Características del lenguaje mql5, sutilezas y técnicas - página 222

Roman 2022.02.21 06:50 #2211

Maxim Kuznetsov #:

Esto no es nada nuevo, es la forma en que siempre ha funcionado desde su nacimiento.

Sólo si los datos son mayores que __atomic__, el acceso debe ser envuelto/protegido con secciones críticas (o mutex a la terminal std::thread)

Bueno, no conocía este comportamiento, y esperaba un proceso separado al importar.
Pensé que los punteros DLL global será nuevo, en cada programa cargado MT5.
Con lo que tuve que sudar para entender la lógica, preguntándose por qué el error aparecerá en la memoria.
Pero cuando descubrí la razón por el método try (print), entonces todo el plan arquitectónico de trabajo con DLL será construido de manera diferente.
Hombre, tienes razón en lo de los mutex, no lo había pensado. Gracias por el consejo.

Cualquier pregunta de los Errores, fallos, preguntas El EOP para escolares.

mktr8591 2022.02.21 11:49 #2212

fxsaber #: ZZY Es una pena que no se pueda hacer por subcampo o método.

Sí. Aunque si el método no tiene parámetros, puede hacerlo:

// Сортировка массива структур и указателей на объекты по методу.
#define  ArraySortStruct_DefineMethod(METHOD)                                     \
namespace SortOnMethod_##METHOD                                                  \
{                                                                                \
  class SORT                                                                     \
  {                                                                              \
  private:                                                                       \
    template <typename T>                                                        \
    static void Swap( T &Array[], const int i, const int j )                     \
    {                                                                            \
      const T Temp = Array[i];                                                   \
                                                                                 \
      Array[i] = Array[j];                                                       \
      Array[j] = Temp;                                                           \
                                                                                 \
      return;                                                                    \
    }                                                                            \
                                                                                 \
    template <typename T>                                                        \
    static int Partition( T &Array[], const int Start, const int End )           \
    {                                                                            \
      int Marker = Start;                                                        \
                                                                                 \
      for (int i = Start; i <= End; i++)                                         \
        if (Array[i].##METHOD() <= Array[End].##METHOD())                        \
        {                                                                        \
          SORT::Swap(Array, i, Marker);                                          \
                                                                                 \
          Marker++;                                                              \
        }                                                                        \
                                                                                 \
       return(Marker - 1);                                                       \
    }                                                                            \
                                                                                 \
    template <typename T>                                                        \
    static void QuickSort( T &Array[], const int Start, const int End )          \
    {                                                                            \
      if (Start < End)                                                           \
      {                                                                          \
        const int Pivot = Partition(Array, Start, End);                          \
                                                                                 \
        SORT::QuickSort(Array, Start, Pivot - 1);                                \
        SORT::QuickSort(Array, Pivot + 1, End);                                  \
      }                                                                          \
                                                                                 \
      return;                                                                    \
    }                                                                            \
                                                                                 \
  public:                                                                        \
    template <typename T>                                                        \
    static void Sort( T &Array[], int Count = WHOLE_ARRAY, const int Start = 0 ) \
    {                                                                            \
      if (Count == WHOLE_ARRAY)                                                  \
        Count = ::ArraySize(Array);                                              \
                                                                                 \
      SORT::QuickSort(Array, Start, Start + Count - 1);                          \
                                                                                 \
      return;                                                                    \
    }                                                                            \
  };                                                                             \
}

#define  ArraySortStructMet(ARRAY, METHOD) SortOnMethod_##METHOD::SORT::Sort(ARRAY)

Aplicación:

#include <fxsaber\TypeToBytes.mqh>

struct MqlRates2: public MqlRates
  {
   double            Open() {return open;}
  };

ArraySortStruct_DefineMethod(Open)

void OnStart()
  {
   MqlRates Rates[];

   CopyRates(_Symbol, PERIOD_CURRENT, 0, 5, Rates); // Взяли бары

   MqlRates2 Rates2[];
   _ArrayCopy(Rates2, Rates);


   Print("\nСортируем Rates2 по open-цене.");
   ArraySortStructMet(Rates2, Open);
   ArrayPrint(Rates2);

  }

fxsaber 2022.04.20 16:20 #2213

Con la ejecución parcial de las órdenes cambia el campoORDER_TIME_SETUP_MSC.

