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Merge remote-tracking branch 'nseam/v3.003-dev-stats' into v3.007-dev…
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…-new

* nseam/v3.003-dev-stats:
  Refs #738. Matrix multiplication via OpenCL. Ready for testing.
  Refs #738. WIP. Matrix multiplication via OpenCL. Working on OpenCL buffers caching when passing matrices into kernel arguments. Got rid of templated version of Run() and RunMany().
  Refs #738. WIP. Partially working Matrix multiplication via OpenCL. Now we need some improvements and Matrix::Deflatten().
  Refs #738. WIP. OpenCL integration for Matrix class needs rework as previous implementation we based on was buggy.
  Refs #738. WIP. OpenCL wrapper class and OpenCL integration for Matrix class (not yet complete).
  WIP. Refs EA31337/EA31337-indicators-stats#2. Indi_AccountStats closer to be finished. Awaiting to fix MT5 compiler bug.
  Refs EA31337/EA31337-indicators-stats#2. Closed to finish Indi_AccountStats indicator.
  ACQUIRE_BUFFERn / RELEASE_BUFFERn functionality required for EA31337/EA31337-indicators-stats#1
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@kenorb
kenorb committed May 1, 2024
2 parents 979924a + ad24e5b commit 18dfa40
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4 changes: 4 additions & 0 deletions Matrix.mqh
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Original file line number Diff line number Diff line change
Expand Up @@ -2600,3 +2600,7 @@ static DictStruct<int, Ref<OpenCLBuffer>> Matrix<X>::cl_buffers_out;
#endif

#endif

#endif

#endif
154 changes: 154 additions & 0 deletions Std.h
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Original file line number Diff line number Diff line change
Expand Up @@ -298,3 +298,157 @@ inline _NULL_VALUE::operator const std::string() const {
#else
#define NULL_VALUE NULL
#endif

/**
* Standarization of specifying ArraySetAsSeries for OnCalculate().
* Automatically determines required ArraySetAsSeries for buffers on start and
* end of given code block that uses given buffers.
*/

#define SET_BUFFER_AS_SERIES_FOR_TARGET(A) ArraySetAsSeries(A, false);

#ifdef __MQL4__
#define SET_BUFFER_AS_SERIES_FOR_HOST(A) ArraySetAsSeries(A, true);
#else
#define SET_BUFFER_AS_SERIES_FOR_HOST(A) ArraySetAsSeries(A, false);
#endif

// Ensures that we do RELEASE_BUFFERx after ACQUIRE_BUFFERx.
struct AsSeriesReleaseEnsurer {
bool released;
int num_buffs;
AsSeriesReleaseEnsurer(int _num_buffs) : released(false), num_buffs(_num_buffs) {}
void done(int _num_buffs) {
if (_num_buffs != num_buffs) {
Alert("You have acquired ", num_buffs, " buffers via ACQUIRE_BUFFER", num_buffs,
"(), but now trying to release with mismatched RELEASE_BUFFER", _num_buffs, "()!");
DebugBreak();
}

if (released) {
Alert("You have used RELEASE_BUFFER", num_buffs, "() again which is not required!");
DebugBreak();
}

released = true;
}
~AsSeriesReleaseEnsurer() {
if (!released) {
Alert("You have used ACQUIRE_BUFFER", num_buffs, "() but didn't release buffer(s) via RELEASE_BUFFER", num_buffs,
"() before returning from the scope!");
DebugBreak();
}
}
};

#define SET_BUFFER_AS_SERIES_RELEASE_ENSURER_BEGIN(NUM_BUFFS) \
AsSeriesReleaseEnsurer _as_series_release_ensurer(NUM_BUFFS);
#define SET_BUFFER_AS_SERIES_RELEASE_ENSURER_END(NUM_BUFFS) _as_series_release_ensurer.done(NUM_BUFFS);

