Committing the ItemsHistory-related code before merging `v3.008-dev-n…

…ew`. This code is not yet ready to merge.

Candle.struct.h

@@ -275,10 +275,11 @@ struct CandleOCTOHLC : CandleOHLC<T> {
       Print("Error: Cannot update candle. Given time doesn't fit in candle's time-frame! Given time ", _timestamp_ms,
             ", but candle range is ", (long)start_time * 1000, " - ", (long)(start_time + length) * 1000, ".");
       if (_timestamp_ms < (long)start_time * 1000) {
-        Print("Looks like given time is ", (long)start_time * 1000 - _timestamp_ms, " ms before the candle starts.");
+        long _ms = (long)start_time * 1000 - _timestamp_ms;
+        Print("Looks like given time is ", _ms, " ms (", (double)_ms / 1000, " s) before the candle starts.");
       } else {
-        Print("Looks like given time is ", _timestamp_ms - (long)(start_time + length) * 1000,
-              " ms after the candle ends.");
+        long _ms = _timestamp_ms - (long)(start_time + length) * 1000;
+        Print("Looks like given time is ", _ms, " ms (", (double)_ms / 1000, "s) after the candle ends.");
       }
       DebugBreak();
     }

Indicator/IndicatorCandle.provider.h

@@ -25,8 +25,8 @@
 #define INDICATOR_CANDLE_PROVIDER_H
 
 #ifndef __MQL__
-// Allows the preprocessor to include a header file when it is needed.
-#pragma once
+  // Allows the preprocessor to include a header file when it is needed.
+  #pragma once
 #endif
 
 // Includes.
@@ -62,6 +62,15 @@ class ItemsHistoryCandleProvider : public ItemsHistoryItemProvider<CandleOCTOHLC
     Print("Error: Retrieving items by this item provider is not implemented!");
     DebugBreak();
   }
+
+  /**
+   * Retrieves items between given indices (both indices inclusive). Should return false if retrieving items by this
+   * method is not available.
+   */
+  bool GetItems(ItemsHistory<CandleOCTOHLC<TV>, ItemsHistoryCandleProvider<TV>>* _history, int _start_index,
+                int _end_index, ARRAY_REF(CandleOCTOHLC<TV>, _out_arr)) {
+    return false;
+  }
 };
 
 #endif

Indicator/IndicatorTf.h

@@ -25,11 +25,12 @@
 #define INDICATOR_TF_H
 
 #ifndef __MQL__
-// Allows the preprocessor to include a header file when it is needed.
-#pragma once
+  // Allows the preprocessor to include a header file when it is needed.
+  #pragma once
 #endif
 
 // Includes.
+#include "../Chart.struct.tf.h"
 #include "IndicatorCandle.h"
 #include "IndicatorTf.provider.h"
 
@@ -50,25 +51,16 @@ class IndicatorTf : public IndicatorCandle<TFP, double, ItemsHistoryTfCandleProv
    * Called on constructor.
    */
   void Init() {
-    history.SetItemProvider(new ItemsHistoryTfCandleProvider<double>(iparams.GetSecsPerCandle(), THIS_PTR));
+    history.SetItemProvider(new ItemsHistoryTfCandleProvider<double>(ChartTf::TfToSeconds(GetTf()), THIS_PTR));
   }
 
  public:
   /* Special methods */
 
-  /**
-   * Class constructor with timeframe enum.
-   */
-  IndicatorTf(unsigned int _spc) {
-    iparams.SetSecsPerCandle(_spc);
-    Init();
-  }
-
   /**
    * Class constructor with timeframe enum.
    */
   IndicatorTf(ENUM_TIMEFRAMES _tf = PERIOD_CURRENT) {
-    iparams.SetSecsPerCandle(ChartTf::TfToSeconds(_tf));
     tf = _tf;
     Init();
   }
@@ -77,7 +69,6 @@ class IndicatorTf : public IndicatorCandle<TFP, double, ItemsHistoryTfCandleProv
    * Class constructor with timeframe index.
    */
   IndicatorTf(ENUM_TIMEFRAMES_INDEX _tfi = 0) {
-    iparams.SetSecsPerCandle(ChartTf::TfToSeconds(ChartTf::IndexToTf(_tfi)));
     tf = ChartTf::IndexToTf(_tfi);
     Init();
   }

Indicator/IndicatorTf.provider.h

@@ -116,9 +116,10 @@ class ItemsHistoryTfCandleProvider : public ItemsHistoryCandleProvider<TV> {
 
   /**
    * Retrieves given number of items starting from the given microseconds or index (inclusive). "_dir" identifies if we
-   * want previous or next items from selected starting point.
+   * want previous or next items from selected starting point. Should return false if retrieving items by this method
+   * is not available.
    */
-  void GetItems(ItemsHistory<CandleOCTOHLC<TV>, ItemsHistoryTfCandleProvider<TV>>* _history, long _from_time_ms,
+  bool GetItems(ItemsHistory<CandleOCTOHLC<TV>, ItemsHistoryTfCandleProvider<TV>>* _history, long _from_time_ms,
                 ENUM_ITEMS_HISTORY_DIRECTION _dir, int _num_items, ARRAY_REF(CandleOCTOHLC<TV>, _out_arr)) {
     // Method is called if there is a missing item (candle) in the history. We need to regenerate it.
     if (_from_time_ms != 0) {
@@ -140,17 +141,32 @@ class ItemsHistoryTfCandleProvider : public ItemsHistoryCandleProvider<TV> {
         //_ticks_to_ms = _ticks_from_ms - (_candle_length_ms - 1);
       }
 
