增加指标信号传送功能

2026-07-03 18:17:07 +08:00
parent 17ee7418db
commit bb3aecc6ae
16 changed files with 464 additions and 2 deletions
@@ -305,6 +305,93 @@ for d in deals:

 ---

+### 11. 全局变量（MQL5 信号桥）
+
+> 让 MQL5 指标/EA 把信号写出来，Python 通过 Bridge 读取。不用翻译 MQL5 代码。
+
+#### 列出所有全局变量
+
+```
+GET /gvar
+```
+
+```python
+gvars = api("/gvar")
+print(gvars)
+# {"data": [{"name": "AT_Trend_XAUUSDc", "value": 1}, ...], "count": 5}
+```
+
+#### 读取指定变量
+
+```
+GET /gvar/{name}
+```
+
+```python
+trend = api("/gvar/AT_Trend_XAUUSDc")["value"]
+print(f"趋势方向: {'多头' if trend == 1 else '空头'}")
+```
+
+#### 写入变量
+
+```
+POST /gvar/{name}
+```
+
+Body: `{"value": 75.5}`
+
+```python
+def set_gvar(name, value):
+    return api_post(f"/gvar/{name}", {"value": value})
+
+set_gvar("MY_RSI", 75.5)
+```
+
+#### 删除变量
+
+```
+DELETE /gvar/{name}
+```
+
+---
+
+## MQL5 指标 → Python 完整流程
+
+### 第一步：改指标源码，加一行输出
+
+```mql5
+// 在 OnCalculate 末尾加
+int last = rates_total - 1;
+GlobalVariableSet("MY_SIGNAL_" + _Symbol, signal_value);
+```
+
+### 第二步：Python 读取信号
+
+```python
+def read_signal():
+    try:
+        return api(f"/gvar/MY_SIGNAL_XAUUSDc")["value"]
+    except:
+        return None
+
+signal = read_signal()
+print(f"指标信号: {signal}")
+```
+
+### 第三步：根据信号做决策
+
+```python
+def on_tick():
+    signal = read_signal()
+    if signal != 1:
+        return  # 没信号，不动
+
+    if not bridge.has_position("XAUUSDc"):
+        bid, ask = bridge.tick("XAUUSDc")
+        bridge.buy("XAUUSDc", 0.01, ask, sl=ask - 50, tp=ask + 100)
+        print("指标发出买入信号，已开多")
+```
+
 ## 完整策略模板

 ```python
@@ -0,0 +1,231 @@
+//+-------------------------------------------------------------------------------------------------------+
+//|                                                                                       Alpha Trend.mq5 |
+//|                                                                             Copyright © 2022, Centaur |
+//|                                                                 https://www.mql5.com/en/users/centaur |
+//|                                                                                                       |
+//|For screenshots and extra info:                                                                        |
+//| https://forex-station.com/viewtopic.php?p=1295492109&sid=16f4baa8018e53a3e71fb54b6b29977b#p1295492109 |
+//|                                                                                                       |
+//+-------------------------------------------------------------------------------------------------------+
+#property copyright "Copyright © 2022, Centaur"
+#property link      "https://www.mql5.com/en/users/centaur"
+#property version   "1.00"
+#property indicator_chart_window
+#property indicator_buffers 16
+#property indicator_plots   3
+//--- plot alpha line and offset line
+#property indicator_label1  "Alpha Line;Offset Line"
+#property indicator_type1   DRAW_FILLING
+#property indicator_color1  clrDodgerBlue,clrTomato
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  1
+//--- plot Buy Signal
+#property indicator_label2  "Buy Signal"
+#property indicator_type2   DRAW_ARROW
+#property indicator_color2  clrDodgerBlue
+#property indicator_style2  STYLE_SOLID
+#property indicator_width2  1
+//--- plot Sell Signal
+#property indicator_label3  "Sell Signal"
+#property indicator_type3   DRAW_ARROW
+#property indicator_color3  clrTomato
+#property indicator_style3  STYLE_SOLID
+#property indicator_width3  1
+//--- enumerations
+enum ENUM_YES_NO
+  {
+   Yes,
+   No
+  };
+//--- input parameters
+input int                     inp_length              = 14;                // Length
+input double                  inp_atr_multiplier      = 1.0;               // ATR Multiplier
+input ENUM_APPLIED_PRICE      inp_price               = PRICE_CLOSE;       // Applied Price
+input ENUM_YES_NO             inp_change_calc         = No;                // Use volume data ?
