update code

OI_OrderFlow_Absorption_XAUUSD.mq5

@@ -111,6 +111,8 @@ double SpotPrice = 0.0;
 
 double CallLevels[3];
 double PutLevels[3];
+int CallOI[3];
+int PutOI[3];
 
 double DynamicFuturePrice = 0.0;
 double DynamicCallStrike1 = 0.0;
@@ -194,17 +196,9 @@ double CurrentBarHigh = 0.0;
 double CurrentBarLow = 0.0;
 double LastPrice = 0.0;
 
-double CachedFuturePrice = -1;       // -1 = not loaded, 0 = loaded but failed, >0 = success
+double CachedFuturePrice = -1;
-string LoadedCSVPath = "";           // Path from which CSV was successfully loaded
+string LoadedCSVPath = "";
-bool CSVLoadLogged = false;          // Track if we've logged the result
+bool CSVLoadLogged = false;
-
-double CSVDynamicCallStrike1 = 0.0;
-double CSVDynamicCallStrike2 = 0.0;
-double CSVDynamicCallStrike3 = 0.0;
-double CSVDynamicPutStrike1 = 0.0;
-double CSVDynamicPutStrike2 = 0.0;
-double CSVDynamicPutStrike3 = 0.0;
-bool CSVStrikesLoaded = false;
 
 int OnInit() {
    Trade.SetExpertMagicNumber(InpMagicNumber);
@@ -226,8 +220,7 @@ int OnInit() {
     InitializeKeyLevels();
     
     if(InpOISource == OI_SOURCE_CSV_FILE) {
-       LoadFuturePriceFromCSV();
+       LoadOIFromCSV();
-       ApplyCSVStrikeLevels();
     }
    
    if(!InitializeIndicators()) {
@@ -450,11 +443,14 @@ void UpdateMarketData() {
     SymbolInfo.RefreshRates();
     
     if(InpOISource == OI_SOURCE_CSV_FILE) {
-      FuturePrice = LoadFuturePriceFromCSV();
+       if(CachedFuturePrice < 0) {
+          LoadOIFromCSV();
+       }
+       FuturePrice = CachedFuturePrice;
     } else {
        FuturePrice = 0;
     }
-}
+ }
 
 bool IsPriceNearPutStrike() {
    double tolerance = InpOIZonePoints * _Point;
@@ -947,7 +943,15 @@ void InitializeOILevels() {
     PutLevels[0] = DynamicPutStrike1;
     PutLevels[1] = DynamicPutStrike2;
     PutLevels[2] = DynamicPutStrike3;
-}
+    
+    CallOI[0] = 0;
+    CallOI[1] = 0;
+    CallOI[2] = 0;
+    
+    PutOI[0] = 0;
+    PutOI[1] = 0;
+    PutOI[2] = 0;
+ }
 
 void InitializeKeyLevels() {
    double allLevels[];
@@ -1001,11 +1005,8 @@ bool InitializeIndicators() {
    return true;
 }
 
-double LoadFuturePriceFromCSV() {
+void LoadOIFromCSV()
-    if(CachedFuturePrice >= 0 && CachedFuturePrice != 0) {
+{
-       return CachedFuturePrice;
-    }
-
    string paths[];
    int pathCount = 0;
 
@@ -1041,140 +1042,77 @@ double LoadFuturePriceFromCSV() {
          }
          CSVLoadLogged = true;
       }
-       CachedFuturePrice = 0;
+      return;
-       return 0.0;
    }
 
+   int callIndex = 0;
+   int putIndex = 0;
    double futurePrice = 0.0;
-    double callStrikes[];
-    double putStrikes[];
-    int callCount = 0;
-    int putCount = 0;
-    bool inPriceSection = false;
-    int dataLineCount = 0;
 
-    while(!FileIsEnding(filehandle)) {
+   while(!FileIsEnding(filehandle) && (callIndex < 3 || putIndex < 3))
-       string line = FileReadString(filehandle);
+   {
-       dataLineCount++;
+      string row = FileReadString(filehandle);
+      string data[];
+      int count = StringSplit(row, ',', data);
 
-       if(line == "") {
+      if(count >= 3)
-          inPriceSection = true;
+      {
-          continue;
+         string type = data[0];
-       }
+         double strike = StringToDouble(data[1]);
+         int oi = (int)StringToInteger(data[2]);
 
