文章 "MQL5秘笈之:采用关联数组或字典实现快速数据访问" - 页 3

 
  外汇黄金技术分析交流,群号是375124107,进群验证77,谢谢配合  
 

我决定在 EA 中使用该类作为 (StrategyGUID, Strategy) 形式的策略容器,其中 StrategyGUID 是 ulong 类型的标识符;Strategy 是在 CObject 继承类基础上创建的策略。

因此,我声明了必要的变量,包括 CDictionary StrategyBook - 活动策略书;我创建了必要的策略 Strategy01 和 Strategy02,在 EA的 OnInit() 函数 中启动了各种参数,包括为它们分配唯一的 GUID。在OnInit()函数的最后,我决定通过调用代码将策略保存在StrategyBook中。

StrategyBook.AddObject(Strategy01.strGUID,Strategy01);

StrategyBook.AddObject(Strategy02.strGUID,Strategy02); 

然后,我在两行中都收到了 "StrategyXX - parameter conversion not allowed(StrategyXX - 参数转换不允许)"的错误信息。

根据我使用 C# 的经验,所有操作都是正确的。但在 MQL5 中,我却遇到了这个错误。

这与什么有关?

 
Сергей Лебедев:

我决定在 EA 中使用该类作为 (StrategyGUID, Strategy) 形式的策略容器,其中 StrategyGUID 是 ulong 类型的标识符;Strategy 是在 CObject 继承类基础上创建的策略。

因此,我声明了必要的变量,包括 CDictionary StrategyBook - 活动策略书;我创建了必要的策略 Strategy01 和 Strategy02,在 EA的 OnInit() 函数 中启动了各种参数,包括为它们分配唯一的 GUID。在OnInit()函数的最后,我决定通过调用代码将策略保存在StrategyBook中。

StrategyBook.AddObject(Strategy01.strGUID,Strategy01);

StrategyBook.AddObject(Strategy02.strGUID,Strategy02); 

然后,我在两行中都收到了 "StrategyXX - parameter conversion not allowed(StrategyXX - 参数转换不允许)"的错误信息。

根据我使用 C# 的经验,所有操作都是正确的。但在 MQL5 中,我却遇到了这个错误。

这与什么有关?

可能有几个原因。最有可能的是类型不兼容或指针工作不正确。此外,我们还不能排除使用模板方法的特殊性(它们也有自己的细微差别)。

一般来说,最好使用现成的交易引擎,这样可以节省大量时间和精力:https://www.mql5.com/zh/articles/2166。

Универсальный торговый эксперт: Торговые режимы стратегий (Часть 1)
Универсальный торговый эксперт: Торговые режимы стратегий (Часть 1)
  • 2016.01.07
  • Vasiliy Sokolov
  • www.mql5.com
Каждый экспертописатель, независимо от уровня своей подготовки, ежедневно сталкивается с одними и теми же торговыми задачами и алгоритмическими проблемами, которые так или иначе приходится решать для организации надежного торгового процесса. Данная статья описывает возможности торгового движка CStrategy, способного взять на себя решение этих задач и предоставить пользователю удобные механизмы для описания своей торговой идеи.
 

是的,我最终决定这么做。

 
MetaQuotes Software Corp.:

新文章MQL5 Cookbook:为快速数据访问实现关联数组或字典》一文已发布:

作者: Vasiliy Sokolov瓦西里-索科洛夫

感谢所有的努力,但我似乎无法让任何代码示例正常工作。

似乎Dictionary dict; 应该是CDictionary dict;

一个简单的工作示例如何?

 

关于新的 MT4(Build 1080,2017 年 5 月 12 日),在编译时出现这些错误并阻止执行:

m_array' - 不允许包含对象的结构 Dictionary.mqh 303 25

无法将'DoubleValue'转换为'ULongValue' Dictionary.mqh 252 14

 

您好、

正如之前另一个人所说,没有可编译的示例。

只有一个带有俄语注释的文件。

 
你好,瓦西里、

感谢您提供的有用文章。在用 MQL5 版本 2063 下载并编译您的 dictionary.mqh 时,我收到了以下错误:

GetKey"--函数已定义且类型不同
Compress'(压缩)-函数 已定义且类型不同

为什么会这样?

谨致问候
Gerik
 

我很高兴能成功使用瓦西里的资料库。真是帮了大忙!

