okWarrior_EA/references/MQL5/Experts/DIAYN/Study.mq5

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+

//|                                                     Research.mq5 |

//|                                                   Copyright DNG<EFBFBD> |

//|                                https://www.mql5.com/en/users/dng |

//+------------------------------------------------------------------+

#property copyright "Copyright DNG<00>"

#property link      "https://www.mql5.com/en/users/dng"

#property version   "1.00"

//+------------------------------------------------------------------+

//|                                                                  |

//+------------------------------------------------------------------+

#include "Trajectory.mqh"

//+------------------------------------------------------------------+

//| Input parameters                                                 |

//+------------------------------------------------------------------+

input int                  Iterations     = 100000;

input float                DiscountFactor  = 0.99f;

bool                 TrainMode = true;

//+------------------------------------------------------------------+

//|                                                                  |

//+------------------------------------------------------------------+

STrajectory          Buffer[];

CFQF                 Actor;

CFQF                 Scheduler;

CNet                 Discriminator;

int                  Models = 1;

//---

float                dError;

datetime             dtStudied;

//---

CBufferFloat         State1;

CBufferFloat         *Result;

vector<float>        ActorResult;

vector<float>        SchedulerResult;

vector<float>        DiscriminatorResult;

//+------------------------------------------------------------------+

//| Expert initialization function                                   |

//+------------------------------------------------------------------+

int OnInit()

  {

//---

   ResetLastError();

   if(!LoadTotalBase())

     {

      PrintFormat("Error of load study data: %d", GetLastError());

      return INIT_FAILED;

     }

//--- load models

   float temp;

   if(!Actor.Load(FileName + "Act.nnw", dtStudied, true) ||

      !Scheduler.Load(FileName + "Sch.nnw", dtStudied, true) ||

      !Discriminator.Load(FileName + "Dscr.nnw", temp, temp, temp, dtStudied, true))

     {

      CArrayObj *actor = new CArrayObj();

      CArrayObj *scheduler = new CArrayObj();

      CArrayObj *discriminator = new CArrayObj();

      if(!CreateDescriptions(actor, scheduler, discriminator))

        {

         delete actor;

         delete scheduler;

         delete discriminator;

         return INIT_FAILED;

        }

      if(!Actor.Create(actor) ||

         !Scheduler.Create(scheduler) ||

         !Discriminator.Create(discriminator))

        {

         delete actor;

         delete scheduler;

         delete discriminator;

         return INIT_FAILED;

        }

      delete actor;

      delete scheduler;

      delete discriminator;

      //---

#ifdef FileName

      if(!Actor.UpdateTarget(FileName + ".nnw") ||

         !Scheduler.UpdateTarget(FileName + ".nnw"))

#else

      if(!Actor.UpdateTarget("FQF.upd") ||

         !Scheduler.UpdateTarget("FQF.nnw"))

#endif

         return INIT_FAILED;

     }

//---

   Discriminator.getResults(Result);

   if(Result.Total() != NSkills)

     {

      PrintFormat("The scope of the discriminator does not match the skills count (%d <> %d)", NSkills, Result.Total());

      return INIT_FAILED;

     }

   Scheduler.getResults(Result);

   Scheduler.SetUpdateTarget(MathMax(Iterations / 100, 50000));

   if(Result.Total() != NSkills)

     {

      PrintFormat("The scope of the scheduler does not match the skills count (%d <> %d)", NSkills, Result.Total());

      return INIT_FAILED;

     }

   Actor.getResults(Result);

   Actor.SetUpdateTarget(MathMax(Iterations / 100, 50000));

   if(Result.Total() != NActions)

     {

      PrintFormat("The scope of the actor does not match the actions count (%d <> %d)", NActions, Result.Total());

      return INIT_FAILED;

     }

//---

   if(!EventChartCustom(ChartID(), 1, 0, 0, "Init"))

     {

      PrintFormat("Error of create study event: %d", GetLastError());

      return INIT_FAILED;

     }

//---

   return(INIT_SUCCEEDED);

  }

//+------------------------------------------------------------------+

//| Expert deinitialization function                                 |

//+------------------------------------------------------------------+

void OnDeinit(const int reason)

  {

//---

   Actor.Save(FileName + "Act.nnw", TimeCurrent(), true);

   Scheduler.Save(FileName + "Sch.nnw", TimeCurrent(), true);

   Discriminator.Save(FileName + "Dscr.nnw", 0, 0, 0, TimeCurrent(), true);

   delete Result;

  }

//+------------------------------------------------------------------+

//| ChartEvent function                                              |

//+------------------------------------------------------------------+

void OnChartEvent(const int id,

                  const long &lparam,

                  const double &dparam,

                  const string &sparam)

  {

//---

   if(id == 1001)

      Train();

  }

//+------------------------------------------------------------------+

//|                                                                  |

//+------------------------------------------------------------------+

bool SaveTotalBase(void)

  {

   int total = ArraySize(Buffer);

   if(total < 0)

      return true;

   int handle = FileOpen(FileName + ".bd", FILE_WRITE | FILE_BIN | FILE_COMMON);

   if(handle < 0)

      return false;

   if(FileWriteInteger(handle, total) < INT_VALUE)

     {

      FileClose(handle);

      return false;

     }

   for(int i = 0; i < total; i++)

      if(!Buffer[i].Save(handle))

        {

         FileClose(handle);

         return false;

        }

   FileFlush(handle);

   FileClose(handle);

//---

   return true;

  }

//+------------------------------------------------------------------+

//|                                                                  |

//+------------------------------------------------------------------+

bool LoadTotalBase(void)

  {

   int handle = FileOpen(FileName + ".bd", FILE_READ | FILE_BIN | FILE_COMMON | FILE_SHARE_READ);

   if(handle < 0)