bigPeriodLines.lua

_G.unpack = rawget(table, "unpack") or _G.unpack

--Для включения логирования надо раскомментировать строку
local logFile = nil
-- logFile = io.open(_G.getWorkingFolder().."\\LuaIndicators\\bigPeriodLines.txt", "w")

--[[
	nick-h@yandex.ru
	https://github.com/nick-nh/qlua

	Индикатор вывода линий индикатора большего диапазона на меньший одного тикера.
	Для примера, вывести с дневного графика на часовой и т.д.
	Ограничений комбинаций интервалов нет.
	Индикатор сам находит интервал старшего графика и производит пересчет значений.
	Необходимо задать Идентификатор indTag графика с котрого будут взяты значения линий.
	Также необходимо задать номера линий для вывода showLines через ";"
	Можно задавать произвольные комбинации линий 1;2;3 или 1;3 или 2;3 и т.д.
	Если у старшего индикатора есть сдвиг его можно задать через indOffset
	По умолчанию вывод линий произволится лесенкой, если задать параметр smoothLines,
	то будет произведено сглаживание линий для меньшего тайм-фрейма
]]

local message       		= _G['message']
local RGB           		= _G['RGB']
local TYPE_LINE     		= _G['TYPE_LINE']
local getNumCandles         = _G['getNumCandles']
local getCandlesByIndex     = _G['getCandlesByIndex']
local getDataSourceInfo     = _G['getDataSourceInfo']
local SetValue     			= _G['SetValue']
local isDark            	= _G.isDarkTheme()
local line_color        	= isDark and RGB(240, 240, 240) or RGB(20, 20, 20)

_G.Settings= {
		Name 		= "*BigPeriodLines",
		indTag   	= 'testChart',
		indOffset 	= 0,
		showLines   = '1;2;3;4;5;6',
		smoothLines = 0
}

local linesSettings = {
		{
			Color = RGB(255, 128, 128),
			Type = TYPE_LINE,
			Width = 2
		},
		{
			Color = RGB(128, 0, 0),
			Type = TYPE_LINE,
			Width = 2
		},
		{
			Color = RGB(0, 128, 128),
			Type = TYPE_LINE,
			Width = 2
		},
		{
			Color = RGB(128, 128, 255),
			Type = TYPE_LINE,
			Width = 2
		},
		{
			Color = RGB(128, 128, 128),
			Type = TYPE_LINE,
			Width = 2
		}
}

local PlotLines 	= function(index) return index end
local error_log     = {}

local floor 		= math.floor
local ceil 			= math.ceil
local min 			= math.min
local max 			= math.max
local os_time		= os.time

local Size  		= _G['Size']
local T  			= _G['T']
local C  			= _G['C']

local function round(num, idp)
    if num then
        local mult = 10^(idp or 0)
        if num >= 0 then
            return floor(num * mult + 0.5) / mult
        else
            return ceil(num * mult - 0.5) / mult
        end
    else
        return num
    end
end

local function toYYYYMMDDHHMMSS(datetime)
	 if type(datetime) ~= "table" then
		return ""
	 else
		local Res = tostring(datetime.year)
		if #Res == 1 then Res = "000"..Res end
		Res = Res.."."
		local month = tostring(datetime.month)
		if #month == 1 then Res = Res.."0"..month else Res = Res..month end
		Res = Res.."."
		local day = tostring(datetime.day)
		if #day == 1 then Res = Res.."0"..day else Res = Res..day end
		Res = Res.." "
		local hour = tostring(datetime.hour)
		if #hour == 1 then Res = Res.."0"..hour else Res = Res..hour end
		Res = Res..":"
		local minute = tostring(datetime.min)
		if #minute == 1 then Res = Res.."0"..minute else Res = Res..minute end
		Res = Res..":"
		local sec = tostring(datetime.sec);
		if #sec == 1 then Res = Res.."0"..sec else Res = Res..sec end
		return Res
	 end
end --toYYYYMMDDHHMMSS

local function log_tostring(...)
    local n = select('#', ...)
    if n == 1 then
    return tostring(select(1, ...))
    end
    local t = {}
    for i = 1, n do
    t[#t + 1] = tostring((select(i, ...)))
    end
    return table.concat(t, " ")
end

local function myLog(...)
	if logFile==nil then return end
    logFile:write(tostring(os.date("%c",os_time())).." "..log_tostring(...).."\n");
    logFile:flush();
end

