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Supports MT5 and forex trading.

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Signed-off-by: TIANHE <TIANHE@GMAIL.COM>
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docs/MT5_TRADING_GUIDE_CN.md
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# MetaTrader 5 (MT5) 外汇实盘交易指南
QuantDinger 支持通过 MetaTrader 5 终端进行外汇实盘交易。
## 概述
此功能可通过您的 MetaTrader 5 账户实现外汇的自动化交易执行。配置完成后，您的交易策略可以通过 MT5 API 自动下单。
## 前置条件
- MetaTrader 5 外汇账户
- 已安装 MT5 终端（仅支持 Windows）
- 已订阅市场数据（用于实时报价）
## 安装
`MetaTrader5` 库已包含在 `requirements.txt` 中。如需手动安装：
```bash
pip install MetaTrader5
```
> **注意**：MetaTrader5 Python 库仅支持 Windows 平台。Linux/Mac 部署请考虑使用 Windows VM 或远程 Windows 服务器。
## MT5 终端配置
1. 从您的券商或[官网](https://www.metatrader5.com/)下载并安装 MetaTrader 5
2. 登录您的交易账户
3. 进入 **工具** → **选项** → **智能交易系统**
4. 启用：
- ✅ 允许自动交易
- ✅ 允许 DLL 导入（可选，某些功能可能需要）
5. 点击 确定
## 策略配置
创建外汇策略时，在"实盘交易"部分配置 MT5 连接：
| 字段 | 说明 | 示例 |
|------|------|------|
| **外汇券商** | 选择"MetaTrader 5" | - |
| **服务器** | 券商服务器名称 | `ICMarkets-Demo` |
| **账户号** | MT5 登录账号 | `12345678` |
| **密码** | MT5 密码 | `****` |
| **MT5 终端路径** | 终端路径（可选） | `C:\Program Files\MetaTrader 5\terminal64.exe` |
> **注意**：如果 MT5 终端安装在默认位置，可以留空"MT5 终端路径"字段。只有在自定义安装位置时才需要填写完整路径。
## 代码格式
| 市场 | 格式 | 示例 |
|------|------|------|
| 外汇 | 货币对 | `EURUSD`, `GBPUSD`, `USDJPY` |
| 贵金属 | XAU/XAG 对 | `XAUUSD`, `XAGUSD` |
| 指数 | CFD 代码 | `US30`, `US500`, `DE40` |
> **注意**：代码名称可能因券商而异。部分券商使用后缀，如 `EURUSDm`、`EURUSD.raw` 等。请查看您券商的代码列表。
## 手数参考
| 类型 | 单位 | 示例 |
|------|------|------|
| 标准手 | 100,000 | 1.0 手 = 100,000 EUR |
| 迷你手 | 10,000 | 0.1 手 = 10,000 EUR |
| 微手 | 1,000 | 0.01 手 = 1,000 EUR |
## 交易流程
```
策略信号 → 待执行订单队列 → MT5 执行 → 持仓更新
```
1. 您的策略生成买入/卖出信号
2. 信号作为待执行订单入队
3. 后台工作线程连接 MT5 并执行订单
4. 更新持仓和交易记录
## 支持的信号类型
| 信号 | 动作 | 说明 |
|------|------|------|
| `open_long` | 买入 | 开多仓 |
| `add_long` | 买入 | 加多仓 |
| `close_long` | 卖出 | 平多仓 |
| `reduce_long` | 卖出 | 减多仓 |
| `open_short` | 卖出 | 开空仓 |
| `add_short` | 卖出 | 加空仓 |
| `close_short` | 买入 | 平空仓 |
| `reduce_short` | 买入 | 减空仓 |
## API 接口
### 连接管理
```
GET /api/mt5/status # 获取连接状态
POST /api/mt5/connect # 连接到 MT5 终端
POST /api/mt5/disconnect # 断开连接
```
### 账户查询
```
GET /api/mt5/account # 账户信息
GET /api/mt5/positions # 当前持仓
GET /api/mt5/orders # 未成交订单
GET /api/mt5/symbols # 可用代码列表
```
### 交易
```
POST /api/mt5/order # 下单
POST /api/mt5/close # 平仓
DELETE /api/mt5/order/<id> # 撤单
```
### 行情数据
```
GET /api/mt5/quote?symbol=EURUSD
```
## 使用示例
### 测试连接（通过 curl）
```bash
# 使用默认终端路径
curl -X POST http://localhost:5000/api/mt5/connect \
-H "Content-Type: application/json" \
-d '{"login": 12345678, "password": "your_password", "server": "ICMarkets-Demo"}'
# 指定自定义终端路径
curl -X POST http://localhost:5000/api/mt5/connect \
-H "Content-Type: application/json" \
-d '{"login": 12345678, "password": "your_password", "server": "ICMarkets-Demo", "terminal_path": "C:\\Program Files\\MetaTrader 5\\terminal64.exe"}'
```
### 下市价单
```bash
# 买入 0.1 手 EURUSD
curl -X POST http://localhost:5000/api/mt5/order \
-H "Content-Type: application/json" \
-d '{"symbol": "EURUSD", "side": "buy", "volume": 0.1}'
# 卖出 0.5 手 XAUUSD
curl -X POST http://localhost:5000/api/mt5/order \
-H "Content-Type: application/json" \
-d '{"symbol": "XAUUSD", "side": "sell", "volume": 0.5}'
```
### 下限价单
```bash
curl -X POST http://localhost:5000/api/mt5/order \
-H "Content-Type: application/json" \
-d '{"symbol": "EURUSD", "side": "buy", "volume": 0.1, "orderType": "limit", "price": 1.0800}'
