DoEasy 函数库中的价格（第六十二部分）：实时更新即时报价序列，为操控市场深度做准备
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| 31 三月 2021, 12:50
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概述
我已为程序中用到的所有品种创建了即时报价数据集合。 该函数库能够为程序用到的每个品种获取所需数量的即时报价数据，并将所有这些品种存储在即时报价数据集合当中。 即时报价数据集合能够搜索任何所需即时报价对象，并接收其数据。 我们能够整理这些列表，以便进行统计研究。 不过，当某个品种的新即时报价到达时，并不会将新即时报价存到即时报价数据库当中。 在本文中，我将实现此功能。
每个新即时报价均会增加集合中所存储对象的数量。 为了限制它们的数量，以及占用的内存量，我们引入一个常数，我们可用其设置一种金融产品在数据库中的最大即时报价存储量。 这将保护我们免受内存不足的困扰。 如果程序中用到了许多品种，并且数据库中已经包含足够数量的即时报价，则函数库会自动删除所需数量的旧即时报价。 因此，我们将始终拥有指定数量的金融产品即时报价。 默认数量为 200000。 这个数量应该足以满足大约两天的统计研究。 在任何情况下，如有必要，总可以修改单一金融产品在集合中存储的最大即时报价数量。
另外，我将开始准备操控市场深度（DOM）。 我将介绍在品种对象类中订阅 DOM 广播的功能。 在下一篇文章中，我将开始实现操控 DOM 的功能。
改进库类
与往常一样，我们开始添加新的函数库文本消息。
在 \MQL5\Include\DoEasy\Data.mqh 里，加入新消息的索引:
MSG_SYM_EVENT_SYMBOL_ADD, // Added symbol to Market Watch window MSG_SYM_EVENT_SYMBOL_DEL, // Symbol removed from Market Watch window MSG_SYM_EVENT_SYMBOL_SORT, // Changed location of symbols in Market Watch window MSG_SYM_SYMBOLS_MODE_CURRENT, // Work with current symbol only MSG_SYM_SYMBOLS_MODE_DEFINES, // Work with predefined symbol list MSG_SYM_SYMBOLS_MODE_MARKET_WATCH, // Work with Market Watch window symbols MSG_SYM_SYMBOLS_MODE_ALL, // Work with full list of all available symbols MSG_SYM_SYMBOLS_BOOK_ADD, // Subscribed to Depth of Market MSG_SYM_SYMBOLS_BOOK_DEL, // Unsubscribed from Depth of Market MSG_SYM_SYMBOLS_MODE_BOOK, // Subscription to Depth of Market //--- CAccount
以及与新添加的索引相对应的文本消息：
{"В окно \"Обзор рынка\" добавлен символ","Added symbol to \"Market Watch\" window"},
{"Из окна \"Обзор рынка\" удалён символ","Removed from \"Market Watch\" window"},
{"Изменено расположение символов в окне \"Обзор рынка\"","Changed arrangement of symbols in \"Market Watch\" window"},
{"Работа только с текущим символом","Work only with the current symbol"},
{"Работа с предопределённым списком символов","Work with predefined list of symbols"},
{"Работа с символами из окна \"Обзор рынка\"","Working with symbols from \"Market Watch\" window"},
{"Работа с полным списком всех доступных символов","Work with full list of all available symbols"},
{"Осуществлена подписка на стакан цен ","Subscribed to Depth of Market"},
{"Осуществлена отписка от стакан цен ","Unsubscribed from Depth of Market"},
{"Подписка на стакан цен","Subscription to Depth of Market"},
//--- CAccount
在当前品种新即时报价到达时，我们需要将其添加到 MqlTick 结构之中。 基于该结构创建一个新的即时报价对象，并将其与其他品种列表一起添加到集合中存储的即时报价序列列表当中。 然而，我们无法在程序的 OnTick() 处理程序中获取其他品种的即时报价，因为当前品种的新即时报价到达时，才会激活处理程序。 因此，为了得到其他用到的品种新即时价格变动，我们需要在函数库计时器中调用先前创建的 “New tick” 类对象对其进行控制。 为此，我们需要另一个函数库计时器，在其中跟踪除当前金融产品之外的所有产品的即时报价，以便更新这些产品的即时报价数据列表。
在 \MQL5\Include\DoEasy\Defines.mqh 里，加入即时报价数据集合定时器的参数，和一个定义单一品种即时报价最大可能数量的常数:
//--- Parameters of the timer of indicator data timeseries collection #define COLLECTION_IND_TS_PAUSE (64) // Pause of the timer of indicator data timeseries collection in milliseconds #define COLLECTION_IND_TS_COUNTER_STEP (16) // Increment of indicator data timeseries timer counter #define COLLECTION_IND_TS_COUNTER_ID (7) // ID of indicator data timeseries timer counter //--- Parameters of the tick series collection timer #define COLLECTION_TICKS_PAUSE (64) // Tick series collection timer pause in milliseconds #define COLLECTION_TICKS_COUNTER_STEP (16) // Tick series timer counter increment step #define COLLECTION_TICKS_COUNTER_ID (8) // Tick series timer counter ID //--- Collection list IDs #define COLLECTION_HISTORY_ID (0x777A) // Historical collection list ID #define COLLECTION_MARKET_ID (0x777B) // Market collection list ID #define COLLECTION_EVENTS_ID (0x777C) // Event collection list ID #define COLLECTION_ACCOUNT_ID (0x777D) // Account collection list ID #define COLLECTION_SYMBOLS_ID (0x777E) // Symbol collection list ID #define COLLECTION_SERIES_ID (0x777F) // Timeseries collection list ID #define COLLECTION_BUFFERS_ID (0x7780) // Indicator buffer collection list ID #define COLLECTION_INDICATORS_ID (0x7781) // Indicator collection list ID #define COLLECTION_INDICATORS_DATA_ID (0x7782) // Indicator data collection list ID #define COLLECTION_TICKSERIES_ID (0x7783) // Tick series collection list ID //--- Data parameters for file operations #define DIRECTORY ("DoEasy\\") // Library directory for storing object folders #define RESOURCE_DIR ("DoEasy\\Resource\\") // Library directory for storing resource folders //--- Symbol parameters #define CLR_DEFAULT (0xFF000000) // Default symbol background color in the navigator #ifdef __MQL5__ #define SYMBOLS_COMMON_TOTAL (TerminalInfoInteger(TERMINAL_BUILD)<2430 ? 1000 : 5000) // Total number of MQL5 working symbols #else #define SYMBOLS_COMMON_TOTAL (1000) // Total number of MQL4 working symbols #endif //--- Pending request type IDs #define PENDING_REQUEST_ID_TYPE_ERR (1) // Type of a pending request created based on the server return code #define PENDING_REQUEST_ID_TYPE_REQ (2) // Type of a pending request created by request //--- Timeseries parameters #define SERIES_DEFAULT_BARS_COUNT (1000) // Required default amount of timeseries data #define PAUSE_FOR_SYNC_ATTEMPTS (16) // Amount of pause milliseconds between synchronization attempts #define ATTEMPTS_FOR_SYNC (5) // Number of attempts to receive synchronization with the server //--- Tick series parameters #define TICKSERIES_DEFAULT_DAYS_COUNT (1) // Required number of days for tick data in default series #define TICKSERIES_MAX_DATA_TOTAL (200000) // Maximum number of stored tick data of a single symbol //+------------------------------------------------------------------+
为了能够了解我们是否已实现依据某个品种订阅了 DOM 广播，我们需要在品种属性中添加一个指示订阅状态的参数。 为达此目的，往品种的整数型属性里添加另一个参数，然后将整数型属性的数量从 36 增加到 37：
//+------------------------------------------------------------------+ //| Symbol integer properties | //+------------------------------------------------------------------+ enum ENUM_SYMBOL_PROP_INTEGER { SYMBOL_PROP_STATUS = 0, // Symbol status SYMBOL_PROP_INDEX_MW, // Symbol index in the Market Watch window SYMBOL_PROP_CUSTOM, // Custom symbol flag SYMBOL_PROP_CHART_MODE, // The price type used for generating bars – Bid or Last (from the ENUM_SYMBOL_CHART_MODE enumeration) SYMBOL_PROP_EXIST, // Flag indicating that the symbol under this name exists SYMBOL_PROP_SELECT, // The indication that the symbol is selected in Market Watch SYMBOL_PROP_VISIBLE, // The indication that the symbol is displayed in Market Watch SYMBOL_PROP_SESSION_DEALS, // The number of deals in the current session SYMBOL_PROP_SESSION_BUY_ORDERS, // The total number of Buy orders at the moment SYMBOL_PROP_SESSION_SELL_ORDERS, // The total number of Sell orders at the moment SYMBOL_PROP_VOLUME, // Last deal volume SYMBOL_PROP_VOLUMEHIGH, // Maximum volume within a day SYMBOL_PROP_VOLUMELOW, // Minimum volume within a day SYMBOL_PROP_TIME, // Latest quote time SYMBOL_PROP_DIGITS, // Number of decimal places SYMBOL_PROP_DIGITS_LOTS, // Number of decimal places for a lot SYMBOL_PROP_SPREAD, // Spread in points SYMBOL_PROP_SPREAD_FLOAT, // Floating spread flag SYMBOL_PROP_TICKS_BOOKDEPTH, // Maximum number of orders displayed in the Depth of Market SYMBOL_PROP_BOOKDEPTH_STATE, // Flag of subscription to DOM SYMBOL_PROP_TRADE_CALC_MODE, // Contract price calculation method (from the ENUM_SYMBOL_CALC_MODE enumeration) SYMBOL_PROP_TRADE_MODE, // Order execution type (from the ENUM_SYMBOL_TRADE_MODE enumeration) SYMBOL_PROP_START_TIME, // Symbol trading start date (usually used for futures) SYMBOL_PROP_EXPIRATION_TIME, // Symbol trading end date (usually used for futures) SYMBOL_PROP_TRADE_STOPS_LEVEL, // Minimum distance in points from the current close price for setting Stop orders SYMBOL_PROP_TRADE_FREEZE_LEVEL, // Freeze distance for trading operations (in points) SYMBOL_PROP_TRADE_EXEMODE, // Deal execution mode (from the ENUM_SYMBOL_TRADE_EXECUTION enumeration) SYMBOL_PROP_SWAP_MODE, // Swap calculation model (from the ENUM_SYMBOL_SWAP_MODE enumeration) SYMBOL_PROP_SWAP_ROLLOVER3DAYS, // Triple-day swap (from the ENUM_DAY_OF_WEEK enumeration) SYMBOL_PROP_MARGIN_HEDGED_USE_LEG, // Calculating hedging margin using the larger leg (Buy or Sell) SYMBOL_PROP_EXPIRATION_MODE, // Flags of allowed order expiration modes SYMBOL_PROP_FILLING_MODE, // Flags of allowed order filling modes SYMBOL_PROP_ORDER_MODE, // Flags of allowed order types SYMBOL_PROP_ORDER_GTC_MODE, // Expiration of Stop Loss and Take Profit orders if SYMBOL_EXPIRATION_MODE=SYMBOL_EXPIRATION_GTC (from the ENUM_SYMBOL_ORDER_GTC_MODE enumeration) SYMBOL_PROP_OPTION_MODE, // Option type (from the ENUM_SYMBOL_OPTION_MODE enumeration) SYMBOL_PROP_OPTION_RIGHT, // Option right (Call/Put) (from the ENUM_SYMBOL_OPTION_RIGHT enumeration) //--- skip the property SYMBOL_PROP_BACKGROUND_COLOR // The color of the background used for the symbol in Market Watch }; #define SYMBOL_PROP_INTEGER_TOTAL (37) // Total number of integer properties #define SYMBOL_PROP_INTEGER_SKIP (1) // Number of symbol integer properties not used in sorting //+------------------------------------------------------------------+
在品种对象的可能排序标准枚举中加入新的整数型属性：
//+------------------------------------------------------------------+ //| Possible symbol sorting criteria | //+------------------------------------------------------------------+ #define FIRST_SYM_DBL_PROP (SYMBOL_PROP_INTEGER_TOTAL-SYMBOL_PROP_INTEGER_SKIP) #define FIRST_SYM_STR_PROP (SYMBOL_PROP_INTEGER_TOTAL-SYMBOL_PROP_INTEGER_SKIP+SYMBOL_PROP_DOUBLE_TOTAL-SYMBOL_PROP_DOUBLE_SKIP) enum ENUM_SORT_SYMBOLS_MODE { //--- Sort by integer properties SORT_BY_SYMBOL_STATUS = 0, // Sort by symbol status SORT_BY_SYMBOL_INDEX_MW, // Sort by index in the Market Watch window SORT_BY_SYMBOL_CUSTOM, // Sort by custom symbol property SORT_BY_SYMBOL_CHART_MODE, // Sort by price type for constructing bars – Bid or Last (from the ENUM_SYMBOL_CHART_MODE enumeration) SORT_BY_SYMBOL_EXIST, // Sort by the flag that a symbol with such a name exists SORT_BY_SYMBOL_SELECT, // Sort by the flag indicating that a symbol is selected in Market Watch SORT_BY_SYMBOL_VISIBLE, // Sort by the flag indicating that a selected symbol is displayed in Market Watch SORT_BY_SYMBOL_SESSION_DEALS, // Sort by the number of deals in the current session SORT_BY_SYMBOL_SESSION_BUY_ORDERS, // Sort by the total number of current buy orders SORT_BY_SYMBOL_SESSION_SELL_ORDERS, // Sort by the total number of current sell orders SORT_BY_SYMBOL_VOLUME, // Sort by last deal volume SORT_BY_SYMBOL_VOLUMEHIGH, // Sort by maximum volume for a day SORT_BY_SYMBOL_VOLUMELOW, // Sort by minimum volume for a day SORT_BY_SYMBOL_TIME, // Sort by the last quote time SORT_BY_SYMBOL_DIGITS, // Sort by a number of decimal places SORT_BY_SYMBOL_DIGITS_LOT, // Sort by a number of decimal places in a lot SORT_BY_SYMBOL_SPREAD, // Sort by spread in points SORT_BY_SYMBOL_SPREAD_FLOAT, // Sort by floating spread SORT_BY_SYMBOL_TICKS_BOOKDEPTH, // Sort