-       if(dataLineCount == 1 && StringGetCharacter(line, 0) == 0xFEFF) {
+         if(StringFind(type, "Future") >= 0)
-          line = StringSubstr(line, 1);
+         {
-          if(line == "") {
+            futurePrice = strike;
-             inPriceSection = true;
-             continue;
-          }
-       }
-
-       if(StringFind(line, "Type") >= 0 || StringFind(line, "Strike") >= 0 || StringFind(line, "OI") >= 0) {
-          continue;
-       }
-
-       if(line == "[Price]" || inPriceSection) {
-          inPriceSection = true;
-          string parts[];
-          int split = StringSplit(line, ',', parts);
-          
-          if(split >= 2 && parts[0] == "FuturePrice") {
-             string priceStr = parts[1];
-             while(StringLen(priceStr) > 0 && (StringGetCharacter(priceStr, 0) == 32 || StringGetCharacter(priceStr, 0) == 9)) {
-                priceStr = StringSubstr(priceStr, 1);
-             }
-             while(StringLen(priceStr) > 0 && (StringGetCharacter(priceStr, StringLen(priceStr)-1) == 32 || StringGetCharacter(priceStr, StringLen(priceStr)-1) == 9)) {
-                priceStr = StringSubstr(priceStr, 0, StringLen(priceStr)-1);
-             }
-             futurePrice = StringToDouble(priceStr);
             if(!CSVLoadLogged) {
-                Print("DEBUG: Parsed FuturePrice: ", futurePrice);
+               Print("DEBUG: Parsed Future price: ", futurePrice);
             }
          }
-          continue;
+         else if(type == "CALL" && callIndex < 3)
+         {
+            CallLevels[callIndex] = strike;
+            CallOI[callIndex] = oi;
+            callIndex++;
          }
-
+         else if(type == "PUT" && putIndex < 3)
-       string parts[];
+         {
-       int split = StringSplit(line, ',', parts);
+            PutLevels[putIndex] = strike;
-
+            PutOI[putIndex] = oi;
-       if(split >= 3) {
+            putIndex++;
-          string typeStr = parts[0];
-          string strikeStr = parts[1];
-          string oiStr = parts[2];
-
-          while(StringLen(strikeStr) > 0 && (StringGetCharacter(strikeStr, 0) == 32 || StringGetCharacter(strikeStr, 0) == 9)) {
-             strikeStr = StringSubstr(strikeStr, 1);
-          }
-          while(StringLen(strikeStr) > 0 && (StringGetCharacter(strikeStr, StringLen(strikeStr)-1) == 32 || StringGetCharacter(strikeStr, StringLen(strikeStr)-1) == 9)) {
-             strikeStr = StringSubstr(strikeStr, 0, StringLen(strikeStr)-1);
-          }
-
-          double strike = StringToDouble(strikeStr);
-          if(strike <= 0) continue;
-
-          if(typeStr == "CALL") {
-             ArrayResize(callStrikes, callCount + 1);
-             callStrikes[callCount] = strike;
-             callCount++;
-          } else if(typeStr == "PUT") {
-             ArrayResize(putStrikes, putCount + 1);
-             putStrikes[putCount] = strike;
-             putCount++;
          }
       }
    }
 
    FileClose(filehandle);
 
-    if(callCount > 0) {
+   for(int i = callIndex; i < 3; i++)
-       ArraySort(callStrikes);
+   {
-       if(callCount >= 1) CSVDynamicCallStrike1 = callStrikes[callCount-1];
+      CallLevels[i] = 0;
-       if(callCount >= 2) CSVDynamicCallStrike2 = callStrikes[callCount-2];
+      CallOI[i] = 0;
-       if(callCount >= 3) CSVDynamicCallStrike3 = callStrikes[callCount-3];
    }
 
-    if(putCount > 0) {
+   for(int i = putIndex; i < 3; i++)
-       ArraySort(putStrikes);
+   {
-       if(putCount >= 1) CSVDynamicPutStrike1 = putStrikes[putCount-1];
+      PutLevels[i] = 0;
-       if(putCount >= 2) CSVDynamicPutStrike2 = putStrikes[putCount-2];
+      PutOI[i] = 0;
-       if(putCount >= 3) CSVDynamicPutStrike3 = putStrikes[putCount-3];
    }
 
