aiomql/Untitled.ipynb

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import shelve
import pickle
import zlib
import lzma
import pytz
from datetime import datetime, timedelta
from aiomql import MetaTrader, MetaTester, TimeFrame, TestData, AccountInfo, TimeFrame, CopyTicks, Account, GetData
# from MetaTrader5 import SymbolInfo
import pandas as pd

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now = datetime.now()
st = now.replace(hour=0, minute=0, second=0, day=1, month=1, year=2023)
et = now.replace(hour=9, minute=0, second=0)
diff = et - st
secs = int(diff.total_seconds())
# st = now.replace(hour=0, day=16)
# et = now.replace(hour=9)
# start = now.replace(day=now.day-3, tzinfo=tz)
# end = now.replace(day=now.day-1, tzinfo=tz)

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symbols = {'Volatility 10 Index', 'Volatility 100 (1s) Index', 'Volatility 25 Index'}
timeframes = {TimeFrame.M5, TimeFrame.H1, TimeFrame.M1, TimeFrame.H4, TimeFrame.M30, TimeFrame.M15}
gd = GetData(st, et, timeframes, symbols, name='data')
await gd.fail()

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symbols = {'Volatility 10 Index', 'Volatility 100 (1s) Index', 'Volatility 25 Index'}
timeframes = {TimeFrame.M5, TimeFrame.H1, TimeFrame.M1, TimeFrame.H4, TimeFrame.M30, TimeFrame.M15}
async with MetaTester(st, et, timeframes, symbols, name='data') as mt:
    # res = await mt.copy_ticks_range('Volatility 100 Index', st, et, CopyTicks.ALL)
    # print(res)
    await mt.get_and_save_data()

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df = pd.DataFrame(res)

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# df.set_index(list(range(secs)))
df.drop_duplicates(subset=['time'], keep='last', )

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df = df.set_index('time', drop=False, verify_integrity=True)

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bg = int(st.timestamp())
en = int(secs) + bg
index = range(bg, en)

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bf = len(df.index)
df = df.reindex(index=index, method='nearest')

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last = df.iloc[-1].time
print(datetime.fromtimestamp(last, tz=tz), et)

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acc = AccountInfo(balance=500)
data = MetaTester(start, end).load_data('data')
td = TestData(acc, data)

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ticks = data['ticks']['Volatility 10 Index']

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ticks[-1]

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y = TimeFrame.M5
y.time

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end.timestamp()

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len(ticks)

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type(ticks[0])

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ticks.reshape(8, 86160)

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import numpy as np

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res = np.reshape(ticks, (-1, 8))

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ticks.shape = (86160, 8)

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res = np.hstack(ticks)

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v = np.array((*ticks[0]))

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r = next(iter(ticks))

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v.shape

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ar = list(range(4))
t = np.array(ar)
t.shape = (1, 4)
t

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mt.config.login

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acc = Account()
await acc.sign_in()

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mt5 = MetaTrader()
sym = await mt5.symbol_info('Volatility 100 (1s) Index')
print(sym._asdict)

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n = datetime.now()
start = n.replace(hour=0, day=1, year=2020, month=1)
end = n.replace(hour=15)
res = await mt.copy_rates_range('Volatility 25 Index', TimeFrame.M1, start, end)

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res = pd.DataFrame(res)
len(res.index)

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print(start)

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data = shelve.open('./data/01-08-24_17-08-24', writeback=True)

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data = dict(data)

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data = pickle.dumps(data)

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data = zlib.compress(data, level=9)

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_data = lzma.compress(data)

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fh = lzma.open('./data/ldata.xz', 'w')
fh.write(_data)
fh.close()

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rb = lzma.open('./data/ldata.xz')
rbb = rb.read()
rb.close()

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rbd = lzma.decompress(rbb)

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rdata = pickle.loads(rbd)

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data.keys()

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fh = open('./data/pdata', 'wb')
pickle.dump(rdata, fh)

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fh.close()

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