def get_symbols(group=None):
"""
:param group: https://www.mql5.com/en/docs/integration/python_metatrader5/mt5symbolsget_py, refer to this website for usage of group
:return: tuple(symbolInfo), there are several property
"""
if group:
symbols = mt5.symbols_get(group)
else:
symbols = mt5.symbols_get()
return symbols
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 get_symbols(self):
"""Get all financial instruments from the MetaTrader5 terminal.
Returns:
list: List of symbol names
"""
symbols = mt5.symbols_get()
result = [s.name for s in symbols]
return result
def run(self):
c = dt.cur(True)
for k, v in fn.required_tables.items():
c.execute("DROP TABLE IF EXISTS " + k)
c.execute("CREATE TABLE " + k + " " + v)
sum_all = len(self.names)
for s in range(
sum_all): # never change global statements inside a loop
self.install_progress = (100 / sum_all) * s
symbol_name = self.names[s]
index = self.indices[symbol_name]
print("Classifying symbol", s, "of", sum_all)
# Find branch
page = Classify.requests_retry_session() \
.get("http://tsetmc.com/Loader.aspx?ParTree=151311&i=" + index, timeout=10).text
branch = re.findall(r"LSecVal='([\D]*)',", page)
if len(branch) == 0:
print("UNKNOWN SYMBOL!!!", s)
continue
branch = branch[0]
# TABLE branch
c.execute("SELECT * FROM branch WHERE name='" + branch +
"' LIMIT 1")
exists = list()
for i in c:
exists.append(i)
if len(exists) == 0:
c.execute("INSERT INTO branch (name) VALUES (?)", [branch])
dt.connect.commit()
branch_id = c.lastrowid
else:
branch_id = exists[0][0]
# TABLE symbol
got = mt5.symbols_get(symbol_name)
if got is not None and len(got) > 0:
inf = got[0].description
else:
inf = None # if the Mofid server is off, this will be returned!!!
c.execute(
"INSERT INTO symbol (id, name, info, branch) VALUES (?, ?, ?, ?)",
(index, symbol_name, inf, branch_id))
dt.connect.commit()
dt.cur(False)
self.active = False
def get_symbols(self):
"""
Gets list of symbols open in MT5 market watch.
:return: list of symbol names
"""
# Iterate symbols and get those in market watch.
symbols = MetaTrader5.symbols_get()
selected_symbols = []
for symbol in symbols:
if symbol.visible:
selected_symbols.append(symbol.name)
# Log symbol counts
total_symbols = MetaTrader5.symbols_total()
num_selected_symbols = len(selected_symbols)
self.__log.debug(
f"{num_selected_symbols} of {total_symbols} available symbols in Market Watch."
)
return selected_symbols
def get_all_symbols_info():
"""
:return: dict[symbol] = collections.nametuple
"""
symbols_info = {}
symbols = mt5.symbols_get()
for symbol in symbols:
symbol_name = symbol.name
symbols_info[symbol_name] = collections.namedtuple(
"info",
['digits', 'base', 'quote', 'swap_long', 'swap_short', 'pt_value'])
symbols_info[symbol_name].digits = symbol.digits
symbols_info[symbol_name].base = symbol.currency_base
symbols_info[symbol_name].quote = symbol.currency_profit
symbols_info[symbol_name].swap_long = symbol.swap_long
symbols_info[symbol_name].swap_short = symbol.swap_short
if symbol_name[3:] == 'JPY':
symbols_info[
symbol_name].pt_value = 100 # 100 dollar for quote per each point (See note Stock Market - Knowledge - note 3)
else:
symbols_info[
symbol_name].pt_value = 1 # 1 dollar for quote per each point (See note Stock Market - Knowledge - note 3)
return symbols_info
"""
import pandas as pd
from datetime import datetime
import time
import matplotlib.pyplot as plt
from matplotlib.animation import FuncAnimation
import MetaTrader5 as mt5
if not mt5.initialize():
print("fail do init")
mt5.shutdown()
stocks = mt5.symbols_get()
def get_data(stock,timeframe, n=5):
val = mt5.copy_rates_from_pos(stock, timeframe, 0 , 5)
val = pd.DataFrame(val)
val['time'] = pd.to_datetime(val['time'], unit= 's')
val.set_index('time', inplace=True)
return val
#print(get_data('USDJPY', mt5.TIMEFRAME_M1))
#plt.style.use('fivethirtyeight')
