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Pytrader_API_V2_081a.py
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Pytrader_API_V2_081a.py
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# Pytrader API for MT4 and MT5
# Version V2_081
import socket
import numpy as np
import pandas as pd
from datetime import datetime
import pytz
import io
TZ_SERVER = 'Europe/Tallinn' # EET
TZ_LOCAL = 'Europe/Budapest'
TZ_UTC = 'UTC'
ERROR_DICT = {}
ERROR_DICT['00001'] = 'Undefined check connection error'
ERROR_DICT['00101'] = 'IP address error'
ERROR_DICT['00102'] = 'Port number error'
ERROR_DICT['00103'] = 'Connection error with license EA'
ERROR_DICT['00104'] = 'Undefined answer from license EA'
ERROR_DICT['00301'] = 'Unknown instrument for broker'
ERROR_DICT['00302'] = 'Instrument not in demo'
ERROR_DICT['00401'] = 'Instrument not in demo'
ERROR_DICT['00402'] = 'Instrument not exists for broker'
ERROR_DICT['00501'] = 'No instrument defined/configured'
ERROR_DICT['02001'] = 'Instrument not in demo'
ERROR_DICT['02002'] = 'No valid instrument'
ERROR_DICT['02101'] = 'Instrument not in demo'
ERROR_DICT['02102'] = 'No ticks'
ERROR_DICT['02103'] = 'Not imlemented in MT4'
ERROR_DICT['04101'] = 'Instrument not in demo'
ERROR_DICT['04102'] = 'Wrong/unknown time frame'
ERROR_DICT['04103'] = 'No records'
ERROR_DICT['04104'] = 'Undefined error'
ERROR_DICT['04201'] = 'Instrument not in demo'
ERROR_DICT['04202'] = 'Wrong/unknown time frame'
ERROR_DICT['04203'] = 'No records'
ERROR_DICT['04501'] = 'Instrument not in demo'
ERROR_DICT['04502'] = 'Wrong/unknown time frame'
ERROR_DICT['04503'] = 'No records'
ERROR_DICT['04504'] = 'Missing market instrument'
ERROR_DICT['06201'] = 'Wrong time window'
ERROR_DICT['06401'] = 'Wrong time window'
ERROR_DICT['07001'] = 'Trading not allowed, check MT terminal settings'
ERROR_DICT['07002'] = 'Instrument not in demo'
ERROR_DICT['07003'] = 'Instrument not in market watch'
ERROR_DICT['07004'] = 'Instrument not known for broker'
ERROR_DICT['07005'] = 'Unknown order type'
ERROR_DICT['07006'] = 'Wrong SL value'
ERROR_DICT['07007'] = 'Wrong TP value'
ERROR_DICT['07008'] = 'Wrong volume value'
ERROR_DICT['07009'] = 'Error opening market order'
ERROR_DICT['07010'] = 'Error opening pending order'
ERROR_DICT['07101'] = 'Trading not allowed'
ERROR_DICT['07102'] = 'Position not found/error'
ERROR_DICT['07201'] = 'Trading not allowed'
ERROR_DICT['07202'] = 'Position not found/error'
ERROR_DICT['07203'] = 'Wrong volume'
ERROR_DICT['07204'] = 'Error in partial close'
ERROR_DICT['07301'] = 'Trading not allowed'
ERROR_DICT['07302'] = 'Error in delete'
ERROR_DICT['07501'] = 'Trading not allowed'
ERROR_DICT['07502'] = 'Position not open'
ERROR_DICT['07503'] = 'Error in modify'
ERROR_DICT['07601'] = 'Trading not allowed'
ERROR_DICT['07602'] = 'Position not open'
ERROR_DICT['07603'] = 'Error in modify'
ERROR_DICT['07701'] = 'Trading not allowed'
ERROR_DICT['07702'] = 'Position not open'
ERROR_DICT['07703'] = 'Error in modify'
ERROR_DICT['07801'] = 'Trading not allowed'
ERROR_DICT['07802'] = 'Position not open'
ERROR_DICT['07803'] = 'Error in modify'
ERROR_DICT['99901'] = 'Undefined error'
class Pytrader_API:
def __init__(self):
self.socket_error: int = 0
self.socket_error_message: str = ''
self.order_return_message: str = ''
self.order_error: int = 0
self.connected: bool = False
self.timeout: bool = False
self.command_OK: bool = False
self.command_return_error: str = ''
self.debug: bool = False
self.version: str = 'V2.081a'
self.max_bars: int = 5000
self.max_ticks: int = 5000
self.timeout_value: int = 60
self.instrument_conversion_list: dict = {}
self.instrument_name_broker: str = ''
self.instrument_name_universal: str = ''
self.date_from: datetime = '2000/01/01, 00:00:00'
self.date_to: datetime = datetime.now()
self.instrument: str = ''
self.license = 'Demo'
self.invert_array = False
def Set_timeout(self,
timeout_in_seconds: int = 60
):
"""
Set time out value for socket communication with MT4 or MT5 EA/Bot.
