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Ichinga Samuel
2024-08-27 05:57:07 +01:00
parent 3b62e145a7
commit a972a06da8
11 changed files with 249 additions and 58 deletions
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@@ -2,20 +2,166 @@
"cells": [
{
"cell_type": "code",
"execution_count": null,
"execution_count": 5,
"id": "f4500c8d-0e58-4d3f-8dd3-06a4896f397f",
"metadata": {},
"outputs": [],
"source": [
"import shelve\n",
"import pickle\n",
"import zlib\n",
"import lzma\n",
"import pytz\n",
"# import shelve\n",
"# import pickle\n",
"# import zlib\n",
"# import lzma\n",
"# import pytz\n",
"from datetime import datetime, timedelta\n",
"from aiomql import MetaTrader, MetaTester, TimeFrame, TestData, AccountInfo, TimeFrame, CopyTicks, Account, GetData\n",
"# from MetaTrader5 import SymbolInfo\n",
"import pandas as pd"
"from aiomql import MetaTrader, TimeFrame, AccountInfo, TimeFrame, CopyTicks, Account, Symbol\n",
"from MetaTrader5 import SymbolInfo\n",
"import pandas as pd\n",
"from pandas import DataFrame\n",
"import pytz"
]
},
{
"cell_type": "code",
"execution_count": 2,
"id": "f2ef126c-6edc-4651-8a81-06bb97eed6f9",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"True\n"
]
}
],
"source": [
"res = await Account().sign_in()\n",
"print(res)"
]
},
{
"cell_type": "code",
"execution_count": 19,
"id": "2c598a85-1e90-49b0-abf1-87329597feae",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"4"
]
},
"execution_count": 19,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"tz = pytz.timezone('Etc/UTC')\n",
"sym = Symbol(name='EURUSD')\n",
"start = datetime(day=22, month=8, year=2024, tzinfo=tz)\n",
"end = datetime(day=26, month=8, year=2024, hour=12, tzinfo=tz)\n",
"# rates = await sym.mt5.copy_rates_from(symbol='EURUSD', date_from=end, count=5, timeframe=TimeFrame.H12)\n",
"rates = await sym.mt5.copy_rates_from_pos(symbol='EURUSD', start_pos=0, count=5, timeframe=TimeFrame.H12)\n",
"df = DataFrame(rates)\n",
"df['time'] = pd.to_datetime(df['time'], unit='s')\n",
"df.index[-1]"
]
},
{
"cell_type": "code",
"execution_count": 30,
"id": "0a7d319c-5760-4058-994f-27e8d10df108",
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
"<div>\n",
"<style scoped>\n",
" .dataframe tbody tr th:only-of-type {\n",
" vertical-align: middle;\n",
" }\n",
"\n",
" .dataframe tbody tr th {\n",
" vertical-align: top;\n",
" }\n",
"\n",
" .dataframe thead th {\n",
" text-align: right;\n",
" }\n",
"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>time</th>\n",
" <th>open</th>\n",
" <th>high</th>\n",
" <th>low</th>\n",
" <th>close</th>\n",
" <th>tick_volume</th>\n",
" <th>spread</th>\n",
" <th>real_volume</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>2024-08-25 12:00:00</td>\n",
" <td>1.11869</td>\n",
" <td>1.11947</td>\n",
" <td>1.11849</td>\n",
" <td>1.11894</td>\n",
" <td>4570</td>\n",
" <td>1</td>\n",
" <td>0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>2024-08-26 00:00:00</td>\n",
" <td>1.11894</td>\n",
" <td>1.12016</td>\n",
" <td>1.11628</td>\n",
" <td>1.11652</td>\n",
" <td>43583</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>2024-08-26 12:00:00</td>\n",
" <td>1.11652</td>\n",
" <td>1.11790</td>\n",
" <td>1.11501</td>\n",
" <td>1.11618</td>\n",
" <td>45034</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" time open high low close tick_volume \\\n",
"2 2024-08-25 12:00:00 1.11869 1.11947 1.11849 1.11894 4570 \n",
"3 2024-08-26 00:00:00 1.11894 1.12016 1.11628 1.11652 43583 \n",
"4 2024-08-26 12:00:00 1.11652 1.11790 1.11501 1.11618 45034 \n",
"\n",
" spread real_volume \n",
"2 1 0 \n",
"3 0 0 \n",
"4 0 0 "
]
},
"execution_count": 30,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df.loc[2:6]"
]
},
{