+
+ element
+ const elements = document.querySelectorAll(
+ 'button[data-clipboard-target$="code"]',
+ );
+ const observer = new IntersectionObserver((entries) => {
+ entries.forEach((entry) => {
+ // target in the viewport that have not been patched
+ if (
+ entry.intersectionRatio > 0 &&
+ entry.target.dataset[attr] === undefined
+ ) {
+ entry.target.dataset[attr] = cleanupClipboardText(
+ entry.target.dataset.clipboardTarget,
+ );
+ }
+ });
+ });
+
+ elements.forEach((elt) => {
+ observer.observe(elt);
+ });
+ }
+
+ // Show sponsor popup on first visit
+ function showSponsorPopup() {
+ // Check if user has seen the popup before
+ if (!localStorage.getItem('mqpy_sponsor_popup_shown')) {
+ // Create popup container
+ const popup = document.createElement('div');
+ popup.className = 'sponsor-popup';
+
+ // Create popup content
+ popup.innerHTML = `
+
+
+ Support MQPy Development
+
+
+
+ Thank you for using MQPy! This project is free and open-source, developed in my free time.
+ If you find MQPy useful, please consider supporting its development:
+
+
+
+
+ `;
+
+ // Add popup to body
+ document.body.appendChild(popup);
+
+ // Show popup with animation
+ setTimeout(() => {
+ popup.classList.add('active');
+ }, 1000);
+
+ // Close button event
+ const closeBtn = popup.querySelector('.sponsor-popup-close');
+ closeBtn.addEventListener('click', () => {
+ popup.classList.remove('active');
+
+ // Check if "don't show again" is checked
+ const dontShowAgain = document.getElementById('sponsor-popup-dont-show').checked;
+ if (dontShowAgain) {
+ localStorage.setItem('mqpy_sponsor_popup_shown', 'true');
+ }
+
+ // Remove popup after animation
+ setTimeout(() => {
+ popup.remove();
+ }, 300);
+ });
+ }
+ }
+
+ // Using the document$ observable is particularly important if you are using instant loading since
+ // it will not result in a page refresh in the browser
+ // See `How to integrate with third-party JavaScript libraries` guideline:
+ // https://squidfunk.github.io/mkdocs-material/customization/?h=javascript#additional-javascript
+ document$.subscribe(function () {
+ setCopyText();
+ showSponsorPopup();
+ });
diff --git a/docs/index.md b/docs/index.md
new file mode 100644
index 0000000..9d287a9
--- /dev/null
+++ b/docs/index.md
@@ -0,0 +1,22 @@
+
+ 
+
+
+!!! sponsor "Support MQPy Development"
+ MQPy is a free and open-source project that needs your support to continue development!
+
+ [๐ Become a Sponsor](https://github.com/sponsors/Joaopeuko){ .md-button .md-button--primary }
+
+# MQPy
+
+MQPy is a Python library designed to simplify the process of creating Expert Advisors for MetaTrader 5. While developing directly in MQL5 can be complex, MQPy provides a more streamlined experience using Python.
+
+## Need Help or Found an Issue?
+
+If you need help or have found an issue, you can:
+
+- [Report a bug ๐](https://github.com/Joaopeuko/Mql5-Python-Integration/issues/new?template=fix.yaml&title=fix%3A+)
+- [Request documentation improvements ๐](https://github.com/Joaopeuko/Mql5-Python-Integration/issues/new?template=docs.yaml&title=docs%3A+)
+- [Suggest a new feature โจ](https://github.com/Joaopeuko/Mql5-Python-Integration/issues/new?template=feat.yaml&title=feat%3A+)
+
+See the [Contributing](contributing.md) page for all available issue templates and more ways to contribute.
diff --git a/example.py b/example.py
index 09ad5fc..cee288a 100644
--- a/example.py
+++ b/example.py
@@ -1,3 +1,8 @@
+"""Example trading strategy using the MQL5-Python integration.
