//+------------------------------------------------------------------+ //| wwxxgold.mq5 | //| wwananggxxxx | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "wwananggxxxx" #property link "https://www.mql5.com" #property version "2.01" // <-- 版本号已更新，确认编译的是最新版本 #property strict //--- 需要访问Web请求权限 #include #include #include #include //--- 财经日历事件类型常量 (用于switch语句) // 注意: 不使用const，因为switch需要编译时常量 // CALENDAR_EVENT_TYPE_INDICATOR = 1 // CALENDAR_EVENT_TYPE_SPEECH = 2 // CALENDAR_EVENT_TYPE_MEETING = 3 // CALENDAR_EVENT_TYPE_HOLIDAY = 4 //+------------------------------------------------------------------+ //| 全局变量定义 | //+------------------------------------------------------------------+ // Python 服务配置 string g_pythonServer = "http://127.0.0.1:8000"; uint g_lastPythonRequestTime = 0; uint g_pythonRequestInterval = 100; // 毫秒 // 统计数据 - 每分钟重置 datetime g_lastStatisticTime = 0; int g_tickCount = 0; double g_bidPrice = 0; double g_askPrice = 0; double g_spread = 0; // 点差（金额） double g_spreadPoints = 0; // 点差（点数） double g_accountBalance = 0; double g_accountEquity = 0; double g_marginLevel = 0; string g_positionsSummary = ""; // JSON 格式的持仓汇总 // 当日交易记录 - 用于发送到Python string g_tradesOfDay = ""; // K线数据推送相关 bool g_klineInitialized = false; // 是否已发送历史K线数据 datetime g_lastKlinePushTime = 0; // 上次推送K线时间 int g_klinePushInterval = 60; // K线推送间隔（秒） datetime g_lastH4CloseTime = 0; // 上次H4 K线收盘时间 datetime g_lastH1CloseTime = 0; // 上次H1 K线收盘时间 datetime g_lastM15CloseTime = 0; // 上次M15 K线收盘时间 datetime g_lastM5CloseTime = 0; // 上次M5 K线收盘时间 datetime g_lastM1CloseTime = 0; // 上次M1 K线收盘时间 // 最后一次Tick时间戳 datetime g_lastTickTime = 0; // 交易类对象 CTrade trade; CSymbolInfo symbolInfo; CPositionInfo positionInfo; // 风险管理相关 double g_riskLimitPercent = 30.0; // 30% 账户风险限制 //+------------------------------------------------------------------+ //| 财经日历相关变量 | //+------------------------------------------------------------------+ // 财经日历事件存储结构 struct CalendarEventData { long event_id; // 事件ID string name; // 事件名称 string currency; // 货币代码 string country; // 国家代码 int importance; // 重要性 0-3 datetime publish_time; // 发布时间 string forecast; // 预测值 string previous; // 前值 string actual; // 实际值 string event_type; // 事件类型 }; // 存储最近2小时的财经事件（按时间排序） CalendarEventData g_calendarEvents[]; int g_calendarEventCount = 0; int g_maxCalendarEvents = 500; // 最大存储事件数 // 日历检查相关 datetime g_lastCalendarCheckTime = 0; // 上次检查时间 int g_calendarCheckInterval = 300; // 检查间隔（秒），5分钟 datetime g_nextEventPublishTime = 0; // 下一个重要事件发布时间 bool g_calendarInitialized = false; // 日历是否已初始化 // 交易历史上报相关 datetime g_lastTradeHistoryReportTime = 0; // 上次上报时间 int g_tradeHistoryReportInterval = 600; // 上报间隔（秒），10分钟 //+------------------------------------------------------------------+ //| URL编码函数 - 处理特殊字符 | //+------------------------------------------------------------------+ string URLEncode(string str) { string result = ""; for(int i = 0; i < StringLen(str); i++) { ushort ch = StringGetCharacter(str, i); // 字母、数字、连字符、下划线、点号不需要编码 if((ch >= 'A' && ch <= 'Z') || (ch >= 'a' && ch <= 'z') || (ch >= '0' && ch <= '9') || ch == '-' || ch == '_' || ch == '.') { result += CharToString((uchar)ch); } else { // 其他字符编码为 %XX 格式 result += "%" + StringFormat("%02X", ch); } } return result; } //+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- 初始化交易类 trade.SetExpertMagicNumber(123456); //--- 初始化时间 g_lastStatisticTime = TimeCurrent(); g_lastPythonRequestTime = GetTickCount(); g_lastKlinePushTime = TimeCurrent(); g_lastCalendarCheckTime = 0; // 初始化财经日历检查时间 g_lastTradeHistoryReportTime = 0; // 初始化交易历史上报时间 //--- 初始化随机数种子 MathSrand((uint)TimeCurrent()); //--- 初始化财经日历事件数组 ArrayResize(g_calendarEvents, g_maxCalendarEvents); g_calendarEventCount = 0; //--- 设置定时器，每1秒触发一次 EventSetTimer(1); //--- 打印初始化信息 Print("Expert initialized successfully"); Print("Python server: ", g_pythonServer); Print("Risk limit: ", g_riskLimitPercent, "%"); //--- 启动时推送历史K线数据 Print("Pushing historical K-line data..."); PushAllKlineData(true); // is_full = true //--- 启动时获取财经日历 Print("Fetching calendar data..."); CheckAndUpdateCalendar(); //--- 启动时上报交易历史 Print("Reporting trade history..."); ReportTradeHistory(); //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- 取消定时器 EventKillTimer(); //--- Print("Expert deinitialized, reason: ", reason); } //+------------------------------------------------------------------+ //| 更新统计数据 - 每个TICK调用 | //+------------------------------------------------------------------+ void UpdateStatistics() { g_tickCount++; //--- 获取当前价格 MqlTick lastTick; if(SymbolInfoTick(_Symbol, lastTick)) { g_bidPrice = lastTick.bid; g_askPrice = lastTick.ask; // 计算点差 g_spread = g_askPrice - g_bidPrice; // 计算点差（点数）= 点差金额 / 点值 double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT); if(point > 0) { g_spreadPoints = g_spread / point; } } //--- 获取账户信息 g_accountBalance = AccountInfoDouble(ACCOUNT_BALANCE); g_accountEquity = AccountInfoDouble(ACCOUNT_EQUITY); g_marginLevel = AccountInfoDouble(ACCOUNT_MARGIN_LEVEL); } //+------------------------------------------------------------------+ //| 获取持仓汇总信息 - 返回JSON格式字符串 | //| 参数: onlyCurrentSymbol - true只获取当前品种，false获取所有品种 | //+------------------------------------------------------------------+ string GetPositionsSummary(bool onlyCurrentSymbol = true) { string summary = "["; int positionCount = 0; for(int i = 0; i < PositionsTotal(); i++) { if(!PositionGetTicket(i)) continue; string posSymbol = PositionGetString(POSITION_SYMBOL); if(onlyCurrentSymbol && posSymbol != _Symbol) continue; // 只统计当前品种 double posVolume = PositionGetDouble(POSITION_VOLUME); double posPriceOpen = PositionGetDouble(POSITION_PRICE_OPEN); double posProfit = PositionGetDouble(POSITION_PROFIT); double