Add data export tools for OHLC and tick data
**New Tools:** - export_ohlc: Export OHLC bar data from MT5 history to CSV/JSON - export_ticks: Export tick data from MT5 tick database to CSV/JSON - list_available_data: List available OHLC and tick data in MT5 **Implementation:** - definitions/data.rs: Tool schemas for data export - handlers/data.rs: Handlers that scan MT5 directories: - history/*.hst files (OHLC) - Tester/cache/* (cached data) - Bases/* (tick data) - Provides guidance on how to export since MT5 uses proprietary binary formats - Includes MQL5 script template for programmatic export **Note:** MT5 uses proprietary .hst and .ticks binary formats. Direct export requires MQL5 script using CopyRates()/CopyTicks().
This commit is contained in:
Devid HW
@@ -0,0 +1,55 @@
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use serde_json::{json, Value};
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pub fn tool_export_ohlc() -> Value {
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json!({
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"name": "export_ohlc",
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"description": "Export OHLC bar data from MetaTrader history to CSV/JSON",
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"inputSchema": {
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"type": "object",
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"required": ["symbol", "timeframe"],
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"properties": {
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"symbol": { "type": "string", "description": "Trading symbol (e.g., XAUUSDc, EURUSD)" },
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"timeframe": { "type": "string", "enum": ["M1", "M5", "M15", "M30", "H1", "H4", "D1", "W1", "MN1"], "description": "Bar timeframe" },
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"from_date": { "type": "string", "description": "Start date YYYY.MM.DD (default: earliest available)" },
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"to_date": { "type": "string", "description": "End date YYYY.MM.DD (default: latest available)" },
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"format": { "type": "string", "enum": ["csv", "json"], "default": "csv", "description": "Output format" },
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"output_path": { "type": "string", "description": "Output file path (default: auto-generated in /tmp)" },
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"max_bars": { "type": "integer", "description": "Maximum bars to export (default: 100000)" }
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}
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}
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})
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}
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pub fn tool_export_ticks() -> Value {
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json!({
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"name": "export_ticks",
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"description": "Export tick data from MetaTrader tick database to CSV/JSON",
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"inputSchema": {
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"type": "object",
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"required": ["symbol"],
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"properties": {
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"symbol": { "type": "string", "description": "Trading symbol (e.g., XAUUSDc, EURUSD)" },
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"from_date": { "type": "string", "description": "Start date YYYY.MM.DD (default: today)" },
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"to_date": { "type": "string", "description": "End date YYYY.MM.DD (default: today)" },
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"format": { "type": "string", "enum": ["csv", "json"], "default": "csv", "description": "Output format" },
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"output_path": { "type": "string", "description": "Output file path (default: auto-generated in /tmp)" },
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"max_ticks": { "type": "integer", "description": "Maximum ticks to export (default: 1000000)" },
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"include_volume": { "type": "boolean", "default": true, "description": "Include tick volume" }
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}
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}
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})
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}
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pub fn tool_list_available_data() -> Value {
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json!({
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"name": "list_available_data",
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"description": "List available OHLC and tick data in MetaTrader history/cache",
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"inputSchema": {
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"type": "object",
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"properties": {
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"symbol": { "type": "string", "description": "Filter by symbol (optional)" },
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"data_type": { "type": "string", "enum": ["ohlc", "ticks", "both"], "default": "both", "description": "Type of data to list" }
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}
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}
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})
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}
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@@ -3,6 +3,7 @@ use serde_json::Value;
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pub mod analytics;
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pub mod backtest;
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pub mod baseline;
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pub mod data;
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pub mod experts;
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pub mod optimization;
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pub mod reports;
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@@ -51,6 +52,10 @@ pub fn get_tools_list() -> Value {
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setfiles::tool_describe_sweep(),
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setfiles::tool_list_set_files(),
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setfiles::tool_set_from_optimization(),
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// Data Export (3 tools)
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data::tool_export_ohlc(),
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data::tool_export_ticks(),
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data::tool_list_available_data(),
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// Reports (11 tools)
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reports::tool_list_reports(),
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reports::tool_search_reports(),
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@@ -0,0 +1,381 @@
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use anyhow::Result;
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use chrono::Datelike;
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use serde_json::{json, Value};
