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Working with databases
The functions for working with databases apply the popular and easy-to-use SQLite engine. The convenient feature of this engine is that the entire database is located in a single file on a user PC's hard disk.
The functions allow for convenient creation of tables, adding data to them, performing modifications and sampling using simple SQL requests:
- receiving trading history and quotes from any formats,
- saving optimization and test results,
- preparing and exchanging data with other analysis packages,
- storing MQL5 application settings and status.
Queries allow using statistical and mathematical functions.
The functions for working with databases allow you to replace the most repetitive large data array handling operations with SQL requests, so that it is often possible to use the DatabaseExecute/DatabasePrepare calls instead of programming complex loops and comparisons. Use the DatabaseReadBind function to conveniently obtain query results in a ready-made structure. The function allows reading all record fields at once within a single call.
To accelerate reading, writing and modification, a database can be opened/created in RAM with the DATABASE_OPEN_MEMORY flag, although such a database is available only to a specific application and is not shared. When working with databases located on the hard disk, bulk data inserts/changes should be wrapped in transactions using DatabaseTransactionBegin/DatabaseTransactionCommit/DatabaseTransactionRollback. This accelerates the process hundreds of times.
To start working with the functions, read the article SQLite: Native handling of SQL databases in MQL5.
| Function | Action |
|---|---|
| DatabaseOpen | Opens or creates a database in a specified file |
| DatabaseClose | Closes a database |
| DatabaseImport | Imports data from a file into a table |
| DatabaseExport | Exports a table or an SQL request execution result to a CSV file |
| DatabasePrint | Prints a table or an SQL request execution result in the Experts journal |
| DatabaseTableExists | Checks the presence of the table in a database |
| DatabaseExecute | Executes a request to a specified database |
| DatabasePrepare | Creates a handle of a request, which can then be executed using DatabaseRead() |
| DatabaseReset | Resets a request, like after calling DatabasePrepare() |
| DatabaseBind | Sets a parameter value in a request |
| DatabaseBindArray | Sets an array as a parameter value |
| DatabaseRead | Moves to the next entry as a result of a request |
| DatabaseReadBind | Moves to the next record and reads data into the structure from it |
| DatabaseFinalize | Removes a request created in DatabasePrepare() |
| DatabaseTransactionBegin | Starts transaction execution |
| DatabaseTransactionCommit | Completes transaction execution |
| DatabaseTransactionRollback | Rolls back transactions |
| DatabaseColumnsCount | Gets the number of fields in a request |
| DatabaseColumnName | Gets a field name by index |
| DatabaseColumnType | Gets a field type by index |
| DatabaseColumnSize | Gets a field size in bytes |
| DatabaseColumnText | Gets a field value as a string from the current record |
| DatabaseColumnInteger | Gets the int type value from the current record |
| DatabaseColumnLong | Gets the long type value from the current record |
| DatabaseColumnDouble | Gets the double type value from the current record |
| DatabaseColumnBlob | Gets a field value as an array from the current record |
Statistical functions:
- mode – mode
- median – median (50th percentile)
- percentile_25 – 25th percentile
- percentile_75
- percentile_90
- percentile_95
- percentile_99
- stddev or stddev_samp — sample standard deviation
- stddev_pop — population standard deviation
- variance or var_samp — sample variance
- var_pop — population variance
Mathematical functions
- acos(X) – arccosine in radians
- acosh(X) – hyperbolic arccosine
- asin(X) – arcsine in radians
- asinh(X) – hyperbolic arcsine
- atan(X) – arctangent in radians
- atan2(X,Y) – arctangent in radians of the X/Y ratio
- atanh(X) – hyperbolic arctangent
- ceil(X) – rounding up to an integer
- ceiling(X) – rounding up to an integer
- cos(X) – angle cosine in radians
- cosh(X) – hyperbolic cosine
- degrees(X) – convert radians into the angle
- exp(X) – exponent
- floor(X) – rounding down to an integer
- ln(X) – natural logarithm
- log(B,X) – logarithm to the indicated base
- log(X) – decimal logarithm
- log10(X) – decimal logarithm
- log2(X) – logarithm to base 2
- mod(X,Y) – remainder of division
- pi() – approximate Pi
- pow(X,Y) – power by the indicated base
- power(X,Y) – power by the indicated base
- radians(X) – convert the angle into radians
- sin(X) – angle sine in radians
- sinh(X) – hyperbolic sine
- sqrt(X) – square root
- tan(X) – angle tangent in radians
- tanh(X) – hyperbolic tangent
- trunc(X) – truncate to an integer closest to 0
Example:
select
count(*) as book_count,
cast(avg(parent) as integer) as mean,
cast(median(parent) as integer) as median,
mode(parent) as mode,
percentile_90(parent) as p90,
percentile_95(parent) as p95,
percentile_99(parent) as p99
from moz_bookmarks;