fig, ax = plt.subplots()
graph1, = ax.plot([],[], label = 'USDJPY')
ax.set_title('Classes')
ax.set_xlabel('time')
from datetime import datetime
import pandas as pd
import MetaTrader5 as mt5
import json
# connect to MetaTrader 5
if not mt5.initialize():
print("initialize() failed")
mt5.shutdown()
symbols = mt5.symbols_get()
print(json.dumps(symbols))
import MetaTrader5 as mt5
import pytz
from datetime import datetime, timezone
import pandas as pd
# メタトレーダにログイン
if not mt5.initialize("C:\\path\\to\\installed\\terminal64.exe",
login=99999999999,
server="Exness-MT5Trial2",
password="******"):
print("ログイン失敗, error code =", mt5.last_error())
exit(1)
# とりあえず取引可能な銘柄を5つほどピックアップ
symbols = mt5.symbols_get()
print('Symbols: ', len(symbols))
count = 0
for s in symbols:
count += 1
print("{}. {}".format(count, s.name))
if count == 5: break
# BTCペアを表示してみる
btc_symbols = mt5.symbols_get("*BTC*")
print('len(*BTC*): ', len(btc_symbols))
for s in btc_symbols:
print(s.name)
symbol = "BTCUSD"
tf = mt5.TIMEFRAME_M1
# Uncomment below if you want to see your account info
# account_info=mt5.account_info()
# print(account_info)
# Set up the time period (IMPORTANT)
timeDict = {
'1': mt5.TIMEFRAME_M1,
'15': mt5.TIMEFRAME_M15,
'30': mt5.TIMEFRAME_M30,
'60': mt5.TIMEFRAME_H1
}
timePeriod = '15'
# Get the data for n periods prior to the current period
numBefore = 40 # number of periods prior to the current one
signals = mt5.symbols_get(group="*GBP*,!*JPY*,!*EUR*")
signalNames = [sig.name for sig in signals]
# Set up the credentials for sending mail
port = 465 # For SSL
smtp_server = "smtp.gmail.com"
sender_email = "*****@*****.**" # Enter your address
receiver_email = "*****@*****.**" # Enter receiver address
password = '******'
##################################################################################
##################################################################################
##################################################################################
##################################################################################
### WANT TO DO THE NEXT CODE EVERY TIME PERIOD (i.e. WHENEVER THERE IS MORE DATA)
print('\n\n**************STARTING THE TRADING BOT NOW****************\n')
import MetaTrader5 as mt5
mt5.initialize()
simbolos = mt5.symbols_get()
for s in simbolos:
if 'USD' in s.name:
print(s.name)
mt5.shutdown()
# Uncomment below if you want to see your account info
# account_info=mt5.account_info()
# print(account_info)
# Set up the time period (IMPORTANT)
timeDict = {
'1': mt5.TIMEFRAME_M1,
'15': mt5.TIMEFRAME_M15,
'30': mt5.TIMEFRAME_M30,
'60': mt5.TIMEFRAME_H1
}
timePeriod = '60'
# Get the data for n periods prior to the current period
numBefore = 40 # number of periods prior to the current one
signals = mt5.symbols_get(
group="*CAD*,!*HKD*,*CHF*,*EUR*,*JPY*,*GBP*,*AUD*,!*USDOLLAR*,*USD*")
signalNames = [sig.name for sig in signals]
# Set up the credentials for sending mail
port = 465 # For SSL
smtp_server = "smtp.gmail.com"
sender_email = "*****@*****.**" # Enter your address
receiver_email = "*****@*****.**" # Enter receiver address
password = '******'
##################################################################################
##################################################################################
##################################################################################
##################################################################################
### WANT TO DO THE NEXT CODE EVERY TIME PERIOD (i.e. WHENEVER THERE IS MORE DATA)
print('\n\n**************STARTING THE TRADING BOT NOW****************\n')
import MetaTrader5 as mt5
# 显示有关MetaTrader 5程序包的数据
print("MetaTrader5 package author: ", mt5.__author__)
print("MetaTrader5 package version: ", mt5.__version__)
# 建立与MetaTrader 5程序端的连接
if not mt5.initialize():
