Issue #122: Implemented UnlockTicks function in MtApi (MT5)

MTApiService/Mt5Expert.cs

@@ -4,35 +4,51 @@ namespace MTApiService
 {
     public class Mt5Expert : MtExpert
     {
-        private static readonly ILog Log = LogManager.GetLogger(typeof(MtExpert));
+        private static readonly ILog Log = LogManager.GetLogger(typeof(Mt5Expert));
         private const int StopExpertInterval = 2000; // 2 sec for testing mode
-        private readonly System.Timers.Timer _stopTimer = new System.Timers.Timer();
+        private System.Timers.Timer _stopTimer;
 
 
         public Mt5Expert(int handle, string symbol, double bid, double ask, IMetaTraderHandler mtHandler, bool isTestMode) : 
             base(handle, symbol, bid, ask, mtHandler)
         {
             IsTestMode = isTestMode;
-            _stopTimer.Interval = StopExpertInterval;
-            _stopTimer.Elapsed += _stopTimer_Elapsed;
         }
 
         public bool IsTestMode { get; }
 
-        public override void UpdateQuote(MtQuote quote)
+        public override int GetCommandType()
         {
-            Log.Debug("UpdateQuote: begin.");
+            Log.Debug("GetCommandType: called.");
-
-            base.UpdateQuote(quote);
 
             if (IsTestMode)
             {
-                //reset timer
+                ResetTestModeTimer();
-                _stopTimer.Stop();
-                _stopTimer.Start();
             }
 
-            Log.Debug("UpdateQuote: end.");
+            return base.GetCommandType();
+        }
+
+        public override void SendEvent(MtEvent mtEvent)
+        {
+            Log.DebugFormat("SendEvent: begin. event = {0}", mtEvent);
+
+            if (IsTestMode)
+            {
+                if (_stopTimer == null)
+                {
+                    _stopTimer = new System.Timers.Timer
+                    {
+                        Interval = StopExpertInterval,
+                        AutoReset = false
+                    };
+                    _stopTimer.Elapsed += _stopTimer_Elapsed;
+                }
+            }
+
+            base.SendEvent(mtEvent);
+
+            Log.Debug("SendEvent: end.");
         }
 
         private void _stopTimer_Elapsed(object sender, System.Timers.ElapsedEventArgs e)
@@ -42,7 +58,20 @@ namespace MTApiService
             Log.Warn("Mt5Expert has received new tick during 2 sec in testing mode. The possible cause: user has stopped the tester manually in MetaTrader 5.");
             Deinit();
 
+            _stopTimer.Elapsed -= _stopTimer_Elapsed;
+            _stopTimer = null;
+
             Log.Debug("_stopTimer_Elapsed: end.");
         }
+
+        private void ResetTestModeTimer()
+        {
+            if (_stopTimer == null)
+                return;
+
+            //reset timer
+            _stopTimer.Stop();
+            _stopTimer.Start();
+        }
     }
 }

MTApiService/MtAdapter.cs

@@ -66,6 +66,7 @@ namespace MTApiService
             }
 
             server.AddExpert(expert);
+            expert.Deinited += ExpertOnDeinited;
 
             Log.Info("AddExpert: end");
         }
@@ -81,7 +82,6 @@ namespace MTApiService
                 if (_experts.ContainsKey(expertHandle))
                 {
                     expert = _experts[expertHandle];
-                    _experts.Remove(expertHandle);
                 }
             }
 
@@ -270,6 +270,31 @@ namespace MTApiService
                 }
             }
         }
+
+
+        private void ExpertOnDeinited(object sender, EventArgs eventArgs)
+        {
+            Log.Debug("ExpertOnDeinited: begin.");
+
+            var expert = sender as MtExpert;
+            if (expert == null)
+            {
+                Log.Warn("expert_Deinited: end. Expert is not defined.");
+                return;
+            }
+
+            lock (_experts)
+            {
+                if (_experts.ContainsKey(expert.Handle))
+                {
+                    _experts.Remove(expert.Handle);
+                }
+            }
+
+            Log.DebugFormat("ExpertOnDeinited: removed expert {0}", expert.Handle);
+
+            Log.Debug("ExpertOnDeinited: end.");
+        }
         #endregion
     }
 }

