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mtapi/Examples/MatLab/AdvancedExample/Api/cntMt5Api_timeseries.m
T
Christian_x7 76a6216cf7 Add a advanced example 
It uses its own API which I packed between MTApi5 and MatLab.
Possible that this is useless, but errors from the .NET assembly are more tradable.
2020-10-24 10:14:58 +02:00

938 lines
38 KiB
Matlab
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classdef cntMt5Api_timeseries
%% Properties
properties
cMt5Api;
cApiResult;
cLogger;
hCharConnectionState;
mSymbol char;
mBars DataStore.Bars;
debugCounter = uint32(0);
hbDeInitStatus;
end
methods
%% Contructor
function obj = cntMt5Api_timeseries(api)
obj.cMt5Api = api;
obj.cLogger = api.cLogger;
obj.cLogger.trace('TimeSeries class created',0);
obj.cApiResult = cntMt5Api_apiResult;
% obj.hCharConnectionState = api.hConState;
% obj.hbDeInitStatus = api.hbDEINITSTATUS;
end
%% Helper Functions
function connection_ok = isConnected(obj)
if obj.cMt5Api.h.ConnectionState == MtApi5.Mt5ConnectionState.Connected
connection_ok = true;
else
connection_ok = false;
end
end
function deinit = isDeInitSet(obj)
deinit = obj.cMt5Api.bStatusDeInit;
if (deinit)
disp(deinit)
end
end
%% Api Functions
function cApiResult = SeriesInfoInteger(self,symbolName, enum_TF, enum_propID)
% int SeriesInfoInteger(string symbolName, ENUM_TIMEFRAMES timeframe, ENUM_SERIES_INFO_INTEGER propId)
%
% Returns information about the state of historical data.
% "symbolName" > Symbol name
% "timeframe" > Period
% "propId" > Identifier of the requested property, value of the ENUM_SERIES_INFO_INTEGER enumeration
cApiResult = cntMt5Api_apiResult;
cApiResult.Int64 = self.cMt5Api.h.SeriesInfoInteger(symbolName, enum_TF, enum_propID);
if isinteger(cApiResult.Int64)
cApiResult.setSuccess();
else
self.cLogger.error('Error from Mt5 ');
cApiResult.setError('Error from Mt5');
end
end % Test ok
function cApiResult = Bars(self,symbolName, enum_TF)
% int Bars(string symbolName, ENUM_TIMEFRAMES timeframe)
%
% Returns information about the state of historical data.
% "symbolName" > Symbol name
% "timeframe" > Period
cApiResult = cntMt5Api_apiResult;
cApiResult.Int32 = self.cMt5Api.h.Bars(symbolName, enum_TF);
if isinteger(cApiResult.Int32)
cApiResult.setSuccess();
else
self.cLogger.error('Error from Mt5 ');
cApiResult.setError('Error from Mt5');
end
end % Test ok
function cApiResult = Bars2(self,symbolName, enum_TF, sDTstartTime, sDTstopTime)
% int Bars(string symbolName, ENUM_TIMEFRAMES timeframe)
%
% Returns information about the state of historical data.
% "symbolName" > Symbol name
% "timeframe" > Period
cApiResult = cntMt5Api_apiResult;
cApiResult.Int32 = self.cMt5Api.h.Bars(symbolName, enum_TF, sDTstartTime, sDTstopTime );
if isinteger(cApiResult.Int32)
cApiResult.setSuccess();
else
self.cLogger.error('Error from Mt5 ');
cApiResult.setError('Error from Mt5');
end
end % Test ok
function cApiResult = CopyRates(self,symbolName, timeframe, startPos, count)
%% int CopyRates(string symbolName, ENUM_TIMEFRAMES timeframe, int startPos, int count, out MqlRates[] ratesArray)
% Gets history data of MqlRates structure of a specified symbol-period in specified quantity into the ratesArray array.
% The elements ordering of the copied data is from present to the past, i.e., starting position of 0 means the current bar.
%
% Returns information about the state of historical data.
% "symbolName" > Symbol name
% "timeframe" > Period
% "startPos" > The start position for the first element to copy.
