE_SELL
   double            exit_price;       // volume-weighted mean exit price (closing deals)
   double            exit_volume;      // total closed volume (closing deals)
   ulong             exit_deal;        // last closing deal ticket
   long              deal_reason;      // DEAL_REASON of the last closing deal
   double            swap;             // total swap (closing side)
   double            commission;       // total commission (closing side)
  };

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
class CHistoryTracker
  {
private:
   string            m_symbol;         // instrument filter
   long              m_magic;          // magic filter
   bool              m_ready;

   ulong             m_tracked[];      // open tickets from the previous scan
   SClosedTrade      m_pending[];     // detected closed trades awaiting delivery
   int               m_pending_head;
   enum { COMPACT_THRESHOLD = 32 };

   void              SnapshotPositions(ulong &tickets[]);
   bool              Contains(const ulong &list[], const ulong ticket);
   bool              BuildClosedRecord(const ulong ticket, SClosedTrade &out);
   bool              ParseCenComment(const string comment, double &score, double &initial_sl);
   void              Enqueue(const SClosedTrade &rec);
   void              CompactQueue();

public:
                     CHistoryTracker(const string symbol, const long magic);
                    ~CHistoryTracker();

   //--- returns true while a newly closed trade is available ---
   bool              Check(SClosedTrade &out_trade);