```
### 平仓
```bash
curl -X POST http://localhost:5000/api/mt5/close \
-H "Content-Type: application/json" \
-d '{"ticket": 123456789}'
```
## 重要说明
1. **MT5 终端必须运行**：交易前确保 MT5 终端已打开并登录
2. **仅支持 Windows**：MetaTrader5 Python 库仅支持 Windows
3. **券商代码名称**：代码名称因券商而异，请查看您券商的代码列表
4. **先使用模拟账户**：使用真实资金前，请先用模拟账户测试
5. **交易时间**：外汇 24/5 交易，其他品种请查看具体交易时间
6. **杠杆**：外汇交易使用杠杆，请注意保证金要求
## 常见问题排查
| 错误 | 原因 | 解决方案 |
|------|------|----------|
| ImportError | MetaTrader5 未安装 | `pip install MetaTrader5` |
| ImportError | 非 Windows 系统 | 使用 Windows 机器或 VM |
| 连接失败 | 终端未运行 | 启动 MT5 并登录 |
| 连接失败 | 凭证错误 | 验证登录账号/密码/服务器 |
| 代码未找到 | 无效代码 | 查看券商的代码列表 |
| 交易被禁用 | 交易未启用 | 在 MT5 选项中启用自动交易 |
| 订单被拒绝 | 保证金不足 | 检查账户余额和保证金 |
## Docker 部署
在 Docker 中运行 QuantDinger 时，MT5 交易需要：
1. **Windows 主机**：Windows 上的 Docker Desktop 或 Windows Server
2. **主机上的 MT5**：在 Windows 主机上运行 MT5 终端
3. **网络访问**：容器必须能访问主机的 MT5 终端
对于 Linux/Mac 部署，请考虑：
- 在 Windows VM 上运行 QuantDinger 后端
- 使用远程 Windows 服务器进行 MT5 连接
## 安全建议
- 使用专用交易账户
- 先使用模拟账户测试
- 设置适当的手数和风险限制
- 定期监控您的持仓
- 保持 MT5 终端更新
- 使用强密码
## 参见
- [Python 策略开发指南](STRATEGY_DEV_GUIDE_CN.md)
- [MetaTrader 5 Python 文档](https://www.mql5.com/en/docs/python_metatrader5)
docs/MT5_TRADING_GUIDE_EN.md
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# MetaTrader 5 (MT5) Trading Guide
QuantDinger supports forex live trading via MetaTrader 5 terminal.
## Overview
This feature enables automated forex trading execution through your MetaTrader 5 account. Once configured, your trading strategies can automatically place orders via the MT5 API.
## Prerequisites
- MetaTrader 5 account with a forex broker
- MT5 terminal installed (Windows only)
- Market data subscription (for real-time quotes)
## Installation
The `MetaTrader5` library is already included in `requirements.txt`. If you need to install manually:
```bash
pip install MetaTrader5
```
> **Note**: The MetaTrader5 Python library only works on Windows. For Linux/Mac deployments, consider using a Windows VM or a remote Windows server.
## MT5 Terminal Configuration
1. Download and install MetaTrader 5 from your broker or [official website](https://www.metatrader5.com/)
2. Login to your trading account
3. Go to **Tools** → **Options** → **Expert Advisors**
4. Enable:
- ✅ Allow algorithmic trading
- ✅ Allow DLL imports (optional, may be needed for some features)
5. Click OK
## Strategy Configuration
When creating a forex strategy, configure the MT5 connection in the "Live Trading" section:
| Field | Description | Example |
|-------|-------------|---------|
| **Forex Broker** | Select "MetaTrader 5" | - |
| **Server** | Broker server name | `ICMarkets-Demo` |
| **Account Number** | MT5 login number | `12345678` |
| **Password** | MT5 password | `****` |
| **MT5 Terminal Path** | Terminal path (optional) | `C:\Program Files\MetaTrader 5\terminal64.exe` |
> **Note**: If MT5 terminal is installed in the default location, you can leave the "MT5 Terminal Path" field empty. Only fill in the full path if MT5 is installed in a custom location.
## Symbol Format
| Market | Format | Examples |
|--------|--------|----------|
| Forex | Currency pair | `EURUSD`, `GBPUSD`, `USDJPY` |
| Metals | XAU/XAG pairs | `XAUUSD`, `XAGUSD` |
| Indices | CFD symbols | `US30`, `US500`, `DE40` |
> **Note**: Symbol names may vary by broker. Some brokers use suffixes like `EURUSDm`, `EURUSD.raw`, etc. Check your broker's symbol list.