posSL = PositionGetDouble(POSITION_SL); double posTP = PositionGetDouble(POSITION_TP); ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE); // 获取当前价格（需要根据品种获取对应的bid/ask） double currentPrice = 0; if(posSymbol == _Symbol) { currentPrice = (posType == POSITION_TYPE_BUY) ? g_bidPrice : g_askPrice; } else { // 对于其他品种，使用当前tick价格 MqlTick tick; if(SymbolInfoTick(posSymbol, tick)) { currentPrice = (posType == POSITION_TYPE_BUY) ? tick.bid : tick.ask; } } double distanceSL = (posSL > 0) ? MathAbs(currentPrice - posSL) : 0; double distanceTP = (posTP > 0) ? MathAbs(posTP - currentPrice) : 0; if(positionCount > 0) summary += ","; summary += "{"; summary += "\"ticket\":" + IntegerToString(PositionGetInteger(POSITION_TICKET)) + ","; summary += "\"symbol\":\"" + posSymbol + "\","; summary += "\"volume\":" + DoubleToString(posVolume, 2) + ","; summary += "\"priceOpen\":" + DoubleToString(posPriceOpen, _Digits) + ","; summary += "\"type\":\"" + (posType == POSITION_TYPE_BUY ? "BUY" : "SELL") + "\","; summary += "\"profit\":" + DoubleToString(posProfit, 2) + ","; summary += "\"sl\":" + DoubleToString(posSL, _Digits) + ","; summary += "\"tp\":" + DoubleToString(posTP, _Digits) + ","; summary += "\"distanceSL\":" + DoubleToString(distanceSL, _Digits) + ","; summary += "\"distanceTP\":" + DoubleToString(distanceTP, _Digits) + ""; summary += "}"; positionCount++; } summary += "]"; return summary; } //+------------------------------------------------------------------+ //| 发送持仓数据到Python服务 | //| 参数: allSymbols - true发送所有品种持仓，false只发送当前品种 | //+------------------------------------------------------------------+ void SendPositionsToPython(bool allSymbols = true) { string positions = GetPositionsSummary(!allSymbols); // allSymbols=true时，onlyCurrentSymbol=false // 构建JSON请求体 string jsonBody = "{"; jsonBody += "\"symbol\":\"" + _Symbol + "\","; // 当前品种 jsonBody += "\"positions\":" + positions; jsonBody += "}"; // 发送HTTP POST请求 string headers = "Content-Type: application/json\r\n"; uchar postData[]; uchar responseData[]; string outheaders = ""; int responseCode = 0; // 将JSON字符串转换为字节数组 StringToCharArray(jsonBody, postData, 0, WHOLE_ARRAY, CP_UTF8); // 移除末尾的null字符 ArrayResize(postData, ArraySize(postData) - 1); string url = g_pythonServer + "/ea/positions"; responseCode = WebRequest("POST", url, headers, 5000, postData, responseData, outheaders); if(responseCode == 200) { Print("[持仓上报] 成功上报持仓数据"); } else if(responseCode != -1) { Print("[持仓上报] 失败. Response code: ", responseCode); } } //+------------------------------------------------------------------+ //| 检查并平仓风险持仓 | //+------------------------------------------------------------------+ void CheckAndCloseRiskyPositions() { double riskThreshold = g_accountBalance * (g_riskLimitPercent / 100.0); for(int i = 0; i < PositionsTotal(); i++) { if(!PositionGetTicket(i)) continue; string posSymbol = PositionGetString(POSITION_SYMBOL); if(posSymbol != _Symbol) continue; double posProfit = PositionGetDouble(POSITION_PROFIT); // 如果损失超过阈值，平仓 if(posProfit < -riskThreshold) { long posTicket = PositionGetInteger(POSITION_TICKET); Print("Risk limit exceeded! Position profit: ", posProfit, " Limit: ", -riskThreshold); if(trade.PositionClose(posTicket)) { Print("Position closed successfully: ", posTicket); // 记录平仓动作 RecordTrade("CLOSE", _Symbol, PositionGetDouble(POSITION_VOLUME), 0, 0, 0); } else { Print("Failed to close position: ", trade.ResultRetcode(), " ", trade.ResultRetcodeDescription()); } } } } //+------------------------------------------------------------------+ //| 请求Python服务获取交易指令 | //+------------------------------------------------------------------+ void RequestTradesFromPython() { string headers = "Content-Type: application/json\r\n"; uchar responseData[]; string response = ""; string outheaders = ""; int responseCode = 0; // 构建请求URL，携带SYMBOL和当前价格 string currentPrice = DoubleToString((g_bidPrice + g_askPrice) / 2, _Digits); string encodedSymbol = URLEncode(_Symbol); string url = g_pythonServer + "/get_trades?symbol=" + encodedSymbol + "&price=" + currentPrice; // 建立HTTP请求到Python服务 uchar emptyData[]; responseCode = WebRequest("GET", url, headers, 5000, emptyData, responseData, outheaders); // timeout设为5秒 if(responseCode == 200) { // 将响应转换为字符串 if(ArraySize(responseData) > 0) { for(int i = 0; i < ArraySize(responseData); i++) { response += CharToString(responseData[i]); } // 解析JSON并执行交易 ParseAndExecuteTrades(response); } } else if(responseCode != -1) // -1表示请求被禁用 { Print("WebRequest failed. Response code: ", responseCode); Print("URL: ", url); // 打印错误详情 if(responseCode == 404) Print("Endpoint not found. Check server URL."); else if(responseCode == 500) Print("Server error. Check server logs."); } else if(responseCode == -1) { Print("WebRequest is disabled! Please enable WebRequest in MT5 Options -> Expert Advisors"); Print("Make sure 'localhost' is added to the WebRequest allowed list"); } } //+------------------------------------------------------------------+ //| 解析JSON格式的交易指令并执行 | //+------------------------------------------------------------------+ void ParseAndExecuteTrades(string jsonData) { // JSON格式: {"trades": [...], "close_tickets": [...], "pivot_alerts": [...]