Article-22714-Volatility-Modeling-Part-3/Include/slsqp_article/JAson.mqh

<EFBFBD><EFBFBD>//+------------------------------------------------------------------<EFBFBD>
//|                                                            JAson |
//|    This software is licensed under the MIT https://goo.gl/eyJgHe |
//+------------------------------------------------------------------+
#property copyright "Copyright <00> 2006-2017"
#property version "1.12"
#property strict

//------------------------------------------------------------------	enum enJAType
enum enJAType { jtUNDEF, jtNULL, jtBOOL, jtINT, jtDBL, jtSTR, jtARRAY, jtOBJ };

//------------------------------------------------------------------	class CJAVal
class CJAVal
{
public:
	virtual void Clear(enJAType jt=jtUNDEF, bool savekey=false) {
	    m_parent=NULL;
	    if (!savekey) m_key="";
	    m_type=jt;
	    m_bv=false;
	    m_iv=0;
	    m_dv=0;
	    m_prec=8;
	    m_sv="";
	    ArrayResize(m_e, 0, 100);
    }

	virtual bool Copy(const CJAVal &a) {
	    if (m_key == "") m_key=a.m_key;
	    CopyData(a);
	    return true;
    }

	virtual void CopyData(const CJAVal& a) {
	    m_type=a.m_type;
	    m_bv=a.m_bv;
	    m_iv=a.m_iv;
	    m_dv=a.m_dv;
	    m_prec=a.m_prec;
	    m_sv=a.m_sv;
	    CopyArr(a);
    }

	virtual void CopyArr(const CJAVal& a) {
	    int n=ArrayResize(m_e, ArraySize(a.m_e));
	    for (int i=0; i<n; i++) {
	        m_e[i]=a.m_e[i];
	        m_e[i].m_parent=GetPointer(this);
        }
    }

public:
	CJAVal m_e[];
	string m_key;
	string m_lkey;
	CJAVal* m_parent;
	enJAType m_type;
	bool m_bv;
	long m_iv;
	double m_dv; int m_prec;
	string m_sv;
	static int code_page;

public:
	CJAVal() {
	    Clear();
    }

	CJAVal(CJAVal* aparent, enJAType atype) {
	    Clear();
	    m_type=atype;
	    m_parent=aparent;
    }

	CJAVal(enJAType t, string a) {
	    Clear();
	    FromStr(t, a);
    }

	CJAVal(const int a) {
	    Clear();
	    m_type=jtINT;
	    m_iv=a;
	    m_dv=(double)m_iv;
	    m_sv=IntegerToString(m_iv);
	    m_bv=m_iv!=0;
    }

	CJAVal(const long a) {
	    Clear();
	    m_type=jtINT;
	    m_iv=a;
	    m_dv=(double)m_iv;
	    m_sv=IntegerToString(m_iv);
	    m_bv=m_iv!=0;
    }

	CJAVal(const double a, int aprec=-100) {
	    Clear();
	    m_type=jtDBL;
	    m_dv=a;
	    if (aprec>-100) m_prec=aprec;
	    m_iv=(long)m_dv;
	    m_sv=DoubleToString(m_dv, m_prec);
	    m_bv=m_iv!=0;
    }

	CJAVal(const bool a) {
	    Clear();
	    m_type=jtBOOL;
	    m_bv=a;
	    m_iv=m_bv;
	    m_dv=m_bv;
	    m_sv=IntegerToString(m_iv);
    }

	CJAVal(const CJAVal& a) {
	    Clear();
	    Copy(a);
    }

	~CJAVal() { Clear(); }

public:
	int Size() {
	    return ArraySize(m_e);
    }
	virtual bool IsNumeric() {
	    return m_type==jtDBL || m_type==jtINT;
    }
	virtual CJAVal* FindKey(string akey) {
	    for (int i=Size()-1; i>=0; --i)
	        if (m_e[i].m_key==akey) return GetPointer(m_e[i]);

        return NULL;
    }
	virtual CJAVal* HasKey(string akey, enJAType atype=jtUNDEF) {
	    CJAVal* e=FindKey(akey);

	    if (CheckPointer(e)!=POINTER_INVALID) {
	        if (atype==jtUNDEF || atype==e.m_type) return GetPointer(e);
        }