% "count" > Data count to copy.
% "ratesArray" > Array of MqlRates type
cApiResult = cntMt5Api_apiResult;
self.debugCounter = self.debugCounter+1;
if ~self.isDeInitSet()
try
% disp('start api access')
% disp('STATUS:');
% disp(self.cMt5Api.bStatusDeInit)
[cApiResult.Int32, cApiResult.MqlRates] = self.cMt5Api.h.CopyRates(symbolName, timeframe, startPos, count );
% disp('access end');
if isinteger(cApiResult.Int32) && cApiResult.Int32 == count && cApiResult.MqlRates.Length == count
cApiResult.setSuccess();
else
self.cLogger.error('Error from Mt5 ');
cApiResult.setError(2,'Error from Mt5');
end
catch ME
cApiResult.setError(1,"Try Catch failed ,No Connection");
self.cLogger.error('Try Catch failed ,No Connection');
disp(ME.stack(1))
self.cLogger.error('.NET Execption');
end
else
cApiResult.setError(1,"No Connection");
self.cLogger.error('No Connection');
end
end % Test ok
function cApiResult = CopyRatesTimeCount(self,symbolName, timeframe, sDTstartTime, count)
%% int CopyRates(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, int count, out MqlRates[] ratesArray)
% Gets history data of MqlRates structure of a specified symbol-period in specified quantity into the ratesArray array.
% The elements ordering of the copied data is from present to the past, i.e., starting position of 0 means the current bar.
%
% Returns information about the state of historical data.
% "symbolName" > Symbol name
% "timeframe" > Period
% "startTime" > The start time for the first element to copy.
% "count" > Data count to copy.
% "ratesArray" > Array of MqlRates type
cApiResult = cntMt5Api_apiResult;
[cApiResult.Int32, cApiResult.MqlRates] = self.cMt5Api.h.CopyRates(symbolName, timeframe, sDTstartTime, count );
if isinteger(cApiResult.Int32) && cApiResult.Int32 == count && cApiResult.MqlRates.Length == count
cApiResult.setSuccess();
else
self.cLogger.error('Error from Mt5 ');
cApiResult.setError('Error from Mt5');
end
end % Test ok
function cApiResult = CopyRatesTwoTimes(self,symbolName, timeframe, sDTstartTime, sDTstopTime)
%% Gets history data of MqlRates structure of a specified symbol-period in specified quantity into the ratesArray array.
%
% The elements ordering of the copied data is from present to the past, i.e., starting position of 0 means the current bar.
% Returns information about the state of historical data.
% "symbolName" > Symbol name
% "timeframe" > Period
% "startTime" > The start time for the first element to copy.
% "stopTime" > Bar time, corresponding to the last element to copy.
% "ratesArray" > Array of MqlRates type
cApiResult = cntMt5Api_apiResult;
[cApiResult.Int32, cApiResult.MqlRates] = self.cMt5Api.h.CopyRates(symbolName, timeframe, sDTstartTime, sDTstopTime );
if isinteger(cApiResult.Int32)
cApiResult.setSuccess();
else
self.cLogger.error('Error from Mt5 ');
cApiResult.setError('Error from Mt5');
end
end % Test ok
function cApiResult = CopyTime(self,symbolName, timeframe, value1, value2)
%% int CopyTime(string symbolName, ENUM_TIMEFRAMES timeframe, int startPos, int count, out DateTime[] timeArray)
%% int CopyTime(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, int count, out DateTime[] timeArray)
%% int CopyTime(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, DateTime stopTime, out DateTime[] timeArray)
% The function gets to time_array history data of bar opening time for the specified symbol-period pair in the specified quantity.
%
% The elements ordering of the copied data is from present to the past, i.e., starting position of 0 means the current bar.
% Returns information about the state of historical data.
