update code
This commit is contained in:
Kunthawat Greethong
@@ -111,6 +111,8 @@ double SpotPrice = 0.0;
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double CallLevels[3];
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double PutLevels[3];
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int CallOI[3];
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int PutOI[3];
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double DynamicFuturePrice = 0.0;
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double DynamicCallStrike1 = 0.0;
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@@ -194,17 +196,9 @@ double CurrentBarHigh = 0.0;
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double CurrentBarLow = 0.0;
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double LastPrice = 0.0;
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double CachedFuturePrice = -1; // -1 = not loaded, 0 = loaded but failed, >0 = success
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string LoadedCSVPath = ""; // Path from which CSV was successfully loaded
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bool CSVLoadLogged = false; // Track if we've logged the result
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double CSVDynamicCallStrike1 = 0.0;
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double CSVDynamicCallStrike2 = 0.0;
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double CSVDynamicCallStrike3 = 0.0;
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double CSVDynamicPutStrike1 = 0.0;
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double CSVDynamicPutStrike2 = 0.0;
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double CSVDynamicPutStrike3 = 0.0;
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bool CSVStrikesLoaded = false;
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double CachedFuturePrice = -1;
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string LoadedCSVPath = "";
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bool CSVLoadLogged = false;
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int OnInit() {
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Trade.SetExpertMagicNumber(InpMagicNumber);
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@@ -214,7 +208,7 @@ int OnInit() {
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SymbolInfo.Name(_Symbol);
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SymbolInfo.RefreshRates();
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DynamicFuturePrice = InpManualFuturePrice;
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DynamicFuturePrice = InpManualFuturePrice;
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DynamicCallStrike1 = InpCallStrike1;
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DynamicCallStrike2 = InpCallStrike2;
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DynamicCallStrike3 = InpCallStrike3;
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@@ -226,8 +220,7 @@ int OnInit() {
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InitializeKeyLevels();
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if(InpOISource == OI_SOURCE_CSV_FILE) {
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LoadFuturePriceFromCSV();
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ApplyCSVStrikeLevels();
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LoadOIFromCSV();
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}
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if(!InitializeIndicators()) {
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@@ -446,15 +439,18 @@ void DetectAbsorptionFromHistory() {
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}
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void UpdateMarketData() {
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SpotPrice = SymbolInfo.Bid();
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SymbolInfo.RefreshRates();
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if(InpOISource == OI_SOURCE_CSV_FILE) {
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FuturePrice = LoadFuturePriceFromCSV();
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} else {
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FuturePrice = 0;
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}
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}
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SpotPrice = SymbolInfo.Bid();
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SymbolInfo.RefreshRates();
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if(InpOISource == OI_SOURCE_CSV_FILE) {
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if(CachedFuturePrice < 0) {
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LoadOIFromCSV();
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}
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FuturePrice = CachedFuturePrice;
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} else {
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FuturePrice = 0;
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}
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}
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bool IsPriceNearPutStrike() {
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double tolerance = InpOIZonePoints * _Point;
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@@ -940,14 +936,22 @@ void CloseAllPositions() {
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}
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void InitializeOILevels() {
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CallLevels[0] = DynamicCallStrike1;
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CallLevels[1] = DynamicCallStrike2;
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CallLevels[2] = DynamicCallStrike3;
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PutLevels[0] = DynamicPutStrike1;
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PutLevels[1] = DynamicPutStrike2;
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PutLevels[2] = DynamicPutStrike3;
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}
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CallLevels[0] = DynamicCallStrike1;
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CallLevels[1] = DynamicCallStrike2;
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CallLevels[2] = DynamicCallStrike3;
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PutLevels[0] = DynamicPutStrike1;
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PutLevels[1] = DynamicPutStrike2;
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PutLevels[2] = DynamicPutStrike3;
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CallOI[0] = 0;
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CallOI[1] = 0;
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CallOI[2] = 0;
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PutOI[0] = 0;
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PutOI[1] = 0;
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PutOI[2] = 0;
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}
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void InitializeKeyLevels() {
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double allLevels[];
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@@ -1001,180 +1005,114 @@ bool InitializeIndicators() {
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return true;
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}
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double LoadFuturePriceFromCSV() {
