Added UI and basic monitoring
This commit is contained in:
Jamie Cash
+59
-35
@@ -1,5 +1,5 @@
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import pandas as pd
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import MetaTrader5 as mt5
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import MetaTrader5
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import logging
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@@ -9,27 +9,27 @@ class MT5:
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"""
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# Timeframes
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TIMEFRAME_M1 = mt5.TIMEFRAME_M1
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TIMEFRAME_M2 = mt5.TIMEFRAME_M2
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TIMEFRAME_M3 = mt5.TIMEFRAME_M3
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TIMEFRAME_M4 = mt5.TIMEFRAME_M4
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TIMEFRAME_M5 = mt5.TIMEFRAME_M5
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TIMEFRAME_M6 = mt5.TIMEFRAME_M6
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TIMEFRAME_M10 = mt5.TIMEFRAME_M10
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TIMEFRAME_M12 = mt5.TIMEFRAME_M10
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TIMEFRAME_M15 = mt5.TIMEFRAME_M15
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TIMEFRAME_M20 = mt5.TIMEFRAME_M20
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TIMEFRAME_M30 = mt5.TIMEFRAME_M30
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TIMEFRAME_H1 = mt5.TIMEFRAME_H1
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TIMEFRAME_H2 = mt5.TIMEFRAME_H2
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TIMEFRAME_H3 = mt5.TIMEFRAME_H3
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TIMEFRAME_H4 = mt5.TIMEFRAME_H4
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TIMEFRAME_H6 = mt5.TIMEFRAME_H6
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TIMEFRAME_H8 = mt5.TIMEFRAME_H8
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TIMEFRAME_H12 = mt5.TIMEFRAME_H12
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TIMEFRAME_D1 = mt5.TIMEFRAME_D1
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TIMEFRAME_W1 = mt5.TIMEFRAME_W1
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TIMEFRAME_MN1 = mt5.TIMEFRAME_MN1
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TIMEFRAME_M1 = MetaTrader5.TIMEFRAME_M1
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TIMEFRAME_M2 = MetaTrader5.TIMEFRAME_M2
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TIMEFRAME_M3 = MetaTrader5.TIMEFRAME_M3
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TIMEFRAME_M4 = MetaTrader5.TIMEFRAME_M4
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TIMEFRAME_M5 = MetaTrader5.TIMEFRAME_M5
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TIMEFRAME_M6 = MetaTrader5.TIMEFRAME_M6
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TIMEFRAME_M10 = MetaTrader5.TIMEFRAME_M10
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TIMEFRAME_M12 = MetaTrader5.TIMEFRAME_M10
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TIMEFRAME_M15 = MetaTrader5.TIMEFRAME_M15
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TIMEFRAME_M20 = MetaTrader5.TIMEFRAME_M20
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TIMEFRAME_M30 = MetaTrader5.TIMEFRAME_M30
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TIMEFRAME_H1 = MetaTrader5.TIMEFRAME_H1
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TIMEFRAME_H2 = MetaTrader5.TIMEFRAME_H2
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TIMEFRAME_H3 = MetaTrader5.TIMEFRAME_H3
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TIMEFRAME_H4 = MetaTrader5.TIMEFRAME_H4
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TIMEFRAME_H6 = MetaTrader5.TIMEFRAME_H6
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TIMEFRAME_H8 = MetaTrader5.TIMEFRAME_H8
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TIMEFRAME_H12 = MetaTrader5.TIMEFRAME_H12
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TIMEFRAME_D1 = MetaTrader5.TIMEFRAME_D1
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TIMEFRAME_W1 = MetaTrader5.TIMEFRAME_W1
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TIMEFRAME_MN1 = MetaTrader5.TIMEFRAME_MN1
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def __init__(self):
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# Connect to MetaTrader5. Opens if not already open.
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@@ -38,43 +38,43 @@ class MT5:
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self.log = logging.getLogger(__name__)
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# Open MT5 and log error if it could not open
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if not mt5.initialize():
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if not MetaTrader5.initialize():
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self.log.error("initialize() failed")
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mt5.shutdown()
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MetaTrader5.shutdown()
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# Print connection status
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self.log.debug(mt5.terminal_info())
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self.log.debug(MetaTrader5.terminal_info())
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# Print data on MetaTrader 5 version
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self.log.debug(mt5.version())
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self.log.debug(MetaTrader5.version())
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def __del__(self):
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# shut down connection to the MetaTrader 5 terminal
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mt5.shutdown()
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MetaTrader5.shutdown()
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def get_symbols(self):
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"""
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Gets list of symbols open in MT5 market watch.
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:return: list of symbols
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:return: list of symbol names
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"""
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# Iterate symbols and get those in market watch.
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symbols = mt5.symbols_get()
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symbols = MetaTrader5.symbols_get()
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selected_symbols = []
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for symbol in symbols:
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if symbol.visible:
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selected_symbols.append(symbol)
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selected_symbols.append(symbol.name)
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# Log symbol counts
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total_symbols = mt5.symbols_total()
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total_symbols = MetaTrader5.symbols_total()
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num_selected_symbols = len(selected_symbols)
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self.log.info(f"{num_selected_symbols} of {total_symbols} available symbols in Market Watch.")
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self.log.debug(f"{num_selected_symbols} of {total_symbols} available symbols in Market Watch.")
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return selected_symbols
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def get_prices(self, symbol, from_date, to_date, timeframe):
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"""
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Gets OHLC price data for the specified symbol.
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:param symbol: The MT5 symbol to get the price data for
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:param symbol: The name of the symbol to get the price data for.
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:param from_date: Date from when to retrieve data
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:param to_date: Date where to receive data to
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:param timeframe: The timeframe for the candes. Possible values are:
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@@ -101,9 +101,10 @@ class MT5:
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TIMEFRAME_MN1: 1 month
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:return: Price data for symbol as dataframe
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"""
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# Get prices from MT5
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prices = mt5.copy_rates_range(symbol.name, timeframe, from_date, to_date)
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self.log.info(f"{len(prices)} prices retrieved for {symbol.name}.")
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prices = MetaTrader5.copy_rates_range(symbol, timeframe, from_date, to_date)
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self.log.debug(f"{len(prices)} prices retrieved for {symbol}.")
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# Create dataframe from data and convert time in seconds to datetime format
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prices_dataframe = pd.DataFrame(prices)
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@@ -111,5 +112,28 @@ class MT5:
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return prices_dataframe
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def get_ticks(self, symbol, from_date, to_date):
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"""
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Gets OHLC price data for the specified symbol.
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:param symbol: The name of the symbol to get the price data for.
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:param from_date: Date from when to retrieve data
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:param to_date: Date where to receive data to
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:return: Tick data for symbol as dataframe
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"""
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# Get ticks from MT5
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ticks = MetaTrader5.copy_ticks_range(symbol, from_date, to_date, MetaTrader5.COPY_TICKS_ALL)
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# If ticks is None, there was an error
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if ticks is None:
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error = MetaTrader5.last_error()
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self.log.error(f"Error retrieving ticks for {symbol}: {error}")
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return None
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else:
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self.log.debug(f"{len(ticks)} ticks retrieved for {symbol}.")
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# Create dataframe from data and convert time in seconds to datetime format
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ticks_dataframe = pd.DataFrame(ticks)
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ticks_dataframe['time'] = pd.to_datetime(ticks_dataframe['time'], unit='s')
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return ticks_dataframe
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