我记得我也遇到过一些编译器错误,并且可以解决它们。不过,我也说不清是哪些错误以及我做了什么。

由于我对 MQL5 代码的格式非常恼火,而且我总是将所有内容重新格式化为现代 C++ 格式(正确缩进、避免不必要的括号、没有杂乱的注释等),所以我无法说明代码中真正的变化是什么。我只记得改动很小。

如果你想使用正确格式的库,这里就是:

(请注意,我使用的是制表符,所以这里的格式看起来很乱,但在 MetaEditor 中却没有!)。

//+------------------------------------------------------------------+
//|CDictionary.mqh
//|版权所有 2015 年,瓦西里-索科洛夫。|
//|http://www.mql5.com ||
//+------------------------------------------------------------------+
#property copyright "Copyright 2015, Vasiliy Sokolov."
#property link          "http://www.mql5.com"

#include  <Object.mqh>
#include  <Arrays\List.mqh>

#define  FOREACH_DICT(dict) for (CObject* node = (dict).GetFirstNode(); node != NULL; node = (dict).GetNextNode())

class KeyValuePair : public CObject
{
        private:
                string                          m_string_key;
                double                          m_double_key;
                ulong                           m_ulong_key;
                ulong                           m_hash;
                bool                            m_free_mode;
        public:
                CObject*                        object;
                KeyValuePair*           next_kvp;
                KeyValuePair*           prev_kvp;
                template <typename T>
                void                            KeyValuePair(T key, ulong hash, CObject *obj);
                                                        ~KeyValuePair();
                template <typename T>
                bool                            EqualKey(T key);
                template <typename T>
                void                            GetKey(T& gkey);
                ulong                           GetHash()                                       { return m_hash; }
                void                            FreeMode(bool free_mode)        { m_free_mode = free_mode; }
                bool                            FreeMode(void)                          { return m_free_mode; }
};

template <typename T>
void KeyValuePair::KeyValuePair(T key, ulong hash, CObject *obj)
{
        m_hash = hash;
        string name = typename(key);
        if (name == "string")
                m_string_key = (string)key;
        else if
                (name == "double" || name == "float")
        
        m_double_key = (double)key;
        else
                m_ulong_key=(ulong)key;
        
        object = obj;
        m_free_mode = true;
}

template <typename T>
void KeyValuePair::GetKey(T& gkey)
{
        string name = typename(gkey);
        if (name  ==  "string")
                gkey = (T)m_string_key;
        else if (name == "double" || name == "float")
                gkey = (T)m_double_key;
        else
                gkey = (T)m_ulong_key;
}

KeyValuePair::~KeyValuePair()
{
        if (m_free_mode)
                delete object;
}

template <typename T>
bool KeyValuePair::EqualKey(T key)
{
        string name=typename(key);
        if (name == "string")
                return m_string_key  ==  (string)key;
        if (name == "double" || name == "float")
                return m_double_key  ==  (double)key;
        else
                return m_ulong_key  ==  (ulong)key;
}

class CDictionary : public CObject
{
        private:
                int                                     m_array_size;
                int                                     m_total;
                bool                            m_free_mode;
                bool                            m_auto_free;
                int                                     m_index;
                ulong                           m_hash;
                CList*                          m_array[];
                union casting_struct
                {
                        double d_value;
                        ulong  l_value;
                } casting;
                
                KeyValuePair*           m_first_kvp;
                KeyValuePair*           m_current_kvp;
                KeyValuePair*           m_last_kvp;
        
                ulong                           Adler32(string line);
                int                                     GetIndexByHash(ulong hash);
                template <typename T>
                ulong                           GetHashByKey(T key);
                void                            Resize();
                int                                     FindNextSimpleNumber(int number);
                int                                     FindNextLevel();
                void                            Init(int capacity);
        
        public:
                                                        CDictionary();
                                                        CDictionary(int capacity);
                                                        ~CDictionary();
                void                            Compress(void);

                int Total(void)         { return m_total; }

                template <typename T>
                CObject*                        GetObjectByKey(T key);
                template <typename T>
                bool                            AddObject(T key, CObject *value);
                template <typename T>
                bool                            DeleteObjectByKey(T key);
                template <typename T>
                bool                            ContainsKey(T key);
                template <typename T>
                void                            GetCurrentKey(T &key);
                bool                            DeleteCurrentNode(void);
                bool                            FreeMode(void)                                          { return(m_free_mode); }
                void                            FreeMode(bool free_mode);
                void                            AutoFreeMemory(bool autoFree)           { m_auto_free = autoFree; }
                void                            Clear();
        
                CObject*                        GetNextNode(void);
                CObject*                        GetPrevNode(void);
                CObject*                        GetCurrentNode(void);
                CObject*                        GetFirstNode(void);
                CObject*                        GetLastNode(void);
};

CDictionary::CDictionary()
{
        Init(3);
        m_free_mode = true;
        m_auto_free = true;
}