+
+This example demonstrates a Moving Average Crossover strategy.
+"""
+
from mqpy.src.rates import Rates
from mqpy.src.tick import Tick
from mqpy.src.trade import Trade
@@ -48,6 +53,3 @@
if trade.days_end():
trade.close_position("End of the trading day reached.")
break
-
-print("Finishing the program.")
-print("Program finished.")
diff --git a/examples_of_expert_advisor/__init__.py b/examples_of_expert_advisor/__init__.py
new file mode 100644
index 0000000..8f362cf
--- /dev/null
+++ b/examples_of_expert_advisor/__init__.py
@@ -0,0 +1,4 @@
+"""Expert Advisor examples for MetaTrader 5.
+
+This package contains example implementations of various trading strategies.
+"""
diff --git a/examples_of_expert_advisor/example_sockets_connection.py b/examples_of_expert_advisor/example_sockets_connection.py
index 620f0a7..441a460 100644
--- a/examples_of_expert_advisor/example_sockets_connection.py
+++ b/examples_of_expert_advisor/example_sockets_connection.py
@@ -1,31 +1,42 @@
-from include.trade import Trade
-from include.tick import Tick
-from include.rates import Rates
-from include.indicator_connector import Indicator
+"""Example Expert Advisor demonstrating socket connections with MetaTrader 5.
+
+This example uses stochastic oscillator and moving average indicators to generate trading signals.
+"""
+
+import logging
+
import MetaTrader5 as Mt5
+from include.indicator_connector import Indicator
+from include.rates import Rates
+from include.tick import Tick
+from include.trade import Trade
+
+# Configure logging
+logger = logging.getLogger(__name__)
+logger.setLevel(logging.INFO)
# You need this MQL5 service to use indicator:
# https://www.mql5.com/en/market/product/57574
indicator = Indicator()
-trade = Trade('Example', # Expert name
- 0.1, # Expert Version
- 'PETR4', # symbol
- 567, # Magic number
- 100.0, # lot
- 10, # stop loss - 10 cents
- 30, # emergency stop loss - 30 cents
- 10, # take profit - 10 cents
- 30, # emergency take profit - 30 cents
- '9:15', # It is allowed to trade after that hour. Do not use zeros, like: 09
- '17:30', # It is not allowed to trade after that hour but let open all the position already opened.
- '17:50', # It closes all the position opened. Do not use zeros, like: 09
- 0.5, # average fee
- )
+trade = Trade(
+ "Example", # Expert name
+ 0.1, # Expert Version
+ "PETR4", # symbol
+ 567, # Magic number
+ 100.0, # lot
+ 10, # stop loss - 10 cents
+ 30, # emergency stop loss - 30 cents
+ 10, # take profit - 10 cents
+ 30, # emergency take profit - 30 cents
+ "9:15", # It is allowed to trade after that hour. Do not use zeros, like: 09
+ "17:30", # It is not allowed to trade after that hour but let open all the position already opened.
+ "17:50", # It closes all the position opened. Do not use zeros, like: 09
+ 0.5, # average fee
+)
time = 0
while True:
-
# You need this MQL5 service to use indicator:
# https://www.mql5.com/en/market/product/57574
@@ -40,18 +51,12 @@
# It uses "try" and catch because sometimes it returns None.
try:
+ # When in doubt how to handle the indicator, it returns a Dictionary.
+ k_now = stochastic_now["k_result"]
+ d_now = stochastic_now["d_result"]
- # When in doubt how to handle the indicator, print it, it returns a Dictionary.
