def __exit__(self, exc_type, exc_val, exc_tb):
"""
Закрываем подключение.
"""
mt5.shutdown()
if exc_val:
raise ()
def getHistoricalData(self, symbol):
print(Fore.YELLOW + 'Getting Historical data on symbol:', symbol)
# create 'datetime' objects in UTC time zone to avoid the implementation of a local time zone offset
ticks = None
try:
ticks = mt5.copy_rates_range(symbol, mt5.TIMEFRAME_M10,
self.start_date, self.to_date)
print(Fore.BLUE + "Ticks received:", len(ticks))
# shut down connection to the MetaTrader 5 terminal
except TypeError:
print(Fore.RED + 'failed to get data on symbol:', symbol,
'with error:', mt5.last_error())
print(Style.RESET_ALL)
os.system('taskkill /f /im terminal64.exe')
exit()
mt5.shutdown()
# display data on each tick on a new line
print("Display obtained ticks 'as is'")
#count = 0
#for tick in ticks:
# count+=1
# print(tick)
# if count >= 10:
# break
# create DataFrame out of the obtained data
ticks_frame = pd.DataFrame(ticks)
# convert time in seconds into the datetime format
ticks_frame['time'] = pd.to_datetime(ticks_frame['time'], unit='s')
# display data
print("\nDisplay dataframe with ticks")
print(ticks_frame.head, ticks_frame.shape)
print(ticks_frame.info())
return ticks_frame
def historyData(Symbol):
mt5.initialize(server="ForexClub-MT5 Demo Server",
login=500063649,
password="******")
# print(mt5.terminal_info())
# print(mt5.version())
listSymbols = mt5.symbols_get()
# [x.name for x in listSymbols]
# Symbol=np.random.choice(FXmajor, 1)[0]
print(Symbol)
pointValue = mt5.symbol_info(Symbol).point
# mt5.Buy("EURUSD", 0.1,price=11395,ticket=9)
Num_velas = 1000
# Copying data to pandas data frame
# rates = mt5.copy_rates_from_pos(Symbol, mt5.TIMEFRAME_M1, 0, Num_velas)
rates = mt5.copy_rates_range(Symbol, mt5.TIMEFRAME_H1,
datetime(2021, 1, 10), datetime.now())
# rates = mt5.copy_rates_range("ES", mt5.TIMEFRAME_D1, datetime(2019, 1, 15), datetime(2019, 1, 25))
# rates = mt5.copy_rates_from_pos(Symbol, mt5.TIMEFRAME_M1, 0, Num_velas)
# Deinitializing MT5 connection
mt5.shutdown()
# create DataFrame out of the obtained data
rates_frame = pd.DataFrame(rates)
# convert time in seconds into the datetime format
rates_frame.index = pd.to_datetime(rates_frame['time'], unit='s')
rates_frame.columns = [
'time', 'Open', 'High', 'Low', 'Close', 'tick_volume', 'spread',
'real_volume'
]
return rates_frame
def __init__(self):
if not mt5.initialize():
print("initialize() failed")
mt5.shutdown()
exit(1)
else:
print("initialize ok")
def get_data(self):
mt5.initialize()
# set time zone to UTC
timezone = pytz.timezone("Etc/UTC")
# create 'datetime' objects in UTC time zone to avoid the implementation of a local time zone offset
utc_from = dt(self.date_from.year,
self.date_from.month,
self.date_from.day,
00,
00,
tzinfo=timezone)
utc_to = dt(self.date_to.year,
self.date_to.month,
self.date_to.day,
23,
59,
tzinfo=timezone)
if self.time_frame == 0:
data_values = mt5.copy_ticks_range(self.currency_type, utc_from,
utc_to, mt5.COPY_TICKS_ALL)
else:
data_values = mt5.copy_rates_range(self.currency_type,