CDictionary::CDictionary(int capacity)
{
        if (capacity < 3)
                Init(3);
        else
                Init(capacity);

        m_free_mode = true;
        m_auto_free = true;
}

CDictionary::~CDictionary()
{
        Clear();
}

void CDictionary::FreeMode(bool free_mode)
{
        if (free_mode == m_free_mode)
                return;

        m_free_mode = free_mode;

        for (int i=0; i < ArraySize(m_array); i++)
        {
                CList *list = m_array[i];
                if (CheckPointer(list) == POINTER_INVALID)
                        continue;

                for (KeyValuePair* kvp = list.GetFirstNode(); kvp != NULL; kvp = list.GetNextNode())
                        kvp.FreeMode(m_free_mode);
        }
}

void CDictionary::Init(int capacity)
{
        m_array_size = ArrayResize(m_array,capacity);
        m_index = 0;
        m_hash  = 0;
        m_total = 0;
}

int CDictionary::FindNextLevel()
{
        double value=4;
        for (int i=2; i <= 31; i++)
        {
                value = MathPow(2.0,(double)i);
                if (value > m_total)
                        return (int)value;
        }
        
        return (int)value;
}

ulong CDictionary::Adler32(string line)
  {
        ulong s1 = 1;
        ulong s2 = 0;
        uint buflength = StringLen(line);
        uchar char_array[];
        ArrayResize(char_array, buflength, 0);
        StringToCharArray(line, char_array, 0, -1, CP_ACP);
        for (uint n=0; n < buflength; n++)
        {
                s1 = (s1 + char_array[n]) % 65521;
                s2 = (s2 + s1) % 65521;
        }
        return ((s2  <<  16) + s1);
}

template <typename T>
ulong CDictionary::GetHashByKey(T key)
{
        ulong ukey = 0;
        string name = typename(key);
        if (name == "string")
                return Adler32((string)key);
        if (name == "double" || name == "float")
        {
                casting.d_value = (double)key;
                ukey = casting.l_value;
        }
        else
                ukey = (ulong)key;
        return ukey;
}

template <typename T>
void CDictionary::GetCurrentKey(T &key)
{
        m_current_kvp.GetKey(key);
}

int CDictionary::GetIndexByHash(ulong key)
{
        return (int)(key % m_array_size);
}

void CDictionary::Clear(void)
{
        int size = ArraySize(m_array);
        for (int i=0; i < size; i++)
        {
                if (CheckPointer(m_array[i]) != POINTER_INVALID)
                {
                        m_array[i].FreeMode(true);
                        delete m_array[i];
                }
        }
        ArrayFree(m_array);
        if (m_auto_free)
                Init(3);
        else
                Init(size);
                
        m_first_kvp = m_last_kvp = m_current_kvp = NULL;
  }

void CDictionary::Resize(void)
  {
        int level = FindNextLevel();
        int n = level;
        CList* temp_array[];
        ArrayCopy(temp_array, m_array);
        ArrayFree(m_array);
        m_array_size = ArrayResize(m_array,n);
        int total = ArraySize(temp_array);
        KeyValuePair* kv = NULL;
        
        for (int i=0; i < total; i++)
        {
                if (temp_array[i] == NULL)
                        continue;

                CList* list = temp_array[i];
                int count = list.Total();
                list.FreeMode(false);
                kv = list.GetFirstNode();

                while (kv != NULL)
                {
                        int index = GetIndexByHash(kv.GetHash());
                        if (CheckPointer(m_array[index]) == POINTER_INVALID)
                        {
                                m_array[index] = new CList();
                                m_array[index].FreeMode(true);  // Элементы KeyValuePair удаляются всегда
                        }
                        list.DetachCurrent();
                        m_array[index].Add(kv);
                        kv = list.GetCurrentNode();
                }
                delete list;
        }
        int size = ArraySize(temp_array);
        ArrayFree(temp_array);
}

void CDictionary::Compress(void)
{
        if (!m_auto_free)
                return;
        
        double koeff = m_array_size / (double)(m_total+1);
        if (koeff < 2.0 || m_total <= 4)
                return;

        Resize();
}

template <typename T>
CObject* CDictionary::GetObjectByKey(T key)
{
        if (!ContainsKey(key))
                return NULL;
        CObject *obj = m_current_kvp.object;
        return obj;
}

template <typename T>
bool CDictionary::ContainsKey(T key)
{
        m_hash = GetHashByKey(key);
        m_index = GetIndexByHash(m_hash);
        
        if (CheckPointer(m_array[m_index]) == POINTER_INVALID)
                return false;
        
        CList* list = m_array[m_index];
        
