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silencesdg
4cb4f4a15e
- 重构核心模块：DataProvider 依赖注入、RiskController 门面、信号注册表 - 新增 FastAPI 代理服务 (run/server.py)，支持局域网远程调用 MT5 - 新增 RemoteDataProvider + AttrDict，远端无缝替代 LiveDataProvider - 新增序列化模块，MT5 对象转 JSON 兼容格式 - 重构入口点至 run/ 包，支持 python -m run.realtime/server/backtest/optimize - 更新 CLAUDE.md 文档 Generated with [Claude Code](https://claude.ai/code) via [Happy](https://happy.engineering) Co-Authored-By: Claude <noreply@anthropic.com> Co-Authored-By: Happy <yesreply@happy.engineering>
45 lines
878 B
Python
45 lines
878 B
Python
# MT5 时间周期常量映射
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# 参考: https://www.mql5.com/en/docs/constants/chartconstants/enum_timeframes
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PERIOD_M1 = 1
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PERIOD_M5 = 5
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PERIOD_M15 = 15
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PERIOD_M30 = 30
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PERIOD_H1 = 16385
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PERIOD_H4 = 16386
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PERIOD_D1 = 16408
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PERIOD_W1 = 32769
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PERIOD_MN1 = 49153
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# MT5 timeframe → 分钟数
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TIMEFRAME_TO_MINUTES = {
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PERIOD_M1: 1,
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PERIOD_M5: 5,
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PERIOD_M15: 15,
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PERIOD_M30: 30,
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PERIOD_H1: 60,
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PERIOD_H4: 240,
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PERIOD_D1: 1440,
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PERIOD_W1: 10080,
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PERIOD_MN1: 43200,
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}
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# MT5 timeframe → pandas resample rule
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RESAMPLE_RULES = {
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PERIOD_M1: '1min',
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PERIOD_M5: '5min',
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PERIOD_M15: '15min',
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PERIOD_M30: '30min',
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PERIOD_H1: '1h',
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PERIOD_H4: '4h',
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PERIOD_D1: '1D',
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PERIOD_W1: '1W',
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PERIOD_MN1: '1ME',
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}
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# MT5 交易方向常量
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ORDER_TYPE_BUY = 0
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ORDER_TYPE_SELL = 1
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POSITION_TYPE_BUY = 0
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POSITION_TYPE_SELL = 1
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