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

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

//|                                                        Study.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"

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

//|                                                                  |

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

#define Study

#include "Trajectory.mqh"

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

//| Input parameters                                                 |

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

input int                  Iterations     = 10000;

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

//|                                                                  |

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

STrajectory          Buffer[];

CNet                 DOT;

CNet                 Decoder;

CNet                 Actor;

CNet                 Critic;

//---

float                dError;

datetime             dtStudied;

//---

CBufferFloat         bState;

CBufferFloat         bAccount;

CBufferFloat         bGradient;

CBufferFloat         bProbs;

CBufferFloat         *Result;

vector<float>        check;

vector<float>        STD_Actor;

vector<float>        STD_Goal;

//---

COpenCLMy           *OpenCL;

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//---

   ResetLastError();

   if(!LoadTotalBase())

     {

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

      return INIT_FAILED;

     }

//--- load models

   float temp;

   if(!DOT.Load(FileName + "DOT.nnw", temp, temp, temp, dtStudied, true) ||

      !Decoder.Load(FileName + "Dec.nnw", temp, temp, temp, dtStudied, true) ||

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

      !Critic.Load(FileName + "Crt.nnw", temp, temp, temp, dtStudied, true)

     )

     {

      CArrayObj *dot = new CArrayObj();

      CArrayObj *decoder = new CArrayObj();

      CArrayObj *actor = new CArrayObj();

      CArrayObj *critic = new CArrayObj();

      if(!CreateDescriptions(dot, decoder, actor, critic))

        {

         delete dot;

         delete decoder;

         delete actor;

         delete critic;

         return INIT_FAILED;

        }

      if(!DOT.Create(dot) ||

         !Decoder.Create(decoder) ||

         !Actor.Create(actor) ||

         !Critic.Create(critic))

        {

         delete dot;

         delete decoder;

         delete actor;

         delete critic;

         return INIT_FAILED;

        }

      delete dot;

      delete decoder;

      delete actor;

      delete critic;

     }

//---

   OpenCL = DOT.GetOpenCL();

   Decoder.SetOpenCL(OpenCL);

   Actor.SetOpenCL(OpenCL);

   Critic.SetOpenCL(OpenCL);

//---

   Actor.getResults(Result);

   if(Result.Total() != NActions)

     {

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

      return INIT_FAILED;

     }

//---

   DOT.GetLayerOutput(0, Result);

   if(Result.Total() != (HistoryBars * BarDescr))

     {

      PrintFormat("Input size of Encoder doesn't match state description (%d <> %d)", Result.Total(), (HistoryBars * BarDescr));

      return INIT_FAILED;

     }

//---

   if(!bGradient.BufferInit(MathMax(AccountDescr, NForecast), 0) ||

      !bGradient.BufferCreate(OpenCL))

     {

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

      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)

  {

//---

   if(!(reason == REASON_INITFAILED || reason == REASON_RECOMPILE))

     {

      Actor.Save(FileName + "Act.nnw", 0, 0, 0, TimeCurrent(), true);

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

      Decoder.Save(FileName + "Dec.nnw", 0, 0, 0, TimeCurrent(), true);

      Critic.Save(FileName + "Crt.nnw", 0, 0, 0, TimeCurrent(), true);

     }

   delete Result;

   delete OpenCL;

  }

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