def __init__(self, ea_name, param, symbol, period, from_date, to_date, deposit=1000, uploadBT=False, model=0, spread=5, replace_repot=True,test_visual=False):
self.param = param
self.symbol = symbol
self.period = period
self.from_date = from_date
self.to_date = to_date
self.deposit = deposit
self.uploadBT = uploadBT
self.model = model
self.spread = spread
self.replace_report = replace_repot
self.test_visual = test_visual
self.ea_md5 = ""
self.paramConfig = ""
self.set_name = ""
self.base_dir = ""
self.relative_report_dir = ""
self.full_report_dir = ""
self.gifbase64 = ""
ea_name = ea_name.replace(".ex4","")
path, ea = os.path.split(ea_name)
if ea == "":
ea = path
self.ea_name = ea
self.ea_fullname = ea_name
mt4 = get_mt4(alias=DEFAULT_MT4_NAME)
ea_file = os.path.join(mt4.appdata_path, 'MQL4', 'Experts', self.ea_fullname+'.ex4')
self.ea_md5 = md5(ea_file)
def _create_conf(self, alias=DEFAULT_MT4_NAME):
"""
Notes:
create config file(.conf) which is used parameter of terminal.exe
in %APPDATA%\\MetaQuotes\\Terminal\\<UUID>\\tester
file contents goes to
TestExpert=SampleEA
TestExpertParameters=SampleEA.set
TestSymbol=USDJPY
TestPeriod=M5
TestModel=0
TestSpread=5
TestOptimization=true
TestDateEnable=true
TestFromDate=2014.09.01
TestToDate=2015.01.05
TestReport=SampleEA
TestReplaceReport=false
TestShutdownTerminal=true
TestVisualEnable=false
"""
#Get config file
mt4 = get_mt4(alias=alias)
conf_file = os.path.join(mt4.appdata_path, 'tester', '%s.conf' % self.ea_name)
datedir = str(self.from_date.year)+"-"+str(self.from_date.month)+"-"+str(self.from_date.day)
symbolperiod = str(self.symbol)+"-"+str(self.period)
self.base_dir = os.path.join(mt4.appdata_path,'report', self.ea_name, symbolperiod)
self.relative_report_dir = os.path.join('report', self.ea_name, symbolperiod, datedir)
self.full_report_dir = os.path.join(mt4.appdata_path, self.relative_report_dir)
if not os.path.exists(self.full_report_dir):
os.makedirs(self.full_report_dir)
# 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('TestExpert=%s\n' % self.ea_fullname)
fp.write('TestExpertParameters=%s.set\n' % self.ea_name)
fp.write('TestSymbol=%s\n' % self.symbol)
fp.write('TestModel=%s\n' % self.model)
fp.write('TestPeriod=%s\n' % self.period)
fp.write('TestSpread=%s\n' % self.spread)
fp.write('TestOptimization=%s\n' % str(self.optimization).lower())
fp.write('TestDateEnable=true\n')
fp.write('TestFromDate=%s\n' % self.from_date.strftime('%Y.%m.%d'))
fp.write('TestToDate=%s\n' % self.to_date.strftime('%Y.%m.%d'))
#fp.write('TestReport=%s.htm\n' % self.ea_name)
fp.write('TestReport=%s\\%s.htm\n' % (self.relative_report_dir, self.ea_name))
fp.write('TestReplaceReport=%s\n' % str(self.replace_report).lower())
fp.write('TestVisualEnable=%s\n' % str(self.test_visual).lower())
fp.write('TestShutdownTerminal=%s\n' % str(shutdown_terminal).lower())
