{ "cells": [ { "cell_type": "markdown", "id": "53c28be9", "metadata": {}, "source": [ "# 1) Data — Collect & Save OHLC (MT5)\n", "\n", "This notebook fetches OHLCV data from MT5 via a tiny adapter and saves it to CSV.\n", "- Keep your credentials in `.env` and **do not commit** `.env`.\n", "- If MT5 is not available, you can skip this and drop in a CSV manually." ] }, { "cell_type": "code", "execution_count": 1, "id": "dcb5ac32", "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "Connecting to MT5...\n", "MT5 connected: True\n" ] } ], "source": [ "import sys, os; sys.path.append(os.path.abspath('..')) # Path fix\n", "\n", "# Prereqs: `pip install -r requirements.txt` (locally)\n", "import os\n", "from pathlib import Path\n", "import pandas as pd\n", "from dotenv import load_dotenv\n", "\n", "from adapters import broker\n", "\n", "# Load settings from env\n", "load_dotenv()\n", "SYMBOL = os.getenv(\"TRAINING_SYMBOL\", \"EURUSD\")\n", "TIMEFRAME = os.getenv(\"TIMEFRAME\", \"M15\")\n", "START = os.getenv(\"DATA_START\", \"2023-01-01\")\n", "END = os.getenv(\"DATA_END\", \"2025-01-01\")\n", "\n", "print(\"Connecting to MT5...\")\n", "ok = broker.open_session(\n", " login=int(os.getenv(\"MT5_LOGIN\", \"0\")) or None,\n", " password=os.getenv(\"MT5_PASSWORD\"),\n", " server=os.getenv(\"MT5_SERVER\")\n", ")\n", "print(\"MT5 connected:\", ok)" ] }, { "cell_type": "code", "execution_count": 2, "id": "3b690e97", "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "Saved: G:\\My Drive\\Bots DRL\\DRL\\DRL-MT5-Lab\\notebooks\\data\\ohlc_EURUSD_M15.csv\n" ] }, { "data": { "text/html": [ "
| \n", " | open | \n", "high | \n", "low | \n", "close | \n", "volume | \n", "
|---|---|---|---|---|---|
| time | \n", "\n", " | \n", " | \n", " | \n", " | \n", " |
| 2024-12-31 20:45:00+00:00 | \n", "1.03568 | \n", "1.03568 | \n", "1.03528 | \n", "1.03531 | \n", "529 | \n", "
| 2024-12-31 21:00:00+00:00 | \n", "1.03528 | \n", "1.03625 | \n", "1.03518 | \n", "1.03619 | \n", "425 | \n", "
| 2024-12-31 21:15:00+00:00 | \n", "1.03618 | \n", "1.03647 | \n", "1.03575 | \n", "1.03590 | \n", "465 | \n", "
| 2024-12-31 21:30:00+00:00 | \n", "1.03590 | \n", "1.03590 | \n", "1.03543 | \n", "1.03560 | \n", "545 | \n", "
| 2024-12-31 21:45:00+00:00 | \n", "1.03560 | \n", "1.03571 | \n", "1.03539 | \n", "1.03542 | \n", "306 | \n", "