by a maximum number of requests displayed in the market depth SORT_BY_SYMBOL_BOOKDEPTH_STATE, // Sort by the DOM subscription flag SORT_BY_SYMBOL_TRADE_CALC_MODE, // Sort by contract price calculation method (from the ENUM_SYMBOL_CALC_MODE enumeration) SORT_BY_SYMBOL_TRADE_MODE, // Sort by order execution type (from the ENUM_SYMBOL_TRADE_MODE enumeration) SORT_BY_SYMBOL_START_TIME, // Sort by an instrument trading start date (usually used for futures) SORT_BY_SYMBOL_EXPIRATION_TIME, // Sort by an instrument trading end date (usually used for futures) SORT_BY_SYMBOL_TRADE_STOPS_LEVEL, // Sort by the minimum indent from the current close price (in points) for setting Stop orders SORT_BY_SYMBOL_TRADE_FREEZE_LEVEL, // Sort by trade operation freeze distance (in points) SORT_BY_SYMBOL_TRADE_EXEMODE, // Sort by trade execution mode (from the ENUM_SYMBOL_TRADE_EXECUTION enumeration) SORT_BY_SYMBOL_SWAP_MODE, // Sort by swap calculation model (from the ENUM_SYMBOL_SWAP_MODE enumeration) SORT_BY_SYMBOL_SWAP_ROLLOVER3DAYS, // Sort by week day for accruing a triple swap (from the ENUM_DAY_OF_WEEK enumeration) SORT_BY_SYMBOL_MARGIN_HEDGED_USE_LEG, // Sort by the calculation mode of a hedged margin using the larger leg (Buy or Sell) SORT_BY_SYMBOL_EXPIRATION_MODE, // Sort by flags of allowed order expiration modes SORT_BY_SYMBOL_FILLING_MODE, // Sort by flags of allowed order filling modes SORT_BY_SYMBOL_ORDER_MODE, // Sort by flags of allowed order types SORT_BY_SYMBOL_ORDER_GTC_MODE, // Sort by StopLoss and TakeProfit orders lifetime SORT_BY_SYMBOL_OPTION_MODE, // Sort by option type (from the ENUM_SYMBOL_OPTION_MODE enumeration) SORT_BY_SYMBOL_OPTION_RIGHT, // Sort by option right (Call/Put) (from the ENUM_SYMBOL_OPTION_RIGHT enumeration) //--- Sort by real properties
更新即时报价序列
鉴于即时报价可在绑定的一束里并发出现，故此我们无法将即时报价逐一添加到即时报价序列列表之中。 为了保存在一批里得到的所有即时报价，我们需要控制最后收到的即时报价的毫秒时间，并从此时间复制即时报价到历史数据的末尾。 复制所有新到达的即时报价之后（可以一次一个即时报价，或者一次一包里的多个即时报价），我们需要保存最后一个即时报价的时间，以便从该时间 + 1 毫秒开始复制即时报价（以便不会再次复制之前的最后一个即时报价）到历史数据的末尾 — 直至当前时间。 因此，我们始终能够在 OnTick() 激活时，获得每次新出现的即时报价的所有必要数据。 复制后，我们需要记住最后一次即时报价的新时间，以便后续的复制。
在创建更新即时报价序列的方法时，事实证明，创建新即时报价数据对象，并将其添加到即时报价序列列表之中的方法，与已开发的创建新即时报价数据对象，并将其添加到列表之中的方法相同。 因此，该代码模块已移至新方法，返回被添加到列表的新创建对象的指针，或 NULL。 下面将研究修改创建列表的方法，和更新列表的新方法。
在 \MQL5\Include\DoEasy\Objects\Ticks\TickSeries.mqh 文件的类私密部分，声明类成员变量，用于存储最后的即时报价毫秒时间，以及创建新的即时报价对象，并将其添加到即时报价序列列表的方法:
//+------------------------------------------------------------------+ //| "Tick data series" class | //+------------------------------------------------------------------+ class CTickSeries : public CBaseObj { private: string m_symbol; // Symbol ulong m_last_time; // Last tick time uint m_amount; // Amount of applied tick series data uint m_required; // Required number of days for tick series data CArrayObj m_list_ticks; // List of tick data CNewTickObj m_new_tick_obj; // "New tick" object //--- Create a new tick data object CDataTick *CreateNewTickObj(const MqlTick &tick); public:
在该类的公开部分，声明一个方法，返回指向列表中最后一个即时报价数据对象指针：
//--- Return the object of tick data by (1) index in the list, (2) time, //--- (3) time in milliseconds, (4) the last one in the list and (5) the list size CDataTick *GetTickByListIndex(const uint index); CDataTick *GetTick(const datetime time); CDataTick *GetTick(const ulong time_msc); CDataTick *GetLastTick(void); int DataTotal(void) const { return this.m_list_ticks.Total(); } //--- The comparison method for searching identical tick series objects by a symbol
由于我们将需要 “New tick” 对象，因此我们应指定一个与之配合的品种，以便能令其正确运行。
我们在类的构造函数中执行此操作:
//+------------------------------------------------------------------+ //| Parametric constructor | //+------------------------------------------------------------------+ CTickSeries::CTickSeries(const string symbol,const uint required=0) : m_symbol(symbol),m_last_time(0) { this.m_list_ticks.Clear(); this.m_list_ticks.Sort(SORT_BY_TICK_TIME_MSC); this.SetRequiredUsedDays(required); this.m_new_tick_obj.SetSymbol(this.m_symbol); this.m_new_tick_obj.Refresh(); } //+------------------------------------------------------------------+
设置品种之后，立即一次性更新 “New tick” 对象数据，从而记住该对象的最后一个即时报价时间。
该方法创建一个新的即时报价数据对象，并将其放置到列表中：
//+------------------------------------------------------------------+ //| Create a new tick data object | //+------------------------------------------------------------------+ CDataTick *CTickSeries::CreateNewTickObj(const MqlTick &tick) { //--- create a new object of tick data out of the MqlTick structure passed to the method int err=ERR_SUCCESS; ::ResetLastError(); //--- If failed to create an object, inform of that and return NULL CDataTick* tick_obj=new CDataTick(this.m_symbol,tick); if(tick_obj==NULL) { ::Print ( DFUN,CMessage::Text(MSG_TICKSERIES_FAILED_CREATE_TICK_DATA_OBJ)," ",this.Header()," ",::TimeMSCtoString(tick.time_msc),". ", CMessage::Text(MSG_LIB_SYS_ERROR),": ",CMessage::Text(::GetLastError()) ); return NULL; } //--- If failed to add a new tick data object to the list, //--- display the appropriate message with the error description in the journal, //--- remove the newly created object and return NULL this.m_list_ticks.Sort(); if(!this.m_list_ticks.InsertSort(tick_obj)) { err=::GetLastError(); ::Print(DFUN,CMessage::Text(MSG_TICKSERIES_FAILED_ADD_TO_LIST)," ",tick_obj.Header()," ", CMessage::Text(MSG_LIB_SYS_ERROR),": ",CMessage::Text(err),CMessage::Retcode(err)); delete tick_obj; return NULL; } //--- Return the pointer to the tick data object that was created and added to the list return tick_obj; } //+------------------------------------------------------------------+
在该方法中，所有逻辑均已在注释中进行了描述。 该代码模块是从我在上一篇文章中创建的即时报价序列列表方法移植而来的新方法。 现在，该方法接收一个即时报价结构，以便创建新即时报价数据对象。 创建对象并将其加到列表之后，返回指向该对象的指针（如果创建对象或将其加到列表失败，则返回 NULL）。
创建报即时价数据序列列表的方法：
//+------------------------------------------------------------------+ //| Create the series list of tick data | //+------------------------------------------------------------------+ int CTickSeries::Create(const uint required=0) { //--- If the tick series is not used, inform of that and exit if(!this.m_available) { ::Print(DFUN,this.m_symbol,": ",CMessage::Text(MSG_TICKSERIES_TEXT_IS_NOT_USE)); return false; } //--- Declare the ticks[] array we are to receive historical data to, //--- clear the list of tick data objects and set the flag of sorting by time in milliseconds MqlTick ticks_array[]; this.m_list_ticks.Clear(); this.m_list_ticks.Sort(SORT_BY_TICK_TIME_MSC); this.m_last_time=0; ::ResetLastError(); int err=ERR_SUCCESS; //--- Calculate the day start time in milliseconds the ticks should be copied from MqlDateTime date_str={0}; datetime date=::iTime(m_symbol,PERIOD_D1,this.m_required); ::TimeToStruct(date,date_str); date_str.hour=date_str.min=date_str.sec=0; date=::StructToTime(date_str); long date_from=(long)date*1000; if(date_from<1) date_from=1; //--- Get historical data of the MqlTick structure to the tick[] array //--- from the calculated date to the current time and save the obtained number in m_amount. //--- If failed to get data, display the appropriate message and return zero this.m_amount=::CopyTicksRange(m_symbol,ticks_array,COPY_TICKS_ALL,date_from); if(this.m_amount<1) { err=::GetLastError(); ::Print(DFUN,CMessage::Text(MSG_TICKSERIES_ERR_GET_TICK_DATA),": ",CMessage::Text(err),CMessage::Retcode(err)); return 0; } //--- Historical data is received in the rates[] array //--- In the ticks[] array loop for(int i=0; i<(int)this.m_amount; i++) { //--- Create the tick object and add it to the list CDataTick *tick_obj=this.CreateNewTickObj(ticks_array[i]); if(tick_obj==NULL) continue; //--- If the tick time exceeds the previous one, write the new tick time to m_last_time as the starting one //--- to copy the newly arrived ticks in the tick series update method if(this.m_last_time<(ulong)tick_obj.TimeMSC()) this.m_last_time=tick_obj.TimeMSC(); } //--- Return the size of the created tick object list return this.m_list_ticks.Total(); } //+------------------------------------------------------------------+
我在文章中曾讲述过创建即时报价序列的方法。 在此，我对其进行了修改，以便利用上面研究的新方法来创建并添加新即时报价数据对象。 把对象成功添加到列表之后，保存最后的即时报价时间，以供后续在即时报价序列更新方法中使用。。
更新即时报价序列的方法：
//+------------------------------------------------------------------+ //| Update the tick series list | //+------------------------------------------------------------------+ void CTickSeries::Refresh(void) { MqlTick ticks_array[]; if(IsNewTick()) { //--- Copy ticks from m_last_time time+1 ms to the end of history int err=ERR_SUCCESS; int total=::CopyTicksRange(this.Symbol(),ticks_array,COPY_TICKS_ALL,this.m_last_time+1,0); //--- If the ticks have been copied, create new tick data objects and add them to the list in the loop by their number if(total>0) { for(int i=0;i<total;i++) { //--- Create the tick object and add it to the list CDataTick *tick_obj=this.CreateNewTickObj(ticks_array[i]); if(tick_obj==NULL) break; //--- Write the last tick time for subsequent copying of newly arrived ticks long end_time=ticks_array[::ArraySize(ticks_array)-1].time_msc; if(this.Symbol()=="AUDUSD") Comment(DFUN,this.Symbol(),", copied=",total,", m_last_time=",TimeMSCtoString(m_last_time),", end_time=",TimeMSCtoString(end_time),", total=",DataTotal()); this.m_last_time=end_time; } //--- If the number of ticks in the list exceeds the default maximum number, //--- remove the calculated number of tick objects from the end of the list if(this.DataTotal()>TICKSERIES_MAX_DATA_TOTAL) { int total_del=m_list_ticks.Total()-TICKSERIES_MAX_DATA_TOTAL; for(int j=0;j<total_del;j++) this.m_list_ticks.Delete(j); } } } } //+------------------------------------------------------------------+
这里的一切都很简单。 我们已在上一次 OnTick() 激活期间记住了最后一次即时报价时间，并将其存储在 m_last_time 变量当中。 现在，为了开始复制新的即时报价变动，我们需要在该时间上加一毫秒，因为 CopyTicksRange() 函数基于指定时间进行复制，且包括该时间。 为了避免在新的 OnTick() 激活期间再次插入先前已复制的即时报价对象，我在复制时，并非从上一次即时报价的记忆时间开始，而是从该时间后 1 毫秒开始。 如果复制新的即时报价并将它们添加到列表中之后，如果它们的总数超过为其设置的最大值，则从列表里把不必要的对象删除 — 应该是列表中最旧的那些即时报价对象。
该方法接收代码块显示所复制即时报价数量、过去和当前时间、以及即时报价序列列表中的即时报价数据，以便验证其复制的正确性（仅适用于 AUDUSD）。
在下一篇文章中，我们将删除这些测试代码。 现在，这些代码能够给我们显示在函数库计时器中复制的“非本源”品种的即时报价，而即时报价数据对象已添加到即时报价序列列表之中。
该方法返回列表中的最新即时报价数据对象：
//+------------------------------------------------------------------+ //| Return the most recent tick data object from the list | //+------------------------------------------------------------------+ CDataTick *CTickSeries::GetLastTick(void) { return this.m_list_ticks.At(this.m_list_ticks.Total()-1); } //+------------------------------------------------------------------+
该方法返回指向列表中最新对象的指针。
现在，我们来稍微改进位于 \MQL5\Include\DoEasy\Collections\TickSeriesCollection.mqh 中的即时报价序列集合类。
由于我们需要分别更新当前品种和其它品种的即时报价序列，因此当前品种的即时报价序列会在函数库的 OnTick() 处理程序中进行更新，而其他品种的其余即时报价数据将在函数库计时器中更新，故需创建方法来更新除当前品种以外所有集合中的即时报价序列。 在类的公开部分声明方法:
//--- Update (1) a tick series of a specified symbol, (2) all symbols and (3) all symbols except the current one void Refresh(const string symbol); void Refresh(void); void RefreshExpectCurrent(void); //--- Display (1) the complete and (2) short collection description in the journal