def get_report_abs_path(self, alias=DEFAULT_MT4_NAME):
import os
mt4 = get_mt4(alias=alias)
datedir = str(self.from_date.year) + "-" + str(
self.from_date.month) + "-" + str(self.from_date.day)
symbolperiod = str(self.symbol) + "-" + str(self.period)
report = os.path.join(mt4.appdata_path, 'report', self.ea_name,
symbolperiod, datedir, '%s.htm' % self.ea_name)
return report
def _loadParamString(self, alias=DEFAULT_MT4_NAME):
mt4 = get_mt4(alias=alias)
param_file = os.path.join(mt4.appdata_path, 'tester', '%s.set' % self.ea_name)
setString = ""
with open(param_file) as f:
for line in f:
if not (re.search(r'^.+\,[F,1,2,3]=', line)):
setString += line
setString = setString.splitlines()
self.paramConfig = ";".join(setString)
def optimize(self, alias=DEFAULT_MT4_NAME):
"""
"""
from report import OptimizationReport
self.optimization = True
self._prepare(alias=alias)
bt_conf = self._get_conf_abs_path(alias=alias)
mt4 = get_mt4(alias=alias)
mt4.run(self.ea_name, conf=bt_conf)
ret = OptimizationReport(self)
return ret
def optimize(self, alias=DEFAULT_MT4_NAME):
"""
"""
from report import OptimizationReport
self.optimization = True
self._prepare(alias=alias)
bt_conf = self._get_conf_abs_path(alias=alias)
mt4 = get_mt4(alias=alias)
mt4.run(self.ea_name, conf=bt_conf)
ret = OptimizationReport(self)
return ret
def run(self, alias=DEFAULT_MT4_NAME):
"""
Notes:
run backtest
"""
from report import BacktestReport
self.optimization = False
self._prepare(alias=alias)
bt_conf = self._get_conf_abs_path(alias=alias)
mt4 = get_mt4(alias=alias)
mt4.run(self.ea_name, conf=bt_conf)
ret = BacktestReport(self)
return ret
def _create_param(self, alias=DEFAULT_MT4_NAME):
"""
Notes:
create ea parameter file(.set) in %APPDATA%\\MetaQuotes\\Terminal\\<UUID>\\tester
Args:
ea_name(string): ea name
"""
mt4 = get_mt4(alias=alias)
param_file = os.path.join(mt4.appdata_path, 'tester', '%s.set' % self.ea_name)
if(isinstance(self.param, basestring)):
if os.path.exists(self.param):
shutil.copy2(self.param, param_file)
self.set_name = os.path.basename(self.param)
return
with open(param_file, 'w') as fp:
for k in self.param:
values = self.param[k].copy()
value = values.pop('value')
fp.write('%s=%s\n' % (k, value))
if self.optimization:
if values.has_key('max') and values.has_key('interval'):
fp.write('%s,F=1\n' % k)
fp.write('%s,1=%s\n' % (k, value))
interval = values.pop('interval')
fp.write('%s,2=%s\n' % (k,interval))
maximum = values.pop('max')
fp.write('%s,3=%s\n' % (k,maximum))
else:
# if this value won't be optimized, write unused dummy data for same format.
fp.write('%s,F=0\n' % k)
fp.write('%s,1=0\n' % k)
fp.write('%s,2=0\n' % k)
fp.write('%s,3=0\n' % k)
else:
if type(value) == str:
# this ea arg is string. then don't write F,1,2,3 section in config
pass
else:
# write unused dummy data for same format.
fp.write('%s,F=0\n' % k)
fp.write('%s,1=0\n' % k)
fp.write('%s,2=0\n' % k)
fp.write('%s,3=0\n' % k)
def _create_conf(self, alias=DEFAULT_MT4_NAME):
"""
Notes:
create config file(.conf) which is used parameter of terminal.exe
in %APPDATA%\\MetaQuotes\\Terminal\\<UUID>\\tester
file contents goes to
TestExpert=SampleEA
TestExpertParameters=SampleEA.set
TestSymbol=USDJPY
TestPeriod=M5
TestModel=0
TestSpread=5
TestOptimization=true
TestDateEnable=true
TestFromDate=2014.09.01
TestToDate=2015.01.05
TestReport=SampleEA
TestReplaceReport=false
TestShutdownTerminal=true
"""
mt4 = get_mt4(alias=alias)
conf_file = os.path.join(mt4.appdata_path, 'tester',
'%s.conf' % 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('TestExpert=%s\n' % self.ea_name)
fp.write('TestExpertParameters=%s.set\n' % self.ea_name)
fp.write('TestSymbol=%s\n' % self.symbol)
fp.write('TestModel=%s\n' % self.model)
fp.write('TestPeriod=%s\n' % self.period)
fp.write('TestSpread=%s\n' % self.spread)
fp.write('TestOptimization=%s\n' % str(self.optimization).lower())
fp.write('TestDateEnable=true\n')
fp.write('TestFromDate=%s\n' % self.from_date.strftime('%Y.%m.%d'))
fp.write('TestToDate=%s\n' % self.to_date.strftime('%Y.%m.%d'))
fp.write('TestReport=%s\n' % self.ea_name)
fp.write('TestReplaceReport=%s\n' %
str(self.replace_report).lower())
fp.write('TestShutdownTerminal=%s\n' %
str(shutdown_terminal).lower())
def run(self, alias=DEFAULT_MT4_NAME):
"""
Notes:
run backtest
"""
from report import BacktestReport
self.optimization = False
self._prepare(alias=alias)
bt_conf = self._get_conf_abs_path(alias=alias)
mt4 = get_mt4(alias=alias)
mt4.run(self.ea_name, conf=bt_conf)
ret = BacktestReport(self)
return ret
def _create_ini(self, alias=DEFAULT_MT4_NAME):
"""
Notes:
create config file(.ini) which is used for the config EA
in %APPDATA%\\MetaQuotes\\Terminal\\<UUID>\\tester
"""
mt4 = get_mt4(alias=alias)
ini_file = os.path.join(mt4.appdata_path, 'tester', '%s.ini' % self.ea_name)
with open(ini_file, 'w') as fp:
fp.write('<common>\n')
fp.write('positions=2\n')
fp.write('deposit=%s\n' % self.deposit)
fp.write('currency=USD\n')
fp.write('fitnes=0\n')
fp.write('genetic=1\n')
fp.write('</common>\n')
def run(self, alias=DEFAULT_MT4_NAME):
"""
Notes:
run backtest
"""
from report import BacktestReport
self.optimization = False
self._prepare(alias=alias)
if(not self.checkIfExists()):
self._removeOldReport()
bt_conf = self._get_conf_abs_path(alias=alias)
mt4 = get_mt4(alias=alias)
mt4.run(self.ea_name, conf=bt_conf)
self._loadGifGraphic()
ret = BacktestReport(self)
return ret
def _create_conf(self, alias=DEFAULT_MT4_NAME):
"""
Notes:
create config file(.conf) which is used parameter of terminal.exe
in %APPDATA%\\MetaQuotes\\Terminal\\<UUID>\\tester
file contents goes to
TestExpert=SampleEA
TestExpertParameters=SampleEA.set
TestSymbol=USDJPY
TestPeriod=M5
TestModel=0
TestSpread=5
TestOptimization=true
TestDateEnable=true
TestFromDate=2014.09.01
TestToDate=2015.01.05
TestReport=SampleEA
TestReplaceReport=false
TestShutdownTerminal=true
"""
mt4 = get_mt4(alias=alias)
conf_file = os.path.join(mt4.appdata_path, "tester", "%s.conf" % 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("TestExpert=%s\n" % self.ea_name)
fp.write("TestExpertParameters=%s.set\n" % self.ea_name)
fp.write("TestSymbol=%s\n" % self.symbol)
fp.write("TestModel=%s\n" % self.model)
fp.write("TestPeriod=%s\n" % self.period)
fp.write("TestSpread=%s\n" % self.spread)
fp.write("TestOptimization=%s\n" % str(self.optimization).lower())
fp.write("TestDateEnable=true\n")
fp.write("TestFromDate=%s\n" % self.from_date.strftime("%Y.%m.%d"))
fp.write("TestToDate=%s\n" % self.to_date.strftime("%Y.%m.%d"))
fp.write("TestReport=%s\n" % self.ea_name)
fp.write("TestReplaceReport=%s\n" % str(self.replace_report).lower())
fp.write("TestShutdownTerminal=%s\n" % str(shutdown_terminal).lower())
def _create_param(self, alias=DEFAULT_MT4_NAME):
"""
Notes:
create ea parameter file(.set) in %APPDATA%\\MetaQuotes\\Terminal\\<UUID>\\tester
Args:
ea_name(string): ea name
"""
mt4 = get_mt4(alias=alias)
param_file = os.path.join(mt4.appdata_path, "tester", "%s.set" % self.ea_name)
with open(param_file, "w") as fp:
for k in self.param:
values = self.param[k].copy()
value = values.pop("value")
fp.write("%s=%s\n" % (k, value))
if self.optimization:
if values.has_key("max") and values.has_key("interval"):
fp.write("%s,F=1\n" % k)
fp.write("%s,1=%s\n" % (k, value))
interval = values.pop("interval")
fp.write("%s,2=%s\n" % (k, interval))
maximum = values.pop("max")
fp.write("%s,3=%s\n" % (k, maximum))
else:
# if this value won't be optimized, write unused dummy data for same format.
fp.write("%s,F=0\n" % k)
fp.write("%s,1=0\n" % k)
fp.write("%s,2=0\n" % k)
fp.write("%s,3=0\n" % k)
else:
if type(value) == str:
# this ea arg is string. then don't write F,1,2,3 section in config
pass
else:
# write unused dummy data for same format.
fp.write("%s,F=0\n" % k)
fp.write("%s,1=0\n" % k)
fp.write("%s,2=0\n" % k)
fp.write("%s,3=0\n" % k)
def get_report_abs_path(ea_name, alias=DEFAULT_MT4_NAME):
import os
mt4 = get_mt4(alias=alias)
report = os.path.join(mt4.appdata_path, '%s.htm' % ea_name)
return report
def _get_conf_abs_path(self, alias=DEFAULT_MT4_NAME):
mt4 = get_mt4(alias=alias)
conf_file = os.path.join(mt4.appdata_path, "tester", "%s.conf" % self.ea_name)
return conf_file
def _get_conf_abs_path(self, alias=DEFAULT_MT4_NAME):
mt4 = get_mt4(alias=alias)
conf_file = os.path.join(mt4.appdata_path, 'tester', '%s.conf' % self.ea_name)
return conf_file
def _create_tickdata_conf(self, alias=DEFAULT_MT4_NAME):
"""
Notes:
create tds.config which is used for the backtest
in %APPDATA%\\MetaQuotes\\Terminal\\<UUID>\\config
"""
mt4 = get_mt4(alias=alias)
if not mt4.usedTickData:
return False
conf_file = os.path.join(mt4.appdata_path, 'config', 'tds.config')
conf = mt4.tickDataParams.copy()
setString = json.dumps(mt4.tickDataParams)
setString = setString.replace("\"","").replace(",",";").replace(":","=")
setString = setString.replace("{","").replace("}","").replace(" ","")
mt4.tickDataParamsText = setString
#print setString
with open(conf_file, 'w') as fp:
fp.write('<?xml version="1.0" encoding="utf-8"?>\n')
fp.write('<configuration>\n')
fp.write(' <configSections>\n')
fp.write(' <section name="global" type="System.Configuration.AppSettingsSection, System.Configuration, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b03f5f7f11d50a3a" />\n')
fp.write(' </configSections>\n')
fp.write(' <global>\n')
fp.write(' <add key="UseTickDataEnabled" value="True" />\n')
fp.write(' <add key="Source" value="'+mt4.sourceTick+'" />\n')
fp.write(' <add key="GMTOffset" value="'+conf["GMTOffset"]+'" />\n')
fp.write(' <add key="DST" value="'+conf["DST"]+'" />\n')
fp.write(' <add key="UseVariableSpread" value="'+conf["UseVariableSpread"]+'" />\n')
fp.write(' <add key="SlippageEnabled" value="'+conf["SlippageEnabled"]+'" />\n')
fp.write(' <add key="ReproducibleSlippage" value="'+conf["ReproducibleSlippage"]+'" /><add key="OptimizationSlippage" value="'+conf["OptimizationSlippage"]+'" />\n')
fp.write(' <add key="LimitOrderSlippage" value="'+conf["LimitOrderSlippage"]+'" /><add key="StopOrderSlippage" value="'+conf["StopOrderSlippage"]+'" />\n')
fp.write(' <add key="SlOrderSlippage" value="'+conf["SlOrderSlippage"]+'" /><add key="TpOrderSlippage" value="'+conf["TpOrderSlippage"]+'" />\n')
fp.write(' <add key="LatencyBasedSlippage" value="False" />\n')
