UTE/Strategy/Symbol.mqh

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                                       Symbol.mqh |
//|                                 Copyright 2016, Vasiliy Sokolov. |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2016, Vasiliy Sokolov."
#property link      "http://www.mql5.com"
#include <Object.mqh>
#include "MarketBook.mqh"
#include "Series.mqh"
#include "SessionInfo.mqh"

//+------------------------------------------------------------------+
//| defines                                                          |
//+------------------------------------------------------------------+
class CSymbol : public CObject
{
private:
   string   m_symbol;               // !8<2>; 8=AB@C<5=B0
   ENUM_TIMEFRAMES m_period;        // "09<D@59< 8=AB@C<5=B0
   
public:
            CSymbol(void);
            CSymbol(string symbol, ENUM_TIMEFRAMES period);
   // Based series
   CTime    Time;
   COpen    Open;
   CHigh    High;
   CLow     Low;
   CClose   Close;
   CVolume  Volume;
   CMarketBook    MarketBook;
   CSessionInfo   SessionInfo;
   // Based foo
   bool     InitSeries(string symbol,ENUM_TIMEFRAMES period);
   bool     Available(void);
   string   Name(void);
   bool     Name(string symbol);
   ENUM_TIMEFRAMES Period(void);
   bool     Period(ENUM_TIMEFRAMES period);
   // SymbolInfoInteger
   bool     SelectInMarketWatch(void);
   bool     SpreadFloat(void);
   int      Digits(void);
   int      Spread(void);
   int      StopLevel(void);
   int      FreezeLevel(void);
   int      FlagsExpirationOrders(void);
   int      FlagsExecutionOrders(void);
   int      FlagsAllowedOrders(void);
   int      IndexByTime(datetime time);
   int      BarsTotal(void);
   ENUM_SYMBOL_CALC_MODE CalcContractType(void);
   ENUM_SYMBOL_TRADE_MODE ExecuteOrderType(void);
   ENUM_SYMBOL_TRADE_EXECUTION ExecuteDealsType(void);
   ENUM_SYMBOL_SWAP_MODE CalcSwapMode(void);
   ENUM_DAY_OF_WEEK DayOfSwap3x(void);
   ENUM_SYMBOL_OPTION_MODE OptionType(void);
   ENUM_SYMBOL_OPTION_RIGHT OptionRight(void);
   datetime TimeOfLastQuote(void);
   datetime StartDate(void);
   datetime ExpirationDate(void);
   // SymbolInfoDouble
   double   Ask(void);
   double   Bid(void);
   double   Last(void);
   double   StepToPrice(int price_step);
   double   PriceStep(void);
   double   OptionStrike(void);
   double   TickValue(void);
   double   ContractSize(void);
   double   VolumeContractMin(void);
   double   VolumeContractMax(void);
   double   VolumeContractStep(void);
   double   VolumeContractLimit(void);
   double   SwapLong(void);
   double   SwapShort();
   double   MarginInit(void);
   double   MarginMaintenance(void);
   double   MarginHedged(void);
   // SymbolInfoString
   string   NameBasisSymbol(void);
   string   NameBasisCurrency(void);
   string   NameCurrencyProfit(void);
   string   NameCurrencyMargin(void);
   string   NameBank(void);
   string   Description(void);
   string   NameISIN(void);
   string   SymbolPath(void);
};
//+------------------------------------------------------------------+
//| #AB0=02;8205B A5@88 OHLCV 4;O B5:CI53> 8=AB@C<5=B0 8 B09<D@59<0  |
//+------------------------------------------------------------------+
CSymbol::CSymbol(void)
{
   m_symbol = ::Symbol();
   m_period = ::Period();
   InitSeries(Symbol(), ::Period());
}
//+------------------------------------------------------------------+
//| >72@0I05B >1I55 :>;8G5AB2> 10@>2 40==>9 8=AB@C<5=B0 ?> B5:CI5<C |
//| B09<D@59<C                                                       |
//+------------------------------------------------------------------+
int CSymbol::BarsTotal(void)
