def main():
args = parse_args()
str_user_id = args.l
str_password = args.p
str_url = args.u
str_connection = args.c
str_session_id = args.session
str_pin = args.pin
str_instrument = args.i
str_timeframe = args.timeframe
quotes_count = args.quotescount
date_from = args.datefrom
date_to = args.dateto
with ForexConnect() as fx:
fx.login(str_user_id, str_password, str_url,
str_connection, str_session_id, str_pin,
common_samples.session_status_changed)
print("")
print("Requesting a price history...")
history = fx.get_history(str_instrument,
str_timeframe,
date_from,
date_to,
quotes_count)
current_unit, _ = ForexConnect.parse_timeframe(str_timeframe)
df = pd.DataFrame(history).rename(columns={'BidOpen': 'Open',
'BidHigh': 'High',
'BidLow': 'Low',
'BidClose': 'Close'
}).drop(columns=['AskOpen',
'AskHigh',
'AskLow',
'AskClose'
]).dropna()
df = df.dropna()
print(df)
df = bbands('Close', df, 2, 3)
df = adx(df, 5)
df = macd('Close', df, 3, 4, 5)
df = ma('Close', df, 3)
df = rsi('Close', df, 10)
print(df)
fx.logout()
def main():
args = parse_args()
str_user_id = args.l
str_password = args.p
str_url = args.u
str_connection = args.c
str_session_id = args.session
str_pin = args.pin
str_instrument = args.i
str_timeframe = args.timeframe
quotes_count = args.quotescount
date_from = args.datefrom
date_to = args.dateto
with ForexConnect() as fx:
try:
fx.login(str_user_id, str_password, str_url,
str_connection, str_session_id, str_pin,
common_samples.session_status_changed)
print("")
print("Requesting a price history...")
history = fx.get_history(str_instrument, str_timeframe, date_from, date_to, quotes_count)
current_unit, _ = ForexConnect.parse_timeframe(str_timeframe)
date_format = '%m.%d.%Y %H:%M:%S'
if current_unit == fxcorepy.O2GTimeFrameUnit.TICK:
print("Date, Bid, Ask")
print(history.dtype.names)
for row in history:
print("{0:s}, {1:,.5f}, {2:,.5f}".format(
pd.to_datetime(str(row['Date'])).strftime(date_format), row['Bid'], row['Ask']))
else:
print("Date, BidOpen, BidHigh, BidLow, BidClose, Volume")
for row in history:
print("{0:s}, {1:,.5f}, {2:,.5f}, {3:,.5f}, {4:,.5f}, {5:d}".format(
pd.to_datetime(str(row['Date'])).strftime(date_format), row['BidOpen'], row['BidHigh'],
row['BidLow'], row['BidClose'], row['Volume']))
except Exception as e:
common_samples.print_exception(e)
try:
fx.logout()
except Exception as e:
common_samples.print_exception(e)
def main():
args = parse_args()
user_id = args.l
password = args.p
str_url = args.u
connection = args.c
session_id = args.session
pin = args.pin
instrument = args.i
str_timeframe = args.timeframe
quotes_count = args.quotescount
date_from = args.datefrom
date_to = args.dateto
with ForexConnect() as fx:
fx.login(user_id, password, str_url, connection, session_id, pin,
common_samples.session_status_changed)
timeframe, _ = ForexConnect.parse_timeframe(str_timeframe)
if not timeframe:
raise Exception("ResponseListener: time frame is incorrect")
nd_array = fx.get_history(instrument, str_timeframe, date_from,
date_to, quotes_count)
df = pd.DataFrame(nd_array).rename(
columns={
'BidOpen': 'Open',
'BidHigh': 'High',
'BidLow': 'Low',
'BidClose': 'Close'
}).drop(columns=['AskOpen', 'AskHigh', 'AskLow', 'AskClose'
]).set_index('Date').dropna()
y = np.where(df['Close'].shift(-1) > df['Close'], 1, -1)
df['Open-Close'] = df.Open - df.Close
df['High-Low'] = df.High - df.Low
x = df[['Open-Close', 'High-Low']]
split_percentage = 0.8
split = int(split_percentage * len(df))
x_train = x[:split]
y_train = y[:split]
x_test = x[split:]