fp.write(' <add key="MinimumSlippageDelay" value="250" /><add key="MaximumSlippageDelay" value="250" />\n')
fp.write(' <add key="MinimumPendingSlippageDelay" value="125" /><add key="MaximumPendingSlippageDelay" value="125" />\n')
fp.write(' <add key="DealerStyleSlippage" value="'+conf["DealerStyleSlippage"]+'" />\n')
fp.write(' <add key="MaxFavorableSlippage" value="'+conf["MaxFavorableSlippage"]+'" /><add key="MaxUnfavorableSlippage" value="'+conf["MaxUnfavorableSlippage"]+'" />\n')
fp.write(' <add key="UseCustomSlippageChance" value="'+conf["UseCustomSlippageChance"]+'" /><add key="CustomSlippageChance" value="'+conf["CustomSlippageChance"]+'" />\n')
fp.write(' <add key="UseCustomFavorableChance" value="'+conf["UseCustomFavorableChance"]+'" /><add key="FavorableSlippageChance" value="'+conf["FavorableSlippageChance"]+'" />\n')
fp.write(' <add key="StandardDeviationSlippage" value="False" />\n')
fp.write(' <add key="SlippageMean" value="0" /><add key="SlippageStDev" value="30" />\n')
fp.write(' <add key="OverrideMinLot" value="False" />\n')
fp.write(' <add key="MinLot" value="0.01" />\n')
fp.write(' <add key="OverrideMaxLot" value="False" />\n')
fp.write(' <add key="MaxLot" value="1000" />\n')
fp.write(' <add key="OverrideLotStep" value="False" />\n')
fp.write(' <add key="LotStep" value="0.1" />\n')
fp.write(' <add key="OverrideLeverage" value="False" />\n')
fp.write(' <add key="Leverage" value="500" />\n')
fp.write(' <add key="OverrideBaseCommission" value="False" />\n')
fp.write(' <add key="BaseCommission" value="0" />\n')
fp.write(' <add key="OverrideCommissionType" value="False" />\n')
fp.write(' <add key="CommissionType" value="1" />\n')
fp.write(' <add key="OverrideCommissionPer" value="False" />\n')
fp.write(' <add key="CommissionPer" value="0" />\n')
fp.write(' <add key="BarsToPrefix" value="100" />\n')
fp.write(' <add key="LiveExecutionStoploss" value="'+conf["LiveExecutionStoploss"]+'" />\n')
fp.write(' <add key="LiveExecutionTakeprofit" value="'+conf["LiveExecutionTakeprofit"]+'" />\n')
fp.write(' <add key="LiveExecutionStop" value="'+conf["LiveExecutionStop"]+'" />\n')
fp.write(' <add key="LiveExecutionLimit" value="'+conf["LiveExecutionLimit"]+'" />\n')
fp.write(' <add key="UseFxtDuringOptimization" value="True" /><add key="SaveFxtWhenBacktesting" value="False" />\n')
fp.write(' <add key="SaveHstFilesWhenSavingFxt" value="False" /><add key="SaveHstFilesWhenBacktesting" value="False" />\n')
fp.write(' <add key="ReadOnlyFxtEncountered" value="3" /><add key="DeleteFxtAfterOptimization" value="True" />\n')
fp.write(' <add key="AdjustSlTpAfterSlippage" value="False" /><add key="EnforceSlippage" value="False" />\n')
fp.write(' <add key="SymbolSlippage" value="False" />\n')
fp.write(' </global>\n')
fp.write('</configuration>')
def get_report_abs_path(ea_name, alias=DEFAULT_MT4_NAME):
import os
mt4 = get_mt4(alias=alias)
report = os.path.join(mt4.appdata_path, '%s.htm' % ea_name)
return report