Gunther Schulz
308 lines
12 KiB
Plaintext
308 lines
12 KiB
Plaintext
//+------------------------------------------------------------------+
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//| HistoryInfo.mqh |
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//| Gunther Schulz |
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//| https://github.com/khramkov/MQL5-JSON-API |
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//+------------------------------------------------------------------+
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#property copyright "Gunther Schulz"
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#property link "https://github.com/khramkov/MQL5-JSON-API"
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//+------------------------------------------------------------------+
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//| Get historical data |
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//+------------------------------------------------------------------+
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void HistoryInfo(CJAVal &dataObject)
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{
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string actionType = dataObject["actionType"].ToStr();
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string chartTF = dataObject["chartTF"].ToStr();
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string symbol=dataObject["symbol"].ToStr();
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// bool correctTickHistory=dataObject["correctTickHistory"].ToBool();
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// Write CVS fle to local directory
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if(actionType=="WRITE" && chartTF=="TICK")
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{
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CJAVal data, d, msg;
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MqlTick tickArray[];
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string fileName=symbol + "-" + chartTF + ".csv"; // file name
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string directoryName="Data"; // directory name
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string outputFile=directoryName+"\\"+fileName;
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ENUM_TIMEFRAMES period=GetTimeframe(chartTF);
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datetime fromDate=(datetime)dataObject["fromDate"].ToInt();
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datetime toDate=TimeCurrent();
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if(dataObject["toDate"].ToInt()!=NULL)
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toDate=(datetime)dataObject["toDate"].ToInt();
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Print("Fetching HISTORY");
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Print("1) Symbol: "+symbol);
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Print("2) Timeframe: Ticks");
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Print("3) Date from: "+TimeToString(fromDate));
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if(dataObject["toDate"].ToInt()!=NULL)
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Print("4) Date to:"+TimeToString(toDate));
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int tickCount = 0;
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ulong fromDateM = StringToTime(fromDate);
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ulong toDateM = StringToTime(toDate);
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tickCount=CopyTicksRange(symbol,tickArray,COPY_TICKS_ALL,1000*(ulong)fromDateM,1000*(ulong)toDateM);
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if(tickCount < 0)
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{
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mControl.mSetUserError(65541, GetErrorID(65541));
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}
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CheckError(__FUNCTION__);
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Print("Preparing data of ", tickCount, " ticks for ", symbol);
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/*
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if(correctTickHistory)
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CorrectTicks(symbol,tickArray);
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*/
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int file_handle=FileOpen(outputFile, FILE_WRITE | FILE_CSV);
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if(file_handle!=INVALID_HANDLE)
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{
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msg["status"] = (string) "CONNECTED";
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msg["type"] = (string) "NORMAL";
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msg["data"] = (string) StringFormat("Writing to: %s\\%s", TerminalInfoString(TERMINAL_DATA_PATH), outputFile);
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if(liveStream)
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InformClientSocket(liveSocket, msg.Serialize());
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ActionDoneOrError(ERR_SUCCESS, __FUNCTION__, "ERR_SUCCESS");
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//ActionDoneOrError(ERR_SUCCESS , __FUNCTION__, dataSocket);
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// Inform client that file is avalable for writing
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PrintFormat("%s file is available for writing",fileName);
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PrintFormat("File path: %s\\Files\\",TerminalInfoString(TERMINAL_DATA_PATH));
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//--- write the time and values of signals to the file
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for(int i=0; i<tickCount; i++)
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{
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FileWrite(file_handle,tickArray[i].time_msc, ",", tickArray[i].bid, ",", tickArray[i].ask);
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msg["status"] = (string) "CONNECTED";
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msg["type"] = (string) "FLUSH";
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msg["data"] = (string) tickArray[i].time_msc;
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if(liveStream)
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InformClientSocket(liveSocket, msg.Serialize());
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}
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//--- close the file
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FileClose(file_handle);
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PrintFormat("Data is written, %s file is closed",fileName);
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msg["status"] = (string) "DISCONNECTED";
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msg["type"] = (string) "NORMAL";
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msg["data"] = (string) StringFormat("Writing to: %s\\%s", outputFile, " is finished");
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if(liveStream)
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InformClientSocket(liveSocket, msg.Serialize());
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}
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else
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{
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// File is not available for writing
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mControl.mSetUserError(65542, GetErrorID(65542));
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CheckError(__FUNCTION__);
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}
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connectedFlag=false;
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}
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// Write CVS fle to local directory
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else
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if(actionType=="WRITE" && chartTF!="TICK")
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{
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CJAVal c, d;
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MqlRates r[];
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int spread[];
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string fileName=symbol + "-" + chartTF + ".csv"; // file name
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string directoryName="Data"; // directory name
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string outputFile=directoryName+"//"+fileName;
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int barCount;
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ENUM_TIMEFRAMES period=GetTimeframe(chartTF);
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datetime fromDate=(datetime)dataObject["fromDate"].ToInt();
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datetime toDate=TimeCurrent();
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if(dataObject["toDate"].ToInt()!=NULL)
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toDate=(datetime)dataObject["toDate"].ToInt();
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Print("Fetching HISTORY");
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Print("1) Symbol :"+symbol);
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Print("2) Timeframe :"+EnumToString(period));
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Print("3) Date from :"+TimeToString(fromDate));
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if(dataObject["toDate"].ToInt()!=NULL)
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Print("4) Date to:"+TimeToString(toDate));
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barCount=CopyRates(symbol,period,fromDate,toDate,r);
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if(CopySpread(symbol,period, fromDate, toDate, spread)!=1)
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{
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mControl.mSetUserError(65541, GetErrorID(65541));
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}
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Print("Preparing tick data of ", barCount, " ticks for ", symbol);
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int file_handle=FileOpen(outputFile, FILE_WRITE | FILE_CSV);
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if(file_handle!=INVALID_HANDLE)
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{
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ActionDoneOrError(ERR_SUCCESS, __FUNCTION__, "ERR_SUCCESS");;
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PrintFormat("%s file is available for writing",outputFile);
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PrintFormat("File path: %s\\Files\\",TerminalInfoString(TERMINAL_DATA_PATH));
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//--- write the time and values of signals to the file
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for(int i=0; i<barCount; i++)