        return NULL;
    }
	virtual CJAVal* operator[](string akey);
	virtual CJAVal* operator[](int i);
	void operator=(const CJAVal &a) {
	    Copy(a);
	}
	void operator=(const int a) {
	    m_type=jtINT;
	    m_iv=a;
	    m_dv=(double)m_iv;
	    m_bv=m_iv!=0;
    }
	void operator=(const long a) {
	    m_type=jtINT;
	    m_iv=a;
	    m_dv=(double)m_iv;
	    m_bv=m_iv!=0;
    }
	void operator=(const double a) {
	    m_type=jtDBL;
	    m_dv=a;
	    m_iv=(long)m_dv;
	    m_bv=m_iv!=0;
    }
	void operator=(const bool a) {
	    m_type=jtBOOL;
	    m_bv=a;
	    m_iv=(long)m_bv;
	    m_dv=(double)m_bv;
    }
	void operator=(string a) {
	    m_type= (a!=NULL) ? jtSTR : jtNULL;
	    m_sv=a;
	    m_iv=StringToInteger(m_sv);
	    m_dv=StringToDouble(m_sv);
	    m_bv=a!=NULL;
    }

	bool operator==(const int a) {return m_iv==a; }
	bool operator==(const long a) { return m_iv==a; }
	bool operator==(const double a) { return m_dv==a; }
	bool operator==(const bool a) { return m_bv==a; }
	bool operator==(string a) { return m_sv==a; }

	bool operator!=(const int a) { return m_iv!=a; }
	bool operator!=(const long a) { return m_iv!=a; }
	bool operator!=(const double a) { return m_dv!=a; }
	bool operator!=(const bool a) { return m_bv!=a; }
	bool operator!=(string a) { return m_sv!=a; }

	long ToInt() const { return m_iv; }
	double ToDbl() const { return m_dv; }
	bool ToBool() const { return m_bv; }
	string ToStr() { return m_sv; }

	virtual void FromStr(enJAType t, string a)
	{
		m_type=t;
		switch (m_type) {
            case jtBOOL: m_bv=(StringToInteger(a)!=0); m_iv=(long)m_bv; m_dv=(double)m_bv; m_sv=a; break;
            case jtINT: m_iv=StringToInteger(a); m_dv=(double)m_iv; m_sv=a; m_bv=m_iv!=0; break;
            case jtDBL: m_dv=StringToDouble(a); m_iv=(long)m_dv; m_sv=a; m_bv=m_iv!=0; break;
            case jtSTR: m_sv=Unescape(a); m_type=(m_sv!=NULL)?jtSTR:jtNULL; m_iv=StringToInteger(m_sv); m_dv=StringToDouble(m_sv); m_bv=m_sv!=NULL; break;
		}
	}
	virtual string GetStr(char& js[], int i, int slen) {
	    if (slen==0) return "";

	    char cc[];
	    ArrayCopy(cc, js, 0, i, slen);

	    return CharArrayToString(cc, 0, WHOLE_ARRAY, CJAVal::code_page);
    }

	virtual void Set(const CJAVal& a) {
	    if (m_type==jtUNDEF) m_type=jtOBJ; CopyData(a);
    }
	virtual void Set(const CJAVal& list[]) {
        if (m_type==jtUNDEF) m_type=jtARRAY;
        int n=ArrayResize(m_e, ArraySize(list), 100);
        for (int i=0; i<n; ++i) {
            m_e[i]=list[i];
            m_e[i].m_parent=GetPointer(this);
        }
    }
	virtual CJAVal* Add(const CJAVal& item) {  // adding
	    if (m_type==jtUNDEF) m_type=jtARRAY;
	    /*ASSERT(m_type==jtOBJ || m_type==jtARRAY);*/
	    return AddBase(item);
    }
	virtual CJAVal* Add(const int a) {
	    CJAVal item(a);
	    return Add(item);
    }
	virtual CJAVal* Add(const long a) {
	    CJAVal item(a);
	    return Add(item);
    }
	virtual CJAVal* Add(const double a, int aprec=-2) {
	    CJAVal item(a, aprec);
	    return Add(item);
    }
	virtual CJAVal* Add(const bool a) {
	    CJAVal item(a);
	    return Add(item);
    }
	virtual CJAVal* Add(string a) {
	    CJAVal item(jtSTR, a);
	    return Add(item);
    }
	virtual CJAVal* AddBase(const CJAVal &item) {  // adding
	    int c=Size();
	    ArrayResize(m_e, c+1, 100);
	    m_e[c]=item;
	    m_e[c].m_parent=GetPointer(this);
	    return GetPointer(m_e[c]);
    }
	virtual CJAVal* New() {  // adding
	    if (m_type==jtUNDEF) m_type=jtARRAY;
	    /*ASSERT(m_type==jtOBJ || m_type==jtARRAY);*/
	    return NewBase();
    }
	virtual CJAVal* NewBase() {  // adding
	    int c=Size(); ArrayResize(m_e, c+1, 100); return GetPointer(m_e[c]);
    }

