Improved project layout

2021-02-02 16:48:52 +00:00
parent ab9f685c34
commit a9b65f95c3
6 changed files with 181 additions and 165 deletions
@@ -0,0 +1,70 @@
+import pandas as pd
+import MetaTrader5 as mt5
+import logging
+
+
+class MT5:
+    """
+    A class to connect to and interface with MetaTrader 5
+    """
+
+    def __init__(self):
+        # Connect to MetaTrader5. Opens if not already open.
+
+        # Logger
+        self.log = logging.getLogger(__name__)
+
+        # Open MT5 and log error if it could not open
+        if not mt5.initialize():
+            self.log.error("initialize() failed")
+            mt5.shutdown()
+
+        # Print connection status
+        self.log.debug(mt5.terminal_info())
+
+        # Print data on MetaTrader 5 version
+        self.log.debug(mt5.version())
+
+    def __del__(self):
+        # shut down connection to the MetaTrader 5 terminal
+        mt5.shutdown()
+
+    def get_symbols(self):
+        """
+        Gets list of symbols open in MT5 market watch.
+        :return: list of symbols
+        """
+        # Iterate symbols and get those in market watch.
+        symbols = mt5.symbols_get()
+        selected_symbols = []
+        for symbol in symbols:
+            if symbol.visible:
+                selected_symbols.append(symbol)
+
+        # Log symbol counts
+        total_symbols = mt5.symbols_total()
+        num_selected_symbols = len(selected_symbols)
+        self.log.info(f"{num_selected_symbols} of {total_symbols} available symbols in Market Watch.")
+
+        return selected_symbols
+
+    def get_prices(self, symbol, from_date, to_date):
+        """
+        Gets the 1 weeks of M15 OHLC price data for the specified symbol.
+        :param symbol: The MT5 symbol to get the price data for
+        :param from_date: Date from when to retrieve data
+        :param to_date: Date where to receive data to
+        :return: Price data for symbol as dataframe
+        """
+        # Get prices from MT5
+        prices = mt5.copy_rates_range(symbol.name, mt5.TIMEFRAME_M15, from_date, to_date)
+        self.log.info(f"{len(prices)} prices retrieved for {symbol.name}.")
+
+        # Create dataframe from data and convert time in seconds to datetime format
+        prices_dataframe = pd.DataFrame(prices)
+        prices_dataframe['time'] = pd.to_datetime(prices_dataframe['time'], unit='s')
+
+        return prices_dataframe
+
+
+