mql5/Experts/AnotherTriBible/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: from 1st of month N months back -> now
   int   UpdateFromMonthsBack(string pSymbol, ENUM_TIMEFRAMES pPeriod, int monthsBack);

   // --- 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);
   }

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


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

   // IMPORTANT: you said no series for this project:
   // index 0 = oldest, index BarCount-1 = newest.
   // So 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;
   }

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

   BarCount = copied;
   return copied;
}

//+------------------------------------------------------------------+
//| Convenience: from 1st of month N months back -> now               |
//+------------------------------------------------------------------+
int CBarsbydate::UpdateFromMonthsBack(string pSymbol, ENUM_TIMEFRAMES pPeriod, int monthsBack) {
   datetime toTime   = TimeCurrent();
   datetime fromTime = FirstOfPreviousMonths(toTime, monthsBack);
   return UpdateRange(pSymbol, pPeriod, fromTime, toTime);
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
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;
}
//+------------------------------------------------------------------+