% "symbolName" > Symbol name
% "timeframe" > Period
% "count" > Data count to copy
% "startPos" > The start position for the first element to copy
% "startTime" > The start time for the first element to copy
% "stopTime" > Bar time, corresponding to the last element to copy
% "timeArray" > Array of DatetTme type
cApiResult = cntMt5Api_apiResult;
[cApiResult.Int32, cApiResult.sDateTimes] = self.cMt5Api.h.CopyTime(symbolName, timeframe, value1, value2 );
if isinteger(cApiResult.Int32)
cApiResult.setSuccess();
else
self.cLogger.error('Error from Mt5 ');
cApiResult.setError('Error from Mt5');
end
end % Test ok
function cApiResult = CopyOpen(self,symbolName, timeframe, value1, value2)
%% int CopyOpen(string symbolName, ENUM_TIMEFRAMES timeframe, int startPos, int count, out out double[] openArray)
%% int CopyOpen(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, int count, out double[] openArray)
%% int CopyOpen(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, DateTime stopTime, out double[] openArray)
% The function gets into open_array the history data of bar open prices for the selected symbol-period pair in the specified quantity
%
% The elements ordering of the copied data is from present to the past, i.e., starting position of 0 means the current bar.
% Returns information about the state of historical data.
% "symbolName" > Symbol name
% "timeframe" > Period
% "count" > Data count to copy
% "startPos" > The start position for the first element to copy
% "startTime" > The start time for the first element to copy
% "stopTime" > Bar time, corresponding to the last element to copy
% "openArray" > Array of double type
cApiResult = cntMt5Api_apiResult;
[cApiResult.Int32, cApiResult.sDoubles] = self.cMt5Api.h.CopyOpen(symbolName, timeframe, value1, value2 );
if isinteger(cApiResult.Int32) && cApiResult.Int32 > 0
cApiResult.setSuccess();
else
self.cLogger.error('Error from Mt5 ');
cApiResult.setError('Error from Mt5');
end
end % Test ok
function cApiResult = CopyHigh(self,symbolName, timeframe, value1, value2)
%% int CopyHigh(string symbolName, ENUM_TIMEFRAMES timeframe, int startPos, int count, out out double[] openArray)
%% int CopyHigh(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, int count, out double[] openArray)
%% int CopyHigh(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, DateTime stopTime, out double[] openArray)
% The function gets into high_array the history data of bar open prices for the selected symbol-period pair in the specified quantity
%
% The elements ordering of the copied data is from present to the past, i.e., starting position of 0 means the current bar.
% Returns information about the state of historical data.
% "symbolName" > Symbol name
% "timeframe" > Period
% "count" > Data count to copy
% "startPos" > The start position for the first element to copy
% "startTime" > The start time for the first element to copy
% "stopTime" > Bar time, corresponding to the last element to copy
% "openArray" > Array of double type
cApiResult = cntMt5Api_apiResult;
[cApiResult.Int32, cApiResult.sDoubles] = self.cMt5Api.h.CopyHigh(symbolName, timeframe, value1, value2 );
if isinteger(cApiResult.Int32) && cApiResult.Int32 > 0
cApiResult.setSuccess();
else
self.cLogger.error('Error from Mt5 ');
cApiResult.setError('Error from Mt5');
end
end % Test ok
function cApiResult = CopyLow(self,symbolName, timeframe, value1, value2)
%% int CopyLow(string symbolName, ENUM_TIMEFRAMES timeframe, int startPos, int count, out out double[] openArray)
%% int CopyLow(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, int count, out double[] openArray)
%% int CopyLow(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, DateTime stopTime, out double[] openArray)
% The function gets into low_array the history data of bar open prices for the selected symbol-period pair in the specified quantity
%
% The elements ordering of the copied data is from present to the past, i.e., starting position of 0 means the current bar.
% Returns information about the state of historical data.