- # print(moving_average)
- # It prints:
- # {'symbol': 'PETR4', 'time_frame': 1, 'period': 50, 'start_position': 0, 'method': 0,
- # 'applied_price': 0, 'moving_average_result': 23.103}
-
- k_now = stochastic_now['k_result']
- d_now = stochastic_now['d_result']
-
- k_past3 = stochastic_now['k_result']
- d_past3 = stochastic_now['d_result']
+ k_past3 = stochastic_now["k_result"]
+ d_past3 = stochastic_now["d_result"]
if tick.time_msc != time:
# It is trading of the time frame of one minute.
@@ -70,21 +75,11 @@
# It is the buy logic.
buy = (
-
# Stochastic
- (
- k_now > d_now
- and
- k_past3 < d_past3
- )
-
+ (k_now > d_now and k_past3 < d_past3)
and
-
# Moving Average
- (
- tick.last > moving_average['moving_average_result']
- )
-
+ (tick.last > moving_average["moving_average_result"])
) # End of buy logic.
# -------------------------------------------------------------------- #
@@ -92,24 +87,16 @@
# It is the sell logic.
sell = (
# Stochastic
- (
- k_now < d_now
- and
- k_past3 > d_past3
- )
-
+ (k_now < d_now and k_past3 > d_past3)
and
-
# Moving Average
- (
- tick.last < moving_average['moving_average_result']
- )
+ (tick.last < moving_average["moving_average_result"])
) # End of sell logic.
# -------------------------------------------------------------------- #
# When buy or sell are true, it open a position.
- trade.open_position(buy, sell, 'Example Advisor Comment, the comment here can be seen in MetaTrader5')
+ trade.open_position(buy, sell, "Example Advisor Comment, the comment here can be seen in MetaTrader5")
except TypeError:
pass
@@ -117,8 +104,8 @@
time = tick.time_msc
if trade.days_end():
- trade.close_position('End of the trading day reached.')
+ trade.close_position("End of the trading day reached.")
break
-print('Finishing the program.')
-print('Program finished.')
+logger.info("Finishing the program.")
+logger.info("Program finished.")
diff --git a/examples_of_expert_advisor/fimathe/README.md b/examples_of_expert_advisor/fimathe/README.md
index 4a996bc..1068aaa 100644
--- a/examples_of_expert_advisor/fimathe/README.md
+++ b/examples_of_expert_advisor/fimathe/README.md
@@ -4,7 +4,7 @@
This is a simple version that I made for Fimathe strategy to be used as a base for your strategy
and your improvements.
-This strategy does not cover price reversion.
+This strategy does not cover price reversion.
It covers only continuity.
# Table of contents:
@@ -16,9 +16,9 @@ It covers only continuity.
- [EURUSD](#eurusd)
- [B3 - Brazilian Stock Exchange:](#b3---brazilian-stock-exchange)
- [WIN](#win)
-
-
+
+
## Strategy:
@@ -36,7 +36,7 @@ The period starts after the space_to_trade. (5 + 15)
The trading zones are calculated with the difference from high and low price inside of period, in this example
-the period is 15 after the freedom movement.
+the period is 15 after the freedom movement.
The difference is multiplied by their percentage amount desired to find the zone.
```python
@@ -66,16 +66,16 @@ The strategy looks for the minimum and maximum values and identifies their array
With the array position, it is possible to identify the slop direction.
-Example 1:
-Low position = 8
-High position = 10
-8 - 10 = -2,
+Example 1:
+Low position = 8
+High position = 10
+8 - 10 = -2,
which means bull trend, because the high price are farther than the low price.
-Example 2:
-Low position = 12
-High position = 7
-12 - 7 = 5,
+Example 2:
+Low position = 12
+High position = 7
+12 - 7 = 5,
which meas bear trend, because the low price are farther than the high price.
For open a BUY position the strategy waits the price goes 38.2% above the highest price in 15 period.
@@ -90,7 +90,7 @@ lowest price in 15 periods.
sell = tick.last < np.amin(rates.low) - zone_382 and \
util.minutes_counter_after_trade(trade.symbol, delay_after_trade)
```
-Also, for buy and sell, it checks if some operation recently happened.
+Also, for buy and sell, it checks if some operation recently happened.
When a recent operation has happened, it will wait for the number of minutes to return True to trade again.