   //--- read access ---
   bool              IsReady() const { return m_ready; }
   string            Symbol() const { return m_symbol; }
   int               PendingCount() const;
  };
//+------------------------------------------------------------------+
//| Constructor — bind symbol/magic filters.                          |
//+------------------------------------------------------------------+
CHistoryTracker::CHistoryTracker(const string symbol, const long magic)
   : m_symbol(symbol),
     m_magic(magic),
     m_ready(false),
     m_pending_head(0)
  {
   if(StringLen(m_symbol) == 0)
     {
      PrintFormat("[CHistoryTracker] ERROR: empty symbol.");
      return;
     }
   m_ready = (SymbolInfoDouble(m_symbol, SYMBOL_POINT) > 0.0);
   if(!m_ready)
      PrintFormat("[CHistoryTracker] ERROR: symbol '%s' not available.", m_symbol);
   else
      PrintFormat("[CHistoryTracker] INFO: ready on %s (magic %I64d).", m_symbol, m_magic);
  }
//+------------------------------------------------------------------+
//| Destructor — nothing to release.                                  |
//+------------------------------------------------------------------+
CHistoryTracker::~CHistoryTracker()
  {
  }
//+------------------------------------------------------------------+
//| Check — deliver one newly closed trade per call (true) until the |
//| queue is drained (false). First call snapshots the open set; a    |
//| ticket tracked earlier and missing now has been closed.           |
//+------------------------------------------------------------------+
bool CHistoryTracker::Check(SClosedTrade &out_trade)
  {
   if(!m_ready)
      return false;
//--- serve closures detected in a previous scan first ---
   if(m_pending_head < ArraySize(m_pending))
     {
      out_trade = m_pending[m_pending_head++];
      if(m_pending_head >= COMPACT_THRESHOLD)
         CompactQueue();
      return true;
     }
//--- snapshot the EA's currently open positions ---
   ulong current[];
   SnapshotPositions(current);
//--- any previously tracked ticket now missing = closed ---
   for(int i = 0; i < ArraySize(m_tracked); i++)
     {
      const ulong ticket = m_tracked[i];
      if(Contains(current, ticket))
         continue;
      SClosedTrade rec;
      if(BuildClosedRecord(ticket, rec))
         Enqueue(rec);
     }
//--- advance the tracked set to the live snapshot ---
   ArrayResize(m_tracked, ArraySize(current));
   for(int i = 0; i < ArraySize(current); i++)
      m_tracked[i] = current[i];
   if(m_pending_head < ArraySize(m_pending))
     {
      out_trade = m_pending[m_pending_head++];
      return true;
     }
   return false;
  }
//+------------------------------------------------------------------+
//| SnapshotPositions — tickets of open positions matching filters.   |
//+------------------------------------------------------------------+
void CHistoryTracker::SnapshotPositions(ulong &tickets[])
  {
   ArrayResize(tickets, 0);
   for(int i = PositionsTotal() - 1; i >= 0; i--)
     {
      const ulong t = PositionGetTicket(i);
      if(t == 0 || !PositionSelectByTicket(t))
         continue;
      if(PositionGetString(POSITION_SYMBOL) != m_symbol)
         continue;
      if((long)PositionGetInteger(POSITION_MAGIC) != m_magic)
         continue;
      const int n = ArraySize(tickets);
      ArrayResize(tickets, n + 1);
      tickets[n] = t;
     }
  }
//+------------------------------------------------------------------+
//| Contains — linear membership test over the ticket list.           |
//+------------------------------------------------------------------+
bool CHistoryTracker::Contains(const ulong &list[], const ulong ticket)
  {
   for(int i = 0; i < ArraySize(list); i++)
      if(list[i] == ticket)
         return true;
   return false;
  }
//+------------------------------------------------------------------+
//| BuildClosedRecord — reconstruct the closed trade from deal        |
//| history: opening deal (entry price, volume, order comment) and    |
//| closing deal (net PnL, close time). R-multiple = net PnL divided  |
//| by the initial risk amount (|entry - initial_sl| * tick value per |
//| point * volume).                                                  |
//+------------------------------------------------------------------+
bool CHistoryTracker::BuildClosedRecord(const ulong ticket, SClosedTrade &out)
  {
   ZeroMemory(out);
   if(!HistorySelectByPosition(ticket))
      return false;
   const double tick_size  = SymbolInfoDouble(m_symbol, SYMBOL_TRADE_TICK_SIZE);
   const double tick_value = SymbolInfoDouble(m_symbol, SYMBOL_TRADE_TICK_VALUE);
   if(tick_size <= 0.0 || tick_value <= 0.0)
      return false;
   double   profit      = 0.0;
   double   volume      = 0.0;
   double   entry_price = 0.0;
   datetime close_time  = 0;
   string   comment     = "";
   bool     have_close  = false;
   //--- Gate B evidence accumulators (additive observability) ---
   long     position_type = -1;      // from the opening deal
   double   exit_price    = 0.0;     // volume-weighted
   double   exit_volume   = 0.0;
   ulong    exit_deal     = 0;
   long     deal_reason   = 0;
   double   swap_sum      = 0.0;
   double   commission_sum= 0.0;
   const int n = HistoryDealsTotal();
   for(int i = 0; i < n; i++)
