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"""
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ONNX Model Prediction Script
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This script loads a trained ONNX model and makes predictions using MT5 data.
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Can be run from MetaEditor or directly in Python.
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Usage:
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python predict_with_onnx.py --model models/XAUUSD_H1_model.onnx --symbol XAUUSD
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"""
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import argparse
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import numpy as np
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import pandas as pd
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import MetaTrader5 as mt5
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import onnxruntime as ort
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from datetime import datetime
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from sklearn.preprocessing import MinMaxScaler
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import pickle
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import os
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class ONNXPredictor:
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"""
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Predictor class for using ONNX models with MT5 data.
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"""
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def __init__(self, model_path: str, scaler_path: str = None):
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"""
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Initialize the predictor.
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Args:
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model_path: Path to ONNX model file
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scaler_path: Path to saved scaler (optional, will create if not provided)
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"""
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self.model_path = model_path
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self.scaler_path = scaler_path
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# Load ONNX model
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if not os.path.exists(model_path):
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raise FileNotFoundError(f"ONNX model not found: {model_path}")
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self.session = ort.InferenceSession(model_path)
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# Get input/output info
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self.input_name = self.session.get_inputs()[0].name
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self.output_name = self.session.get_outputs()[0].name
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self.input_shape = self.session.get_inputs()[0].shape
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print(f"Loaded ONNX model: {model_path}")
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print(f"Input shape: {self.input_shape}")
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print(f"Input name: {self.input_name}")
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print(f"Output name: {self.output_name}")
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# Load or create scaler
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if scaler_path and os.path.exists(scaler_path):
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with open(scaler_path, 'rb') as f:
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self.scaler = pickle.load(f)
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print(f"Loaded scaler from: {scaler_path}")
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else:
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self.scaler = MinMaxScaler()
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print("Using default scaler (will need to fit)")
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# Initialize MT5
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if not mt5.initialize():
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raise RuntimeError(f"MT5 initialization failed: {mt5.last_error()}")
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def prepare_features(self, df: pd.DataFrame) -> pd.DataFrame:
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"""
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Prepare features from raw OHLCV data (same as training).
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Args:
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df: Raw OHLCV data
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Returns:
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DataFrame with features
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"""
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features = ['open', 'high', 'low', 'close', 'tick_volume']
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feature_df = df[features].copy()
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# Add technical indicators
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feature_df['rsi'] = self._calculate_rsi(df['close'], period=14)
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feature_df['ema_20'] = df['close'].ewm(span=20).mean()
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feature_df['ema_50'] = df['close'].ewm(span=50).mean()
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feature_df['atr'] = self._calculate_atr(df, period=14)
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feature_df['price_change'] = df['close'].pct_change()
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feature_df['high_low_ratio'] = df['high'] / df['low']
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feature_df['volume_ma'] = df['tick_volume'].rolling(window=20).mean()
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feature_df['volume_ratio'] = df['tick_volume'] / feature_df['volume_ma']
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feature_df = feature_df.dropna()
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return feature_df
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def _calculate_rsi(self, prices: pd.Series, period: int = 14) -> pd.Series:
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"""Calculate RSI indicator."""
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delta = prices.diff()
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gain = (delta.where(delta > 0, 0)).rolling(window=period).mean()
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loss = (-delta.where(delta < 0, 0)).rolling(window=period).mean()
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rs = gain / loss
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rsi = 100 - (100 / (1 + rs))
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return rsi
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def _calculate_atr(self, df: pd.DataFrame, period: int = 14) -> pd.Series:
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"""Calculate ATR indicator."""
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high_low = df['high'] - df['low']
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high_close = np.abs(df['high'] - df['close'].shift())
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low_close = np.abs(df['low'] - df['close'].shift())
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tr = pd.concat([high_low, high_close, low_close], axis=1).max(axis=1)
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atr = tr.rolling(window=period).mean()
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return atr
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def get_latest_data(self, symbol: str, timeframe: int, lookback: int) -> np.ndarray:
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"""
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Get latest data from MT5 and prepare for prediction.