+input ENUM_YES_NO             inp_signals             = Yes;               // Show Signals ?
+//--- indicator plot buffers
+double                        Alpha[];
+double                        Offset[];
+double                        Buy_Signal[];
+double                        Sell_Signal[];
+//--- indicator calculation buffers
+double                        TR[];
+double                        ATR[];
+double                        RSI[];
+double                        MFI[];
+double                        UpTrend[];
+double                        DownTrend[];
+double                        Alpha_Calc[];
+double                        Buy_Signal_Calc[];
+double                        Sell_Signal_Calc[];
+double                        Buy_BarCount[];
+double                        Sell_BarCount[];
+double                        Arrows[];
+//--- indicator variables
+int                           length;
+double                        atr_multiplier;
+int                           TR_Handle;
+int                           RSI_Handle;
+int                           MFI_Handle;
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+//--- check input parameters
+   length = inp_length < 1 ? 1 : inp_length;
+   atr_multiplier = inp_atr_multiplier < 0.1 ? 0.1 : NormalizeDouble(inp_atr_multiplier, 1);
+//--- indicator buffers mapping
+   SetIndexBuffer(0, Alpha, INDICATOR_DATA);
+   SetIndexBuffer(1, Offset, INDICATOR_DATA);
+   SetIndexBuffer(2, Buy_Signal, INDICATOR_DATA);
+   SetIndexBuffer(3, Sell_Signal, INDICATOR_DATA);
+   SetIndexBuffer(4, TR, INDICATOR_CALCULATIONS);
+   SetIndexBuffer(5, ATR, INDICATOR_CALCULATIONS);
+   SetIndexBuffer(6, RSI, INDICATOR_CALCULATIONS);
+   SetIndexBuffer(7, MFI, INDICATOR_CALCULATIONS);
+   SetIndexBuffer(8, UpTrend, INDICATOR_CALCULATIONS);
+   SetIndexBuffer(9, DownTrend, INDICATOR_CALCULATIONS);
+   SetIndexBuffer(10, Alpha_Calc, INDICATOR_CALCULATIONS);
+   SetIndexBuffer(11, Buy_Signal_Calc, INDICATOR_CALCULATIONS);
+   SetIndexBuffer(12, Sell_Signal_Calc, INDICATOR_CALCULATIONS);
+   SetIndexBuffer(13, Buy_BarCount, INDICATOR_CALCULATIONS);
+   SetIndexBuffer(14, Sell_BarCount, INDICATOR_CALCULATIONS);
+   SetIndexBuffer(15, Arrows, INDICATOR_CALCULATIONS);
+//--- set indicator accuracy
+   IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
+//--- set indicator name display
+   string prices = inp_price == PRICE_OPEN ? "Open" : inp_price == PRICE_HIGH ? "High" : inp_price == PRICE_LOW ? "Low" : inp_price == PRICE_CLOSE ? "Close" : inp_price == PRICE_MEDIAN ? "Median" : inp_price == PRICE_TYPICAL ? "Typical" : inp_price == PRICE_WEIGHTED ? "Weighted" : " ";
+   string short_name = "Alpha Trend (" + IntegerToString(length) + ", " + DoubleToString(atr_multiplier, 1) + ", " + prices + ", " + EnumToString(inp_change_calc) + ", " + EnumToString(inp_signals) + ")";
+   IndicatorSetString(INDICATOR_SHORTNAME, short_name);
+//--- sets drawing lines to empty value
+   PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
+   PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
+   PlotIndexSetDouble(2, PLOT_EMPTY_VALUE, EMPTY_VALUE);
+   PlotIndexSetDouble(3, PLOT_EMPTY_VALUE, EMPTY_VALUE);
+//--- initialize buffers
+   ArrayInitialize(Alpha, EMPTY_VALUE);
+   ArrayInitialize(Offset, EMPTY_VALUE);
+   ArrayInitialize(Buy_Signal, EMPTY_VALUE);
+   ArrayInitialize(Sell_Signal, EMPTY_VALUE);
+   ArrayInitialize(TR, 0.0);
+   ArrayInitialize(ATR, 0.0);
+   ArrayInitialize(RSI, 0.0);
+   ArrayInitialize(MFI, 0.0);
