Merge branch 'v3.003-dev-stats' into v3.007-dev-new

* v3.003-dev-stats:
  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.

Account/Account.h

@@ -56,4 +56,5 @@ class Account : public AccountBase {
    */
   ~Account() {}
 };
+
 #endif  // ACCOUNT_H

Account/AccountBase.h

@@ -56,6 +56,46 @@ class AccountBase : public Dynamic {
    * Class deconstructor.
    */
   ~AccountBase() {}
+
+  /**
+   * Returns balance value of the current account.
+   */
+  virtual datetime GetDateTime() { return TimeCurrent(); };
+
+  /**
+   * Returns balance value of the current account.
+   */
+  virtual float GetBalance() = 0;
+
+  /**
+   * Returns credit value of the current account.
+   */
+  virtual float GetCredit() = 0;
+
+  /**
+   * Returns profit value of the current account.
+   */
+  virtual float GetProfit() = 0;
+
+  /**
+   * Returns equity value of the current account.
+   */
+  virtual float GetEquity() = 0;
+
+  /**
+   * Returns margin value of the current account.
+   */
+  virtual float GetMarginUsed() = 0;
+
+  /**
+   * Returns free margin value of the current account.
+   */
+  virtual float GetMarginFree() = 0;
+
+  /**
+   * Get account available margin.
+   */
+  virtual float GetMarginAvail() = 0;
 };
 
 #endif  // ACCOUNTBASE_H

Account/AccountMt.h

@@ -42,12 +42,13 @@ class AccountMt;
 #include "Account.define.h"
 #include "Account.enum.h"
 #include "Account.extern.h"
+#include "Account.h"
 #include "Account.struct.h"
 
 /**
  * Class to provide functions that return parameters of the current account.
  */
-class AccountMt {
+class AccountMt : public AccountBase {
  protected:
   // Struct variables.
   BufferStruct<AccountEntry> entries;
@@ -136,7 +137,7 @@ class AccountMt {
    * Returns balance value of the current account.
    */
   static double AccountBalance() { return AccountInfoDouble(ACCOUNT_BALANCE); }
-  float GetBalance() {
+  float GetBalance() override {
     // @todo: Adds caching.
     // return UpdateStats(ACC_BALANCE, AccountBalance());
     return (float)AccountMt::AccountBalance();
@@ -146,7 +147,7 @@ class AccountMt {
    * Returns credit value of the current account.
    */
   static double AccountCredit() { return AccountInfoDouble(ACCOUNT_CREDIT); }
-  float GetCredit() {
+  float GetCredit() override {
     // @todo: Adds caching.
     // return UpdateStats(ACC_CREDIT, AccountCredit());
     return (float)AccountMt::AccountCredit();
@@ -156,7 +157,7 @@ class AccountMt {
    * Returns profit value of the current account.
    */
   static double AccountProfit() { return AccountInfoDouble(ACCOUNT_PROFIT); }
-  float GetProfit() {
+  float GetProfit() override {
     // @todo: Adds caching.
     // return UpdateStats(ACC_PROFIT, AccountProfit());
     return (float)AccountMt::AccountProfit();
@@ -166,7 +167,7 @@ class AccountMt {
    * Returns equity value of the current account.
    */
   static double AccountEquity() { return AccountInfoDouble(ACCOUNT_EQUITY); }
-  float GetEquity() {
+  float GetEquity() override {
     // @todo: Adds caching.
     // return UpdateStats(ACC_EQUITY, AccountEquity());
     return (float)AccountMt::AccountEquity();
@@ -198,7 +199,7 @@ class AccountMt {
    * Returns free margin value of the current account.
    */
   static double AccountFreeMargin() { return AccountInfoDouble(ACCOUNT_MARGIN_FREE); }
-  float GetMarginFree() {
+  float GetMarginFree() override {
     // @todo: Adds caching.
     // return UpdateStats(ACC_MARGIN_FREE, AccountFreeMargin());
     return (float)AccountMt::AccountFreeMargin();
@@ -267,7 +268,7 @@ class AccountMt {
    * Get account available margin.
    */
   static double AccountAvailMargin() { return fmin(AccountFreeMargin(), AccountTotalBalance()); }
-  float GetMarginAvail() { return (float)AccountAvailMargin(); }
+  float GetMarginAvail() override { return (float)AccountAvailMargin(); }
 
   /**
    * Returns the calculation mode of free margin allowed to open orders on the current account.

