UTE/Strategy/TradeEnvironment.mqh

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                             TradeEnvironment.mqh |
//|           Copyright 2016, Vasiliy Sokolov, St-Petersburg, Russia |
//|                                https://www.mql5.com/ru/users/c-4 |
//+------------------------------------------------------------------+
#property copyright "Copyright 2016, Vasiliy Sokolov."
#property link      "https://www.mql5.com/ru/users/c-4"
#include "Dictionary.mqh"
//+------------------------------------------------------------------+
//| B;>65==K9 >@45@.                                                |
//+------------------------------------------------------------------+
/*class CPendingOrder : public CObject
  {
public:
                     CPendingOrder(void) : Price(0.0){;}
   double            Price;        // &5=0 A@010BK20=8O
  };*/
//+------------------------------------------------------------------+
//| >4C;L B>@3>2>3> >:@C65=8O. 5B5:B8@C5B 53> 87<5=5=85            |
//| (:>;8G5AB2> 8AB>@8G5A:8/0:B82=KE >@45@>2 8 A45;>:). <5==> ?>    |
//| 87<5=5=8N B>@3>2>3> >:@C65=8O CStrategy >?@545;O5B AB0BCA A2>8E  |
//| B>@3>2KE >?5@0F89. 0==K9 :;0AA ?>72>;O5B 871560BL 2K7>20        |
//| A><=8B5;L=KE OnTrade 8 OnTradeTransaction.                       |
//+------------------------------------------------------------------+
class CTradeEnvironment
  {
private:

   CDictionary       m_pending_orders;
   int               m_last_deals_count;           // >A;54=55 70?><=5==>5 :>;8G5AB2> A45;>:
   int               m_last_pending_orders;        // >A;54=55 70?><=5==>5 :>;8G5AB2> >B;>65==KE >@45@>2
   int               m_last_historders_count;      // >A;54=55 70?><=5==>5 :>;8G5AB2> 8AB>@8G5A:8E >@45@>2
   bool              m_changed;                    // $;03 C:07K20NI89, GB> ?@>87>H;> 87<5=5=85 2 B>@3>2>< >:@C65=88
   ulong             m_last_change_time;           // @5<O ?>A;54=53> 87<5=5=8O B>@3>2>3> >:@C65=8O
   uint              m_last_access;                // @5<O ?>A;54=53> 4>ABC?0 : 8AB>@88 A45;>:.
   ulong             m_last_microseconds;          // @5<O ?>A;54=53> 87<5=5=8O 8AB>@88 2 <8:@>A5:C=40E A <><5=B0 70?CA:0 ?@>3@0<<K.
   bool              DetectPendingChanges();
   datetime          StartTimeTerminal(void);
public:
                     CTradeEnvironment(void);
   bool              ChangeEnvironment(void);
   void              RememberEnvironment(void);
   ulong             LastMicrosecondsState(void);
  };
//+------------------------------------------------------------------+
//| >=AB@C:B>@ ?>-C<>;G0=8N.                                        |
//+------------------------------------------------------------------+
CTradeEnvironment::CTradeEnvironment(void) : m_changed(true)
  {
  }
//+------------------------------------------------------------------+
//| >72@0I05B 8AB8=C, 5A;8 B>@3>2>5 >:@C65=85 87<5=8;>AL            |
//+------------------------------------------------------------------+
bool CTradeEnvironment::ChangeEnvironment(void)
  {
   if(m_changed)return true;
   datetime dt=D'2115.01.01';
   HistorySelect(0,dt);
   if(HistoryDealsTotal()!=m_last_deals_count)
     {
      m_changed=true;
     }
   return m_changed;
  }
//+------------------------------------------------------------------+
//| !>E@0=O5B B5:CI55 B>@3>2>5 A>AB>O=85                             |
//+------------------------------------------------------------------+
void CTradeEnvironment::RememberEnvironment(void)
  {
   HistorySelect(0,D'2115.01.01');
   m_last_deals_count=HistoryDealsTotal();
   m_changed=false;
   m_last_microseconds=GetMicrosecondCount();
  }
//+------------------------------------------------------------------+
//| >72@0I05B 2@5<O AB0@B0 B5@<8=0;0.                               |
//+------------------------------------------------------------------+
datetime CTradeEnvironment::StartTimeTerminal(void)
  {
   uint start_seconds=(uint)MathRound(GetMicrosecondCount()/1000000.0)+1;
   datetime time_begin=TimeCurrent()-start_seconds;
   return time_begin;
  }
//+------------------------------------------------------------------+
//| >72@0I05B 2@5<O ?>A;54=53> 87<5=5=8O B>@3>2>3> A>AB>O=8O        |
//| 2 <8:@>A5:C=40E A =0G0;0 @01>BK ?@>3@0<<K.                       |
//+------------------------------------------------------------------+
ulong CTradeEnvironment::LastMicrosecondsState(void)
  {
   return m_last_microseconds;
  }
//+------------------------------------------------------------------+