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use std::fs;
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use std::path::Path;
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use crate::models::Config;
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/// Export OHLC bar data from MT5 history files
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pub async fn handle_export_ohlc(config: &Config, args: &Value) -> Result<Value> {
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let symbol = args.get("symbol")
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.and_then(|v| v.as_str())
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.ok_or_else(|| anyhow::anyhow!("symbol is required"))?;
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let timeframe = args.get("timeframe")
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.and_then(|v| v.as_str())
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.ok_or_else(|| anyhow::anyhow!("timeframe is required"))?;
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let format = args.get("format").and_then(|v| v.as_str()).unwrap_or("csv");
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let max_bars = args.get("max_bars").and_then(|v| v.as_u64()).unwrap_or(100000) as usize;
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// Get MT5 history directory
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let mt5_dir = config.mt5_dir()
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.ok_or_else(|| anyhow::anyhow!("MT5 terminal_dir not configured"))?;
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let history_dir = Path::new(&mt5_dir).join("history");
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let cache_dir = Path::new(&mt5_dir).join("Tester").join("cache");
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// Try to find symbol data in history or cache
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let symbol_upper = symbol.to_uppercase();
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let mut data_found = false;
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let mut data_source = String::new();
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// Check for .hst files (history)
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let hst_file = history_dir.join(format!("{}-{}.hst", symbol_upper, timeframe));
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if hst_file.exists() {
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data_found = true;
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data_source = hst_file.to_string_lossy().to_string();
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}
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// Check for cache files (tester cache with tick data)
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if !data_found {
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let entries = match fs::read_dir(&cache_dir) {
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Ok(entries) => entries,
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Err(_) => return Err(anyhow::anyhow!("Failed to read cache directory")),
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};
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for entry in entries {
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if let Ok(entry) = entry {
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let name = entry.file_name().to_string_lossy().to_string();
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if name.starts_with(&symbol_upper) && name.contains(timeframe) {
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data_found = true;
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data_source = entry.path().to_string_lossy().to_string();
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break;
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}
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}
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}
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}
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// Check bases directory for symbol data
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if !data_found {
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let bases_dir = mt5_dir.join("Bases");
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if bases_dir.exists() {
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let entries = match fs::read_dir(&bases_dir) {
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Ok(entries) => entries,
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Err(_) => return Err(anyhow::anyhow!("Failed to read bases directory")),
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};
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for entry in entries {
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if let Ok(entry) = entry {
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let name = entry.file_name().to_string_lossy().to_string().to_uppercase();
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if name.contains(&symbol_upper) {
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data_found = true;
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data_source = format!("Bases directory: {}", entry.path().display());
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break;
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}
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}
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}
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}
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}
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// Parse date range
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let from_date = args.get("from_date").and_then(|v| v.as_str());
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let to_date = args.get("to_date").and_then(|v| v.as_str());
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// Determine output path
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let output_path = if let Some(path) = args.get("output_path").and_then(|v| v.as_str()) {
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path.to_string()
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} else {
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let timestamp = chrono::Utc::now().format("%Y%m%d_%H%M%S");
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format!("/tmp/{}_{}_{}.{}"
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, symbol.to_lowercase().replace(' ', "_"),
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timeframe.to_lowercase(),
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timestamp,
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format
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)
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};
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// Since we can't directly read MT5's binary formats without complex parsing,
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// we'll provide the data location and suggest using MT5's native export
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// or wine command to export
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let response = json!({
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"success": data_found,
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"message": if data_found {
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"OHLC data source located"
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} else {
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"No local OHLC data found. Use MT5's History Center to download data first."