self.time_frame, utc_from,
utc_to)
print(self.currency_type, " Data Points received: ", len(data_values))
# shut down connection to the MetaTrader 5 terminal
mt5.shutdown()
data_frame = pd.DataFrame(data_values)
# print(ticks_frame)
return data_frame
def __init__(self, stock):
self.stock = stock
if not mt5.initialize():
print("initialize() failed")
mt5.shutdown()
#print('Version: ', mt5.version())
pass
def connect_server():
# connect to MetaTrader 5
if not mt5.initialize():
print("initialize() failed")
mt5.shutdown()
else:
print("MetaTrader Connected")
def convert_csv(timeframe=mt5.TIMEFRAME_D1, bars=1000):
def load_data(symbol):
try:
ticker = pd.DataFrame(
mt5.copy_rates_from_pos(symbol, mt5.TIMEFRAME_D1, 0,
bars))['close'].rename(index=symbol)
print(f'Symbol {symbol} Bars {BARS} ok')
except RuntimeError:
print(f'ERRO NO SYMBOL "{symbol}"')
mt5.shutdown()
quit()
return ticker
tickers_close = [load_data(symbol) for symbol in symbols]
symbol_one = pd.DataFrame(
mt5.copy_rates_from_pos(symbols[0], timeframe, 0, bars))
time_tickers = pd.to_datetime(symbol_one['time'], unit='s')
mt5.shutdown()
df = pd.DataFrame(tickers_close).T
df['TIME'] = time_tickers
df.set_index('TIME', inplace=True)
df.to_csv(
f'{str(datetime.now().replace(microsecond=0)).replace(":", "-")}.csv')
print(
f'From {str(time_tickers.iloc[0]).split(" ")[0]} to {str(time_tickers.iloc[-1]).split(" ")[0]}'
)
def load_stocks_1h(stock_name, load_from_datetime, ema_periods=(20, 50, 200)):
'''
Loads hourly stock data.
:param stock_name: The symbol code, e.g. AUDUSD
:param load_from_datetime: This should be a datetime value e.g. dt.datetime.strptime("07/02/2020 15:00:00", "%d/%m/%Y %H:%M:%S")
:param ema_periods: A tuple indicating the periods for which EMA should be calculated.
:return: Returns a dictionary indexed by time. Each index is then a further dictionary see {dictionary}.keys() for more details
'''
mt5.initialize()
stock_data = mt5.copy_rates_range(stock_name, mt5.TIMEFRAME_H1,
load_from_datetime, dt.datetime.now())
dataset = {}
for datapoint in stock_data:
dataset[dt.datetime.utcfromtimestamp(datapoint[0])] = {
"OPEN": datapoint[1],
"HIGH": datapoint[2],
"LOW": datapoint[3],
"CLOSE": datapoint[4],
"VOLUME": datapoint[5],
"SPREAD": datapoint[6]
}
mt5.shutdown()
for period in ema_periods:
dataset = exponential_moving_average(dataset, period)
return dataset
def init_mt5():
if not mt5.initialize(
path=path, login=mt5_account, password=mt5_password,
server=mt5_server):
print("initialize() failed, error code =", mt5.last_error())
mt5.shutdown()
def RequestData(SymbolName, run_time, Day):
# 连接到MetaTrader 5
if not mt5.initialize(login=3335660, server="Exness-MT5Real",password="******"):
print("initialize() failed")
# 请求连接状态和参数
#print(mt5.terminal_info())
# 获取有关MetaTrader 5版本的数据
#print(mt5.version())
try:
if run_time == 'H1':
rates = mt5.copy_rates_from_pos(SymbolName, mt5.TIMEFRAME_H1, 0, Day)
# 通过多种方式获取不同交易品种的柱形图
elif run_time == 'H4':
rates = mt5.copy_rates_from_pos(SymbolName, mt5.TIMEFRAME_H4, 0, Day)
