def get_order_history(date_from, date_to):
res = mt5.history_deals_get(date_from, date_to)
if res is not None and res != ():
df = pd.DataFrame(list(res), columns=res[0]._asdict().keys())
df['time'] = pd.to_datetime(df['time'], unit='s')
return df
return pd.DataFrame()
def update_mt5_deal_details(self, strategy_id):
position_ids = self.position_ids[strategy_id]
for position_id in position_ids.values():
deals = mt5.history_deals_get(position=position_id)
for deal in deals:
self.mt5_deal_details[strategy_id][
'commission'] += deal.commission
self.mt5_deal_details[strategy_id]['swap'] += deal.swap
self.mt5_deal_details[strategy_id]['fee'] += deal.fee
self.mt5_deal_details[strategy_id]['earning'] += deal.profit
self.mt5_deal_details[strategy_id][
'balanced'] += deal.commission + deal.swap + deal.fee + deal.profit
def stop_and_gain(self, comment=''):
if len(Mt5.positions_get()) == 1:
points = (Mt5.positions_get()[0].profit *
Mt5.symbol_info(self.symbol).trade_tick_size /
Mt5.symbol_info(self.symbol).trade_tick_value) / \
Mt5.positions_get()[0].volume
if points / Mt5.symbol_info(self.symbol).point >= self.take_profit:
self.profit_deals += 1
self.close_position(comment)
print(
f'Take profit reached. ('
f'{int(Mt5.history_deals_get((datetime.today() - timedelta(days=1)), datetime.now())[-1].profit)}'
f')\n')
if Mt5.history_deals_get((datetime.today() - timedelta(days=1)), datetime.now())[-1].symbol == \
self.symbol:
self.balance += int(
Mt5.history_deals_get(
(datetime.today() - timedelta(days=1)),
datetime.now())[-1].profit)
self.statistics()
elif ((points / Mt5.symbol_info(self.symbol).point) *
-1) >= self.stop_loss:
self.loss_deals += 1
self.close_position(comment)
print(
f'Stop loss reached. ('
f'{int(Mt5.history_deals_get((datetime.today() - timedelta(days=1)), datetime.now())[-1].profit)}'
f')\n')
if Mt5.history_deals_get((datetime.today() - timedelta(days=1)), datetime.now())[-1].symbol == \
self.symbol:
self.balance += int(
Mt5.history_deals_get(
(datetime.today() - timedelta(days=1)),
datetime.now())[-1].profit)
self.statistics()
def OnLot():
l = Lot
from_date = datetime.datetime(2020, 1, 1)
to_date = datetime.datetime.today() + relativedelta(days=+1)
pos = None
pos = mt5.history_deals_get(from_date, to_date)
if pos != None:
p = len(pos)
while (p > 0):
p = p - 1
ps = pos[p].type
print(pos[p])
if ps == 0 or ps == 1:
if pos[p].profit < 0.0:
l = pos[p].volume * 2
break
return l
pd.set_option('display.max_columns', 500) # number of columns to be displayed
pd.set_option('display.width', 1500) # max table width to display
# 显示有关MetaTrader 5程序包的数据
print("MetaTrader5 package author: ", mt5.__author__)
print("MetaTrader5 package version: ", mt5.__version__)
print()
# 建立与MetaTrader 5程序端的连接
if not mt5.initialize():
print("initialize() failed, error code =", mt5.last_error())
quit()
# 获取历史中的交易数量
from_date = datetime(2020, 1, 1)
to_date = datetime.now()
# 获取指定时间间隔内且名称包含"GBP"的交易品种的交易
deals = mt5.history_deals_get(from_date, to_date, group="*GBP*")
if deals == None:
print("No deals with group=\"*USD*\", error code={}".format(
mt5.last_error()))
elif len(deals) > 0:
print("history_deals_get({}, {}, group=\"*GBP*\")={}".format(
from_date, to_date, len(deals)))
# 获取名称中既不包含"EUR"也不包含"GBP"的交易品种的交易
deals = mt5.history_deals_get(from_date, to_date, group="*,!*EUR*,!*GBP*")
if deals == None:
print("No deals, error code={}".format(mt5.last_error()))
elif len(deals) > 0:
print("history_deals_get(from_date, to_date, group=\"*,!*EUR*,!*GBP*\") =",
len(deals))
# display all obtained deals 'as is'
def job():
# 更新市场信息
for symbol_name in symbols:
symbol_info_tick = mt5.symbol_info(symbol_name)
market = {}
print("symbol_info_tick ",symbol_info_tick);
market["time"] = symbol_info_tick.time
market["bid"] = symbol_info_tick.bid
market["ask"] = symbol_info_tick.ask
market["last"] = symbol_info_tick.last
market["volume"] = symbol_info_tick.volume
market["volume_real"] = symbol_info_tick.volume_real
market["custome"] = symbol_info_tick.volume_real
market["chart_mode"] = symbol_info_tick.chart_mode