MTApiService/MtExpert.cs

@@ -48,7 +48,7 @@ namespace MTApiService
             Log.Debug("SendResponse: end.");
         }
 
-        public int GetCommandType()
+        public virtual int GetCommandType()
         {
             Log.Debug("GetCommandType: called.");
 
@@ -110,7 +110,7 @@ namespace MTApiService
             return command.NamedParams.ContainsKey(name);
         }
 
-        public void SendEvent(MtEvent mtEvent)
+        public virtual void SendEvent(MtEvent mtEvent)
         {
             Log.DebugFormat("SendEvent: begin. event = {0}", mtEvent);
 
@@ -119,7 +119,7 @@ namespace MTApiService
             Log.Debug("SendEvent: end.");
         }
 
-        public virtual void UpdateQuote(MtQuote quote)
+        public void UpdateQuote(MtQuote quote)
         {
             Log.DebugFormat("UpdateQuote: begin. quote = {0}", quote);
 

MtApi5/Events/Mt5EventTypes.cs

@@ -4,6 +4,7 @@
     {
         OnTradeTransaction = 1,
         OnBookEvent        = 2,
-        OnTick             = 3
+        OnTick             = 3,
+        OnLastTimeBar      = 4
     }
 }

MtApi5/Events/OnLastTimeBarEvent.cs

@@ -0,0 +1,9 @@
+namespace MtApi5.Events
+{
+    public class OnLastTimeBarEvent
+    {
+        public MqlRates Rates { get; set; }
+        public string Instrument { get; set; }
+        public int ExpertHandle { get; set; }
+    }
+}

MtApi5/MqlRates.cs

@@ -7,7 +7,6 @@ namespace MtApi5
     {
         public MqlRates(DateTime time, double open, double high, double low, double close, long tick_volume, int spread, long real_volume)
         {
-            this.time = time;
             mt_time = Mt5TimeConverter.ConvertToMtTime(time);
             this.open = open;
             this.high = high;
@@ -20,7 +19,6 @@ namespace MtApi5
 
         internal MqlRates(long time, double open, double high, double low, double close, long tick_volume, int spread, long real_volume)
         {
-            this.time = Mt5TimeConverter.ConvertFromMtTime(time);
             mt_time = time;
             this.open = open;
             this.high = high;
@@ -35,7 +33,7 @@ namespace MtApi5
         {
         }
 
-        public DateTime time { get; set; }         // Period start time
+        public DateTime time => Mt5TimeConverter.ConvertFromMtTime(mt_time); // Period start time              
         public long mt_time { get; set; }            // Period start time (original MT time)
         public double open { get; set; }         // Open price
         public double high { get; set; }         // The highest price of the period

MtApi5/Mt5CommandType.cs

@@ -248,6 +248,8 @@ namespace MtApi5
         GlobalVariableTemp                  = 154,
         GlobalVariableSetOnCondition        = 156,
         GlobalVariablesDeleteAll            = 157,
-        GlobalVariablesTotal                = 158
+        GlobalVariablesTotal                = 158,
+
+        UnlockTicks                         = 159
     }
 }

MtApi5/Mt5TimeBarArgs.cs

@@ -0,0 +1,18 @@
+using System;
+
+namespace MtApi5
+{
+    public class Mt5TimeBarArgs: EventArgs
+    {
+        internal Mt5TimeBarArgs(int expertHandle, string symbol, MqlRates rates)
+        {
+            ExpertHandle = expertHandle;
+            Rates = rates;
+            Symbol = symbol;
+        }
+
+        public int ExpertHandle { get; }
+        public string Symbol { get; }
+        public MqlRates Rates { get; }
+    }
+}