    if(futurePrice > 0) {
       CachedFuturePrice = futurePrice;
+      DynamicFuturePrice = futurePrice;
       LoadedCSVPath = foundPath;
-       CSVStrikesLoaded = true;
-       if(!CSVLoadLogged) {
-          Print("CSV SUCCESS: FuturePrice=", futurePrice, ", CALL=[", CSVDynamicCallStrike1, ",", CSVDynamicCallStrike2, ",", CSVDynamicCallStrike3, "], PUT=[", CSVDynamicPutStrike1, ",", CSVDynamicPutStrike2, ",", CSVDynamicPutStrike3, "] loaded from ", foundPath);
       CSVLoadLogged = true;
-       }
+      Print("CSV SUCCESS: FuturePrice=", futurePrice, ", CALL=[", CallLevels[0], ",", CallLevels[1], ",", CallLevels[2], "], PUT=[", PutLevels[0], ",", PutLevels[1], ",", PutLevels[2], "] loaded from ", foundPath);
    } else {
       if(!CSVLoadLogged) {
          Print("CSV ERROR: No valid price found in ", foundPath);
-          Print("  - File exists but contains no parseable price data");
-          Print("  - Total lines read: ", dataLineCount);
          CSVLoadLogged = true;
       }
       CachedFuturePrice = 0;
    }
 
-    return CachedFuturePrice;
- }
-
- void ApplyCSVStrikeLevels() {
-    if(!CSVStrikesLoaded) return;
-    
-    if(DynamicCallStrike1 == 0 && CSVDynamicCallStrike1 > 0) DynamicCallStrike1 = CSVDynamicCallStrike1;
-    if(DynamicCallStrike2 == 0 && CSVDynamicCallStrike2 > 0) DynamicCallStrike2 = CSVDynamicCallStrike2;
-    if(DynamicCallStrike3 == 0 && CSVDynamicCallStrike3 > 0) DynamicCallStrike3 = CSVDynamicCallStrike3;
-    if(DynamicPutStrike1 == 0 && CSVDynamicPutStrike1 > 0) DynamicPutStrike1 = CSVDynamicPutStrike1;
-    if(DynamicPutStrike2 == 0 && CSVDynamicPutStrike2 > 0) DynamicPutStrike2 = CSVDynamicPutStrike2;
-    if(DynamicPutStrike3 == 0 && CSVDynamicPutStrike3 > 0) DynamicPutStrike3 = CSVDynamicPutStrike3;
-    
-    InitializeOILevels();
    InitializeKeyLevels();
- }
+}
 
 void CheckExistingPositions() {
    for(int i = 0; i < PositionsTotal(); i++) {
@@ -1440,7 +1378,34 @@ void UpdateInputValues() {
     InitializeKeyLevels();
     
     if(InpOISource == OI_SOURCE_CSV_FILE) {
-       LoadFuturePriceFromCSV();
+       CachedFuturePrice = -1;
-       ApplyCSVStrikeLevels();
+       LoadOIFromCSV();
+    }
+ }
+    
+    if(ObjectGetString(chart_id, "CP_CallStrike1", OBJPROP_TEXT, 0, value)) {
+       DynamicCallStrike1 = StringToDouble(value);
+    }
+    if(ObjectGetString(chart_id, "CP_CallStrike2", OBJPROP_TEXT, 0, value)) {
+       DynamicCallStrike2 = StringToDouble(value);
+    }
+    if(ObjectGetString(chart_id, "CP_CallStrike3", OBJPROP_TEXT, 0, value)) {
+       DynamicCallStrike3 = StringToDouble(value);
+    }
+    if(ObjectGetString(chart_id, "CP_PutStrike1", OBJPROP_TEXT, 0, value)) {
+       DynamicPutStrike1 = StringToDouble(value);
+    }
+    if(ObjectGetString(chart_id, "CP_PutStrike2", OBJPROP_TEXT, 0, value)) {
+       DynamicPutStrike2 = StringToDouble(value);
+    }
+    if(ObjectGetString(chart_id, "CP_PutStrike3", OBJPROP_TEXT, 0, value)) {
+       DynamicPutStrike3 = StringToDouble(value);
+    }
+    
+     InitializeOILevels();
+    InitializeKeyLevels();
+    
+    if(InpOISource == OI_SOURCE_CSV_FILE) {
+       LoadOIFromCSV();
     }
  }

oi_scraper/main.py

@@ -304,8 +304,7 @@ def export_to_csv(df, future_price=0.0):
             for _, row in put_df.iterrows():
                 f.write(f"PUT,{row['Strike']:.1f},{row['OI']}\n")
 
-        f.write("\n[Price]\n")
+        f.write(f"Future,{future_price},0\n")
-        f.write(f"FuturePrice,{future_price}\n")
 
     logger.info(f"Exported OI data and price to {output_path}")