+      bool _is_first_item = true;
+
       while (_num_items > 0) {
         // Calculating time from which and to which we want to retrieve ticks to form a candle.
         int _ticks_from_s = GetCandleTimeFromTimeMs(_from_time_ms, spc);
         long _ticks_from_ms = (long)_ticks_from_s * 1000;
         long _candle_length_ms = (long)spc * 1000;
         long _ticks_to_ms;
 
+        _ticks_to_ms = _ticks_from_ms + (_candle_length_ms - 1);
+
         if (_dir == ITEMS_HISTORY_DIRECTION_FORWARD) {
-          _ticks_to_ms = _ticks_from_ms + (_candle_length_ms - 1);
-        } else {
-          _ticks_to_ms = _ticks_from_ms - (_candle_length_ms - 1);
+          // Backwards.
+          if (_is_first_item) {
+            // As _from_time_ms in backward direction is next candle time - 1ms
+            // then we need to include it in our calculations.
+            long _new_start_ms = _from_time_ms - (_candle_length_ms - 1);
+            long _new_end_ms = _from_time_ms;
+
+            _ticks_from_ms = _new_start_ms;
+            _ticks_from_s = int(_new_start_ms / 1000);
+            _from_time_ms = _new_start_ms;
+            _ticks_to_ms = _new_end_ms;
+
+            _is_first_item = false;
+          }
         }
 
         // We will try to fetch history by two methods.
@@ -178,6 +194,10 @@ class ItemsHistoryTfCandleProvider : public ItemsHistoryCandleProvider<TV> {
         // Even if we don't form an item (a candle), we assume we've done one item.
         --_num_items;
 
+        if (_num_items % 10000 == 0) {
+          Print(_num_items, " left to process...");
+        }
+
         if (_dir == ITEMS_HISTORY_DIRECTION_FORWARD) {
           _from_time_ms += _candle_length_ms;
         } else {
@@ -188,6 +208,17 @@ class ItemsHistoryTfCandleProvider : public ItemsHistoryCandleProvider<TV> {
       Print("Error: GetItems() for IndicatorTf can only work with given _from_time_ms!");
       DebugBreak();
     }
+
+    return true;
+  }
+
+  /**
+   * Retrieves items between given indices (both indices inclusive). Should return false if retrieving items by this
+   * method is not available.
+   */
+  bool GetItems(ItemsHistory<CandleOCTOHLC<TV>, ItemsHistoryTfCandleProvider<TV>>* _history, int _start_index,
+                int _end_index, ARRAY_REF(CandleOCTOHLC<TV>, _out_arr)) {
+    return false;
   }
 
   /**

Indicator/IndicatorTf.struct.h

@@ -26,8 +26,8 @@
  */
 
 #ifndef __MQL__
-// Allows the preprocessor to include a header file when it is needed.
-#pragma once
+  // Allows the preprocessor to include a header file when it is needed.
+  #pragma once
 #endif
 
 // Includes.
@@ -36,13 +36,8 @@
 /* Structure for IndicatorTf class parameters. */
 struct IndicatorTfParams : IndicatorParams {
   ChartTf tf;
-  unsigned int spc;  // Seconds per candle.
   // Struct constructor.
-  IndicatorTfParams(string _name = "", unsigned int _spc = 60) : IndicatorParams(_name), spc(_spc) {}
-  // Getters.
-  unsigned int GetSecsPerCandle() { return spc; }
-  // Setters.
-  void SetSecsPerCandle(unsigned int _spc) { spc = _spc; }
+  IndicatorTfParams(string _name, ENUM_TIMEFRAMES _tf) : IndicatorParams(_name) { tf.SetTf(_tf); }
   // Copy constructor.
   IndicatorTfParams(const IndicatorTfParams &_params, ENUM_TIMEFRAMES _tf = PERIOD_CURRENT) {
     THIS_REF = _params;

Indicator/IndicatorTick.provider.h

@@ -25,8 +25,8 @@
 #define INDICATOR_TICK_PROVIDER_H
 
 #ifndef __MQL__
-// Allows the preprocessor to include a header file when it is needed.
-#pragma once
+  // Allows the preprocessor to include a header file when it is needed.
+  #pragma once
 #endif
 
 // Includes.
@@ -57,12 +57,21 @@ class ItemsHistoryTickProvider : public ItemsHistoryItemProvider<TickTAB<TV>> {
 