MtApi5/MtApi5.csproj

@@ -49,8 +49,10 @@
   <ItemGroup>
     <Compile Include="CopyTicksFlag.cs" />
     <Compile Include="Events\OnBookEvent.cs" />
+    <Compile Include="Events\OnLastTimeBarEvent.cs" />
     <Compile Include="Events\OnTickEvent.cs" />
     <Compile Include="Events\OnTradeTransactionEvent.cs" />
+    <Compile Include="Mt5TimeBarArgs.cs" />
     <Compile Include="MqlBookInfo.cs" />
     <Compile Include="MqlParam.cs" />
     <Compile Include="MqlRates.cs" />

MtApi5/MtApi5Client.cs

@@ -53,6 +53,7 @@ namespace MtApi5
             _mtEventHandlers[Mt5EventTypes.OnBookEvent] = ReceivedOnBookEvent;
             _mtEventHandlers[Mt5EventTypes.OnTick] = ReceivedOnTickEvent;
             _mtEventHandlers[Mt5EventTypes.OnTradeTransaction] = ReceivedOnTradeTransaction;
+            _mtEventHandlers[Mt5EventTypes.OnLastTimeBar] = ReceivedOnLastTimeBar;
         }
 
         ///<summary>
@@ -3057,6 +3058,18 @@ namespace MtApi5
         }
         #endregion
 
+        #region Backtesting functions
+
+        ///<summary>
+        ///The function unlock ticks in backtesting mode.
+        ///</summary>
+        public void UnlockTicks()
+        {
+            SendCommand<object>(Mt5CommandType.UnlockTicks, null);
+        }
+
+        #endregion
+
         #endregion // Public Methods
 
         #region Properties
@@ -3104,6 +3117,7 @@ namespace MtApi5
         public event EventHandler<Mt5ConnectionEventArgs> ConnectionStateChanged;
         public event EventHandler<Mt5TradeTransactionEventArgs> OnTradeTransaction;
         public event EventHandler<Mt5BookEventArgs> OnBookEvent;
+        public event EventHandler<Mt5TimeBarArgs> OnLastTimeBar;
         #endregion
 
         #region Private Methods
@@ -3216,6 +3230,12 @@ namespace MtApi5
             QuoteUpdate?.Invoke(this, new Mt5QuoteEventArgs(quote));
         }
 
+        private void ReceivedOnLastTimeBar(int expertHandler, string payload)
+        {
+            var e = JsonConvert.DeserializeObject<OnLastTimeBarEvent>(payload);
+            OnLastTimeBar?.Invoke(this, new Mt5TimeBarArgs(expertHandler, e.Instrument, e.Rates));
+        }
+
         private void Connect(string host, int port)
         {
             var client = new MtClient(host, port);

TestClients/MtApi5TestClient/MainWindow.xaml

@@ -574,6 +574,7 @@
                         <Grid.RowDefinitions>
                             <RowDefinition Height="*" />
                             <RowDefinition Height="Auto" />
+                            <RowDefinition Height="Auto" />
                         </Grid.RowDefinitions>
 
                         <WrapPanel VerticalAlignment="Top" Margin="5">
@@ -581,7 +582,9 @@
                             <Button Command="{Binding ResetLastErrorCommand}" Content="ResetLastError" Margin="2"/>
                         </WrapPanel>
 
-                        <Grid Margin="10" Grid.Row="1">
+                        <Button Grid.Row="1" Content="UnlockTicks" HorizontalAlignment="Left" Margin="5" Command="{Binding UnlockTicksCommand}"/>
+
+                        <Grid Margin="10" Grid.Row="2">
                             <Grid.RowDefinitions>
                                 <RowDefinition Height="Auto"/>
                                 <RowDefinition Height="Auto"/>

TestClients/MtApi5TestClient/ViewModel.cs

@@ -121,6 +121,8 @@ namespace MtApi5TestClient
         public DelegateCommand GlobalVariableSetOnConditionCommand { get; private set; }
         public DelegateCommand GlobalVariablesDeleteAllCommand { get; private set; }
         public DelegateCommand GlobalVariablesTotalCommand { get; private set; }
+
+        public DelegateCommand UnlockTicksCommand { get; private set; }
         #endregion
 