并在类的主体之外编写其实现：
//+------------------------------------------------------------------+ //| Update tick series of all symbols except the current one | //+------------------------------------------------------------------+ void CTickSeriesCollection::RefreshExpectCurrent(void) { for(int i=0;i<this.m_list.Total();i++) { CTickSeries *tickseries=this.m_list.At(i); if(tickseries==NULL || tickseries.Symbol()==::Symbol()) continue; tickseries.Refresh(); } } //+------------------------------------------------------------------+
按集合中即时报价序列的总数进行循环，从列表中获取下一个即时报价序列对象。如果其品种等于启动程序的图表品种，则跳过该序列。 更新所有其他即时报价序列。
在 \MQL5\Include\DoEasy\Engine.mqh 的 CEngine 函数库主对象中里加入三个方法 — 更新指定品种即时报价序列</s2 >，更新所有即时报价序列，和更新集合里所有即时报价序列（当前品种序列除外）：
//--- Return (1) the tick series collection, (2) the list of tick series from the tick series collection CTickSeriesCollection *GetTickSeriesCollection(void) { return &this.m_tick_series; } CArrayObj *GetListTickSeries(void) { return this.m_tick_series.GetList(); } //--- Update (1) a tick series of a specified symbol, (2) all symbols and (3) all symbols except the current one void TickSeriesRefresh(const string symbol) { this.m_tick_series.Refresh(symbol); } void TickSeriesRefreshAll(void) { this.m_tick_series.Refresh(); } void TickSeriesRefreshAllExceptCurrent(void) { this.m_tick_series.RefreshExpectCurrent(); } //--- Return (1) the buffer collection and (2) the buffer list from the collection
这些方法简单地调用即时报价序列集合类的同名方法。
在类构造函数中，实现创建即时报价数据集合计时器：
//+------------------------------------------------------------------+ //| CEngine constructor | //+------------------------------------------------------------------+ CEngine::CEngine() : m_first_start(true), m_last_trade_event(TRADE_EVENT_NO_EVENT), m_last_account_event(WRONG_VALUE), m_last_symbol_event(WRONG_VALUE), m_global_error(ERR_SUCCESS) { this.m_is_hedge=#ifdef __MQL4__ true #else bool(::AccountInfoInteger(ACCOUNT_MARGIN_MODE)==ACCOUNT_MARGIN_MODE_RETAIL_HEDGING) #endif; this.m_is_tester=::MQLInfoInteger(MQL_TESTER); this.m_program=(ENUM_PROGRAM_TYPE)::MQLInfoInteger(MQL_PROGRAM_TYPE); this.m_name=::MQLInfoString(MQL_PROGRAM_NAME); this.m_list_counters.Sort(); this.m_list_counters.Clear(); this.CreateCounter(COLLECTION_ORD_COUNTER_ID,COLLECTION_ORD_COUNTER_STEP,COLLECTION_ORD_PAUSE); this.CreateCounter(COLLECTION_ACC_COUNTER_ID,COLLECTION_ACC_COUNTER_STEP,COLLECTION_ACC_PAUSE); this.CreateCounter(COLLECTION_SYM_COUNTER_ID1,COLLECTION_SYM_COUNTER_STEP1,COLLECTION_SYM_PAUSE1); this.CreateCounter(COLLECTION_SYM_COUNTER_ID2,COLLECTION_SYM_COUNTER_STEP2,COLLECTION_SYM_PAUSE2); this.CreateCounter(COLLECTION_REQ_COUNTER_ID,COLLECTION_REQ_COUNTER_STEP,COLLECTION_REQ_PAUSE); this.CreateCounter(COLLECTION_TS_COUNTER_ID,COLLECTION_TS_COUNTER_STEP,COLLECTION_TS_PAUSE); this.CreateCounter(COLLECTION_IND_TS_COUNTER_ID,COLLECTION_IND_TS_COUNTER_STEP,COLLECTION_IND_TS_PAUSE); this.CreateCounter(COLLECTION_TICKS_COUNTER_ID,COLLECTION_TICKS_COUNTER_STEP,COLLECTION_TICKS_PAUSE); ::ResetLastError(); #ifdef __MQL5__ if(!::EventSetMillisecondTimer(TIMER_FREQUENCY)) { ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_LIB_SYS_FAILED_CREATE_TIMER),(string)::GetLastError()); this.m_global_error=::GetLastError(); } //---__MQL4__ #else if(!this.IsTester() && !::EventSetMillisecondTimer(TIMER_FREQUENCY)) { ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_LIB_SYS_FAILED_CREATE_TIMER),(string)::GetLastError()); this.m_global_error=::GetLastError(); } #endif //--- } //+------------------------------------------------------------------+
现在，即时报价序列集合计时器已创建，我们需要在类计时器中实现与该计时器协同操作的模块：
//+------------------------------------------------------------------+ //| CEngine timer | //+------------------------------------------------------------------+ void CEngine::OnTimer(SDataCalculate &data_calculate) { //--- If this is not a tester, work with collection events by timer if(!this.IsTester()) { //--- Timer of the collections of historical orders and deals, as well as of market orders and positions int index=this.CounterIndex(COLLECTION_ORD_COUNTER_ID); CTimerCounter* cnt1=this.m_list_counters.At(index); if(cnt1!=NULL) { //--- If unpaused, work with the order, deal and position collections events if(cnt1.IsTimeDone()) this.TradeEventsControl(); } //--- Account collection timer index=this.CounterIndex(COLLECTION_ACC_COUNTER_ID); CTimerCounter* cnt2=this.m_list_counters.At(index); if(cnt2!=NULL) { //--- If unpaused, work with the account collection events if(cnt2.IsTimeDone()) this.AccountEventsControl(); } //--- Timer 1 of the symbol collection (updating symbol quote data in the collection) index=this.CounterIndex(COLLECTION_SYM_COUNTER_ID1); CTimerCounter* cnt3=this.m_list_counters.At(index); if(cnt3!=NULL) { //--- If the pause is over, update quote data of all symbols in the collection if(cnt3.IsTimeDone()) this.m_symbols.RefreshRates(); } //--- Timer 2 of the symbol collection (updating all data of all symbols in the collection and tracking symbl and symbol search events in the market watch window) index=this.CounterIndex(COLLECTION_SYM_COUNTER_ID2); CTimerCounter* cnt4=this.m_list_counters.At(index); if(cnt4!=NULL) { //--- If the pause is over if(cnt4.IsTimeDone()) { //--- update data and work with events of all symbols in the collection this.SymbolEventsControl(); //--- When working with the market watch list, check the market watch window events if(this.m_symbols.ModeSymbolsList()==SYMBOLS_MODE_MARKET_WATCH) this.MarketWatchEventsControl(); } } //--- Trading class timer index=this.CounterIndex(COLLECTION_REQ_COUNTER_ID); CTimerCounter* cnt5=this.m_list_counters.At(index); if(cnt5!=NULL) { //--- If unpaused, work with the list of pending requests if(cnt5.IsTimeDone()) this.m_trading.OnTimer(); } //--- Timeseries collection timer index=this.CounterIndex(COLLECTION_TS_COUNTER_ID); CTimerCounter* cnt6=this.m_list_counters.At(index); if(cnt6!=NULL) { //--- If the pause is over, work with the timeseries list (update all except the current one) if(cnt6.IsTimeDone()) this.SeriesRefreshAllExceptCurrent(data_calculate); } //--- Timer of timeseries collection of indicator buffer data index=this.CounterIndex(COLLECTION_IND_TS_COUNTER_ID); CTimerCounter* cnt7=this.m_list_counters.At(index); if(cnt7!=NULL) { //--- If the pause is over, work with the timeseries list of indicator data (update all except for the current one) if(cnt7.IsTimeDone()) this.IndicatorSeriesRefreshAll(); } //--- Tick series collection timer index=this.CounterIndex(COLLECTION_TICKS_COUNTER_ID); CTimerCounter* cnt8=this.m_list_counters.At(index); if(cnt8!=NULL) { //--- If the pause is over, work with the tick series list (update all except the current one) if(cnt8.IsTimeDone()) this.TickSeriesRefreshAllExceptCurrent(); } } //--- If this is a tester, work with collection events by tick else { //--- work with events of collections of orders, deals and positions by tick this.TradeEventsControl(); //--- work with events of collections of accounts by tick this.AccountEventsControl(); //--- update quote data of all collection symbols by tick this.m_symbols.RefreshRates(); //--- work with events of all symbols in the collection by tick this.SymbolEventsControl(); //--- work with the list of pending orders by tick this.m_trading.OnTimer(); //--- work with the timeseries list by tick this.SeriesRefresh(data_calculate); //--- work with the timeseries list of indicator buffers by tick this.IndicatorSeriesRefreshAll(); //--- work with the list of tick series by tick this.TickSeriesRefreshAll(); } } //+------------------------------------------------------------------+
现在，所有“非本源”品种的所有即时报价序列都将在函数库计时器中进行更新。
为了更新当前品种的即时报价序列，在 OnTick() 类处理程序里添加调用更新指定品种即时报价序列的方法：
//+------------------------------------------------------------------+ //| NewTick event handler | //+------------------------------------------------------------------+ void CEngine::OnTick(SDataCalculate &data_calculate,const uint required=0) { //--- If this is not a EA, exit if(this.m_program!=PROGRAM_EXPERT) return; //--- Re-create empty timeseries and update the current symbol timeseries this.SeriesSync(data_calculate,required); this.SeriesRefresh(NULL,data_calculate); this.TickSeriesRefresh(NULL); //--- end } //+------------------------------------------------------------------+
现在，当新的即时报价变动到达时，当前品种的即时报价序列会被更新，而其他品种的其余即时报价序列变化会在函数库计时器中被更新。
为适应市场深度而改进品种类
在下一篇文章中，我将开始实现操控 DOM 的函数库功能。
若要获取任意品种的 BookEvent 事件，简单地利用 MarketBookAdd() 函数订阅需接收事件的品种。 若要取消订阅某个品种的 BookEvent 事件，需调用 MarketBookRelease() 函数。每次 DOM 连接后都要有相应的断开连接。 这可以在类中轻松完成 — 在构造函数中启用 DOM，并在析构函数中禁用它。 为每个品种单独创建一个品种对象。 对于每个品种对象，我们可以清楚地了解何时连接 DOM，以及何时应禁用它。
打开位于 \MQL5\Include\DoEasy\Objects\Symbols\Symbol.mqh 里的品种对象类，并加入所需的修改。
在类的私密部分，声明存储订阅 DOM 的标志变量；而在公开部分，声明类的析构函数：
//+------------------------------------------------------------------+ //| Abstract symbol class | //+------------------------------------------------------------------+ class CSymbol : public CBaseObjExt { private: struct MqlMarginRate { double Initial; // initial margin rate double Maintenance; // maintenance margin rate }; struct MqlMarginRateMode { MqlMarginRate Long; // MarginRate of long positions MqlMarginRate Short; // MarginRate of short positions MqlMarginRate BuyStop; // MarginRate of BuyStop orders MqlMarginRate BuyLimit; // MarginRate of BuyLimit orders MqlMarginRate BuyStopLimit; // MarginRate of BuyStopLimit orders MqlMarginRate SellStop; // MarginRate of SellStop orders MqlMarginRate SellLimit; // MarginRate of SellLimit orders MqlMarginRate SellStopLimit; // MarginRate of SellStopLimit orders }; MqlMarginRateMode m_margin_rate; // Margin ratio structure MqlBookInfo m_book_info_array[]; // Array of the market depth data structures long m_long_prop[SYMBOL_PROP_INTEGER_TOTAL]; // Integer properties double m_double_prop[SYMBOL_PROP_DOUBLE_TOTAL]; // Real properties string m_string_prop[SYMBOL_PROP_STRING_TOTAL]; // String properties bool m_is_change_trade_mode; // Flag of changing trading mode for a symbol bool m_book_subscribed; // Flag of subscribing to the Depth of Market by symbol CTradeObj m_trade; // Trading class object //--- Return the index of the array the symbol's (1) double and (2) string properties are located at int IndexProp(ENUM_SYMBOL_PROP_DOUBLE property) const { return(int)property-SYMBOL_PROP_INTEGER_TOTAL; } int IndexProp(ENUM_SYMBOL_PROP_STRING property) const { return(int)property-SYMBOL_PROP_INTEGER_TOTAL-SYMBOL_PROP_DOUBLE_TOTAL; } //--- (1) Fill in all the "margin ratio" symbol properties, (2) initialize the ratios -+/ bool MarginRates(void); void InitMarginRates(void); //--- Reset all symbol object data void Reset(void); //--- Return the current day of the week ENUM_DAY_OF_WEEK CurrentDayOfWeek(void) const; public: //--- Default constructor CSymbol(void){;} //--- Destructor ~CSymbol(void); protected: //--- Protected parametric constructor CSymbol(ENUM_SYMBOL_STATUS symbol_status,const string name,const int index);