elif run_time == 'D1':
rates = mt5.copy_rates_from_pos(SymbolName, mt5.TIMEFRAME_D1, 0, Day)
elif run_time == 'W1':
rates = mt5.copy_rates_from_pos(SymbolName, mt5.TIMEFRAME_W1, 0, Day)
except Exception as e:
log.error("生成K线图时，获取MT5数据失败........."+str(e))
# 断开与MetaTrader 5的连接
mt5.shutdown()
#DATA
#print(rates)
#PLOT
# 从所获得的数据创建DataFrame
ticks_frame = pd.DataFrame(rates)
ticks_frame=ticks_frame.drop(ticks_frame.index[1])
# 将时间（以秒为单位）转换为日期时间格式
ticks_frame['time']=pd.to_datetime(ticks_frame['time'], unit='s')
return ticks_frame
def get_data_mt5(symbol='EURUSD', bars=500, to=0, timeframe='H1'):
if not mt5.initialize():
print("initialize() failed, error code =", mt5.last_error())
quit()
concatenation = 'mt5.TIMEFRAME_' + timeframe
evaluated = eval(concatenation)
rates = mt5.copy_rates_from_pos(symbol, evaluated, 0, bars)
mt5.shutdown()
df = pd.DataFrame(rates)
df.time = pd.to_datetime(df.time, unit='s')
df = df.set_index('time')
df['symbol'] = symbol
df = df.rename(
columns={
'open': 'Open',
'high': 'High',
'low': 'Low',
'close': 'Close',
'tick_volume': 'Volume'
})
df = df[[
'symbol', 'Open', 'High', 'Low', 'Close', 'Volume', 'spread',
'real_volume'
]]
return (df)
def __enter__(self):
"""
Открываем подключение к терминалу
"""
# подключимся к MetaTrader 5
if not mt5.initialize(path=self.path, server=self.server, login=self.login, password=self.password):
print("initialize() failed")
mt5.shutdown()
def wrapped(self, *args, **kwargs):
if not mt5.initialize(path=self.path,
server=self.server,
login=self.login,
password=self.password):
print("initialize() failed")
mt5.shutdown()
return fn(self, *args, **kwargs)
mt5.shutdown()
def __init__(self,symbol:str):
# conecte-se ao MetaTrader 5
if not mt5.initialize():
print("initialize() failed")
mt5.shutdown()
# consultamos o estado e os parâmetros de conexão
print(mt5.terminal_info())
# obtemos informações sobre a versão do MetaTrader 5
print(mt5.version())
self.symbol = symbol
def initialize(self):
if not Mt5.initialize():
print(
'Initialization failed, check internet connection. You must have Meta Trader 5 installed.'
)
Mt5.shutdown()
else:
print(f'You are running the {self.expert_name} expert advisor,'
f' version {self.version}, on symbol {self.symbol}.')
def startTrade(symbol, lot, price, tradeType):
deviation = 20
request = {
"action": mt5.TRADE_ACTION_DEAL,
"symbol": symbol,
"volume": lot,
"type": tradeType,
"price": price,
"deviation": deviation,
"magic": 234000,
"comment": "python script open",
"type_time": mt5.ORDER_TIME_GTC,
"type_filling": mt5.ORDER_FILLING_FOK,
}
# send a trading request
result = mt5.order_send(request)
# check the execution result
print(
"1. order_send(): by {} {} lots at {} with deviation={} points".format(
symbol, lot, price, deviation))
if result.retcode != mt5.TRADE_RETCODE_DONE:
print("2. order_send failed, retcode={}".format(result.retcode))
# request the result as a dictionary and display it element by element
result_dict = result._asdict()
for field in result_dict.keys():
print(" {}={}".format(field, result_dict[field]))
