def _create_param(self, alias=DEFAULT_MT5_NAME):
"""
Notes:
For non-portable mode:
Create ea parameter file(.set) in %APPDATA%\\MetaQuotes\\Terminal\\<UUID>\\MQL5\\Profiles\\Tester
For non-portable mode:
Create ea parameter file(.set) in %APPDATA%\\MQL5\\Profiles\\Tester
Args:
ea_name(string): ea name
"""
mt5 = get_mt5(alias = alias, portable_mode = self.portable_mode)
#print ('_create_param, self.portable_mode: %r, mt5.appdata_path: %s' % (self.portable_mode, mt5.appdata_path))
param_file = os.path.join(mt5.appdata_path, 'MQL5', 'Profiles', 'Tester', '%s.set' % self.ea_name)
with open(param_file, 'w') as fp:
for k in self.param:
values = self.param[k].copy()
data_type = values.pop('type')
value = values.pop('value')
# Populate value based on data type
if data_type == 'bool':
if bool(value) == False:
fp.write('%s=false||' % (k))
else:
fp.write('%s=true||' % (k))
elif data_type == 'int':
fp.write('%s=%s||' % (k, value))
else:
raise ('Unexpected data type of %s!' % (data_type))
if self.optimization:
if values.has_key('max') and values.has_key('interval'):
interval = values.pop('interval')
maximum = values.pop('max')
fp.write('%s||%s||%s||Y\n' % (value, interval, maximum))
else:
# if this value won't be optimized, write unused dummy data for same format.
if data_type == 'bool':
fp.write('false||0||true||N\n')
else:
fp.write('0||0||0||N\n')
else:
if type(value) == str:
# this ea arg is string, skip items
pass
else:
# write unused dummy data for same format.
if data_type == 'bool':
fp.write('false||0||true||N\n')
else:
fp.write('0||0||0||N\n')
def optimize(self, alias=DEFAULT_MT5_NAME):
"""
"""
self.optimization = True
ret = None
self._prepare(alias=alias)
bt_ini = self._get_ini_abs_path(alias = alias, portable_mode = self.portable_mode)
mt5 = get_mt5(alias = alias, portable_mode = self.portable_mode)
#print ('optimize, self.portable_mode: %r, mt5.appdata_path: %s, bt_ini: %s' % (self.portable_mode, mt5.appdata_path, bt_ini))
mt5.run(self.ea_name, conf=bt_ini, portable_mode = self.portable_mode)
if self.read_report == True:
ret = OptimizationReport(self)
return ret
def get_report_abs_path(ea_name, alias=DEFAULT_MT5_NAME):
import os
mt5 = get_mt5(alias=alias)
report = os.path.join(mt5.appdata_path, '%s.htm' % ea_name)
return report
def _create_conf(self, alias=DEFAULT_MT5_NAME):
"""
Notes:
https://www.metatrader5.com/en/terminal/help/start_advanced/start#configuration_file
create config file(.ini) which is used parameter of terminal64.exe
in %APPDATA%\\MetaQuotes\\Terminal\\<UUID>\\Tester for non-portable mode
in %APPDATA%\\Tester for portable mode
file contents goes to
[Common]
Login=5101264
ProxyEnable=0
ProxyType=0
ProxyAddress=192.168.0.1:3128
ProxyLogin=10
ProxyPassword=10
KeepPrivate=1
NewsEnable=0
CertInstall=1
[Tester]
;--- The Expert Advisor is located in platform_data_directory\MQL5\Experts\Examples\MACD\
Expert=Examples\MACD
;--- The Expert Advisor parameters are available in platform_installation_directory\MQL5\Profiles\Tester\
ExpertParameters=MACD.set
;--- The symbol for testing/optimization
Symbol=EURUSD
;--- The timeframe for testing/optimization
Period=M1
;--- Emulated account number
Login=5101264
;--- Initial deposit
Deposit=10000
;--- Deposit Currency
Currency=USD
;--- Leverage for testing
Leverage=1:100
;--- Tick generation mode (0 - "Every tick", 1 - "1 minute OHLC", 2 - "Open price only", 3 - "Math calculations",
;--- 4 - "Every tick based on real ticks"). If this parameter is not specified, Every Tick mode is used.
