mql5/Experts/Motivated/Utils/Barsbydate.mqh

//+------------------------------------------------------------------+
//|                                                   CBarsbydate.mqh |
//|                                Based on Price.mqh (Andrew Young) |
//+------------------------------------------------------------------+
#property strict

#property copyright "Andrew Young"
#property link      "http://www.expertadvisorbook.com"

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
class CBarsbydate
  {
private:
   int               BarCount;
   string            symbol;

public:
   MqlRates          bar[];

                     CBarsbydate(void);

   // --- Range loading ---
   // Loads bars from [fromTime .. toTime] inclusive-ish (broker availability rules apply)
   int               UpdateRange(string pSymbol, ENUM_TIMEFRAMES pPeriod, datetime fromTime, datetime toTime);

   // Convenience:
   // useMonths=true  -> monthsCount means months back
   // useMonths=false -> monthsCount means candle count
   int               UpdateFromMonthsBack(string pSymbol, ENUM_TIMEFRAMES pPeriod, int monthsCount, bool useMonths = true);

   // --- Accessors ---
   double            Close(int pShift);
   double            High(int pShift);
   double            Low(int pShift);
   double            Open(int pShift);
   datetime          Time(int pShift);
   long              TickVolume(int pShift);
   long              Volume(int pShift);

   // --- Extract arrays ---
   void              GetCloses(double &closes[]);
   void              GetOpens(double &opens[]);
   void              GetHighs(double &highs[]);
   void              GetLows(double &lows[]);
   void              GetTimes(datetime &times[]);
   void              GetVolumes(long &volumes[]);

   int               GetBarCount();
   int               IndexByTime(datetime t);
   double            Point();

   int               Size()
     {
      return ArraySize(bar);
     }

   bool              UpdateLastBar(const MqlRates &rate);
   bool              AppendBar(const MqlRates &rate);

private:
   datetime          FirstOfPreviousMonths(datetime currentTime, int monthsBack);
  };

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
CBarsbydate::CBarsbydate(void)
  {
   BarCount = 0;

// IMPORTANT:
// index 0 = oldest, index BarCount - 1 = newest.
// DO NOT ArraySetAsSeries(bar, true).
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
datetime CBarsbydate::FirstOfPreviousMonths(datetime currentTime, int monthsBack)
  {
   MqlDateTime dt;
   TimeToStruct(currentTime, dt);

   dt.mon -= monthsBack;
   while(dt.mon <= 0)
     {
      dt.mon += 12;
      dt.year--;
     }

   dt.day  = 1;
   dt.hour = 0;
   dt.min  = 0;
   dt.sec  = 0;

   return StructToTime(dt);
  }

//+------------------------------------------------------------------+
//| Load bars by time range                                          |
//| bar[0] oldest, bar[count-1] newest                               |
//+------------------------------------------------------------------+
int CBarsbydate::UpdateRange(string pSymbol, ENUM_TIMEFRAMES pPeriod, datetime fromTime, datetime toTime)
  {
   ArrayResize(bar, 0);
   BarCount = 0;
   symbol = pSymbol;

   if(fromTime <= 0 || toTime <= 0 || toTime <= fromTime)
     {
      Print("CBarsbydate::UpdateRange invalid times. from=", TimeToString(fromTime),
            " to=", TimeToString(toTime));
      return 0;
     }

   MqlRates temp[];
   ArraySetAsSeries(temp, false);

   int copied = CopyRates(pSymbol, pPeriod, fromTime, toTime, temp);
   if(copied <= 0)
     {
      Print("CBarsbydate::UpdateRange CopyRates failed. err=", GetLastError(),
            " from=", TimeToString(fromTime), " to=", TimeToString(toTime));
      return 0;
     }

   ArrayResize(bar, copied);
   for(int i = 0; i < copied; i++)
      bar[i] = temp[i];

   BarCount = copied;
   return copied;
  }

//+------------------------------------------------------------------+
//| Convenience:                                                     |
//| useMonths=true  -> monthsCount means months back                 |
//| useMonths=false -> monthsCount means candle count                |
//+------------------------------------------------------------------+
int CBarsbydate::UpdateFromMonthsBack(string pSymbol, ENUM_TIMEFRAMES pPeriod, int monthsCount, bool useMonths = true)
  {
   symbol = pSymbol;

   if(monthsCount <= 0)
     {
      Print("CBarsbydate::UpdateFromMonthsBack invalid monthsCount=", monthsCount);
      ArrayResize(bar, 0);
      BarCount = 0;
      return 0;
     }

