guaiwoluo2020
51b2f30748
- 新增 Vue 3 + Vuetify 前端界面 - 新增市场分析模块 (market/) - 更新主服务器和路由 - 更新 MT5 EA 文件 - 添加 .gitignore 排除临时文件
917 lines
30 KiB
Plaintext
917 lines
30 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 "2.00"
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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://127.0.0.1:8000";
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uint g_lastPythonRequestTime = 0;
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uint 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_tickCount = 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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// K线数据推送相关
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bool g_klineInitialized = false; // 是否已发送历史K线数据
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datetime g_lastKlinePushTime = 0; // 上次推送K线时间
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int g_klinePushInterval = 60; // K线推送间隔（秒）
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datetime g_lastH4CloseTime = 0; // 上次H4 K线收盘时间
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datetime g_lastH1CloseTime = 0; // 上次H1 K线收盘时间
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datetime g_lastM15CloseTime = 0; // 上次M15 K线收盘时间
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datetime g_lastM5CloseTime = 0; // 上次M5 K线收盘时间
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datetime g_lastM1CloseTime = 0; // 上次M1 K线收盘时间
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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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//| URL编码函数 - 处理特殊字符 |
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//+------------------------------------------------------------------+
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string URLEncode(string str)
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{
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string result = "";
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for(int i = 0; i < StringLen(str); i++)
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{
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ushort ch = StringGetCharacter(str, i);
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// 字母、数字、连字符、下划线、点号不需要编码
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if((ch >= 'A' && ch <= 'Z') || (ch >= 'a' && ch <= 'z') || (ch >= '0' && ch <= '9') ||
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ch == '-' || ch == '_' || ch == '.')
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{
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result += CharToString(ch);
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}
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else
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{
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// 其他字符编码为 %XX 格式
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result += "%" + StringFormat("%02X", ch);
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}
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}
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return result;
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}
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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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g_lastKlinePushTime = TimeCurrent();
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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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//--- 启动时推送历史K线数据
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Print("Pushing historical K-line data...");
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PushAllKlineData(true); // is_full = true
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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_tickCount++;
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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 = PositionGetInteger(POSITION_TICKET);
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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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uchar responseData[];
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string response = "";
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string outheaders = "";
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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 encodedSymbol = URLEncode(_Symbol);
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string url = g_pythonServer + "/get_trades?symbol=" + encodedSymbol + "&price=" + currentPrice;
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// 建立HTTP请求到Python服务
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uchar emptyData[];
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responseCode = WebRequest("GET", url, headers, 5000, emptyData, responseData, outheaders); // timeout设为5秒
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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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Print("URL: ", url);
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// 打印错误详情
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if(responseCode == 404)
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Print("Endpoint not found. Check server URL.");
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else if(responseCode == 500)
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Print("Server error. Check server logs.");
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}
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else if(responseCode == -1)
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{
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Print("WebRequest is disabled! Please enable WebRequest in MT5 Options -> Expert Advisors");
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Print("Make sure 'localhost' is added to the WebRequest allowed list");
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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: {"trades": [...], "close_tickets": [...], "pivot_alerts": [...]}
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// EA只处理trades和close_tickets，pivot_alerts由Python推送到前端
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if(StringLen(jsonData) == 0) return;
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// 提取trades数组
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int tradesPos = StringFind(jsonData, "\"trades\":");
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if(tradesPos != -1)
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{
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int tradesStart = StringFind(jsonData, "[", tradesPos);
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int tradesEnd = StringFind(jsonData, "]", tradesStart);
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if(tradesStart != -1 && tradesEnd != -1)
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{
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string tradesJson = StringSubstr(jsonData, tradesStart, tradesEnd - tradesStart + 1);
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// 如果trades数组不为空，打印出来
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if(tradesJson != "[]")
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{
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Print("[EA] 收到交易指令: ", tradesJson);
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}
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ParseTradeArray(tradesJson);
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}
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}
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else
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{
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// 旧格式兼容：直接是数组 [...]