	virtual string Escape(string a);
	virtual string Unescape(string a);
public:
	virtual void Serialize(string &js, bool bf=false, bool bcoma=false);
	virtual string Serialize() {
	    string js;
	    Serialize(js);
	    return js;
    }
	virtual bool Deserialize(char& js[], int slen, int &i);
	virtual bool ExtrStr(char& js[], int slen, int &i);
	virtual bool Deserialize(string js, int acp=CP_ACP) {
	    int i=0;
	    Clear();
	    CJAVal::code_page=acp;
	    char arr[];
	    int slen=StringToCharArray(js, arr, 0, WHOLE_ARRAY, CJAVal::code_page);
	    return Deserialize(arr, slen, i);
    }
	virtual bool Deserialize(char& js[], int acp=CP_ACP) {
	    int i=0;
	    Clear();
	    CJAVal::code_page=acp;
	    return Deserialize(js, ArraySize(js), i);
    }
};

int CJAVal::code_page=CP_ACP;

//------------------------------------------------------------------	operator[]
CJAVal* CJAVal::operator[](string akey) {
    if (m_type==jtUNDEF) m_type=jtOBJ;
    CJAVal* v=FindKey(akey);
    if (v) return v;

    CJAVal b(GetPointer(this), jtUNDEF);
    b.m_key=akey;
    v=Add(b);
    return v;
}

//------------------------------------------------------------------	operator[]
CJAVal* CJAVal::operator[](int i)
{
	if (m_type==jtUNDEF) m_type=jtARRAY;
	while (i>=Size()) {
	    CJAVal b(GetPointer(this), jtUNDEF);

	    if (CheckPointer(Add(b)) == POINTER_INVALID) return NULL;
    }
	return GetPointer(m_e[i]);
}

//------------------------------------------------------------------	Serialize
void CJAVal::Serialize(string& js, bool bkey/*=false*/, bool coma/*=false*/)
{
	if (m_type==jtUNDEF) return;
	if (coma) js+=",";
	if (bkey) js+=StringFormat("\"%s\":", m_key);
	int _n=Size();
	switch (m_type)
	{
	case jtNULL: js+="null"; break;
	case jtBOOL: js+=(m_bv?"true":"false"); break;
	case jtINT: js+=IntegerToString(m_iv); break;
	case jtDBL: js+=DoubleToString(m_dv, m_prec); break;
	case jtSTR: { string ss=Escape(m_sv); if (StringLen(ss)>0) js+=StringFormat("\"%s\"", ss); else js+="null"; } break;
	case jtARRAY: js+="["; for (int i=0; i<_n; i++) m_e[i].Serialize(js, false, i>0); js+="]"; break;
	case jtOBJ: js+="{"; for (int i=0; i<_n; i++) m_e[i].Serialize(js, true, i>0); js+="}"; break;
	}
}

//------------------------------------------------------------------	Deserialize
bool CJAVal::Deserialize(char& js[], int slen, int &i)
{
	string num="0123456789+-.eE";
	int i0=i;
	for (; i<slen; i++)
	{
		char c=js[i]; if (c==0) break;
		switch (c)
		{
		case '\t': case '\r': case '\n': case ' ':  // miss spaces from name
			i0=i+1; break;

		case '[':  // the beginning of the array. create objects and take them from js
		{
			i0=i+1;
			if (m_type!=jtUNDEF) { #ifdef DEBUG Print(m_key+" "+string(__LINE__));#endif return false; }  // if value already has type, then this is an error
			m_type=jtARRAY;  // set the value type
			i++; CJAVal val(GetPointer(this), jtUNDEF);
			while (val.Deserialize(js, slen, i))
			{
				if (val.m_type!=jtUNDEF) Add(val);
				if (val.m_type==jtINT || val.m_type==jtDBL || val.m_type==jtARRAY) i++;
				val.Clear(); val.m_parent=GetPointer(this);
				if (js[i]==']') break;
				i++; if (i>=slen) { #ifdef DEBUG Print(m_key+" "+string(__LINE__));#endif return false; }
			}
			return js[i]==']' || js[i]==0;
		}
		break;
		case ']': if (!m_parent) return false; return m_parent.m_type==jtARRAY;  // end of array, current value must be an array

