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https://github.com/silencesdg/mt5_python_ea_suite.git
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基本完毕
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songkunling
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import MetaTrader5 as mt5
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import pandas as pd
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from logger import setup_logger
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logger = setup_logger()
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def initialize():
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if not mt5.initialize():
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logger.error("MT5初始化失败，错误代码：%d", mt5.last_error())
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return False
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return True
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def shutdown():
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mt5.shutdown()
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def get_rates(symbol, timeframe, count, start_date=None, end_date=None):
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"""
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获取历史数据
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参数:
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- symbol: 交易品种
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- timeframe: 时间周期
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- count: 数据量 (当start_date和end_date都为None时使用)
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- start_date: 开始日期 (格式: "YYYY-MM-DD" 或 datetime对象)
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- end_date: 结束日期 (格式: "YYYY-MM-DD" 或 datetime对象)
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"""
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# 检查MT5连接状态
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if not mt5.terminal_info():
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logger.warning("MT5终端未连接，尝试重新连接...")
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if not initialize():
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logger.error("MT5重新连接失败")
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return None
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# 检查交易品种是否可用
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symbol_info = mt5.symbol_info(symbol)
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if symbol_info is None:
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logger.error(f"交易品种 {symbol} 不可用")
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return None
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if not symbol_info.visible:
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logger.info(f"交易品种 {symbol} 不可见，尝试启用...")
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if not mt5.symbol_select(symbol, True):
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logger.error(f"无法启用交易品种 {symbol}")
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return None
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if start_date is not None and end_date is not None:
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# 使用日期范围获取数据
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import datetime
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# 转换字符串为datetime对象
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if isinstance(start_date, str):
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start_date = datetime.datetime.strptime(start_date, "%Y-%m-%d")
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if isinstance(end_date, str):
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end_date = datetime.datetime.strptime(end_date, "%Y-%m-%d")
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# MetaTrader5需要UTC时间，且copy_rates_range需要timezone-aware的datetime对象
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# 转换为UTC timezone
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utc_timezone = datetime.timezone.utc
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start_utc = start_date.replace(tzinfo=utc_timezone)
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end_utc = end_date.replace(hour=23, minute=59, second=59, tzinfo=utc_timezone)
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try:
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rates = mt5.copy_rates_range(symbol, timeframe, start_utc, end_utc)
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if rates is None:
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logger.info(f"获取{symbol}从{start_date.date()}到{end_date.date()}的历史数据失败")
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return None
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logger.debug(f"成功获取{symbol}从{start_date.date()}到{end_date.date()}的历史数据，共{len(rates)}条")
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except Exception as e:
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logger.error(f"使用日期范围获取数据失败: {e}")
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logger.info("回退到使用数据量获取数据")
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rates = mt5.copy_rates_from_pos(symbol, timeframe, 0, count)
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if rates is None:
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logger.info(f"获取{symbol}历史数据失败")
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return None
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logger.debug(f"成功获取{symbol}历史数据，共{len(rates)}条")
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else:
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# 使用数据量获取数据
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rates = mt5.copy_rates_from_pos(symbol, timeframe, 0, count)
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if rates is None:
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logger.info(f"获取{symbol}历史数据失败")
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return None
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logger.debug(f"成功获取{symbol}历史数据，共{len(rates)}条")
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return rates
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def has_open_position(symbol):
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positions = mt5.positions_get(symbol=symbol)
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return positions is not None and len(positions) > 0
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def close_all(symbol):
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positions = mt5.positions_get(symbol=symbol)
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if positions is None:
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return
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for pos in positions:
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request = {
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"action": mt5.TRADE_ACTION_DEAL,
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"position": pos.ticket,
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"symbol": symbol,
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"volume": pos.volume,
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"type": mt5.ORDER_TYPE_SELL if pos.type == 0 else mt5.ORDER_TYPE_BUY,
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"price": mt5.symbol_info_tick(symbol).bid if pos.type == 0 else mt5.symbol_info_tick(symbol).ask,
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"deviation": 20,
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"magic": 234000,
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"comment": "Close position",
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"type_filling": mt5.ORDER_FILLING_RETURN,
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}
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mt5.order_send(request)
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def send_order(symbol, order_type, volume=0.01):
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symbol_info_tick = mt5.symbol_info_tick(symbol)
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if symbol_info_tick is None:
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logger.error(f"无法获取{symbol}行情")
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return None
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price = symbol_info_tick.ask if order_type == "buy" else symbol_info_tick.bid
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order_type_mt5 = mt5.ORDER_TYPE_BUY if order_type == "buy" else mt5.ORDER_TYPE_SELL
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request = {
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"action": mt5.TRADE_ACTION_DEAL,
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"symbol": symbol,
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"volume": volume,
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"type": order_type_mt5,
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"price": price,
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"deviation": 20,
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"magic": 234000,
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"comment": f"{order_type} order",
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"type_filling": mt5.ORDER_FILLING_RETURN,
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}
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result = mt5.order_send(request)
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if result.retcode != mt5.TRADE_RETCODE_DONE:
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logger.error(f"下单失败，retcode={result.retcode}")
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return None
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else:
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logger.info(f"下单成功: {order_type} {symbol} {volume}, ticket: {result.order}")
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return result
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def close_position(ticket, symbol, volume):
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"""根据ticket平掉一个特定的仓位"""
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# In MT5, you close a position by creating an opposite order.
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# We need to get the position details first.
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positions = mt5.positions_get(ticket=ticket)
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if not positions:
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logger.error(f"无法找到ticket为 {ticket} 的持仓")
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return False
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pos = positions[0] # positions_get returns a tuple of objects
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request = {
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"action": mt5.TRADE_ACTION_DEAL,
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"position": pos.ticket,
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"symbol": symbol,
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"volume": volume,
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"type": mt5.ORDER_TYPE_SELL if pos.type == 0 else mt5.ORDER_TYPE_BUY, # pos.type == 0 is a BUY position
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"price": mt5.symbol_info_tick(symbol).bid if pos.type == 0 else mt5.symbol_info_tick(symbol).ask,
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"deviation": 20,
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"magic": 234000,
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"comment": f"Close position {ticket}",
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"type_filling": mt5.ORDER_FILLING_RETURN,
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}
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result = mt5.order_send(request)
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if result.retcode != mt5.TRADE_RETCODE_DONE:
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logger.error(f"平仓失败 ticket {ticket}, retcode={result.retcode}")
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return False
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else:
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logger.info(f"平仓成功 ticket {ticket}")
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return True
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def get_current_price(symbol):
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"""获取当前价格"""
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try:
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# 检查MT5连接状态
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if not mt5.terminal_info():
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logger.warning("MT5终端未连接，尝试重新连接...")
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if not initialize():
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logger.error("MT5重新连接失败")
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return None
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# 检查交易品种是否可用
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symbol_info = mt5.symbol_info(symbol)
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if symbol_info is None:
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logger.error(f"交易品种 {symbol} 不可用")
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return None
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if not symbol_info.visible:
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logger.info(f"交易品种 {symbol} 不可见，尝试启用...")
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if not mt5.symbol_select(symbol, True):
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logger.error(f"无法启用交易品种 {symbol}")
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return None
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tick = mt5.symbol_info_tick(symbol)
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if tick is None:
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logger.error(f"无法获取 {symbol} 的价格信息")
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return None
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return {
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'bid': tick.bid,
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'ask': tick.ask,
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'last': tick.last,
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'time': pd.to_datetime(tick.time, unit='s')
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}
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except Exception as e:
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logger.error(f"获取当前价格失败: {e}")
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return None
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