   /**
    * Retrieves given number of items starting from the given microseconds or index (inclusive). "_dir" identifies if we
-   * want previous or next items from selected starting point.
+   * want previous or next items from selected starting point. Should return false if retrieving items by this method
+   * is not available.
    */
-  void GetItems(ItemsHistory<TickTAB<TV>, ItemsHistoryTickProvider<TV>>* _history, long _from_time_ms,
+  bool GetItems(ItemsHistory<TickTAB<TV>, ItemsHistoryTickProvider<TV>>* _history, long _from_time_ms,
                 ENUM_ITEMS_HISTORY_DIRECTION _dir, int _num_items, ARRAY_REF(TickTAB<TV>, _out_arr)) {
-    // Method is called if there is a missing item (tick) in the history. We need to regenerate it.
-    indi PTR_DEREF FetchHistoryByStartTimeAndCount(_from_time_ms, _dir, _num_items, _out_arr);
+    return false;
+  }
+
+  /**
+   * Retrieves items between given indices (both indices inclusive). Should return false if retrieving items by this
+   * method is not available.
+   */
+  bool GetItems(ItemsHistory<TickTAB<TV>, ItemsHistoryTickProvider<TV>>* _history, int _start_index, int _end_index,
+                ARRAY_REF(TickTAB<TV>, _out_arr)) {
+    return false;
   }
 
   /**

Indicator/tests/classes/IndicatorTfDummy.h

@@ -35,19 +35,18 @@
 
 // Params for dummy candle-based indicator.
 struct IndicatorTfDummyParams : IndicatorTfParams {
-  IndicatorTfDummyParams(unsigned int _spc = 60) : IndicatorTfParams("IndicatorTf", _spc) {}
+  IndicatorTfDummyParams(ENUM_TIMEFRAMES _tf = PERIOD_CURRENT) : IndicatorTfParams("IndicatorTf", _tf) {}
 };
 
 /**
  * Dummy candle-based indicator.
  */
 class IndicatorTfDummy : public IndicatorTf<IndicatorTfDummyParams> {
  public:
-  IndicatorTfDummy(unsigned int _spc) : IndicatorTf(_spc) {}
   IndicatorTfDummy(ENUM_TIMEFRAMES _tf = PERIOD_CURRENT) : IndicatorTf(_tf) {}
   IndicatorTfDummy(ENUM_TIMEFRAMES_INDEX _tfi = 0) : IndicatorTf(_tfi) {}
 
-  string GetName() override { return "IndicatorTfDummy(" + IntegerToString(iparams.spc) + ")"; }
+  string GetName() override { return "IndicatorTfDummy(" + EnumToString(GetTf()) + ")"; }
 
   void OnDataSourceEntry(IndicatorDataEntry& entry,
                          ENUM_INDI_EMITTED_ENTRY_TYPE type = INDI_EMITTED_ENTRY_TYPE_PARENT) override {

Indicators/Tick/Indi_TickMt.mqh

@@ -295,7 +295,7 @@ class Indi_TickMt : public IndicatorTick<Indi_TickMtParams, double, ItemsHistory
       // Just emitting zeroes in case of error.
       TickAB<double> _tick(0, 0);
       IndicatorDataEntry _entry(TickToEntry(TimeCurrent(), _tick));
-      EmitEntry(_entry);
+      EmitEntry(_entry, INDI_EMITTED_ENTRY_TYPE_TICK);
       // Appending tick into the history.
       AppendEntry(_entry);
       return;
@@ -324,7 +324,7 @@ class Indi_TickMt : public IndicatorTick<Indi_TickMtParams, double, ItemsHistory
 #endif
     TickAB<double> _tick(_ask, _bid);
     IndicatorDataEntry _entry(TickToEntry(_time, _tick));
-    EmitEntry(_entry);
+    EmitEntry(_entry, INDI_EMITTED_ENTRY_TYPE_TICK);
     // Appending tick into the history.
     AppendEntry(_entry);
   }

Platform.h

@@ -32,11 +32,14 @@
 #include "Std.h"
 
 #ifdef __MQLBUILD__
+  #include "Indicators/Tf/Indi_TfMt.h"
   #include "Indicators/Tick/Indi_TickMt.mqh"
   #define PLATFORM_DEFAULT_INDICATOR_TICK Indi_TickMt
+  #define PLATFORM_DEFAULT_INDICATOR_TF Indi_TfMt
 #else
   #include "Indicators/Tick/Indi_TickRandom.mqh"
   #define PLATFORM_DEFAULT_INDICATOR_TICK Indi_TickRandom
+  #define PLATFORM_DEFAULT_INDICATOR_TF IndicatorTfDummy
 #endif
 #include "SymbolInfo.struct.static.h"
 
@@ -274,7 +277,7 @@ class Platform {
     string _key = Util::MakeKey("PlatformIndicatorCandle", _symbol, (int)_tf);
     IndicatorData *_indi_candle;
     if (!Objects<IndicatorData>::TryGet(_key, _indi_candle)) {
-      _indi_candle = Objects<IndicatorData>::Set(_key, new IndicatorTfDummy(_tf));
+      _indi_candle = Objects<IndicatorData>::Set(_key, new PLATFORM_DEFAULT_INDICATOR_TF(_tf));
 
       // Adding indicator to list of default indicators in order to tick it on every Tick() call.
       Ref<IndicatorData> _ref = _indi_candle;