def test1():
t1 = nowJst()
t0 = t1 - deltaMinute(30)
server = MT5Bind('US30Cash')
data = server.scrapeRange('M5', t0, t1)
if len(data) > 0:
print(data)
def updateTicks(stock, repeat=100000):
server = MT5Bind(stock)
tbegin, tend = handler.rangeOfTicks(stock)
if tend is None:
t = TimeUtility.jstTime(2018, 1, 1, 0, 0)
else:
t = tend
nothing = 0
for i in range(repeat):
data = server.acquireTicks(t, size=20000)
if len(data) > 1:
handler.updateTicks(stock, data)
print(stock, str(TimeUtility.nowJst()), 'Tick Download done ', i,
len(data), data[0], data[-1])
logger.debug('updateTicks() ... ' + stock + ': ' + str(i) +
' Length:' + str(len(data)) + '...' + str(data[0]) +
'-' + str(data[-1]))
tbegin, tend = handler.rangeOfTicks(stock)
t = tend
nothing = 0
else:
t += TimeUtility.deltaHour(1)
nothing += 1
if nothing > 10 * 24:
break
def start():
stocks = Setting.xm_index() + Setting.xm_fx()
schedular = Schedular()
for stock in stocks:
for timeframe in Timeframe.timeframes():
schedular.addTask(keyOfData(stock, timeframe), timeframe)
is_initial = True
while loop:
for stock in stocks:
server = MT5Bind(stock)
for timeframe in Timeframe.timeframes():
if is_initial or schedular.shouldDoNow(
keyOfData(stock, timeframe)):
(tbegin, tend) = handler.rangeOfTime(stock, timeframe)
data = server.acquireRange(timeframe, tend,
TimeUtility.nowJst())
logger.debug(stock + ' ' + timeframe.symbol +
'Download Length: ' + str(len(data)))
if len(data) > 1:
handler.update(stock, timeframe, data)
print(stock, timeframe.symbol, 'Download done ',
len(data))
is_initial = False
def test():
stock = 'EURCHFmicro'
server = MT5Bind(stock)
fig = plt.figure(figsize=(20, 8))
ax = fig.add_subplot(1, 1, 1)
view = DynamicChartViewer(fig, ax, server, 'H8', 300)
plt.show()
def save(stock, timeframe):
server = MT5Bind(stock)
dic = server.scrapeWithDic(timeframe)
values = dic['data']
d = []
for value in values:
d.append([value['time'], value['open'], value['high'], value['low'], value['close']])
df = pd.DataFrame(data=d, columns=['Time', 'Open', 'High', 'Low', 'Close'])
df.to_csv('./' + stock + '_' + timeframe + '.csv', index=False)
def buildDb(self, timeframe):
server = MT5Bind(self.stock)
data = server.scrape(timeframe)
if len(data) > 0:
self.uploadFirst(timeframe, data)
begin = data[0][0]
end = data[-1][0]
print(timeframe, 'length:', len(data), 'begin:', begin, 'end:', end)
return
def test():
stock = 'JP225Cash'
server = MT5Bind(stock)
data = server.scrape('M5', 300)
d = server.toTimeSeries(data)
df = d.toDataFrame()
print(df)
fig = plt.figure(figsize=(15, 8))
ax = fig.add_subplot(1, 1, 1)
view = ChartViewer(fig, ax, stock + '-M5')
view.drawChart(d)
def test4():
stock = 'US30Cash'
(tbegin, tend) = handler.rangeOfTicks(stock)
now = TimeUtility.nowJst()
server = MT5Bind(stock)
data = server.acquireTicks(now, size=10)
if len(data) <= 1:
return len(data) - 1
handler.updateTicks(stock, data)
begin, end = handler.rangeOfTicks(stock)
print('Done...', stock, begin, end)
def test1():
stock = 'US30Cash'
timeframe = Timeframe('M1')
(begin, end) = handler.rangeOfTime(stock, timeframe)
#t0 = end + timeframe.deltaTime
#t1 = TimeUtility.nowJst() - TimeUtility.deltaMinute(1)
server = MT5Bind(stock)
data = server.acquire(timeframe, size=500)
if len(data) <= 1:
return len(data) - 1
handler.update(stock, timeframe, data)
begin, end = handler.rangeOfTime(stock, timeframe)
print('Done...', stock, timeframe, begin, end)
def downloadTickData(save_dir, stock, year, month, day):
filepath = save_dir + stock + '_Tick_' + str(year).zfill(4) + '-' + str(
month).zfill(2) + '-' + str(day).zfill(2) + '.csv'
if os.path.isfile(filepath):
return
server = MT5Bind(stock)
t_from = TimeUtility.jstTime(year, month, day, 0, 0)
t_to = t_from + TimeUtility.deltaDay(
1) #TimeUtility.jstTime(year, month, day, 23, 59)
data = server.acquireTicksRange(t_from, t_to)
if len(data) > 0:
df = pd.DataFrame(data=data,
columns=['Time', 'Bid', 'Ask', 'Mid', 'Volume'])
df.to_csv(filepath, index=False)
def test2():
stock = 'US30Cash'
timeframe = Timeframe('M1')
(tbegin, tend) = handler.rangeOfTime(stock, timeframe)
server = MT5Bind(stock)
now = TimeUtility.nowJst()
data = server.acquireRange(timeframe, tend, now)
if len(data) == 0:
return -1
if len(data) == 1:
return 0
handler.update(stock, timeframe, data)
begin, end = handler.rangeOfTime(stock, timeframe)
print('Done...', stock, timeframe, begin, end)
def firstUpdate(stocks, size=99999):
for stock in stocks:
server = MT5Bind(stock)
for timeframe in Timeframe.timeframes():
(begin, end) = handler.rangeOfTime(stock, timeframe)
data = server.acquire(timeframe, size=size)
if len(data) <= 1:
print('Error No Data', stock, timeframe.symbol)
continue
handler.update(stock, timeframe, data)
begin, end = handler.rangeOfTime(stock, timeframe)
print('Done... legth: ', len(data), stock, timeframe.symbol, begin,
end)
logger.debug('firstUpdate() ... ' + stock + '-' +
timeframe.symbol + ' begin: ' + str(begin) +
' end: ' + str(end))
def update(self, timeframe):
begin, end = self.rangeOfTime(timeframe)
if end is None:
return
t0 = end + setting.deltaTimeFrame(timeframe)
t1 = nowJst() - deltaMinute(1)
server = MT5Bind(self.stock)
data = server.scrapeRange(timeframe, t0, t1)
if len(data) == 0:
return -1
if len(data) == 1:
return 0
# remove last data
data = data[:len(data) - 1]
table = PriceTable(self.stock, timeframe)
db = XMDb()
ret = db.insert(table, data)
if ret == False:
print('DB Insert error1')
return -1
stored = db.fetchAllItem(table, 'time')
times = stored['time']
tbegin = times[0]
tend = times[-1]
manage = ManageTable()
db = XMDb()
ret = db.create(manage)
if ret == False:
print('Management DB create Error!')
return -1
ret = db.update(manage, [self.stock, timeframe, None, tend])
if ret == False:
print('Management DB update Error!')
return -1
return len(data)
def downloadData(market, timeframe, length):
server = MT5Bind(market)
dic = server.scrapeWithDic(timeframe, length)
print(dic)
return dic