--Расчет интервала индикатора, первого бара
local function CalcBigInd(settings, interval)

    local status,res1,res2 = pcall(function()

        local last_bar  = getNumCandles(settings.indTag) - settings.indOffset
		local line  	= getCandlesByIndex(settings.indTag, 0, 0, last_bar)

        if line and line[#line] then

			local big_interval  = round((os_time(line[#line].datetime) - os_time(line[#line-1].datetime))/60)

			myLog('Индикатор большого периода: last_bar: '..tostring(last_bar)..', Size: '..tostring(Size())..', interval: '..tostring(interval)..', big_interval: '..tostring(big_interval)..', line 0: '..tostring(line[#line].close)..' - '..toYYYYMMDDHHMMSS(line[#line].datetime))

            if big_interval == 0 then
                myLog("Не определен интервал графика")
                return 0,0
			end

			if (interval or 0)~=0 then

				local first_index 		= max(last_bar - floor(Size()*interval/big_interval), 0)
				--myLog('first_index: '..tostring(first_index)..' - '..toYYYYMMDDHHMMSS(line[first_index].datetime))
				myLog('first_index: '..tostring(first_index))
				local cur_index_time  	= os_time(T(1))
				local index_time 		= os_time(line[first_index].datetime)
				if cur_index_time > index_time then
					while cur_index_time > (index_time + big_interval*60) do
						first_index = first_index+1
						index_time 	= os_time(line[first_index].datetime)
					end
				elseif cur_index_time < index_time then
					while cur_index_time < index_time and first_index>0 do
						first_index = first_index-1
						index_time 	= os_time(line[first_index].datetime)
					end
				end

				myLog('Первый индекс: '..toYYYYMMDDHHMMSS(T(1))..', first_index: '..tostring(first_index)..' - '..toYYYYMMDDHHMMSS(line[first_index].datetime))

				return big_interval, first_index
			end
			return 0,0

        else
            message("Не удалось получить данные по индикатору: "..tostring(settings.indTag), 3)
            myLog("Не удалось получить данные по индикатору: "..tostring(settings.indTag))
        end

        return 0,0
    end)
    if not status then
		if not error_log[tostring(res1)] then
			error_log[tostring(res1)] = true
			myLog('Error CalcInterval: '..tostring(res1))
			message(tostring(res1))
		end
        return 0,0
    end
    return res1,res2

end

local function GetNextBigIndex(index, big_index, big_interval, settings)
    local status,res = pcall(function()
		local line,_, l = getCandlesByIndex(settings.indTag, 0, big_index - settings.indOffset, 1)
		if l then
			if index == Size() then myLog('GetNextBigIndex  index: '..tostring(index)..' - '..toYYYYMMDDHHMMSS(T(index))..', big_index: '..tostring(big_index)..' - '..toYYYYMMDDHHMMSS(line[#line].datetime)) end
			if os_time(T(index)) >= os_time(line[#line].datetime)+big_interval*60 then
				big_index = min(big_index+1, getNumCandles(settings.indTag) - settings.indOffset)
				if index == Size() then myLog('new big_index: '..tostring(big_index)) end
				return big_index
			end
		end
		return big_index
	end)
	if not status then
		if not error_log[tostring(res)] then
			error_log[tostring(res)] = true
			myLog('Error GetBigLine: '..tostring(res))
			message(tostring(res))
		end
		return 0
	end
	return res
end

local function GetBigLine(big_index, line_index, settings)
    local status,res = pcall(function()
		local line,_, l = getCandlesByIndex(settings.indTag, line_index, big_index - settings.indOffset, 1)
		-- myLog('GetBigLine big_index: '..tostring(big_index)..', line: '..tostring(line_index+1)..' val '..tostring((type(line) == 'table' and line[#line]) and line[#line].close or '--')..' doesExist '..tostring((type(line) == 'table' and line[#line]) and line[#line].doesExist or '--'))
		if type(line) == 'table' and line[#line] then
			return line[#line].doesExist == 1 and line[#line].close or nil
		else
			myLog('GetBigLine ошибка получения значения индикатора big_index: '..tostring(big_index)..', line: '..tostring(line_index+1)..' type(line) '..type(line)..' l '..tostring(l))
		end
		return 0
	end)
	if not status then
		if not error_log[tostring(res)] then
			error_log[tostring(res)] = true
			myLog('Error GetBigLine: '..tostring(res))
			message(tostring(res))
		end
		return 0
	end
	return res
end

local function CalcFunc(settings)

	error_log 				= {}
	local big_interval 		= 0
	local big_index 		= 0
	local interval 			= 0
	local last_index		= 0
	local last_prev_index	= 0
	local big_lines
	myLog('-------------------------------------------------------')
	myLog('Settings:')
	for k,v in pairs(settings) do
		if type(k)~='function'then
			myLog(k..': '..tostring(v))
		end
	end
	myLog('Show lines:')
	for k,v in pairs(settings.big_line) do
		myLog(k..' line '..tostring(v))
	end

	local lines = #settings.line

	return function(index)

		local status,res = pcall(function()

			if big_lines == nil or index == 1 then
				local ds_info				= getDataSourceInfo()
				myLog(toYYYYMMDDHHMMSS(T(Size()))..' - '..toYYYYMMDDHHMMSS(T(Size()-1)))
				interval 					= ds_info.interval
				big_interval, big_index 	= CalcBigInd(settings, interval)
				myLog('-------------------------------------------------------')
				big_lines 					= {}
				big_lines[index] 			= {}
				for i=1, lines do
					big_lines[index][i] 	= C(index)
				end
				last_index 					= 1
				return nil
			end