{
   int bars = Bars(this.Name(), this.Period());
   return bars;
}
//+------------------------------------------------------------------+
//| >72@0I05B 8=45:A 10@0, A>>B25BAB2CNI89 C:070=><C 2@5<5=8        |
//+------------------------------------------------------------------+
int CSymbol::IndexByTime(datetime time)
{
   int bars = Bars(this.Name(), this.Period(), time, TimeCurrent());
   return bars-1;
}
//+------------------------------------------------------------------+
//| #AB0=02;8205B A5@88 OHLCV 4;O C:070==>3> 8=AB@C<5=B0 8 B09<D@59<0|
//+------------------------------------------------------------------+
CSymbol::CSymbol(string symbol, ENUM_TIMEFRAMES period)
{
   m_symbol = symbol;
   m_period = period;
   InitSeries(symbol, period);
}
//+------------------------------------------------------------------+
//| >72@0I05B A8<2>; 8=AB@C<5=B0                                    |
//+------------------------------------------------------------------+
string CSymbol::Name(void)
{
   return m_symbol;
}
//+------------------------------------------------------------------+
//| #AB0=02;8205B A8<2>; 8=AB@C<5=B0                                 |
//+------------------------------------------------------------------+
bool CSymbol::Name(string symbol)
{
   m_symbol = symbol;
   InitSeries(m_symbol, m_period);
   return Available();
}
//+------------------------------------------------------------------+
//| >72@0I05B ?5@8>4 8=AB@C<5=B0                                    |
//+------------------------------------------------------------------+
ENUM_TIMEFRAMES CSymbol::Period(void)
{
   return m_period;
}
//+------------------------------------------------------------------+
//| #AB0=02;8205B ?5@8>4 8=AB@C<5=B0                                 |
//+------------------------------------------------------------------+
bool CSymbol::Period(ENUM_TIMEFRAMES period)
{
   m_period = period;
   InitSeries(m_symbol, m_period);
   return Available();
}
//+------------------------------------------------------------------+
//| #AB0=02;8205B A5@88 OHLCV 4;O B5:CI53> 8=AB@C<5=B0 8 B09<D@59<0. |
//| >72@0I05B 8AB8=C, 5A;8 8=AB@C<5=B 4>ABC?5= 8 ;>6L 2 ?@>B82=><   |
//| A;CG05                                                           |
//+------------------------------------------------------------------+
bool CSymbol::InitSeries(string symbol,ENUM_TIMEFRAMES period)
{
   m_symbol = symbol;
   Time.Symbol(symbol);
   Time.Timeframe(period);
   Open.Symbol(symbol);
   Open.Timeframe(period);
   High.Symbol(symbol);
   High.Timeframe(period);
   Low.Symbol(symbol);
   Low.Timeframe(period);
   Close.Symbol(symbol);
   Close.Timeframe(period);
   Volume.Symbol(symbol);
   Volume.Timeframe(period);
   SessionInfo.Symbol(symbol);
   return Time.Total() > 0;
}
//+------------------------------------------------------------------+
//| >72@0I05B 8AB8=C, 5A;8 8=AB@C<5=B 4>ABC?5= 4;O @01>BK 8 ;>6L 2  |
//| ?@>B82=>< A;CG05                                                 |
//+------------------------------------------------------------------+
bool CSymbol::Available(void)
{
   return Bars(m_symbol, m_period) > 0;
}
//+------------------------------------------------------------------+
//| @87=0: B>3>, GB> 40==K9 8=AB@C<5=B ?@8ACBAB2C5B 2 B5@<8=0;5     |
//+------------------------------------------------------------------+
bool CSymbol::SelectInMarketWatch(void)
{
   return (bool)SymbolInfoInteger(m_symbol, SYMBOL_SELECT);
}
//+------------------------------------------------------------------+
//| @87=0: ?;020NI53> A?@540                                        |