En consecuencia, DEAL_TIME_MSC puede ser menor que ORDER_TIME_SETUP_MSC de su orden.

amrali 2022.04.20 23:46 #2214

¿Qué tal si utilizamos una función de comparación personalizada?

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
typedef double(*TComparer)(MqlRates &a, MqlRates &b);

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
class SORT
  {
private:
   template <typename T>
   static void       Swap(T &Array[], const int i, const int j)
     {
      const T Temp = Array[i];

      Array[i] = Array[j];
      Array[j] = Temp;

      return;
     }

   template <typename T>
   static int        Partition(T &Array[], const int Start, const int End, TComparer Compare)
     {
      int Marker = Start;

      for(int i = Start; i <= End; i++)
         if(Compare(Array[i], Array[End]) <= 0)
           {
            SORT::Swap(Array, i, Marker);

            Marker++;
           }

      return(Marker - 1);
     }

   template <typename T>
   static void       QuickSort(T &Array[], const int Start, const int End, TComparer Compare)
     {
      if(Start < End)
        {
         const int Pivot = Partition(Array, Start, End, Compare);

         SORT::QuickSort(Array, Start, Pivot - 1, Compare);
         SORT::QuickSort(Array, Pivot + 1, End, Compare);
        }

      return;
     }

public:
   template <typename T>
   static void       Sort(T &Array[], TComparer Compare, int Count = WHOLE_ARRAY, const int Start = 0)
     {
      if(Count == WHOLE_ARRAY)
         Count = ::ArraySize(Array);

      SORT::QuickSort(Array, Start, Start + Count - 1, Compare);

      return;
     }
  };

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double compare_open(MqlRates &a, MqlRates &b)          { return a.open - b.open;     }
double compare_high(MqlRates &a, MqlRates &b)          { return a.high - b.high;     }
double compare_low(MqlRates &a, MqlRates &b)           { return a.low  - b.low;      }
double compare_close(MqlRates &a, MqlRates &b)         { return a.close - b.close;   }
double compare_time(MqlRates &a, MqlRates &b)          { return (double)(a.time - b.time); }
double compare_tick_volume(MqlRates &a, MqlRates &b)   { return (double)(a.tick_volume - b.tick_volume); }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void OnStart()
  {
   MqlRates Rates[];

   CopyRates(_Symbol, PERIOD_CURRENT, 0, 5, Rates);
   ArrayPrint(Rates);

   SORT::Sort(Rates, compare_open);
   ArrayPrint(Rates);
  }

amrali 2022.04.21 17:00 #2215

fxsaber #:

Tienes razón, ¡gracias! Me pasé en un punto plano. Dejaré tu variante para ordenar.

Aplicación.

ZZY Es una pena que, por subcampo o método, no funcione.

Aquí está el QuickSort optimizado de mi biblioteca, ligeramente adaptado a tus necesidades.

Puede ordenar arrays enormes sin desbordamiento de pila (debido a la recursión incontrolada).

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
typedef double(*TComparer)(MqlRates &a, MqlRates &b);

