aiomql/docs/core/backtesting/get_data.md

Table of Contents

• get_data
  • Cursor
  • BackTestData
    • set_attrs
    • fields
  • GetData
    • __init__
    • pickle_data
    • load_data
    • save_data
    • get_data

get_data

Cursor Objects

class Cursor(NamedTuple)

A cursor to iterate over the data. Marks the current position.

BackTestData Objects

@dataclass
class BackTestData()

The data class to store the backtesting data.

Attributes:

• name str - The name of the backtest data.
• terminal dict - The terminal information.
• version tuple - The version of the terminal.
• account dict - The account information.
• symbols dict - The symbols information.
• ticks dict - The ticks data.
• rates dict - The rates data.
• span range - The range of the data.
• range range - The range of the data.
• orders dict - The orders data.
• deals dict - The deals data.
• positions dict - The positions data.
• open_positions set - The open positions.
• cursor Cursor - The cursor to iterate over the data.
• margins dict - The margins data.
• fully_loaded bool - A flag to indicate if the data is fully loaded

set_attrs

def set_attrs(**kwargs)

Set the attributes of the class on the instance.

fields

@property
def fields()

A list of the fields of the class.

GetData Objects

class GetData()

A class to get the backtesting data from the MetaTrader5 terminal.

Attributes:

• start datetime - The start date of the data.
• end datetime - The end date of the data.
• symbols Sequence[str] - The symbols to get the data for.
• timeframes Sequence[TimeFrame] - The timeframes to get the data for.
• name str - The name of the backtest data.
• range range - The range of the data.
• span range - The span of the data.
• data BackTestData - The backtesting data.
• mt5 MetaTrader - The MetaTrader5 instance.
• task_queue TaskQueue - The task queue to handle the requests.

__init__

def __init__(*,
             start: datetime,
             end: datetime,
             symbols: Sequence[str],
             timeframes: Sequence[TimeFrame],
             name: str = "")

Get the backtesting data from the MetaTrader5 terminal.

Arguments:

• start datetime - The start date of the data.
• end datetime - The end date of the data.
• symbols Sequence[str] - The symbols to get the data for.
• timeframes Sequence[TimeFrame] - The timeframes to get the data for.
• name str - The name of the backtest data.

pickle_data

@classmethod
def pickle_data(cls, *, data: BackTestData, name: str | Path)

Pickle the data to a file.

Arguments:

• data BackTestData - The data to pickle.
• name str | Path - The name of the file to pickle the data to.

load_data

@classmethod
def load_data(cls, *, name: str | Path) -> BackTestData

Load the data from a file.

Arguments:

• name str | Path - The name of the file to load the data from.

save_data

def save_data(*, name: str | Path = "")

Save the data to a file.

Arguments:

• name str | Path - The name of the file to save the data to. If not provided, the name of the data is used.

get_data

async def get_data(workers: int = None)

Use the task queue to get the data from the MetaTrader5 terminal.

Arguments:

• workers int - The number of workers to use in the task queue. If not provided, the default number of workers is used.