```python
util.minutes_counter_after_trade(trade.symbol, delay_after_trade)
@@ -109,7 +109,7 @@ trade.take_profit = zone_618
```
Also, the stop is moved when the price goes to right direction, when the price moved more than 23.6% for the right
-direction, the stop is moved to the nearest price to zero.
+direction, the stop is moved to the nearest price to zero.
```python
if len(Mt5.positions_get(symbol=trade.symbol)) == 1:
diff --git a/examples_of_expert_advisor/fimathe/__init__.py b/examples_of_expert_advisor/fimathe/__init__.py
new file mode 100644
index 0000000..d750c8e
--- /dev/null
+++ b/examples_of_expert_advisor/fimathe/__init__.py
@@ -0,0 +1,4 @@
+"""FiMathe strategy examples for MetaTrader 5.
+
+This package contains examples of Expert Advisors using Fibonacci retracement levels.
+"""
diff --git a/examples_of_expert_advisor/fimathe/eurusd_fimathe.py b/examples_of_expert_advisor/fimathe/eurusd_fimathe.py
index d722570..26519c8 100644
--- a/examples_of_expert_advisor/fimathe/eurusd_fimathe.py
+++ b/examples_of_expert_advisor/fimathe/eurusd_fimathe.py
@@ -1,26 +1,32 @@
-import numpy as np
+"""EURUSD FiMathe Expert Advisor for MetaTrader 5.
+
+This Expert Advisor uses Fibonacci retracement levels to determine entry and exit points.
+"""
+
import MetaTrader5 as Mt5
-from include.trade import Trade
-from include.tick import Tick
+import numpy as np
from include.rates import Rates
+from include.tick import Tick
+from include.trade import Trade
from include.utilities import Utilities
util = Utilities()
-trade = Trade('Example', # Expert name
- 0.1, # Expert Version
- 'EURUSD', # symbol
- 567, # Magic number
- 0.01, # lot, it is a floating point.
- 25, # stop loss
- 300, # emergency stop loss
- 25, # take profit
- 300, # emergency take profit
- '00:10', # It is allowed to trade after that hour. Do not use zeros, like: 09
- '23:50', # It is not allowed to trade after that hour but let open all the position already opened.
- '23:50', # It closes all the position opened. Do not use zeros, like: 09
- 0.0, # average fee
- )
+trade = Trade(
+ "Example", # Expert name
+ 0.1, # Expert Version
+ "EURUSD", # symbol
+ 567, # Magic number
+ 0.01, # lot, it is a floating point.
+ 25, # stop loss
+ 300, # emergency stop loss
+ 25, # take profit
+ 300, # emergency take profit
+ "00:10", # It is allowed to trade after that hour. Do not use zeros, like: 09
+ "23:50", # It is not allowed to trade after that hour but let open all the position already opened.
+ "23:50", # It closes all the position opened. Do not use zeros, like: 09
+ 0.0, # average fee
+)
buy = False
sell = False
@@ -31,14 +37,12 @@
time = 0
while True:
-
tick = Tick(trade.symbol)
rates = Rates(trade.symbol, Mt5.TIMEFRAME_M1, space_to_trade, period)
util.minutes_counter_after_trade(trade.symbol, delay_after_trade)
if tick.time_msc != time:
-
# Zones:
zone_236 = round(((np.amax(rates.high) - np.amin(rates.low)) * 23.6) * 1000) # 23.60%
@@ -50,35 +54,35 @@
# Bull trend:
if (np.where(rates.low == np.amin(rates.low))[0][0] - np.where(rates.high == np.amax(rates.high))[0][0]) < 0:
-
# Buy
- buy = tick.ask > np.amax(rates.high) + (zone_382 / 100000) and \
- util.minutes_counter_after_trade(trade.symbol, delay_after_trade)
+ buy = tick.ask > np.amax(rates.high) + (zone_382 / 100000) and util.minutes_counter_after_trade(
+ trade.symbol, delay_after_trade
+ )
if buy:
-
trade.stop_loss = zone_236