Indicator.enum.h

@@ -44,6 +44,7 @@ enum ENUM_INDICATOR_ACTION {
 enum ENUM_INDICATOR_TYPE {
   INDI_NONE = 0,                        // (None)
   INDI_AC,                              // Accelerator Oscillator
+  INDI_ACCOUNT_STATS,                   // Account Stats
   INDI_AD,                              // Accumulation/Distribution
   INDI_ADX,                             // Average Directional Index
   INDI_ADXW,                            // ADX by Welles Wilder
@@ -237,9 +238,24 @@ enum ENUM_INDI_VS_TYPE {
   INDI_VS_TYPE_INDEX_8,
   INDI_VS_TYPE_INDEX_9,
   INDI_VS_TYPE_INDEX_FIRST = INDI_VS_TYPE_INDEX_0,
-  INDI_VS_TYPE_INDEX_LAST = INDI_VS_TYPE_INDEX_9
+  INDI_VS_TYPE_INDEX_LAST = INDI_VS_TYPE_INDEX_9,
+
+  // Account Stats.
+  INDI_VS_TYPE_ACCOUNT_STATS_DATE_TIME,
+  INDI_VS_TYPE_ACCOUNT_STATS_BALANCE,
+  INDI_VS_TYPE_ACCOUNT_STATS_CREDIT,
+  INDI_VS_TYPE_ACCOUNT_STATS_EQUITY,
+  INDI_VS_TYPE_ACCOUNT_STATS_PROFIT,
+  INDI_VS_TYPE_ACCOUNT_STATS_MARGIN_USED,
+  INDI_VS_TYPE_ACCOUNT_STATS_MARGIN_FREE,
+  INDI_VS_TYPE_ACCOUNT_STATS_MARGIN_AVAIL,
+  INDI_VS_TYPE_ACCOUNT_STATS_INDEX_FIRST = INDI_VS_TYPE_ACCOUNT_STATS_DATE_TIME,
+  INDI_VS_TYPE_ACCOUNT_STATS_INDEX_LAST = INDI_VS_TYPE_ACCOUNT_STATS_MARGIN_AVAIL,
 };
 
+#define INDI_VS_TYPE_ACCOUNT_STATS_BUFFERS_COUNT \
+  (INDI_VS_TYPE_ACCOUNT_STATS_INDEX_LAST - INDI_VS_TYPE_ACCOUNT_STATS_INDEX_FIRST + 1)
+
 // Indicator flags.
 enum ENUM_INDI_FLAGS {
   INDI_FLAG_INDEXABLE_BY_SHIFT,                // Indicator supports indexation by shift.
@@ -269,4 +285,11 @@ enum ENUM_INDI_DS_MODE_KIND {
   INDI_DS_MODE_KIND_AP,  // Mode is a value from ENUM_APPLIED_PRICE enumeration. It is used to retrieve value storage
                          // based on ENUM_INDI_VS_TYPE enumeration, e.g., PRICE_OPEN becomes ENUM_INDI_VS_PRICE_OPEN.
 };
+
+// Type of entry
+enum ENUM_INDI_EMITTED_ENTRY_TYPE {
+  INDI_EMITTED_ENTRY_TYPE_PARENT,  // Undetermined type of entry from direct parent indicator.
+  INDI_EMITTED_ENTRY_TYPE_TICK,
+  INDI_EMITTED_ENTRY_TYPE_CANDLE,
+};
 //+------------------------------------------------------------------+

Indicator/IndicatorCandle.h

@@ -32,6 +32,7 @@
 // Includes.
 #include "../Buffer/BufferCandle.h"
 #include "../Candle.struct.h"
+#include "../Indicator.enum.h"
 #include "../Indicator.mqh"
 #include "../Storage/ValueStorage.price_median.h"
 #include "../Storage/ValueStorage.price_typical.h"
@@ -310,7 +311,7 @@ class IndicatorCandle : public Indicator<TS> {
   void EmitHistory() override {
     for (DictStructIterator<long, CandleOCTOHLC<TV>> iter(icdata.Begin()); iter.IsValid(); ++iter) {
       IndicatorDataEntry _entry = CandleToEntry(iter.Key(), iter.Value());
-      EmitEntry(_entry);
+      EmitEntry(_entry, INDI_EMITTED_ENTRY_TYPE_CANDLE);
     }
   }
 
@@ -342,7 +343,7 @@ class IndicatorCandle : public Indicator<TS> {
   /**
    * Adds tick's price to the matching candle and updates its OHLC values.
    */
-  void UpdateCandle(long _tick_timestamp, double _price) {
+  CandleOCTOHLC<double> UpdateCandle(long _tick_timestamp, double _price) {
     long _candle_timestamp = CalcCandleTimestamp(_tick_timestamp);
 