Args:
timeout_in_seconds: the time out value
Returns:
None
"""
self.timeout_value = timeout_in_seconds
self.sock.settimeout(self.timeout_value)
self.sock.setblocking(1)
return
def Disconnect(self):
"""
Closes the socket connection to a MT4 or MT5 EA bot.
Args:
None
Returns:
bool: True or False
"""
self.sock.close()
return True
def Connect(self,
server: str = '',
port: int = 2345,
instrument_lookup: dict = []) -> bool:
"""
Connects to a MT4 or MT5 EA/Bot.
Args:
server: Server IP address, like -> '127.0.0.1', '192.168.5.1'
port: port number
instrument_lookup: dictionairy with general instrument names and broker intrument names
Returns:
bool: True or False
"""
self.sock = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
self.sock.setblocking(1)
self.port = port
self.server = server
self.instrument_conversion_list = instrument_lookup
if (len(self.instrument_conversion_list) == 0):
print('Broker Instrument list not available or empty')
self.socket_error_message = 'Broker Instrument list not available'
return False
try:
self.sock.connect((self.server, self.port))
try:
data_received = self.sock.recv(1000000)
self.connected = True
self.socket_error = 0
self.socket_error_message = ''
return True
except socket.error as msg:
self.socket_error = 100
self.socket_error_message = 'Could not connect to server.'
self.connected = False
return False
except socket.error as msg:
print(
"Couldnt connect with the socket-server: %self.sock\n terminating program" %
msg)
self.connected = False
self.socket_error = 101
self.socket_error_message = 'Could not connect to server.'
return False
def Check_connection(self) -> bool:
"""
Checks if connection with MT terminal/Ea bot is still active.
Args:
None
Returns:
bool: True or False
"""
self.command = 'F000^0^'
self.command_return_error = ''
ok, dataString = self.send_command(self.command)
try:
if (ok == False):
self.command_OK = False
return False
x = dataString.split('^')
if x[1] == 'OK':
self.timeout = True
self.command_OK = True
return True
else:
self.timeout = False
self.command_OK = True
return False
except:
self.command_return_error = ERROR_DICT['00001']
self.command_OK = False
return False
@property
def IsConnected(self) -> bool:
"""Returns connection status.
Returns:
bool: True or False
"""
return self.connected
def Get_static_account_info(self) -> dict:
"""
Retrieves static account information.
Returns: Dictionary with:
Account name,
Account number,
Account currency,
Account type,
Account leverage,
Account trading allowed,
Account maximum number of pending orders,
Account margin call percentage,
Account close open trades margin percentage
"""
self.command_return_error = ''
ok, dataString = self.send_command('F001^0^')
if (ok == False):
self.command_OK = False
return None
if self.debug:
print(dataString)
x = dataString.split('^')
if x[0] != 'F001':
self.command_return_error = ERROR_DICT['99901']
self.command_OK = False
return None
returnDict = {}
del x[0:2]
x.pop(-1)
returnDict['name'] = str(x[0])
returnDict['login'] = str(x[1])
returnDict['currency'] = str(x[2])
returnDict['type'] = str(x[3])
returnDict['leverage'] = int(x[4])
returnDict['trade_allowed'] = bool(x[5])
returnDict['limit_orders'] = int(x[6])
returnDict['margin_call'] = float(x[7])
returnDict['margin_close'] = float(x[8])
self.command_OK = True
return returnDict
def Get_dynamic_account_info(self) -> dict:
"""
Retrieves dynamic account information.
Returns: Dictionary with:
Account balance,
Account equity,
Account profit,
Account margin,
Account margin level,
Account margin free
"""
self.command_return_error = ''
ok, dataString = self.send_command('F002^0^')
if (ok == False):
self.command_OK = False
return None
if self.debug:
print(dataString)
x = dataString.split('^')
if x[0] != 'F002':
self.command_return_error = ERROR_DICT['99901']
self.command_OK = False
return None
returnDict = {}
del x[0:2]
x.pop(-1)
returnDict['balance'] = float(x[0])
returnDict['equity'] = float(x[1])
returnDict['profit'] = float(x[2])
returnDict['margin'] = float(x[3])
returnDict['margin_level'] = float(x[4])
returnDict['margin_free'] = float(x[5])
self.command_OK = True
return returnDict
def Check_license(self) -> bool:
"""
Check for license.
