464 lines
16 KiB
Plaintext
464 lines
16 KiB
Plaintext
//+------------------------------------------------------------------+
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//| wwxxgold.mq5 |
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//| wwananggxxxx |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "wwananggxxxx"
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#property link "https://www.mql5.com"
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#property version "1.00"
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#property strict
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//--- 需要访问Web请求权限
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#include <Trade\Trade.mqh>
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#include <Trade\SymbolInfo.mqh>
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#include <Trade\PositionInfo.mqh>
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#include <Trade\OrderInfo.mqh>
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//+------------------------------------------------------------------+
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//| 全局变量定义 |
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//+------------------------------------------------------------------+
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// Python 服务配置
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string g_pythonServer = "http://localhost:5858";
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uint g_lastPythonRequestTime = 0;
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int g_pythonRequestInterval = 100; // 毫秒
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// 统计数据 - 每分钟重置
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datetime g_lastStatisticTime = 0;
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int g_tickCountPerMinute = 0;
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double g_bidPrice = 0;
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double g_askPrice = 0;
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double g_accountBalance = 0;
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double g_accountEquity = 0;
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double g_marginLevel = 0;
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string g_positionsSummary = ""; // JSON 格式的持仓汇总
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// 当日交易记录 - 用于发送到Python
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string g_tradesOfDay = "";
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// 交易类对象
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CTrade trade;
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CSymbolInfo symbolInfo;
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CPositionInfo positionInfo;
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// 风险管理相关
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double g_riskLimitPercent = 30.0; // 30% 账户风险限制
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//+------------------------------------------------------------------+
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//| Expert initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- 初始化交易类
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trade.SetExpertMagicNumber(123456);
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//--- 初始化时间
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g_lastStatisticTime = TimeCurrent();
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g_lastPythonRequestTime = GetTickCount();
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//--- 打印初始化信息
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Print("Expert initialized successfully");
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Print("Python server: ", g_pythonServer);
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Print("Risk limit: ", g_riskLimitPercent, "%");
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//---
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Expert deinitialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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//---
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Print("Expert deinitialized, reason: ", reason);
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}
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//+------------------------------------------------------------------+
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//| 更新统计数据 - 每个TICK调用 |
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//+------------------------------------------------------------------+
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void UpdateStatistics()
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{
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g_tickCountPerMinute++;
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//--- 获取当前价格
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MqlTick lastTick;
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if(SymbolInfoTick(_Symbol, lastTick))
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{
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g_bidPrice = lastTick.bid;
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g_askPrice = lastTick.ask;
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}
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//--- 获取账户信息
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g_accountBalance = AccountInfoDouble(ACCOUNT_BALANCE);
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g_accountEquity = AccountInfoDouble(ACCOUNT_EQUITY);
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g_marginLevel = AccountInfoDouble(ACCOUNT_MARGIN_LEVEL);
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}
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//+------------------------------------------------------------------+
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//| 获取持仓汇总信息 - 返回JSON格式字符串 |
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//+------------------------------------------------------------------+
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string GetPositionsSummary()
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{
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string summary = "[";
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int positionCount = 0;
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for(int i = 0; i < PositionsTotal(); i++)
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{
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if(!PositionGetTicket(i)) continue;
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long posTicket = PositionGetInteger(POSITION_TICKET);
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string posSymbol = PositionGetString(POSITION_SYMBOL);
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if(posSymbol != _Symbol) continue; // 只统计当前品种
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double posVolume = PositionGetDouble(POSITION_VOLUME);
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double posPriceOpen = PositionGetDouble(POSITION_PRICE_OPEN);
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double posProfit = PositionGetDouble(POSITION_PROFIT);
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double posSL = PositionGetDouble(POSITION_SL);