//+------------------------------------------------------------------+
bool CSymbol::SpreadFloat(void)
{
   return (bool)SymbolInfoInteger(m_symbol, SYMBOL_SPREAD_FLOAT);
}
//+------------------------------------------------------------------+
//|  07<5@ A?@540 2 ?C=:B0E                                          |
//+------------------------------------------------------------------+
int CSymbol::Spread(void)
{
   return (int)SymbolInfoInteger(m_symbol, SYMBOL_SPREAD);
}
//+------------------------------------------------------------------+
//| 8=8<0;L=K9 >BABC? 2 ?C=:B0E >B B5:CI59 F5=K 70:@KB8O            |
//| 4;O CAB0=>2:8 Stop >@45@>2                                       |
//+------------------------------------------------------------------+
int CSymbol::StopLevel(void)
{
   return (int)SymbolInfoInteger(m_symbol, SYMBOL_TRADE_STOPS_LEVEL);
}
//+------------------------------------------------------------------+
//| 8AB0=F8O 70<>@>7:8 B>@3>2KE >?5@0F89 (2 ?C=:B0E)                |
//+------------------------------------------------------------------+
int CSymbol::FreezeLevel(void)
{
   return (int)SymbolInfoInteger(m_symbol, SYMBOL_TRADE_FREEZE_LEVEL);
}
//+------------------------------------------------------------------+
//| $;038 @07@5H5==KE @568<>2 8AB5G5=8O >@45@0                       |
//+------------------------------------------------------------------+
int CSymbol::FlagsExpirationOrders(void)
{
   return (int)SymbolInfoInteger(m_symbol, SYMBOL_EXPIRATION_MODE);
}
//+------------------------------------------------------------------+
//| $;038 @07@5H5==KE @568<>2 8A?>;=5=8O >@45@0                      |
//+------------------------------------------------------------------+
int CSymbol::FlagsExecutionOrders(void)
{
   return (int)SymbolInfoInteger(m_symbol, SYMBOL_FILLING_MODE);
}
//+------------------------------------------------------------------+
//| $;038 @07@5H5==KE B8?>2 >@45@>2                                  |
//+------------------------------------------------------------------+
int CSymbol::FlagsAllowedOrders(void)
{
   return (int)SymbolInfoInteger(m_symbol, SYMBOL_ORDER_MODE);
}
//+------------------------------------------------------------------+
//| @87=0: B>3>, GB> A8<2>; 2K1@0= 2 Market Watch                   |
//+------------------------------------------------------------------+
int CSymbol::Digits(void)
{
   int digits=(int)SymbolInfoInteger(m_symbol, SYMBOL_DIGITS);
   return digits;
}
//+------------------------------------------------------------------+
//| !?>A>1 2KG8A;5=8O AB>8<>AB8 :>=B@0:B0                            |
//+------------------------------------------------------------------+
ENUM_SYMBOL_CALC_MODE CSymbol::CalcContractType(void)
{
   return (ENUM_SYMBOL_CALC_MODE)SymbolInfoInteger(m_symbol, SYMBOL_TRADE_CALC_MODE);
}
//+------------------------------------------------------------------+
//| "8? 8A?>;=5=8O >@45@>2                                           |
//+------------------------------------------------------------------+
ENUM_SYMBOL_TRADE_MODE CSymbol::ExecuteOrderType(void)
{
   return (ENUM_SYMBOL_TRADE_MODE)SymbolInfoInteger(m_symbol, SYMBOL_TRADE_MODE);
}
//+------------------------------------------------------------------+
//| "8? 8A?>;=5=8O A45;>:                                            |
//+------------------------------------------------------------------+
ENUM_SYMBOL_TRADE_EXECUTION CSymbol::ExecuteDealsType(void)
{
   return (ENUM_SYMBOL_TRADE_EXECUTION)SymbolInfoInteger(m_symbol, SYMBOL_TRADE_EXEMODE);
}
//+------------------------------------------------------------------+