			if big_interval == 0 then return nil end

			big_lines[index] = {}

			local new_big_index = GetNextBigIndex(index, big_index, big_interval, settings)
			local bars

			for i=1,#settings.line do
				local new_val_line 		= GetBigLine(new_big_index, settings.big_line[i], settings)
				-- if index == Size() and new_val_line == 0 then
				-- 	myLog('Не получен бар старшего интервала линии '..tostring(i))
				-- 	return nil
				-- end
				big_lines[index][i] = new_val_line-- and big_lines[index-1][i] or new_val_line
				if index >= Size() - 50 then myLog('index: '..tostring(index)..' - '..toYYYYMMDDHHMMSS(T(index))..', line: '..tostring(i)..', big_lines: '..tostring(big_lines[index][i])..', last_prev_index: '..tostring(last_prev_index)..', last_index: '..tostring(last_index)) end
				if index == Size() or (settings.smoothLines == 1 and new_big_index~=big_index) then
					local val_line = new_val_line or big_lines[index-1][i]
					if new_big_index~=big_index then
						if index >= Size() - 50 then myLog('new_big_index: '..tostring(new_big_index)..', last_index: '..tostring(last_index)..', last_prev_index: '..tostring(last_prev_index)..', index: '..tostring(index))	end
						val_line 			= GetBigLine(big_index, settings.big_line[i], settings) or big_lines[index-1][i]
						local delta_range
						if val_line and settings.smoothLines == 1 and last_prev_index~=0 then
							local prev_val_line = GetBigLine(big_index-1, settings.big_line[i], settings) or big_lines[index-1][i]
							if prev_val_line then
								bars 				= last_index - last_prev_index
								delta_range 		= (val_line - prev_val_line)
								if index >= Size() - 50 then myLog('val_line: '..tostring(val_line)..', delta: '..tostring(delta_range)..', bars: '..tostring(bars)) end
								local sum = 0
								for ind = 0, bars, 1 do
									sum = sum + (ind == 0 and 0 or (delta_range-sum)/(bars-ind+1))
									big_lines[last_index - bars+ind][i] = prev_val_line+sum
									SetValue(last_index - bars+ind, i, prev_val_line+sum)
									if index >= Size() - 50 then myLog('Set index : '..tostring(last_index - bars+ind)..' - '..toYYYYMMDDHHMMSS(T(last_index - bars+ind))..' val = '..tostring(prev_val_line+sum)) end
								end
							end
						end
					end
					local delta_range 	= 0
					bars 				= index - last_index
					if settings.smoothLines == 1 and last_index~=0 and new_val_line then
						val_line 		= GetBigLine((new_big_index~=big_index and big_index or big_index-1), settings.big_line[i], settings) or big_lines[index-1][i]
						if val_line then
							delta_range 	= (new_val_line - val_line)
							bars 			= index - (new_big_index~=big_index and last_index or last_prev_index)
						end
					end
					if index >= Size() - 50 then myLog('new_val_line: '..tostring(new_val_line)..', delta: '..tostring(delta_range)..', bars: '..tostring(bars)) end
					if val_line then
						local sum = 0
						for ind = 0, bars, 1 do
							sum = sum + (ind == 0 and 0 or (delta_range-sum)/(bars-ind+1))
							big_lines[index - bars+ind][i] = val_line+sum
							SetValue(index - bars+ind, i, val_line+sum)
							if index >= Size() - 50 then myLog('Set index : '..tostring(index - bars+ind)..' - '..toYYYYMMDDHHMMSS(T(index - bars+ind))..' val = '..tostring(val_line+sum)) end
						end
					end
				end
			end

			if new_big_index~=big_index then
				big_index 		= new_big_index
				last_prev_index = last_index
				last_index 		= index
			end

		end)
		if not status then
            if not error_log[tostring(res)] then
                error_log[tostring(res)] = true
                myLog(tostring(res))
                message(tostring(res))
            end
		end

		return unpack(big_lines[index] or {}, 1, lines)

	end
end

function _G.Init()

	_G.Settings.line 		= {}
	_G.Settings.big_line 	= {}
	local i 				= 1
	for line in string.gmatch(_G.Settings.showLines, "([^;]+)") do
		_G.Settings.line[i] 	= {}
		_G.Settings.line[i] 	= linesSettings[i] or {Color = line_color, Type = TYPE_LINE, Width = 2}
		_G.Settings.big_line[i] = tonumber(line)-1
		i = i + 1
    end

	PlotLines = CalcFunc(_G.Settings)

	return #_G.Settings.line
end

function _G.OnChangeSettings()
    _G.Init()
end

function _G.OnCalculate(index)
	return PlotLines(index)
end