# if this is a trading request structure, display it element by element as well
if field == "request":
traderequest_dict = result_dict[field]._asdict()
for tradereq_filed in traderequest_dict:
print(" traderequest: {}={}".format(
tradereq_filed, traderequest_dict[tradereq_filed]))
print("shutdown() and quit")
mt5.shutdown()
quit()
print("2. order_send done, ", result)
print(" opened position with POSITION_TICKET={}".format(result.order))
time.sleep(2)
return result
def get_candles(ticker, timeframe, n_candles):
"""
Establishes connection with the terminal, parses prices,
as is, shuts down the connection
"""
if not mt5.initialize():
print("initialize() failed, error code =", mt5.last_error())
quit()
rates = mt5.copy_rates_from_pos(ticker, eval(timeframe), 0, n_candles)
mt5.shutdown()
return rates
def data_collection(timeframe, n):
if not mt5.initialize():
print('failed to connect')
quit()
timeframe_dict = {
'H1':mt5.TIMEFRAME_H1,
'D1':mt5.TIMEFRAME_D1,
'W1':mt5.TIMEFRAME_W1
}
currs = ['EUR', 'GBP', 'AUD', 'NZD',
'USD', 'CAD', 'CHF', 'JPY']
ohlc_dict = {}
for curr_no, curr1 in enumerate(currs):
for curr2 in currs[curr_no+1:]:
curr_pair = curr1 + curr2
#Get candles from the past 3 weeks (exclusive of current week)
time_now = pd.Timestamp.now(tz='Etc/UTC')
#four_wks_ago = time_now - dt.timedelta(weeks=3)
#day_of_wk = dt.timedelta(days=four_wks_ago.isoweekday()%7)
#past_4_wks = dt.date(four_wks_ago.year, four_wks_ago.month, four_wks_ago.day) - day_of_wk
#ohlc_arr = mt5.copy_rates_range(curr_pair, timeframe_dict[timeframe],
# pd.to_datetime(past_4_wks), time_now)
ohlc_arr = mt5.copy_rates_from(curr_pair, timeframe_dict[timeframe],
time_now, n)
column_names = {
'open':'Open',
'high':'High',
'low':'Low',
'close':'Close'
}
try:
ohlc_df = pd.DataFrame(ohlc_arr)
ohlc_df.index = pd.to_datetime(ohlc_df.iloc[:, 0], unit='s')
ohlc_df = ohlc_df.drop(columns=['time'])
ohlc_df = ohlc_df.rename(columns=column_names)
ohlc_dict[curr_pair+'_ohlc_df'] = ohlc_df
except:
print('ERROR OCCURRED IN: ', curr_pair)
mt5.shutdown()
return ohlc_dict
def load_data(symbol):
try:
ticker = pd.DataFrame(
mt5.copy_rates_from_pos(symbol, mt5.TIMEFRAME_D1, 0,
bars))['close'].rename(index=symbol)
print(f'Symbol {symbol} Bars {BARS} ok')
except RuntimeError:
print(f'ERRO NO SYMBOL "{symbol}"')
mt5.shutdown()
quit()
return ticker
def get_rates_from_date(initials, start_date, end_date, show_last=False):
mt5.initialize()
values = mt5.copy_rates_range(
initials,
mt5.TIMEFRAME_M1,
start_date,
end_date
)
mt5.shutdown()
return values if show_last else values[:-1]
def getDataFromMetatrader(currency="EURUSD",
timeframe=mt5.TIMEFRAME_H1,
fromdate=datetime.now(),
count=70000):
if not mt5.initialize():
print("initialize() failed")
mt5.shutdown()
eurusd_rates = mt5.copy_rates_from(currency, timeframe, fromdate,
count)
mt5.shutdown()
df = pd.DataFrame(data=eurusd_rates)
df['time'] = pd.to_datetime(df['time'], unit='s')
return df
def Check(self, lot, symbol):
symbol_info = mt5.symbol_info(symbol)
if symbol_info is None:
print(symbol, "not found.")
