Files
Ichinga Samuel 4f0150a552 v3.23
2024-10-29 13:04:45 +01:00

13 KiB

Symbol

Symbol class for handling a financial instrument.

class Symbol(SymbolInfo)

Main class for handling a financial instrument. A subclass of SymbolInfo and Base it has attributes and methods for working with a financial instrument.

Attributes:

Name Type Description Default
name str The name of the symbol. None
mt5 MetaTrader MetaTrader instance. None
config Config Config instance. None
account Account Account instance. None
tick Tick The current price tick of the symbol. None

Methods:

Name Description
pip Returns the pip value of the symbol. This is ten times the point value for forex symbols.
info_tick Get the current price tick of a financial instrument.
symbol_select Select a symbol in the MarketWatch window or remove a symbol from the window.
info Get data on the specified financial instrument and update the symbol object properties.
init Initialized the symbol by pulling properties from the terminal.
book_add Subscribes the MetaTrader 5 terminal to the Market Depth change events for a specified symbol.
book_get Returns a tuple of BookInfo featuring Market Depth entries for the specified symbol.
book_release Cancels subscription of the MetaTrader 5 terminal to the Market Depth change events for a specified symbol.
compute_volume Computes the volume of a trade based on the amount and the number of pips to target.
currency_conversion Convert from one currency to the other.
copy_rates_from Get bars from the MetaTrader 5 terminal starting from the specified date.
copy_rates_from_pos Get bars from the MetaTrader 5 terminal starting from the specified index.
copy_rates_range Get bars in the specified date range from the MetaTrader 5 terminal.
copy_ticks_from Get ticks from the MetaTrader 5 terminal starting from the specified date.
copy_ticks_range Get ticks for the specified date range from the MetaTrader 5 terminal.

Notes:

Full properties are on the SymbolInfo Object. Make sure Symbol is always initialized with a name argument

pip

@property
def pip()

Returns the pip value of the symbol. This is ten times the point value for forex symbols.

Returns:

Type Description
float The pip value of the symbol.

info_tick

async def info_tick(*, name: str = "") -> Tick

Get the current price tick of a financial instrument.

Arguments:

Name Type Description Default
name str The name of the symbol. None

Returns:

Type Description
Tick Return a Tick Object

Raises:

Exception Description
ValueError If request was unsuccessful and None was returned

symbol_select

async def symbol_select(*, enable: bool = True) -> bool

Select a symbol in the MarketWatch window or remove a symbol from the window. Update the select property

Arguments:

Name Type Description Default
enable bool Switch. Optional unnamed parameter. If 'false', a symbol should be removed from the MarketWatch window. None

Returns:

Type Description
bool True if successful, otherwise False.

info

async def info() -> SymbolInfo

Get data on the specified financial instrument and update the symbol object properties

Returns:

Type Description
SymbolInfo SymbolInfo if successful

Raises:

Exception Description
ValueError If request was unsuccessful and None was returned

init

async def init() -> bool

Initialized the symbol by pulling properties from the terminal

Returns:

Type Description
bool Returns True if symbol info was successful initialized

book_add

async def book_add() -> bool

Subscribes the MetaTrader 5 terminal to the Market Depth change events for a specified symbol. If the symbol is not in the list of instruments for the market, This method will return False

Returns:

Type Description

book_get

async def book_get() -> tuple[BookInfo]

Returns a tuple of BookInfo featuring Market Depth entries for the specified symbol.

Returns:

Type Description
tuple[BookInfo] Returns the Market Depth contents as a tuples of BookInfo Objects

Raises:

Exception Description
ValueError If request was unsuccessful and None was returned

book_release

async def book_release() -> bool

Cancels subscription of the MetaTrader 5 terminal to the Market Depth change events for a specified symbol.

Returns:

Type Description
bool True if successful, otherwise False.

compute_volume

async def compute_volume(*,
                         amount: float,
                         pips: float,
                         use_minimum: bool = True) -> float

Computes the volume of a trade based on the amount and the number of pips to target. This is a dummy method that returns the minimum volume of the symbol. It is meant to be overridden by a subclass Checkout Forex Symbol implementation in ForexSymbol

Arguments:

Name Type Description Default
amount float Amount to risk in the trade None
pips float Number of pips to target None
use_minimum bool If True, the minimum volume is returned if the computed volume is less than the minimum volume. True

Returns:

Type Description
float Returns the volume of the trade

currency_conversion

async def currency_conversion(*, amount: float, base: str,
                              quote: str) -> float

Convert from one currency to the other.

