//+------------------------------------------------------------------+ //| TestHeatmapAnalytics.mq5 | //+------------------------------------------------------------------+ #include #include #include #define ASSERT(condition, message) TestAssert((condition), (message)) int g_pass_count = 0; int g_fail_count = 0; //+------------------------------------------------------------------+ //| TestAssert | //| Prints a pass or fail message for a single test condition and | //| tracks the running pass and fail counts. | //+------------------------------------------------------------------+ void TestAssert(bool condition, string message) { if(condition) { g_pass_count++; ::Print("PASS: ", message); } else { g_fail_count++; ::Print("FAIL: ", message); } } //+------------------------------------------------------------------+ //| FindCellIndex | //| Searches cells for the entry matching the given symbol and hour, | //| used only to locate results in this test script. | //+------------------------------------------------------------------+ int FindCellIndex(const CHeatmapCell &cells[], int count, string symbol, int hour) { for(int i = 0; i < count; i++) { if(cells[i].symbol == symbol && cells[i].hour == hour) return(i); } return(-1); } //+------------------------------------------------------------------+ //| OnStart | //| Builds a synthetic set of 22 deals across four symbol/hour | //| combinations, then checks the aggregator's win rate and edge | //| ratio output, and the color interpolation formula, against | //| hand-worked values. | //+------------------------------------------------------------------+ void OnStart(void) { //--- build the 22 synthetic deals: EURUSD/8 (10 trades), EURUSD/14 (5 trades), //--- GBPUSD/8 (4 all-loss trades), GBPUSD/20 (3 all-win trades) CDealSample deals[22]; int idx = 0; for(int i = 0; i < 7; i++) { deals[idx].symbol = "EURUSD"; deals[idx].hour_utc = 8; deals[idx].profit = 100.0; idx++; } for(int i = 0; i < 3; i++) { deals[idx].symbol = "EURUSD"; deals[idx].hour_utc = 8; deals[idx].profit = -50.0; idx++; } deals[idx].symbol = "EURUSD"; deals[idx].hour_utc = 14; deals[idx].profit = 40.0; idx++; for(int i = 0; i < 4; i++) { deals[idx].symbol = "EURUSD"; deals[idx].hour_utc = 14; deals[idx].profit = -60.0; idx++; } double gbp8[4] = {-20.0, -30.0, -10.0, -15.0}; for(int i = 0; i < 4; i++) { deals[idx].symbol = "GBPUSD"; deals[idx].hour_utc = 8; deals[idx].profit = gbp8[i]; idx++; } double gbp20[3] = {25.0, 35.0, 15.0}; for(int i = 0; i < 3; i++) { deals[idx].symbol = "GBPUSD"; deals[idx].hour_utc = 20; deals[idx].profit = gbp20[i]; idx++; } //--- aggregate the synthetic deals CHeatmapAggregator aggregator; CHeatmapCell cells[]; int cell_count = aggregator.Aggregate(deals, 22, cells); //--- test 1: exactly four symbol/hour cells should be produced ASSERT(cell_count == 4, "four symbol/hour cells are produced from the synthetic deals"); //--- tests 2-5: EURUSD hour 8, a strong high-win-rate, high edge ratio cell int i1 = FindCellIndex(cells, cell_count, "EURUSD", 8); ASSERT(i1 >= 0, "EURUSD hour 8 cell exists"); ASSERT(cells[i1].trade_count == 10 && cells[i1].win_count == 7, "EURUSD hour 8 has 10 trades and 7 wins"); ASSERT(::MathAbs(cells[i1].win_rate_percent - 70.0) < 0.001, "EURUSD hour 8 win rate computes to 70.0%"); ASSERT(cells[i1].has_rr && ::MathAbs(cells[i1].avg_rr - 2.0) < 0.001, "EURUSD hour 8 edge ratio computes to 2.0"); //--- tests 6-8: EURUSD hour 14, a weak low-win-rate, low edge ratio cell int i2 = FindCellIndex(cells, cell_count, "EURUSD", 14); ASSERT(i2 >= 0, "EURUSD hour 14 cell exists"); ASSERT(::MathAbs(cells[i2].win_rate_percent - 20.0) < 0.001, "EURUSD hour 14 win rate computes to 20.0%"); ASSERT(cells[i2].has_rr && ::MathAbs(cells[i2].avg_rr - 0.666667) < 0.001, "EURUSD hour 14 edge ratio computes to about 0.6667"); //--- tests 9-10: GBPUSD hour 8, all losses, edge ratio correctly undefined int i3 = FindCellIndex(cells, cell_count, "GBPUSD", 8); ASSERT(i3 >= 0 && cells[i3].win_count == 0, "GBPUSD hour 8 has zero wins"); ASSERT(!cells[i3].has_rr, "GBPUSD hour 8 edge ratio is correctly undefined with zero wins"); //--- tests 11-12: GBPUSD hour 20, all wins, edge ratio correctly undefined int i4 = FindCellIndex(cells, cell_count, "GBPUSD", 20); ASSERT(i4 >= 0 && ::MathAbs(cells[i4].win_rate_percent - 100.0) < 0.001, "GBPUSD hour 20 win rate computes to 100.0%"); ASSERT(!cells[i4].has_rr, "GBPUSD hour 20 edge ratio is correctly undefined with zero losses"); //--- tests 13-14: the color interpolation formula matches its endpoints exactly CHeatmapChart chart("TestHeatmapPanel"); uint c_low = chart.InterpolateColor(0.0, 0.0, 50.0, 100.0); uint c_high = chart.InterpolateColor(100.0, 0.0, 50.0, 100.0); int low_r = (int)((c_low >> 16) & 0xFF); int low_g = (int)((c_low >> 8) & 0xFF); int low_b = (int)(c_low & 0xFF); int high_r = (int)((c_high >> 16) & 0xFF); int high_g = (int)((c_high >> 8) & 0xFF); int high_b = (int)(c_high & 0xFF); ASSERT(low_r == 210 && low_g == 60 && low_b == 60, "interpolated color at the low end matches the red endpoint exactly"); ASSERT(high_r == 60 && high_g == 160 && high_b == 90, "interpolated color at the high end matches the green endpoint exactly"); //--- print the final summary of pass and fail counts ::Print("TestHeatmapAnalytics: ", g_pass_count, " passed, ", g_fail_count, " failed"); } //+------------------------------------------------------------------+