mirror of
https://github.com/softwaredevelop/mql5.git
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162 lines
5.8 KiB
Plaintext
162 lines
5.8 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Market_Calendar_Pro.mq5 |
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//| Fundamental Risk Mapper for QuantScan |
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//| Copyright 2026, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "3.00" // Advanced Sector Filtering & Holiday Bypass
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#property description "Exports Daily Economic Events to CSV."
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#property script_show_inputs
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//--- Input Parameters
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input group "Calendar Settings"
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input datetime InpDateFrom = 0; // Start Date (0 = Today)
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input bool InpFilterHighOnly = false; // Show only High Impact?
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input bool InpIncludeMedium = true; // Include Medium Impact?
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//--- Selected Currencies (Core Portfolio Exposure)
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string g_currencies[] = {"USD", "EUR", "GBP", "JPY", "CHF", "AUD"};
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//+------------------------------------------------------------------+
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//| Script Start |
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//+------------------------------------------------------------------+
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void OnStart()
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{
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// 1. Define Time Range
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datetime time_start = (InpDateFrom == 0) ? iTime(NULL, PERIOD_D1, 0) : InpDateFrom;
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datetime time_end = time_start + 86400; // 24 hours later
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// 2. Output File Setup
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string date_str = TimeToString(time_start, TIME_DATE); // "2026.02.17"
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StringReplace(date_str, ".", ""); // "20260217"
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string filename = "MarketCalendar_" + date_str + ".csv";
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int file_handle = FileOpen(filename, FILE_CSV|FILE_WRITE|FILE_ANSI, ";");
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if(file_handle == INVALID_HANDLE)
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{
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Print("Error opening CSV for writing.");
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return;
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}
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// Write Header (Explicit DATE column included)
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FileWrite(file_handle, "DATE", "TIME", "COUNTRY", "CURRENCY", "IMPORTANCE", "EVENT", "PREVIOUS", "FORECAST", "ACTUAL");
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// 3. Fetch Events
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MqlCalendarValue values[];
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if(CalendarValueHistory(values, time_start, time_end))
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{
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int total = ArraySize(values);
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PrintFormat("Found %d total events. Applying Portfolio Filters...", total);
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int written_rows = 0;
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for(int i = 0; i < total; i++)
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{
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ulong event_id = values[i].event_id;
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MqlCalendarEvent event;
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MqlCalendarCountry country;
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if(!CalendarEventById(event_id, event))
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continue;
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if(!CalendarCountryById(event.country_id, country))
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continue;
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// --- FILTER 1: Target Currencies ---
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bool currency_match = false;
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for(int c = 0; c < ArraySize(g_currencies); c++)
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{
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if(country.currency == g_currencies[c])
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{
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currency_match = true;
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break;
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}
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}
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if(!currency_match)
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continue;
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// --- FILTER 2: Target Macro Sectors ---
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bool is_core_macro = false;
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switch(event.sector)
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{
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case CALENDAR_SECTOR_BUSINESS:
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case CALENDAR_SECTOR_CONSUMER:
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case CALENDAR_SECTOR_GDP:
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case CALENDAR_SECTOR_HOLIDAYS:
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case CALENDAR_SECTOR_JOBS:
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case CALENDAR_SECTOR_MARKET:
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case CALENDAR_SECTOR_MONEY:
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case CALENDAR_SECTOR_PRICES:
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is_core_macro = true;
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break;
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}
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// Drop irrelevant noise (e.g. Housing, Retail specific, Taxes, etc.)
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if(!is_core_macro)
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continue;
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// --- FILTER 3: Importance (with Holiday Bypass) ---
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string impact = "LOW/NONE";
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// Holidays are often marked as LOW/NONE importance in MT5,
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// but we MUST pass them to the LLM.
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if(event.sector == CALENDAR_SECTOR_HOLIDAYS)
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{
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impact = "HOLIDAY";
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}
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else
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{
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bool is_high = (event.importance == CALENDAR_IMPORTANCE_HIGH);
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bool is_med = (event.importance == CALENDAR_IMPORTANCE_MODERATE);
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if(InpFilterHighOnly && !is_high)
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continue;
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if(!InpFilterHighOnly && !InpIncludeMedium && !is_high)
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continue;
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if(!is_high && !is_med)
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continue; // Drop standard Low/None events
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impact = (is_high) ? "HIGH" : "MEDIUM";
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}
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// Format Date and Time
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string date_val_str = TimeToString(values[i].time, TIME_DATE); // "2026.04.26"
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string time_val_str = TimeToString(values[i].time, TIME_MINUTES); // "14:30"
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// Format Statistical Values
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string s_prev = values[i].HasPreviousValue() ? DoubleToString(values[i].GetPreviousValue(), 2) : "-";
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string s_fore = values[i].HasForecastValue() ? DoubleToString(values[i].GetForecastValue(), 2) : "-";
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string s_act = values[i].HasActualValue() ? DoubleToString(values[i].GetActualValue(), 2) : "-";
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// Clean Event Name (Prevent CSV delimiter breakage)
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string ev_name = event.name;
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StringReplace(ev_name, ";", " ");
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// Write Row
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FileWrite(file_handle,
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date_val_str,
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time_val_str,
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country.code,
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country.currency,
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impact,
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ev_name,
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s_prev,
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s_fore,
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s_act
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);
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written_rows++;
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}
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PrintFormat("Processing complete. Exported %d high-relevance portfolio events.", written_rows);
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}
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else
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{
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Print("No events found or failed to retrieve history.");
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}
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FileClose(file_handle);
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Print("Done. File saved: ", filename);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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