 #ifdef __debug_verbose__
@@ -368,6 +369,8 @@ class IndicatorCandle : public Indicator<TS> {
     }
 
     icdata.Add(_candle, _candle_timestamp);
+
+    return _candle;
   }
 
   /**
@@ -380,12 +383,25 @@ class IndicatorCandle : public Indicator<TS> {
   /**
    * Called when data source emits new entry (historic or future one).
    */
-  void OnDataSourceEntry(IndicatorDataEntry& entry) override {
-    // Updating candle from bid price.
-    UpdateCandle(entry.timestamp, entry[1]);
+  void OnDataSourceEntry(IndicatorDataEntry& entry,
+                         ENUM_INDI_EMITTED_ENTRY_TYPE type = INDI_EMITTED_ENTRY_TYPE_PARENT) override {
+    Indicator<TS>::OnDataSourceEntry(entry, type);
+
+    if (type != INDI_EMITTED_ENTRY_TYPE_TICK) {
+      return;
+    }
+
+    long _candle_timestamp = CalcCandleTimestamp(entry.timestamp);
 
     // Updating tick & bar indices.
-    counter.OnTick(CalcCandleTimestamp(entry.timestamp));
+    counter.OnTick(_candle_timestamp);
+
+    // Updating candle from bid price.
+    CandleOCTOHLC<double> _candle = UpdateCandle(entry.timestamp, entry[1]);
+
+    // Emitting candle for children.
+    IndicatorDataEntry _candle_entry = CandleToEntry(_candle_timestamp, _candle);
+    EmitEntry(_candle_entry, INDI_EMITTED_ENTRY_TYPE_CANDLE);
   };
 
   /**

Indicator/IndicatorTick.h

@@ -164,7 +164,7 @@ class IndicatorTick : public Indicator<TS> {
   void EmitHistory() override {
     for (DictStructIterator<long, TickAB<TV>> iter(itdata.Begin()); iter.IsValid(); ++iter) {
       IndicatorDataEntry _entry = TickToEntry(iter.Key(), iter.Value());
-      EmitEntry(_entry);
+      EmitEntry(_entry, INDI_EMITTED_ENTRY_TYPE_TICK);
     }
   }
 

Indicator/tests/classes/IndicatorTfDummy.h

@@ -48,11 +48,13 @@ class IndicatorTfDummy : public IndicatorTf<IndicatorTfDummyParams> {
 
   string GetName() override { return "IndicatorTfDummy(" + IntegerToString(iparams.spc) + ")"; }
 
-  void OnDataSourceEntry(IndicatorDataEntry& entry) override {
-    // When overriding OnDataSourceEntry() we have to remember to call parent
-    // method, because IndicatorCandle also need to invoke it in order to
-    // create/update matching candle.
-    IndicatorTf<IndicatorTfDummyParams>::OnDataSourceEntry(entry);
+  void OnDataSourceEntry(IndicatorDataEntry& entry,
+                         ENUM_INDI_EMITTED_ENTRY_TYPE type = INDI_EMITTED_ENTRY_TYPE_PARENT) override {
+    IndicatorTf<IndicatorTfDummyParams>::OnDataSourceEntry(entry, type);
+
+    if (type != INDI_EMITTED_ENTRY_TYPE_TICK) {
+      return;
+    }
 
 #ifdef __debug_indicator__
     Print(GetFullName(), " got new tick at ", entry.timestamp,

Indicator/tests/classes/IndicatorTickDummy.h

@@ -59,13 +59,13 @@ class IndicatorTickDummy : public IndicatorTick<IndicatorTickDummyParams, double
     TickAB<double> _t7(4.2f, 4.21f);
     TickAB<double> _t8(4.8f, 4.81f);
 
-    EmitEntry(TickToEntry(1000, _t1));
-    EmitEntry(TickToEntry(1500, _t2));
-    EmitEntry(TickToEntry(2000, _t3));
-    EmitEntry(TickToEntry(3000, _t4));
-    EmitEntry(TickToEntry(4000, _t5));
-    EmitEntry(TickToEntry(4100, _t6));
-    EmitEntry(TickToEntry(4200, _t7));
-    EmitEntry(TickToEntry(4800, _t8));
+    EmitEntry(TickToEntry(1000, _t1), INDI_EMITTED_ENTRY_TYPE_TICK);
+    EmitEntry(TickToEntry(1500, _t2), INDI_EMITTED_ENTRY_TYPE_TICK);
+    EmitEntry(TickToEntry(2000, _t3), INDI_EMITTED_ENTRY_TYPE_TICK);
+    EmitEntry(TickToEntry(3000, _t4), INDI_EMITTED_ENTRY_TYPE_TICK);
+    EmitEntry(TickToEntry(4000, _t5), INDI_EMITTED_ENTRY_TYPE_TICK);
+    EmitEntry(TickToEntry(4100, _t6), INDI_EMITTED_ENTRY_TYPE_TICK);
+    EmitEntry(TickToEntry(4200, _t7), INDI_EMITTED_ENTRY_TYPE_TICK);
+    EmitEntry(TickToEntry(4800, _t8), INDI_EMITTED_ENTRY_TYPE_TICK);
   };
 };