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if(CachedFuturePrice >= 0 && CachedFuturePrice != 0) {
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return CachedFuturePrice;
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}
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void LoadOIFromCSV()
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{
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string paths[];
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int pathCount = 0;
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string paths[];
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int pathCount = 0;
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ArrayResize(paths, 5);
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paths[pathCount++] = InpOICsvPath;
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paths[pathCount++] = "oi_data.csv";
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paths[pathCount++] = "\\Files\\oi_data.csv";
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paths[pathCount++] = "..\\oi_scraper\\oi_data.csv";
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paths[pathCount++] = "../oi_scraper/oi_data.csv";
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ArrayResize(paths, 5);
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paths[pathCount++] = InpOICsvPath;
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paths[pathCount++] = "oi_data.csv";
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paths[pathCount++] = "\\Files\\oi_data.csv";
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paths[pathCount++] = "..\\oi_scraper\\oi_data.csv";
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paths[pathCount++] = "../oi_scraper/oi_data.csv";
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int filehandle = INVALID_HANDLE;
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string foundPath = "";
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int filehandle = INVALID_HANDLE;
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string foundPath = "";
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for(int i = 0; i < pathCount; i++) {
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if(!CSVLoadLogged) {
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Print("Trying CSV path: ", paths[i]);
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}
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filehandle = FileOpen(paths[i], FILE_READ | FILE_CSV | FILE_ANSI, ',');
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if(filehandle != INVALID_HANDLE) {
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foundPath = paths[i];
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if(!CSVLoadLogged) {
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Print("Found CSV file at: ", foundPath);
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}
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break;
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}
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}
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for(int i = 0; i < pathCount; i++) {
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if(!CSVLoadLogged) {
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Print("Trying CSV path: ", paths[i]);
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}
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filehandle = FileOpen(paths[i], FILE_READ | FILE_CSV | FILE_ANSI, ',');
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if(filehandle != INVALID_HANDLE) {
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foundPath = paths[i];
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if(!CSVLoadLogged) {
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Print("Found CSV file at: ", foundPath);
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}
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break;
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}
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}
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if(filehandle == INVALID_HANDLE) {
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if(!CSVLoadLogged) {
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Print("CSV ERROR: File not found. Searched paths:");
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for(int i = 0; i < pathCount; i++) {
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Print(" - ", paths[i]);
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}
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CSVLoadLogged = true;
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}
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return;
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}
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if(filehandle == INVALID_HANDLE) {
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if(!CSVLoadLogged) {
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Print("CSV ERROR: File not found. Searched paths:");
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for(int i = 0; i < pathCount; i++) {
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Print(" - ", paths[i]);
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}
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CSVLoadLogged = true;
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}
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CachedFuturePrice = 0;
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return 0.0;
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}
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int callIndex = 0;
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int putIndex = 0;
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double futurePrice = 0.0;
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double futurePrice = 0.0;
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double callStrikes[];
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double putStrikes[];
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int callCount = 0;
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int putCount = 0;
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bool inPriceSection = false;
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int dataLineCount = 0;
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while(!FileIsEnding(filehandle) && (callIndex < 3 || putIndex < 3))
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{
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string row = FileReadString(filehandle);
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string data[];
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int count = StringSplit(row, ',', data);
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while(!FileIsEnding(filehandle)) {
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string line = FileReadString(filehandle);
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dataLineCount++;
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if(count >= 3)
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{
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string type = data[0];
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double strike = StringToDouble(data[1]);
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int oi = (int)StringToInteger(data[2]);
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if(line == "") {
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inPriceSection = true;
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continue;
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}