market["select"] = symbol_info_tick.select
market["visible"] = symbol_info_tick.visible
market["session_deals"] = symbol_info_tick.session_deals
market["session_sell_orders"] = symbol_info_tick.session_sell_orders
market["volumehigh"] = symbol_info_tick.volumehigh
market["volumelow"] = symbol_info_tick.volumelow
market["digits"] = symbol_info_tick.digits
market["spread"] = symbol_info_tick.spread
market["spread_float"] = symbol_info_tick.spread_float
market["ticks_bookdepth"] = symbol_info_tick.ticks_bookdepth
market["trade_calc_mode"] = symbol_info_tick.trade_calc_mode
market["trade_mode"] = symbol_info_tick.trade_mode
market["start_time"] = symbol_info_tick.start_time
market["expiration_time"] = symbol_info_tick.expiration_time
market["trade_stops_level"] = symbol_info_tick.trade_stops_level
market["trade_freeze_level"] = symbol_info_tick.trade_freeze_level
market["trade_exemode"] = symbol_info_tick.trade_exemode
market["swap_mode"] = symbol_info_tick.swap_mode
market["swap_rollover3days"] = symbol_info_tick.swap_rollover3days
market["margin_hedged_use_leg"] = symbol_info_tick.margin_hedged_use_leg
market["expiration_mode"] = symbol_info_tick.expiration_mode
market["filling_mode"] = symbol_info_tick.filling_mode
market["order_mode"] = symbol_info_tick.order_mode
market["order_gtc_mode"] = symbol_info_tick.order_gtc_mode
market["option_mode"] = symbol_info_tick.option_mode
market["option_right"] = symbol_info_tick.option_right
market["bid"] = symbol_info_tick.bid
market["bidhigh"] = symbol_info_tick.bidhigh
market["bidlow"] = symbol_info_tick.bidlow
market["ask"] = symbol_info_tick.ask
market["askhigh"] = symbol_info_tick.askhigh
market["asklow"] = symbol_info_tick.asklow
market["last"] = symbol_info_tick.last
market["lasthigh"] = symbol_info_tick.lasthigh
market["lastlow"] = symbol_info_tick.lastlow
market["volume_real"] = symbol_info_tick.volume_real
market["volumehigh_real"] = symbol_info_tick.volumehigh_real
market["option_strike"] = symbol_info_tick.option_strike
market["point"] = symbol_info_tick.point
market["trade_tick_value"] = symbol_info_tick.trade_tick_value
market["trade_tick_value_profit"] = symbol_info_tick.trade_tick_value_profit
market["trade_tick_value_loss"] = symbol_info_tick.trade_tick_value_loss
market["trade_tick_size"] = symbol_info_tick.trade_tick_size
market["trade_contract_size"] = symbol_info_tick.trade_contract_size
market["trade_accrued_interest"] = symbol_info_tick.trade_accrued_interest
market["trade_face_value"] = symbol_info_tick.trade_face_value
market["trade_liquidity_rate"] = symbol_info_tick.trade_liquidity_rate
market["volume_min"] = symbol_info_tick.volume_min
market["volume_max"] = symbol_info_tick.volume_max
market["volume_step"] = symbol_info_tick.volume_step
market["volume_limit"] = symbol_info_tick.volume_limit
market["swap_long"] = symbol_info_tick.swap_long
market["swap_short"] = symbol_info_tick.swap_short
market["margin_initial"] = symbol_info_tick.margin_initial
market["margin_maintenance"] = symbol_info_tick.margin_maintenance
market["session_volume"] = symbol_info_tick.session_volume
market["session_turnover"] = symbol_info_tick.session_turnover
market["session_interest"] = symbol_info_tick.session_interest
market["session_buy_orders_volume"] = symbol_info_tick.session_buy_orders_volume
market["session_sell_orders_volume"] = symbol_info_tick.session_sell_orders_volume
market["session_open"] = symbol_info_tick.session_open
market["session_close"] = symbol_info_tick.session_close
market["session_aw"] = symbol_info_tick.session_aw
market["session_price_settlement"] = symbol_info_tick.session_price_settlement
market["session_price_limit_min"] = symbol_info_tick.session_price_limit_min
market["session_price_limit_max"] = symbol_info_tick.session_price_limit_max
market["margin_hedged"] = symbol_info_tick.margin_hedged
market["price_change"] = symbol_info_tick.price_change
market["price_volatility"] = symbol_info_tick.price_volatility
market["price_theoretical"] = symbol_info_tick.price_theoretical