print("initialize() failed, error code =", mt5.last_error())
quit()
# 获取所有交易品种
symbols = mt5.symbols_get()
print('Symbols: ', len(symbols))
count = 0
# 显示前五个交易品种
for s in symbols:
count += 1
print("{}. {}".format(count, s.name))
if count == 5: break
print()
# 获取名称中包含RU的交易品种
ru_symbols = mt5.symbols_get("*RU*")
print('len(*RU*): ', len(ru_symbols))
for s in ru_symbols:
print(s.name)
print()
# 获取名称中不包含USD、EUR、JPY和GBP的交易品种
group_symbols = mt5.symbols_get(group="*,!*USD*,!*EUR*,!*JPY*,!*GBP*")
trade = ca.Position(position)
class_exposure += trade.adjusted_exposure()
return abs(class_exposure)
#________Making asset class lists________#
forexList = list()
commoditiesList = list()
indexList = list()
bondsList = list()
equitiesList = list()
etfList = list()
#Getting all symbols in the terminal
allInfo = mt5.symbols_get()
#Segrigating symbols w.r.t their asset-class
for info in allInfo:
if 'Forex' in info.path:
forexList.append(info.name)
elif 'Commodities' in info.path:
commoditiesList.append(info.name)
elif 'Indices' in info.path:
indexList.append(info.name)
elif 'Bonds' in info.path:
bondsList.append(info.name)
elif 'ETF' in info.path:
etfList.append(info.name)
elif 'Stock' in info.path:
equitiesList.append(info.name)
print(f"module version: {mt5.__version__}")
print(f"Terminal Version: {mt5.version()}")
#____________________________________________________________#
# pass the strings below in .symbols_get() to extract symbols
# of specific asset classes into asset_list
usd_quote = "*USD"
usd_base = """USD*,!X*, !BTC*, !BCH*,!DSH*,
!DSH*, !ETH*, !LTC*, !EOS*, !EMC*, !NMC*, !PPC*"""
commodities = "X*, !*.NYSE"
stock_nasdaq = "*.NAS"
stock_nyse = "*.NYSE"
Future = '*_*'
bonds = 'EURB*, EURSCHA*, ITBT*, JGB*, UKGB*, UST*, !USTEC'
all_ass_data = mt5.symbols_get() # will return symbols of all tradable assets.
asset_list = list()
for info in all_ass_data:
if info.custom == True:
continue
else:
# print(info.name)
asset_list.append(info.name)
print(asset_list)
# for i in asset_list:
# print(i)
# mt5.shutdown()
#___Initialize MT5___#
mt5.initialize()
#________Creating denomination dictionary_________#
def pair_generator(symbol):
"""Takes the asset name and gives the USD converting forex pair
ie. for AUD it will return AUDUSD"""
if symbol in ['EUR', 'GBP', 'AUD', 'NZD']:
return f'{symbol}USD'
else:
return f'USD{symbol}'
allinfo = mt5.symbols_get()
templist = list()
for info in allinfo:
if info.currency_profit == 'USD' or info.currency_margin == 'USD':
continue
else:
templist.append((info.name, info.currency_profit))
denoDict = dict()
for i in templist:
denoDict[i[0]] = pair_generator(i[1])
#_________Swap calculating functions__________#
def fxAdjust(exposure, pair):
def get_all_symbols(self):
self.symbols = [s.name for s in mt5.symbols_get()]
self.symbols_combobox["values"] = self.symbols
self.symbols_combobox.current(0)
# All stocks trading < $100
import MetaTrader5 as mt5
import pandas as pd
mt5.initialize()
all_assets = mt5.symbols_get()
stocks = list()
small = list()
for asset in all_assets:
if "Stock" in asset.path:
stocks.append(asset.name)
for stock in stocks:
if 'ETF' in mt5.symbol_info(stock).path:
stocks.remove(stock)
# print(stocks)
for stock in stocks:
mt5.symbol_select(stock)
if mt5.symbol_info_tick(stock).ask <= 100:
small.append(stock)
print(small)
print(len(small))
mt5.shutdown()
return inputs.transpose(1, 0, 2, 3)
return inputs
else:
raise StopIteration
# example
if __name__ == '__main__':
from datetime import datetime
import pytz
if not mt5.initialize():
print("initialize() failed")
mt5.shutdown()
symbol = [i.name for i in mt5.symbols_get()][:3]
timezone = pytz.timezone("Etc/UTC")
time1 = datetime(2021, 1, 27, 15, tzinfo=timezone)
time2 = datetime(2021, 1, 28, 15, tzinfo=timezone)
count = 10
timeframe = mt5.TIMEFRAME_M30
demo_set = MT5Dataset()
