Adds initial Backtest class

.github/workflows/test-platform.yml

@@ -37,6 +37,7 @@ jobs:
     strategy:
       matrix:
         test:
+          - Backtest.test
           - Order.test
           - OrderQuery.test
           - Orders.test

Platform/Backtest.h

@@ -0,0 +1,62 @@
+//+------------------------------------------------------------------+
+//|                                                EA31337 framework |
+//|                                 Copyright 2016-2024, EA31337 Ltd |
+//|                                        https://ea31337.github.io |
+//+------------------------------------------------------------------+
+
+/*
+ * This file is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * This program is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with this program.  If not, see <http://www.gnu.org/licenses/>.
+ *
+ */
+
+/**
+ * @file
+ * Implements Backtest class for internally backtesting strategies.
+ */
+
+#ifndef __MQL__
+// Allows the preprocessor to include a header file when it is needed.
+#pragma once
+#endif
+
+// Includes.
+#include "../EA.mqh"
+
+class Backtest {
+ protected:
+  // Class variables.
+  EA *ea;
+
+  /**
+   * Init code (called on constructor).
+   */
+  void Init() {
+    // ...
+  }
+
+ public:
+  /**
+   * Class constructor.
+   */
+   Backtest() {
+      Init();
+   }
+
+  /**
+   * Class constructor.
+   */
+   Backtest(EAParams &_eparam) : ea(_eparam) {
+      Init();
+   }
+};

Platform/tests/Backtest.test.cpp

@@ -0,0 +1,34 @@
+//+------------------------------------------------------------------+
+//|                                                EA31337 framework |
+//|                                 Copyright 2016-2024, EA31337 Ltd |
+//|                                        https://ea31337.github.io |
+//+------------------------------------------------------------------+
+
+/*
+ *  This file is free software: you can redistribute it and/or modify
+ *  it under the terms of the GNU General Public License as published by
+ *  the Free Software Foundation, either version 3 of the License, or
+ *  (at your option) any later version.
+ *
+ *  This program is distributed in the hope that it will be useful,
+ *  but WITHOUT ANY WARRANTY; without even the implied warranty of
+ *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ *  GNU General Public License for more details.
+ *
+ *  You should have received a copy of the GNU General Public License
+ *  along with this program.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+/**
+ * @file
+ * Test C++ compilation of Backtest class.
+ */
+
+// Includes.
+#include "../Backtest.h"
+
+int main(int argc, char **argv) {
+  // @todo
+
+  return 0;
+}

Platform/tests/Backtest.test.mq4

@@ -0,0 +1,28 @@
+//+------------------------------------------------------------------+
+//|                                                EA31337 framework |
+//|                                 Copyright 2016-2024, EA31337 Ltd |
+//|                                        https://ea31337.github.io |
+//+------------------------------------------------------------------+
+
+/*
+ *  This file is free software: you can redistribute it and/or modify
+ *  it under the terms of the GNU General Public License as published by
+ *  the Free Software Foundation, either version 3 of the License, or
+ *  (at your option) any later version.
+ *
+ *  This program is distributed in the hope that it will be useful,
+ *  but WITHOUT ANY WARRANTY; without even the implied warranty of
+ *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ *  GNU General Public License for more details.
+ *
+ *  You should have received a copy of the GNU General Public License
+ *  along with this program.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+/**
+ * @file
+ * Test functionality of Backtest class.
+ */
+
+// Includes.
+#include "Backtest.test.mq5"

Platform/tests/Backtest.test.mq5

@@ -0,0 +1,50 @@
+//+------------------------------------------------------------------+
+//|                                                EA31337 framework |
+//|                                 Copyright 2016-2024, EA31337 Ltd |
+//|                                        https://ea31337.github.io |
+//+------------------------------------------------------------------+
+
+/*
+ *  This file is free software: you can redistribute it and/or modify
+ *  it under the terms of the GNU General Public License as published by
+ *  the Free Software Foundation, either version 3 of the License, or
+ *  (at your option) any later version.
+ *
+ *  This program is distributed in the hope that it will be useful,
+ *  but WITHOUT ANY WARRANTY; without even the implied warranty of
+ *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ *  GNU General Public License for more details.
+ *
+ *  You should have received a copy of the GNU General Public License
+ *  along with this program.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+/**
+ * @file
+ * Test functionality of Backtest class.
+ */
+
+// Includes.
+#include "../../Test.mqh"
+#include "../Backtest.h"
+
+// Test Backtest.
+bool TestBacktest01() {
+  bool _result = true;
+  // @todo
+  return _result;
+}
+
+/**
+ * Implements OnInit().
+ */
+int OnInit() {
+  bool _result = true;
+  assertTrueOrFail(TestBacktest01(), "Fail!");
+  return _result && GetLastError() == 0 ? INIT_SUCCEEDED : INIT_FAILED;
+}
+
+/**
+ * Implements Tick event handler.
+ */
+void OnTick() {}

Trade.enum.h

@@ -80,6 +80,7 @@ enum ENUM_TRADE_CONDITION {
 // Defines enumeration for trade parameters.
 enum ENUM_TRADE_PARAM {
   TRADE_PARAM_BARS_MIN = 0,   // Bars minimum
+  TRADE_PARAM_DUMMY,          // Dummy trading // @todo: Move to TRADE_MODE
   TRADE_PARAM_LOG_LEVEL,      // Log level
   TRADE_PARAM_LOT_SIZE,       // Lot size
   TRADE_PARAM_MAGIC_NO,       // Magic number

Trade.mqh

@@ -805,6 +805,7 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
         break;
     }
     Order *_order = new Order(_request, _oparams);
+    OnOrderOpen(_oparams);
     _result = OrderAdd(_order);
     if (_result) {
       OnOrderOpen(PTR_TO_REF(_order));
@@ -1761,6 +1762,16 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
 
   /* Event methods */
 
+
+  /**
+   * Event on trade's order open.
+   *
+   * @param
+   *   _order OrderParams instance of order struct to be open.
+   */
+  virtual void OnOrderOpen(const OrderParams &_oparams) {
+  }
+
   /**
    * Event on trade's order open.
    *

Trade.struct.h

@@ -129,6 +129,7 @@ struct TradeStats {
 
 /* Structure for trade parameters. */
 struct TradeParams {
+  bool dummy;            // Whether trades should be opened as dummy (fake orders).
   float lot_size;        // Default lot size.
   float max_spread;      // Maximum spread to trade (in pips).
   float risk_margin;     // Maximum account margin to risk (in %).
@@ -141,6 +142,7 @@ struct TradeParams {
   // Constructors.
   TradeParams(float _lot_size = 0, float _risk_margin = 1.0f, unsigned int _slippage = 0, ENUM_LOG_LEVEL _ll = V_INFO)
       : bars_min(100),
+        dummy(false),
         order_comment(""),
         log_level(_ll),
         lot_size(_lot_size),
@@ -151,6 +153,7 @@ struct TradeParams {
   }
   TradeParams(uint64 _magic_no, ENUM_LOG_LEVEL _ll = V_INFO)
       : bars_min(100),
+        dummy(false),
         lot_size(0),
         order_comment(""),
         log_level(_ll),