		case ':':
		{
			if (m_lkey=="") { #ifdef DEBUG Print(m_key+" "+string(__LINE__));#endif return false; }
			CJAVal val(GetPointer(this), jtUNDEF);
			CJAVal *oc=Add(val);  // object type not yet defined
			oc.m_key=m_lkey; m_lkey="";  // set name of key
			i++; if (!oc.Deserialize(js, slen, i)) { #ifdef DEBUG Print(m_key+" "+string(__LINE__));#endif return false; }
			break;
		}
		case ',':  // delimiter // the value type must already be defined
			i0=i+1;
			if (!m_parent && m_type!=jtOBJ) { #ifdef DEBUG Print(m_key+" "+string(__LINE__));#endif return false; }
			else if (m_parent)
			{
				if (m_parent.m_type!=jtARRAY && m_parent.m_type!=jtOBJ) { #ifdef DEBUG Print(m_key+" "+string(__LINE__));#endif return false; }
				if (m_parent.m_type==jtARRAY && m_type==jtUNDEF) return true;
			}
			break;

			// primitives can ONLY be in an array / or on their own
		case '{':  // beginning of the object. Create an object and fetch it from js
			i0=i+1;
			if (m_type!=jtUNDEF) { #ifdef DEBUG Print(m_key+" "+string(__LINE__));#endif return false; }  // type error
			m_type=jtOBJ;  // set the value type
			i++; if (!Deserialize(js, slen, i)) { #ifdef DEBUG Print(m_key+" "+string(__LINE__));#endif return false; }  // pull it out
			if (i>=slen) return false;
			return js[i]=='}' || js[i]==0;
			break;
		case '}': return m_type==jtOBJ;  // end of object, current value must be object

		case 't': case 'T':  // beginning of true
		case 'f': case 'F':  // beginning of false
			if (m_type!=jtUNDEF) { #ifdef DEBUG Print(m_key+" "+string(__LINE__));#endif return false; }  // type error
			m_type=jtBOOL;  // set the value type
			if (i+3<slen) { if (StringCompare(GetStr(js, i, 4), "true", false)==0) { m_bv=true; i+=3; return true; } }
			if (i+4<slen) { if (StringCompare(GetStr(js, i, 5), "false", false)==0) { m_bv=false; i+=4; return true; } }
			#ifdef DEBUG Print(m_key+" "+string(__LINE__));#endif return false;  // wrong type or end of line
			break;
		case 'n': case 'N':  // beginning of null
			if (m_type!=jtUNDEF) { #ifdef DEBUG Print(m_key+" "+string(__LINE__));#endif return false; }  // type error
			m_type=jtNULL;  // set the value type
			if (i+3<slen) if (StringCompare(GetStr(js, i, 4), "null", false)==0) { i+=3; return true; }
			#ifdef DEBUG Print(m_key+" "+string(__LINE__));#endif return false;  // not NULL or end of line
			break;

		case '0': case '1': case '2': case '3': case '4': case '5': case '6': case '7': case '8': case '9': case '-': case '+': case '.':  // beginning of number
		{
			if (m_type!=jtUNDEF) { #ifdef DEBUG Print(m_key+" "+string(__LINE__));#endif return false; }  // type error
			bool dbl=false;  // set the value type
			int is=i; while (js[i]!=0 && i<slen) { i++; if (StringFind(num, GetStr(js, i, 1))<0) break; if (!dbl) dbl=(js[i]=='.' || js[i]=='e' || js[i]=='E'); }
			m_sv=GetStr(js, is, i-is);
			if (dbl) { m_type=jtDBL; m_dv=StringToDouble(m_sv); m_iv=(long)m_dv; m_bv=m_iv!=0; }
			else { m_type=jtINT; m_iv=StringToInteger(m_sv); m_dv=(double)m_iv; m_bv=m_iv!=0; }  // clarified the value type
			i--; return true;  // moved 1 character back and exited
			break;
		}
		case '\"':  // start or end of line
			if (m_type==jtOBJ)  // if the type has not yet been defined and the key has not been set
			{
				i++; int is=i; if (!ExtrStr(js, slen, i)) { #ifdef DEBUG Print(m_key+" "+string(__LINE__));#endif return false; }  // this is the key, go to the end of the line
				m_lkey=GetStr(js, is, i-is);
			}
			else
			{
				if (m_type!=jtUNDEF) { #ifdef DEBUG Print(m_key+" "+string(__LINE__));#endif return false; }  // type error
				m_type=jtSTR;  // set the value type
				i++; int is=i;
				if (!ExtrStr(js, slen, i)) { #ifdef DEBUG Print(m_key+" "+string(__LINE__));#endif return false; }
				FromStr(jtSTR, GetStr(js, is, i-is));
				return true;
			}
			break;
		}
	}
	return true;
}