% "symbolName" > Symbol name
% "timeframe" > Period
% "count" > Data count to copy
% "startPos" > The start position for the first element to copy
% "startTime" > The start time for the first element to copy
% "stopTime" > Bar time, corresponding to the last element to copy
% "openArray" > Array of double type
cApiResult = cntMt5Api_apiResult;
[cApiResult.Int32, cApiResult.sDoubles] = self.cMt5Api.h.CopyLow(symbolName, timeframe, value1, value2 );
if isinteger(cApiResult.Int32) && cApiResult.Int32 > 0
cApiResult.setSuccess();
else
self.cLogger.error('Error from Mt5 ');
cApiResult.setError('Error from Mt5');
end
end % Test ok
function cApiResult = CopyClose(self,symbolName, timeframe, value1, value2)
%% int CopyClose(string symbolName, ENUM_TIMEFRAMES timeframe, int startPos, int count, out out double[] openArray)
%% int CopyClose(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, int count, out double[] openArray)
%% int CopyClose(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, DateTime stopTime, out double[] openArray)
% The function gets into close_array the history data of bar open prices for the selected symbol-period pair in the specified quantity
%
% The elements ordering of the copied data is from present to the past, i.e., starting position of 0 means the current bar.
% Returns information about the state of historical data.
% "symbolName" > Symbol name
% "timeframe" > Period
% "count" > Data count to copy
% "startPos" > The start position for the first element to copy
% "startTime" > The start time for the first element to copy
% "stopTime" > Bar time, corresponding to the last element to copy
% "openArray" > Array of double type
cApiResult = cntMt5Api_apiResult;
[cApiResult.Int32, cApiResult.sDoubles] = self.cMt5Api.h.CopyClose(symbolName, timeframe, value1, value2 );
if isinteger(cApiResult.Int32) && cApiResult.Int32 > 0
cApiResult.setSuccess();
else
self.cLogger.error('Error from Mt5 ');
cApiResult.setError('Error from Mt5');
end
end % Test ok
function cApiResult = CopyTickVolume(self,symbolName, timeframe, value1, value2)
%% int CopyTickVolume(string symbolName, ENUM_TIMEFRAMES timeframe, int startPos, int count, out long[] volumeArray)
%% int CopyTickVolume(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, int count, out long[] volumeArray)
%% int CopyTickVolume(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, DateTime stopTime, out long[] volumeArray)
% The function gets into volume_array the history data of tick volumes for the selected symbol-period pair in the specified quantity
%
% The elements ordering of the copied data is from present to the past, i.e., starting position of 0 means the current bar.
% Returns information about the state of historical data.
% "symbolName" > Symbol name
% "timeframe" > Period
% "count" > Data count to copy
% "startPos" > The start position for the first element to copy
% "startTime" > The start time for the first element to copy
% "stopTime" > Bar time, corresponding to the last element to copy
% "volumeArray" > Array of long type
cApiResult = cntMt5Api_apiResult;
[cApiResult.Int32, cApiResult.sLongs] = self.cMt5Api.h.CopyTickVolume(symbolName, timeframe, value1, value2 );
if isinteger(cApiResult.Int32) && cApiResult.Int32 > 0
cApiResult.setSuccess();
else
self.cLogger.error('Error from Mt5 ');
cApiResult.setError('Error from Mt5');
end
end % Test ok
function cApiResult = CopyRealVolume(self,symbolName, timeframe, value1, value2)
%% int CopyRealVolume(string symbolName, ENUM_TIMEFRAMES timeframe, int startPos, int count, out long[] volumeArray)
%% int CopyRealVolume(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, int count, out long[] volumeArray)
%% int CopyRealVolume(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, DateTime stopTime, out long[] volumeArray)
% The function gets into volume_array the history data of trade volumes for the selected symbol-period pair in the specified quantity
%
% The elements ordering of the copied data is from present to the past, i.e., starting position of 0 means the current bar.
% Returns information about the state of historical data.
% "symbolName" > Symbol name
% "timeframe" > Period
% "count" > Data count to copy
% "startPos" > The start position for the first element to copy
% "startTime" > The start time for the first element to copy
% "stopTime" > Bar time, corresponding to the last element to copy
% "volumeArray" > Array of long type
cApiResult = cntMt5Api_apiResult;
[cApiResult.Int32, cApiResult.sLongs] = self.cMt5Api.h.CopyRealVolume(symbolName, timeframe, value1, value2 );
if isinteger(cApiResult.Int32) && cApiResult.Int32 > 0
cApiResult.setSuccess();
else
self.cLogger.error('Error from Mt5 ');
cApiResult.setError('Error from Mt5');
end
end % Test ok
function cApiResult = CopySpread(self,symbolName, timeframe, value1, value2)
%% int CopySpread(string symbolName, ENUM_TIMEFRAMES timeframe, int startPos, int count, out int[] spreadArray)
%% int CopySpread(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, int count, out int[] spreadArray)
%% int CopySpread(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, DateTime stopTime, out int[] spreadArray)
% The function gets into spread_array the history data of spread values for the selected symbol-period pair in the specified quantity
%
% The elements ordering of the copied data is from present to the past, i.e., starting position of 0 means the current bar.
