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