market["price_greeks_delta"] = symbol_info_tick.price_greeks_delta
market["price_greeks_theta"] = symbol_info_tick.price_greeks_theta
market["price_greeks_gamma"] = symbol_info_tick.price_greeks_gamma
market["price_greeks_vega"] = symbol_info_tick.price_greeks_vega
market["price_greeks_rho"] = symbol_info_tick.price_greeks_rho
market["price_greeks_omega"] = symbol_info_tick.price_greeks_omega
market["price_sensitivity"] = symbol_info_tick.price_sensitivity
market["basis"] = symbol_info_tick.basis
market["category"] = symbol_info_tick.category
market["currency_base"] = symbol_info_tick.currency_base
market["currency_profit"] = symbol_info_tick.currency_profit
market["currency_margin"] = symbol_info_tick.currency_margin
market["bank"] = symbol_info_tick.bank
market["description"] = symbol_info_tick.description
market["exchange"] = symbol_info_tick.exchange
market["formula"] = symbol_info_tick.formula
market["isin"] = symbol_info_tick.isin
market["name"] = symbol_info_tick.name
market["page"] = symbol_info_tick.page
market["path"] = symbol_info_tick.path
response = requests.post(server_url + "update_market/",json=market)
json_response = response.json()
print("json_response ",json_response )
position_get_no_param = mt5.positions_get()
# 更新position order
for trade_position in position_get_no_param:
position = {}
position["ticket"] = trade_position.ticket
position["time"] = trade_position.time
position["time_msc"] = trade_position.time_msc
position["time_update"] = trade_position.time_update
position["time_update_msc"] = trade_position.time_update_msc
position["type"] = trade_position.type
position["magic"] = trade_position.magic
position["identifier"] = trade_position.identifier
position["reason"] = trade_position.reason
position["volume"] = trade_position.volume
position["price_open"] = trade_position.price_open
position["sl"] = trade_position.sl
position["tp"] = trade_position.tp
position["price_current"] = trade_position.price_current
position["swap"] = trade_position.swap
position["profit"] = trade_position.profit
position["symbol"] = trade_position.symbol
position["comment"] = trade_position.comment
position["external_id"] = trade_position.external_id
response = requests.post(server_url + "update_position_order/",json=position)
json_response = response.json()
print("position_response ",json_response )
# 更新 pending order
pending_orders = mt5.orders_get()
for pending_order in pending_orders:
pending = {}
pending["ticket"] = pending_order.ticket
pending["time_setup"] = pending_order.time_setup
pending["type"] = pending_order.type
pending["state"] = pending_order.state
pending["time_expiration"] = pending_order.time_expiration
pending["time_done"] = pending_order.time_done
pending["time_setup_msc"] = pending_order.time_setup_msc
pending["time_done_msc"] = pending_order.time_done_msc
pending["type_filling"] = pending_order.type_filling
pending["type_time"] = pending_order.type_time
pending["magic"] = pending_order.magic
pending["reason"] = pending_order.reason
pending["position_id"] = pending_order.position_id
pending["position_by_id"] = pending_order.position_by_id
pending["volume_initial"] = pending_order.volume_initial
pending["volume_current"] = pending_order.volume_current
pending["price_open"] = pending_order.price_open
pending["sl"] = pending_order.sl
pending["tp"] = pending_order.tp
pending["price_current"] = pending_order.price_current
pending["price_stoplimit"] = pending_order.price_stoplimit
pending["symbol"] = pending_order.symbol
pending["comment"] = pending_order.comment
pending["external_id"] = pending_order.external_id
response = requests.post(server_url + "update_pending_order/",json=pending)
json_response = response.json()
# 更新 deal order
from_date = datetime(2020,11,30)
deal_orders = mt5.history_deals_get(from_date, datetime.now())
for deal in deal_orders:
deal_data = {}
deal_data["ticket"] = deal.ticket
deal_data["order"] = deal.order
deal_data["time"] = deal.time
deal_data["time_msc"] = deal.time_msc
deal_data["type"] = deal.type