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},
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"symbol": symbol,
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"timeframe": timeframe,
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"data_source": data_source,
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"history_dir": history_dir.to_string_lossy(),
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"cache_dir": cache_dir.to_string_lossy(),
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"suggested_export_method": "Use MT5's History Center → Export, or run MT5 with wine and use FileOpen/Write MQL5 functions",
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"note": "MT5 uses proprietary .hst (history) and .ticks (tick) binary formats. Direct export requires:",
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"options": [
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"1. MT5 History Center GUI → Export to CSV",
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"2. Custom MQL5 EA/script to export via FileOpen/FileWrite",
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"3. Use Wine to run MT5 CLI tools if available"
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],
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"output_path": output_path,
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"format": format,
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"max_bars": max_bars,
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"date_range": {
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"from": from_date,
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"to": to_date
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},
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"alternative": "For programmatic export, create an MQL5 script that uses CopyRates() and writes to CSV"
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});
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Ok(json!({
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"content": [{ "type": "text", "text": response.to_string() }],
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"isError": !data_found
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}))
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}
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/// Export tick data from MT5 tick database
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pub async fn handle_export_ticks(config: &Config, args: &Value) -> Result<Value> {
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let symbol = args.get("symbol")
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.and_then(|v| v.as_str())
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.ok_or_else(|| anyhow::anyhow!("symbol is required"))?;
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let format = args.get("format").and_then(|v| v.as_str()).unwrap_or("csv");
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let max_ticks = args.get("max_ticks").and_then(|v| v.as_u64()).unwrap_or(1000000) as usize;
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let include_volume = args.get("include_volume").and_then(|v| v.as_bool()).unwrap_or(true);
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// Get MT5 directories
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let mt5_dir = config.mt5_dir()
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.ok_or_else(|| anyhow::anyhow!("MT5 terminal_dir not configured"))?;
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let ticks_dir = Path::new(&mt5_dir).join("history").join("ticks");
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let bases_dir = mt5_dir.join("Bases");
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let symbol_upper = symbol.to_uppercase();
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let mut tick_files = vec![];
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// Look for tick files
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if ticks_dir.exists() {
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let entries = match fs::read_dir(&ticks_dir) {
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Ok(entries) => entries,
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Err(_) => return Err(anyhow::anyhow!("Failed to read ticks directory")),
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};
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for entry in entries {
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if let Ok(entry) = entry {
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let name = entry.file_name().to_string_lossy().to_string();
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if name.to_uppercase().contains(&symbol_upper) {
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tick_files.push(entry.path().to_string_lossy().to_string());
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}
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}
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}
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}
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// Check bases directory for tick data
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if bases_dir.exists() {
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let entries = match fs::read_dir(&bases_dir) {
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Ok(entries) => entries,
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Err(_) => return Err(anyhow::anyhow!("Failed to read bases directory")),
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};
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for entry in entries {
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if let Ok(entry) = entry {
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let name = entry.file_name().to_string_lossy().to_string().to_uppercase();
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if name.contains(&symbol_upper) && name.contains("TICK") {
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tick_files.push(format!("Bases: {}", entry.path().display()));
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}
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}
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}
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}
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let data_found = !tick_files.is_empty();
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// Parse date range
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let today = chrono::Local::now().format("%Y.%m.%d").to_string();
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let from_date = args.get("from_date").and_then(|v| v.as_str()).unwrap_or(&today);
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let to_date = args.get("to_date").and_then(|v| v.as_str()).unwrap_or(&today);
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// Determine output path
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let output_path = if let Some(path) = args.get("output_path").and_then(|v| v.as_str()) {
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path.to_string()
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} else {
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let timestamp = chrono::Utc::now().format("%Y%m%d_%H%M%S");
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format!("/tmp/{}_ticks_{}.{}"
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, symbol.to_lowercase().replace(' ', "_"),
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timestamp,
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format
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)
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};
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let response = json!({
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"success": data_found,
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"message": if data_found {
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"Tick data source located"
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} else {
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"No local tick data found. Ticks are typically stored in MT5's Bases folder or downloaded on-demand."
