add files

utils.py

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+import MetaTrader5 as mt5
+import pandas as pd
+from logger import setup_logger
+logger = setup_logger()
+
+def initialize():
+    if not mt5.initialize():
+        logger.error("MT5初始化失败，错误代码：%d", mt5.last_error())
+        return False
+    return True
+
+def shutdown():
+    mt5.shutdown()
+
+def get_rates(symbol, timeframe, count):
+    rates = mt5.copy_rates_from_pos(symbol, timeframe, 0, count)
+    if rates is None:
+        logger.info(f"获取{symbol}历史数据失败")
+        return None
+    return rates
+
+def has_open_position(symbol):
+    positions = mt5.positions_get(symbol=symbol)
+    return positions is not None and len(positions) > 0
+
+def close_all(symbol):
+    positions = mt5.positions_get(symbol=symbol)
+    if positions is None:
+        return
+    for pos in positions:
+        request = {
+            "action": mt5.TRADE_ACTION_DEAL,
+            "position": pos.ticket,
+            "symbol": symbol,
+            "volume": pos.volume,
+            "type": mt5.ORDER_TYPE_SELL if pos.type == 0 else mt5.ORDER_TYPE_BUY,
+            "price": mt5.symbol_info_tick(symbol).bid if pos.type == 0 else mt5.symbol_info_tick(symbol).ask,
+            "deviation": 20,
+            "magic": 234000,
+            "comment": "Close position",
+            "type_filling": mt5.ORDER_FILLING_RETURN,
+        }
+        mt5.order_send(request)
+
+def send_order(symbol, order_type, volume=0.01):
+    symbol_info_tick = mt5.symbol_info_tick(symbol)
+    if symbol_info_tick is None:
+        logger.error(f"无法获取{symbol}行情")
+        return
+
+    price = symbol_info_tick.ask if order_type == "buy" else symbol_info_tick.bid
+    order_type_mt5 = mt5.ORDER_TYPE_BUY if order_type == "buy" else mt5.ORDER_TYPE_SELL
+
+    request = {
+        "action": mt5.TRADE_ACTION_DEAL,
+        "symbol": symbol,
+        "volume": volume,
+        "type": order_type_mt5,
+        "price": price,
+        "deviation": 20,
+        "magic": 234000,
+        "comment": f"{order_type} order",
+        "type_filling": mt5.ORDER_FILLING_RETURN,
+    }
+
+    result = mt5.order_send(request)
+    if result.retcode != mt5.TRADE_RETCODE_DONE:
+        logger.error(f"下单失败，retcode={result.retcode}")
+    else:
+        logger.info(f"下单成功: {order_type} {symbol} {volume}")