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