} // EA只处理trades和close_tickets，pivot_alerts由Python推送到前端 if(StringLen(jsonData) == 0) return; bool hasTrades = false; bool hasCloseTickets = false; // 提取trades数组 int tradesPos = StringFind(jsonData, "\"trades\":"); if(tradesPos != -1) { int tradesStart = StringFind(jsonData, "[", tradesPos); int tradesEnd = StringFind(jsonData, "]", tradesStart); if(tradesStart != -1 && tradesEnd != -1) { string tradesJson = StringSubstr(jsonData, tradesStart, tradesEnd - tradesStart + 1); // 如果trades数组不为空 if(tradesJson != "[]") { Print("[EA] 收到交易指令: ", tradesJson); hasTrades = true; ParseTradeArray(tradesJson); } } } else { // 旧格式兼容：直接是数组 [...] if(StringFind(jsonData, "[") == 0 && StringFind(jsonData, "]") > 0) { string content = StringSubstr(jsonData, 1, StringLen(jsonData) - 2); if(StringLen(content) > 0) { hasTrades = true; ParseTradeArray(jsonData); } } } // 提取close_tickets数组并执行平仓 int closePos = StringFind(jsonData, "\"close_tickets\":"); if(closePos != -1) { int closeStart = StringFind(jsonData, "[", closePos); int closeEnd = StringFind(jsonData, "]", closeStart); if(closeStart != -1 && closeEnd != -1) { string closeJson = StringSubstr(jsonData, closeStart, closeEnd - closeStart + 1); Print("[EA] 收到close_tickets: ", closeJson); if(closeJson != "[]") { hasCloseTickets = true; ParseAndExecuteClose(closeJson); } } } } //+------------------------------------------------------------------+ //| 解析并执行平仓指令 | //+------------------------------------------------------------------+ void ParseAndExecuteClose(string jsonData) { Print("[EA] ParseAndExecuteClose 输入: ", jsonData, " 长度: ", StringLen(jsonData)); // 移除首尾的括号 if(StringFind(jsonData, "[") == 0) { jsonData = StringSubstr(jsonData, 1, StringLen(jsonData) - 2); } Print("[EA] 移除括号后: ", jsonData, " 长度: ", StringLen(jsonData)); if(StringLen(jsonData) == 0) return; // 直接解析数字（假设只有一个ticket） long ticket = StringToInteger(jsonData); Print("[EA] 直接解析ticket: ", ticket); if(ticket > 0) { ClosePositionByTicket(ticket); } else { // 如果有逗号分隔的多个ticket string tickets[]; int count = StringSplit(jsonData, ',', tickets); Print("[EA] 多ticket模式, count=", count); for(int i = 0; i < count; i++) { string ticketStr = tickets[i]; StringTrimLeft(ticketStr); StringTrimRight(ticketStr); ticket = StringToInteger(ticketStr); Print("[EA] ticket[", i, "] str='", ticketStr, "' -> ", ticket); if(ticket > 0) { ClosePositionByTicket(ticket); } } } } //+------------------------------------------------------------------+ //| 根据订单号平仓 | //+------------------------------------------------------------------+ void ClosePositionByTicket(long ticket) { Print("[EA] ClosePositionByTicket 尝试平仓: ticket=", ticket); // 使用CTrade类平仓（更简单可靠） if(trade.PositionClose(ticket)) { Print("[平仓成功] Ticket: ", ticket); } else { Print("[平仓失败] Ticket: ", ticket, " Error: ", GetLastError(), " Retcode: ", trade.ResultRetcode(), " ", trade.ResultRetcodeDescription()); } } //+------------------------------------------------------------------+ //| 解析交易数组 | //+------------------------------------------------------------------+ void ParseTradeArray(string jsonData) { // 移除首尾的括号 if(StringFind(jsonData, "[") == 0) { jsonData = StringSubstr(jsonData, 1, StringLen(jsonData) - 2); } if(StringLen(jsonData) == 0) return; // 简单的JSON解析 int tradeCount = 0; int pos = -1; while(true) { int startPos = StringFind(jsonData, "{", pos + 1); int endPos = StringFind(jsonData, "}", startPos); if(startPos == -1 || endPos == -1) break; string tradeStr = StringSubstr(jsonData, startPos + 1, endPos - startPos - 1); ExecuteTradeFromJson(tradeStr); pos = endPos; tradeCount++; if(tradeCount > 100) break; // 防止无限循环 } } //+------------------------------------------------------------------+ //| 从JSON字符串执行单个交易 | //+------------------------------------------------------------------+ void ExecuteTradeFromJson(string tradeJson) { string symbol = ExtractJsonString(tradeJson, "symbol"); string action = ExtractJsonString(tradeJson, "action"); double volume = ExtractJsonDouble(tradeJson, "mount"); double sl = ExtractJsonDouble(tradeJson, "sl"); double tp = ExtractJsonDouble(tradeJson, "tp"); string description = ExtractJsonString(tradeJson, "description"); Print("[EA] 收到交易指令: symbol=", symbol, " action=", action, " volume=", volume, " sl=", sl, " tp=", tp, " description=", description); if(symbol == "" || action == "" || volume <= 0) { Print("[EA] 交易参数无效，跳过"); return; } if(symbol != _Symbol) { Print("[EA] Symbol不匹配，跳过。收到: ", symbol, " 当前品种: ", _Symbol); return; } // 如果没有description，使用默认值 if(description == "") { description = "Python AI Trade"; } ENUM_ORDER_TYPE orderType = (action == "b") ? ORDER_TYPE_BUY : ORDER_TYPE_SELL; Print("[EA] 准备执行交易: ", (orderType == ORDER_TYPE_BUY ? "BUY" : "SELL"), " ", volume, " ", symbol, " desc=", description); ExecuteTrade(orderType, volume, sl, tp, description); } //+------------------------------------------------------------------+ //| 从JSON字符串中提取字符串值 | //+------------------------------------------------------------------+ string ExtractJsonString(string json, string key) { string searchKey = "\"" + key + "\":\""; int startPos = StringFind(json, searchKey); if(startPos == -1) return ""; startPos += StringLen(searchKey); int endPos = StringFind(json, "\"", startPos); if(endPos == -1) return ""; return StringSubstr(json, startPos, endPos - startPos); } //+------------------------------------------------------------------+ //| 从JSON字符串中提取数值 | //+------------------------------------------------------------------+ double ExtractJsonDouble(string json, string key) { string searchKey = "\"" + key + "\":"; int startPos = StringFind(json, searchKey); if(startPos == -1) return 0; startPos += StringLen(searchKey); int endPos = StringFind(json, ",", startPos); if(endPos == -1) endPos = StringFind(json, "}", startPos); if(endPos == -1) return 0; string valueStr = StringSubstr(json, startPos, endPos - startPos); return StringToDouble(valueStr); } //+------------------------------------------------------------------+ //| 执行交易 | //+------------------------------------------------------------------+ void ExecuteTrade(ENUM_ORDER_TYPE orderType, double volume, double sl, double tp, string description) { if(volume <= 