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FileWrite(file_handle,r[i].time, ",", r[i].open, ",", r[i].high, ",", r[i].low, ",", r[i].close, ",", r[i].tick_volume, spread[i]);
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//--- close the file
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FileClose(file_handle);
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PrintFormat("Data is written, %s file is closed", outputFile);
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}
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else
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{
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mControl.mSetUserError(65542, GetErrorID(65542));
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CheckError(__FUNCTION__);
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}
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}
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else
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if(actionType=="DATA" && chartTF=="TICK")
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{
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CJAVal data, d;
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MqlTick tickArray[];
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ENUM_TIMEFRAMES period=GetTimeframe(chartTF);
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datetime fromDate=(datetime)dataObject["fromDate"].ToInt();
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datetime toDate=TimeCurrent();
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if(dataObject["toDate"].ToInt()!=NULL)
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toDate=(datetime)dataObject["toDate"].ToInt();
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if(debug)
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{
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Print("Fetching HISTORY");
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Print("1) Symbol: "+symbol);
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Print("2) Timeframe: Ticks");
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Print("3) Date from: "+TimeToString(fromDate));
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if(dataObject["toDate"].ToInt()!=NULL)
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Print("4) Date to:"+TimeToString(toDate));
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}
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int tickCount = 0;
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ulong fromDateM = StringToTime(fromDate);
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ulong toDateM = StringToTime(toDate);
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tickCount=CopyTicksRange(symbol,tickArray, COPY_TICKS_ALL, 1000*(ulong)fromDateM, 1000*(ulong)toDateM);
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Print("Preparing tick data of ", tickCount, " ticks for ", symbol);
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/*
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if(correctTickHistory)
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CorrectTicks(symbol,tickArray);
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*/
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if(tickCount)
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{
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for(int i=0; i<tickCount; i++)
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{
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data[i][0]=(long) tickArray[i].time_msc;
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data[i][1]=(double) tickArray[i].bid;
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data[i][2]=(double) tickArray[i].ask;
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}
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d["data"].Set(data);
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}
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else
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{
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d["data"].Add(data);
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}
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Print("Finished preparing tick data");
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d["symbol"]=symbol;
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d["timeframe"]=chartTF;
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PushHistoricalData(d);
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}
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else
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if(actionType=="DATA" && chartTF!="TICK")
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{
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CJAVal c, d;
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MqlRates r[];
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int spread[];
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int barCount=0;
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ENUM_TIMEFRAMES period=GetTimeframe(chartTF);
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datetime fromDate=(datetime)dataObject["fromDate"].ToInt();
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datetime toDate=TimeCurrent();
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if(dataObject["toDate"].ToInt()!=NULL)
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toDate=(datetime)dataObject["toDate"].ToInt();
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if(debug)
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{
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Print("Fetching HISTORY");
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Print("1) Symbol :"+symbol);
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Print("2) Timeframe :"+EnumToString(period));
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Print("3) Date from :"+TimeToString(fromDate));
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if(dataObject["toDate"].ToInt()!=NULL)
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Print("4) Date to:"+TimeToString(toDate));
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}
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barCount=CopyRates(symbol, period, fromDate, toDate, r);
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if(CopySpread(symbol,period, fromDate, toDate, spread)!=1) { /*mControl.Check();*/ }
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if(barCount)
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{
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for(int i=0; i<barCount; i++)
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{
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c[i][0]=(long) r[i].time;
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c[i][1]=(double) r[i].open;
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c[i][2]=(double) r[i].high;
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c[i][3]=(double) r[i].low;
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c[i][4]=(double) r[i].close;
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c[i][5]=(double) r[i].tick_volume;
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c[i][6]=(int) spread[i];
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}
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d["data"].Set(c);
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}
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else
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{
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d["data"].Add(c);
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}
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d["symbol"]=symbol;
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d["timeframe"]=chartTF;
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PushHistoricalData(d);
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}
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else
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if(actionType=="TRADES")
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{
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CDealInfo tradeInfo;
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CJAVal trades, data;
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if(HistorySelect(0,TimeCurrent()))
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{
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// Get total deals in history
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int total = HistoryDealsTotal();
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ulong ticket; // deal ticket
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for(int i=0; i<total; i++)
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{
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if((ticket=HistoryDealGetTicket(i))>0)
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{
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tradeInfo.Ticket(ticket);
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data["ticket"]=(long) tradeInfo.Ticket();
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data["time"]=(long) tradeInfo.Time();
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data["price"]=(double) tradeInfo.Price();
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data["volume"]=(double) tradeInfo.Volume();
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data["symbol"]=(string) tradeInfo.Symbol();
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data["type"]=(string) tradeInfo.TypeDescription();
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data["entry"]=(long) tradeInfo.Entry();
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data["profit"]=(double) tradeInfo.Profit();
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trades["trades"].Add(data);
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}
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}
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}
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else
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{
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trades["trades"].Add(data);
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}
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string t=trades.Serialize();
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if(debug)
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Print(t);
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InformClientSocket(dataSocket,t);
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}
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else
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{
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mControl.mSetUserError(65538, GetErrorID(65538));
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CheckError(__FUNCTION__);
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}
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}
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//+------------------------------------------------------------------+
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