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if(StringFind(type, "Future") >= 0)
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{
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futurePrice = strike;
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if(!CSVLoadLogged) {
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Print("DEBUG: Parsed Future price: ", futurePrice);
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}
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}
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else if(type == "CALL" && callIndex < 3)
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{
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CallLevels[callIndex] = strike;
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CallOI[callIndex] = oi;
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callIndex++;
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}
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else if(type == "PUT" && putIndex < 3)
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{
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PutLevels[putIndex] = strike;
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PutOI[putIndex] = oi;
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putIndex++;
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}
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}
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}
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if(dataLineCount == 1 && StringGetCharacter(line, 0) == 0xFEFF) {
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line = StringSubstr(line, 1);
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if(line == "") {
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inPriceSection = true;
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continue;
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}
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}
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FileClose(filehandle);
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if(StringFind(line, "Type") >= 0 || StringFind(line, "Strike") >= 0 || StringFind(line, "OI") >= 0) {
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continue;
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}
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for(int i = callIndex; i < 3; i++)
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{
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CallLevels[i] = 0;
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CallOI[i] = 0;
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}
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if(line == "[Price]" || inPriceSection) {
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inPriceSection = true;
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string parts[];
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int split = StringSplit(line, ',', parts);
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if(split >= 2 && parts[0] == "FuturePrice") {
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string priceStr = parts[1];
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while(StringLen(priceStr) > 0 && (StringGetCharacter(priceStr, 0) == 32 || StringGetCharacter(priceStr, 0) == 9)) {
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priceStr = StringSubstr(priceStr, 1);
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}
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while(StringLen(priceStr) > 0 && (StringGetCharacter(priceStr, StringLen(priceStr)-1) == 32 || StringGetCharacter(priceStr, StringLen(priceStr)-1) == 9)) {
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priceStr = StringSubstr(priceStr, 0, StringLen(priceStr)-1);
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}
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futurePrice = StringToDouble(priceStr);
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if(!CSVLoadLogged) {
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Print("DEBUG: Parsed FuturePrice: ", futurePrice);
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}
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}
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continue;
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}
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for(int i = putIndex; i < 3; i++)
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{
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PutLevels[i] = 0;
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PutOI[i] = 0;
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}
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string parts[];
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int split = StringSplit(line, ',', parts);
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if(futurePrice > 0) {
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CachedFuturePrice = futurePrice;
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DynamicFuturePrice = futurePrice;
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LoadedCSVPath = foundPath;
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CSVLoadLogged = true;
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Print("CSV SUCCESS: FuturePrice=", futurePrice, ", CALL=[", CallLevels[0], ",", CallLevels[1], ",", CallLevels[2], "], PUT=[", PutLevels[0], ",", PutLevels[1], ",", PutLevels[2], "] loaded from ", foundPath);
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} else {
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if(!CSVLoadLogged) {
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Print("CSV ERROR: No valid price found in ", foundPath);
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CSVLoadLogged = true;
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}
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CachedFuturePrice = 0;
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}
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if(split >= 3) {
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string typeStr = parts[0];
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string strikeStr = parts[1];
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string oiStr = parts[2];
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while(StringLen(strikeStr) > 0 && (StringGetCharacter(strikeStr, 0) == 32 || StringGetCharacter(strikeStr, 0) == 9)) {
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strikeStr = StringSubstr(strikeStr, 1);
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}
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while(StringLen(strikeStr) > 0 && (StringGetCharacter(strikeStr, StringLen(strikeStr)-1) == 32 || StringGetCharacter(strikeStr, StringLen(strikeStr)-1) == 9)) {
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strikeStr = StringSubstr(strikeStr, 0, StringLen(strikeStr)-1);
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}
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double strike = StringToDouble(strikeStr);
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if(strike <= 0) continue;
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if(typeStr == "CALL") {
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ArrayResize(callStrikes, callCount + 1);
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callStrikes[callCount] = strike;
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callCount++;
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} else if(typeStr == "PUT") {
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ArrayResize(putStrikes, putCount + 1);