//| >45;L @0AG5B0 A2>?0                                             |
//+------------------------------------------------------------------+
ENUM_SYMBOL_SWAP_MODE CSymbol::CalcSwapMode(void)
{
   return (ENUM_SYMBOL_SWAP_MODE)SymbolInfoInteger(m_symbol, SYMBOL_SWAP_MODE);
}
//+------------------------------------------------------------------+
//| 5=L =545;8 4;O =0G8A;5=8O B@>9=>3> A2>?0                        |
//+------------------------------------------------------------------+
ENUM_DAY_OF_WEEK CSymbol::DayOfSwap3x(void)
{
   return (ENUM_DAY_OF_WEEK)SymbolInfoInteger(m_symbol, SYMBOL_SWAP_ROLLOVER3DAYS);
}
//+------------------------------------------------------------------+
//| "8? >?F8>=0                                                      |
//+------------------------------------------------------------------+
ENUM_SYMBOL_OPTION_MODE CSymbol::OptionType(void)
{
   return (ENUM_SYMBOL_OPTION_MODE)SymbolInfoInteger(m_symbol, SYMBOL_OPTION_MODE);
}
//+------------------------------------------------------------------+
//| @02> >?F8>=0 (Call/Put)                                         |
//+------------------------------------------------------------------+
ENUM_SYMBOL_OPTION_RIGHT CSymbol::OptionRight(void)
{
   return (ENUM_SYMBOL_OPTION_RIGHT)SymbolInfoInteger(m_symbol, SYMBOL_OPTION_RIGHT);
}
//+------------------------------------------------------------------+
//| @5<O ?>A;54=59 :>B8@>2:8                                        |
//+------------------------------------------------------------------+
datetime CSymbol::TimeOfLastQuote(void)
{
   return (datetime)SymbolInfoInteger(m_symbol, SYMBOL_TIME);
}
//+------------------------------------------------------------------+
//| 0B0 =0G0;0 B>@3>2 ?> 8=AB@C<5=BC                                |
//+------------------------------------------------------------------+
datetime CSymbol::StartDate(void)
{
   return (datetime)SymbolInfoInteger(m_symbol, SYMBOL_START_TIME);
}
//+------------------------------------------------------------------+
//| 0B0 >:>=G0=8O B>@3>2 ?> 8=AB@C<5=BC                             |
//+------------------------------------------------------------------+
datetime CSymbol::ExpirationDate(void)
{
   return (datetime)SymbolInfoInteger(m_symbol, SYMBOL_EXPIRATION_TIME);
}
//+------------------------------------------------------------------+
//| >72@0I05B F5=C Ask.                                             |
//+------------------------------------------------------------------+
double CSymbol::Ask(void)
  {
   double ask = SymbolInfoDouble(m_symbol, SYMBOL_ASK);
   int digits = (int)SymbolInfoInteger(m_symbol, SYMBOL_DIGITS);
   ask=NormalizeDouble(ask,digits);
   return ask;
  }
//+------------------------------------------------------------------+
//| >72@0I05B F5=C Bid.                                             |
//+------------------------------------------------------------------+
double CSymbol::Bid(void)
  {
   double bid = SymbolInfoDouble(m_symbol, SYMBOL_BID);
   int digits = (int)SymbolInfoInteger(m_symbol, SYMBOL_DIGITS);
   bid=NormalizeDouble(bid,digits);
   return bid;
  }
//+------------------------------------------------------------------+
//| >72@0I05B F5=C Last.                                            |
//+------------------------------------------------------------------+
double CSymbol::Last(void)
  {
   double last= SymbolInfoDouble(m_symbol,SYMBOL_LAST);
   int digits =(int)SymbolInfoInteger(m_symbol,SYMBOL_DIGITS);
   last=NormalizeDouble(last,digits);
   return last;
  }
//+------------------------------------------------------------------+
//| >72@0I05B ?@09AB5?K 2 2845 F5=K. 0?@8<5@ ?5@540==>5 7=0G5=85   |