         #region Properties
@@ -289,6 +291,7 @@ namespace MtApi5TestClient
             _mtApiClient.QuoteUpdate += mMtApiClient_QuoteUpdate;
             _mtApiClient.OnTradeTransaction += mMtApiClient_OnTradeTransaction;
             _mtApiClient.OnBookEvent += _mtApiClient_OnBookEvent;
+            _mtApiClient.OnLastTimeBar += _mtApiClient_OnOnLastTimeBar;
 
             ConnectionState = _mtApiClient.ConnectionState;
             ConnectionMessage = "Disconnected";
@@ -424,6 +427,8 @@ namespace MtApi5TestClient
             GlobalVariableSetOnConditionCommand = new DelegateCommand(ExecuteGlobalVariableSetOnCondition);
             GlobalVariablesDeleteAllCommand = new DelegateCommand(ExecuteGlobalVariablesDeleteAll);
             GlobalVariablesTotalCommand = new DelegateCommand(ExecuteGlobalVariablesTotal);
+
+            UnlockTicksCommand = new DelegateCommand(ExecuteUnlockTicks);
         }
 
         private bool CanExecuteConnect(object o)
@@ -1564,6 +1569,11 @@ namespace MtApi5TestClient
         }
         #endregion
 
+        private void ExecuteUnlockTicks(object o)
+        {
+            _mtApiClient.UnlockTicks();
+        }
+
         private static void RunOnUiThread(Action action)
         {
             Application.Current?.Dispatcher.Invoke(action);
@@ -1640,6 +1650,11 @@ namespace MtApi5TestClient
             AddLog($"OnBookEvent: ExpertHandle = {e.ExpertHandle}, Symbol = {e.Symbol}");
         }
 
+        private void _mtApiClient_OnOnLastTimeBar(object sender, Mt5TimeBarArgs e)
+        {
+            AddLog($"OnBookEvent: ExpertHandle = {e.ExpertHandle}, Symbol = {e.Symbol}, open = {e.Rates.open}, close = {e.Rates.close}, time = {e.Rates.time}, high = {e.Rates.high}, low = {e.Rates.low}");
+        }
+
         private void AddQuote(Mt5Quote quote)
         {
             if (_quotesMap.ContainsKey(quote.ExpertHandle))

mq5/MtApi5.mq5

@@ -41,9 +41,17 @@
    bool getBooleanValue(int expertHandle, int paramIndex, bool& res, string& err);
 #import
 
-//#define __DEBUG_LOG__
+#define __DEBUG_LOG__
+
+enum LockTickType
+{
+   NO_LOCK,
+   LOCK_EVERY_TICK,
+   LOCK_EVERY_CANDLE
+};
 
 input int Port = 8228;
+input LockTickType BacktestingLockTicks = NO_LOCK;
 
 int ExpertHandle;
 
@@ -53,6 +61,9 @@ bool isCrashed = false;
 
 bool IsRemoteReadyForTesting = false;
 
+long _last_bar_open_time = 0;
+bool _is_ticks_locked = false;
+
 string PARAM_SEPARATOR = ";";
 
 int OnInit()
@@ -74,14 +85,44 @@ void OnDeinit(const int reason)
 
 void OnTick()
 {
+   string symbol = Symbol();
+   
+   bool lastbar_time_changed = false;
+   long lastbar_time = SeriesInfoInteger(symbol, Period(), SERIES_LASTBAR_DATE); 
+   if (_last_bar_open_time != lastbar_time)
+   {
+      if (_last_bar_open_time != 0)
+      {
+         MqlRates rates_array[];
+         CopyRates(symbol, Period(), 1, 1, rates_array);
+      
+         MtTimeBar* timeBar = new MtTimeBar(symbol, rates_array[0]);
+         SendMtEvent(LAST_TIME_BAR_EVENT, timeBar);
+         delete timeBar;
+         
+         lastbar_time_changed = true;
+      }
+      
+      _last_bar_open_time = lastbar_time;
+   }
+
    MqlTick last_tick;
    SymbolInfoTick(Symbol(),last_tick);
    