   ArrayResize(bar, 0);
   BarCount = 0;

   if(useMonths)
     {
      datetime toTime   = TimeCurrent();
      datetime fromTime = FirstOfPreviousMonths(toTime, monthsCount);
      return UpdateRange(pSymbol, pPeriod, fromTime, toTime);
     }

   MqlRates temp[];
   ArraySetAsSeries(temp, false);

   int copied = CopyRates(pSymbol, pPeriod, 0, monthsCount, temp);
   if(copied <= 0)
     {
      Print("CBarsbydate::UpdateFromMonthsBack CopyRates by count failed. err=", GetLastError(),
            " count=", monthsCount);
      return 0;
     }

   ArrayResize(bar, copied);
   for(int i = 0; i < copied; i++)
      bar[i] = temp[i];

   BarCount = copied;
   return copied;
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double CBarsbydate::Point()
  {
   return SymbolInfoDouble(symbol, SYMBOL_POINT);
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int CBarsbydate::GetBarCount(void)
  {
   return BarCount;
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double CBarsbydate::Close(int pShift)
  {
   if(pShift < 0 || pShift >= BarCount)
      return 0.0;
   return bar[pShift].close;
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double CBarsbydate::High(int pShift)
  {
   if(pShift < 0 || pShift >= BarCount)
      return 0.0;
   return bar[pShift].high;
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double CBarsbydate::Low(int pShift)
  {
   if(pShift < 0 || pShift >= BarCount)
      return 0.0;
   return bar[pShift].low;
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double CBarsbydate::Open(int pShift)
  {
   if(pShift < 0 || pShift >= BarCount)
      return 0.0;
   return bar[pShift].open;
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
datetime CBarsbydate::Time(int pShift)
  {
   if(pShift < 0 || pShift >= BarCount)
      return 0;
   return bar[pShift].time;
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
long CBarsbydate::TickVolume(int pShift)
  {
   if(pShift < 0 || pShift >= BarCount)
      return 0;
   return bar[pShift].tick_volume;
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
long CBarsbydate::Volume(int pShift)
  {
   if(pShift < 0 || pShift >= BarCount)
      return 0;
   return bar[pShift].real_volume;
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CBarsbydate::GetCloses(double &closes[])
  {
   ArrayResize(closes, BarCount);
   for(int i = 0; i < BarCount; i++)
      closes[i] = bar[i].close;
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CBarsbydate::GetOpens(double &opens[])
  {
   ArrayResize(opens, BarCount);
   for(int i = 0; i < BarCount; i++)
      opens[i] = bar[i].open;
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CBarsbydate::GetHighs(double &highs[])
  {
   ArrayResize(highs, BarCount);
   for(int i = 0; i < BarCount; i++)
      highs[i] = bar[i].high;
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CBarsbydate::GetLows(double &lows[])
  {
   ArrayResize(lows, BarCount);
   for(int i = 0; i < BarCount; i++)
      lows[i] = bar[i].low;
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CBarsbydate::GetTimes(datetime &times[])
  {
   ArrayResize(times, BarCount);
   for(int i = 0; i < BarCount; i++)
      times[i] = bar[i].time;
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CBarsbydate::GetVolumes(long &volumes[])
  {
   ArrayResize(volumes, BarCount);
   for(int i = 0; i < BarCount; i++)
      volumes[i] = bar[i].tick_volume;
  }

//+------------------------------------------------------------------+
//| Index by exact time match                                        |
//| Returns index in bar[] (0 oldest) or -1                          |
//+------------------------------------------------------------------+
int CBarsbydate::IndexByTime(datetime t)
  {
   if(t == 0 || BarCount == 0)
      return -1;

   for(int i = 0; i < BarCount; i++)
     {
      if(bar[i].time == t)
         return i;
     }

   return -1;
  }

//+------------------------------------------------------------------+
//| Replace current newest bar if time matches                       |
//+------------------------------------------------------------------+
bool CBarsbydate::UpdateLastBar(const MqlRates &rate)
  {
   if(BarCount <= 0)
      return false;

   int last = BarCount - 1;

   if(bar[last].time != rate.time)
      return false;

   bar[last] = rate;
   return true;
  }

//+------------------------------------------------------------------+
//| Append a newer bar                                               |
//+------------------------------------------------------------------+
bool CBarsbydate::AppendBar(const MqlRates &rate)
  {
   if(BarCount > 0)
     {
      int last = BarCount - 1;

      if(rate.time < bar[last].time)
         return false;

      if(rate.time == bar[last].time)
        {
         bar[last] = rate;
         return true;
        }
     }

   int newSize = BarCount + 1;
   int resized = ArrayResize(bar, newSize);
   if(resized != newSize)
      return false;

   bar[newSize - 1] = rate;
   BarCount = newSize;
   return true;
  }
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+