Returns:
bool: True or False. True=licensed, False=Demo
"""
self.license = 'Demo'
self.command = 'F006^0^'
self.command_return_error = ''
ok, dataString = self.send_command(self.command)
if not ok:
self.command_OK = False
return None
if self.debug:
print(dataString)
x = dataString.split('^')
if x[0] != 'F006':
self.command_return_error = ERROR_DICT['99901']
self.command_OK = False
return None
self.license = str(x[3])
if (self.license == 'Demo'):
return False
return True
def Check_trading_allowed(self,
instrument = 'EURUSD') -> bool:
"""
Check for trading allowed for specified symbol.
Returns:
bool: True or False. True=allowed, False=not allowed
"""
self.command = 'F008^1^' + instrument + '^'
self.command_return_error = ''
ok, dataString = self.send_command(self.command)
if not ok:
self.command_OK = False
return None
if self.debug:
print(dataString)
x = dataString.split('^')
if x[0] != 'F008':
self.command_return_error = ERROR_DICT['99901']
self.command_OK = False
return None
if (str(x[2]) == 'NOK'):
return False
return True
def Set_bar_date_asc_desc(self,
asc_desc: bool = False) -> bool:
"""
Sets first row of array as first bar or as last bar
In MT4/5 element[0] of an array is normaliter actual bar/candle
Depending on the math you want to apply, this has to be the opposite
Args:
asc_dec: True = row[0] is oldest bar
False = row[0] is latest bar
Returns:
bool: True or False
"""
self.invert_array = asc_desc
return True
def Get_PnL(self,
date_from: datetime = datetime(2021, 3, 1, tzinfo = pytz.timezone("Etc/UTC")),
date_to: datetime = datetime.now()) -> pd.DataFrame:
'''
Retrieves profit loss info.
Args:
date_from: start date
date_to: end date
Returns: Dictionary with:
realized_profit profit of all closed positions
unrealized_profit profit of all open positions
buy_profit profit of closed buy positions
sell_profit profit of closed sell positions
positions_in_profit number of profit positions
positions in loss number of loss positions
volume_in_profit total volume of positions in profit
volume_in_loss total volume of positions in loss
'''
total_profit = 0.0
buy_profit = 0.0
sell_profit = 0.0
trades_in_loss = 0
trades_in_profit = 0
volume_in_loss = 0.0
volume_in_profit = 0.0
commission_in_loss = 0.0
commission_in_profit = 0.0
swap_in_loss = 0.0
swap_in_profit = 0.0
unrealized_profit = 0.0
# retrieve closed positions
closed_positions = self.Get_closed_positions_within_window(date_from, date_to)
if type(closed_positions) == pd.DataFrame:
for position in closed_positions.itertuples():
profit = position.profit + position.commission + position.swap
total_profit = total_profit + profit
if (profit > 0.0):
trades_in_profit = trades_in_profit + 1
volume_in_profit = volume_in_profit + position.volume
commission_in_profit = commission_in_profit + position.commission
swap_in_profit = swap_in_profit + position.swap
else:
trades_in_loss = trades_in_loss + 1
volume_in_loss = volume_in_loss + position.volume
commission_in_loss = commission_in_loss + position.commission
swap_in_loss = swap_in_loss + position.swap
if (position.position_type == 'sell'):
sell_profit = sell_profit + profit
if (position.position_type == 'buy'):
buy_profit = buy_profit + profit
# retrieve dynamic account info
dynamic_info = self.Get_dynamic_account_info()
unrealized_profit = dynamic_info['equity'] - dynamic_info['balance']
result = {}
result['realized_profit'] = total_profit
result['unrealized_profit'] = unrealized_profit
result['buy_profit'] = buy_profit
result['sell_profit'] = sell_profit
result['positions_in_profit'] = trades_in_profit
result['positions_in_loss'] = trades_in_loss
result['volume_in_profit'] = volume_in_profit
result['volume_in_loss'] = volume_in_loss
return result
else:
return pd.DataFrame()
def Get_instrument_info(self,
instrument: str = 'EURUSD') -> dict:
"""
Retrieves instrument information.