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
class SORT
  {
private:
   //+------------------------------------------------------------------+
   //| Swaps two variables or two array elements.                       |
   //+------------------------------------------------------------------+
   template<typename T>
   static void       Swap(T &var1, T &var2)
     {
      T temp = var1;
      var1 = var2;
      var2 = temp;
     }
   //+------------------------------------------------------------------+
   //| Insertion Sort                                                   |
   //+------------------------------------------------------------------+
   /**
    * Sort the input array in-place in ascending order.
    * Insertion sort is the fastest sort algorithm for very small
    * arrays (<10-20 elements), or when the input is almost sorted.
    */
   template<typename T>
   static void       InsertionSort(T &arr[], int lo, int hi, TComparer Compare)
     {
      for(int i = lo + 1; i <= hi; i++)
        {
         if(Compare(arr[i], arr[i - 1]) < 0)
           {
            T key = arr[i];
            int j = i - 1;
            while(j >= lo && Compare(arr[j], key) > 0)
              {
               arr[j + 1] = arr[j];
               j--;
              }
            arr[j + 1] = key;
           }
        }
     }
   //+------------------------------------------------------------------+
   //| Quick Sort (Optimized)                                           |
   //+------------------------------------------------------------------+
   /**
    * Sort the input array in-place in ascending order.
    * Generally, the fastest comparison-based sort algorithm for arrays.
    * (esp. if large size).
    * Average time complexity: O(n log n)
    * Worst-case time complexity: O(n log n)
    * Stable    : no
    *
    * Improvements:
    *
    * 1. Use insertion sort for small partitions, takes linear time O(n + I) with nearly sorted data.
    * 2. Choose pivot as the middle element, to avoid the worst case O(n^2) on already-sorted data.
    * 3. Hoare's parition scheme, which is more efficient than Lomuto's partition scheme
    *    because it does three times fewer swaps on average, and it creates efficient
    *    partitions even when all values are equal (duplicate sort keys).
    * 4. Sort small partitions using recursion and do tail recursion elimination for large partitions.
    *    This guarantees O(logn) space complexity and avoids stack overflow with huge arrays.
    */
   template<typename T>
   static void       QuickSort(T &arr[], int lo, int hi, TComparer Compare)
     {
      // Use a while loop for tail recursion elimination.
      while(lo < hi)
        {
         // Insertion sort is faster for small partitions.
         if(hi - lo < 16)
           {
            InsertionSort(arr, lo, hi, Compare);
            return;
           }

         // Pick pivot as the middle element.
         int mid = lo + (hi - lo) / 2;
         T pivot = arr[mid];

         // Hoare’s partition scheme.
         int i = lo;
         int j = hi;
         while(i <= j)
           {
            while(Compare(arr[i], pivot) < 0)
               i++;
            while(Compare(arr[j], pivot) > 0)
               j--;
            if(i <= j)
              {
               Swap(arr[i], arr[j]);
               i++;
               j--;
              }
           }
         // now, a[lo..j] <= a[i..hi]

         // Sort the small partition first using recursion and do tail recursion elimination for
         // the large partition.
         int l_size = j - lo;
         int r_size = hi - i;
         if(l_size < r_size)
           {
            if(l_size > 0)
              {
               QuickSort(arr, lo, j, Compare);
              }
            lo = i;
           }
         else
           {
            if(r_size > 0)
              {
               QuickSort(arr, i, hi, Compare);
              }
            hi = j;
           }
        }
     }

public:
   template<typename T>
   static void       Sort(T &Array[], TComparer Compare, int Count = WHOLE_ARRAY, const int Start = 0)
     {
      if(Count == WHOLE_ARRAY)
         Count = ::ArraySize(Array);

      SORT::QuickSort(Array, Start, Start + Count - 1, Compare);
     }
  };

//+------------------------------------------------------------------+
//| Compares two fields and returns a value indicating whether one   |
//| is equal to, less than, or greater than the other.               |
//+------------------------------------------------------------------+
double compare_open(MqlRates &a, MqlRates &b)          { return a.open - b.open;     }
double compare_high(MqlRates &a, MqlRates &b)          { return a.high - b.high;     }
double compare_low(MqlRates &a, MqlRates &b)           { return a.low  - b.low;      }
double compare_close(MqlRates &a, MqlRates &b)         { return a.close - b.close;   }
double compare_time(MqlRates &a, MqlRates &b)          { return (double)(a.time - b.time); }
double compare_tick_volume(MqlRates &a, MqlRates &b)   { return (double)(a.tick_volume - b.tick_volume); }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void OnStart()
  {
   MqlRates Rates[];

   CopyRates(_Symbol, PERIOD_CURRENT, 0, 5, Rates);
   ArrayPrint(Rates);

   SORT::Sort(Rates, compare_open);
   ArrayPrint(Rates);

   SORT::Sort(Rates, compare_tick_volume);
   ArrayPrint(Rates);
  }

Aricoco Arinze 2022.04.21 22:14 #2216

Bodolino #:

¡Hola y gracias por compartirlo!