y_test = y[split:]
cls = SVC().fit(x_train, y_train)
accuracy_train = accuracy_score(y_train, cls.predict(x_train))
accuracy_test = accuracy_score(y_test, cls.predict(x_test))
print('Train Accuracy:{: .2f}%'.format(accuracy_train * 100))
print('Test Accuracy:{: .2f}%'.format(accuracy_test * 100))
fx.logout()
def main():
args = parse_args()
str_user_id = args.l
str_password = args.p
str_url = args.u
str_connection = args.c
str_session_id = args.session
str_pin = args.pin
str_instrument = args.i
str_timeframe = args.timeframe
date_from = args.datefrom
str_account = args.account
str_lots = args.lots
orders_count = args.orderscount
short_periods = args.shortperiods
long_periods = args.longperiods
print("")
with ForexConnect() as fx:
try:
fx.login(str_user_id, str_password, str_url, str_connection,
str_session_id, str_pin,
common_samples.session_status_changed)
current_unit, _ = ForexConnect.parse_timeframe(str_timeframe)
if current_unit == fxcorepy.O2GTimeFrameUnit.TICK:
# we can't from candles from the t1 time frame
raise Exception("Do NOT use t* time frame")
live_history = LiveHistory.LiveHistoryCreator(str_timeframe)
on_bar_added_callback = on_bar_added(fx, str_account,
str_instrument, str_lots,
short_periods, long_periods)
live_history.subscribe(on_bar_added_callback)
session_status_changed_callback = session_status_changed(
fx, live_history, str_user_id, str_password, str_url,
str_connection, True)
session_status_changed_callback(fx.session,
fx.session.session_status)
fx.set_session_status_listener(session_status_changed_callback)
print("Getting history...")
history = fx.get_history(str_instrument, str_timeframe, date_from)
print("Updating history...")
live_history.history = history
# apply for current history
on_bar_added_callback(live_history.history)
print("")
while order_created_count < orders_count:
print("")
print("Waiting 1 minute...")
time.sleep(60)
print("")
print("Orders created: {0}".format(str(order_created_count)))
print("")
except Exception as e:
common_samples.print_exception(e)
try:
fx.set_session_status_listener(
session_status_changed(fx, None, str_user_id, str_password,
str_url, str_connection, False))
fx.logout()
except Exception as e:
common_samples.print_exception(e)
def main():
global next_bars
global difft
global last_bar
args = parse_args()
str_user_id = args.l
str_password = args.p
str_url = args.u
str_connection = args.c
str_session_id = args.session
str_pin = args.pin
str_instrument = args.i
str_timeframe = args.timeframe
date_from = args.datefrom
str_account = args.account
next_bars = args.nextbars
print("")
with ForexConnect() as fx:
try:
fx.login(str_user_id, str_password, str_url, str_connection,
str_session_id, str_pin,
common_samples.session_status_changed)
current_unit, current_size = ForexConnect.parse_timeframe(
str_timeframe)
difft = common_samples.convert_timeframe_to_seconds(
current_unit, current_size)
if current_unit == fxcorepy.O2GTimeFrameUnit.TICK:
# we can't from candles from the t1 time frame
raise Exception("Do NOT use t* time frame")
live_history = LiveHistory.LiveHistoryCreator(str_timeframe)
on_bar_added_callback = on_bar_added(fx, str_account,
str_instrument)
live_history.subscribe(on_bar_added_callback)
session_status_changed_callback = session_status_changed(
fx, live_history, str_user_id, str_password, str_url,
str_connection, True)
session_status_changed_callback(fx.session,
fx.session.session_status)
fx.set_session_status_listener(session_status_changed_callback)
print("Getting history...")