Args:
instrument: instrument name
Returns: Dictionary with:
instrument,
digits,
max_lotsize,
min_lotsize,
lot_step,
point,
tick_size,
tick_value
swap_long
swap_short
stop_level for sl and tp distance
"""
self.command_return_error = ''
self.instrument_name_universal = instrument.upper()
self.instrument = self.get_broker_instrument_name(self.instrument_name_universal)
if (self.instrument == 'none' or self.instrument == None):
self.command_return_error = 'Instrument not in broker list'
self.command_OK = False
return None
self.command = 'F003^1^' + self.instrument + '^'
ok, dataString = self.send_command(self.command)
if not ok:
self.command_OK = False
return None
if self.debug:
print(dataString)
x = dataString.split('^')
if x[0] != 'F003':
self.command_return_error = ERROR_DICT[str(x[3])]
self.command_OK = False
return None
returnDict = {}
del x[0:2]
x.pop(-1)
returnDict['instrument'] = str(self.instrument_name_universal)
returnDict['digits'] = int(x[0])
returnDict['max_lotsize'] = float(x[1])
returnDict['min_lotsize'] = float(x[2])
returnDict['lot_step'] = float(x[3])
returnDict['point'] = float(x[4])
returnDict['tick_size'] = float(x[5])
returnDict['tick_value'] = float(x[6])
returnDict['swap_long'] = float(x[7])
returnDict['swap_short'] = float(x[8])
returnDict['stop_level'] = int(x[9])
self.command_OK = True
return returnDict
def Check_instrument(self,
instrument: str = 'EURUSD') -> str:
"""
Check if instrument known / market watch at broker.
Args:
instrument: instrument name
Returns:
bool: True or False
"""
self.instrument_name_universal = instrument.upper()
self.instrument = self.get_broker_instrument_name(self.instrument_name_universal)
if (self.instrument == 'none'):
self.command_return_error = 'Instrument not in list'
self.command_OK = False
return None
self.command = 'F004^1^' + self.instrument + '^'
ok, dataString = self.send_command(self.command)
if not ok:
self.command_OK = False
return False, 'Error'
if self.debug:
print(dataString)
x = dataString.split('^')
if x[0] != 'F004':
self.command_return_error = ERROR_DICT[str(x[3])]
self.command_OK = False
return False, str(x[2])
return True, str(x[2])
def Get_instruments(self) ->list:
"""
Retrieves broker market instruments list.
Args:
None
Returns:
List: All market symbols as universal instrument names
"""
self.command_return_error = ''
self.command = 'F007^1^'
ok, dataString = self.send_command(self.command)
if not ok:
self.command_OK = False
return None
if self.debug:
print(dataString)
# analyze the answer
return_list = []
x = dataString.split('^')
if x[0] != 'F007':
self.command_return_error = ERROR_DICT['99901']
self.command_OK = False
return return_list
del x[0:2]
x.pop(-1)
for item in range(0, len(x)):
_instrument = str(x[item])
instrument = self.get_universal_instrument_name(_instrument)
if (instrument != None):
return_list.append(instrument)
return return_list
def Get_broker_server_time(self) -> datetime:
"""
Retrieves broker server time.
Args:
None
Returns:
datetime: Boker time
"""
self.command_return_error = ''
self.command = 'F005^0^'
ok, dataString = self.send_command(self.command)
if not ok:
self.command_OK = False
return None
if self.debug:
print(dataString)
x = dataString.split('^')
if x[0] != 'F005':
self.command_return_error = ERROR_DICT['99901']
self.command_OK = False
return None
del x[0:2]
x.pop(-1)
y = x[0].split('-')
d = datetime(int(y[0]), int(y[1]), int(y[2]),
int(y[3]), int(y[4]), int(y[5]))
return d
def Get_last_tick_info(self,
instrument: str = 'EURUSD') -> dict:
"""
Retrieves instrument last tick data.
