-mql5_scripts/EVZ Reader - script for MetaTrader 5/evzreader.mq5

//+------------------------------------------------------------------+
//|                                                    EVZReader.mq5 |
//|                    Copyright 2021, Manuel Alejandro Cercós Pérez |
//|                         https://www.mql5.com/en/users/alexcercos |
//+------------------------------------------------------------------+
#property copyright "Copyright 2021, Manuel Alejandro Cercós Pérez"
#property link      "https://www.mql5.com/en/users/alexcercos"
#property version   "1.00"
#property service
#property strict


#define TIME_LIMIT 1217635200
#define MAX_TIME   2147483647
#define CUSTOM_FILE_NAME "EVZ_Data"
#define ROW_BYTE_SIZE 40

enum UpdateTime
   {
    NO_UPDATE, //Update once and end program
    MINUTE,  //Update each minute
    MINUTES_5,  //Update each 5 minutes
    MINUTES_10  //Update each 10 minutes
   };

input UpdateTime Update_Values = NO_UPDATE; //Update EVZ values


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void OnStart()
   {
    int timeUpdate = OnInitFunction();

    if(timeUpdate>0)
       {
        datetime lastTickUpdate = 0;
        while(!IsStopped())
           {
            if(lastTickUpdate + timeUpdate*1000 < GetTickCount())
               {
                TimerFunction();
                lastTickUpdate = GetTickCount();
               }
           }
       }


    DeInitFunction();
   }

//---
//---


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int OnInitFunction()
   {
    scraper = new YahooScraper("^EVZ");

    scraper.SaveFile(CUSTOM_FILE_NAME+".txt", TIME_LIMIT, MAX_TIME);

    switch(Update_Values)
       {
        case NO_UPDATE:
            return 0;
        case MINUTE:
            return 60;
        case MINUTES_5:
            return 300;
        case MINUTES_10:
            return 600;
       }
    return 0;
   }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void DeInitFunction()
   {
    delete scraper;
   }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void TimerFunction()
   {
    scraper.UpdateFile(CUSTOM_FILE_NAME+".txt", MAX_TIME);
   }

//+------------------------------------------------------------------+
//|        CLASS TO RETRIEVE DATA FROM YAHOO FINANCE                 |
//+------------------------------------------------------------------+
class YahooScraper
   {
    string           symbol_read;

public:
                     YahooScraper(string symbolToRead);

    void             GetWebPage(int initTime, int endTime, string &resultStr);

    void             SaveFile(string filename, int initTime, int endTime);

    void             UpdateFile(string filename, int endTime);

    string           ProcessRow(string row);
    string           nZeros(int num);
   };
YahooScraper* scraper;

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
YahooScraper::YahooScraper(string symbolToRead)
   {
    symbol_read = symbolToRead;
   }


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void YahooScraper::GetWebPage(int initTime,int endTime,string &resultStr)
   {
    resultStr = "";

    string cookie=NULL,headers;
    char   post[],result[];
    string domain = "https://query1.finance.yahoo.com";
    string url= domain + "/v7/finance/download/" + symbol_read + "?period1=" + IntegerToString(initTime) + "&period2=" + IntegerToString(endTime) + "&interval=1d&events=history";

//Print(url);

    ResetLastError();

    int res=WebRequest("GET",url,cookie,NULL,500,post,0,result,headers);
    if(res==-1)
       {
        Print("WebRequest Error. Error code  =",GetLastError());

        MessageBox("It is necessary to add the address '"+domain+"' to the list of allowed URLs in the 'Advisors' tab","Error",MB_ICONINFORMATION);

       }
    else
        if(res==200)
           {
            resultStr = CharArrayToString(result,0,WHOLE_ARRAY,CP_UTF8);
           }
        else
           {
            PrintFormat("Load page error '%s', code %d",url,res);

           }
   }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
string YahooScraper::ProcessRow(string row)
   {
    string items[];
    StringSplit(row, ',', items);


    string date = items[0];