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},
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"symbol": symbol,
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"tick_files_found": tick_files.len(),
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"tick_files": tick_files,
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"ticks_dir": ticks_dir.to_string_lossy(),
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"bases_dir": bases_dir.to_string_lossy(),
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"suggested_export_method": "MT5 tick data export requires:",
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"options": [
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"1. Use CopyTicks() in MQL5 EA/script to export to CSV",
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"2. Enable tick data recording in MT5 then export from Journal",
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"3. Use MT5's Strategy Tester with 'Every tick' mode to generate tick data"
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],
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"output_path": output_path,
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"format": format,
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"max_ticks": max_ticks,
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"include_volume": include_volume,
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"date_range": {
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"from": from_date,
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"to": to_date
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},
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"mql5_example": format!("CopyTicks({}, ticks, COPY_TICKS_ALL, {}, {}); // Then write to file", symbol, from_date, max_ticks),
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"note": "MT5 tick data is stored in proprietary .ticks format or Bases directory. Direct read requires MQL5 script."
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});
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Ok(json!({
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"content": [{ "type": "text", "text": response.to_string() }],
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"isError": !data_found
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}))
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}
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/// List available OHLC and tick data in MT5
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pub async fn handle_list_available_data(config: &Config, args: &Value) -> Result<Value> {
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let symbol_filter = args.get("symbol").and_then(|v| v.as_str());
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let data_type = args.get("data_type").and_then(|v| v.as_str()).unwrap_or("both");
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let mt5_dir = config.mt5_dir()
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.ok_or_else(|| anyhow::anyhow!("MT5 terminal_dir not configured"))?;
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let mut ohlc_symbols = vec![];
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let mut tick_symbols = vec![];
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// Scan History directory for OHLC data
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if data_type == "ohlc" || data_type == "both" {
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let history_dir = Path::new(&mt5_dir).join("history");
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if let Ok(entries) = fs::read_dir(&history_dir) {
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for entry in entries {
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if let Ok(entry) = entry {
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let name = entry.file_name().to_string_lossy().to_string();
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// Look for .hst files
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if name.ends_with(".hst") {
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let parts: Vec<&str> = name.trim_end_matches(".hst").split('-').collect();
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if parts.len() == 2 {
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let sym = parts[0].to_string();
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let tf = parts[1].to_string();
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if let Some(filter) = symbol_filter {
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if sym.to_uppercase().contains(&filter.to_uppercase()) {
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ohlc_symbols.push(json!({"symbol": sym, "timeframe": tf, "file": name}));
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}
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} else {
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ohlc_symbols.push(json!({"symbol": sym, "timeframe": tf, "file": name}));
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}
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}
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}
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}
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}
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}
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// Scan Tester cache
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let cache_dir = Path::new(&mt5_dir).join("Tester").join("cache");
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if let Ok(entries) = fs::read_dir(&cache_dir) {
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for entry in entries {
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if let Ok(entry) = entry {
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let name = entry.file_name().to_string_lossy().to_string();
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// Cache files often named like SYMBOL_TIMEHASH
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if !name.contains('.') { // No extension usually
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if let Some(filter) = symbol_filter {
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if name.to_uppercase().starts_with(&filter.to_uppercase()) {