Args:
instrument: instrument name
Returns: Dictionary with:
instrument name,
date,
ask,
bid,
last deal price,
volume
spread, in points
"""
self.command_return_error = ''
self.instrument_name_universal = instrument.upper()
self.instrument = self.get_broker_instrument_name(self.instrument_name_universal)
if (self.instrument == 'none' or self.instrument == None):
self.command_return_error = 'Instrument not in list'
self.command_OK = False
return None
ok, dataString = self.send_command('F020^1^' + self.instrument + '^')
if not ok:
self.command_OK = False
return None
if self.debug:
print(dataString)
x = dataString.split('^')
if x[0] != 'F020':
self.command_return_error = ERROR_DICT[str(x[3])]
self.command_OK = False
return None
returnDict = {}
del x[0:2]
x.pop(-1)
returnDict['instrument'] = str(self.instrument_name_universal)
returnDict['date'] = int(x[0])
returnDict['ask'] = float(x[1])
returnDict['bid'] = float(x[2])
returnDict['last'] = float(x[3])
returnDict['volume'] = int(x[4])
returnDict['spread'] = float(x[5])
self.command_OK = True
return returnDict
def Get_last_x_ticks_from_now(self,
instrument: str = 'EURUSD',
nbrofticks: int = 2000) -> np.array:
"""
Retrieves last x ticks from an instrument.
Args:
instrument: instrument name
nbrofticks: number of ticks to retriev
Returns: numpy array with:
date,
ask,
bid,
last volume,
volume
"""
self.command_return_error = ''
self.instrument_name_universal = instrument.upper()
self.instrument = self.get_broker_instrument_name(self.instrument_name_universal)
if (self.instrument == 'none' or self.instrument == None):
self.command_return_error = 'Instrument not in list'
self.command_OK = False
return None
self.nbrofticks = nbrofticks
dt = np.dtype([('date', np.int64), ('ask', np.float64), ('bid', np.float64), ('last', np.float64), ('volume', np.int32)])
ticks = np.zeros(nbrofticks, dtype=dt)
if (self.nbrofticks > self.max_ticks):
iloop = self.nbrofticks // self.max_ticks
itail = self.nbrofticks % self.max_ticks
for index in range(0, iloop):
self.command = 'F021^3^' + self.instrument + '^' + str(index * self.max_ticks) + '^' + str(self.max_ticks) + '^'
ok, dataString = self.send_command(self.command)
if not ok:
self.command_OK = False
return None
if self.debug:
print(dataString)
print('')
print(len(dataString))
x = dataString.split('^')
if str(x[0]) != 'F021':
self.command_return_error = ERROR_DICT[str(x[3])]
self.command_OK = False
return None
del x[0:2]
x.pop(-1)
for value in range(0, len(x)):
y = x[value].split('$')
ticks[value + index * self.max_ticks][0] = int(y[0])
ticks[value + index * self.max_ticks][1] = float(y[1])
ticks[value + index * self.max_ticks][2] = float(y[2])
ticks[value + index * self.max_ticks][3] = float(y[3])
ticks[value + index * self.max_ticks][4] = int(y[4])
if (len(x) < self.max_ticks):
ticks = np.sort(ticks[ticks[:]['date']!=0])
self.command_OK = True
if (self.invert_array == True):
ticks = np.flipud(ticks)
return ticks
if (itail == 0):
ticks = np.sort(ticks[ticks[:]['date']!=0])
self.command_OK = True
return ticks
if (itail > 0):
self.command = 'F021^3^' + self.instrument + '^' + str(iloop * self.max_ticks) + '^' + str(itail) + '^'
ok, dataString = self.send_command(self.command)
if not ok:
self.command_OK = False
return None
if self.debug:
print(dataString)
print('')
print(len(dataString))
x = dataString.split('^')
if str(x[0]) != 'F021':
self.command_return_error = ERROR_DICT[str(x[3])]
self.command_OK = False
return None
del x[0:2]
x.pop(-1)
for value in range(0, len(x)):
y = x[value].split('$')
ticks[value + iloop * self.max_ticks][0] = int(y[0])
ticks[value + iloop * self.max_ticks][1] = float(y[1])
ticks[value + iloop * self.max_ticks][2] = float(y[2])
ticks[value + iloop * self.max_ticks][3] = float(y[3])
ticks[value + iloop * self.max_ticks][4] = int(y[4])
self.command_OK = True
ticks = np.sort(ticks[ticks[:]['date']!=0])
if (self.invert_array == True):
ticks = np.flipud(ticks)
return ticks
else:
self.command = 'F021^3^' + self.instrument + '^' + str(0) + '^' + str(self.nbrofticks) + '^'
ok, dataString = self.send_command(self.command)
if not ok:
self.command_OK = False
return None
if self.debug:
print(dataString)
print('')
print(len(dataString))
x = dataString.split('^')
if str(x[0]) != 'F021':
self.command_return_error = ERROR_DICT[str(x[3])]
self.command_OK = False
return None
del x[0:2]
x.pop(-1)
for value in range(0, len(x)):
y = x[value].split('$')
ticks[value][0] = int(y[0])
ticks[value][1] = float(y[1])
ticks[value][2] = float(y[2])
ticks[value][3] = float(y[3])
ticks[value][4] = int(y[4])
self.command_OK = True
ticks = np.sort(ticks[ticks[:]['date']!=0])
if (self.invert_array == True):
ticks = np.flipud(ticks)
#return ticks
return ticks[:len(x)]
def Get_actual_bar_info(self,
instrument: str = 'EURUSD',
timeframe: int = 16408) -> dict:
"""
Retrieves instrument last actual data.
