MML Data Bridge Required Files

Below are the required files to use the MML Data Bridge

• User Set Up Manual: https://www.mql5.com/en/blogs/post/766374

#ifndef MMLDataStructs
#define MMLDataStructs

//input a defined length for char array
#define CHAR_FIELD_WIDTH 128 //leave name as is, used as char field width for the bridge

//Define your data structures below

//Example 1
struct DIRECTION {
    datetime time;
    int signal;
};

//Example 2
struct BTC_DATA {
    datetime time;
    double actual_price;
    double predicted_price;
    double price_residual;
    double price_error_pct;
    double actual_return;
    double predicted_return;
    double return_residual;
    double direction_correct;
    char dataset_name[CHAR_FIELD_WIDTH];
};

#endif 

MMLUtility.mqh

#property strict
#include <MMLDataStructs.mqh>


// Import functions
#import "MMLDataBridge.ex5" //Imports from the library directory
  // exported functions
  void initializeBridge_internal(string eaName);  
  void shutdownBridge_internal();  // 
 bool getRecordBytes_internal(const string csvFileName, uchar &out[]); // exported above
  string CStrFromCharArray(const char &arr[], int max_len = CHAR_FIELD_WIDTH);
#import


//Wrapper functions listed below

// Purpose: Initializes the MML data bridge with the specified Expert Advisor name
// Arguments: eaName - the name of the Expert Advisor to initialize the bridge for
void initializeBridge(string eaName){
 initializeBridge_internal(eaName);
}

// Purpose: Shuts down and cleans up the MML data bridge
// Arguments: None
void shutDownBridge() { 
  shutdownBridge_internal();
}


// Purpose: Converts a character array to a string
// Arguments: arr[] - the character array to convert
// Return value: string - the converted string value
string CharArrayToStr(const char &arr[]) { 
  return CStrFromCharArray(arr); }

// Purpose: Pulls raw bytes from the bridge and maps them into a POD struct T
// Arguments: FileName - the file name to retrieve data from, out - reference to the struct that will receive the mapped data
// Return value: bool - true if the data was successfully retrieved and mapped, false otherwise
template<typename T>
bool returnData(const string FileName, T &out) {
   // Ask bridge for the raw bytes (bridge will size 'bytes' correctly)
   uchar bytes[];
   if (!getRecordBytes_internal(FileName, bytes))
      return false;

   const int need = sizeof(out);
   const int have = ArraySize(bytes);

   // Size mismatch means the struct doesn't match the data - fail to prevent reading corrupted data
   if (have != need) {
      if (have > need) {
         PrintFormat("MML Data Bridge: Struct size mismatch for '%s'", FileName);
         PrintFormat("   Your struct is missing %d byte(s) or has incorrect field types.", have - need);
         PrintFormat("   Solution: Add missing field(s) to your struct or check field data types");
         return false;
      } else {
         PrintFormat("MML Data Bridge: Struct size mismatch for '%s'", FileName);
         PrintFormat("   This means your struct has %d extra byte(s) or incorrect field types", need - have);
         PrintFormat("   Solution: Remove extra field(s) from your struct or check field data types");
         // If BIN has fewer bytes than struct, we can't fill it -> fail.
         return false;
      }
   }

   // Return true and map the bytes to the object
   return CharArrayToStruct(out, bytes, 0);