-   MtOnTickEvent * tick_event = new MtOnTickEvent(Symbol(), last_tick);
+   MtOnTickEvent * tick_event = new MtOnTickEvent(symbol, last_tick);
    SendMtEvent(ON_TICK_EVENT, tick_event);
    delete tick_event; 
    
-   if (IsTesting()) OnTimer();
+   if (IsTesting())
+   {
+      if (BacktestingLockTicks == LOCK_EVERY_TICK ||
+         (BacktestingLockTicks == LOCK_EVERY_CANDLE && lastbar_time_changed))
+      {
+         _is_ticks_locked = true;
+      }
+      
+      OnTimer();
+   }
 }
 
 void  OnTradeTransaction( 
@@ -224,10 +265,12 @@ void OnTimer()
    while(true)
    {
       int executedCommand = executeCommand();
+      
+      if (_is_ticks_locked)
+         continue;
+      
       if (executedCommand == 0)
-      {   
+         break;
-         return;
-      }
    }
 }
 
@@ -741,6 +784,9 @@ int executeCommand()
    case 158: //GlobalVariablesTotal
       Execute_GlobalVariablesTotal();
    break;
+   case 159: //UnlockTiks
+      Execute_UnlockTicks();
+   break;
    case 204: //TerminalInfoInteger
       Execute_TerminalInfoInteger();
    break;
@@ -6461,6 +6507,22 @@ void Execute_GlobalVariablesTotal()
    SEND_INT_RESPONSE(res)
 }
 
+void Execute_UnlockTicks()
+{
+   if (!IsTesting())
+   {
+      Print("WARNING: function UnlockTicks can be used only for backtesting");
+      return;
+   }
+   
+   _is_ticks_locked = false;
+
+   if (!sendVoidResponse(ExpertHandle, _response_error))
+   {
+      PrintResponseError("UnlockTicks", _response_error);
+   }
+}
+
 void Execute_TerminalInfoInteger()
 {
    int propertyId;
@@ -7220,7 +7282,8 @@ enum MtEventTypes
 {
    ON_TRADE_TRANSACTION_EVENT = 1,
    ON_BOOK_EVENT              = 2,
-   ON_TICK_EVENT              = 3
+   ON_TICK_EVENT              = 3,
+   LAST_TIME_BAR_EVENT        = 4
 };
 
 class MtEvent
@@ -7296,6 +7359,29 @@ private:
    MqlTick  _tick;
 };
 
+class MtTimeBar: public MtEvent
+{
+public:
+   MtTimeBar(string symbol, const MqlRates& rates)
+   {
+      _symbol = symbol;
+      _rates = rates;
+   }
+   
+   virtual JSONObject* CreateJson()
+   {
+      JSONObject *jo = new JSONObject();
+      jo.put("Rates", MqlRatesToJson(_rates));
+      jo.put("Instrument", new JSONString(_symbol));
+      jo.put("ExpertHandle", new JSONNumber(ExpertHandle));
+      return jo;
+   }
+
+private: 
+   string _symbol;
+   MqlRates _rates;
+};
+
 void SendMtEvent(MtEventTypes eventType, MtEvent* mtEvent)
 {
 #ifdef __DEBUG_LOG__
@@ -7479,3 +7565,17 @@ JSONObject* MqlTradeRequestToJson(MqlTradeRequest& request)
    jo.put("Comment", new JSONString(request.comment));
    return jo;
 }
+
+JSONObject* MqlRatesToJson(MqlRates& rates)
+{
+   JSONObject *jo = new JSONObject();
+   jo.put("mt_time", new JSONNumber((int)rates.time));
+   jo.put("open", new JSONNumber(rates.open));
+   jo.put("high", new JSONNumber(rates.high));
+   jo.put("low", new JSONNumber(rates.low));
+   jo.put("close", new JSONNumber(rates.close));
+   jo.put("tick_volume", new JSONNumber(rates.tick_volume));
+   jo.put("spread", new JSONNumber(rates.spread));
+   jo.put("real_volume", new JSONNumber(rates.real_volume));
+   return jo;
+}