+   ArrayInitialize(UpTrend, 0.0);
+   ArrayInitialize(DownTrend, 0.0);
+   ArrayInitialize(Alpha_Calc, 0.0);
+   ArrayInitialize(Buy_Signal_Calc, 0.0);
+   ArrayInitialize(Sell_Signal_Calc, 0.0);
+   ArrayInitialize(Buy_BarCount, 0.0);
+   ArrayInitialize(Sell_BarCount, 0.0);
+   ArrayInitialize(Arrows, 0.0);
+//--- setting a code from the Wingdings charset as the property of PLOT_ARROW
+   PlotIndexSetInteger(1, PLOT_ARROW, 225);
+   PlotIndexSetInteger(2, PLOT_ARROW, 226);
+//--- Set the vertical shift of arrows in pixels
+   PlotIndexSetInteger(1, PLOT_ARROW_SHIFT, 20);
+   PlotIndexSetInteger(2, PLOT_ARROW_SHIFT, -20);
+//--- create handles
+   TR_Handle = iATR(_Symbol, _Period, 1);
+   RSI_Handle = iRSI(_Symbol, _Period, length, inp_price);
+   MFI_Handle = iMFI(_Symbol, _Period, length, VOLUME_TICK);
+//--- initialization succeeded
+   return(INIT_SUCCEEDED);
+  }
+//+------------------------------------------------------------------+
+//| Custom indicator iteration function                              |
+//+------------------------------------------------------------------+
+int OnCalculate(const int rates_total,
+                const int prev_calculated,
+                const datetime &time[],
+                const double &open[],
+                const double &high[],
+                const double &low[],
+                const double &close[],
+                const long &tick_volume[],
+                const long &volume[],
+                const int &spread[])
+  {
+//--- check period
+   if(length <= 1 || length > rates_total)
+      return(0);
+//--- latest data copy
+   int copy;
+   if(prev_calculated > rates_total || prev_calculated <= 0)
+      copy = rates_total;
+   else
+     {
+      copy = rates_total - prev_calculated;
+      //--- last value is always copied
+      copy++;
+     }
+//--- populate buffers
+   if(CopyBuffer(TR_Handle, 0, 0, copy, TR) <= 0)
+      return(0);
+   if(CopyBuffer(RSI_Handle, 0, 0, copy, RSI) <= 0)
+      return(0);
+   if(CopyBuffer(MFI_Handle, 0, 0, copy, MFI) <= 0)
+      return(0);
+//--- calculate start position
+   int bar;
+   if(prev_calculated == 0)
+      bar = 0;
+   else
+      bar = prev_calculated - 1;
+//--- main loop
+   for(int i = bar; i < rates_total && !_StopFlag; i++)
+     {
+      if(i > length)
+        {
+         //--- calculate alpha trend
+         ATR[i] = fSMA(i, length, TR);
+         UpTrend[i] = low[i] - ATR[i] * atr_multiplier;
+         DownTrend[i] = high[i] + ATR[i] * atr_multiplier;
+         Alpha_Calc[i] = (inp_change_calc == No ? RSI[i] >= 50 : MFI[i] >= 50) ? UpTrend[i] < Alpha_Calc[i - 1] ? Alpha_Calc[i - 1] : UpTrend[i] : DownTrend[i] > Alpha_Calc[i - 1] ? Alpha_Calc[i - 1] : DownTrend[i];
+         //--- plot alpha trend
+         Alpha[i] = NormalizeDouble(Alpha_Calc[i], _Digits);
+         Offset[i] = NormalizeDouble(Alpha_Calc[i - 2], _Digits);
+         //--- plot buy and sell signals
+         Buy_Signal_Calc[i] = Alpha[i] > Offset[i] && Alpha[i - 1] <= Offset[i - 1] ? 1.0 : 0.0;
+         Sell_Signal_Calc[i] = Alpha[i] < Offset[i] && Alpha[i - 1] >= Offset[i - 1] ? 1.0 : 0.0;
+         Buy_BarCount[i] = fBarsSince(i, Buy_Signal_Calc);
+         Sell_BarCount[i] = fBarsSince(i, Sell_Signal_Calc);
+         Arrows[i] = Buy_BarCount[i] > Sell_BarCount[i] ? 1.0 : -1.0;
+         Buy_Signal[i] = inp_signals == No ? EMPTY_VALUE : Arrows[i] == -1.0 && Arrows[i - 1] == 1.0 ? Offset[i] : EMPTY_VALUE;
+         Sell_Signal[i] = inp_signals == No ? EMPTY_VALUE : Arrows[i] == 1.0 && Arrows[i - 1] == -1.0 ? Offset[i] : EMPTY_VALUE;
