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DataRequest.py
35 lines (24 loc) · 1.08 KB
/
DataRequest.py
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from datetime import datetime
import matplotlib.pyplot as plt
import pandas as pd
from pandas.plotting import register_matplotlib_converters
register_matplotlib_converters()
import MetaTrader5 as mt5
def DataRequest(ticker, rates, plot):
print("establish connection to MetaTrader 5 terminal...")
if not mt5.initialize():
print("initialize() failed, error code =",mt5.last_error())
quit()
# request rates from ticker
tickerRates = mt5.copy_rates_from(ticker, mt5.TIMEFRAME_M1, datetime.now(), rates)
#print those values
print("Number of rates returned: " + str(len(tickerRates)))
#create dataframe from rates and handle datetime as string for interpolation on pyplot
tickerFrame = pd.DataFrame(tickerRates)
tickerFrame['time']=pd.to_datetime(tickerFrame['time'], unit='s')
tickerFrame['time'] = tickerFrame['time'].astype(str)
if(plot):
plt.plot(tickerFrame['time'], tickerFrame['close'], 'b-', label='close')
plt.show()
return tickerFrame
DataRequest("WIN$N", 1000, True)