// Acquiring buffer is preparing it to be used as in MQL5.
#define ACQUIRE_BUFFER1(A) \
SET_BUFFER_AS_SERIES_FOR_TARGET(A); \
SET_BUFFER_AS_SERIES_RELEASE_ENSURER_BEGIN(1);
#define ACQUIRE_BUFFER2(A, B) \
SET_BUFFER_AS_SERIES_FOR_TARGET(A); \
SET_BUFFER_AS_SERIES_FOR_TARGET(B); \
SET_BUFFER_AS_SERIES_RELEASE_ENSURER_BEGIN(2);
#define ACQUIRE_BUFFER3(A, B, C) \
SET_BUFFER_AS_SERIES_FOR_TARGET(A); \
SET_BUFFER_AS_SERIES_FOR_TARGET(B); \
SET_BUFFER_AS_SERIES_FOR_TARGET(C); \
SET_BUFFER_AS_SERIES_RELEASE_ENSURER_BEGIN(3);
#define ACQUIRE_BUFFER4(A, B, C, D) \
SET_BUFFER_AS_SERIES_FOR_TARGET(A); \
SET_BUFFER_AS_SERIES_FOR_TARGET(B); \
SET_BUFFER_AS_SERIES_FOR_TARGET(C); \
SET_BUFFER_AS_SERIES_FOR_TARGET(D); \
SET_BUFFER_AS_SERIES_RELEASE_ENSURER_BEGIN(4);
#define ACQUIRE_BUFFER5(A, B, C, D, E) \
SET_BUFFER_AS_SERIES_FOR_TARGET(A); \
SET_BUFFER_AS_SERIES_FOR_TARGET(B); \
SET_BUFFER_AS_SERIES_FOR_TARGET(C); \
SET_BUFFER_AS_SERIES_FOR_TARGET(D); \
SET_BUFFER_AS_SERIES_FOR_TARGET(E); \
SET_BUFFER_AS_SERIES_RELEASE_ENSURER_BEGIN(5);
#define ACQUIRE_BUFFER6(A, B, C, D, E, F) \
SET_BUFFER_AS_SERIES_FOR_TARGET(A); \
SET_BUFFER_AS_SERIES_FOR_TARGET(B); \
SET_BUFFER_AS_SERIES_FOR_TARGET(C); \
SET_BUFFER_AS_SERIES_FOR_TARGET(D); \
SET_BUFFER_AS_SERIES_FOR_TARGET(E); \
SET_BUFFER_AS_SERIES_FOR_TARGET(F); \
SET_BUFFER_AS_SERIES_RELEASE_ENSURER_BEGIN(6);
#define ACQUIRE_BUFFER7(A, B, C, D, E, F, G) \
SET_BUFFER_AS_SERIES_FOR_TARGET(A); \
SET_BUFFER_AS_SERIES_FOR_TARGET(B); \
SET_BUFFER_AS_SERIES_FOR_TARGET(C); \
SET_BUFFER_AS_SERIES_FOR_TARGET(D); \
SET_BUFFER_AS_SERIES_FOR_TARGET(E); \
SET_BUFFER_AS_SERIES_FOR_TARGET(F); \
SET_BUFFER_AS_SERIES_FOR_TARGET(G); \
SET_BUFFER_AS_SERIES_RELEASE_ENSURER_BEGIN(7);
#define ACQUIRE_BUFFER8(A, B, C, D, E, F, G, H) \
SET_BUFFER_AS_SERIES_FOR_TARGET(A); \
SET_BUFFER_AS_SERIES_FOR_TARGET(B); \
SET_BUFFER_AS_SERIES_FOR_TARGET(C); \
SET_BUFFER_AS_SERIES_FOR_TARGET(D); \
SET_BUFFER_AS_SERIES_FOR_TARGET(E); \
SET_BUFFER_AS_SERIES_FOR_TARGET(F); \
SET_BUFFER_AS_SERIES_FOR_TARGET(G); \
SET_BUFFER_AS_SERIES_FOR_TARGET(H); \
SET_BUFFER_AS_SERIES_RELEASE_ENSURER_BEGIN(8);

