Initial commit

data/data_loader.py

@@ -0,0 +1,31 @@
+# data_loader.py
+
+import MetaTrader5 as mt5
+import pandas as pd
+import numpy as np
+from datetime import datetime
+
+def get_data_mt5(symbol: str, n_bars: int, timeframe, start_pos=None) -> pd.DataFrame:
+    """
+    Fetch historical data from MetaTrader 5.
+    
+    - `symbol`: Trading instrument (e.g., "BTCUSD").
+    - `n_bars`: Number of bars to retrieve.
+    - `timeframe`: MT5 timeframe (e.g., mt5.TIMEFRAME_H1).
+    - `start_pos`: Offset from the most recent bar (default `None` for live trading).
+    
+    If `start_pos` is `None`, fetches the latest `n_bars` (useful for live trading).
+    If `start_pos` is given, fetches `n_bars` from that historical position (useful for backtesting).
+    """
+    if start_pos is None:
+        rates = mt5.copy_rates_from_pos(symbol, timeframe, 0, n_bars)  # Latest n_bars for live trading
+    else:
+        rates = mt5.copy_rates_from_pos(symbol, timeframe, start_pos, n_bars)  # Historical data for backtesting
+
+    if rates is None:
+        raise ValueError(f"Could not retrieve data for {symbol}")
+
+    df = pd.DataFrame(rates)
+    df['time'] = pd.to_datetime(df['time'], unit='s')
+    df.set_index('time', inplace=True)
+    return df