在类的公开部分，访问品种属性的简单方法中，添加返回 DOM 订阅状态的新方法：
public: //+------------------------------------------------------------------+ //| Methods of a simplified access to the order object properties | //+------------------------------------------------------------------+ //--- Integer properties long Status(void) const { return this.GetProperty(SYMBOL_PROP_STATUS); } int IndexInMarketWatch(void) const { return (int)this.GetProperty(SYMBOL_PROP_INDEX_MW); } bool IsCustom(void) const { return (bool)this.GetProperty(SYMBOL_PROP_CUSTOM); } color ColorBackground(void) const { return (color)this.GetProperty(SYMBOL_PROP_BACKGROUND_COLOR); } ENUM_SYMBOL_CHART_MODE ChartMode(void) const { return (ENUM_SYMBOL_CHART_MODE)this.GetProperty(SYMBOL_PROP_CHART_MODE); } bool IsExist(void) const { return (bool)this.GetProperty(SYMBOL_PROP_EXIST); } bool IsExist(const string name) const { return this.SymbolExists(name); } bool IsSelect(void) const { return (bool)this.GetProperty(SYMBOL_PROP_SELECT); } bool IsVisible(void) const { return (bool)this.GetProperty(SYMBOL_PROP_VISIBLE); } long SessionDeals(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_DEALS); } long SessionBuyOrders(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_BUY_ORDERS); } long SessionSellOrders(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_SELL_ORDERS); } long Volume(void) const { return this.GetProperty(SYMBOL_PROP_VOLUME); } long VolumeHigh(void) const { return this.GetProperty(SYMBOL_PROP_VOLUMEHIGH); } long VolumeLow(void) const { return this.GetProperty(SYMBOL_PROP_VOLUMELOW); } long Time(void) const { return (datetime)this.GetProperty(SYMBOL_PROP_TIME); } int Digits(void) const { return (int)this.GetProperty(SYMBOL_PROP_DIGITS); } int DigitsLot(void) const { return (int)this.GetProperty(SYMBOL_PROP_DIGITS_LOTS); } int Spread(void) const { return (int)this.GetProperty(SYMBOL_PROP_SPREAD); } bool IsSpreadFloat(void) const { return (bool)this.GetProperty(SYMBOL_PROP_SPREAD_FLOAT); } int TicksBookdepth(void) const { return (int)this.GetProperty(SYMBOL_PROP_TICKS_BOOKDEPTH); } bool BookdepthSubscription(void) const { return (bool)this.GetProperty(SYMBOL_PROP_BOOKDEPTH_STATE); } ENUM_SYMBOL_CALC_MODE TradeCalcMode(void) const { return (ENUM_SYMBOL_CALC_MODE)this.GetProperty(SYMBOL_PROP_TRADE_CALC_MODE); } ENUM_SYMBOL_TRADE_MODE TradeMode(void) const { return (ENUM_SYMBOL_TRADE_MODE)this.GetProperty(SYMBOL_PROP_TRADE_MODE); } datetime StartTime(void) const { return (datetime)this.GetProperty(SYMBOL_PROP_START_TIME); } datetime ExpirationTime(void) const { return (datetime)this.GetProperty(SYMBOL_PROP_EXPIRATION_TIME); } int TradeStopLevel(void) const { return (int)this.GetProperty(SYMBOL_PROP_TRADE_STOPS_LEVEL); } int TradeFreezeLevel(void) const { return (int)this.GetProperty(SYMBOL_PROP_TRADE_FREEZE_LEVEL); } ENUM_SYMBOL_TRADE_EXECUTION TradeExecutionMode(void) const { return (ENUM_SYMBOL_TRADE_EXECUTION)this.GetProperty(SYMBOL_PROP_TRADE_EXEMODE); } ENUM_SYMBOL_SWAP_MODE SwapMode(void) const { return (ENUM_SYMBOL_SWAP_MODE)this.GetProperty(SYMBOL_PROP_SWAP_MODE); } ENUM_DAY_OF_WEEK SwapRollover3Days(void) const { return (ENUM_DAY_OF_WEEK)this.GetProperty(SYMBOL_PROP_SWAP_ROLLOVER3DAYS); } bool IsMarginHedgedUseLeg(void) const { return (bool)this.GetProperty(SYMBOL_PROP_MARGIN_HEDGED_USE_LEG); } int ExpirationModeFlags(void) const { return (int)this.GetProperty(SYMBOL_PROP_EXPIRATION_MODE); } int FillingModeFlags(void) const { return (int)this.GetProperty(SYMBOL_PROP_FILLING_MODE); } int OrderModeFlags(void) const { return (int)this.GetProperty(SYMBOL_PROP_ORDER_MODE); } ENUM_SYMBOL_ORDER_GTC_MODE OrderModeGTC(void) const { return (ENUM_SYMBOL_ORDER_GTC_MODE)this.GetProperty(SYMBOL_PROP_ORDER_GTC_MODE); } ENUM_SYMBOL_OPTION_MODE OptionMode(void) const { return (ENUM_SYMBOL_OPTION_MODE)this.GetProperty(SYMBOL_PROP_OPTION_MODE); } ENUM_SYMBOL_OPTION_RIGHT OptionRight(void) const { return (ENUM_SYMBOL_OPTION_RIGHT)this.GetProperty(SYMBOL_PROP_OPTION_RIGHT); } //--- Real properties
在类构造函数中，订阅标志初始化为 false，并将标志值添加到品种属性：
//+------------------------------------------------------------------+ //| Closed parametric constructor | //+------------------------------------------------------------------+ CSymbol::CSymbol(ENUM_SYMBOL_STATUS symbol_status,const string name,const int index) { this.m_name=name; this.m_book_subscribed=false; this.m_type=COLLECTION_SYMBOLS_ID; if(!this.Exist()) { ::Print(DFUN_ERR_LINE,"\"",this.m_name,"\"",": ",CMessage::Text(MSG_LIB_SYS_NOT_SYMBOL_ON_SERVER)); this.m_global_error=ERR_MARKET_UNKNOWN_SYMBOL; } bool select=::SymbolInfoInteger(this.m_name,SYMBOL_SELECT); ::ResetLastError(); if(!select) { if(!this.SetToMarketWatch()) { this.m_global_error=::GetLastError(); ::Print(DFUN_ERR_LINE,"\"",this.m_name,"\": ",CMessage::Text(MSG_LIB_SYS_FAILED_PUT_SYMBOL),this.m_global_error); } } ::ResetLastError(); if(!::SymbolInfoTick(this.m_name,this.m_tick)) { this.m_global_error=::GetLastError(); ::Print(DFUN_ERR_LINE,"\"",this.m_name,"\": ",CMessage::Text(MSG_LIB_SYS_NOT_GET_PRICE),this.m_global_error); } //--- Initializing base object data arrays this.SetControlDataArraySizeLong(SYMBOL_PROP_INTEGER_TOTAL); this.SetControlDataArraySizeDouble(SYMBOL_PROP_DOUBLE_TOTAL); this.ResetChangesParams(); this.ResetControlsParams(); //--- Initialize symbol data this.Reset(); this.InitMarginRates(); #ifdef __MQL5__ ::ResetLastError(); if(!this.MarginRates()) { this.m_global_error=::GetLastError(); ::Print(DFUN_ERR_LINE,this.Name(),": ",CMessage::Text(MSG_LIB_SYS_NOT_GET_MARGIN_RATES),this.m_global_error); return; } #endif //--- Save integer properties this.m_long_prop[SYMBOL_PROP_STATUS] = symbol_status; this.m_long_prop[SYMBOL_PROP_INDEX_MW] = index; this.m_long_prop[SYMBOL_PROP_VOLUME] = (long)this.m_tick.volume; this.m_long_prop[SYMBOL_PROP_SELECT] = ::SymbolInfoInteger(this.m_name,SYMBOL_SELECT); this.m_long_prop[SYMBOL_PROP_VISIBLE] = ::SymbolInfoInteger(this.m_name,SYMBOL_VISIBLE); this.m_long_prop[SYMBOL_PROP_SESSION_DEALS] = ::SymbolInfoInteger(this.m_name,SYMBOL_SESSION_DEALS); this.m_long_prop[SYMBOL_PROP_SESSION_BUY_ORDERS] = ::SymbolInfoInteger(this.m_name,SYMBOL_SESSION_BUY_ORDERS); this.m_long_prop[SYMBOL_PROP_SESSION_SELL_ORDERS] = ::SymbolInfoInteger(this.m_name,SYMBOL_SESSION_SELL_ORDERS); this.m_long_prop[SYMBOL_PROP_VOLUMEHIGH] = ::SymbolInfoInteger(this.m_name,SYMBOL_VOLUMEHIGH); this.m_long_prop[SYMBOL_PROP_VOLUMELOW] = ::SymbolInfoInteger(this.m_name,SYMBOL_VOLUMELOW); this.m_long_prop[SYMBOL_PROP_DIGITS] = ::SymbolInfoInteger(this.m_name,SYMBOL_DIGITS); this.m_long_prop[SYMBOL_PROP_SPREAD] = ::SymbolInfoInteger(this.m_name,SYMBOL_SPREAD); this.m_long_prop[SYMBOL_PROP_SPREAD_FLOAT] = ::SymbolInfoInteger(this.m_name,SYMBOL_SPREAD_FLOAT); this.m_long_prop[SYMBOL_PROP_TICKS_BOOKDEPTH] = ::SymbolInfoInteger(this.m_name,SYMBOL_TICKS_BOOKDEPTH); this.m_long_prop[SYMBOL_PROP_TRADE_MODE] = ::SymbolInfoInteger(this.m_name,SYMBOL_TRADE_MODE); this.m_long_prop[SYMBOL_PROP_START_TIME] = ::SymbolInfoInteger(this.m_name,SYMBOL_START_TIME); this.m_long_prop[SYMBOL_PROP_EXPIRATION_TIME] = ::SymbolInfoInteger(this.m_name,SYMBOL_EXPIRATION_TIME); this.m_long_prop[SYMBOL_PROP_TRADE_STOPS_LEVEL] = ::SymbolInfoInteger(this.m_name,SYMBOL_TRADE_STOPS_LEVEL); this.m_long_prop[SYMBOL_PROP_TRADE_FREEZE_LEVEL] = ::SymbolInfoInteger(this.m_name,SYMBOL_TRADE_FREEZE_LEVEL); this.m_long_prop[SYMBOL_PROP_TRADE_EXEMODE] = ::SymbolInfoInteger(this.m_name,SYMBOL_TRADE_EXEMODE); this.m_long_prop[SYMBOL_PROP_SWAP_ROLLOVER3DAYS] = ::SymbolInfoInteger(this.m_name,SYMBOL_SWAP_ROLLOVER3DAYS); this.m_long_prop[SYMBOL_PROP_TIME] = this.TickTime(); this.m_long_prop[SYMBOL_PROP_EXIST] = this.SymbolExists(); this.m_long_prop[SYMBOL_PROP_CUSTOM] = this.SymbolCustom(); this.m_long_prop[SYMBOL_PROP_MARGIN_HEDGED_USE_LEG] = this.SymbolMarginHedgedUseLEG(); this.m_long_prop[SYMBOL_PROP_ORDER_MODE] = this.SymbolOrderMode(); this.m_long_prop[SYMBOL_PROP_FILLING_MODE] = this.SymbolOrderFillingMode(); this.m_long_prop[SYMBOL_PROP_EXPIRATION_MODE] = this.SymbolExpirationMode(); this.m_long_prop[SYMBOL_PROP_ORDER_GTC_MODE] = this.SymbolOrderGTCMode(); this.m_long_prop[SYMBOL_PROP_OPTION_MODE] = this.SymbolOptionMode(); this.m_long_prop[SYMBOL_PROP_OPTION_RIGHT] = this.SymbolOptionRight(); this.m_long_prop[SYMBOL_PROP_BACKGROUND_COLOR] = this.SymbolBackgroundColor(); this.m_long_prop[SYMBOL_PROP_CHART_MODE] = this.SymbolChartMode(); this.m_long_prop[SYMBOL_PROP_TRADE_CALC_MODE] = this.SymbolCalcMode(); this.m_long_prop[SYMBOL_PROP_SWAP_MODE] = this.SymbolSwapMode(); this.m_long_prop[SYMBOL_PROP_BOOKDEPTH_STATE] = this.m_book_subscribed; //--- Save real properties this.m_double_prop[this.IndexProp(SYMBOL_PROP_ASKHIGH)] = ::SymbolInfoDouble(this.m_name,SYMBOL_ASKHIGH); this.m_double_prop[this.IndexProp(SYMBOL_PROP_ASKLOW)] = ::SymbolInfoDouble(this.m_name,SYMBOL_ASKLOW); this.m_double_prop[this.IndexProp(SYMBOL_PROP_LASTHIGH)] = ::SymbolInfoDouble(this.m_name,SYMBOL_LASTHIGH); this.m_double_prop[this.IndexProp(SYMBOL_PROP_LASTLOW)] = ::SymbolInfoDouble(this.m_name,SYMBOL_LASTLOW); this.m_double_prop[this.IndexProp(SYMBOL_PROP_POINT)] = ::SymbolInfoDouble(this.m_name,SYMBOL_POINT); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_TICK_VALUE)] = ::SymbolInfoDouble(this.m_name,SYMBOL_TRADE_TICK_VALUE); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_TICK_VALUE_PROFIT)] = ::SymbolInfoDouble(this.m_name,SYMBOL_TRADE_TICK_VALUE_PROFIT); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_TICK_VALUE_LOSS)] = ::SymbolInfoDouble(this.m_name,SYMBOL_TRADE_TICK_VALUE_LOSS); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_TICK_SIZE)] = ::SymbolInfoDouble(this.m_name,SYMBOL_TRADE_TICK_SIZE); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_CONTRACT_SIZE)] = ::SymbolInfoDouble(this.m_name,SYMBOL_TRADE_CONTRACT_SIZE); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUME_MIN)] = ::SymbolInfoDouble(this.m_name,SYMBOL_VOLUME_MIN); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUME_MAX)] = ::SymbolInfoDouble(this.m_name,SYMBOL_VOLUME_MAX); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUME_STEP)] = ::SymbolInfoDouble(this.m_name,SYMBOL_VOLUME_STEP); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUME_LIMIT)] = ::SymbolInfoDouble(this.m_name,SYMBOL_VOLUME_LIMIT); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SWAP_LONG)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SWAP_LONG); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SWAP_SHORT)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SWAP_SHORT); this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_INITIAL)] = ::SymbolInfoDouble(this.m_