Merge branch 'v3.009-dev-new' of https://github.com/EA31337/EA31337-c…

…lasses into v3.009-dev-new--get-lowest-highest-checks

.github/workflows/test-storage.yml

@@ -40,6 +40,7 @@ jobs:
           - Collection.test
           - Database.test
           - DateTime.test
+          - Instances.test
           - ItemsHistory.test
           - Object.test
           - Redis.test

.github/workflows/test-strategy.yml

@@ -0,0 +1,73 @@
+---
+name: Test Strategy
+
+env:
+  TEST_PATH: Strategy/tests
+  TEST_SKIP: ${{ secrets.MT5_LOGIN == '' }}
+
+# yamllint disable-line rule:truthy
+on:
+  pull_request:
+    paths:
+      - .github/workflows/test-strategy.yml
+      - Strategy/**
+  push:
+    paths:
+      - .github/workflows/test-strategy.yml
+      - Strategy/**
+
+jobs:
+
+  compile:
+    name: Compile
+    uses: ./.github/workflows/compile-mql.yml
+    with:
+      artifact_prefix: mt
+      path: Strategy/tests
+      skip_cleanup: true
+
+  test:
+    defaults:
+      run:
+        shell: bash
+        working-directory: ${{ env.TEST_PATH }}
+    name: Test
+    needs: compile
+    runs-on: ubuntu-latest
+    strategy:
+      matrix:
+        test:
+          - Strategy.test
+          - Strategy-RSI.test
+        version: [5]
+      max-parallel: 4
+    steps:
+      - uses: actions/download-artifact@v4
+        with:
+          name: files-ex${{ matrix.version }}
+      - name: List compiled files
+        run: find . -name '*.ex?' -type f -print
+      - if: ${{ env.TEST_SKIP != true && env.TEST_SKIP != 'true' }}
+        name: Run ${{ matrix.test }}
+        uses: fx31337/mql-tester-action@master
+        with:
+          Login: ${{ secrets.MT5_LOGIN }}
+          Password: ${{ secrets.MT5_PASSWORD }}
+          Server: MetaQuotes-Demo
+          TestDeposit: 2000
+          TestExpert: ${{ matrix.test }}
+          TestFromDate: ${{ matrix.year }}.01.01
+          TestPeriod: M1
+          TestSymbol: EURUSD
+          TestToDate: ${{ matrix.year }}.01.14
+          # yamllint disable-line rule:line-length
+          UrlExpert: file://${{ github.workspace }}/${{ env.TEST_PATH }}/${{ matrix.test }}.ex${{ matrix.version }}
+          Version: 5
+      - if: ${{ failure() && runner.debug == '1' }}
+        uses: mxschmitt/action-tmate@v3
+    timeout-minutes: 20
+
+  cleanup:
+    name: Clean-up
+    needs: [compile]
+    uses: ./.github/workflows/cleanup.yml

.github/workflows/test.yml

@@ -46,8 +46,6 @@ jobs:
           - EATest
           - MailTest
           - MarketTest
-          - StrategyTest
-          - StrategyTest-RSI
           - SummaryReportTest
           - TradeTest
         version: [5]

.vscode/settings.json

@@ -1,6 +1,8 @@
 {
     "files.associations": {
-        "indicatorcandle.h": "c",
-        "*.mqh": "c"
+        "*.h": "cpp",
+        "*.mq4": "cpp",
+        "*.mq5": "cpp",
+        "*.mqh": "cpp"
     }
 }

CONTRIBUTING.md

@@ -26,24 +26,44 @@ We use a `clang-format` code formatter tool to format the code
 
 For example, to format file inplace, run:
 
-    clang-format -i File.mqh
+    clang-format -i File.h
 
 ### Syntax
 
 To improve code compatibility, please use the following syntax:
 