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double posTP = PositionGetDouble(POSITION_TP);
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ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
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double currentPrice = (posType == POSITION_TYPE_BUY) ? g_bidPrice : g_askPrice;
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double distanceSL = (posSL > 0) ? MathAbs(currentPrice - posSL) : 0;
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double distanceTP = (posTP > 0) ? MathAbs(posTP - currentPrice) : 0;
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if(positionCount > 0) summary += ",";
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summary += "{";
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summary += "\"ticket\":" + IntegerToString(posTicket) + ",";
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summary += "\"volume\":" + DoubleToString(posVolume, 2) + ",";
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summary += "\"priceOpen\":" + DoubleToString(posPriceOpen, _Digits) + ",";
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summary += "\"type\":\"" + (posType == POSITION_TYPE_BUY ? "BUY" : "SELL") + "\",";
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summary += "\"profit\":" + DoubleToString(posProfit, 2) + ",";
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summary += "\"distanceSL\":" + DoubleToString(distanceSL, _Digits) + ",";
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summary += "\"distanceTP\":" + DoubleToString(distanceTP, _Digits) + "";
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summary += "}";
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positionCount++;
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}
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summary += "]";
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return summary;
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}
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//+------------------------------------------------------------------+
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//| 检查并平仓风险持仓 |
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//+------------------------------------------------------------------+
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void CheckAndCloseRiskyPositions()
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{
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double riskThreshold = g_accountBalance * (g_riskLimitPercent / 100.0);
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for(int i = 0; i < PositionsTotal(); i++)
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{
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if(!PositionGetTicket(i)) continue;
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string posSymbol = PositionGetString(POSITION_SYMBOL);
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if(posSymbol != _Symbol) continue;
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double posProfit = PositionGetDouble(POSITION_PROFIT);
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// 如果损失超过阈值，平仓
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if(posProfit < -riskThreshold)
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{
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long posTicket = PositionGetTicket(i);
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Print("Risk limit exceeded! Position profit: ", posProfit, " Limit: ", -riskThreshold);
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if(trade.PositionClose(posTicket))
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{
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Print("Position closed successfully: ", posTicket);
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// 记录平仓动作
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RecordTrade("CLOSE", _Symbol, PositionGetDouble(POSITION_VOLUME), 0, 0, 0);
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}
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else
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{
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Print("Failed to close position: ", trade.ResultRetcode(), " ", trade.ResultRetcodeDescription());
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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//| 请求Python服务获取交易指令 |
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//+------------------------------------------------------------------+
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void RequestTradesFromPython()
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{
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string headers = "Content-Type: application/json\r\n";
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char responseData[];
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string response = "";
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int responseCode = 0;
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// 构建请求URL，携带SYMBOL和当前价格
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string currentPrice = DoubleToString((g_bidPrice + g_askPrice) / 2, _Digits);
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string url = g_pythonServer + "/get_trades?symbol=" + _Symbol + "&price=" + currentPrice;
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// 建立HTTP请求到Python服务
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responseCode = WebRequest("GET", url, headers, NULL, responseData);
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if(responseCode == 200)
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{
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// 将响应转换为字符串
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if(ArraySize(responseData) > 0)
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{
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for(int i = 0; i < ArraySize(responseData); i++)
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{
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response += CharToString(responseData[i]);
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}
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// 解析JSON并执行交易
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ParseAndExecuteTrades(response);
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}
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}
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else if(responseCode != -1) // -1表示请求被禁用
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{
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Print("WebRequest failed. Response code: ", responseCode);
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}
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}
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//+------------------------------------------------------------------+
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//| 解析JSON格式的交易指令并执行 |
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//+------------------------------------------------------------------+
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void ParseAndExecuteTrades(string jsonData)
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{
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// JSON格式: [{"symbol":"gold","action":"b","mount":0.01,"sl":5000,"tp":5100}, ...]