        KeyValuePair* current_kvp = list.GetCurrentNode();
        
        if (current_kvp  ==  NULL)
                return false;
        
        if (current_kvp.EqualKey(key))
        {
                m_current_kvp = current_kvp;
                return true;
        }
        
        current_kvp = list.GetFirstNode();
        while (true)
        {
                if (current_kvp.EqualKey(key))
                {
                        m_current_kvp = current_kvp;
                        return true;
                }
                current_kvp = list.GetNextNode();
                if (current_kvp == NULL)
                        return false;
        }
        return false;
  }

template <typename T>
bool CDictionary::AddObject(T key, CObject *value)
{
        if (ContainsKey(key))
                return false;
        
        if (m_total == m_array_size)
        {
                Resize();
                ContainsKey(key);
        }
        
        if (CheckPointer(m_array[m_index]) == POINTER_INVALID)
        {
                m_array[m_index] = new CList();
                m_array[m_index].FreeMode(true);
        }
        
        KeyValuePair *kv = new KeyValuePair(key,m_hash,value);
        kv.FreeMode(m_free_mode);
        
        if (m_array[m_index].Add(kv) != -1)
                m_total++;
        
        if (CheckPointer(m_current_kvp) == POINTER_INVALID)
        {
                m_first_kvp = kv;
                m_current_kvp = kv;
                m_last_kvp = kv;
        }
        else
        {
                while (m_current_kvp.next_kvp != NULL)
                        m_current_kvp = m_current_kvp.next_kvp;
                        
                m_current_kvp.next_kvp = kv;
                kv.prev_kvp = m_current_kvp;
                m_current_kvp = kv;
                m_last_kvp = kv;
        }
        return true;
}


CObject* CDictionary::GetCurrentNode(void)
{
        if (m_current_kvp == NULL)
                return NULL;

        return m_current_kvp.object;
}

CObject* CDictionary:: GetPrevNode(void)
{
        if (m_current_kvp == NULL)
                return NULL;

        if (m_current_kvp.prev_kvp == NULL)
                return NULL;

        KeyValuePair *kvp = m_current_kvp.prev_kvp;
        m_current_kvp = kvp;

        return kvp.object;
}

CObject* CDictionary::GetNextNode(void)
{
        if (m_current_kvp == NULL)
                return NULL;
        
        if (m_current_kvp.next_kvp == NULL)
                return NULL;
        
        m_current_kvp = m_current_kvp.next_kvp;

        return m_current_kvp.object;
}

CObject* CDictionary::GetFirstNode(void)
{
        if (m_first_kvp == NULL)
                return NULL;

        m_current_kvp = m_first_kvp;
        return m_first_kvp.object;
}

CObject *CDictionary::GetLastNode(void)
{
        if (m_last_kvp == NULL)
                return NULL;

        m_current_kvp = m_last_kvp;
        return m_last_kvp.object;
}

bool CDictionary::DeleteCurrentNode(void)
{
        if (m_current_kvp == NULL)
                return false;

        KeyValuePair* p_kvp = m_current_kvp.prev_kvp;
        KeyValuePair* n_kvp = m_current_kvp.next_kvp;

        if (CheckPointer(p_kvp) != POINTER_INVALID)
                p_kvp.next_kvp = n_kvp;

        if (CheckPointer(n_kvp) != POINTER_INVALID)
                n_kvp.prev_kvp = p_kvp;

        m_array[m_index].FreeMode(m_free_mode);
        bool res = m_array[m_index].DeleteCurrent();

        if (res)
        {
                m_total--;
                Compress();
        }
        return res;
}

template <typename T>
bool CDictionary::DeleteObjectByKey(T key)
{
        if (!ContainsKey(key))
                return false;
        return DeleteCurrentNode();
}

 

我想我发现了一个错误,即在删除一个元素并试图找到最后一个元素时:

class CWord : CObject
{
        string m_Word;

        public:
                CWord(string word) : m_Word(word) {}
                ~CWord() {}
                
                string GetWord() { return m_Word; }
};
CDictionary* testDict = new CDictionary(10);

testDict.AddObject(0, (CObject*)new CWord("A"));
testDict.AddObject(100, (CObject*)new CWord("A"));
testDict.AddObject(200, (CObject*)new CWord("B"));
testDict.AddObject(300, (CObject*)new CWord("C"));

CWord* lastWord = (CWord*)testDict.GetLastNode();
Print(lastWord.GetWord());

CWord* firstWord = (CWord*)testDict.GetFirstNode();
Print(firstWord.GetWord());

testDict.DeleteCurrentNode();

lastWord = testDict.GetLastNode(); // 将导致 CDictionary::GetLastNode(void) 中的指针无效 -> return m_last_kvp.object; -> m_last_kvp 是无效指针!
Print(lastWord.GetWord());

CDictionary.mqh 中会出现错误:

Dictionary.mqh 中的无效指针 访问 (463,9)

有人能确认这一点吗?有任何修复方法吗?