//| 3 =0 EURUSD ?OB87=0:5 1C45B A:>=25@B8@>20==> 2 0.00003           |
//+------------------------------------------------------------------+
double CSymbol::StepToPrice(int price_step)
{
   double price = SymbolInfoDouble(m_symbol, SYMBOL_POINT)*(double)price_step;
   return price;
}
//+------------------------------------------------------------------+
//| >72@0I05B <8=8<0;L=>5 87<5=5=85 F5=K 8=AB@C<5=B0, =0?@8<5@ 4;O  |
//| EURUSD ?OB87=0:5 1C45B 2>72@0I5=> 0.00001                        |
//+------------------------------------------------------------------+
double CSymbol::PriceStep(void)
{
   double price = SymbolInfoDouble(m_symbol, SYMBOL_POINT);
   return price;
}
//+------------------------------------------------------------------+
//| >72@0I05B F5=C 8A?>;=5=8O >?F8>=0                               |
//+------------------------------------------------------------------+
double CSymbol::OptionStrike(void)
{
   return SymbolInfoDouble(m_symbol, SYMBOL_OPTION_STRIKE);
}
//+------------------------------------------------------------------+
//| >72@0I05B AB>8<>ABL >4=>3> B8:0 2K@065==CN 2 20;NB5 48?>78B0    |
//+------------------------------------------------------------------+
double CSymbol::TickValue(void)
{
   return SymbolInfoDouble(m_symbol, SYMBOL_TRADE_TICK_VALUE);
}
//+------------------------------------------------------------------+
//|  07<5@ >4=>3> :>=B@0:B0 2 107>2KE 545=8F0E :>=B@0:B0             |
//+------------------------------------------------------------------+
double CSymbol::ContractSize(void)
{
   return SymbolInfoDouble(m_symbol, SYMBOL_TRADE_CONTRACT_SIZE);
}
//+------------------------------------------------------------------+
//| 8=8<0;L=K9 >1J5< 4;O 70:;NG5=8O A45;:8, 2K@065==K9 2 :>=B@0:B0E |
//+------------------------------------------------------------------+
double CSymbol::VolumeContractMin(void)
{
   return SymbolInfoDouble(m_symbol, SYMBOL_VOLUME_MIN);
}
//+-------------------------------------------------------------------+
//| 0:A8<0;L=K9 >1J5< 4;O 70:;NG5=8O A45;:8, 2K@065==K9 2 :>=B@0:B0E |
//+-------------------------------------------------------------------+
double CSymbol::VolumeContractMax(void)
{
   return SymbolInfoDouble(m_symbol, SYMBOL_VOLUME_MAX);
}
//+-------------------------------------------------------------------+
//| 0:A8<0;L=> 4>?CAB8<K9 4;O 40==>3> A8<2>;0 A>2>:C?=K9 >1J5<       |
//| >B:@KB>9 ?>78F88                                                  |
//+-------------------------------------------------------------------+
double CSymbol::VolumeContractLimit(void)
{
   return SymbolInfoDouble(m_symbol, SYMBOL_VOLUME_LIMIT);
}
//+-------------------------------------------------------------------+
//| 8=8<0;L=K9 H03 87<5=5=8O >1J5<0 4;O 70:;NG5=8O A45;:8            |
//+-------------------------------------------------------------------+
double CSymbol::VolumeContractStep(void)
{
   return SymbolInfoDouble(m_symbol, SYMBOL_VOLUME_STEP);
}
//+-------------------------------------------------------------------+
//| =0G5=85 A2>?0 70G8A;O5<>3> ?@8 C45@60=88 4;8=>9 ?>78F88 >1J5<><  |
//| 2 >48= :>=B@0:B                                                   |
//+-------------------------------------------------------------------+
double CSymbol::SwapLong(void)
{
   return SymbolInfoDouble(m_symbol, SYMBOL_SWAP_LONG);
}
//+-------------------------------------------------------------------+
//| =0G5=85 A2>?0 70G8A;O5<>3> ?@8 C45@60=88 :>@>B:>9 ?>78F88 >1J5<><|
//| 2 >48= :>=B@0:B                                                   |
//+-------------------------------------------------------------------+