0) { Print("Invalid volume: ", volume); return; } // 如果没有指定止损/止盈，按照千分之一计算 double price = (orderType == ORDER_TYPE_BUY) ? g_askPrice : g_bidPrice; if(sl <= 0) { if(orderType == ORDER_TYPE_BUY) sl = price * (1.0 - 0.001); else sl = price * (1.0 + 0.001); } if(tp <= 0) { if(orderType == ORDER_TYPE_BUY) tp = price * (1.0 + 0.001); else tp = price * (1.0 - 0.001); } // 标准化手数 double minVolume = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN); double maxVolume = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX); double stepVolume = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP); volume = MathMax(minVolume, MathMin(volume, maxVolume)); volume = MathRound(volume / stepVolume) * stepVolume; // 执行订单 if(orderType == ORDER_TYPE_BUY) { if(trade.Buy(volume, _Symbol, 0, sl, tp, description)) { Print("Buy order executed: Volume=", volume, " SL=", sl, " TP=", tp, " Description=", description); RecordTrade("BUY", _Symbol, volume, sl, tp, trade.ResultPrice()); } else { Print("Buy order failed: ", trade.ResultRetcode(), " ", trade.ResultRetcodeDescription()); } } else if(orderType == ORDER_TYPE_SELL) { if(trade.Sell(volume, _Symbol, 0, sl, tp, description)) { Print("Sell order executed: Volume=", volume, " SL=", sl, " TP=", tp, " Description=", description); RecordTrade("SELL", _Symbol, volume, sl, tp, trade.ResultPrice()); } else { Print("Sell order failed: ", trade.ResultRetcode(), " ", trade.ResultRetcodeDescription()); } } } //+------------------------------------------------------------------+ //| 记录交易到全局变量 | //+------------------------------------------------------------------+ void RecordTrade(string action, string symbol, double volume, double sl, double tp, double price) { string tradeRecord = "{"; tradeRecord += "\"time\":\"" + TimeToString(TimeCurrent(), TIME_DATE | TIME_MINUTES) + "\","; tradeRecord += "\"action\":\"" + action + "\","; tradeRecord += "\"symbol\":\"" + symbol + "\","; tradeRecord += "\"volume\":" + DoubleToString(volume, 2) + ","; tradeRecord += "\"price\":" + DoubleToString(price, _Digits) + ","; tradeRecord += "\"sl\":" + DoubleToString(sl, _Digits) + ","; tradeRecord += "\"tp\":" + DoubleToString(tp, _Digits) + ""; tradeRecord += "}"; if(StringLen(g_tradesOfDay) > 0) { g_tradesOfDay += ","; } g_tradesOfDay += tradeRecord; } //+------------------------------------------------------------------+ //| 发送分钟统计数据到Python服务 | //+------------------------------------------------------------------+ void SendMinuteStatistics() { // 构建统计JSON string statisticJson = "{"; statisticJson += "\"symbol\":\"" + _Symbol + "\","; statisticJson += "\"timestamp\":\"" + TimeToString(TimeCurrent(), TIME_DATE | TIME_MINUTES) + "\","; statisticJson += "\"tickCount\":" + IntegerToString(g_tickCount) + ","; statisticJson += "\"bidPrice\":" + DoubleToString(g_bidPrice, _Digits) + ","; statisticJson += "\"askPrice\":" + DoubleToString(g_askPrice, _Digits) + ","; statisticJson += "\"spread\":" + DoubleToString(g_spread, _Digits) + ","; statisticJson += "\"spreadPoints\":" + DoubleToString(g_spreadPoints, 1) + ","; statisticJson += "\"balance\":" + DoubleToString(g_accountBalance, 2) + ","; statisticJson += "\"equity\":" + DoubleToString(g_accountEquity, 2) + ","; statisticJson += "\"marginLevel\":" + DoubleToString(g_marginLevel, 2) + ","; statisticJson += "\"positions\":" + GetPositionsSummary() + ","; statisticJson += "\"trades\":[" + g_tradesOfDay + "]"; statisticJson += "}"; // 发送到Python服务 SendToPythonServer(statisticJson); // 重置数据 g_tradesOfDay = ""; } //+------------------------------------------------------------------+ //| 发送数据到Python服务 | //+------------------------------------------------------------------+ void SendToPythonServer(string jsonData) { string headers = "Content-Type: application/json\r\n"; uchar responseData[]; string outheaders = ""; int responseCode = 0; // 使用CharArrayToString确保正确转换，然后再转回uchar数组 string jsonStr = jsonData; uchar postData[]; StringToCharArray(jsonStr, postData); // 移除StringToCharArray添加的null终止符 int nullIndex = ArraySize(postData) - 1; if(nullIndex >= 0 && postData[nullIndex] == 0) { ArrayResize(postData, nullIndex); } int dataSize = ArraySize(postData); // 调试：打印发送的数据 Print("Sending JSON data size: ", dataSize, " bytes"); Print("JSON: ", jsonStr); // 修正: POST请求需要9个参数 (method, url, headers, cookie, timeout, data, dataSize, result, resultHeaders) responseCode = WebRequest( "POST", g_pythonServer + "/send_statistics", headers, "", // cookie 5000, // timeout (5秒) postData, dataSize, responseData, outheaders ); if(responseCode == 200) { Print("Statistics sent successfully"); } else if(responseCode != -1) { Print("Failed to send statistics. Response code: ", responseCode); // 打印详细错误信息 if(responseCode == -1) { Print("WebRequest is disabled! Please enable WebRequest in MT5 Options -> Expert Advisors"); } else { // 打印响应内容以便调试 string responseText = ""; for(int i = 0; i < ArraySize(responseData); i++) { responseText += CharToString(responseData[i]); } Print("Response: ", responseText); } } } //+------------------------------------------------------------------+ //| Expert tick function | //+------------------------------------------------------------------+ void OnTick() { //--- 记录最后一次Tick时间戳 g_lastTickTime = TimeCurrent(); //--- 每100毫秒请求一次Python服务 uint currentTime = GetTickCount(); if((currentTime - g_lastPythonRequestTime) >= g_pythonRequestInterval) { RequestTradesFromPython(); g_lastPythonRequestTime = currentTime; } } //+------------------------------------------------------------------+ //| Timer function - 定时任务处理 | //+------------------------------------------------------------------+ void OnTimer() { //--- 检查最后一次Tick时间，如果超过10秒无Tick则跳过（可能休市） datetime