//------------------------------------------------------------------	ExtrStr
bool CJAVal::ExtrStr(char& js[], int slen, int &i)
{
	for (; js[i]!=0 && i<slen; i++)
	{
		char c=js[i];
		if (c=='\"') break;  // end of line
		if (c=='\\' && i+1<slen)
		{
			i++; c=js[i];
			switch (c)
			{
			case '/': case '\\': case '\"': case 'b': case 'f': case 'r': case 'n': case 't': break;  // it is allowed
			case 'u': // \uXXXX
			{
				i++;
				for (int j=0; j<4 && i<slen && js[i]!=0; j++, i++)
				{
					if (!((js[i]>='0' && js[i]<='9') || (js[i]>='A' && js[i]<='F') || (js[i]>='a' && js[i]<='f'))) { Print(m_key+" "+CharToString(js[i])+" "+string(__LINE__)); return false; } // not hex
				}
				i--;
				break;
			}
			default: break; /*{ return false; } // not allowed escaped character */
			}
		}
	}
	return true;
}

//------------------------------------------------------------------	Escape
string CJAVal::Escape(string a)
{
	ushort as[], s[]; int n=StringToShortArray(a, as); if (ArrayResize(s, 2*n)!=2*n) return NULL;
	int j=0;
	for (int i=0; i<n; i++)
	{
		switch (as[i])
		{
		case '\\': s[j]='\\'; j++; s[j]='\\'; j++; break;
		case '"': s[j]='\\'; j++; s[j]='"'; j++; break;
		case '/': s[j]='\\'; j++; s[j]='/'; j++; break;
		case 8: s[j]='\\'; j++; s[j]='b'; j++; break;
		case 12: s[j]='\\'; j++; s[j]='f'; j++; break;
		case '\n': s[j]='\\'; j++; s[j]='n'; j++; break;
		case '\r': s[j]='\\'; j++; s[j]='r'; j++; break;
		case '\t': s[j]='\\'; j++; s[j]='t'; j++; break;
		default: s[j]=as[i]; j++; break;
		}
	}
	a=ShortArrayToString(s, 0, j);
	return a;
}

//------------------------------------------------------------------	Unescape
string CJAVal::Unescape(string a)
{
	ushort as[], s[]; int n=StringToShortArray(a, as); if (ArrayResize(s, n)!=n) return NULL;
	int j=0, i=0;
	while (i<n)
	{
		ushort c=as[i];
		if (c=='\\' && i<n-1)
		{
			switch (as[i+1])
			{
			case '\\': c='\\'; i++; break;
			case '"': c='"'; i++; break;
			case '/': c='/'; i++; break;
			case 'b': c=8; /*08='\b'*/; i++; break;
			case 'f': c=12;/*0c=\f*/ i++; break;
			case 'n': c='\n'; i++; break;
			case 'r': c='\r'; i++; break;
			case 't': c='\t'; i++; break;
			case 'u': // \uXXXX
			{
				i+=2; ushort k=0;
				for (int jj=0; jj<4 && i<n; jj++, i++)
				{
					c=as[i]; ushort h=0;
					if (c>='0' && c<='9') h=c-'0';
					else if (c>='A' && c<='F') h=c-'A'+10;
					else if (c>='a' && c<='f') h=c-'a'+10;
					else break; // not hex
					k+=h*(ushort)pow(16, (3-jj));
				}
				i--;
				c=k;
				break;
			}
			}
		}
		s[j]=c; j++; i++;
	}
	a=ShortArrayToString(s, 0, j);
	return a;
}