-| MQL               | C++                     | Syntax to use              |
-|:------------------|:------------------------|:---------------------------|
-| `&this`           | `this`                  | `THIS_PTR`                 |
-| `GetPointer(obj)` | `*obj`                  | `GET_PTR(obj)`             |
-| `T name[]`        | `_cpp_array<T> name`    | `ARRAY(T, name)`           |
-| `T<A, B> N[]`     | `_cpp_array<T<A, B>> N` | `ARRAY(T<A, B>, N)`        |
-| `long`            | `long long`             | `int64`                    |
-| `obj.Method()`    | `obj->Method()`         | `obj PTR_DEREF Method()`   |
-| `obj.Ptr().a`     | `obj.Ptr()->a`          | `obj REF_DEREF a`          |
-| `obj.a1.a2`       | `obj->a1->a2`           | `PTR_ATTRIB2(obj, a1, a2)` |
-| `obj.attr`        | `obj->attr`             | `PTR_ATTRIB(obj, attr)`    |
-| `str == NULL`     | `str == NULL`           | `IsNull(str)`              |
+| MQL                | C++                      | Syntax to use              |
+|:-------------------|:-------------------------|:---------------------------|
+| `&this`            | `this`                   | `THIS_PTR`                 |
+| `this`             | `*this`                  | `THIS_REF`                 |
+| `GetPointer(obj)`  | `&obj`                   | `GET_PTR(obj)`             |
+| `T name[]`         | `std::vector<T> name`    | `ARRAY(T, name)`           |
+| `T name[5]`        | `T name[5]`              | `FIXED_ARRAY(T, name, 5)`  |
+| `X f(T[] v)`      ⁵| `X f(T(&n)[5])`          | `FIXED_ARRAY_REF(T, n, 5)` |
+| `T<A, B> name[]`   | `vector<T<A, B>> name`   | `ARRAY(T<A, B>, N)`        |
+| `long`             | `long long`              | `int64`                    |
+| `unsigned long`    | `unsigned long long`     | `uint64`                   |
+| `obj.Method()`    ¹| `obj->Method()`          | `obj PTR_DEREF Method()`   |
+| `obj.Ptr().a`     ³| `obj.Ptr()->a`           | `obj REF_DEREF a`          |
+| `obj.a1.a2`       ¹| `obj->a1->a2`            | `PTR_ATTRIB2(obj, a1, a2)` |
+| `obj.attr`        ¹| `obj->attr`              | `PTR_ATTRIB(obj, attr)`    |
+| `str == NULL`      | `str == NULL`            | `IsNull(str)`              |
+| `foo((Ba&)obj)`   ²| `foo(*obj)`              | `foo(PTR_TO_REF(obj))`     |
+| `foo((Ba*)obj)`   ¹| `foo(&obj)`              | `foo(REF_TO_PTR(obj))`     |
+| `void* N`         ⁴| `void*& N[]`             | `VOID_DATA(N)`             |
+| `int foo`         ⁵| `const int foo`          | `CONST_CPP int foo`        |
+| `int foo(int v)`  ⁵| `int foo(int& v)`        | `int foo(int REF_CPP v)`   |
+| `X foo()`         ⁵| `X& foo()`               | `X REF_CPP foo()`          |
+| `obj == NULL`     ¹| `obj == nullptr`         | `obj == nullptr`           |
+| `datetime d = NULL`| `datetime d = 0`         | `datetime = 0`             |
+
+Footnotes:
+
+* ¹ Only if `obj` is a pointer.
+* ² Only if `obj` is an object or reference type (e.g., `Foo &`).
+* ³ Only if `obj` is `Ref<X>`.
+* ⁴ Only when used as a parameter to function.
+* ⁵ In C++ we could want to return structure by reference or add `const` to the variable or result.
 
 ## Proposing changes
 

EA.mqh

@@ -46,7 +46,7 @@
 #include "Storage/Data.struct.h"
 #include "Storage/Dict/Dict.h"
 #include "Storage/Dict/DictObject.h"
-#include "Strategy.mqh"
+#include "Strategy/Strategy.h"
 #include "SummaryReport.mqh"
 #include "Task/Task.h"
 #include "Task/TaskAction.enum.h"

Exchange/Account/tests/Makefile

@@ -1,12 +1,40 @@
 CC := g++ # C++ compiler
-CFLAGS := -Wall -Wextra -std=c++17 -w # Compiler flags
-SRCS := $(wildcard *.cpp) # Get all .cpp files in the current directory
-OBJS := $(SRCS:.cpp=.o) # Object files corresponding to the source files
+MTE4 := metaeditor.exe
+MTE5 := metaeditor64.exe
+CFLAGS := -Wall -Wextra -std=c++17 -w
+SRCS_CPP := $(wildcard *.cpp)
+SRCS_MQ4 := $(wildcard *.mq4)
+SRCS_MQ5 := $(wildcard *.mq5)
+OBJS_EX4 := $(SRCS_MQ4:.mq4=.ex4)
+OBJS_EX5 := $(SRCS_MQ5:.mq5=.ex5)
+OBJS_O := $(SRCS_CPP:.cpp=.o)
 