Model=4
;--- Execution of trade orders without any delay
ExecutionMode=0
;--- 0: No optimization
;--- 1: Slow optimization
Optimization=0
;--- Optimization criterion - Maximum balance value
OptimizationCriterion=0
;--- Dates of beginning and end of the testing range
FromDate=2018.01.01
ToDate=2018.01.02
;--- Custom mode of forward testing
ForwardMode=0
;--- Start date of forward testing
ForwardDate=2018.01.01
;--- A file with a report will be saved to the folder platform_installation_directory
Report=MACD
;--- If the specified report already exists, it will be overwritten
ReplaceReport=1
;--- Set automatic platform shutdown upon completion of testing/optimization
ShutdownTerminal=1
;--- Enable (1) or Disable (0) the visual test mode. If the parameter is not specified, the current setting is used.
Visual=1
"""
mt5 = get_mt5(alias = alias, portable_mode = self.portable_mode)
#print ('_create_conf, self.portable_mode: %r, mt5.appdata_path: %s' % (self.portable_mode, mt5.appdata_path))
conf_file = os.path.join(mt5.appdata_path, 'Tester', '%s.ini' % self.ea_name)
# shutdown_terminal must be True.
# If false, popen don't end and backtest report analyze don't start.
shutdown_terminal = True
with open(conf_file, 'w') as fp:
fp.write('[Common]\n')
fp.write('Login=%s\n' % str(self.account_login))
fp.write('ProxyEnable=0\n')
fp.write('ProxyType=0\n')
fp.write('ProxyAddress=192.168.0.1:3128\n')
fp.write('ProxyLogin=10\n')
fp.write('ProxyPassword=10\n')
fp.write('KeepPrivate=1\n')
fp.write('NewsEnable=0\n')
fp.write('CertInstall=1\n')
fp.write('\n')
fp.write('[Tester]\n')
fp.write(';--- The Expert Advisor is located in platform_data_directory\MQL5\Experts\n')
fp.write('Expert=%s\n' % self.ea_full_path)
fp.write(';--- The Expert Advisor parameters are available in platform_installation_directory\MQL5\Profiles\Tester\\n')
fp.write('ExpertParameters=%s.set\n' % self.ea_name)
fp.write(';--- The symbol for testing/optimization\n')
fp.write('Symbol=%s\n' % self.symbol)
fp.write(';--- The timeframe for testing/optimization\n')
fp.write('Period=%s\n' % self.period)
fp.write(';--- Emulated account number\n')
fp.write('Login=%s\n' % str(self.account_login))
fp.write(';--- Initial deposit\n')
fp.write('Deposit=%s\n' % str(self.deposit))
fp.write(';--- Deposit Currency\n')
fp.write('Currency=%s\n' % str(self.deposit_currency))
fp.write(';--- Leverage for testing\n')
fp.write('Leverage=1:%s\n' % str(self.leverage))
fp.write(';--- 0 = The "All Ticks" mode\n')
fp.write('Model=%s\n' % self.model)
fp.write(';--- 0 = Execution of trade orders without any delay\n')
fp.write('ExecutionMode=0\n')
fp.write(';--- 0: No optimization\n')
fp.write(';--- 1: Slow optimization\n')
int_optimization = 0
if self.optimization == True:
int_optimization = 1
fp.write('Optimization=%d\n' % int_optimization)
fp.write(';--- Optimization criterion - Maximum balance value\n')
fp.write('OptimizationCriterion=0\n')
fp.write(';--- Dates of beginning and end of the testing range\n')
fp.write('FromDate=%s\n' % self.from_date.strftime('%Y.%m.%d'))
fp.write('ToDate=%s\n' % self.to_date.strftime('%Y.%m.%d'))
fp.write(';--- 0 = No forward testing\n')
fp.write('ForwardMode=0\n')
fp.write(';--- Start date of forward testing\n')
fp.write('ForwardDate=%s\n' % self.to_date.strftime('%Y.%m.%d'))
fp.write(';--- A file with a report will be saved to the folder platform_installation_directory\n')
fp.write('Report=%s\n' % self.ea_name)
fp.write(';--- If the specified report already exists, it will be overwritten\n')
fp.write('ReplaceReport=%s\n' % str(self.replace_report).lower())
fp.write(';--- Set automatic platform shutdown upon completion of testing/optimization\n')
fp.write('ShutdownTerminal=%s\n' % str(shutdown_terminal).lower())
fp.write(';;--- Enable (1) or Disable (0) the visual test mode. If the parameter is not specified, the current setting is used.\n')
fp.write('Visual=%s\n' % self.visual)
def _get_ini_abs_path(self, alias=DEFAULT_MT5_NAME, portable_mode = False):
mt5 = get_mt5(alias = alias, portable_mode = portable_mode)
#print ('_get_ini_abs_path, portable_mode: %r, mt5.appdata_path: %s' % (portable_mode, mt5.appdata_path))
conf_file = os.path.join(mt5.appdata_path, 'Tester', '%s.ini' % self.ea_name)
return conf_file