Args:
instrument: instrument name
timeframe: time frame like H1, H4
Returns: Dictionary with:
instrument name,
date,
open,
high,
low,
close,
volume,
"""
self.command_return_error = ''
self.instrument_name_universal = instrument.upper()
self.instrument = self.get_broker_instrument_name(self.instrument_name_universal)
if (self.instrument == 'none' or self.instrument == None):
self.command_return_error = 'Instrument not in list'
self.command_OK = False
return None
self.command = 'F041^2^' + self.instrument + '^' + str(timeframe) + '^'
ok, dataString = self.send_command(self.command)
if not ok:
self.command_OK = False
return None
if self.debug:
print(dataString)
x = dataString.split('^')
if str(x[0]) != 'F041':
self.command_return_error = ERROR_DICT[str(x[3])]
self.command_OK = False
return None
del x[0:2]
x.pop(-1)
returnDict = {}
returnDict['instrument'] = str(self.instrument_name_universal)
returnDict['date'] = int(x[0])
returnDict['open'] = float(x[1])
returnDict['high'] = float(x[2])
returnDict['low'] = float(x[3])
returnDict['close'] = float(x[4])
returnDict['volume'] = int(x[5])
self.command_OK = True
return returnDict
def Get_specific_bar(self,
instrument_list: list = ['EURUSD', 'GBPUSD'],
specific_bar_index: int = 1,
timeframe: int = 16408) -> dict:
"""
Retrieves instrument data(d, o, h, l, c, v) of one bar(index) for the instruments in the list.
Args:
instrument: instrument name
specific_bar_index: the specific bar (0 = actual bar)
timeframe: time frame like H1, H4
Returns: Dictionary with: {instrument:{instrument data}}
instrument name,
[date,
open,
high,
low,
close,
volume]
"""
self.command_return_error = ''
# compose MT5 command string
self.command = 'F045^3^'
for index in range (0, len(instrument_list), 1):
_instr = self.get_broker_instrument_name(instrument_list[index].upper())
self.command = self.command + _instr + '$'
self.command = self.command + '^' + str(specific_bar_index) + '^' + str(timeframe) + '^'
ok, dataString = self.send_command(self.command)
if not ok:
self.command_OK = False
return None
if self.debug:
print(dataString)
x = dataString.split('^')
if str(x[0]) != 'F045':
self.command_return_error = str(x[2])
self.command_OK = False
return None
del x[0:2]
x.pop(-1)
result = {}
for value in range(0, len(x)):
y = x[value].split('$')
symbol_result = {}
symbol = str(y[0])
symbol_result['date'] = int(y[1])
symbol_result['open'] = float(y[2])
symbol_result['high'] = float(y[3])
symbol_result['low'] = float(y[4])
symbol_result['close'] = float(y[5])
symbol_result['volume'] = float(y[6])
result[symbol] = symbol_result
return result
def Get_last_x_bars_from_now(self,
instrument: str = 'EURUSD',
timeframe: int = 16408,
nbrofbars: int = 1000) -> np.array:
"""
Retrieves last x bars from a MT4 or MT5 EA bot.
Args:
instrument: name of instrument like EURUSD
timeframe: timeframe like 'H4'
nbrofbars: Number of bars to retrieve
Returns: numpy array with:
date,
open,
high,
low,
close,
volume
"""
self.command_return_error = ''
self.instrument_name_universal = instrument.upper()
self.instrument = self.get_broker_instrument_name(self.instrument_name_universal)
if (self.instrument == 'none' or self.instrument == None):
self.command_return_error = 'Instrument not in list'
self.command_OK = False
return None
self.numberofbars = nbrofbars
dt = np.dtype([('date', np.int64), ('open', np.float64), ('high', np.float64),
('low', np.float64), ('close', np.float64), ('volume', np.int32)])
rates = np.zeros(self.numberofbars, dtype=dt)
if (self.numberofbars > self.max_bars):
iloop = self.numberofbars // self.max_bars
itail = self.numberofbars % self.max_bars