+        }
+     }
+//--- write signals to GlobalVariable for Mt5Bridge
+   int last = rates_total - 1;
+   GlobalVariableSet("AT_Alpha_" + _Symbol, Alpha[last]);
+   GlobalVariableSet("AT_Offset_" + _Symbol, Offset[last]);
+   GlobalVariableSet("AT_Trend_" + _Symbol, Arrows[last]);
+   GlobalVariableSet("AT_Buy_" + _Symbol, Buy_Signal_Calc[last]);
+   GlobalVariableSet("AT_Sell_" + _Symbol, Sell_Signal_Calc[last]);
+//--- return value of prev_calculated for next call
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//| Function: Simple Moving Average (SMA)                            |
+//+------------------------------------------------------------------+
+double fSMA(const int _position, const int _period, const double &_input[])
+  {
+   double result = 0.0;
+   double sum = 0.0;
+   for(int k = 0; k < _period; k++)
+      sum += _input[_position - k];
+   result = sum / _period;
+   return(result);
+  }
+//+------------------------------------------------------------------+
+//| Function: Count bars since last event greater than zero          |
+//+------------------------------------------------------------------+
+double fBarsSince(const int _position, const double &_input[])
+  {
+   int result = 0;
+   while(_input[_position - result] == 0.0)
+      result++;
+   return(result);
+  }
+//+------------------------------------------------------------------+
@@ -1,4 +1,5 @@
 using MtApi5;
+using Microsoft.AspNetCore.Mvc;
 using System.Reflection;

 var builder = WebApplication.CreateBuilder(args);
@@ -305,6 +306,47 @@ app.MapGet("/history/deals", (string date_from, string date_to, string? symbol,
    return new { data = dealList, count = dealList.Count, format = "json" };
 });

+app.MapGet("/gvar", (HttpContext context) =>
+{
+    var mt = context.RequestServices.GetRequiredService<MtApi5Client>();
+    var total = mt.GlobalVariablesTotal();
+    var vars = new List<object>();
+    for (int i = 0; i < total; i++)
+    {
+        var name = mt.GlobalVariableName(i) ?? "";
+        var value = mt.GlobalVariableGet(name);
+        vars.Add(new { name, value });
+    }
+    return Results.Ok(new { data = vars, count = vars.Count, format = "json" });
+});
+
+app.MapGet("/gvar/{name}", (HttpContext context, string name) =>
+{
+    var mt = context.RequestServices.GetRequiredService<MtApi5Client>();
+    if (!mt.GlobalVariableCheck(name))
+        return Results.NotFound(new { detail = $"GlobalVariable '{name}' not found" });
+    var value = mt.GlobalVariableGet(name);
+    return Results.Ok(new { name, value });
+});
+
+app.MapPost("/gvar/{name}", async (HttpContext context, string name) =>
+{
+    var mt = context.RequestServices.GetRequiredService<MtApi5Client>();
+    var body = await context.Request.ReadFromJsonAsync<GvarSetDto>();
+    if (body == null) return Results.BadRequest("Invalid body");
+    mt.GlobalVariableSet(name, body.value);
+    return Results.Ok(new { name, value = body.value });
+});
+
+app.MapDelete("/gvar/{name}", (HttpContext context, string name) =>
+{
+    var mt = context.RequestServices.GetRequiredService<MtApi5Client>();
+    if (!mt.GlobalVariableCheck(name))
+        return Results.NotFound(new { detail = $"GlobalVariable '{name}' not found" });
+    mt.GlobalVariableDel(name);
+    return Results.Ok(new { deleted = name });
+});
+
 app.Run();

 DateTime MtTimeToDateTime(long mtTime)
@@ -352,6 +394,11 @@ class TradeRequestBody
    public TradeRequestDto request { get; set; } = new();