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// 这里需要简单的JSON解析
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if(StringLen(jsonData) == 0) return;
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// 移除首尾的括号
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jsonData = StringSubstr(jsonData, 1, StringLen(jsonData) - 2);
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// 简单的JSON解析
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int tradeCount = 0;
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int pos = -1;
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while(true)
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{
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int startPos = StringFind(jsonData, "{", pos + 1);
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int endPos = StringFind(jsonData, "}", startPos);
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if(startPos == -1 || endPos == -1) break;
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string tradeStr = StringSubstr(jsonData, startPos + 1, endPos - startPos - 1);
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ExecuteTradeFromJson(tradeStr);
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pos = endPos;
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tradeCount++;
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if(tradeCount > 100) break; // 防止无限循环
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}
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}
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//+------------------------------------------------------------------+
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//| 从JSON字符串执行单个交易 |
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//+------------------------------------------------------------------+
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void ExecuteTradeFromJson(string tradeJson)
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{
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string symbol = ExtractJsonString(tradeJson, "symbol");
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string action = ExtractJsonString(tradeJson, "action");
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double volume = ExtractJsonDouble(tradeJson, "mount");
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double sl = ExtractJsonDouble(tradeJson, "sl");
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double tp = ExtractJsonDouble(tradeJson, "tp");
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if(symbol == "" || action == "" || volume <= 0) return;
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if(symbol != _Symbol) return; // 只处理当前品种
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ENUM_ORDER_TYPE orderType = (action == "b") ? ORDER_TYPE_BUY : ORDER_TYPE_SELL;
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ExecuteTrade(orderType, volume, sl, tp);
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}
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//+------------------------------------------------------------------+
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//| 从JSON字符串中提取字符串值 |
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//+------------------------------------------------------------------+
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string ExtractJsonString(string json, string key)
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{
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string searchKey = "\"" + key + "\":\"";
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int startPos = StringFind(json, searchKey);
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if(startPos == -1) return "";
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startPos += StringLen(searchKey);
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int endPos = StringFind(json, "\"", startPos);
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if(endPos == -1) return "";
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return StringSubstr(json, startPos, endPos - startPos);
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}
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//+------------------------------------------------------------------+
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//| 从JSON字符串中提取数值 |
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//+------------------------------------------------------------------+
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double ExtractJsonDouble(string json, string key)
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{
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string searchKey = "\"" + key + "\":";
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int startPos = StringFind(json, searchKey);
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if(startPos == -1) return 0;
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startPos += StringLen(searchKey);
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int endPos = StringFind(json, ",", startPos);
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if(endPos == -1) endPos = StringFind(json, "}", startPos);
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if(endPos == -1) return 0;
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string valueStr = StringSubstr(json, startPos, endPos - startPos);
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return StringToDouble(valueStr);
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}
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//+------------------------------------------------------------------+
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//| 执行交易 |
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//+------------------------------------------------------------------+
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void ExecuteTrade(ENUM_ORDER_TYPE orderType, double volume, double sl, double tp)
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{
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if(volume <= 0)
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{
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Print("Invalid volume: ", volume);
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return;
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}
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// 如果没有指定止损/止盈，按照千分之一计算
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double price = (orderType == ORDER_TYPE_BUY) ? g_askPrice : g_bidPrice;
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if(sl <= 0)
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{
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if(orderType == ORDER_TYPE_BUY)
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sl = price * (1.0 - 0.001);
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else
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sl = price * (1.0 + 0.001);
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}
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if(tp <= 0)
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{
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if(orderType == ORDER_TYPE_BUY)
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tp = price * (1.0 + 0.001);
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else
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tp = price * (1.0 - 0.001);
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}
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// 标准化手数
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double minVolume = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
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double maxVolume = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX);
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double stepVolume = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP);
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volume = MathMax(minVolume, MathMin(volume, maxVolume));
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volume = MathRound(volume / stepVolume) * stepVolume;
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// 执行订单
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if(orderType == ORDER_TYPE_BUY)
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{
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if(trade.Buy(volume, _Symbol, 0, sl, tp, "Python AI Trade"))
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{
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Print("Buy order executed: Volume=", volume, " SL=", sl, " TP=", tp);
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RecordTrade("BUY", _Symbol, volume, sl, tp, trade.OrderOpenPrice());
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}
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else
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{