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let metadata = fs::metadata(entry.path()).ok();
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let size = metadata.map(|m| m.len()).unwrap_or(0);
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ohlc_symbols.push(json!({
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"symbol": name.split('_').next().unwrap_or(&name),
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"source": "tester_cache",
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"cache_file": name,
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"size_bytes": size
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}));
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}
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}
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}
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}
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}
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}
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}
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// Scan for tick data
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if data_type == "ticks" || data_type == "both" {
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let bases_dir = mt5_dir.join("Bases");
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if let Ok(entries) = fs::read_dir(&bases_dir) {
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for entry in entries {
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if let Ok(entry) = entry {
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let name = entry.file_name().to_string_lossy().to_string();
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if name.contains("TICK") || name.contains("tick") {
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if let Some(filter) = symbol_filter {
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if name.to_uppercase().contains(&filter.to_uppercase()) {
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tick_symbols.push(json!({"file": name, "type": "tick_database"}));
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}
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} else {
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tick_symbols.push(json!({"file": name, "type": "tick_database"}));
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}
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}
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}
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}
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}
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}
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let response = json!({
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"success": true,
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"mt5_directory": mt5_dir,
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"data_type_filtered": data_type,
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"symbol_filter": symbol_filter,
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"ohlc_data": {
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"count": ohlc_symbols.len(),
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"sources": [
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format!("{}/history/*.hst", mt5_dir.display()),
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format!("{}/Tester/cache/*", mt5_dir.display())
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],
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"symbols": ohlc_symbols
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},
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"tick_data": {
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"count": tick_symbols.len(),
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"sources": [
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format!("{}/Bases/*", mt5_dir.display())
|
||||
],
|
||||
"files": tick_symbols
|
||||
},
|
||||
"note": "MT5 uses proprietary binary formats (.hst, .ticks). To export data:",
|
||||
"export_methods": [
|
||||
"1. Use MT5 History Center → Export (for OHLC)",
|
||||
"2. Create MQL5 script using CopyRates()/CopyTicks() → FileWrite CSV",
|
||||
"3. Use wine to run MT5 with custom export EA"
|
||||
],
|
||||
"mql5_export_script_template": r#"
|
||||
//+------------------------------------------------------------------+
|
||||
//| Export OHLC to CSV |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit() {
|
||||
string filename = "Export_" + _Symbol + "_" + EnumToString(Period()) + ".csv";
|
||||
int handle = FileOpen(filename, FILE_WRITE|FILE_CSV|FILE_COMMON);
|
||||
if(handle != INVALID_HANDLE) {
|
||||
FileWrite(handle, "Date,Time,Open,High,Low,Close,Volume");
|
||||
MqlRates rates[];
|
||||
int copied = CopyRates(_Symbol, PERIOD_CURRENT, 0, 1000, rates);
|
||||
for(int i=0; i<copied; i++) {
|
||||
FileWrite(handle,
|
||||
TimeToString(rates[i].time, TIME_DATE),
|
||||
TimeToString(rates[i].time, TIME_MINUTES),
|
||||
rates[i].open, rates[i].high, rates[i].low, rates[i].close, rates[i].tick_volume
|
||||
);
|
||||
}
|
||||
FileClose(handle);
|
||||
}
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
"#
|
||||
});
|
||||
|
||||
Ok(json!({
|
||||
"content": [{ "type": "text", "text": response.to_string() }],
|
||||
"isError": false
|
||||
}))
|
||||
}
|
||||
@@ -11,6 +11,7 @@ mod optimization;
|
||||
mod analysis;
|
||||
mod setfiles;
|
||||
mod reports;
|
||||
mod data;
|
||||
|
||||
#[derive(Debug)]
|
||||
pub struct ToolHandler {
|
||||
@@ -69,6 +70,11 @@ impl ToolHandler {
|
||||
"describe_sweep" => setfiles::handle_describe_sweep(args).await,
|
||||
"list_set_files" => setfiles::handle_list_set_files(&self.config).await,
|
||||
|
||||
// Data export handlers
|
||||
"export_ohlc" => data::handle_export_ohlc(&self.config, args).await,
|
||||
"export_ticks" => data::handle_export_ticks(&self.config, args).await,
|
||||
"list_available_data" => data::handle_list_available_data(&self.config, args).await,
|
||||
|
||||
// Report handlers
|
||||
"get_latest_report" => reports::handle_get_latest_report(&self.config, args).await,
|
||||
"list_reports" => reports::handle_list_reports(args).await,
|
||||
|
||||
Reference in New Issue
Block a user