mt5.shutdown()
quit()
# if the symbol is unavailable in MarketWatch, add it
if not symbol_info.visible:
print(symbol, "is not visible, trying to switch on")
if not mt5.symbol_select(symbol,True):
print("symbol_select({}}) failed, exit",symbol)
mt5.shutdown()
quit()
def get_candles(ticker, timeframe, n_candles):
if not mt5.initialize():
print("initialize() failed, error code =", mt5.last_error())
quit()
rates = mt5.copy_rates_from_pos(ticker, eval(timeframe), 0, n_candles)
mt5.shutdown()
rates_frame = pd.DataFrame(rates)
# Sets timezone to Moscow time just for convinience
rates_frame['time'] = pd.to_datetime(rates_frame['time'], unit='s')
rates_frame.set_index('time', inplace=True)
rates_frame.index = rates_frame.index.tz_localize(tz='Etc/UTC')
rates_frame.index = rates_frame.index.tz_convert('Europe/Moscow')
rates_frame.rename(columns=COL_NAMES, inplace=True)
return rates_frame
def test0():
if not mt5.initialize():
print("initialize() failed")
mt5.shutdown()
print('Version:', mt5.version())
t1 = TimeUtility.xmTime(2020, 9, 18, 15, 12)
t0 = t1 - TimeUtility.deltaMinute(5)
values = mt5.copy_rates_range("US30Cash", mt5.TIMEFRAME_M1, t0, t1)
for value in values:
t = pd.to_datetime(value[0], unit='s')
naive_time = t.to_pydatetime()
print(t, naive_time, TimeUtility.toXm(naive_time), value)
mt5.shutdown()
pass
def getSymbolData(symbol):
selected = mt5.symbol_select(symbol, True)
if not selected:
print("Failed to select " + symbol)
mt5.shutdown()
quit()
symbolInfoDictionarie = mt5.symbol_info_tick(symbol)._asdict()
symbolInfoDictionarie['time'] = convertTimeStampToDate(
symbolInfoDictionarie['time'])
data = json.dumps(symbolInfoDictionarie, indent=4, sort_keys=True)
print(data)
return data
mt5.shutdown()
def login(self):
# display data on the MetaTrader 5 package
#print("MetaTrader5 package author: ", mt5.__author__)
#print("MetaTrader5 package version: ", mt5.__version__)
# establish connection to the MetaTrader 5 terminal
if not mt5.initialize(self.PATH):
print("initialize() failed, error code =", mt5.last_error())
quit()
authorized = mt5.login(self.login_id, password=self.password)
if not authorized:
print('LOGIN FAILED!!!')
mt5.shutdown()
quit()
else:
print("Login with account: ", str(self.login_id), " successfull!")
def __init__(self, buyingCurrency, sellingCurrency, timeFrame, lotSize, cycleTime):
logging.basicConfig(format='%(asctime)s,%(levelname)s,%(message)s', datefmt='%m/%d/%Y,%H:%M:%S')
self.timeFrame = timeFrame
self.logger = logging.getLogger('TraderLog')
self.logger.setLevel(logging.DEBUG)
self.advisorsList = list()
if not mt5.initialize():
logger.error("initialize() failed, error code =" + mt5.last_error()[2])
mt5.shutdown()
raise Exception(errorMsg)
# request connection status and parameters
print(mt5.terminal_info())
# get data on MetaTrader 5 version
print(mt5.version())
def test0():
if not mt5.initialize():
print("initialize() failed")
mt5.shutdown()
print('Version:', mt5.version())
t1 = nowXm()
t0 = t1 - deltaMinute(5)
values = mt5.copy_rates_range("US30Cash", mt5.TIMEFRAME_M1, t0, t1)
for value in values:
t = pd.to_datetime(value[0], unit='s')
pytime = t.to_pydatetime()
print(t, pytime, toXm(pytime), value)
mt5.shutdown()
pass
def __init__(self):
# Connect to MetaTrader5. Opens if not already open.
# Logger
self.__log = logging.getLogger(__name__)
# Open MT5 and log error if it could not open
if not MetaTrader5.initialize():
self.__log.error("initialize() failed")
MetaTrader5.shutdown()
# Print connection status
self.__log.debug(MetaTrader5.terminal_info())
# Print data on MetaTrader 5 version
self.__log.debug(MetaTrader5.version())