deal_data["entry"] = deal.entry
deal_data["magic"] = deal.magic
deal_data["reason"] = deal.reason
deal_data["position_id"] = deal.position_id
deal_data["volume"] = deal.volume
deal_data["price"] = deal.price
deal_data["commission"] = deal.commission
deal_data["swap"] = deal.swap
deal_data["profit"] = deal.profit
deal_data["fee"] = deal.fee
deal_data["symbol"] = deal.symbol
deal_data["comment"] = deal.comment
deal_data["external_id"] = deal.external_id
response = requests.post(server_url + "update_deal_order/",json=deal_data)
json_response = response.json()
#____________retriving no of historical trades___________#
fromDate = dt.datetime(2019, 8, 1)
toDate = dt.datetime.now()
historyOrder = mt5.history_orders_total(
fromDate, toDate) #retrives number of trades in time range
print("Total history orders:", historyOrder)
#_________retriving historical order information__________#
orerData = mt5.history_orders_get(fromDate, toDate) #by date range
for i in orerData:
print(i)
orderData2 = mt5.history_orders_get(ticket=38110138) #by tickets
for data in orderData2:
print('\n', data)
#______total no of historical deals(executed orders)_______#
deals = mt5.history_deals_total(fromDate, toDate)
print("\nTotal deals:", deals)
#__________get information of historical deals___________#
deals = mt5.history_deals_get(fromDate, toDate) #by date range
for i in deals:
print(i)
deal = mt5.history_deals_get(ticket=17371248) #by tickets
print(deal[0], '\n')
for i in deal[0]:
print(i)
mt5.shutdown()
def f_leer_archivo():
Accounts = pd.read_excel('files/Accounts.xlsx')
Names = list(Accounts['Name'])
print('Los nombres son:', Names)
Name = input('Ingrese nombre del integrante a analizar: ')
if Name in Names:
user = Accounts[Accounts['Name'] == Name]
try:
userid = int(user['Account_ID'].values[0])
userpass = str(user['Password'].values[0])
a = mt5.initialize(login=userid,
server='MetaQuotes-Demo',
password=userpass)
except:
try:
userid = int(input('Ingrese su usuario en mt5: '))
userpass = str(getpass('Ingrese su contraseña: '))
a = mt5.initialize(login=userid,
server='MetaQuotes-Demo',
password=userpass)
except:
return print('La acción no fue válida, verifique sus datos')
#Initialize MT5
if a:
print('Se inició con éxito la cuenta')
pos = mt5.history_deals_get(datetime(2020, 1, 1), datetime.now())
key = pos[0]._asdict().keys()
orders = pd.DataFrame(list(pos), columns=key)
Dates = pd.DataFrame({'Position': orders['position_id'].unique()})
opentime = []
closetime = []
price_o = []
price_c = []
for i in orders['position_id'].unique():
dates = np.array(orders['time'][orders['position_id'] == i])
prices = np.array(orders['price'][orders['position_id'] == i])
if len(dates) == 2:
opentime.append(dates[0])
closetime.append(dates[1])
price_o.append(prices[0])
price_c.append(prices[1])
else:
opentime.append(dates[0])
closetime.append(0)
price_o.append(prices[0])
price_c.append(prices[-1])
Dates['Time'] = opentime
Dates['Symbol'] = [
np.array(orders['symbol'][orders['position_id'] == i])[0]
for i in orders['position_id'].unique()
]
type_op = [
np.array(orders['type'][orders['position_id'] == i])[0]
for i in orders['position_id'].unique()
]
Dates['Type'] = ['buy' if i == 0 else 'sell' for i in type_op]
Dates['Volume'] = [
np.array(orders['volume'][orders['position_id'] == i])[0]
for i in orders['position_id'].unique()
]
Dates['Price'] = price_o
Dates['Time.1'] = closetime
Dates['Price.1'] = price_c
Dates['Commission'] = [
np.array(orders['commission'][orders['position_id'] == i])[-1]
for i in orders['position_id'].unique()
]
Dates['Swap'] = [
np.array(orders['swap'][orders['position_id'] == i])[-1]
for i in orders['position_id'].unique()
]
Dates['Profit'] = [
np.array(orders['profit'][orders['position_id'] == i])[-1]
for i in orders['position_id'].unique()
]
Dates = Dates[Dates['Time.1'] != 0]
return Dates.sort_values(by='Time.1',
ascending=True).reset_index(drop=True)
else:
print('No se pudo acceder a la cuenta')
else:
print('El nombre no fue válido, intente de nuevo')