Esto sería perfecto si funcionara. Sin embargo, cuando se pega en un script .mq5 y se ejecuta lamentablemente su código arroja el siguiente error(es):

las declaraciones de plantillas no están permitidas en las clases locales ArraySortStruct.mq5 87 4
(después de cambiar ligeramente tu código): las declaraciones de plantillas sólo están permitidas en el ámbito global, de espacio de nombres o de clase ArraySortStruct.mq5 90 4 )

¿Podrías arreglar esto? Para ti es probablemente fácil mientras que yo no sabría por dónde empezar :-)

Artyom Trishkin 2022.05.16 08:48 #2217

Los comentarios no relacionados con este tema han sido movidos a "Cualquier pregunta de principiantes en MQL4 y MQL5, ayuda y discusión sobre algoritmos y códigos".

fxsaber 2022.05.19 16:12 #2218

Cuando se utiliza Ar rayInsert, se puede ahorrar memoria cuando Array_Destination[] es más pequeño que Array_Source[] desde el que se añaden los elementos.

Para ello, debe aplicar ArraySwap dos veces: antes y después de ArrayInsert.

Por ejemplo, esto es relevante cuando se trabaja con grandes archivos MqlTick, etc.

Cualquier pregunta de novato, ¡Necesito ayuda! No puedo Cómo empezar con Metatrader

fxsaber 2022.06.06 17:55 #2219

Foro sobre negociación, sistemas automatizados de negociación y ensayo de estrategias de negociación

Peculiaridades del lenguaje mql5, sutilezas y técnicas de trabajo

fxsaber, 2022.02.20 15:00

Tienes razón, ¡Gracias! Me overmudryl en un lugar recto. Voy a dejar su variante para la clasificación.

Aplicación.

ArraySortStruct_Define(open)
ArraySortStruct_Define(high)
ArraySortStruct_Define(time)

void OnStart()
{
  MqlRates Rates[];
  
  CopyRates(_Symbol, PERIOD_CURRENT, 0, 5, Rates); // Взяли бары
  
  Print("\nБары без сортировки - как получили.");
  ArrayPrint(Rates);
  
  Print("\nСортируем по open-цене.");
  ArraySortStruct(Rates, open);
  ArrayPrint(Rates);
  
  Print("\nСортируем по high-цене.");
  ArraySortStruct(Rates, high);
  ArrayPrint(Rates);
  
  Print("\nСортируем по времени.");
  ArraySortStruct(Rates, time);
  ArrayPrint(Rates);
}

Hubo un error en el método de Partición. Versión corregida.

// Сортировка массива структур и указателей на объекты по полю.
#define  ArraySortStruct_Define(FIELD)                                            \
namespace SortOnField_##FIELD                                                    \
{                                                                                \
  class SORT                                                                     \
  {                                                                              \
  private:                                                                       \
    template <typename T>                                                        \
    static void Swap( T &Array[], const int i, const int j )                     \
    {                                                                            \
      const T Temp = Array[i];                                                   \
                                                                                 \
      Array[i] = Array[j];                                                       \
      Array[j] = Temp;                                                           \
                                                                                 \
      return;                                                                    \
    }                                                                            \
                                                                                 \
    template <typename T>                                                        \
    static int Partition2 ( T &Array[], const int Start, const int End )         \
    {                                                                            \
      const T Pivot = Array[End];                                                \
      int i = (Start - 1);                                                       \
                                                                                 \
      for (int j = Start; j < End; j++)                                          \
        if (Array[j].##FIELD < Pivot.##FIELD)                                    \
          SORT::Swap(Array, ++i, j);                                             \
                                                                                 \
      SORT::Swap(Array, i + 1, End);                                             \
                                                                                 \
      return(i + 1);                                                             \
    }                                                                            \
                                                                                 \
    template <typename T>                                                        \
    static void QuickSort( T &Array[], const int Start, const int End )          \
    {                                                                            \
      if (Start < End)                                                           \
      {                                                                          \
        const int Pivot = SORT::Partition2(Array, Start, End);                   \
                                                                                 \
        SORT::QuickSort(Array, Start, Pivot - 1);                                \
        SORT::QuickSort(Array, Pivot + 1, End);                                  \
      }                                                                          \
                                                                                 \
      return;                                                                    \
    }                                                                            \
                                                                                 \
  public:                                                                        \
    template <typename T>                                                        \
    static void Sort( T &Array[], int Count = WHOLE_ARRAY, const int Start = 0 ) \
    {                                                                            \
      if (Count == WHOLE_ARRAY)                                                  \
        Count = ::ArraySize(Array);                                              \
                                                                                 \
      SORT::QuickSort(Array, Start, Start + Count - 1);                          \
                                                                                 \
      return;                                                                    \
    }                                                                            \
  };                                                                             \
}