-all: $(OBJS)
+# Check if the system is Linux
+UNAME_S := $(shell uname -s)
+ifeq ($(UNAME_S),Linux)
+    WINE := wine
+    # Set WINEPATH to include MetaTrader directory.
+    export WINEPATH := $(WINEPATH);"C:\Program Files\MetaTrader 4;C:\Program Files\MetaTrader 5"
+else
+    WINE :=
+endif
+
+.PHONY: all cpp mql mql4 mql5
+
+all: $(OBJS_O)
+cpp: $(OBJS_O)
+mql4: $(OBJS_EX4)
+mql5: $(OBJS_EX5)
+mql: mql4 mql5
+
+%.ex4: %.mq4
+	$(WINE) $(MTE4) /compile:$< /log:CON
+
+%.ex5: %.mq5
+	$(WINE) $(MTE5) /compile:$< /log:CON
 
 %.o: %.cpp
 	$(CC) $(CFLAGS) -c $< -o $@
 
 clean:
-	rm -v $(OBJS)
+	rm -v $(OBJS_EX4) $(OBJS_EX5) $(OBJS_O)

Exchange/SymbolInfo/tests/Makefile

@@ -1,12 +1,40 @@
 CC := g++ # C++ compiler
-CFLAGS := -Wall -Wextra -std=c++17 -w # Compiler flags
-SRCS := $(wildcard *.cpp) # Get all .cpp files in the current directory
-OBJS := $(SRCS:.cpp=.o) # Object files corresponding to the source files
+MTE4 := metaeditor.exe
+MTE5 := metaeditor64.exe
+CFLAGS := -Wall -Wextra -std=c++17 -w
+SRCS_CPP := $(wildcard *.cpp)
+SRCS_MQ4 := $(wildcard *.mq4)
+SRCS_MQ5 := $(wildcard *.mq5)
+OBJS_EX4 := $(SRCS_MQ4:.mq4=.ex4)
+OBJS_EX5 := $(SRCS_MQ5:.mq5=.ex5)
+OBJS_O := $(SRCS_CPP:.cpp=.o)
 
-all: $(OBJS)
+# Check if the system is Linux
+UNAME_S := $(shell uname -s)
+ifeq ($(UNAME_S),Linux)
+    WINE := wine
+    # Set WINEPATH to include MetaTrader directory.
+    export WINEPATH := $(WINEPATH);"C:\Program Files\MetaTrader 4;C:\Program Files\MetaTrader 5"
+else
+    WINE :=
+endif
+
+.PHONY: all cpp mql mql4 mql5
+
+all: $(OBJS_O)
+cpp: $(OBJS_O)
+mql4: $(OBJS_EX4)
+mql5: $(OBJS_EX5)
+mql: mql4 mql5
+
+%.ex4: %.mq4
+	$(WINE) $(MTE4) /compile:$< /log:CON
+
+%.ex5: %.mq5
+	$(WINE) $(MTE5) /compile:$< /log:CON
 
 %.o: %.cpp
 	$(CC) $(CFLAGS) -c $< -o $@
 
 clean:
-	rm -v $(OBJS)
+	rm -v $(OBJS_EX4) $(OBJS_EX5) $(OBJS_O)

Exchange/tests/Makefile

@@ -1,12 +1,40 @@
 CC := g++ # C++ compiler
-CFLAGS := -Wall -Wextra -std=c++17 -w # Compiler flags
-SRCS := $(wildcard *.cpp) # Get all .cpp files in the current directory
-OBJS := $(SRCS:.cpp=.o) # Object files corresponding to the source files
+MTE4 := metaeditor.exe
+MTE5 := metaeditor64.exe
+CFLAGS := -Wall -Wextra -std=c++17 -w
+SRCS_CPP := $(wildcard *.cpp)
+SRCS_MQ4 := $(wildcard *.mq4)
+SRCS_MQ5 := $(wildcard *.mq5)
+OBJS_EX4 := $(SRCS_MQ4:.mq4=.ex4)
+OBJS_EX5 := $(SRCS_MQ5:.mq5=.ex5)
+OBJS_O := $(SRCS_CPP:.cpp=.o)
 