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Args:
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symbol: Trading symbol
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timeframe: MT5 timeframe
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lookback: Number of bars needed
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Returns:
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Prepared feature array ready for model input
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"""
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# Fetch data
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rates = mt5.copy_rates_from_pos(symbol, timeframe, 0, lookback + 50)
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if rates is None or len(rates) < lookback:
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raise ValueError(f"Insufficient data for {symbol}")
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df = pd.DataFrame(rates)
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df['time'] = pd.to_datetime(df['time'], unit='s')
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# Prepare features
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feature_df = self.prepare_features(df)
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# Get last lookback bars
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feature_data = feature_df.values[-lookback:]
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# Scale features
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if hasattr(self.scaler, 'scale_'):
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feature_data_scaled = self.scaler.transform(feature_data)
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else:
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# Fit scaler if not already fitted
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print("Warning: Scaler not fitted, fitting on current data...")
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feature_data_scaled = self.scaler.fit_transform(feature_data)
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# Reshape for model input: (1, lookback, features)
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feature_data_scaled = feature_data_scaled.reshape(1, lookback, -1)
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return feature_data_scaled.astype(np.float32)
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def predict(self, symbol: str, timeframe: int, lookback: int = None) -> float:
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"""
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Make a prediction for the next price.
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Args:
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symbol: Trading symbol
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timeframe: MT5 timeframe
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lookback: Number of bars to use (default: from model input shape)
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Returns:
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Predicted price
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"""
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if lookback is None:
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lookback = self.input_shape[1] if self.input_shape[1] else 60
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# Get and prepare data
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input_data = self.get_latest_data(symbol, timeframe, lookback)
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# Make prediction
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outputs = self.session.run([self.output_name], {self.input_name: input_data})
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prediction = outputs[0][0][0]
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return float(prediction)
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def predict_batch(self, symbol: str, timeframe: int, n_predictions: int = 5) -> list:
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"""
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Make multiple predictions.
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Args:
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symbol: Trading symbol
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timeframe: MT5 timeframe
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n_predictions: Number of predictions to make
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Returns:
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List of predictions
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"""
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predictions = []
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for _ in range(n_predictions):
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pred = self.predict(symbol, timeframe)
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predictions.append(pred)
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return predictions
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def cleanup(self):
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"""Clean up MT5 connection."""
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mt5.shutdown()
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def main():
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"""Main function."""
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parser = argparse.ArgumentParser(description='Make predictions using ONNX model')
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parser.add_argument('--model', type=str, required=True,
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help='Path to ONNX model file')
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parser.add_argument('--symbol', type=str, default='XAUUSD',
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help='Trading symbol')
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parser.add_argument('--timeframe', type=str, default='H1',
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choices=['M1', 'M5', 'M15', 'M30', 'H1', 'H4', 'D1'],
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help='Timeframe')
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parser.add_argument('--scaler', type=str, default=None,
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help='Path to saved scaler (optional)')
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parser.add_argument('--predictions', type=int, default=1,
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help='Number of predictions to make')
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args = parser.parse_args()
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# Convert timeframe
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timeframe_map = {
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'M1': mt5.TIMEFRAME_M1,
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'M5': mt5.TIMEFRAME_M5,
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'M15': mt5.TIMEFRAME_M15,
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'M30': mt5.TIMEFRAME_M30,
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'H1': mt5.TIMEFRAME_H1,
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'H4': mt5.TIMEFRAME_H4,
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'D1': mt5.TIMEFRAME_D1
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}
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timeframe = timeframe_map[args.timeframe]
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# Create predictor
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predictor = ONNXPredictor(args.model, args.scaler)
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try:
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# Get current price
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symbol_info = mt5.symbol_info(args.symbol)
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current_price = symbol_info.bid if symbol_info else 0
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print(f"\nCurrent {args.symbol} price: {current_price:.5f}")
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print(f"Making {args.predictions} prediction(s)...\n")
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# Make predictions
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if args.predictions == 1:
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prediction = predictor.predict(args.symbol, timeframe)
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print(f"Predicted next price: {prediction:.5f}")
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print(f"Expected change: {(prediction - current_price):.5f} "
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f"({((prediction - current_price) / current_price * 100):.2f}%)")
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else:
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predictions = predictor.predict_batch(args.symbol, timeframe, args.predictions)
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print("Predictions:")
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for i, pred in enumerate(predictions, 1):
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change = pred - current_price
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change_pct = (change / current_price * 100) if current_price > 0 else 0
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print(f" {i}. {pred:.5f} (change: {change:+.5f}, {change_pct:+.2f}%)")
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except Exception as e:
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print(f"\nError: {e}")
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import traceback
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traceback.print_exc()
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finally:
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predictor.cleanup()
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if __name__ == '__main__':
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main()
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