SomeNotes

These are some some notes from the original version of the source code. The points will be still valids, but the documentation needs updating.

One Interpreter

All expert advisors and indicators share the same Python interpreter with the same global namespace, so you should separate them by encapsulating all in classes and instantiate and store them with all their state in variables named after the symbol (or maybe even symbol + timeframe).

Init

Put your Python classes into Python modules, the import path is <metatrader>\MQL4\Experts, the same folder where your EAs mql code is located, so a simple vPyExecuteUnicode("import yourmodule"); in your OnInit() will import the file yourmodule.py from this folder.

Then instantiate an instance of your main class with something like

    vPyExecuteUnicode(Symbol() + Period() + " = yourmodule.yourclass()");

This way each instance of your EA can keep track of its own Python counterpart by accessing it via this global variable.

Your init() function may look similar to this:

int init(){
    // initialize Python
    PyInit();

    // import my module
    vPyExecuteUnicode("import mymodule");

    // instantiate some objects
    vPyExecuteUnicode("myFoo_" + Symbol() + Period() + " = mymodule.Foo()");
    vPyExecuteUnicode("myBar_" + Symbol() + Period() + " = mymodule.Bar()");

    return(0);
}

OnDeinit

Use the OnDeinit() function of the EA or Indicator to destroy these instances, be sure to terminate all threads they may have started, make sure you can terminate them fast within less than a second because Metatrader has a timeout here, wait inside python in a tight loop with time.sleep() until they are terminated before returning to prevent Metatrader from proceding with its OnDeinit while your threads are still not all ended!

Your OnDeinit() function may look like this:

int OnDeinit(){
    // tell my objects they should commit suicide by
    // calling their self destruction method
    vPyExecuteUnicode("myFoo_" + Symbol() + Period() + ".stopAndDestroy()");
    vPyExecuteUnicode("myBar_" + Symbol() + Period() + ".stopAndDestroy()");

    return(0);
}

Global unload hook

If the last EA that used Python has been removed the Python interpreter itself will be terminated and unloaded.

You can register cleanup functions (do it per imported module, not per instance!) with the Python atexit module, it will be called after the last EAs OnDeinit(), again as above make it wait for all cleaning action to be finished before returning, these are the last clock cycles that will be spent inside Python because at this time there is only one system thread left and if this function returns the python interpreter will be frozen and then immediately unloaded.

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Parent: ProjectHistory