% Returns information about the state of historical data.
% "symbolName" > Symbol name
% "timeframe" > Period
% "count" > Data count to copy
% "startPos" > The start position for the first element to copy
% "startTime" > The start time for the first element to copy
% "stopTime" > Bar time, corresponding to the last element to copy
% "spreadArray" > Array of int type
cApiResult = cntMt5Api_apiResult;
[cApiResult.Int32, cApiResult.sInts] = self.cMt5Api.h.CopySpread(symbolName, timeframe, value1, value2 );
if isinteger(cApiResult.Int32) && cApiResult.Int32 > 0
cApiResult.setSuccess();
else
self.cLogger.error('Error from Mt5 ');
cApiResult.setError('Error from Mt5');
end
end % Test ok
function cApiResult = CopyTicks(self,symbolName, flags, from, count)
%% List<MqlTick> CopyTicks(string symbolName, CopyTicksFlag flags = CopyTicksFlag.All, ulong from = 0, uint count = 0)
% The function receives ticks in the MqlTick format into ticks_array. In this case, ticks are indexed from the past to the present, i.e. the 0 indexed tick is the oldest one in the array
% For tick analysis, check the flags field, which shows what exactly has changed in the tick.
%
%
% "symbolName" > Symbol name
% "flags" > The flag that determines the type of received ticks.
% "from" > The date from which you want to request ticks. In milliseconds since 1970.01.01. If from=0, the last count ticks will be returned
% "count" > The number of ticks that you want to receive. If the 'from' and 'count' parameters are not specified, all available recent ticks (but not more than 2000) will be written to result
cApiResult = cntMt5Api_apiResult;
cApiResult.sListMqlTick = self.cMt5Api.h.CopyTicks(symbolName, flags, from, count );
if cApiResult.sListMqlTick.Count == count
cApiResult.setSuccess();
else
self.cLogger.error('Error from Mt5 ');
cApiResult.setError('Error from Mt5');
end
end % Test ok
%% class functions
% Event Listener
function r = setQuoteListener(self,hBars)
r = addlistener(self.cMt5Api.h, 'QuoteUpdate', @(src,event)self.quoteListener(src,event,hBars));
end
function quoteListener(self,~,event,hBars)
persistent errCount ;
if ~feature('IsDebugMode')
% disp('Quote Update ');
if isempty(errCount)
errCount = 0;
end
eTF = MtApi5.ENUM_TIMEFRAMES.PERIOD_M1;
if self.mIsNewBar(eTF)
% self.cLogger.info('New Bar detected');
cApiResult = self.CopyRates(self.mSymbol,eTF, 0, 1);
if errCount < 5
if ~self.mUpdateBars(hBars,cApiResult.MqlRates(1))
errCount = errCount+1;
if errCount == 5
self.cLogger.error('Update Bars stopped while error count > 5');
end
end
end
end
else
% disp('Quote Update in Debug Mode');
end
end
% Data Management
function [ok, bars] = mCreateBars(self,enTimeframe,chSymbol,iSize)
% [ok, bars] = mCreateBars(MtApi5.ENUM_TIMEFRAMES ,char Symbol,int32 Size)
bars = DataStore.Bars(chSymbol, enTimeframe, iSize);
bars.chSymbol = chSymbol;
bars.iSize = iSize;
ok = true;
end
function ok = mUpdateBars(self,hBars,hMqlRate)
if hBars.iSize == hBars.iLast
self.cLogger.error('Can not store more mqlRates, Bars Size Limit reached');
ok = false;
return
end
if ~isempty(hBars)
idx = hBars.iLast;
else
idx = 0;
end
if idx > 0
% hBars.mqlRates(idx+1) = hMqlRate;
hBars.dOpen(idx+1) = hMqlRate.open;
hBars.dHigh(idx+1) = hMqlRate.high;
hBars.dLow(idx+1) = hMqlRate.low;
hBars.dClose(idx+1) = hMqlRate.close;
hBars.i64TickVol(idx+1) = hMqlRate.tick_volume;
hBars.sdtTime(idx+1) = hMqlRate.time;
hBars.i64MTtime(idx+1) = hMqlRate.mt_time;
hBars.dtTime(idx+1) = datetime(hMqlRate.mt_time , 'ConvertFrom', 'posixtime');