trade.take_profit = zone_618
# Bear trend:
if (np.where(rates.low == np.amin(rates.low))[0][0] - np.where(rates.high == np.amax(rates.high))[0][0]) > 0:
-
# Sell
- sell = tick.bid < np.amin(rates.low) - (zone_382 / 100000) and \
- util.minutes_counter_after_trade(trade.symbol, delay_after_trade)
+ sell = tick.bid < np.amin(rates.low) - (zone_382 / 100000) and util.minutes_counter_after_trade(
+ trade.symbol, delay_after_trade
+ )
if sell:
-
trade.stop_loss = zone_236
trade.take_profit = zone_618
- if len(Mt5.positions_get(symbol=trade.symbol)) == 1:
-
- if Mt5.positions_get(symbol=trade.symbol)[0].type == 0: # if Buy
- if tick.last > Mt5.positions_get(symbol=trade.symbol)[0].price_open + zone_236:
- trade.stop_loss = trade.sl_tp_steps
-
- elif Mt5.positions_get(symbol=trade.symbol)[0].type == 1: # if Sell
- if tick.last < Mt5.positions_get(symbol=trade.symbol)[0].price_open - zone_236:
- trade.stop_loss = trade.sl_tp_steps
+ if len(Mt5.positions_get(symbol=trade.symbol)) == 1 and (
+ (
+ Mt5.positions_get(symbol=trade.symbol)[0].type == 0
+ and tick.last > Mt5.positions_get(symbol=trade.symbol)[0].price_open + zone_236
+ )
+ or (
+ Mt5.positions_get(symbol=trade.symbol)[0].type == 1
+ and tick.last < Mt5.positions_get(symbol=trade.symbol)[0].price_open - zone_236
+ )
+ ):
+ trade.stop_loss = trade.sl_tp_steps
trade.emergency_stop_loss = trade.stop_loss + zone_236
trade.emergency_take_profit = trade.take_profit + zone_236
@@ -87,8 +91,5 @@
time = tick.time_msc
if trade.days_end():
- trade.close_position('End of the trading day reached.')
+ trade.close_position("End of the trading day reached.")
break
-
-print('Finishing the program.')
-print('Program finished.')
diff --git a/examples_of_expert_advisor/fimathe/win_fimathe.py b/examples_of_expert_advisor/fimathe/win_fimathe.py
index 9f5d44a..569a96d 100644
--- a/examples_of_expert_advisor/fimathe/win_fimathe.py
+++ b/examples_of_expert_advisor/fimathe/win_fimathe.py
@@ -1,27 +1,33 @@
-import numpy as np
+"""WIN FiMathe Expert Advisor for MetaTrader 5.
+
+This Expert Advisor is designed for WING21 futures, using Fibonacci retracement levels to
+determine entry and exit points.
+"""
+
import MetaTrader5 as Mt5
-from include.trade import Trade
-from include.tick import Tick
+import numpy as np
from include.rates import Rates
+from include.tick import Tick
+from include.trade import Trade
from include.utilities import Utilities
-
util = Utilities()
-trade = Trade('Example', # Expert name
- 0.1, # Expert Version
- 'WING21', # symbol
- 567, # Magic number
- 1.0, # lot, it is a floating point.
- 25, # stop loss
- 300, # emergency stop loss
- 25, # take profit
- 300, # emergency take profit
- '9:25', # It is allowed to trade after that hour. Do not use zeros, like: 09
- '17:45', # It is not allowed to trade after that hour but let open all the position already opened.
- '17:50', # It closes all the position opened. Do not use zeros, like: 09
- 0.0, # average fee
- )
+trade = Trade(
+ "Example", # Expert name
+ 0.1, # Expert Version
+ "WING21", # symbol
+ 567, # Magic number
+ 1.0, # lot, it is a floating point.
+ 25, # stop loss
+ 300, # emergency stop loss
+ 25, # take profit
+ 300, # emergency take profit
+ "9:25", # It is allowed to trade after that hour. Do not use zeros, like: 09
+ "17:45", # It is not allowed to trade after that hour but let open all the position already opened.