    StringReplace(date, "-", ".");

    string openS, highS, lowS, closeS;

    if(items[1]=="null")
       {
        openS = DoubleToString(0.0, 2);
        openS = nZeros(6-StringLen(openS)) + openS;

        highS = DoubleToString(0.0, 2);
        highS = nZeros(6-StringLen(highS)) + highS;

        lowS = DoubleToString(0.0, 2);
        lowS = nZeros(6-StringLen(lowS)) + lowS;

        closeS = DoubleToString(0.0, 2);
        closeS = nZeros(6-StringLen(closeS)) + closeS;
       }
    else
       {
        openS = DoubleToString(StringToDouble(items[1]), 2);
        openS = nZeros(6-StringLen(openS)) + openS;

        highS = DoubleToString(StringToDouble(items[2]), 2);
        highS = nZeros(6-StringLen(highS)) + highS;

        lowS = DoubleToString(StringToDouble(items[3]), 2);
        lowS = nZeros(6-StringLen(lowS)) + lowS;

        closeS = DoubleToString(StringToDouble(items[4]), 2);
        closeS = nZeros(6-StringLen(closeS)) + closeS;

       }

    return date + "," + openS + "," + lowS + "," + highS + ","+closeS;
   }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void YahooScraper::SaveFile(string filename, int initTime, int endTime)
   {
    string tmpStr;
    GetWebPage(initTime, endTime, tmpStr);

    if(tmpStr == "")
        return;

    string queryRows[];
    StringSplit(tmpStr, '\n', queryRows);

    int requestSize = ArraySize(queryRows);

    int filehandle=FileOpen(filename,FILE_COMMON|FILE_SHARE_WRITE|FILE_SHARE_READ|FILE_WRITE|FILE_TXT|FILE_ANSI);


    if(filehandle!=INVALID_HANDLE)
       {
        FileWrite(filehandle, IntegerToString(requestSize-1));
        for(int i = 1; i<requestSize; i++)
           {
            string toWrite = ProcessRow(queryRows[i]);

            FileWrite(filehandle, toWrite);
           }
       }
    FileFlush(filehandle);
    FileClose(filehandle);

   }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
string YahooScraper::nZeros(int num)
   {
    string zeros = "";

    for(int z=0; z<num; z++)
       {
        zeros = zeros + "0";
       }
    return zeros;
   }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void YahooScraper::UpdateFile(string filename,int endTime)
   {
//Abrir archivo anterior, initTime es el datetime de la ultima fila
    if(!FileIsExist(filename, FILE_COMMON))
       {
        SaveFile(filename, TIME_LIMIT, MAX_TIME);
        return;
       }

    int filehandle=FileOpen(filename,FILE_COMMON|FILE_SHARE_WRITE|FILE_SHARE_READ|FILE_READ|FILE_WRITE|FILE_TXT|FILE_ANSI);


    if(filehandle!=INVALID_HANDLE)
       {
        FileSeek(filehandle, -ROW_BYTE_SIZE, SEEK_END);


        int str_size=FileReadInteger(filehandle,INT_VALUE);
        string str = FileReadString(filehandle,str_size);

        string items[];
        StringSplit(str, ',', items);

        int initTime = (int)StringToTime(items[0]);

        string tmpStr;

        //Pagina web
        GetWebPage(initTime, endTime, tmpStr);

        string queryRows[];
        StringSplit(tmpStr, '\n', queryRows);

        int requestSize = ArraySize(queryRows);

        if(requestSize>=2 && queryRows[requestSize-1]==queryRows[requestSize-2])  //Prevent repeated values from weekends
           {
            requestSize--;
           }

        //Reescribir inicio
        FileSeek(filehandle, 0, SEEK_SET);

        str_size=FileReadInteger(filehandle,INT_VALUE);
        str = FileReadString(filehandle,str_size);

        int lastRows = (int)StringToInteger(str);

        FileSeek(filehandle, 0, SEEK_SET);


        FileWriteString(filehandle, IntegerToString(lastRows + requestSize - 2)+" ");

        //Reescribir filas
        FileSeek(filehandle, -ROW_BYTE_SIZE, SEEK_END);
        for(int i = 1; i<requestSize; i++)
           {
            string toWrite = ProcessRow(queryRows[i]);

            FileWrite(filehandle, toWrite);
           }
       }
    FileFlush(filehandle);
    FileClose(filehandle);
   }
//+------------------------------------------------------------------+