now = TimeCurrent(); if(g_lastTickTime == 0 || (now - g_lastTickTime) > 10) { // 无Tick超过10秒，跳过定时任务 return; } //--- 更新统计数据 UpdateStatistics(); //--- 检查并更新财经日历（每1秒调用，但内部会判断是否需要真正获取） CheckAndUpdateCalendar(); //--- 检查即将发布的事件提醒 CheckUpcomingEvents(); //--- 清理过期的财经事件（每小时清理一次） static datetime lastCleanupTime = 0; if(now - lastCleanupTime >= 3600) { CleanupExpiredCalendarEvents(); lastCleanupTime = now; } //--- 交易历史上报（每10分钟，20%概率上报） if(g_lastTradeHistoryReportTime == 0 || (now - g_lastTradeHistoryReportTime) >= g_tradeHistoryReportInterval) { // 20%概率上报 (0-4, 共5个值，等于0时上报) int randomReport = (int)(MathRand() % 5); if(randomReport == 0) { ReportTradeHistory(); } g_lastTradeHistoryReportTime = now; } //--- 检查是否需要推送增量K线数据 CheckAndPushIncrementalKlines(); //--- 检查是否需要进行分钟级统计和发送 if(now - g_lastStatisticTime >= 6) // 每6秒执行一次 { SendMinuteStatistics(); g_lastStatisticTime = now; g_tickCount = 0; } //--- 检查持仓风险并平仓 CheckAndCloseRiskyPositions(); //--- 持仓数据上报：生成0-10的随机数，等于5时上报 int randomNum = (int)(MathRand() % 11); if(randomNum == 5) { SendPositionsToPython(true); // 上报所有品种持仓 } } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ //| K线数据相关函数 | //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ //| 推送所有周期的K线数据 | //+------------------------------------------------------------------+ bool PushAllKlineData(bool isFull) { bool success = true; // 推送各周期K线数据 // H4: 6个月约1100根 if(!PushKlineData(PERIOD_H4, isFull ? 1100 : 1)) success = false; // H1: 1个月约720根 if(!PushKlineData(PERIOD_H1, isFull ? 720 : 1)) success = false; // M15: 3天约288根 if(!PushKlineData(PERIOD_M15, isFull ? 288 : 1)) success = false; // M5: 24小时约288根 if(!PushKlineData(PERIOD_M5, isFull ? 288 : 1)) success = false; // M1: 1小时约60根 if(!PushKlineData(PERIOD_M1, isFull ? 60 : 1)) success = false; if(success && isFull) { g_klineInitialized = true; Print("Historical K-line data pushed successfully"); } return success; } //+------------------------------------------------------------------+ //| 推送单个周期的K线数据 | //+------------------------------------------------------------------+ bool PushKlineData(ENUM_TIMEFRAMES period, int count) { MqlRates rates[]; ArraySetAsSeries(rates, true); // 获取K线数据 int copied = CopyRates(_Symbol, period, 0, count, rates); if(copied <= 0) { Print("Failed to get K-line data for period: ", PeriodToString(period)); return false; } // 构建JSON string klineJson = BuildKlineJson(period, rates, copied); // 发送到Python服务 string periodStr = PeriodToString(period); string url = g_pythonServer + "/ea/kline/" + periodStr; return SendKlineToServer(url, klineJson); } //+------------------------------------------------------------------+ //| 构建K线JSON数据 | //+------------------------------------------------------------------+ string BuildKlineJson(ENUM_TIMEFRAMES period, MqlRates &rates[], int count) { string json = "{\"symbol\":\"" + _Symbol + "\","; json += "\"is_full\":" + (g_klineInitialized ? "false" : "true") + ","; json += "\"klines\":["; for(int i = count - 1; i >= 0; i--) // 从旧到新排序 { if(i < count - 1) json += ","; json += "{"; json += "\"timestamp\":\"" + TimeToString(rates[i].time, TIME_DATE | TIME_MINUTES) + "\","; json += "\"open\":" + DoubleToString(rates[i].open, _Digits) + ","; json += "\"high\":" + DoubleToString(rates[i].high, _Digits) + ","; json += "\"low\":" + DoubleToString(rates[i].low, _Digits) + ","; json += "\"close\":" + DoubleToString(rates[i].close, _Digits) + ","; json += "\"volume\":" + DoubleToString(rates[i].tick_volume, 0); json += "}"; } json += "]}"; return json; } //+------------------------------------------------------------------+ //| 发送K线数据到服务器 | //+------------------------------------------------------------------+ bool SendKlineToServer(string url, string jsonData) { string headers = "Content-Type: application/json\r\n"; uchar responseData[]; uchar postData[]; string outheaders = ""; int responseCode = 0; StringToCharArray(jsonData, postData); int nullIndex = ArraySize(postData) - 1; if(nullIndex >= 0 && postData[nullIndex] == 0) { ArrayResize(postData, nullIndex); } int dataSize = ArraySize(postData); responseCode = WebRequest( "POST", url, headers, "", 10000, // 10秒超时 postData, dataSize, responseData, outheaders ); if(responseCode == 200) { return true; } else if(responseCode == 400) { // 检查是否是8888错误码（需要全量数据） string responseText = ""; for(int i = 0; i < ArraySize(responseData); i++) { responseText += CharToString(responseData[i]); } if(StringFind(responseText, "8888") >= 0) { Print("Server needs full K-line data, resending..."); g_klineInitialized = false; PushAllKlineData(true); } return false; } else { Print("Failed to push K-line data. Response code: ", responseCode); return false; } } //+------------------------------------------------------------------+ //| 检查并推送增量K线数据 | //+------------------------------------------------------------------+ void CheckAndPushIncrementalKlines() { datetime now = TimeCurrent(); datetime barTime; // 检查H4 K线是否有新周期 barTime = iTime(_Symbol, PERIOD_H4, 0); if(barTime != 0 && barTime != g_lastH4CloseTime) { g_lastH4CloseTime = barTime; if(g_klineInitialized) PushKlineData(PERIOD_H4, 1); } // 检查H1 K线 barTime = iTime(_Symbol, PERIOD_H1, 0); if(barTime != 0 && barTime != g_lastH1CloseTime) { g_lastH1CloseTime = barTime; if(g_klineInitialized) PushKlineData(PERIOD_H1, 1); } // 检查M15 K线 barTime = iTime(_Symbol, PERIOD_M15, 0); if(barTime != 0 && barTime != g_lastM15CloseTime) { g_lastM15CloseTime = barTime; if(g_klineInitialized) PushKlineData(PERIOD_M15, 1); } // 检查M5 K线 barTime = iTime(_Symbol, PERIOD_M5, 0); if(barTime != 0 && barTime != g_lastM5CloseTime) { g_lastM5CloseTime = barTime; if(g_klineInitialized) PushKlineData(PERIOD_M5, 1); } // 检查M1 K线 barTime = iTime(_Symbol, PERIOD_M1, 0); if(barTime != 0 && barTime != g_lastM1CloseTime) { g_lastM1CloseTime = barTime; if(g_klineInitialized) PushKlineData(PERIOD_M1, 1); } } //+------------------------------------------------------------------+ //| 周期转换为字符串 | //+------------------------------------------------------------------+ string PeriodToString(ENUM_TIMEFRAMES period) { switch(period) { case PERIOD_H4: return "H4"; case PERIOD_H1: return "H1"; case PERIOD_M15: return "M15"; case PERIOD_M5: return "M5"; case PERIOD_M1: return "M1"; default: return "M5"; } } //+------------------------------------------------------------------+ //| 财经日历相关函数 | //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ //| 检查并更新财经日历 | //| 每1秒调用，但只在需要时才真正获取数据 | //+------------------------------------------------------------------+ void CheckAndUpdateCalendar() { datetime now = TimeCurrent(); // 检查是否需要刷新日历数据 bool needRefresh = false; bool refreshSingleEvent = false; long eventToRefresh = 0; // 条件1：首次初始化 → 全量刷新 if(!g_calendarInitialized) { needRefresh = true; } // 条件2：到了定期刷新时间（每5分钟） → 全量刷新 else if(g_lastCalendarCheckTime == 0 || (now - g_lastCalendarCheckTime) >= g_calendarCheckInterval) { needRefresh = true; } // 条件3：检查是否有事件刚到发布时间（±3秒），且没有实际值 → 只刷新该事件 else { for(int i = 0; i < g_calendarEventCount; i++) { // 只检查重要事件 if(g_calendarEvents[i].importance < 2) continue; datetime publishTime = g_calendarEvents[i].publish_time; int secondsDiff = (int)(now - publishTime); // 时间刚好到达发布时间（0-3秒内），且没有实际值 if(secondsDiff >= 0 && secondsDiff <= 3 && g_calendarEvents[i].actual == "") { needRefresh = true; refreshSingleEvent = true; eventToRefresh = g_calendarEvents[i].event_id; Print("[财经日历] 事件发布时间到达，刷新事件: ", g_calendarEvents[i].name); break; } } } if(!needRefresh) { return; // 无需刷新 } // 需要更新日历数据 if(refreshSingleEvent) { // 只刷新单个事件 RefreshSingleEvent(eventToRefresh); } else { // 全量刷新 RefreshAllCalendarEvents(); } } //+------------------------------------------------------------------+ //| 刷新单个事件的实际值 | //+------------------------------------------------------------------+ void RefreshSingleEvent(long eventId) { // 找到该事件在数组中的位置 int eventIndex = -1; for(int i = 0; i < g_calendarEventCount; i++) { if(g_calendarEvents[i].event_id == eventId) { eventIndex = i; break; } } if(eventIndex < 0) return; // 获取该事件的最新值 MqlCalendarValue values[]; datetime now = TimeCurrent(); datetime startTime = now - 3600; // 过去1小时 datetime endTime = now + 3600; // 未来1小时 if(CalendarValueHistoryByEvent(eventId, values, startTime, endTime) > 0) { if(ArraySize(values) > 0) { string actualValue = CalendarValueToString(values[0].actual_value, 0); // 只有当实际值有更新时才处理 if(actualValue != "" && actualValue != g_calendarEvents[eventIndex].actual) { g_calendarEvents[eventIndex].actual = actualValue; if(ArraySize(values) > 0 && values[0].forecast_value != DBL_MAX) { g_calendarEvents[eventIndex].forecast = CalendarValueToString(values[0].forecast_value, 0); } Print("[财经日历] 事件实际值更新: ", g_calendarEvents[eventIndex].name, " = ", actualValue); // 发送单个事件更新到Python SendSingleEventToPython(eventIndex); // 更新下一个重要事件时间 CalculateNextEventTime(); } } } } //+------------------------------------------------------------------+ //| 全量刷新财经日历 | //+------------------------------------------------------------------+ void RefreshAllCalendarEvents() { Print("[财经日历] 开始获取日历数据..."); // 获取过去6小时到未来48小时的事件 // 注意：MT5日历API可能会返回这个范围内的所有数据 datetime startTime = TimeCurrent() - 6 * 3600; // 过去6小时 datetime endTime = startTime + 54 * 3600; // 到未来48小时 // 清空现有事件 g_calendarEventCount = 0; ArrayResize(g_calendarEvents, g_maxCalendarEvents); // 获取所有国家的事件（主要关注主要经济体） // 注意：CalendarEventByCurrency 需要货币代码（USD, EUR等），不是国家代码 string currencies[] = {"USD", "EUR", "GBP", "JPY", "CHF", "AUD", "CAD", "NZD"}; for(int i = 0; i < ArraySize(currencies); i++) { FetchCalendarEventsByCountry(currencies[i], startTime, endTime); } // 按发布时间排序 SortCalendarEvents(); // 计算下一个重要事件时间 CalculateNextEventTime(); // 更新检查时间 g_lastCalendarCheckTime = TimeCurrent(); g_calendarInitialized = true; Print("[财经日历] 获取完成，共 ", g_calendarEventCount, " 条事件"); // 发送到Python服务端 if(g_calendarEventCount > 0) { SendCalendarToPython(); } else { Print("[财经日历] 警告: 未获取到任何事件数据，请检查MT5日历设置"); } } //+------------------------------------------------------------------+ //| 发送单个事件更新到Python | //+------------------------------------------------------------------+ void SendSingleEventToPython(int eventIndex) { if(eventIndex < 0 || eventIndex >= g_calendarEventCount) return; // 构建单个事件的JSON string json = "{"; json += "\"event_id\":\"" + IntegerToString(g_calendarEvents[eventIndex].event_id) + "\","; json += "\"actual\":\"" + EscapeJsonString(g_calendarEvents[eventIndex].actual) + "\","; json += "\"forecast\":\"" + EscapeJsonString(g_calendarEvents[eventIndex].forecast) + "\","; json += "\"previous\":\"" + EscapeJsonString(g_calendarEvents[eventIndex].previous) + "\""; json += "}"; // 发送到Python string headers = "Content-Type: application/json\r\n"; uchar postData[]; uchar responseData[]; string outheaders = ""; int responseCode = 0; StringToCharArray(json, postData); int nullIndex = ArraySize(postData) - 1; if(nullIndex >= 0 && postData[nullIndex] == 0) { ArrayResize(postData, nullIndex); } string url = g_pythonServer + "/calendar_event_result"; responseCode = WebRequest("POST", url, headers, "", 10000, postData, ArraySize(postData), responseData, outheaders); if(responseCode == 200) { Print("[财经日历] 单事件更新发送成功: ", g_calendarEvents[eventIndex].name); } else { Print("[财经日历] 单事件更新发送失败，Response code: ", responseCode); } } //+------------------------------------------------------------------+ //| 获取指定货币的财经事件 | //+------------------------------------------------------------------+ void