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putStrikes[putCount] = strike;
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putCount++;
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}
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}
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}
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FileClose(filehandle);
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if(callCount > 0) {
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ArraySort(callStrikes);
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if(callCount >= 1) CSVDynamicCallStrike1 = callStrikes[callCount-1];
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if(callCount >= 2) CSVDynamicCallStrike2 = callStrikes[callCount-2];
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if(callCount >= 3) CSVDynamicCallStrike3 = callStrikes[callCount-3];
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}
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if(putCount > 0) {
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ArraySort(putStrikes);
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if(putCount >= 1) CSVDynamicPutStrike1 = putStrikes[putCount-1];
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if(putCount >= 2) CSVDynamicPutStrike2 = putStrikes[putCount-2];
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if(putCount >= 3) CSVDynamicPutStrike3 = putStrikes[putCount-3];
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}
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if(futurePrice > 0) {
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CachedFuturePrice = futurePrice;
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LoadedCSVPath = foundPath;
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CSVStrikesLoaded = true;
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if(!CSVLoadLogged) {
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Print("CSV SUCCESS: FuturePrice=", futurePrice, ", CALL=[", CSVDynamicCallStrike1, ",", CSVDynamicCallStrike2, ",", CSVDynamicCallStrike3, "], PUT=[", CSVDynamicPutStrike1, ",", CSVDynamicPutStrike2, ",", CSVDynamicPutStrike3, "] loaded from ", foundPath);
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CSVLoadLogged = true;
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}
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} else {
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if(!CSVLoadLogged) {
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Print("CSV ERROR: No valid price found in ", foundPath);
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Print(" - File exists but contains no parseable price data");
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Print(" - Total lines read: ", dataLineCount);
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CSVLoadLogged = true;
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}
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CachedFuturePrice = 0;
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}
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return CachedFuturePrice;
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}
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void ApplyCSVStrikeLevels() {
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if(!CSVStrikesLoaded) return;
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if(DynamicCallStrike1 == 0 && CSVDynamicCallStrike1 > 0) DynamicCallStrike1 = CSVDynamicCallStrike1;
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if(DynamicCallStrike2 == 0 && CSVDynamicCallStrike2 > 0) DynamicCallStrike2 = CSVDynamicCallStrike2;
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if(DynamicCallStrike3 == 0 && CSVDynamicCallStrike3 > 0) DynamicCallStrike3 = CSVDynamicCallStrike3;
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if(DynamicPutStrike1 == 0 && CSVDynamicPutStrike1 > 0) DynamicPutStrike1 = CSVDynamicPutStrike1;
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if(DynamicPutStrike2 == 0 && CSVDynamicPutStrike2 > 0) DynamicPutStrike2 = CSVDynamicPutStrike2;
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if(DynamicPutStrike3 == 0 && CSVDynamicPutStrike3 > 0) DynamicPutStrike3 = CSVDynamicPutStrike3;
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InitializeOILevels();
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InitializeKeyLevels();
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}
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InitializeKeyLevels();
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}
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void CheckExistingPositions() {
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for(int i = 0; i < PositionsTotal(); i++) {
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@@ -1440,7 +1378,34 @@ void UpdateInputValues() {
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InitializeKeyLevels();
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if(InpOISource == OI_SOURCE_CSV_FILE) {
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LoadFuturePriceFromCSV();
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ApplyCSVStrikeLevels();
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CachedFuturePrice = -1;
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LoadOIFromCSV();
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}
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}
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if(ObjectGetString(chart_id, "CP_CallStrike1", OBJPROP_TEXT, 0, value)) {
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DynamicCallStrike1 = StringToDouble(value);
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}
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if(ObjectGetString(chart_id, "CP_CallStrike2", OBJPROP_TEXT, 0, value)) {
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DynamicCallStrike2 = StringToDouble(value);
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}
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if(ObjectGetString(chart_id, "CP_CallStrike3", OBJPROP_TEXT, 0, value)) {
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DynamicCallStrike3 = StringToDouble(value);
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}
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if(ObjectGetString(chart_id, "CP_PutStrike1", OBJPROP_TEXT, 0, value)) {
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DynamicPutStrike1 = StringToDouble(value);
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}
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if(ObjectGetString(chart_id, "CP_PutStrike2", OBJPROP_TEXT, 0, value)) {
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DynamicPutStrike2 = StringToDouble(value);
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}
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if(ObjectGetString(chart_id, "CP_PutStrike3", OBJPROP_TEXT, 0, value)) {
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DynamicPutStrike3 = StringToDouble(value);
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}
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InitializeOILevels();
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InitializeKeyLevels();
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if(InpOISource == OI_SOURCE_CSV_FILE) {
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LoadOIFromCSV();
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}
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}
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Reference in New Issue
Block a user