 }

+class GvarSetDto
+{
+    public double value { get; set; }
+}
+
 class MtConnectionService : BackgroundService
 {
    private readonly MtApi5Client _client;
@@ -431,6 +431,50 @@ GET /history/deals?date_from={from}&date_to={to}&symbol={symbol}

 **示例：** `/history/deals?date_from=2026-07-01&date_to=2026-07-03&symbol=XAUUSDc`

+### 全局变量（MQL5 信号桥）
+
+让 MQL5 指标/EA 将信号写入 GlobalVariable，Python 通过 Bridge 读取。无需翻译 MQL5 代码。
+
+```
+GET /gvar
+GET /gvar/{name}
+POST /gvar/{name}
+DELETE /gvar/{name}
+```
+
+**列出所有全局变量：**
+```
+GET /gvar
+```
+
+**读取指定变量：**
+```
+GET /gvar/{name}
+```
+
+**写入变量：**
+```
+POST /gvar/{name}
+Body: {"value": 75.5}
+```
+
+**删除变量：**
+```
+DELETE /gvar/{name}
+```
+
+**MQL5 侧（指标末尾加一行）：**
+```mql5
+int last = rates_total - 1;
+GlobalVariableSet("MY_SIGNAL_" + _Symbol, Alpha[last]);
+```
+
+**Python 侧读取：**
+```python
+resp = requests.get(f"{BRIDGE}/gvar/MY_SIGNAL_XAUUSDc", headers=HEADERS)
+signal = resp.json()["value"]
+```
+
 ---

 ## 七、调用示例
@@ -13,7 +13,7 @@ using System.Reflection;
 [assembly: System.Reflection.AssemblyCompanyAttribute("Mt5Bridge")]
 [assembly: System.Reflection.AssemblyConfigurationAttribute("Debug")]
 [assembly: System.Reflection.AssemblyFileVersionAttribute("1.0.0.0")]
-[assembly: System.Reflection.AssemblyInformationalVersionAttribute("1.0.0+ac1153c0914bcde0cebee04271eb48f6047e7c85")]
+[assembly: System.Reflection.AssemblyInformationalVersionAttribute("1.0.0+17ee7418db2cb5844ed378e50486c832fb71e825")]
 [assembly: System.Reflection.AssemblyProductAttribute("Mt5Bridge")]
 [assembly: System.Reflection.AssemblyTitleAttribute("Mt5Bridge")]
 [assembly: System.Reflection.AssemblyVersionAttribute("1.0.0.0")]
@@ -1 +1 @@
-3e51f6bbe9ff6ed0893f1911fc810b6691a001b8db244523b3de6ba0c5a11ab4
+5262a17ecfe612cf8968a576e60268f783ab6c2e11fe50fa49843137ec77f21c
@@ -0,0 +1,53 @@
+import requests
+import time
+import statistics
+
+BRIDGE = "http://61.164.252.86:13485"
+KEY = "UiHMqtaYLZzwBdcuS4RFmEGhgDO8N2eI"
+HEADERS = {"X-API-Key": KEY}
+
+N = 20  # 测试次数
+
+def test(name, func):
+    times = []
+    for i in range(N):
+        t0 = time.perf_counter()
+        try:
+            func()
+        except Exception as e:
+            print(f"  ❌ {name} 失败: {e}")
+            return
+        t1 = time.perf_counter()
+        times.append((t1 - t0) * 1000)
+        print(f"  #{i+1:2d}: {times[-1]:.1f} ms", end="\r")
+
+    print(f"\n{'='*50}")
+    print(f"{name}")
+    print(f"  最小: {min(times):.1f} ms")
+    print(f"  最大: {max(times):.1f} ms")
+    print(f"  平均: {statistics.mean(times):.1f} ms")
+    print(f"  中位: {statistics.median(times):.1f} ms")
+
+print(f"测试 {N} 次，请稍候...\n")
+
+# 1. 健康检查
+test("健康检查 /health", lambda: requests.get(f"{BRIDGE}/health", headers=HEADERS).raise_for_status())
+
+# 2. 账户信息
+test("账户信息 /account", lambda: requests.get(f"{BRIDGE}/account", headers=HEADERS).raise_for_status())
+
+# 3. 实时 Tick
+test("实时 Tick /tick", lambda: requests.get(f"{BRIDGE}/symbols/XAUUSDc/tick", headers=HEADERS).raise_for_status())
+
+# 4. 持仓查询
+test("持仓查询 /positions", lambda: requests.get(f"{BRIDGE}/positions", headers=HEADERS).raise_for_status())
+
+# 5. 品种信息
+test("品种信息 /symbols", lambda: requests.get(f"{BRIDGE}/symbols/XAUUSDc", headers=HEADERS).raise_for_status())
+
+# 6. K 线数据
+test("K 线 /rates (100根 H1)", lambda: requests.get(f"{BRIDGE}/rates/from-pos", headers=HEADERS, params={
+    "symbol": "XAUUSDc", "timeframe": "TIMEFRAME_H1", "start_pos": 0, "count": 100
+}).raise_for_status())
+
+print(f"\n总结: 你的网络 → MT5 云端 往返延迟")