// Releasing buffer is setting its AsSeries as the default in the host language.
#define RELEASE_BUFFER1(A) \
SET_BUFFER_AS_SERIES_FOR_HOST(A); \
SET_BUFFER_AS_SERIES_RELEASE_ENSURER_END(1);
#define RELEASE_BUFFER2(A, B) \
SET_BUFFER_AS_SERIES_FOR_HOST(A); \
SET_BUFFER_AS_SERIES_FOR_HOST(B); \
SET_BUFFER_AS_SERIES_RELEASE_ENSURER_END(2);
#define RELEASE_BUFFER3(A, B, C) \
SET_BUFFER_AS_SERIES_FOR_HOST(A); \
SET_BUFFER_AS_SERIES_FOR_HOST(B); \
SET_BUFFER_AS_SERIES_FOR_HOST(C); \
SET_BUFFER_AS_SERIES_RELEASE_ENSURER_END(3);
#define RELEASE_BUFFER4(A, B, C, D) \
SET_BUFFER_AS_SERIES_FOR_HOST(A); \
SET_BUFFER_AS_SERIES_FOR_HOST(B); \
SET_BUFFER_AS_SERIES_FOR_HOST(C); \
SET_BUFFER_AS_SERIES_FOR_HOST(D); \
SET_BUFFER_AS_SERIES_RELEASE_ENSURER_END(4);
#define RELEASE_BUFFER5(A, B, C, D, E) \
SET_BUFFER_AS_SERIES_FOR_HOST(A); \
SET_BUFFER_AS_SERIES_FOR_HOST(B); \
SET_BUFFER_AS_SERIES_FOR_HOST(C); \
SET_BUFFER_AS_SERIES_FOR_HOST(D); \
SET_BUFFER_AS_SERIES_FOR_HOST(E); \
SET_BUFFER_AS_SERIES_RELEASE_ENSURER_END(5);
#define RELEASE_BUFFER6(A, B, C, D, E, F) \
SET_BUFFER_AS_SERIES_FOR_HOST(A); \
SET_BUFFER_AS_SERIES_FOR_HOST(B); \
SET_BUFFER_AS_SERIES_FOR_HOST(C); \
SET_BUFFER_AS_SERIES_FOR_HOST(D); \
SET_BUFFER_AS_SERIES_FOR_HOST(E); \
SET_BUFFER_AS_SERIES_FOR_HOST(F); \
SET_BUFFER_AS_SERIES_RELEASE_ENSURER_END(6);
#define RELEASE_BUFFER7(A, B, C, D, E, F, G) \
SET_BUFFER_AS_SERIES_FOR_HOST(A); \
SET_BUFFER_AS_SERIES_FOR_HOST(B); \
SET_BUFFER_AS_SERIES_FOR_HOST(C); \
SET_BUFFER_AS_SERIES_FOR_HOST(D); \
SET_BUFFER_AS_SERIES_FOR_HOST(E); \
SET_BUFFER_AS_SERIES_FOR_HOST(F); \
SET_BUFFER_AS_SERIES_FOR_HOST(G); \
SET_BUFFER_AS_SERIES_RELEASE_ENSURER_END(7);
#define RELEASE_BUFFER8(A, B, C, D, E, F, G, H) \
SET_BUFFER_AS_SERIES_FOR_HOST(A); \
SET_BUFFER_AS_SERIES_FOR_HOST(B); \
SET_BUFFER_AS_SERIES_FOR_HOST(C); \
SET_BUFFER_AS_SERIES_FOR_HOST(D); \
SET_BUFFER_AS_SERIES_FOR_HOST(E); \
SET_BUFFER_AS_SERIES_FOR_HOST(F); \
SET_BUFFER_AS_SERIES_FOR_HOST(G); \
SET_BUFFER_AS_SERIES_FOR_HOST(H); \
SET_BUFFER_AS_SERIES_RELEASE_ENSURER_END(8);

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