Características da linguagem mql5, subtilezas e técnicas - página 222

Roman 2022.02.21 07:50 #2211

Maxim Kuznetsov #:

Isto não é nada de novo, é a forma como sempre funcionou desde o nascimento.

Apenas se os dados forem maiores do que __atómicos__ deve ser embalado/protegido com secções críticas (ou mutex para terminal std::thread)

Bem, eu não conhecia este comportamento, e esperava um processo separado aquando da importação.
Pensei que os apontadores DLL globais seriam novos, em cada programa MT5 carregado.
Com o que tive de suar para compreender a lógica, perguntando-me porque é que o erro vai aparecer na memória.
Mas quando descobri a razão pelo método de tentativa (impressão), então todo o plano arquitectónico de trabalhar com DLL será construído de forma diferente.
Meu, tens razão sobre os mutexes, não pensei nisso. Obrigado pela dica.

[AVISO FECHADO!] Qualquer pergunta Presente de Ano Novo Quaisquer perguntas de recém-chegados

mktr8591 2022.02.21 12:49 #2212

fxsaber #: ZZY É uma pena que não o possa fazer por subcampo ou método.

Sim. Embora se o método não tiver parâmetros, pode fazê-lo:

// 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)

Aplicação:

#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 18:20 #2213

Com a execução parcial das ordens o campoORDER_TIME_SETUP_MSC muda.

Como conseqüência, o DEAL_TIME_MSC pode ser inferior ao ORDER_TIME_SETUP_MSC de seu pedido.

amrali 2022.04.21 01:46 #2214

Que tal usar uma função de comparação 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 19:00 #2215

fxsaber #:

Você está certo, obrigado! Eu exagerei em um ponto plano. Vou deixar sua variante para a triagem.

Aplicação.

ZZY É uma pena, por subcampo ou método, não funciona.

Aqui está o QuickSort otimizado de minha biblioteca, ligeiramente adaptado às suas exigências.

Ele pode classificar matrizes enormes sem transbordamento de pilha (devido à recursividade descontrolada).

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
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 2022.04.22 00:14 #2216

Bodolino #:

Olá e obrigado por compartilhar!

Isto seria perfeito se funcionasse. Entretanto, quando colado em um script .mq5 e executado infelizmente seu código lança o(s) seguinte(s) erro(s):

declarações de modelo não são permitidas nas classes locais ArraySortStruct.mq5 87 4
(depois de alterar ligeiramente seu código): declarações de modelo são permitidas apenas em âmbito global, namespace ou classe ArraySortStruct.mq5 90 4 )

Você poderia, por favor, consertar isso? Para você provavelmente é fácil, enquanto eu não saberia por onde começar :-)

Artyom Trishkin 2022.05.16 10:48 #2217

Os comentários não relacionados a este tópico foram movidos para"Qualquer dúvida de iniciantes em MQL4 e MQL5, ajuda e discussão sobre algoritmos e códigos".

fxsaber 2022.05.19 18:12 #2218

Ao usar ArrayInsert, você pode economizar memória quando Array_Destination[] for menor do que Array_Source[] a partir do qual os elementos são adicionados.

Para fazer isso, você deve aplicar o ArraySwap duas vezes: antes e depois do ArrayInsert.

Por exemplo, isso é relevante ao trabalhar com grandes arquivos MqlTick, etc.

WindowScreenShot problema Indicadores CatFX50 Bibliotecas: EasyAndFastGUI - biblioteca

fxsaber 2022.06.06 19:55 #2219

Fórum sobre negociação, sistemas de negociação automatizados e teste de estratégias de negociação

Peculiaridades da linguagem mql5, sutilezas e técnicas de trabalho

fxsaber, 2022.02.20 15:00

Você está certo, obrigado! Eu tenho overmudryl em um lugar reto. Deixarei sua variante para classificação.

Aplicativo.

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);
}

Houve um erro no método Partition. Versão corrigida.

// 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)

Bibliotecas: Expert Discussão do artigo "MQL5 Bibliotecas: MT4Orders

fxsaber 2022.06.19 16:17 #2220

fxsaber #:

Houve um erro no método Partition. Versão corrigida.

Para um caso especial em que um campo numérico é usado para classificação (a situação mais comum), escrevi uma variante que é várias ordens de magnitude mais rápida do que a anterior. Mas ela consome o dobro de memória. Ela é relevante para matrizes 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)

Aplicativo (com medição do tempo de execução).

#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.

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