xoshiro256 Random Number Generator - MetaTrader 5 için kütüphane

Class Xoshiro256

The class provides an easy interface for random number generation.

//+------------------------------------------------------------------+
//| Class Xoshiro256                                                 |
//| Usage: Provides an implementation of the Xoshiro256** algorithm. |
//+------------------------------------------------------------------+
class Xoshiro256
  {
public:
   // Constructor and destructor
                     Xoshiro256(void);                                   // Auto-seeded constructor
                    ~Xoshiro256(void) {   }

   // Setting the internal state for the generator
   void              Seed(ulong seed);
   void              Seed(ulong a,ulong b,ulong c,ulong d);

   // Public methods for generating random numbers
   int               RandomInteger(void);                                // Random integer [0, INT_MAX]
   int               RandomInteger(const int max);                       // Random integer [0, max)
   int               RandomInteger(const int min,const int max);         // Random integer [min, max)

   long              RandomLong(void);                                   // Random long [0, LONG_MAX]
   long              RandomLong(const long max);                         // Random long [0, max)
   long              RandomLong(const long min,const long max);          // Random long [min, max)

   double            RandomDouble(void);                                 // Random double [0.0, 1.0)
   double            RandomDouble(const double max);                     // Random double [0.0, max)
   double            RandomDouble(const double min,const double max);    // Random double [min, max)

   double            RandomDoubleHighRes(void);                          // Random double [0.0, 1.0)
   double            RandomDoubleHighRes(const double max);              // Random double [0.0, max)
   double            RandomDoubleHighRes(const double min,const double max); // Random double [min, max)

   bool              RandomBoolean(void);                                // Random true/false (equal probability)
   bool              RandomBoolean(const double prob_true);              // Random true/false (with prob_true)

   double            RandomNormal(void);                                 // Random double (normal distribution with mean 0, std dev 1)
   double            RandomNormal(const double mu,const double sigma);   // Random double (normal distribution)

   // Sampling utilities
   template<typename T>
   void              Shuffle(T &arr[]);                                  // Shuffle array arr[] in place using Fisher-Yates
   template<typename T>
   bool              Sample(const T &arr[], T &dest[], int k);           // Sample k unique items from arr[] without replacement
   template<typename T>
   bool              SampleWithReplacement(const T &arr[], T &dest[], int k);
  };

//+------------------------------------------------------------------+
//|                                              speed_benchmark.mq5 |
//|                                        Copyright © 2018, Amr Ali |
//|                             https://www.mql5.com/en/users/amrali |
//+------------------------------------------------------------------+
#include "Xoshiro256.mqh"
//--- the random number generator object
Xoshiro256 prng;

#define ITER (500*1000*1000)  // 500 millions
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void OnStart()
  {
//--- MathRand() benchmark.
   uint t1 = GetTickCount();
   for(int i = 0; i < ITER; i++)
     {
      MathRand();
     }
   uint ticks1 = GetTickCount() - t1;

//--- Xoshiro256 benchmark.
   uint t2 = GetTickCount();
   for(int i = 0; i < ITER; i++)
     {
      prng.RandomInteger();
     }
   uint ticks2 = GetTickCount() - t2;

//--- Display results.
   PrintFormat("Generating %d random integers: ", ITER);
   PrintFormat("MathRand() -> %u millisec", ticks1);
   PrintFormat("Xoshiro256 -> %u millisec", ticks2);
   PrintFormat("Speed-up factor is %.1fx", (double)ticks1/ticks2);
  }
//+------------------------------------------------------------------+

// sample output:
/*
 Generating 500000000 random integers:
 MathRand() -> 968 millisec
 Xoshiro256 -> 422 millisec
 Speed-up factor is 2.3x
*/

2025.08.03 - v.1.03 :

• Added RandomDoubleHighRes, a new method for generating high-resolution random doubles in the range of [0.0, 1.0). This method is designed to be more precise than RandomDouble, as it can generate all possible double-precision floating-point values within the specified interval, a feature important for scientific simulations and other high-precision applications.
• Corrected potential infinite loop bugs in RandomDouble and RandomDoubleHighRes methods.
• Corrected the implementation of RandomBoolean.

The code is also mirrored on Algo Forge here: https://forge.mql5.io/amrali/Xoshiro256