name,SYMBOL_MARGIN_INITIAL); this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_MAINTENANCE)] = ::SymbolInfoDouble(this.m_name,SYMBOL_MARGIN_MAINTENANCE); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_VOLUME)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SESSION_VOLUME); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_TURNOVER)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SESSION_TURNOVER); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_INTEREST)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SESSION_INTEREST); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_BUY_ORDERS_VOLUME)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SESSION_BUY_ORDERS_VOLUME); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_SELL_ORDERS_VOLUME)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SESSION_SELL_ORDERS_VOLUME); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_OPEN)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SESSION_OPEN); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_CLOSE)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SESSION_CLOSE); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_AW)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SESSION_AW); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_PRICE_SETTLEMENT)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SESSION_PRICE_SETTLEMENT); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_PRICE_LIMIT_MIN)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SESSION_PRICE_LIMIT_MIN); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_PRICE_LIMIT_MAX)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SESSION_PRICE_LIMIT_MAX); this.m_double_prop[this.IndexProp(SYMBOL_PROP_BID)] = this.m_tick.bid; this.m_double_prop[this.IndexProp(SYMBOL_PROP_ASK)] = this.m_tick.ask; this.m_double_prop[this.IndexProp(SYMBOL_PROP_LAST)] = this.m_tick.last; this.m_double_prop[this.IndexProp(SYMBOL_PROP_BIDHIGH)] = this.SymbolBidHigh(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_BIDLOW)] = this.SymbolBidLow(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUME_REAL)] = this.SymbolVolumeReal(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUMEHIGH_REAL)] = this.SymbolVolumeHighReal(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUMELOW_REAL)] = this.SymbolVolumeLowReal(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_OPTION_STRIKE)] = this.SymbolOptionStrike(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_ACCRUED_INTEREST)] = this.SymbolTradeAccruedInterest(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_FACE_VALUE)] = this.SymbolTradeFaceValue(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_LIQUIDITY_RATE)] = this.SymbolTradeLiquidityRate(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_HEDGED)] = this.SymbolMarginHedged(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_LONG_INITIAL)] = this.m_margin_rate.Long.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_BUY_STOP_INITIAL)] = this.m_margin_rate.BuyStop.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_BUY_LIMIT_INITIAL)] = this.m_margin_rate.BuyLimit.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_BUY_STOPLIMIT_INITIAL)] = this.m_margin_rate.BuyStopLimit.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_LONG_MAINTENANCE)] = this.m_margin_rate.Long.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_BUY_STOP_MAINTENANCE)] = this.m_margin_rate.BuyStop.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_BUY_LIMIT_MAINTENANCE)] = this.m_margin_rate.BuyLimit.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_BUY_STOPLIMIT_MAINTENANCE)] = this.m_margin_rate.BuyStopLimit.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SHORT_INITIAL)] = this.m_margin_rate.Short.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SELL_STOP_INITIAL)] = this.m_margin_rate.SellStop.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SELL_LIMIT_INITIAL)] = this.m_margin_rate.SellLimit.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SELL_STOPLIMIT_INITIAL)] = this.m_margin_rate.SellStopLimit.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SHORT_MAINTENANCE)] = this.m_margin_rate.Short.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SELL_STOP_MAINTENANCE)] = this.m_margin_rate.SellStop.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SELL_LIMIT_MAINTENANCE)] = this.m_margin_rate.SellLimit.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SELL_STOPLIMIT_MAINTENANCE)]= this.m_margin_rate.SellStopLimit.Maintenance; //--- Save string properties this.m_string_prop[this.IndexProp(SYMBOL_PROP_NAME)] = this.m_name; this.m_string_prop[this.IndexProp(SYMBOL_PROP_CURRENCY_BASE)] = ::SymbolInfoString(this.m_name,SYMBOL_CURRENCY_BASE); this.m_string_prop[this.IndexProp(SYMBOL_PROP_CURRENCY_PROFIT)] = ::SymbolInfoString(this.m_name,SYMBOL_CURRENCY_PROFIT); this.m_string_prop[this.IndexProp(SYMBOL_PROP_CURRENCY_MARGIN)] = ::SymbolInfoString(this.m_name,SYMBOL_CURRENCY_MARGIN); this.m_string_prop[this.IndexProp(SYMBOL_PROP_DESCRIPTION)] = ::SymbolInfoString(this.m_name,SYMBOL_DESCRIPTION); this.m_string_prop[this.IndexProp(SYMBOL_PROP_PATH)] = ::SymbolInfoString(this.m_name,SYMBOL_PATH); this.m_string_prop[this.IndexProp(SYMBOL_PROP_BASIS)] = this.SymbolBasis(); this.m_string_prop[this.IndexProp(SYMBOL_PROP_BANK)] = this.SymbolBank(); this.m_string_prop[this.IndexProp(SYMBOL_PROP_ISIN)] = this.SymbolISIN(); this.m_string_prop[this.IndexProp(SYMBOL_PROP_FORMULA)] = this.SymbolFormula(); this.m_string_prop[this.IndexProp(SYMBOL_PROP_PAGE)] = this.SymbolPage(); this.m_string_prop[this.IndexProp(SYMBOL_PROP_CATEGORY)] = this.SymbolCategory(); this.m_string_prop[this.IndexProp(SYMBOL_PROP_EXCHANGE)] = this.SymbolExchange(); //--- Save additional integer properties this.m_long_prop[SYMBOL_PROP_DIGITS_LOTS] = this.SymbolDigitsLot(); //--- Fill in the symbol current data for(int i=0;i<SYMBOL_PROP_INTEGER_TOTAL;i++) this.m_long_prop_event[i][3]=this.m_long_prop[i]; for(int i=0;i<SYMBOL_PROP_DOUBLE_TOTAL;i++) this.m_double_prop_event[i][3]=this.m_double_prop[i]; //--- Update the base object data and search for changes CBaseObjExt::Refresh(); //--- if(!select) this.RemoveFromMarketWatch(); //--- Initializing default values of a trading object this.m_trade.Init(this.Name(),0,this.LotsMin(),5,0,0,false,this.GetCorrectTypeFilling(),this.GetCorrectTypeExpiration(),LOG_LEVEL_ERROR_MSG); } //+------------------------------------------------------------------+
实现类的析构函数：
//+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CSymbol::~CSymbol(void) { if(this.m_book_subscribed) this.BookClose(); } //+------------------------------------------------------------------+
如果启用了 DOM 订阅标志，则取消来自 DOM 广播订阅。
故此，对于任何品种都满足一条规则：一个订阅对应一个订阅取消，因为只有在激活品种订阅的情况下，待程序操作完成后，在类的析构函数中才会调用取消 DOM 订阅的方法。 这种操作适用于程序中用到的所有启用了订阅的品种。
在返回品种整数型属性描述的方法中，添加显示 DOM 订阅状态属性描述的代码模块：
//+------------------------------------------------------------------+ //| Return the description of the symbol integer property | //+------------------------------------------------------------------+ string CSymbol::GetPropertyDescription(ENUM_SYMBOL_PROP_INTEGER property) { return ( property==SYMBOL_PROP_STATUS ? CMessage::Text(MSG_ORD_STATUS)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+this.GetStatusDescription() ) : property==SYMBOL_PROP_INDEX_MW ? CMessage::Text(MSG_SYM_PROP_INDEX)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==SYMBOL_PROP_CUSTOM ? CMessage::Text(MSG_SYM_PROP_CUSTOM)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(this.GetProperty(property) ? CMessage::Text(MSG_LIB_TEXT_YES) : CMessage::Text(MSG_LIB_TEXT_NO)) ) : property==SYMBOL_PROP_CHART_MODE ? CMessage::Text(MSG_SYM_PROP_CHART_MODE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+this.GetChartModeDescription() ) : property==SYMBOL_PROP_EXIST ? CMessage::Text(MSG_SYM_PROP_EXIST)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(this.GetProperty(property) ? CMessage::Text(MSG_LIB_TEXT_YES) : CMessage::Text(MSG_LIB_TEXT_NO)) ) : property==SYMBOL_PROP_SELECT ? CMessage::Text(MSG_SYM_PROP_SELECT)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(this.GetProperty(property) ? CMessage::Text(MSG_LIB_TEXT_YES) : CMessage::Text(MSG_LIB_TEXT_NO)) ) : property==SYMBOL_PROP_VISIBLE ? CMessage::Text(MSG_SYM_PROP_VISIBLE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(this.GetProperty(property) ? CMessage::Text(MSG_LIB_TEXT_YES) : CMessage::Text(MSG_LIB_TEXT_NO)) ) : property==SYMBOL_PROP_SESSION_DEALS ? CMessage::Text(MSG_SYM_PROP_SESSION_DEALS)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+ #ifdef __MQL5__(string)this.GetProperty(property) #else CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED_MQL4) #endif ) : property==SYMBOL_PROP_SESSION_BUY_ORDERS ? CMessage::Text(MSG_SYM_PROP_SESSION_BUY_ORDERS)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+ #ifdef __MQL5__(string)this.GetProperty(property) #else CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED_MQL4) #endif ) : property==SYMBOL_PROP_SESSION_SELL_ORDERS ? CMessage::Text(MSG_SYM_PROP_SESSION_SELL_ORDERS)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+ #ifdef __MQL5__(string)this.GetProperty(property) #else CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED_MQL4) #endif ) : property==SYMBOL_PROP_VOLUME ? CMessage::Text(MSG_SYM_PROP_VOLUME)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+ #ifdef __MQL5__(string)this.GetProperty(property) #else CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED_MQL4) #endif ) : property==SYMBOL_PROP_VOLUMEHIGH ? CMessage::Text(MSG_SYM_PROP_VOLUMEHIGH)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+ #ifdef __MQL5__(string)this.GetProperty(property) #else CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED_MQL4) #endif ) : property==SYMBOL_PROP_VOLUMELOW ? CMessage::Text(MSG_SYM_PROP_VOLUMELOW)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+ #ifdef __MQL5__(string)this.GetProperty(property) #else CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED_MQL4) #endif ) : property==SYMBOL_PROP_TIME ? CMessage::Text(MSG_SYM_PROP_TIME)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(this.GetProperty(property)==0 ? "("+CMessage::Text(MSG_LIB_SYS_NO_TICKS_YET)+")" : TimeMSCtoString(this.GetProperty(property))) ) : property==SYMBOL_PROP_DIGITS ? CMessage::Text(MSG_SYM_PROP_DIGITS)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==SYMBOL_PROP_DIGITS_LOTS ? CMessage::Text(MSG_SYM_PROP_DIGITS_LOTS)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==SYMBOL_PROP_SPREAD ? CMessage::Text(MSG_SYM_PROP_SPREAD)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==SYMBOL_PROP_SPREAD_FLOAT ? CMessage::Text(MSG_SYM_PROP_SPREAD_FLOAT)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(this.GetProperty(property) ? CMessage::Text(MSG_LIB_TEXT_YES) : CMessage::Text(MSG_LIB_TEXT_YES)) ) : property==SYMBOL_PROP_TICKS_BOOKDEPTH ? CMessage::Text(MSG_SYM_PROP_TICKS_BOOKDEPTH)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+ #ifdef __MQL5__(string)this.GetProperty(property) #else CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED_MQL4) #endif ) : property==SYMBOL_PROP_BOOKDEPTH_STATE ? CMessage::Text(MSG_SYM_SYMBOLS_MODE_BOOK)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+ #ifdef __MQL5__ (this.GetProperty(property) ? CMessage::Text(MSG_LIB_TEXT_YES) : CMessage::Text(MSG_LIB_TEXT_NO)) #else CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED_MQL4) #endif ) : property==SYMBOL_PROP_TRADE_CALC_MODE ? CMessage::Text(MSG_SYM_PROP_TRADE_CALC_MODE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+this.GetCalcModeDescription() ) : property==SYMBOL_PROP_TRADE_MODE ? CMessage::Text(MSG_SYM_PROP_TRADE_MODE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+this.GetTradeModeDescription() ) : property==SYMBOL_PROP_START_TIME ? CMessage::Text(MSG_SYM_PROP_START_TIME)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : (this.GetProperty(property)==0 ? ": ("+CMessage::Text(MSG_LIB_PROP_EMPTY)+")" : ": "+TimeMSCtoString(this.GetProperty(property)*1000)) ) : property==SYMBOL_PROP_EXPIRATION_TIME ? CMessage::Text(MSG_SYM_PROP_EXPIRATION_TIME)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : (this.GetProperty(property)==0 ? ": ("+CMessage::Text(MSG_LIB_PROP_EMPTY)+")" : ": "+TimeMSCtoString(this.GetProperty(property)*1000)) ) : property==SYMBOL_PROP_TRADE_STOPS_LEVEL ? CMessage::Text(MSG_SYM_PROP_TRADE_STOPS_LEVEL)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==SYMBOL_PROP_TRADE_FREEZE_LEVEL ? CMessage::Text(MSG_SYM_PROP_TRADE_FREEZE_LEVEL)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==SYMBOL_PROP_TRADE_EXEMODE ? CMessage::Text(MSG_SYM_PROP_TRADE_EXEMODE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+this.GetTradeExecDescription() ) : property==SYMBOL_PROP_SWAP_MODE ? CMessage::Text(MSG_SYM_PROP_SWAP_MODE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+this.GetSwapModeDescription() ) : property==SYMBOL_PROP_SWAP_ROLLOVER3DAYS ? CMessage::Text(MSG_SYM_PROP_SWAP_ROLLOVER3DAYS)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+DayOfWeekDescription(this.SwapRollover3Days()) ) : property==SYMBOL_PROP_MARGIN_HEDGED_USE_LEG ? CMessage::Text(MSG_SYM_PROP_MARGIN_HEDGED_USE_LEG)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(this.GetProperty(property) ? CMessage::Text(MSG_LIB_TEXT_YES) : CMessage::Text(MSG_LIB_TEXT_NO)) ) : property==SYMBOL_PROP_EXPIRATION_MODE ? CMessage::Text(MSG_SYM_PROP_EXPIRATION_MODE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+this.GetExpirationModeFlagsDescription() ) : property==SYMBOL_PROP_FILLING_MODE ? CMessage::Text(MSG_SYM_PROP_FILLING_MODE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+this.GetFillingModeFlagsDescription() ) : property==SYMBOL_PROP_ORDER_MODE ? CMessage::Text(MSG_SYM_PROP_ORDER_MODE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+this.GetOrderModeFlagsDescription() ) : property==SYMBOL_PROP_ORDER_GTC_MODE ? CMessage::Text(MSG_SYM_PROP_ORDER_GTC_MODE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+this.GetOrderGTCModeDescription() ) : property==SYMBOL_PROP_OPTION_MODE ? CMessage::Text(MSG_SYM_PROP_OPTION_MODE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+this.GetOptionTypeDescription() ) : property==SYMBOL_PROP_OPTION_RIGHT ? CMessage::Text(MSG_SYM_PROP_OPTION_RIGHT)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+this.GetOptionRightDescription() ) : property==SYMBOL_PROP_BACKGROUND_COLOR ? CMessage::Text(MSG_SYM_PROP_BACKGROUND_COLOR)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : #ifdef __MQL5__ (this.GetProperty(property)==CLR_DEFAULT || this.GetProperty(property)==CLR_NONE ? ": ("+CMessage::Text(MSG_LIB_PROP_EMPTY)+")" : ": "+::ColorToString((color)this.GetProperty(property),true)) #else ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED_MQL4) #endif ) : "" ); } //+------------------------------------------------------------------+
该方法执行 DOM 订阅：
//+------------------------------------------------------------------+ //| Subscribe to the Depth of Market | //+------------------------------------------------------------------+ bool CSymbol::BookAdd(void) { this.m_book_subscribed=(#ifdef __MQL5__ ::MarketBookAdd(this.m_name) #else false #endif); if(this.m_book_subscribed) { this.m_long_prop[SYMBOL_PROP_BOOKDEPTH_STATE]=this.m_book_subscribed; ::Print(CMessage::Text(MSG_SYM_SYMBOLS_BOOK_ADD)+" "+this.m_name); } return this.m_book_subscribed; } //+------------------------------------------------------------------+
存储订阅状态标志的 m_book_subscribed 变量接收 MarketBookAdd() 函数的结果，该函数打开指定金融产品的 DOM，然后 订阅有关 DOM 变化的通知。
如果执行了订阅，则显示相应的消息。
该方法返回设置在 m_book_subscribed 变量里的标志。
关闭 DOM 的方法:
//+------------------------------------------------------------------+ //| Close the market depth | //+------------------------------------------------------------------+ bool CSymbol::BookClose(void) { //--- If the DOM subscription flag is off, subscription is disabled (or not enabled yet). Return 'true' if(!this.m_book_subscribed) return true; //--- Save the result of unsubscribing from the DOM bool res=( #ifdef __MQL5__ ::MarketBookRelease(this.m_name) #else true #endif ); //--- If unsubscribed successfully, reset the DOM subscription flag and write the status to the object property if(res) { this.m_long_prop[SYMBOL_PROP_BOOKDEPTH_STATE]=this.m_book_subscribed=false; ::Print(CMessage::Text(MSG_SYM_SYMBOLS_BOOK_DEL)+" "+this.m_name); } //--- Return the result of unsubscribing from DOM return res; } //+------------------------------------------------------------------+
方法逻辑已在代码注释中描述。 该方法返回取消订阅成功的标志。 如果还没有执行 DOM 订阅，则该方法会立即返回 true，代表尽管实际上没有订阅，但已取消来自 DOM 的广播订阅。
在更新所有品种属性的方法中，添加与 m_book_subscribed 变量中的标志匹配的更新订阅状态：
//+------------------------------------------------------------------+ //| Update all symbol data | //+------------------------------------------------------------------+ void CSymbol::Refresh(void) { //--- Update quote data if(!this.RefreshRates()) return; #ifdef __MQL5__ ::ResetLastError(); if(!this.MarginRates()) { this.m_global_error=::GetLastError(); return; } #endif //--- Initialize event data this.m_is_event=false; this.m_hash_sum=0; //--- Update integer properties this.m_long_prop[SYMBOL_PROP_SELECT] = ::SymbolInfoInteger(this.m_name,SYMBOL_SELECT); this.m_long_prop[SYMBOL_PROP_VISIBLE] = ::SymbolInfoInteger(this.m_name,SYMBOL_VISIBLE); this.m_long_prop[SYMBOL_PROP_SESSION_DEALS] = ::SymbolInfoInteger(this.m_name,SYMBOL_SESSION_DEALS); this.m_long_prop[SYMBOL_PROP_SESSION_BUY_ORDERS] = ::SymbolInfoInteger(this.m_name,SYMBOL_SESSION_BUY_ORDERS); this.m_long_prop[SYMBOL_PROP_SESSION_SELL_ORDERS] = ::SymbolInfoInteger(this.m_name,SYMBOL_SESSION_SELL_ORDERS); this.m_long_prop[SYMBOL_PROP_VOLUMEHIGH] = ::SymbolInfoInteger(this.m_name,SYMBOL_VOLUMEHIGH); this.m_long_prop[SYMBOL_PROP_VOLUMELOW] = ::SymbolInfoInteger(this.m_name,SYMBOL_VOLUMELOW); this.m_long_prop[SYMBOL_PROP_SPREAD] = ::SymbolInfoInteger(this.m_name,SYMBOL_SPREAD); this.m_long_prop[SYMBOL_PROP_TICKS_BOOKDEPTH] = ::SymbolInfoInteger(this.m_name,SYMBOL_TICKS_BOOKDEPTH); this.m_long_prop[SYMBOL_PROP_START_TIME] = ::SymbolInfoInteger(this.m_name,SYMBOL_START_TIME); this.m_long_prop[SYMBOL_PROP_EXPIRATION_TIME] = ::SymbolInfoInteger(this.m_name,SYMBOL_EXPIRATION_TIME); this.m_long_prop[SYMBOL_PROP_TRADE_STOPS_LEVEL] = ::SymbolInfoInteger(this.m_name,SYMBOL_TRADE_STOPS_LEVEL); this.m_long_prop[SYMBOL_PROP_TRADE_FREEZE_LEVEL] = ::SymbolInfoInteger(this.m_name,SYMBOL_TRADE_FREEZE_LEVEL); this.m_long_prop[SYMBOL_PROP_BACKGROUND_COLOR] = this.SymbolBackgroundColor(); this.m_long_prop[SYMBOL_PROP_BOOKDEPTH_STATE] = this.m_book_subscribed; //--- Update real properties this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_TICK_VALUE)] = ::SymbolInfoDouble(this.m_name,SYMBOL_TRADE_TICK_VALUE); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_TICK_VALUE_PROFIT)] = ::SymbolInfoDouble(this.m_name,SYMBOL_TRADE_TICK_VALUE_PROFIT); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_TICK_VALUE_LOSS)] = ::SymbolInfoDouble(this.m_name,SYMBOL_TRADE_TICK_VALUE_LOSS); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_TICK_SIZE)] = ::SymbolInfoDouble(this.m_name,SYMBOL_TRADE_TICK_SIZE); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_CONTRACT_SIZE)] = ::SymbolInfoDouble(this.m_name,SYMBOL_TRADE_CONTRACT_SIZE); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUME_MIN)] = ::SymbolInfoDouble(this.m_name,SYMBOL_VOLUME_MIN); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUME_MAX)] = ::SymbolInfoDouble(this.m_name,SYMBOL_VOLUME_MAX); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUME_STEP)] = ::SymbolInfoDouble(this.m_name,SYMBOL_VOLUME_STEP); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUME_LIMIT)] = ::SymbolInfoDouble(this.m_name,SYMBOL_VOLUME_LIMIT); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SWAP_LONG)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SWAP_LONG); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SWAP_SHORT)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SWAP_SHORT); this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_INITIAL)] = ::SymbolInfoDouble(this.m_name,SYMBOL_MARGIN_INITIAL); this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_MAINTENANCE)] = ::SymbolInfoDouble(this.m_name,SYMBOL_MARGIN_MAINTENANCE); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_VOLUME)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SESSION_VOLUME); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_TURNOVER)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SESSION_TURNOVER); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_INTEREST)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SESSION_INTEREST); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_BUY_ORDERS_VOLUME)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SESSION_BUY_ORDERS_VOLUME); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_SELL_ORDERS_VOLUME)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SESSION_SELL_ORDERS_VOLUME); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_OPEN)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SESSION_OPEN); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_CLOSE)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SESSION_CLOSE); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_AW)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SESSION_AW); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_PRICE_SETTLEMENT)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SESSION_PRICE_SETTLEMENT); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_PRICE_LIMIT_MIN)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SESSION_PRICE_LIMIT_MIN); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_PRICE_LIMIT_MAX)] = ::SymbolInfoDouble(this.m_name,SYMBOL_SESSION_PRICE_LIMIT_MAX); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUME_REAL)] = this.SymbolVolumeReal(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUMEHIGH_REAL)] = this.SymbolVolumeHighReal(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUMELOW_REAL)] = this.SymbolVolumeLowReal(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_OPTION_STRIKE)] = this.SymbolOptionStrike(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_ACCRUED_INTEREST)] = this.SymbolTradeAccruedInterest(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_FACE_VALUE)] = this.SymbolTradeFaceValue(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_LIQUIDITY_RATE)] = this.SymbolTradeLiquidityRate(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_HEDGED)] = this.SymbolMarginHedged(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_LONG_INITIAL)] = this.m_margin_rate.Long.