Function - Method for sorting an array of structures. Prize 10$ - page 9

[[Deleted]]

Dmitry Fedoseev:

Why? Do we have a separate topic for that?

Good idea ))))

We should start a topiccalled "Chickenshit... " )))))

[Edgar Akhmadeev]

Everyone thought the topic had been exhausted, but then ...

I redid the QuickSort sorting algorithm for an array of structures. The bottom line is that the straightforward application of a simple array sorting algorithm to sorting an array of structures leads to the "physical" movement of large amounts of data. To avoid this, I used an index table, in which all permutations are made. At the same time, I used other code optimizations. To keep the universality for different types, I used a macro wrapper from fxsaber.

As a result, sorting the MqlRates[30000] array by 8 fields took approximately 3600 ms instead of 14900 ms. That is an acceleration of more than 4x. I did not check the sorting results carefully, let it fall on beta testers.

Thanks: of course, fxsaber for the universal code.

 // QSort.mq5
#property copyright "(c)2020 Edgar Akhmadeev, fxsaber"
#property link        "https://www.mql5.com/en/users/dali"
#property strict
#property version    "1.00"
// 2020.06.18



#define MAX_SIZE 30000



MqlRates         Rates[];
int              RatesIdx[];



// Сортировка массива структур и указателей на объекты по (под-) полю/методу.
#define ArraySortStruct(T, ARRAY, FIELD)                                         \
{                                                                                \
   class SORT                                                                     \
  {                                                                              \
   private :                                                                       \
     static void Swap( T &Array[], const int i, const int j )                     \
    {                                                                            \
       const T Temp = Array[i];                                                   \
                                                                                 \
      Array[i] = Array[j];                                                       \
      Array[j] = Temp;                                                           \
                                                                                 \
       return ;                                                                    \
    }                                                                            \
                                                                                 \
     static int Partition( T &Array[], const int Start, const int End )           \
    {                                                                            \
       int Marker = Start;                                                        \
                                                                                 \          
       for ( int i = Start; i <= End; i++)                                         \
         if (Array[i]. ##FIELD <= Array[End]. ##FIELD)                               \
        {                                                                        \
          SORT::Swap(Array, i, Marker);                                          \
                                                                                 \
          Marker++;                                                              \
        }                                                                        \
                                                                                 \
       return (Marker - 1 );                                                       \
    }                                                                            \
                                                                                 \
     static void QuickSort( T &Array[], const int Start, const int End )          \
    {                                                                            \
       if (Start < End)                                                           \
      {                                                                          \
         const int Pivot = Partition(Array, Start, End);                          \
                                                                                 \
        SORT::QuickSort(Array, Start, Pivot - 1 );                                \
        SORT::QuickSort(Array, Pivot + 1 , End);                                  \
      }                                                                          \
                                                                                 \
       return ;                                                                    \
    }                                                                            \
                                                                                 \
   public :                                                                        \
     static void Sort( T &Array[], int Count = WHOLE_ARRAY , const int Start = 0 ) \
    {                                                                            \
       if (Count == WHOLE_ARRAY )                                                  \
        Count = :: ArraySize (Array);                                              \
                                                                                 \
      SORT::QuickSort(Array, Start, Start + Count - 1 );                          \
                                                                                 \
       return ;                                                                    \
    }                                                                            \
  };                                                                             \
                                                                                 \
  SORT::Sort(ARRAY);                                                             \
}



#define StructArraySort(T, ARRAY, INDEX, FIELD) {                                               \
         class SORT {                                                                            \
         private :                                                                                \
                 static void                                                                      \
                Swap( int &Index[], const int i, const int j) {                                  \
                         const int idx = Index[i];                                               \
                        Index[i] = Index[j];                                                    \
                        Index[j] = idx;                                                         \
                         return ;                                                                 \
                }                                                                               \
                                                                                                \
                 static int                                                                       \
                Partition(T &Array[], int &Index[], const int Start, const int End) {           \
                         int Marker = Start;                                                     \
                                                                                                \
                         for ( int i = Start; i <= End; ++i)                                      \
                                 if ((i == End) || (Array[i]. ##FIELD <= Array[End]. ##FIELD)) {   \
                                         if (i != Marker)                                        \
                                                SORT::Swap(Index, i, Marker);                   \
                                        ++Marker;                                               \
                                }                                                               \
                                                                                                \
                         return Marker - 1 ;                                                      \
                }                                                                               \
                                                                                                \
                 static void                                                                      \
                QuickSort(T &Array[], int &Index[], const int Start, const int End) {           \
                         const int Pivot = Partition(Array, Index, Start, End);                  \
                         if (Start < Pivot - 1 )                                                  \
                                SORT::QuickSort(Array, Index, Start, Pivot - 1 );                \
                         if (Pivot + 1 < End)                                                    \
                                SORT::QuickSort(Array, Index, Pivot + 1 , End);                  \
                }                                                                               \
                                                                                                \
         public :                                                                                 \
                 static void                                                                      \
                Sort(T &Array[], int &Index[], int Count = WHOLE_ARRAY , const int Start = 0 ) {  \
                         if (Count == WHOLE_ARRAY )                                               \
                                Count = :: ArraySize (Array);                                     \
                                                                                                \
                        SORT::QuickSort(Array, Index, Start, Start + Count - 1 );                \
                }                                                                               \
        };                                                                                      \
                                                                                                \
        SORT::Sort(ARRAY, INDEX);                                                               \
}



#define StructArrayIndex(T, ARRAY, INDEX) {                                                     \
         class IDX {                                                                             \
         public :                                                                                 \
                 static void                                                                      \
                Idx(T &Array[], int &Index[]) {                                                 \
                         int cnt = ArraySize (Array);                                             \
                         ArrayResize (Index, cnt);                                                \
                         for ( int i = cnt - 1 ; i >= 0 ; --i)                                      \
                                Index[i] = i;                                                   \
                }                                                                               \
        };                                                                                      \
                                                                                                \
        IDX::Idx(ARRAY, INDEX);                                                                 \
}



void 
OnStart () {
         int cnt = CopyRates ( _Symbol , PERIOD_M1 , 0 , MAX_SIZE, Rates);
         Print (cnt, " bars copied" );

         uint start = GetTickCount ();
        ArraySortStruct( MqlRates , Rates, open);
        ArraySortStruct( MqlRates , Rates, high);
        ArraySortStruct( MqlRates , Rates, low);
        ArraySortStruct( MqlRates , Rates, close);
        ArraySortStruct( MqlRates , Rates, tick_volume);
        ArraySortStruct( MqlRates , Rates, real_volume);
        ArraySortStruct( MqlRates , Rates, time);
        ArraySortStruct( MqlRates , Rates, spread);
         Print ( "Test orig: " , GetTickCount () - start, " ms" );

        start = GetTickCount ();
        StructArrayIndex( MqlRates , Rates, RatesIdx);
        StructArraySort( MqlRates , Rates, RatesIdx, open);
        StructArraySort( MqlRates , Rates, RatesIdx, high);
        StructArraySort( MqlRates , Rates, RatesIdx, low);
        StructArraySort( MqlRates , Rates, RatesIdx, close);
        StructArraySort( MqlRates , Rates, RatesIdx, tick_volume);
        StructArraySort( MqlRates , Rates, RatesIdx, real_volume);
        StructArraySort( MqlRates , Rates, RatesIdx, time);
        StructArraySort( MqlRates , Rates, RatesIdx, spread);
         Print ( "Test my: " , GetTickCount () - start, " ms" );
}

UPD: If it's not obvious, access to the top structure in the sorted list: MqlRates first = Rates[ RatesIdx[0] ];