demo_set.copy(symbol, time1, time2, timeframe=timeframe)
demo_set.standard()
print('data[:2, 0] : \n', demo_set.data[:2, 0])
print('shape of data (count, symbols, columns) : ', demo_set.data.shape)
# class a():
# def __init__(self):
# self.data = torch.randint(0, 10, [11,7,5])
# Uncomment below if you want to see your account info
# account_info=mt5.account_info()
# print(account_info)
# Set up the time period (IMPORTANT)
timeDict = {
'15': mt5.TIMEFRAME_M15,
'30': mt5.TIMEFRAME_M30,
'60': mt5.TIMEFRAME_H1
}
timePeriod = '15'
# Get the data for n periods prior to the current period
numBefore = 40 # number of periods prior to the current one
signals = mt5.symbols_get(
group="*USD*,*EUR*,*JPY*,*GBP*,*AUD*,!*USDOLLAR*,!*TRY*")
# Set up the credentials for sending mail
port = 465 # For SSL
smtp_server = "smtp.gmail.com"
sender_email = "*****@*****.**" # Enter your address
receiver_email = "*****@*****.**" # Enter receiver address
password = '******'
# timezone = pytz.timezone("Etc/GMT+3")
timezone = pytz.timezone("Etc/GMT-3")
local_timezone = tzlocal.get_localzone() # get pytz timezone
### WANT TO DO THE NEXT CODE EVERY TIME PERIOD (i.e. WHENEVER THERE IS MORE DATA)
print('\n\n**************STARTING THE TRADING BOT NOW****************\n\n')
etf = [
'DBA.NYSE', 'EEM.NYSE', 'EWH.NYSE', 'EWW.NYSE', 'EWZ.NYSE', 'FXI.NYSE',
'GDX.NYSE', 'GDXJ.NYSE', 'IEMG.NYSE', 'LQD.NYSE', 'MJ.NYSE', 'MOO.NYSE',
'RSX.NYSE', 'SIL.NYSE', 'UNG.NYSE', 'URA.NYSE', 'USO.NYSE', 'VXX.NYSE',
'VXXB.NYSE', 'VYM.NYSE', 'XLE.NYSE', 'XLF.NYSE', 'XLI.NYSE', 'XLP.NYSE',
'XLU.NYSE', 'XOP.NYSE', 'QQQ.NAS', 'TLT.NAS'
]
#____________Variable Assets______________#
"""Assets that can change name periodically.
Futures contracts change their names monthly"""
Future = '*_*, !Sugar*, !Corn*, !Coffee*, !Cocoa*, !Cotton*, !Wheat*, !OJ*, !Soyb*'
variable_assets = list()
all_ass_data = mt5.symbols_get(Future)
for info in all_ass_data:
variable_assets.append(info.name)
variable_assets.sort()
def insertion(symbol):
mt5.symbol_select(symbol)
def ask(assetName):
info = mt5.symbol_info_tick(assetName)
if info is None:
insertion(assetName)
print(f"Terminal Build: {mt5.terminal_info().build}\n")
#__________________Creating Denomination Dictionary_____________________#
def pair_generator(symbol): # symbol: Profit currency.
"""Takes the currency symbol and returns the USD converting forex pair,
ie. for AUD it will return AUDUSD & USDJPY for JPY, etc."""
if symbol in ['EUR', 'GBP', 'AUD', 'NZD']:
return f'{symbol}USD'
else:
return f'USD{symbol}'
#_______________creating list1(line-24) automatically__________________#
allinfo = mt5.symbols_get()
templist = list()
for info in allinfo:
if info.currency_profit == 'USD' or info.currency_margin == 'USD':
continue
else:
templist.append((info.name, info.currency_profit))
list1 = dict()
for i in templist:
list1[i[0]] = pair_generator(i[1])
#______________________Account class______________________#
class Account():
# account_info=mt5.account_info()
# print(account_info)
# Set up the time period (IMPORTANT)
timeDict = {
'1': mt5.TIMEFRAME_M1,
'15': mt5.TIMEFRAME_M15,
'30': mt5.TIMEFRAME_M30,
'60': mt5.TIMEFRAME_H1
}
timePeriod = '15'
# Get the data for n periods prior to the current period
numBefore = 40 # number of periods prior to the current one
signals = mt5.symbols_get(
group=
"*CAD*,*HKD*,*CHF*,*EUR*,*JPY*,*GBP*,*AUD*,!*USDOLLAR*,!*TRY*, !*SEK*, !*PLN*, !*DKK*, !*HUF*"
)
signalNames = [sig.name for sig in signals]
# Set up the credentials for sending mail
port = 465 # For SSL
smtp_server = "smtp.gmail.com"
sender_email = "*****@*****.**" # Enter your address
receiver_email = "*****@*****.**" # Enter receiver address
password = '******'
from dateutil import tz
HERE = tz.tzlocal()
UTC = tz.gettz('UTC+3')
### WANT TO DO THE NEXT CODE EVERY TIME PERIOD (i.e. WHENEVER THERE IS MORE DATA)