+ "17:50", # It closes all the position opened. Do not use zeros, like: 09
+ 0.0, # average fee
+)
buy = False
sell = False
@@ -32,33 +38,35 @@
time = 0
while True:
-
tick = Tick(trade.symbol)
rates = Rates(trade.symbol, Mt5.TIMEFRAME_M1, space_to_trade, period)
if tick.time_msc != time:
-
util.minutes_counter_after_trade(trade.symbol, delay_after_trade)
# Zones:
- zone_236 = int(trade.sl_tp_steps) * round(((np.amax(rates.high) -
- np.amin(rates.low)) * 0.236) / int(trade.sl_tp_steps)) # 23.60%
+ zone_236 = int(trade.sl_tp_steps) * round(
+ ((np.amax(rates.high) - np.amin(rates.low)) * 0.236) / int(trade.sl_tp_steps)
+ ) # 23.60%
- zone_382 = int(trade.sl_tp_steps) * round(((np.amax(rates.high) -
- np.amin(rates.low)) * 0.381) / int(trade.sl_tp_steps)) # 38.20%
+ zone_382 = int(trade.sl_tp_steps) * round(
+ ((np.amax(rates.high) - np.amin(rates.low)) * 0.381) / int(trade.sl_tp_steps)
+ ) # 38.20%
- zone_500 = int(trade.sl_tp_steps) * round(((np.amax(rates.high) -
- np.amin(rates.low)) * 0.500) / int(trade.sl_tp_steps)) # 50.00%
+ zone_500 = int(trade.sl_tp_steps) * round(
+ ((np.amax(rates.high) - np.amin(rates.low)) * 0.500) / int(trade.sl_tp_steps)
+ ) # 50.00%
- zone_618 = int(trade.sl_tp_steps) * round(((np.amax(rates.high) -
- np.amin(rates.low)) * 0.618) / int(trade.sl_tp_steps)) # 61.80%
+ zone_618 = int(trade.sl_tp_steps) * round(
+ ((np.amax(rates.high) - np.amin(rates.low)) * 0.618) / int(trade.sl_tp_steps)
+ ) # 61.80%
# Bull trend:
if np.where(rates.low == np.amin(rates.low))[0][0] - np.where(rates.high == np.amax(rates.high))[0][0] < 0:
-
# Buy
- buy = tick.last > np.amax(rates.high) + zone_382 and \
- util.minutes_counter_after_trade(trade.symbol, delay_after_trade)
+ buy = tick.last > np.amax(rates.high) + zone_382 and util.minutes_counter_after_trade(
+ trade.symbol, delay_after_trade
+ )
if buy:
trade.stop_loss = zone_382
@@ -66,33 +74,32 @@
# Bear trend:
if np.where(rates.low == np.amin(rates.low))[0][0] - np.where(rates.high == np.amax(rates.high))[0][0] > 0:
-
# Sell
- sell = tick.last < np.amin(rates.low) - zone_382 and \
- util.minutes_counter_after_trade(trade.symbol, delay_after_trade)
+ sell = tick.last < np.amin(rates.low) - zone_382 and util.minutes_counter_after_trade(
+ trade.symbol, delay_after_trade
+ )
if sell:
trade.stop_loss = zone_382
trade.take_profit = zone_618
- if len(Mt5.positions_get(symbol=trade.symbol)) == 1:
-
- if Mt5.positions_get(symbol=trade.symbol)[0].type == 0: # if Buy
- if tick.last > Mt5.positions_get(symbol=trade.symbol)[0].price_open + zone_236:
- trade.stop_loss = trade.sl_tp_steps
-
- elif Mt5.positions_get(symbol=trade.symbol)[0].type == 1: # if Sell
- if tick.last < Mt5.positions_get(symbol=trade.symbol)[0].price_open - zone_236:
- trade.stop_loss = trade.sl_tp_steps
+ if len(Mt5.positions_get(symbol=trade.symbol)) == 1 and (
+ (
+ Mt5.positions_get(symbol=trade.symbol)[0].type == 0
+ and tick.last > Mt5.positions_get(symbol=trade.symbol)[0].price_open + zone_236
+ )
+ or (
+ Mt5.positions_get(symbol=trade.symbol)[0].type == 1
+ and tick.last < Mt5.positions_get(symbol=trade.symbol)[0].price_open - zone_236
+ )
+ ):
+ trade.stop_loss = trade.sl_tp_steps
trade.emergency_stop_loss = trade.stop_loss
trade.emergency_take_profit = trade.take_profit
- trade.open_position(buy, sell, '')
+ trade.open_position(buy, sell, "")
time = tick.time_msc
if trade.days_end():
- trade.close_position('End of the trading day reached.')