hBars.iLast = idx+1;
else
hBars.sdOpen(1)= hMqlRate.open;
hBars.iLast = 1;
end
ok = true;
end
function ok = fn_UpdateBars_big(self,hBars,hMqlRate)
if hBars.eurusd.iSize == hBars.eurusd.iLast
self.cLogger.error('Can not store more mqlRates, Bars Size Limit reached');
ok = false;
return
end
if ~isempty(hBars)
idx = hBars.eurusd.iLast;
else
idx = 0;
end
if idx > 0
% hBars.mqlRates(idx+1) = hMqlRate;
hBars.dOpen(idx+1) = hMqlRate.open;
hBars.dHigh(idx+1) = hMqlRate.high;
hBars.dLow(idx+1) = hMqlRate.low;
hBars.dClose(idx+1) = hMqlRate.close;
hBars.i64TickVol(idx+1) = hMqlRate.tick_volume;
hBars.sdtTime(idx+1) = hMqlRate.time;
hBars.i64MTtime(idx+1) = hMqlRate.mt_time;
hBars.dtTime(idx+1) = datetime(hMqlRate.mt_time , 'ConvertFrom', 'posixtime');
hBars.iLast = idx+1;
else
hBars.sdOpen(1)= hMqlRate.open;
hBars.iLast = 1;
end
ok = true;
end
function [ok, bars] = mCreateFilledBars(self,chSymbol,enTimeframe,iStartPos,iCount,iSize)
self.cLogger.debug('Create empty Bars' );
bars = DataStore.Bars(chSymbol, enTimeframe, iSize);
self.cLogger.debug('Create ready' );
try
self.cLogger.debug('API: copyrates...' );
[copied, bars.mqlRates] = self.cMt5Api.h.CopyRates(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
self.cLogger.debug('API: ready' );
if copied > 0
self.cLogger.debug('Copy mqlRates to Bars System.Values...' );
for idx=1:1:copied
bars.i64MTtime(idx) = bars.mqlRates(idx).mt_time;
bars.dtTime(idx) = datetime(bars.i64MTtime(idx) , 'ConvertFrom', 'posixtime');
% bars.sdOpen(idx) = mqlRates(idx).open;
% bars.sdHigh(idx) = mqlRates(idx).high;
% bars.sdLow(idx) = mqlRates(idx).low;
% bars.sdClose(idx) = mqlRates(idx).close;
end
bars.iLast = copied;
self.cLogger.debug('Copy mqlRates ready' );
else
self.cLogger.error('CopyRates has 0 copied');
ok = false;
return;
end
self.cLogger.debug('API: copy open,high,low,close,time,volume' );
[copiedOpen, sdOpen] = self.cMt5Api.h.CopyOpen(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
bars.dOpen(1:iCount) = double(sdOpen);
[copiedHigh, sdHigh] = self.cMt5Api.h.CopyHigh(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
bars.dHigh(1:iCount) = double(sdHigh);
[copiedLow, sdLow] = self.cMt5Api.h.CopyLow(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
bars.dLow(1:iCount) = double(sdLow);
[copiedClose, sdClose] = self.cMt5Api.h.CopyClose(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
bars.dClose(1:iCount) = double(sdClose);
[copiedSpread, si32Spread] = self.cMt5Api.h.CopySpread(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
bars.i32Spread(1:iCount) = int32(si32Spread);
[copiedTickVol, si64TickVol] = self.cMt5Api.h.CopyTickVolume(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
bars.i64TickVol(1:iCount) = int64(si64TickVol);
[copiedRealVol, si64RealVol] = self.cMt5Api.h.CopyRealVolume(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
bars.i64RealVol(1:iCount) = int64(si64RealVol);
[copiedTime, sdtTime] = self.cMt5Api.h.CopyTime(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
sdtTime.CopyTo(bars.sdtTime,0);
self.cLogger.debug('API: Copy OHLC ready' );
catch ME
if(isa(ME, 'NET.NetException'))
BE = ME.ExceptionObject.GetBaseException;
self.cLogger.error(sprintf('Matlab Execption: %s',char(ME.message)));
self.cLogger.error(sprintf('Base Execption: %s',char(BE.StackTrace)));
elseif(isa(ME, 'MException'))
disp(ME.message);
else
error('Unknown Exeption Type');
end
ok = false;
return;
end
if bars.iLast == iCount &&...
