aiomql/docs/core/backtesting/get_data.md

Get Data

Table of Contents

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

Cursor

class Cursor(NamedTuple)

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

BackTestData

@dataclass
class BackTestData

The data class to store the backtesting data.

Attributes:

Name	Type	Description
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

class GetData

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

Attributes:

Name	Type	Description
start	datetime	The start date of the data
end	datetime	The end date of the data
symbols	Iterable[str]	The symbols to get the data for
timeframes	Iterable[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.

Parameters:

Name	Type	Description
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.

Parameters:

Name	Type	Description
data	BackTestData	The data to pickle
name	str | Path	The name of the file

load_data

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

Load the data from a file.

Parameters:

Name	Type	Description
name	str | Path	The name of the file

save_data

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

Save the data to a file.

Parameters:

Name	Type	Description
name	str | Path	The name of the file

get_data

async def get_data(workers: int = None)

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

Parameters:

Name	Type	Description
workers	int	The number of workers to use in the task queue