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ai/example_workflow.py

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+"""
+Complete Example Workflow for ONNX + MT5
+
+This script demonstrates the complete workflow:
+1. Train an ONNX model
+2. Test predictions
+3. Show how to use in MT5
+
+Run this to see the full process in action.
+"""
+
+import os
+import sys
+from datetime import datetime
+import MetaTrader5 as mt5
+
+# Import our modules
+from train_onnx_model import ONNXModelTrainer
+from predict_with_onnx import ONNXPredictor
+
+
+def main():
+    """Complete workflow example."""
+    print("="*60)
+    print("ONNX + MetaTrader 5 - Complete Workflow Example")
+    print("="*60)
+    
+    # Configuration
+    symbol = 'XAUUSD'
+    timeframe_str = 'H1'
+    lookback = 60
+    epochs = 20  # Reduced for quick demo
+    
+    # Convert timeframe
+    timeframe_map = {
+        'M1': mt5.TIMEFRAME_M1,
+        'M5': mt5.TIMEFRAME_M5,
+        'M15': mt5.TIMEFRAME_M15,
+        'M30': mt5.TIMEFRAME_M30,
+        'H1': mt5.TIMEFRAME_H1,
+        'H4': mt5.TIMEFRAME_H4,
+        'D1': mt5.TIMEFRAME_D1
+    }
+    timeframe = timeframe_map[timeframe_str]
+    
+    # Create output directory
+    models_dir = 'models'
+    os.makedirs(models_dir, exist_ok=True)
+    
+    # Step 1: Train Model
+    print("\n" + "="*60)
+    print("STEP 1: Training ONNX Model")
+    print("="*60)
+    
+    trainer = ONNXModelTrainer(
+        symbol=symbol,
+        timeframe=timeframe,
+        lookback=lookback
+    )
+    
+    try:
+        print(f"\nTraining model for {symbol} on {timeframe_str} timeframe...")
+        print(f"Lookback: {lookback} bars")
+        print(f"Epochs: {epochs}")
+        print("\nThis may take several minutes...\n")
+        
+        trainer.train(epochs=epochs, batch_size=32, verbose=1)
+        
+        # Export model
+        model_name = f"{symbol}_{timeframe_str}_model.onnx"
+        model_path = os.path.join(models_dir, model_name)
+        
+        print(f"\nExporting model to ONNX format...")
+        trainer.export_to_onnx(model_path)
+        
+        print(f"\n✓ Model saved to: {model_path}")
+        
+    except Exception as e:
+        print(f"\n✗ Training failed: {e}")
+        import traceback
+        traceback.print_exc()
+        trainer.cleanup()
+        return
+    
+    finally:
+        trainer.cleanup()
+    
+    # Step 2: Test Predictions
+    print("\n" + "="*60)
+    print("STEP 2: Testing Predictions")
+    print("="*60)
+    
+    predictor = ONNXPredictor(model_path)
+    
+    try:
+        # Get current price
+        symbol_info = mt5.symbol_info(symbol)
+        if symbol_info:
+            current_price = symbol_info.bid
+            print(f"\nCurrent {symbol} price: {current_price:.5f}")
+        else:
+            print(f"\nWarning: Could not get current price for {symbol}")
+            current_price = 0
+        
+        # Make predictions
+        print(f"\nMaking predictions...")
+        predictions = predictor.predict_batch(symbol, timeframe, n_predictions=3)
+        
+        print("\nPredictions:")
+        for i, pred in enumerate(predictions, 1):
+            if current_price > 0:
+                change = pred - current_price
+                change_pct = (change / current_price) * 100
+                print(f"  {i}. {pred:.5f} (change: {change:+.5f}, {change_pct:+.2f}%)")
+            else:
+                print(f"  {i}. {pred:.5f}")
+        
+    except Exception as e:
+        print(f"\n✗ Prediction failed: {e}")
+        import traceback
+        traceback.print_exc()
+    finally:
+        predictor.cleanup()
+    
+    # Step 3: Instructions for MT5
+    print("\n" + "="*60)
+    print("STEP 3: Using in MetaTrader 5")
+    print("="*60)
+    
+    print(f"\nTo use this model in MetaTrader 5:")
+    print(f"\n1. Copy the model file to MT5's Files folder:")
+    print(f"   {model_path}")
+    print(f"   → <MT5 Data Folder>\\MQL5\\Files\\models\\{os.path.basename(model_path)}")
+    print(f"\n2. Open ONNX_EA.mq5 in MetaEditor")
+    print(f"\n3. Set EA parameters:")
+    print(f"   - Model Path: models\\{os.path.basename(model_path)}")
+    print(f"   - Lookback: {lookback}")
+    print(f"   - Your trading parameters")
+    print(f"\n4. Compile and attach to chart")
+    print(f"\n5. Monitor performance")
+    
+    print("\n" + "="*60)
+    print("Workflow completed!")
+    print("="*60 + "\n")
+
+
+if __name__ == '__main__':
+    # Check MT5 connection first
+    if not mt5.initialize():
+        print("ERROR: Failed to initialize MT5")
+        print("Make sure MetaTrader 5 is running and you're logged in.")
+        sys.exit(1)
+    
+    try:
+        main()
+    except KeyboardInterrupt:
+        print("\n\nInterrupted by user")
+    finally:
+        mt5.shutdown()