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_BUY_STOP_INITIAL)] = this.m_margin_rate.BuyStop.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_BUY_LIMIT_INITIAL)] = this.m_margin_rate.BuyLimit.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_BUY_STOPLIMIT_INITIAL)] = this.m_margin_rate.BuyStopLimit.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_LONG_MAINTENANCE)] = this.m_margin_rate.Long.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_BUY_STOP_MAINTENANCE)] = this.m_margin_rate.BuyStop.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_BUY_LIMIT_MAINTENANCE)] = this.m_margin_rate.BuyLimit.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_BUY_STOPLIMIT_MAINTENANCE)] = this.m_margin_rate.BuyStopLimit.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SHORT_INITIAL)] = this.m_margin_rate.Short.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SELL_STOP_INITIAL)] = this.m_margin_rate.SellStop.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SELL_LIMIT_INITIAL)] = this.m_margin_rate.SellLimit.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SELL_STOPLIMIT_INITIAL)] = this.m_margin_rate.SellStopLimit.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SHORT_MAINTENANCE)] = this.m_margin_rate.Short.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SELL_STOP_MAINTENANCE)] = this.m_margin_rate.SellStop.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SELL_LIMIT_MAINTENANCE)] = this.m_margin_rate.SellLimit.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SELL_STOPLIMIT_MAINTENANCE)]= this.m_margin_rate.SellStopLimit.Maintenance; //--- Fill in the symbol current data for(int i=0;i<SYMBOL_PROP_INTEGER_TOTAL;i++) this.m_long_prop_event[i][3]=this.m_long_prop[i]; for(int i=0;i<SYMBOL_PROP_DOUBLE_TOTAL;i++) this.m_double_prop_event[i][3]=this.m_double_prop[i]; //--- Update the base object data and search for changes CBaseObjExt::Refresh(); this.CheckEvents(); } //+------------------------------------------------------------------+
这些就是品种对象类中的所有更改，令我们能够在后续文章中操控 DOM 订阅。
测试
为了执行测试，我们借用上一篇文章中的 EA，并将其保存在 \MQL5\Experts\TestDoEasy\Part62\，命名为 TestDoEasyPart62.mq5。
在测试中，我们仅选择设置中指定的品种（两个品种）。 我们要添加一个参数，以便选择 DOM 上需用的所有品种并指定订阅标志，查看 DOM 订阅如何激活，即时报价数据如何更新，如何添加新的即时报价数据对象，和如何管理它们的列表大小，以及为其指定最大可能数量。
再输入数据区域，加入一个输入，从而令我们能决定是否为所选的 EA 操控品种订阅 DOM:
//--- input variables input ushort InpMagic = 123; // Magic number input double InpLots = 0.1; // Lots input uint InpStopLoss = 150; // StopLoss in points input uint InpTakeProfit = 150; // TakeProfit in points input uint InpDistance = 50; // Pending orders distance (points) input uint InpDistanceSL = 50; // StopLimit orders distance (points) input uint InpDistancePReq = 50; // Distance for Pending Request's activate (points) input uint InpBarsDelayPReq = 5; // Bars delay for Pending Request's activate (current timeframe) input uint InpSlippage = 5; // Slippage in points input uint InpSpreadMultiplier = 1; // Spread multiplier for adjusting stop-orders by StopLevel input uchar InpTotalAttempts = 5; // Number of trading attempts sinput double InpWithdrawal = 10; // Withdrawal funds (in tester) sinput uint InpButtShiftX = 0; // Buttons X shift sinput uint InpButtShiftY = 10; // Buttons Y shift input uint InpTrailingStop = 50; // Trailing Stop (points) input uint InpTrailingStep = 20; // Trailing Step (points) input uint InpTrailingStart = 0; // Trailing Start (points) input uint InpStopLossModify = 20; // StopLoss for modification (points) input uint InpTakeProfitModify = 60; // TakeProfit for modification (points) sinput ENUM_SYMBOLS_MODE InpModeUsedSymbols = SYMBOLS_MODE_CURRENT; // Mode of used symbols list sinput string InpUsedSymbols = "EURUSD,AUDUSD,EURAUD,EURCAD,EURGBP,EURJPY,EURUSD,GBPUSD,NZDUSD,USDCAD,USDJPY"; // List of used symbols (comma - separator) sinput ENUM_INPUT_YES_NO InpUseBook = INPUT_YES; // Use Depth of Market sinput ENUM_TIMEFRAMES_MODE InpModeUsedTFs = TIMEFRAMES_MODE_LIST; // Mode of used timeframes list sinput string InpUsedTFs = "M1,M5,M15,M30,H1,H4,D1,W1,MN1"; // List of used timeframes (comma - separator) sinput bool InpUseSounds = true; // Use sounds
在 OnInitDoEasy() 函数库初始化函数里，即在为品种设置参考值的区域中，为每个操作品种添加订阅 DOM 代码块。 另外，实现在日志里显示当前品种所有属性，以此来验证我刚刚添加的品种属性是否操作正常。
//+------------------------------------------------------------------+ //| Initializing DoEasy library | //+------------------------------------------------------------------+ void OnInitDoEasy() { //--- Check if working with the full list is selected used_symbols_mode=InpModeUsedSymbols; if((ENUM_SYMBOLS_MODE)used_symbols_mode==SYMBOLS_MODE_ALL) { int total=SymbolsTotal(false); string ru_n="\nКоличество символов на сервере "+(string)total+".\nМаксимальное количество: "+(string)SYMBOLS_COMMON_TOTAL+" символов."; string en_n="\nNumber of symbols on server "+(string)total+".\nMaximum number: "+(string)SYMBOLS_COMMON_TOTAL+" symbols."; string caption=TextByLanguage("Внимание!","Attention!"); string ru="Выбран режим работы с полным списком.\nВ этом режиме первичная подготовка списков коллекций символов и таймсерий может занять длительное время."+ru_n+"\nПродолжить?\n\"Нет\" - работа с текущим символом \""+Symbol()+"\""; string en="Full list mode selected.\nIn this mode, the initial preparation of lists of symbol collections and timeseries can take a long time."+en_n+"\nContinue?\n\"No\" - working with the current symbol \""+Symbol()+"\""; string message=TextByLanguage(ru,en); int flags=(MB_YESNO | MB_ICONWARNING | MB_DEFBUTTON2); int mb_res=MessageBox(message,caption,flags); switch(mb_res) { case IDNO : used_symbols_mode=SYMBOLS_MODE_CURRENT; break; default: break; } } //--- Set the counter start point to measure the approximate library initialization time ulong begin=GetTickCount(); Print(TextByLanguage("--- Инициализация библиотеки \"DoEasy\" ---","--- Initializing the \"DoEasy\" library ---")); //--- Fill in the array of used symbols CreateUsedSymbolsArray((ENUM_SYMBOLS_MODE)used_symbols_mode,InpUsedSymbols,array_used_symbols); //--- Set the type of the used symbol list in the symbol collection and fill in the list of symbol timeseries engine.SetUsedSymbols(array_used_symbols); //--- Displaying the selected mode of working with the symbol object collection in the journal string num= ( used_symbols_mode==SYMBOLS_MODE_CURRENT ? ": \""+Symbol()+"\"" : TextByLanguage(". Количество используемых символов: ",". The number of symbols used: ")+(string)engine.GetSymbolsCollectionTotal() ); Print(engine.ModeSymbolsListDescription(),num); //--- Implement displaying the list of used symbols only for MQL5 - MQL4 has no ArrayPrint() function #ifdef __MQL5__ if(InpModeUsedSymbols!=SYMBOLS_MODE_CURRENT) { string array_symbols[]; CArrayObj* list_symbols=engine.GetListAllUsedSymbols(); for(int i=0;i<list_symbols.Total();i++) { CSymbol *symbol=list_symbols.At(i); if(symbol==NULL) continue; ArrayResize(array_symbols,ArraySize(array_symbols)+1,SYMBOLS_COMMON_TOTAL); array_symbols[ArraySize(array_symbols)-1]=symbol.Name(); } ArrayPrint(array_symbols); } #endif //--- Set used timeframes CreateUsedTimeframesArray(InpModeUsedTFs,InpUsedTFs,array_used_periods); //--- Display the selected mode of working with the timeseries object collection string mode= ( InpModeUsedTFs==TIMEFRAMES_MODE_CURRENT ? TextByLanguage("Работа только с текущим таймфреймом: ","Work only with the current Period: ")+TimeframeDescription((ENUM_TIMEFRAMES)Period()) : InpModeUsedTFs==TIMEFRAMES_MODE_LIST ? TextByLanguage("Работа с заданным списком таймфреймов:","Work with a predefined list of Periods:") : TextByLanguage("Работа с полным списком таймфреймов:","Work with the full list of all Periods:") ); Print(mode); //--- Implement displaying the list of used timeframes only for MQL5 - MQL4 has no ArrayPrint() function #ifdef __MQL5__ if(InpModeUsedTFs!=TIMEFRAMES_MODE_CURRENT) ArrayPrint(array_used_periods); #endif //--- Create timeseries of all used symbols engine.SeriesCreateAll(array_used_periods); //--- Check created timeseries - display descriptions of all created timeseries in the journal //--- (true - only created ones, false - created and declared ones) engine.GetTimeSeriesCollection().PrintShort(false); // Short descriptions //engine.GetTimeSeriesCollection().Print(true); // Full descriptions //--- Create tick series of all used symbols engine.GetTickSeriesCollection().CreateTickSeriesAll(); //--- Check created tick series - display descriptions of all created tick series in the journal engine.GetTickSeriesCollection().Print(); //--- Create resource text files engine.CreateFile(FILE_TYPE_WAV,"sound_array_coin_01",TextByLanguage("Звук упавшей монетки 1","Falling coin 1"),sound_array_coin_01); engine.CreateFile(FILE_TYPE_WAV,"sound_array_coin_02",TextByLanguage("Звук упавших монеток","Falling coins"),sound_array_coin_02); engine.CreateFile(FILE_TYPE_WAV,"sound_array_coin_03",TextByLanguage("Звук монеток","Coins"),sound_array_coin_03); engine.CreateFile(FILE_TYPE_WAV,"sound_array_coin_04",TextByLanguage("Звук упавшей монетки 2","Falling coin 2"),sound_array_coin_04); engine.CreateFile(FILE_TYPE_WAV,"sound_array_click_01",TextByLanguage("Звук щелчка по кнопке 1","Button click 1"),sound_array_click_01); engine.CreateFile(FILE_TYPE_WAV,"sound_array_click_02",TextByLanguage("Звук щелчка по кнопке 2","Button click 2"),sound_array_click_02); engine.CreateFile(FILE_TYPE_WAV,"sound_array_click_03",TextByLanguage("Звук щелчка по кнопке 3","Button click 3"),sound_array_click_03); engine.CreateFile(FILE_TYPE_WAV,"sound_array_cash_machine_01",TextByLanguage("Звук кассового аппарата","Cash machine"),sound_array_cash_machine_01); engine.CreateFile(FILE_TYPE_BMP,"img_array_spot_green",TextByLanguage("Изображение \"Зелёный светодиод\"","Image \"Green Spot lamp\""),img_array_spot_green); engine.CreateFile(FILE_TYPE_BMP,"img_array_spot_red",TextByLanguage("Изображение \"Красный светодиод\"","Image \"Red Spot lamp\""),img_array_spot_red); //--- Pass all existing collections to the main library class engine.CollectionOnInit(); //--- Set the default magic number for all used symbols engine.TradingSetMagic(engine.SetCompositeMagicNumber(magic_number)); //--- Set synchronous passing of orders for all used symbols engine.TradingSetAsyncMode(false); //--- Set the number of trading attempts in case of an error engine.TradingSetTotalTry(InpTotalAttempts); //--- Set correct order expiration and filling types to all trading objects engine.TradingSetCorrectTypeExpiration(); engine.TradingSetCorrectTypeFilling(); //--- Set standard sounds for trading objects of all used symbols engine.SetSoundsStandart(); //--- Set the general flag of using sounds engine.SetUseSounds(InpUseSounds); //--- Set the spread multiplier for symbol trading objects in the symbol collection engine.SetSpreadMultiplier(InpSpreadMultiplier); //--- Set controlled values for symbols //--- Get the list of all collection symbols CArrayObj *list=engine.GetListAllUsedSymbols(); if(list!