-all: $(OBJS)
+# Check if the system is Linux
+UNAME_S := $(shell uname -s)
+ifeq ($(UNAME_S),Linux)
+    WINE := wine
+    # Set WINEPATH to include MetaTrader directory.
+    export WINEPATH := $(WINEPATH);"C:\Program Files\MetaTrader 4;C:\Program Files\MetaTrader 5"
+else
+    WINE :=
+endif
+
+.PHONY: all cpp mql mql4 mql5
+
+all: $(OBJS_O)
+cpp: $(OBJS_O)
+mql4: $(OBJS_EX4)
+mql5: $(OBJS_EX5)
+mql: mql4 mql5
+
+%.ex4: %.mq4
+	$(WINE) $(MTE4) /compile:$< /log:CON
+
+%.ex5: %.mq5
+	$(WINE) $(MTE5) /compile:$< /log:CON
 
 %.o: %.cpp
 	$(CC) $(CFLAGS) -c $< -o $@
 
 clean:
-	rm -v $(OBJS)
+	rm -v $(OBJS_EX4) $(OBJS_EX5) $(OBJS_O)

Indicator/IndicatorBase.h

@@ -31,7 +31,7 @@
 #endif
 
 // Includes.
-#include "../Bar.struct.h"
+#include "../Platform/Chart/Bar.struct.h"
 #include "../Log.mqh"
 #include "../Platform/Chart/Chart.struct.tf.h"
 #include "../Platform/Platform.extern.h"

Indicator/IndicatorCandle.h

@@ -26,7 +26,7 @@
 #endif
 
 // Includes.
-#include "../Candle.struct.h"
+#include "../Platform/Chart/Candle.struct.h"
 #include "../Storage/ItemsHistory.h"
 #include "../Storage/ValueStorage.price_median.h"
 #include "../Storage/ValueStorage.price_typical.h"

Indicator/IndicatorCandle.provider.h

@@ -30,7 +30,7 @@
 #endif
 
 // Includes.
-#include "../Candle.struct.h"
+#include "../Platform/Chart/Candle.struct.h"
 #include "../Storage/ItemsHistory.h"
 
 /**

Indicator/IndicatorData.h

@@ -35,7 +35,7 @@ struct ExternInstantiateIndicatorBufferValueStorageDouble {
 };
 
 // Includes.
-#include "../Bar.struct.h"
+#include "../Platform/Chart/Bar.struct.h"
 #include "../Exchange/SymbolInfo/SymbolInfo.struct.h"
 #include "../Platform/Chart/Chart.struct.tf.h"
 #include "../Storage/Cache/IndiBufferCache.h"

Indicator/tests/Makefile

@@ -1,12 +1,40 @@
 CC := g++ # C++ compiler
-CFLAGS := -Wall -Wextra -std=c++17 -w # Compiler flags
-SRCS := $(wildcard *.cpp) # Get all .cpp files in the current directory
-OBJS := $(SRCS:.cpp=.o) # Object files corresponding to the source files
+MTE4 := metaeditor.exe
+MTE5 := metaeditor64.exe
+CFLAGS := -Wall -Wextra -std=c++17 -w
+SRCS_CPP := $(wildcard *.cpp)
+SRCS_MQ4 := $(wildcard *.mq4)
+SRCS_MQ5 := $(wildcard *.mq5)
+OBJS_EX4 := $(SRCS_MQ4:.mq4=.ex4)
+OBJS_EX5 := $(SRCS_MQ5:.mq5=.ex5)
+OBJS_O := $(SRCS_CPP:.cpp=.o)
 
-all: $(OBJS)
+# Check if the system is Linux
+UNAME_S := $(shell uname -s)
+ifeq ($(UNAME_S),Linux)
+    WINE := wine
+    # Set WINEPATH to include MetaTrader directory.
+    export WINEPATH := $(WINEPATH);"C:\Program Files\MetaTrader 4;C:\Program Files\MetaTrader 5"
+else
+    WINE :=
+endif
+
+.PHONY: all cpp mql mql4 mql5
+
+all: $(OBJS_O)
+cpp: $(OBJS_O)
+mql4: $(OBJS_EX4)
+mql5: $(OBJS_EX5)
+mql: mql4 mql5
+
+%.ex4: %.mq4
+	$(WINE) $(MTE4) /compile:$< /log:CON
+
+%.ex5: %.mq5
+	$(WINE) $(MTE5) /compile:$< /log:CON
 
 %.o: %.cpp
 	$(CC) $(CFLAGS) -c $< -o $@
 
 clean:
-	rm -v $(OBJS)
+	rm -v $(OBJS_EX4) $(OBJS_EX5) $(OBJS_O)