FetchCalendarEventsByCountry(string currency, datetime startTime, datetime endTime) { // 获取该货币的所有事件 MqlCalendarEvent events[]; int count = CalendarEventByCurrency(currency, events); if(count <= 0) { Print("[财经日历] ", currency, ": 未获取到事件"); return; } Print("[财经日历] ", currency, ": 获取到 ", count, " 个事件"); // 用于跟踪变化的变量 ulong changeTime = 0; int addedCount = 0; // 遍历事件 for(int i = 0; i < count && g_calendarEventCount < g_maxCalendarEvents; i++) { MqlCalendarEvent event = events[i]; // 获取事件值 MqlCalendarValue values[]; datetime eventTime = 0; int eventImportance = 2; // 默认中等重要性 // 先尝试获取历史值（包含当前时间附近的值） bool hasValues = CalendarValueHistoryByEvent(event.id, values, startTime, endTime) > 0; // 如果没有历史值，尝试获取最新值 if(!hasValues) { changeTime = 0; hasValues = CalendarValueLastByEvent(event.id, changeTime, values) > 0; } if(hasValues && ArraySize(values) > 0) { // 从values获取时间 eventTime = values[0].time; // 只保留指定时间范围内的事件 if(eventTime < startTime || eventTime > endTime) continue; // 存储事件 g_calendarEvents[g_calendarEventCount].event_id = (long)event.id; g_calendarEvents[g_calendarEventCount].name = event.name; g_calendarEvents[g_calendarEventCount].currency = currency; g_calendarEvents[g_calendarEventCount].country = CharToString((uchar)event.country_id); g_calendarEvents[g_calendarEventCount].importance = eventImportance; g_calendarEvents[g_calendarEventCount].publish_time = eventTime; g_calendarEvents[g_calendarEventCount].event_type = EventTypeToString((int)event.type); g_calendarEvents[g_calendarEventCount].forecast = CalendarValueToString(values[0].forecast_value, 0); g_calendarEvents[g_calendarEventCount].previous = CalendarValueToString(values[0].prev_value, 0); g_calendarEvents[g_calendarEventCount].actual = CalendarValueToString(values[0].actual_value, 0); g_calendarEventCount++; addedCount++; } } Print("[财经日历] ", currency, ": 成功添加 ", addedCount, " 个事件"); } //+------------------------------------------------------------------+ //| 日历值转换为字符串 | //+------------------------------------------------------------------+ string CalendarValueToString(double value, ushort unit) { if(value == DBL_MAX || value == 0) return ""; string result = DoubleToString(value, 2); // 单位后缀已简化处理 return result; } //+------------------------------------------------------------------+ //| 事件类型转换为字符串 | //+------------------------------------------------------------------+ string EventTypeToString(int type) { switch(type) { case 1: return "indicator"; // CALENDAR_EVENT_TYPE_INDICATOR case 2: return "speech"; // CALENDAR_EVENT_TYPE_SPEECH case 3: return "meeting"; // CALENDAR_EVENT_TYPE_MEETING case 4: return "holiday"; // CALENDAR_EVENT_TYPE_HOLIDAY default: return "other"; } } //+------------------------------------------------------------------+ //| 按发布时间排序事件 | //+------------------------------------------------------------------+ void SortCalendarEvents() { // 简单的冒泡排序 for(int i = 0; i < g_calendarEventCount - 1; i++) { for(int j = i + 1; j < g_calendarEventCount; j++) { if(g_calendarEvents[i].publish_time > g_calendarEvents[j].publish_time) { CalendarEventData temp = g_calendarEvents[i]; g_calendarEvents[i] = g_calendarEvents[j]; g_calendarEvents[j] = temp; } } } } //+------------------------------------------------------------------+ //| 计算下一个重要事件时间 | //+------------------------------------------------------------------+ void CalculateNextEventTime() { datetime now = TimeCurrent(); g_nextEventPublishTime = 0; for(int i = 0; i < g_calendarEventCount; i++) { // 只关注重要性 >= 2 的事件 if(g_calendarEvents[i].importance >= 2 && g_calendarEvents[i].publish_time > now) { g_nextEventPublishTime = g_calendarEvents[i].publish_time; Print("[财经日历] 下一个重要事件: ", g_calendarEvents[i].name, " 时间: ", TimeToString(g_calendarEvents[i].publish_time, TIME_DATE | TIME_MINUTES)); break; } } } //+------------------------------------------------------------------+ //| 发送财经日历到Python服务 | //+------------------------------------------------------------------+ void SendCalendarToPython() { if(g_calendarEventCount == 0) return; // 构建JSON string json = "{\"events\":["; for(int i = 0; i < g_calendarEventCount; i++) { if(i > 0) json += ","; json += "{"; json += "\"id\":\"" + IntegerToString(g_calendarEvents[i].event_id) + "\","; json += "\"name\":\"" + EscapeJsonString(g_calendarEvents[i].name) + "\","; json += "\"name_en\":\"" + EscapeJsonString(g_calendarEvents[i].name) + "\","; json += "\"country\":\"" + EscapeJsonString(g_calendarEvents[i].country) + "\","; json += "\"currency\":\"" + EscapeJsonString(g_calendarEvents[i].currency) + "\","; json += "\"importance\":" + IntegerToString(g_calendarEvents[i].importance) + ","; json += "\"publish_time\":\"" + TimeToString(g_calendarEvents[i].publish_time, TIME_DATE | TIME_MINUTES | TIME_SECONDS) + "\","; json += "\"forecast\":\"" + EscapeJsonString(g_calendarEvents[i].forecast) + "\","; json += "\"previous\":\"" + EscapeJsonString(g_calendarEvents[i].previous) + "\","; json += "\"actual\":\"" + EscapeJsonString(g_calendarEvents[i].actual) + "\","; json += "\"event_type\":\"" + EscapeJsonString(g_calendarEvents[i].event_type) + "\""; json += "}"; } json += "]}"; // 发送到Python string headers = "Content-Type: application/json\r\n"; uchar postData[]; uchar responseData[]; string outheaders = ""; int responseCode = 0; StringToCharArray(json, postData); int nullIndex = ArraySize(postData) - 1; if(nullIndex >= 0 && postData[nullIndex] == 0) { ArrayResize(postData, nullIndex); } string url = g_pythonServer + "/calendar"; responseCode = WebRequest("POST", url, headers, "", 10000, postData, ArraySize(postData), responseData, outheaders); if(responseCode == 200) { Print("[财经日历] 发送成功，共 ", g_calendarEventCount, " 条事件"); } else { Print("[财经日历] 发送失败，Response code: ", responseCode); } } //+------------------------------------------------------------------+ //| JSON字符串转义 | //| 转义所有JSON无效的控制字符(0x00-0x1F)和非ASCII字符 | //| 非ASCII字符使用\uXXXX格式转义，确保Unicode正确传递 | //+------------------------------------------------------------------+ string EscapeJsonString(string str) { string result = ""; for(int i = 0; i < StringLen(str); i++) { ushort ch = StringGetCharacter(str, i); switch(ch) { case '"': result += "\\\""; break; case '\\': result += "\\\\"; break; case '\n': result += "\\n"; break; case '\r': result += "\\r"; break; case '\t': result += "\\t"; break; // MQL5不支持\b和\f，使用Unicode转义 case 0x08: result += "\\b"; break; // backspace case 0x0C: result += "\\f"; break; // form feed default: // 转义所有控制字符 (0x00-0x1F) 和 DEL (0x7F) if(ch < 32 || ch == 0x7F) { // 使用 \uXXXX 格式转义 result += "\\u" + StringFormat("%04X", ch); } else if(ch < 128) { // ASCII 字符直接添加 result += CharToString((uchar)ch); } else { // 非ASCII字符(如中文)使用 \uXXXX 格式转义 // 这样可以避免 StringToCharArray 的编码问题 result += "\\u" + StringFormat("%04X", ch); } } } return result; } //+------------------------------------------------------------------+ //| 检查是否有事件即将发布并提醒 | //+------------------------------------------------------------------+ void CheckUpcomingEvents() { if(!g_calendarInitialized || g_calendarEventCount == 0) return; datetime now = TimeCurrent(); for(int i = 0; i < g_calendarEventCount; i++) { // 只检查重要事件 if(g_calendarEvents[i].importance < 2) continue; datetime publishTime = g_calendarEvents[i].publish_time; int secondsToPublish = (int)(publishTime - now); // 事件将在5分钟内发布 if(secondsToPublish > 0 && secondsToPublish <= 300) { string msg = StringFormat("[财经日历提醒] %s (%s) 将在 %d 分钟后发布", g_calendarEvents[i].name, g_calendarEvents[i].currency, secondsToPublish / 60); Print(msg); // TODO: 可以在这里添加推送通知到前端的逻辑 } } } //+------------------------------------------------------------------+ //| 清理过期的财经事件 | //+------------------------------------------------------------------+ void CleanupExpiredCalendarEvents() { datetime now = TimeCurrent(); int writeIndex = 0; for(int readIndex = 0; readIndex < g_calendarEventCount; readIndex++) { // 保留未来事件和过去2小时内的事件 if(g_calendarEvents[readIndex].publish_time > now - 2 * 3600) { if(writeIndex != readIndex) { g_calendarEvents[writeIndex] = g_calendarEvents[readIndex]; } writeIndex++; } } if(writeIndex != g_calendarEventCount) { Print("[财经日历] 清理过期事件: ", g_calendarEventCount - writeIndex, " 条"); g_calendarEventCount = writeIndex; } } //+------------------------------------------------------------------+ //| 获取并上报交易历史 | //+------------------------------------------------------------------+ void ReportTradeHistory() { datetime now = TimeCurrent(); datetime from = now - 24 * 3600; // 最近24小时 // 选择交易历史 if(!HistorySelect(from, now)) { Print("[交易历史] 获取交易历史失败"); return; } // 获取成交数量 int deals_total = HistoryDealsTotal(); if(deals_total == 0) { Print("[交易历史] 最近24小时无成交记录"); return; } Print("[交易历史] 最近24小时成交数: ", deals_total); // 构建JSON数据 string json = "{\"deals\":["; int validDeals = 0; for(int i = 0; i < deals_total; i++) { ulong deal_ticket = HistoryDealGetTicket(i); if(deal_ticket == 0) continue; // 只处理实际成交记录（排除余额调整等） long deal_entry = HistoryDealGetInteger(deal_ticket, DEAL_ENTRY); if(deal_entry != DEAL_ENTRY_IN && deal_entry != DEAL_ENTRY_OUT && deal_entry != DEAL_ENTRY_OUT_BY) continue; // 获取成交属性 long deal_type = HistoryDealGetInteger(deal_ticket, DEAL_TYPE); if(deal_type != DEAL_TYPE_BUY && deal_type != DEAL_TYPE_SELL) continue; // 只处理买入和卖出 double deal_volume = HistoryDealGetDouble(deal_ticket, DEAL_VOLUME); double deal_price = HistoryDealGetDouble(deal_ticket, DEAL_PRICE); double deal_profit = HistoryDealGetDouble(deal_ticket, DEAL_PROFIT); double deal_swap = HistoryDealGetDouble(deal_ticket, DEAL_SWAP); double deal_commission = HistoryDealGetDouble(deal_ticket, DEAL_COMMISSION); string deal_symbol = HistoryDealGetString(deal_ticket, DEAL_SYMBOL); datetime deal_time = (datetime)HistoryDealGetInteger(deal_ticket, DEAL_TIME); string deal_comment = HistoryDealGetString(deal_ticket, DEAL_COMMENT); long deal_order = HistoryDealGetInteger(deal_ticket, DEAL_ORDER); if(validDeals > 0) json += ","; json += "{"; json += "\"ticket\":" + IntegerToString(deal_ticket) + ","; json += "\"order\":" + IntegerToString(deal_order) + ","; json += "\"symbol\":\"" + deal_symbol + "\","; json += "\"type\":" + IntegerToString(deal_type) + ","; json += "\"entry\":" + IntegerToString(deal_entry) + ","; json += "\"volume\":" + DoubleToString(deal_volume, 2) + ","; json += "\"price\":" + DoubleToString(deal_price, 2) + ","; json += "\"profit\":" + DoubleToString(deal_profit, 2) + ","; json += "\"swap\":" + DoubleToString(deal_swap, 2) + ","; json += "\"commission\":" + DoubleToString(deal_commission, 2) + ","; json += "\"time\":\"" + TimeToString(deal_time, TIME_DATE | TIME_MINUTES | TIME_SECONDS) + "\","; json += "\"comment\":\"" + EscapeJsonString(deal_comment) + "\""; json += "}"; validDeals++; } json += "]}"; if(validDeals == 0) { Print("[交易历史] 无有效成交记录"); return; } // 发送到Python服务端 string headers = "Content-Type: application/json\r\n"; uchar postData[]; uchar responseData[]; string outheaders = ""; int responseCode = 0; StringToCharArray(json, postData); int nullIndex = ArraySize(postData) - 1; if(nullIndex >= 0 && postData[nullIndex] == 0) { ArrayResize(postData, nullIndex); } string url = g_pythonServer + "/trade_history"; responseCode = WebRequest("POST", url, headers, "", 15000, postData, ArraySize(postData), responseData, outheaders); if(responseCode == 200) { Print("[交易历史] 上报成功，共 ", validDeals, " 条成交记录"); } else { Print("[交易历史] 上报失败，Response code: ", responseCode); } }