copiedOpen == iCount &&...
copiedHigh == iCount &&...
copiedLow == iCount &&...
copiedClose == iCount &&...
copiedTime == iCount &&...
copiedSpread == iCount &&...
copiedTickVol == iCount &&...
copiedRealVol == iCount
bars.sdtStart = bars.mqlRates(1).time;
bars.sdtEnd = bars.mqlRates(bars.iLast).time;
bars.sStart = char(bars.sdtStart.ToString);
bars.sEnd = char(bars.sdtEnd.ToString);
self.cLogger.debug(sprintf('%s Bars object created',bars.chSymbol));
self.cLogger.debug(sprintf('Size: %d Elements',bars.iSize));
self.cLogger.debug(sprintf('Last: %d Element',bars.iLast));
self.cLogger.debug(sprintf('Start: %s ',char(bars.sdtStart.ToString)));
self.cLogger.debug(sprintf('End : %s ',char(bars.sdtEnd.ToString)));
ok = true;
else
self.cLogger.error(sprintf('Creating Bars Object :%s ',"Error"));
ok = false;
end
end % Test ok
function [ok, bars] = mCreateFilledBarsPARALEL(self,chSymbol,enTimeframe,iStartPos,iCount,iSize)
self.cLogger.debug('Parfor Mode' );
self.cLogger.debug('Create empty Bars' );
bars = DataStore.Bars(chSymbol, enTimeframe, iSize);
self.cLogger.debug('Create ready' );
try
self.cLogger.debug('API: copyrates...' );
[copied, bars.mqlRates] = self.cMt5Api.h.CopyRates(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
self.cLogger.debug('API: ready' );
if copied > 0
self.cLogger.debug('Copy mqlRates to Bars System.Values...' );
parRes1 = zeros(1,copied);
parRes2 = zeros(1,copied);
parfor idx=1:1:copied
parRes1(idx) = bars.mqlRates(idx).mt_time;
parRes2(idx) = datetime(parRes1(idx) , 'ConvertFrom', 'posixtime');
% bars.sdOpen(idx) = mqlRates(idx).open;
% bars.sdHigh(idx) = mqlRates(idx).high;
% bars.sdLow(idx) = mqlRates(idx).low;
% bars.sdClose(idx) = mqlRates(idx).close;
end
% bars.i64MTtime(idx)
% bars.dtTime(idx)
bars.iLast = copied;
self.cLogger.debug('Copy mqlRates ready' );
else
self.cLogger.error('CopyRates has 0 copied');
ok = false;
return;
end
self.cLogger.debug('API: copy open,high,low,close,time,volume' );
[copiedOpen, sdOpen] = self.cMt5Api.h.CopyOpen(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
bars.dOpen(1:iCount) = double(sdOpen);
[copiedHigh, sdHigh] = self.cMt5Api.h.CopyHigh(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
bars.dHigh(1:iCount) = double(sdHigh);
[copiedLow, sdLow] = self.cMt5Api.h.CopyLow(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
bars.dLow(1:iCount) = double(sdLow);
[copiedClose, sdClose] = self.cMt5Api.h.CopyClose(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
bars.dClose(1:iCount) = double(sdClose);
[copiedSpread, si32Spread] = self.cMt5Api.h.CopySpread(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
bars.i32Spread(1:iCount) = int32(si32Spread);
[copiedTickVol, si64TickVol] = self.cMt5Api.h.CopyTickVolume(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
bars.i64TickVol(1:iCount) = int64(si64TickVol);
[copiedRealVol, si64RealVol] = self.cMt5Api.h.CopyRealVolume(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
bars.i64RealVol(1:iCount) = int64(si64RealVol);
[copiedTime, sdtTime] = self.cMt5Api.h.CopyTime(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
sdtTime.CopyTo(bars.sdtTime,0);
self.cLogger.debug('Copy OHLC ready' );
catch ME
if(isa(ME, 'NET.NetException'))
BE = ME.ExceptionObject.GetBaseException;
self.cLogger.error(sprintf('Matlab Execption: %s',char(ME.message)));
self.cLogger.error(sprintf('Base Execption: %s',char(BE.StackTrace)));
elseif(isa(ME, 'MException'))
disp(ME.message);
else
error('Unknown Exeption Type');
end
ok = false;
return;
end
if bars.iLast == iCount &&...
