mql5/Experts/_Architecture/Market/BarSeries.mqh

//+------------------------------------------------------------------+
//|                                                    BarSeries.mqh |
//|                                  Copyright 2025, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, MetaQuotes Ltd."
#property link      "https://www.mql5.com"
#property version   "1.10"

class BarSeries
{
private:
   string            m_symbol;
   ENUM_TIMEFRAMES   m_tf;
   MqlRates          m_bars[];
   int               m_barsCount;
   datetime          m_lastBarOpen;
   bool              m_initialized;
   bool              m_asSeries;            // true = index 0 is the most recent bar

public:
   BarSeries() : m_symbol(""), m_tf(PERIOD_CURRENT), m_barsCount(0),
                 m_lastBarOpen(0), m_initialized(false), m_asSeries(true) {}
   ~BarSeries() {}

   bool Initialize(string symbol, ENUM_TIMEFRAMES tf, int initialBars, bool asSeries = true);
   bool Update(int barsCount = 3);

   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);

   const MqlRates    operator[](int index) const { return m_bars[index]; }
   int               Size() const { return m_barsCount; }
   datetime          LastBarOpen() const { return m_lastBarOpen; }
};

//+------------------------------------------------------------------+
//| Initialize                                                        |
//+------------------------------------------------------------------+
bool BarSeries::Initialize(string symbol, ENUM_TIMEFRAMES tf,
                           int initialBars, bool asSeries)
{
   m_symbol   = symbol;
   m_tf       = tf;
   m_asSeries = asSeries;

   // Reset state
   m_initialized = false;
   m_barsCount   = 0;
   m_lastBarOpen = 0;
   ArrayFree(m_bars);

   if(initialBars <= 0)
      return false;

   // Resize and set the series flag BEFORE copying so that CopyRates
   // fills the array in the desired direction.
   ArrayResize(m_bars, initialBars);
   ArraySetAsSeries(m_bars, m_asSeries);

   int copied = CopyRates(m_symbol, m_tf, 0, initialBars, m_bars);
   if(copied <= 0)
   {
      ArrayFree(m_bars);
      return false;
   }

   m_barsCount = copied;

   // With the series flag set, the latest bar is always at index 0
   // if m_asSeries == true, otherwise at index copied-1.
   m_lastBarOpen = (m_asSeries) ? m_bars[0].time : m_bars[copied-1].time;

   m_initialized = true;
   return true;
}

//+------------------------------------------------------------------+
//| Update – refresh with the most recent barsCount candles           |
//+------------------------------------------------------------------+
bool BarSeries::Update(int barsCount = 3)
{
   if(!m_initialized)
      return false;

   if(barsCount <= 0)
      return false;

   // Temporary array with the same series direction as m_bars
   MqlRates rates[];
   ArrayResize(rates, barsCount);
   ArraySetAsSeries(rates, m_asSeries);

   int copied = CopyRates(m_symbol, m_tf, 0, barsCount, rates);
   if(copied != barsCount)
      return false;

   // Identify the latest bar time in the freshly copied data
   datetime newLastBarOpen = (m_asSeries) ? rates[0].time : rates[copied-1].time;

   // If the latest bar hasn't changed, no new bar has formed
   if(newLastBarOpen == m_lastBarOpen)
      return false;

   // Replace internal buffer, preserving series flag
   ArrayFree(m_bars);
   ArrayResize(m_bars, copied);
   ArraySetAsSeries(m_bars, m_asSeries);

   // Copy element by element – safest with series flags
   for(int i = 0; i < copied; i++)
      m_bars[i] = rates[i];

   m_barsCount   = copied;
   m_lastBarOpen = newLastBarOpen;
   return true;
}

//+------------------------------------------------------------------+
//| Accessor helpers                                                  |
//+------------------------------------------------------------------+
double BarSeries::Close(int pShift)
{
   if(pShift < 0 || pShift >= m_barsCount) return 0.0;
   return m_bars[pShift].close;
}

double BarSeries::High(int pShift)
{
   if(pShift < 0 || pShift >= m_barsCount) return 0.0;
   return m_bars[pShift].high;
}

double BarSeries::Low(int pShift)
{
   if(pShift < 0 || pShift >= m_barsCount) return 0.0;
   return m_bars[pShift].low;
}

double BarSeries::Open(int pShift)
{
   if(pShift < 0 || pShift >= m_barsCount) return 0.0;
   return m_bars[pShift].open;
}

datetime BarSeries::Time(int pShift)
{
   if(pShift < 0 || pShift >= m_barsCount) return 0;
   return m_bars[pShift].time;
}

long BarSeries::TickVolume(int pShift)
{
   if(pShift < 0 || pShift >= m_barsCount) return 0;
   return m_bars[pShift].tick_volume;
}

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