=NULL && list.Total()!=0) { //--- In a loop by the list, set the necessary values for tracked symbol properties //--- By default, the LONG_MAX value is set to all properties, which means "Do not track this property" //--- It can be enabled or disabled (by setting the value less than LONG_MAX or vice versa - set the LONG_MAX value) at any time and anywhere in the program for(int i=0;i<list.Total();i++) { CSymbol* symbol=list.At(i); if(symbol==NULL) continue; if(InpUseBook) symbol.BookAdd(); if(symbol.Name()==Symbol()) symbol.Print(); /* //--- Set control of the symbol price increase by 100 points symbol.SetControlBidInc(100000*symbol.Point()); //--- Set control of the symbol price decrease by 100 points symbol.SetControlBidDec(100000*symbol.Point()); //--- Set control of the symbol spread increase by 40 points symbol.SetControlSpreadInc(400); //--- Set control of the symbol spread decrease by 40 points symbol.SetControlSpreadDec(400); //--- Set control of the current spread by the value of 40 points symbol.SetControlSpreadLevel(400); */ } } //--- Set controlled values for the current account CAccount* account=engine.GetAccountCurrent(); if(account!=NULL) { //--- Set control of the profit increase to 10 account.SetControlledValueINC(ACCOUNT_PROP_PROFIT,10.0); //--- Set control of the funds increase to 15 account.SetControlledValueINC(ACCOUNT_PROP_EQUITY,15.0); //--- Set profit control level to 20 account.SetControlledValueLEVEL(ACCOUNT_PROP_PROFIT,20.0); } //--- Get the end of the library initialization time counting and display it in the journal ulong end=GetTickCount(); Print(TextByLanguage("Время инициализации библиотеки: ","Library initialization time: "),TimeMSCtoString(end-begin,TIME_MINUTES|TIME_SECONDS)); } //+------------------------------------------------------------------+
编译 EA，在 EURUSD 图表上启动它，同时从列表中预先选择 EURUSD 和 AUDUSD，并订阅所有选定品种的 DOM：
启动 EA 后，日志里会收到关于已激活的两个 DOM 订阅品种的消息。 然后显示 All EURUSD 属性。 在它们当中显示 DOM 订阅状态的新属性行:
Account 8550475: Artyom Trishkin (MetaQuotes Software Corp.) 10426.13 USD, 1:100, Hedge, MetaTrader 5 demo --- Initializing "DoEasy" library --- Working with predefined symbol list. The number of used symbols: 2 "AUDUSD" "EURUSD" Working with the current timeframe only: H1 AUDUSD symbol timeseries: - Timeseries "AUDUSD" H1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 6325 EURUSD symbol timeseries: - Timeseries "EURUSD" H1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5806 Tick series "AUDUSD": Requested number of days: 1, Historical data created: 183398 Tick series "EURUSD": Requested number of days: 1, Historical data created: 148089 Subscribed to Depth of Market AUDUSD Subscribed to Depth of Market EURUSD ============= Beginning of parameter list: "EURUSD" (Euro vs US Dollar) ================== Status: Major Forex symbol Index in Market Watch: 2 Custom symbol: No Price type used for generating bars: Bars are built based on Bid prices Symbol selected in Market Watch: Yes Symbol visible in Market Watch: Yes Number of deals in the current session: 0 Total number of Buy orders at the moment: 0 Total number of Sell orders at the moment: 0 Volume of the last deal: 0 Maximal day volume: 0 Minimal day volume: 0 Time of the last quote: 2021.01.26 22:41:04.852 Number of decimal places: 5 Digits after a decimal point in the value of the lot: 2 Spread value in points: 2 Floating spread: Yes Maximum number of requests displayed in DOM: 10 Subscription to DOM: Yes Contract price calculation mode: Forex mode Order execution type: No trading limitations Trading start date for an instrument: (No) Trading end date for an instrument: (No) Minimal indention from the close price to place Stop orders: 0 Freeze distance for trading operations: 0 Deal execution mode: Instant execution Swap calculation model: Swaps charged in points Triple-day swap: Wednesday Calculating hedging margin using the larger leg: No Flags of allowed order expiration modes: - Unlimited (Yes) - Valid till the end of the day (Yes) - Time is specified in the order (Yes) - Date specified in order (Yes) Flags of allowed order filling modes: - Return (Yes) - Fill or Kill (Yes) - Immediate or Cancel order (No) Flags of allowed order types: - Market order (Yes) - Limit order (Yes) - Stop order (Yes) - Stop limit order (Yes) - StopLoss (Yes) - TakeProfit (Yes) - Close by (Yes) StopLoss and TakeProfit order validity periods: Pending orders and Stop Loss/Take Profit levels valid for unlimited period until their explicit cancellation Option type: European option may only be exercised on a specified date Option right: Call option gives you right to buy asset at specified price Background color of the symbol in Market Watch: (No) ------ Bid price: 1.21665 Highest Bid price of the day: 1.21760 Lowest Bid price of the day: 1.21078 Ask price: 1.21667 Highest Ask price of the day: 1.21760 Lowest Ask price of the day: 1.21081 Real volume of the day: 0.00 Maximum real volume of the day: 0.00 Minimum real volume of the day: 0.00 Option execution price: 0.00000 Point value: 0.00001 Calculated tick value for a position: 1.00 Calculated tick value for a winning position: 1.00 Calculated tick value for a losing position: 1.00 Minimum price change: 0.00001 Trade contract size: 100000.00 Accrued interest: 0.00 Initial bond value set by the issuer: 0.00 Liquidity rate: 0.00 Minimum volume for deal execution: 0.01 Maximum volume for deal execution: 500.00 Minimal volume change step for deal execution: 0.01 Maximum allowed aggregate volume of an open position and pending orders in one direction: 0.00 Long swap value: -0.70 Short swap value: -1.00 Initial margin: 0.00000000 Maintenance margin for an instrument: 0.00000000 Initial margin requirement applicable to long positions: 1.00000000 Initial margin requirement applicable to BuyStop orders: (Value not set) Initial margin requirement applicable to BuyLimit orders: (Value not set) Initial margin requirement applicable to BuyStopLimit orders: (Value not set) Maintenance margin requirement applicable to long positions: (Value not set) Maintenance margin requirement applicable to BuyStop orders: (Value not set) Maintenance margin requirement applicable to BuyLimit orders: (Value not set) Maintenance margin requirement applicable to BuyStopLimit orders: (Value not set) Initial margin requirement applicable to short positions: 1.00000000 Initial margin requirement applicable to SellStop orders: (Value not set) Initial margin requirement applicable to SellLimit orders: (Value not set) Initial margin requirement applicable to SellStopLimit orders: (Value not set) Maintenance margin requirement applicable to short positions: (Value not set) Maintenance margin requirement applicable to SellStop orders: (Value not set) Maintenance margin requirement applicable to SellLimit orders: (Value not set) Maintenance margin requirement applicable to SellStopLimit orders: (Value not set) Total volume of deals in the current session: 0.00 Total turnover in the current session: 0.00 Total volume of open positions: 0.00 Total volume of Buy orders at the moment: 0.00 Total volume of Sell orders at the moment: 0.00 Open price of the session: 1.21371 Close price of the session: 1.21413 Average weighted price of the session: 0.00000 Settlement price of the current session: 0.00000 Minimum allowable price value for the session: 0.00000 Maximum allowable price value for the session: 0.00000 Size of a contract or margin for one lot of hedged positions: 100000.00 ------ Symbol name: EURUSD Name of the underlaying asset for a derivative symbol: (No) Instrument base currency: "EUR" Profit currency: "USD" Margin funds currency: "EUR" Source of the current quote: (No) Symbol description: "Euro vs US Dollar" Symbol name in ISIN system: (No) Address of the web page containing symbol information: "http://www.google.com/finance?q=EURUSD" Location in the symbol tree: "Forex\EURUSD" Name of the category or sector the symbol belongs to: (No) Name of the exchange in which the security is traded: (No) ================== End of parameter list: "EURUSD" (Euro vs US Dollar) ================== 库初始化时间：00</ s95>：00：09.953
在图表的注释中显示来自 AUDUSD 的即时报价序列类 Refresh() 方法的字符串 — 新复制的即时报价数量，上次的时间，以及即时报价序列列表中存在的即时报价数据对象的总数：
下一步是什么？
在下一篇文章中，我将开始创建能顾与品种 DOM 一起操作的函数库功能。
以下是该函数库当前版本的所有文件，以及 MQL5 的测试 EA 文件，供您测试和下载。
请您在评论中留下问题和建议。
*该系列的前几篇文章:
DoEasy 函数库中的时间序列（第三十五部分）：柱线对象和品种时间序列列表
DoEasy 函数库中的时间序列（第三十六部分）：所有用到的品种周期的时间序列对象
DoEasy 函数库中的时间序列（第三十七部分）：时间序列集合 - 按品种和周期的时间序列数据库
DoEasy 函数库中的时间序列（第三十八部分）：时间序列集合 - 实时更新以及从程序访问数据
DoEasy 函数库中的时间序列（第三十九部分）：基于函数库的指标 - 准备数据和时间序列事件
DoEasy 函数库中的时间序列（第四十部分）：基于函数库的指标 - 实时刷新数据
DoEasy 函数库中的时间序列（第四十一部分）：多品种多周期指标样品
DoEasy 函数库中的时间序列（第四十二部分）：抽象指标缓冲区对象类
DoEasy 函数库中的时间序列（第四十三部分）：指标缓冲区对象类
DoEasy 函数库中的时间序列（第四十四部分）：指标缓冲区对象集合类
DoEasy 函数库中的时间序列（第四十五部分）：多周期指标缓冲区
DoEasy 函数库中的时间序列（第四十六部分）：多周期、多品种指标缓冲区
DoEasy 函数库中的时间序列（第四十七部分）：多周期、多品种标准指标
DoEasy 函数库中的时间序列（第四十八部分）：在单一子窗口里基于一个缓冲区的多周期、多品种指标
DoEasy 函数库中的时间序列（第四十九部分）：多周期、多品种、多缓冲区标准指标
DoEasy 函数库中的时间序列（第五十部分）：多周期、多品种带位移的标准指标
DoEasy 函数库中的时间序列（第五十一部分）：复合多周期、多品种标准指标
DoEasy 函数库中的时间序列（第五十二部分）：多周期、多品种单缓冲区标准指标的跨平台性质
DoEasy 函数库中的时间序列（第五十三部分）：抽象基准指标类
DoEasy 函数库中的时间序列（第五十四部分）：抽象基准指标类的衍生类
DoEasy 函数库中的时间序列（第五十五部分）：指标集合类
DoEasy 函数库中的时间序列（第五十六部分）：自定义指标对象，从集合中的指标对象获取数据
DoEasy 函数库中的时间序列（第五十七·部分）：指标缓冲区数据对象
DoEasy 函数库中的时间序列（第五十八部分）：指标缓冲区数据的时间序列
DoEasy 函数库中的价格（第五十九部分）：存储一个即时报价数据的对象
DoEasy 函数库中的价格（第六十部分）：品种即时报价数据的序列列表
DoEasy 函数库中的价格（第六十一部分）：品种即时报价序列集合
本文由MetaQuotes Ltd译自俄文
原文地址： https://www.mql5.com/ru/articles/8988
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前往讨论
DoEasy 函数库中的时间序列（第六十一部分）：品种即时报价序列集合
鉴于程序在其运行时可能会用到不同的品种，因此应为每个品种创建一个单独的列表。 在本文中，我将把这些列表合并到一个即时报价数据集合。 实际上，这将是一个常规列表，基于指向标准库 CObject 类及其衍生类实例指针的动态数组。
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