## Lot Size Reference
| Type | Units | Example |
|------|-------|---------|
| Standard Lot | 100,000 | 1.0 lot = 100,000 EUR |
| Mini Lot | 10,000 | 0.1 lot = 10,000 EUR |
| Micro Lot | 1,000 | 0.01 lot = 1,000 EUR |
## Trading Flow
```
Strategy Signal → Pending Order Queue → MT5 Execution → Position Update
```
1. Your strategy generates a buy/sell signal
2. The signal is queued as a pending order
3. The background worker connects to MT5 and executes the order
4. Position and trade records are updated
## Supported Signal Types
| Signal | Action | Description |
|--------|--------|-------------|
| `open_long` | BUY | Open a long position |
| `add_long` | BUY | Add to existing long position |
| `close_long` | SELL | Close long position |
| `reduce_long` | SELL | Reduce long position |
| `open_short` | SELL | Open a short position |
| `add_short` | SELL | Add to existing short position |
| `close_short` | BUY | Close short position |
| `reduce_short` | BUY | Reduce short position |
## API Endpoints
### Connection Management
```
GET /api/mt5/status # Get connection status
POST /api/mt5/connect # Connect to MT5 terminal
POST /api/mt5/disconnect # Disconnect
```
### Account Queries
```
GET /api/mt5/account # Account information
GET /api/mt5/positions # Open positions
GET /api/mt5/orders # Pending orders
GET /api/mt5/symbols # Available symbols
```
### Trading
```
POST /api/mt5/order # Place order
POST /api/mt5/close # Close position
DELETE /api/mt5/order/<id> # Cancel pending order
```
### Market Data
```
GET /api/mt5/quote?symbol=EURUSD
```
## Usage Examples
### Test Connection (via curl)
```bash
# Using default terminal path
curl -X POST http://localhost:5000/api/mt5/connect \
-H "Content-Type: application/json" \
-d '{"login": 12345678, "password": "your_password", "server": "ICMarkets-Demo"}'
# With custom terminal path
curl -X POST http://localhost:5000/api/mt5/connect \
-H "Content-Type: application/json" \
-d '{"login": 12345678, "password": "your_password", "server": "ICMarkets-Demo", "terminal_path": "C:\\Program Files\\MetaTrader 5\\terminal64.exe"}'
```
### Place Market Order
```bash
# Buy 0.1 lot EURUSD
curl -X POST http://localhost:5000/api/mt5/order \
-H "Content-Type: application/json" \
-d '{"symbol": "EURUSD", "side": "buy", "volume": 0.1}'
# Sell 0.5 lot XAUUSD
curl -X POST http://localhost:5000/api/mt5/order \
-H "Content-Type: application/json" \
-d '{"symbol": "XAUUSD", "side": "sell", "volume": 0.5}'
```
### Place Limit Order
```bash
curl -X POST http://localhost:5000/api/mt5/order \
-H "Content-Type: application/json" \
-d '{"symbol": "EURUSD", "side": "buy", "volume": 0.1, "orderType": "limit", "price": 1.0800}'
```
### Close Position
```bash
curl -X POST http://localhost:5000/api/mt5/close \
-H "Content-Type: application/json" \
-d '{"ticket": 123456789}'
```
## Important Notes
1. **MT5 terminal must be running**: The terminal must be open and logged in before trading
2. **Windows only**: The MetaTrader5 Python library only works on Windows
3. **Broker symbol names**: Symbol names vary by broker, check your broker's symbol list
4. **Demo account first**: Test with a demo account before using real funds
5. **Market hours**: Forex trades 24/5, check specific market hours for other instruments
6. **Leverage**: Forex trading uses leverage. Be aware of margin requirements
## Troubleshooting
| Error | Cause | Solution |
|-------|-------|----------|
| ImportError | MetaTrader5 not installed | `pip install MetaTrader5` |
| ImportError | Not on Windows | Use a Windows machine or VM |
| Connection failed | Terminal not running | Start MT5 and login |
| Connection failed | Wrong credentials | Verify login/password/server |
| Symbol not found | Invalid symbol | Check broker's symbol list |
| Trade not allowed | Trading disabled | Enable algo trading in MT5 options |
| Order rejected | Insufficient margin | Check account balance and margin |
## Docker Deployment
When running QuantDinger in Docker, MT5 trading requires:
1. **Windows host**: Docker Desktop on Windows, or Windows Server
2. **MT5 on host**: Run MT5 terminal on the Windows host
3. **Network access**: Container must be able to access the host's MT5 terminal
For Linux/Mac deployments, consider:
- Running QuantDinger backend on a Windows VM
- Using a remote Windows server for MT5 connection
## Security Recommendations
- Use a dedicated trading account
- Test with demo account first
- Set appropriate lot sizes and risk limits
- Monitor positions regularly
- Keep MT5 terminal updated
- Use strong passwords
## See Also
- [Python Strategy Development Guide](STRATEGY_DEV_GUIDE.md)
- [MetaTrader 5 Python Documentation](https://www.mql5.com/en/docs/python_metatrader5)