history = fx.get_history(str_instrument, str_timeframe, date_from)
df = pd.DataFrame(history).rename(
columns={
'BidOpen': 'Open',
'BidHigh': 'High',
'BidLow': 'Low',
'BidClose': 'Close'
}).drop(columns=['AskOpen', 'AskHigh', 'AskLow', 'AskClose'
]).set_index('Date').dropna()
y = np.where(df['Close'].shift(-1) > df['Close'], 1, -1)
for i in range(0, next_bars + 1, 1):
df['OC' + str(i)] = (df['Close'].shift(i) -
df['Close'].shift(i + 1)) * 100000
df = df[next_bars + 1:]
y = y[next_bars + 1:]
y_train = y
x_test = df[['OC0']]
x_test = x_test[len(x_test) - 1:]
live_history.history = history
on_bar_added_callback(live_history.history)
print()
print('Next ' + str(next_bars) + ' bar prediction: ')
last_complete_data_frame = live_history.history.tail(1)
dt = str(last_complete_data_frame.index.values[0])
dt = parser.parse(dt)
dt0 = dt
for i in range(1, next_bars + 1, 1):
x_train = df[['OC' + str(i)]]
cls = SVC(gamma='auto').fit(x_train, y_train)
if cls.predict(x_test)[0] > 0:
res = 'Up'
else:
res = 'Dn'
dt = dt + timedelta(0, difft)
print(str(dt) + ': ' + res)
# print(cls.predict(x_test)[0])
last_bar = dt0
while True:
time.sleep(60)
except Exception as e:
common_samples.print_exception(e)
try:
fx.set_session_status_listener(
session_status_changed(fx, None, str_user_id, str_password,
str_url, str_connection, False))
fx.logout()
except Exception as e:
common_samples.print_exception(e)
def main():
pd.options.display.float_format = '{:,.5f}'.format
pd.options.display.max_columns = 9
args = parse_args()
str_user_id = args.l
str_password = args.p
str_url = args.u
str_connection = args.c
str_session_id = args.session
str_pin = args.pin
str_instrument = args.i
str_timeframe = args.timeframe
quotes_count = args.bars
candle_open_price_mode = parse_candle_open_price_mode(args.o)
with ForexConnect() as fx:
if candle_open_price_mode is None:
raise Exception("Invalid value of the candle open price mode. Possible values are "
"'first_tick' or 'prev_close'.")
fx.login(str_user_id, str_password, str_url,
str_connection, str_session_id, str_pin,
common_samples.session_status_changed)
try:
current_unit, current_size = ForexConnect.parse_timeframe(str_timeframe)
if current_unit == fxcorepy.O2GTimeFrameUnit.TICK:
# we can't from candles from the t1 time frame
raise Exception("Do NOT use t* time frame")
print("Begins collecting live history before uploading a story")
live_history_creator = LiveHistoryCreator(str_timeframe, candle_open_price_mode=candle_open_price_mode)
offers = fx.get_table(ForexConnect.OFFERS)
table_listener = Common.subscribe_table_updates(offers, on_change_callback=on_changed(live_history_creator))
print("")
print("Loading old history...")
nd_array_history = fx.get_history(str_instrument, str_timeframe, None, None, 1, candle_open_price_mode)
print("Done")
print("Apply collected history")
live_history_creator.history = nd_array_history
print("Accumulating live history...")
sleep_times = int(quotes_count *
common_samples.convert_timeframe_to_seconds(current_unit, current_size) / 60)
if sleep_times < quotes_count:
sleep_times = quotes_count
for i in range(sleep_times):
time.sleep(60)
print("Patience...")
table_listener.unsubscribe()
print("Done")
print("")
except Exception as e:
common_samples.print_exception(e)
try:
fx.logout()
except Exception as e:
common_samples.print_exception(e)