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ParseTradeArray(jsonData);
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}
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// 提取close_tickets数组并执行平仓
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int closePos = StringFind(jsonData, "\"close_tickets\":");
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if(closePos != -1)
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{
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int closeStart = StringFind(jsonData, "[", closePos);
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int closeEnd = StringFind(jsonData, "]", closeStart);
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if(closeStart != -1 && closeEnd != -1)
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{
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string closeJson = StringSubstr(jsonData, closeStart, closeEnd - closeStart + 1);
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ParseAndExecuteClose(closeJson);
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}
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}
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}
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//+------------------------------------------------------------------+
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//| 解析并执行平仓指令 |
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//+------------------------------------------------------------------+
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void ParseAndExecuteClose(string jsonData)
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{
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// 移除首尾的括号
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if(StringFind(jsonData, "[") == 0)
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{
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jsonData = StringSubstr(jsonData, 1, StringLen(jsonData) - 2);
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}
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if(StringLen(jsonData) == 0) return;
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// 解析ticket列表
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string tickets[];
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int count = StringSplit(jsonData, ',', tickets);
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for(int i = 0; i < count; i++)
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{
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string ticketStr = tickets[i];
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ticketStr = StringTrimLeft(ticketStr);
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ticketStr = StringTrimRight(ticketStr);
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long ticket = StringToInteger(ticketStr);
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if(ticket > 0)
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{
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ClosePositionByTicket(ticket);
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}
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}
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}
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//+------------------------------------------------------------------+
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//| 根据订单号平仓 |
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//+------------------------------------------------------------------+
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void ClosePositionByTicket(long ticket)
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{
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// 查找持仓
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for(int i = 0; i < PositionsTotal(); i++)
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{
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if(PositionGetTicket(i) == ticket)
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{
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string posSymbol = PositionGetString(POSITION_SYMBOL);
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double posVolume = PositionGetDouble(POSITION_VOLUME);
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ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
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// 构造平仓请求
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MqlTradeRequest request = {};
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MqlTradeResult result = {};
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request.action = TRADE_ACTION_DEAL;
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request.position = ticket;
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request.symbol = posSymbol;
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request.volume = posVolume;
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request.type = (posType == POSITION_TYPE_BUY) ? ORDER_TYPE_SELL : ORDER_TYPE_BUY;
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request.comment = "Close by Python command";
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if(OrderSend(request, result))
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{
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Print("[平仓成功] Ticket: ", ticket, " Symbol: ", posSymbol);
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}
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else
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{
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Print("[平仓失败] Ticket: ", ticket, " Error: ", GetLastError());
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}
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return;
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}
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}
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Print("[平仓] 未找到订单号: ", ticket);
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}
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//+------------------------------------------------------------------+
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//| 解析交易数组 |
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//+------------------------------------------------------------------+
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void ParseTradeArray(string jsonData)
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{
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// 移除首尾的括号
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if(StringFind(jsonData, "[") == 0)
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{
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jsonData = StringSubstr(jsonData, 1, StringLen(jsonData) - 2);
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}
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if(StringLen(jsonData) == 0) return;
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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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Print("[EA] 收到交易指令: symbol=", symbol, " action=", action, " volume=", volume, " sl=", sl, " tp=", tp);
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if(symbol == "" || action == "" || volume <= 0)
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{
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Print("[EA] 交易参数无效，跳过");
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return;
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}
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if(symbol != _Symbol)
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{
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Print("[EA] Symbol不匹配，跳过。收到: ", symbol, " 当前品种: ", _Symbol);
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return;
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}
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ENUM_ORDER_TYPE orderType = (action == "b") ? ORDER_TYPE_BUY : ORDER_TYPE_SELL;
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Print("[EA] 准备执行交易: ", (orderType == ORDER_TYPE_BUY ? "BUY" : "SELL"), " ", volume, " ", symbol);
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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);
|
||
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, "Python AI Trade"))
|
||
{
|
||
Print("Buy order executed: Volume=", volume, " SL=", sl, " TP=", tp);
|
||
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, "Python AI Trade"))
|
||
{
|
||
Print("Sell order executed: Volume=", volume, " SL=", sl, " TP=", tp);
|
||
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 += "\"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()
|
||
{
|
||
//--- 更新统计数据
|
||
UpdateStatistics();
|
||
|
||
//--- 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
|
||
datetime now = TimeCurrent();
|
||
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();
|
||
|
||
//--- 每100毫秒请求一次Python服务
|
||
uint currentTime = GetTickCount();
|
||
if((currentTime - g_lastPythonRequestTime) >= g_pythonRequestInterval)
|
||
{
|
||
RequestTradesFromPython();
|
||
g_lastPythonRequestTime = currentTime;
|
||
}
|
||
}
|
||
//+------------------------------------------------------------------+
|
||
|
||
//+------------------------------------------------------------------+
|
||
//| 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";
|
||
}
|
||
}
|