update munend

Quant_Hiber_Risk_Stargy/requirements.txt

@@ -0,0 +1,5 @@
+pandas>=2.2.0
+pyarrow>=15.0.0
+MetaTrader5>=5.0.45
+python-dateutil>=2.9.0
+PyYAML>=6.0.1

Quant_Hiber_Risk_Stargy/scripts/download_data.py/download_data.py

@@ -0,0 +1,150 @@
+"""
+scripts/download_data.py
+
+Usage example:
+python scripts/download_data.py ^
+  --symbols EURUSD USDJPY GBPUSD USDCHF AUDUSD NZDUSD ^
+  --timeframes M15 H1 H4 ^
+  --start 2016-01-01 ^
+  --end 2026-01-01 ^
+  --output data/raw ^
+  --format parquet
+"""
+
+from __future__ import annotations
+
+import argparse
+import sys
+from datetime import datetime
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+if str(ROOT) not in sys.path:
+    sys.path.insert(0, str(ROOT))
+
+from src.data.mt5_fetcher import MT5Config, MT5Fetcher  # noqa: E402
+
+
+DEFAULT_SYMBOLS = ["EURUSD", "USDJPY", "GBPUSD", "USDCHF", "AUDUSD", "NZDUSD"]
+DEFAULT_TIMEFRAMES = ["M15", "H1", "H4"]
+
+
+def parse_args() -> argparse.Namespace:
+    parser = argparse.ArgumentParser(description="Download Forex historical data from MT5")
+
+    parser.add_argument(
+        "--symbols",
+        nargs="+",
+        default=DEFAULT_SYMBOLS,
+        help="List of symbols to download",
+    )
+    parser.add_argument(
+        "--timeframes",
+        nargs="+",
+        default=DEFAULT_TIMEFRAMES,
+        help="List of timeframes, e.g. M15 H1 H4",
+    )
+    parser.add_argument(
+        "--start",
+        required=True,
+        help="Start date in YYYY-MM-DD",
+    )
+    parser.add_argument(
+        "--end",
+        required=True,
+        help="End date in YYYY-MM-DD",
+    )
+    parser.add_argument(
+        "--output",
+        default="data/raw",
+        help="Output directory",
+    )
+    parser.add_argument(
+        "--format",
+        choices=["parquet", "csv"],
+        default="parquet",
+        help="File format",
+    )
+    parser.add_argument(
+        "--terminal-path",
+        default=None,
+        help="Optional MT5 terminal path",
+    )
+    parser.add_argument(
+        "--login",
+        type=int,
+        default=None,
+        help="Optional MT5 login",
+    )
+    parser.add_argument(
+        "--password",
+        default=None,
+        help="Optional MT5 password",
+    )
+    parser.add_argument(
+        "--server",
+        default=None,
+        help="Optional MT5 server name",
+    )
+
+    return parser.parse_args()
+
+
+def main() -> None:
+    args = parse_args()
+
+    start = datetime.fromisoformat(args.start)
+    end = datetime.fromisoformat(args.end)
+    output_dir = Path(args.output)
+
+    config = MT5Config(
+        terminal_path=args.terminal_path,
+        login=args.login,
+        password=args.password,
+        server=args.server,
+    )
+    fetcher = MT5Fetcher(config)
+
+    try:
+        print("[INFO] Initializing MT5...")
+        fetcher.initialize()
+        print("[INFO] MT5 initialized.")
+
+        for symbol in args.symbols:
+            for timeframe in args.timeframes:
+                print(f"[INFO] Downloading {symbol} {timeframe} ...")
+                df = fetcher.fetch_range(
+                    symbol=symbol,
+                    timeframe=timeframe,
+                    start=start,
+                    end=end,
+                )
+
+                stats = fetcher.validate_bars(df)
+                save_dir = output_dir / symbol / timeframe
+                saved_path = fetcher.save_dataframe(
+                    df=df,
+                    output_dir=save_dir,
+                    symbol=symbol,
+                    timeframe=timeframe,
+                    fmt=args.format,
+                )
+
+                print(
+                    f"[OK] {symbol} {timeframe} | rows={stats['rows']} | "
+                    f"start={stats['start']} | end={stats['end']} | "
+                    f"dup={stats['duplicate_timestamps']} | "
+                    f"nulls={stats['null_count']} | "
+                    f"bad_ohlc={stats['bad_ohlc_rows']} | "
+                    f"saved={saved_path}"
+                )
+
+        print("[DONE] Download completed successfully.")
+
+    finally:
+        fetcher.shutdown()
+        print("[INFO] MT5 shutdown.")
+
+
+if __name__ == "__main__":
+    main()