     {
      const ulong deal = HistoryDealGetTicket(i);
      if(deal == 0)
         continue;
      if((long)HistoryDealGetInteger(deal, DEAL_POSITION_ID) != (long)ticket)
         continue;
      const long entry_type = HistoryDealGetInteger(deal, DEAL_ENTRY);
      if(entry_type == DEAL_ENTRY_IN)
        {
         volume      = HistoryDealGetDouble(deal, DEAL_VOLUME);
         position_type = (HistoryDealGetInteger(deal, DEAL_TYPE) == DEAL_TYPE_BUY) ? POSITION_TYPE_BUY : POSITION_TYPE_SELL;   // Gate B evidence
         entry_price = HistoryDealGetDouble(deal, DEAL_PRICE);
         const ulong order = HistoryDealGetInteger(deal, DEAL_ORDER);
         if(order != 0 && HistoryOrderSelect(order))
            comment = HistoryOrderGetString(order, ORDER_COMMENT);
        }
      else
         if(entry_type == DEAL_ENTRY_OUT || entry_type == DEAL_ENTRY_INOUT)
           {
            // net outcome in deposit currency (raw PnL + swap + commission)
            profit     += HistoryDealGetDouble(deal, DEAL_PROFIT)
                          + HistoryDealGetDouble(deal, DEAL_SWAP)
                          + HistoryDealGetDouble(deal, DEAL_COMMISSION);
            close_time  = (datetime)HistoryDealGetInteger(deal, DEAL_TIME);
            have_close  = true;
            //--- Gate B evidence accumulators (additive) ---
            swap_sum   += HistoryDealGetDouble(deal, DEAL_SWAP);
            commission_sum += HistoryDealGetDouble(deal, DEAL_COMMISSION);
            const double dvol = HistoryDealGetDouble(deal, DEAL_VOLUME);
            const double dprc = HistoryDealGetDouble(deal, DEAL_PRICE);
            if(dvol > 0.0)
              {
               exit_price  += dvol * dprc;
               exit_volume += dvol;
              }
            exit_deal   = deal;
            deal_reason = HistoryDealGetInteger(deal, DEAL_REASON);
           }
     }
   if(exit_volume > 0.0)   // Gate B evidence: volume-weighted exit price
      exit_price /= exit_volume;
   if(!have_close || volume <= 0.0)
      return false;
//--- recover the original AI score and initial SL from the comment ---
   double score = -1.0, initial_sl = 0.0;
   if(!ParseCenComment(comment, score, initial_sl))
      return false;   // not a Centaur trade
//--- initial risk amount in deposit currency ---
   const double risk_per_lot = MathAbs(entry_price - initial_sl) * (tick_value / tick_size);
   if(risk_per_lot <= 0.0)
      return false;
   const double risk_amount = risk_per_lot * volume;
   out.valid            = true;
   out.ticket           = ticket;
   out.profit           = profit;
   out.r_multiple       = (risk_amount > 0.0) ? profit / risk_amount : 0.0;
   out.initial_ai_score = score;
   out.close_time       = close_time;
   out.symbol           = m_symbol;
   //--- Gate B evidence fields (additive) ---
   out.entry_price      = entry_price;
   out.initial_sl       = initial_sl;
   out.position_type    = position_type;
   out.exit_price       = exit_price;
   out.exit_volume      = exit_volume;
   out.exit_deal        = exit_deal;
   out.deal_reason      = deal_reason;
   out.swap             = swap_sum;
   out.commission       = commission_sum;
   return true;
  }
//+------------------------------------------------------------------+
//| ParseCenComment — extract "CEN:<score>:<sl>" from the comment.    |
//+------------------------------------------------------------------+
bool CHistoryTracker::ParseCenComment(const string comment, double &score, double &initial_sl)
  {
   score      = -1.0;
   initial_sl = 0.0;
   const int p = StringFind(comment, "CEN:");
   if(p < 0)
      return false;
   const string rest = StringSubstr(comment, p + 4);
   const int sep = StringFind(rest, ":");
   if(sep < 0)
      return false;
   score      = StringToDouble(StringSubstr(rest, 0, sep));
   initial_sl = StringToDouble(StringSubstr(rest, sep + 1));
   return (score >= 0.0 && initial_sl > 0.0);
  }
//+------------------------------------------------------------------+
//| Enqueue — append a closed-trade record to the pending queue.      |
//+------------------------------------------------------------------+
void CHistoryTracker::Enqueue(const SClosedTrade &rec)
  {
   const int n = ArraySize(m_pending);
   ArrayResize(m_pending, n + 1);
   m_pending[n] = rec;
  }
//+------------------------------------------------------------------+
//| CompactQueue — shift live records to the front and shrink.        |
//| (ArrayCopy is not permitted on struct arrays — manual shift.)     |
//+------------------------------------------------------------------+
void CHistoryTracker::CompactQueue()
  {
   const int size = ArraySize(m_pending);
   if(m_pending_head <= 0)
      return;
   const int remaining = size - m_pending_head;
   for(int i = 0; i < remaining; i++)
      m_pending[i] = m_pending[m_pending_head + i];
   ArrayResize(m_pending, remaining);
   m_pending_head = 0;
  }
//+------------------------------------------------------------------+
//| PendingCount — closed trades awaiting delivery.                   |
//+------------------------------------------------------------------+
int CHistoryTracker::PendingCount() const
  {
   return ArraySize(m_pending) - m_pending_head;
  }

#endif // HISTORYTRACKER_MQH