copiedOpen == iCount &&...
copiedHigh == iCount &&...
copiedLow == iCount &&...
copiedClose == iCount &&...
copiedTime == iCount &&...
copiedSpread == iCount &&...
copiedTickVol == iCount &&...
copiedRealVol == iCount
bars.sdtStart = bars.mqlRates(1).time;
bars.sdtEnd = bars.mqlRates(bars.iLast).time;
bars.sStart = char(bars.sdtStart.ToString);
bars.sEnd = char(bars.sdtEnd.ToString);
self.cLogger.debug(sprintf('%s Bars object created',bars.chSymbol));
self.cLogger.debug(sprintf('Size: %d Elements',bars.iSize));
self.cLogger.debug(sprintf('Last: %d Element',bars.iLast));
self.cLogger.debug(sprintf('Start: %s ',char(bars.sdtStart.ToString)));
self.cLogger.debug(sprintf('End : %s ',char(bars.sdtEnd.ToString)));
ok = true;
else
self.cLogger.error(sprintf('Creating Bars Object :%s ',"Error"));
ok = false;
end
end
function ok = mGetAndStoreNewBar(self,hBars)
ok = false;
eTF = MtApi5.ENUM_TIMEFRAMES.PERIOD_M1;
cApiResult = self.CopyRates(self.mSymbol,eTF, 0, 1);
if cApiResult.isSuccess()
if self.mUpdateBars(hBars,cApiResult.MqlRates(1))
% self.cLogger.trace('New Bar added to Bars Object');
ok = true;
else
self.cLogger.error('Can`t add new Bar to Bars Object');
ok = false;
end
end
end
function ok = fn_GetAndStoreNewBar_multisymbols(self,hBars,opts)
ok = false;
eTF = MtApi5.ENUM_TIMEFRAMES.PERIOD_M1;
max = opts.symbols.num ;
for idx=1:1:max
cApiResult = self.CopyRates((upper(opts.symbols.Chars{idx})),eTF, 0, 1);
if cApiResult.isSuccess()
if self.mUpdateBars(hBars.(opts.symbols.Chars{idx}),cApiResult.MqlRates(1))
% self.cLogger.trace('New Bar added to Bars Object');
ok = true;
else
self.cLogger.error('Can`t add new Bar to Bars Object');
ok = false;
end
end
end
end
function ok = mIsNewBar(self,enum_TF)
ok = false;
persistent I_LastBarTime;
I_CurrentBarTime = self.cMt5Api.h.SeriesInfoInteger(self.mSymbol, enum_TF, MtApi5.ENUM_SERIES_INFO_INTEGER.SERIES_LASTBAR_DATE);
if isempty(I_LastBarTime)
I_LastBarTime = I_CurrentBarTime;
% disp('First Init of LastBarTime');
return
end
if I_CurrentBarTime > I_LastBarTime
I_LastBarTime = I_CurrentBarTime;
ok = true;
return
else
I_LastBarTime = I_CurrentBarTime;
end
end % Test ok
end
end
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