double CSymbol::SwapShort(void)
{
   return SymbolInfoDouble(m_symbol, SYMBOL_SWAP_SHORT);
}
//+-------------------------------------------------------------------+
//| 0@60 =5>1E>48<0O 4;O >B:@KB8O ?>78F88 @07<5@>2 2 >48= ;>B        |
//+-------------------------------------------------------------------+
double CSymbol::MarginInit(void)
{
   return SymbolInfoDouble(m_symbol, SYMBOL_MARGIN_INITIAL);
}
//+-------------------------------------------------------------------+
//| 0@60 =5>1E>48<0O 4;O ?>445@60=8O >4=>3> ;>B0 >B:@KB>9 ?>78F88    |
//+-------------------------------------------------------------------+
double CSymbol::MarginMaintenance(void)
{
   return SymbolInfoDouble(m_symbol, SYMBOL_MARGIN_MAINTENANCE);
}
//+-------------------------------------------------------------------+
//| 0@60 =5>1E>48<0O 4;O C45@60=8O >4=>3> ;>B0 ?5@5:@KB>9 ?>78F88    |
//+-------------------------------------------------------------------+
double CSymbol::MarginHedged(void)
{
   return SymbolInfoDouble(m_symbol, SYMBOL_MARGIN_HEDGED);
}
//+-------------------------------------------------------------------+
//| <O 107>2>3> 0:B820 4;O ?@>872>4=>3> 8=AB@C<5=B0                  |
//+-------------------------------------------------------------------+
string CSymbol::NameBasisSymbol(void)
{
   return SymbolInfoString(m_symbol, SYMBOL_BASIS);
}
//+-------------------------------------------------------------------+
//| 07>20O 20;NB0 8=AB@C<5=B0                                        |
//+-------------------------------------------------------------------+
string CSymbol::NameBasisCurrency(void)
{
   return SymbolInfoString(m_symbol, SYMBOL_CURRENCY_BASE);
}
//+-------------------------------------------------------------------+
//| 0;NB0 ?@81K;8                                                    |
//+-------------------------------------------------------------------+
string CSymbol::NameCurrencyProfit(void)
{
   return SymbolInfoString(m_symbol, SYMBOL_CURRENCY_PROFIT);
}
//+-------------------------------------------------------------------+
//|  0;NB0 2 :>B>@>9 2KG8A;O5BAO 70;>3>2K5 A@54AB20                  |
//+-------------------------------------------------------------------+
string CSymbol::NameCurrencyMargin(void)
{
   return SymbolInfoString(m_symbol, SYMBOL_CURRENCY_MARGIN);
}
//+-------------------------------------------------------------------+
//| AB>G=8: B5:CI59 :>B8@>2:8                                        |
//+-------------------------------------------------------------------+
string CSymbol::NameBank(void)
{
   return SymbolInfoString(m_symbol, SYMBOL_BANK);
}
//+-------------------------------------------------------------------+
//| !B@>:>2>5 >?8A0=85 A8<2>;0                                        |
//+-------------------------------------------------------------------+
string CSymbol::Description(void)
{
   return SymbolInfoString(m_symbol, SYMBOL_DESCRIPTION);
}
//+-------------------------------------------------------------------+
//| <O B>@3>2>3> A8<2>;0 2 A8AB5<5 <564C=0@>4=KE                     |
//| 845=B8D8:0F8>==KE :>4>2 F5==KE 1C<03   ISIN                       |
//+-------------------------------------------------------------------+
string CSymbol::NameISIN(void)
{
   return SymbolInfoString(m_symbol, SYMBOL_ISIN);
}
//+-------------------------------------------------------------------+
//| CBL 2 45@525 A8<2>;>2                                            |
//+-------------------------------------------------------------------+
string CSymbol::SymbolPath(void)
{
   return SymbolInfoString(m_symbol, SYMBOL_PATH);
}