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Print("Buy order failed: ", trade.ResultRetcode(), " ", trade.ResultRetcodeDescription());
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}
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}
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else if(orderType == ORDER_TYPE_SELL)
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{
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if(trade.Sell(volume, _Symbol, 0, sl, tp, "Python AI Trade"))
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{
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Print("Sell order executed: Volume=", volume, " SL=", sl, " TP=", tp);
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RecordTrade("SELL", _Symbol, volume, sl, tp, trade.OrderOpenPrice());
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}
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else
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{
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Print("Sell order failed: ", trade.ResultRetcode(), " ", trade.ResultRetcodeDescription());
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}
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}
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}
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//+------------------------------------------------------------------+
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//| 记录交易到全局变量 |
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//+------------------------------------------------------------------+
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void RecordTrade(string action, string symbol, double volume, double sl, double tp, double price)
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{
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string tradeRecord = "{";
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tradeRecord += "\"time\":\"" + TimeToString(TimeCurrent(), TIME_DATE | TIME_MINUTES) + "\",";
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tradeRecord += "\"action\":\"" + action + "\",";
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tradeRecord += "\"symbol\":\"" + symbol + "\",";
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tradeRecord += "\"volume\":" + DoubleToString(volume, 2) + ",";
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tradeRecord += "\"price\":" + DoubleToString(price, _Digits) + ",";
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tradeRecord += "\"sl\":" + DoubleToString(sl, _Digits) + ",";
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tradeRecord += "\"tp\":" + DoubleToString(tp, _Digits) + "";
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tradeRecord += "}";
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if(StringLen(g_tradesOfDay) > 0)
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{
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g_tradesOfDay += ",";
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}
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g_tradesOfDay += tradeRecord;
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}
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//+------------------------------------------------------------------+
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//| 发送分钟统计数据到Python服务 |
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//+------------------------------------------------------------------+
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void SendMinuteStatistics()
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{
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// 构建统计JSON
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string statisticJson = "{";
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statisticJson += "\"timestamp\":\"" + TimeToString(TimeCurrent(), TIME_DATE | TIME_MINUTES) + "\",";
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statisticJson += "\"tickCount\":" + IntegerToString(g_tickCountPerMinute) + ",";
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statisticJson += "\"bidPrice\":" + DoubleToString(g_bidPrice, _Digits) + ",";
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statisticJson += "\"askPrice\":" + DoubleToString(g_askPrice, _Digits) + ",";
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statisticJson += "\"balance\":" + DoubleToString(g_accountBalance, 2) + ",";
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statisticJson += "\"equity\":" + DoubleToString(g_accountEquity, 2) + ",";
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statisticJson += "\"marginLevel\":" + DoubleToString(g_marginLevel, 2) + ",";
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statisticJson += "\"positions\":" + GetPositionsSummary() + ",";
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statisticJson += "\"trades\":[" + g_tradesOfDay + "]";
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statisticJson += "}";
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// 发送到Python服务
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SendToPythonServer(statisticJson);
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// 重置数据
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g_tradesOfDay = "";
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}
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//+------------------------------------------------------------------+
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//| 发送数据到Python服务 |
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//+------------------------------------------------------------------+
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void SendToPythonServer(string jsonData)
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{
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string headers = "Content-Type: application/json\r\n";
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char responseData[];
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int responseCode = 0;
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responseCode = WebRequest("POST", g_pythonServer + "/send_statistics", headers, jsonData, responseData);
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if(responseCode == 200)
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{
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Print("Statistics sent successfully");
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}
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else if(responseCode != -1)
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{
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Print("Failed to send statistics. Response code: ", responseCode);
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}
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}
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//+------------------------------------------------------------------+
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//| Expert tick function |
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//+------------------------------------------------------------------+
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void OnTick()
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{
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//--- 更新统计数据
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UpdateStatistics();
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//--- 检查是否需要进行分钟级统计和发送
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datetime now = TimeCurrent();
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if(now - g_lastStatisticTime >= 60) // 每分钟执行一次
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{
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SendMinuteStatistics();
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g_lastStatisticTime = now;
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g_tickCountPerMinute = 0;
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}
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//--- 检查持仓风险并平仓
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CheckAndCloseRiskyPositions();
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//--- 每100毫秒请求一次Python服务
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uint currentTime = GetTickCount();
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if((currentTime - g_lastPythonRequestTime) >= g_pythonRequestInterval)
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{
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RequestTradesFromPython();
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g_lastPythonRequestTime = currentTime;
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}
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}
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//+------------------------------------------------------------------+
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