Arguments:

Name Type Description Default
amount float Amount to convert given in terms of the quote currency None
base str The base currency of the pair None
quote str The quote currency of the pair None

Returns:

Type Description
float Amount in terms of the base currency or None if it failed to convert

Raises:

Exception Description
ValueError If conversion is impossible

copy_rates_from

async def copy_rates_from(*,
                          timeframe: TimeFrame,
                          date_from: datetime | int,
                          count: int = 500) -> Candles

Get bars from the MetaTrader 5 terminal starting from the specified date.

Arguments:

Name Type Description Default
timeframe TimeFrame Timeframe the bars are requested for. Set by a value from the TimeFrame enumeration. Required unnamed parameter
date_from datetime, int Date of opening of the first bar from the requested sample. Set by the 'datetime' object or as a number of seconds elapsed since 1970.01.01. Required unnamed parameter
count int Number of bars to receive. Required unnamed parameter

Returns:

Type Description
Candles Returns a Candles object as a collection of rates ordered chronologically

Raises:

Exception Description
ValueError If request was unsuccessful and None was returned

copy_rates_from_pos

async def copy_rates_from_pos(*,
                              timeframe: TimeFrame,
                              count: int = 500,
                              start_position: int = 0) -> Candles

Get bars from the MetaTrader 5 terminal starting from the specified index.

Arguments:

Name Type Description Default
timeframe TimeFrame TimeFrame value from TimeFrame Enum. Required keyword only parameter Required keyword only parameter
count int Number of bars to return. Keyword argument defaults to 500 500
start_position int Initial index of the bar the data are requested from. The numbering of bars goes from present to past. Thus, the zero bar means the current one. Keyword argument defaults to 0. 0

Returns:

Type Description
Candles Returns a Candles object as a collection of rates ordered chronologically.

Raises:

Exception Description
ValueError If request was unsuccessful and None was returned

copy_rates_range

async def copy_rates_range(*, timeframe: TimeFrame, date_from: datetime | int,
                           date_to: datetime | int) -> Candles

Get bars in the specified date range from the MetaTrader 5 terminal.

Arguments:

Name Type Description Default
timeframe TimeFrame Timeframe for the bars using the TimeFrame enumeration. Required unnamed parameter. Required unnamed parameter
date_from datetime, int Date the bars are requested from. Set by the 'datetime' object or as a number of seconds elapsed since 1970.01.01. Bars with the open time >= date_from are returned. Required unnamed parameter. Required unnamed parameter
date_to datetime, int Date, up to which the bars are requested. Set by the 'datetime' object or as a number of seconds elapsed since 1970.01.01. Bars with the open time <= date_to are returned. Required unnamed parameter. Required unnamed parameter

Returns:

Type Description
Candles Returns a Candles object as a collection of rates ordered chronologically.

Raises:

Exception Description
ValueError If request was unsuccessful and None was returned

copy_ticks_from

async def copy_ticks_from(*,
                          date_from: datetime | int,
                          count: int = 100,
                          flags: CopyTicks = CopyTicks.ALL) -> Ticks

Get ticks from the MetaTrader 5 terminal starting from the specified date.

Arguments:

Name Type Description Default
date_from datetime, int Date the ticks are requested from. Set by the 'datetime' object or as a number of seconds elapsed since 1970.01.01. Required unnamed parameter
count int Number of requested ticks. Defaults to 100 Required unnamed parameter
flags CopyTicks A flag to define the type of the requested ticks from CopyTicks enum. INFO is the default Required unnamed parameter

Returns:

Type Description
Ticks Returns a Ticks object as a collection of ticks ordered chronologically.

Raises:

Exception Description
ValueError If request was unsuccessful and None was returned

copy_ticks_range

async def copy_ticks_range(*,
                           date_from: datetime | int,
                           date_to: datetime | int,
                           flags: CopyTicks = CopyTicks.ALL) -> Ticks

Get ticks for the specified date range from the MetaTrader 5 terminal.

Arguments:

Name Type Description Default
date_from datetime, int Date the ticks are requested from. Set by the 'datetime' object or as a number of seconds elapsed since 1970.01.01. Required unnamed parameter
date_to datetime, int Date, up to which the ticks are requested. Set by the 'datetime' object or as a number of seconds elapsed since 1970.01.01. Required unnamed parameter
flags CopyTicks A flag to define the type of the requested ticks from CopyTicks enum. INFO is the default Required unnamed parameter

Returns:

Type Description
Ticks Returns a Ticks object as a collection of ticks ordered chronologically.

Raises:

Exception Description
ValueError If request was unsuccessful and None was returned