#define  ArraySortStruct(ARRAY, FIELD) SortOnField_##FIELD::SORT::Sort(ARRAY)

Errores, fallos, preguntas Preguntas de los principiantes Características del lenguaje mql4,

fxsaber 2022.06.19 14:17 #2220

fxsaber #:

Había un error en el método de Partición. Versión corregida.

Para un caso especial cuando se toma un campo numérico para ordenar (la situación más común), escribí una variante que es varios órdenes de magnitud más rápida que la anterior. Pero consume el doble de memoria. Es relevante para matrices grandes.

// Сортировка массива структур и указателей на объекты по ЧИСЛОВОМУ полю.
#define  ArraySortStruct2_Define(FIELD)                               \
namespace SortOnField_##FIELD                                        \
{                                                                    \
  class SORT2                                                        \
  {                                                                  \
  private:                                                           \
    template <typename T, typename T2>                               \
    static void Sort( T &Array[], const T2& )                        \
    {                                                                \
      T2 SortIndex[][2];                                             \
                                                                     \  
      const int Size = ::ArrayResize(SortIndex, ::ArraySize(Array)); \
                                                                     \
      for (int i = Size - 1; i >= 0; i--)                            \
      {                                                              \
        SortIndex[i][0] = (T2)Array[i].##FIELD;                      \
        SortIndex[i][1] = (T2)i;                                     \
      }                                                              \
                                                                     \
      ::ArraySort(SortIndex);                                        \
                                                                     \
      T Sort_Array[];                                                \
                                                                     \
      for (int i = ::ArrayResize(Sort_Array, Size) - 1; i >= 0; i--) \
        Sort_Array[i] = Array[(int)SortIndex[i][1]];                 \
                                                                     \
      ::ArraySwap(Sort_Array, Array);                                \
                                                                     \
      return;                                                        \
    }                                                                \
                                                                     \
  public:                                                            \
    template <typename T>                                            \
    static void Sort( T &Array[] )                                   \
    {                                                                \
      if (::ArraySize(Array))                                        \
        SORT2::Sort(Array, Array[0].##FIELD);                        \
                                                                     \
      return;                                                        \
    }                                                                \
  };                                                                 \
}

#define  ArraySortStruct2(ARRAY, FIELD) SortOnField_##FIELD::SORT2::Sort(ARRAY)

Aplicación (con medición del tiempo de ejecución).

#include <fxsaber\Benchmark\Benchmark.mqh> // https://www.mql5.com/ru/code/31279
#define _BV2(A) _BV(A, 100) // Алертим все, что исполняется дольше 100 микросекунд.

struct STRUCT : public MqlTick
{
  double Num;
};

ArraySortStruct_Define(Num)
ArraySortStruct2_Define(Num)

void OnStart()
{
  STRUCT Array[];
  
  const int Size = ArrayResize(Array, 1 e5);
  
  for (int i = Size - 1; i >= 0; i--)
    Array[i].Num = Size - i;
    
//  _BV2(ArraySortStruct(Array, Num));
  _BV2(ArraySortStruct2(Array, Num));
}

Resultado.

Alert: Bench_Stack = 0, 100 <= Time[Test9.mq5 129 in OnStart: SortOnField_Num::SORT::Sort(Array)] = 34574468 mcs.

Alert: Bench_Stack = 0, 100 <= Time[Test9.mq5 130 in OnStart: SortOnField_Num::SORT2::Sort(Array)] = 10586 mcs.

Implementaciones alternativas de funciones/enfoques 75.000 opciones: ¿4 GB ¿Qué es todo esto?

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