+ trade.close_position("End of the trading day reached.")
break
-
-print('Finishing the program.')
-print('Program finished.')
diff --git a/mkdocs.yaml b/mkdocs.yaml
new file mode 100644
index 0000000..7c72efa
--- /dev/null
+++ b/mkdocs.yaml
@@ -0,0 +1,133 @@
+site_name: MQPy
+repo_url: https://github.com/Joaopeuko/Mql5-Python-Integration
+repo_name: MQPy
+
+# Enable GitHub repository statistics
+edit_uri: "" # Disable edit button by setting to empty string
+# Settings for GitHub stars and forks display
+extra:
+ social:
+ - icon: fontawesome/brands/github
+ link: https://github.com/Joaopeuko/Mql5-Python-Integration
+ name: GitHub
+ # analytics:
+ # provider: google
+ # property: !ENV GOOGLE_ANALYTICS_KEY
+ status:
+ new: Recently added
+ deprecated: Deprecated
+markdown_extensions:
+ - pymdownx.snippets
+ - pymdownx.tasklist:
+ custom_checkbox: true
+ - pymdownx.superfences:
+ custom_fences:
+ - name: mermaid
+ class: mermaid
+ - admonition
+ - pymdownx.details
+ - toc:
+ permalink: "#"
+ - pymdownx.magiclink:
+ repo_url_shorthand: true
+ user: Joaopeuko
+ repo: Mql5-Python-Integration
+ - attr_list:
+ - md_in_html:
+ - pymdownx.highlight:
+ anchor_linenums: true
+ - pymdownx.inlinehilite:
+ - markdown.extensions.attr_list:
+ - pymdownx.keys:
+ - pymdownx.tabbed:
+ alternate_style: true
+
+theme:
+ name: material
+ favicon: assets/favicon.svg
+ logo: assets/logo.svg
+ features:
+ - navigation.instant
+ - navigation.instant.prefetch
+ - navigation.instant.progress
+ - navigation.sections
+ - navigation.indexes
+ - navigation.tracking
+ - content.code.annotate
+ - toc.follow
+ - navigation.footer
+ - navigation.top
+ - content.code.copy
+ - content.tabs.link
+ - content.action.edit
+ - content.action.view
+ - content.tooltips
+ # Enable GitHub repository statistics
+ - content.action.edit
+ - content.action.view
+ - navigation.footer
+ # Shows the GitHub icon with repository stats
+ - header.autohide
+ icon:
+ repo: fontawesome/brands/github
+ palette:
+ - media: "(prefers-color-scheme)"
+ toggle:
+ icon: material/brightness-auto
+ name: Switch to light mode
+ - media: "(prefers-color-scheme: light)"
+ scheme: astral-light
+ toggle:
+ icon: material/brightness-7
+ name: Switch to dark mode
+ - media: "(prefers-color-scheme: dark)"
+ scheme: astral-dark
+ toggle:
+ icon: material/brightness-4
+ name: Switch to system preference
+extra_css:
+ - extra.css
+extra_javascript:
+ - extra.js
+plugins:
+ - search
+ - gen-files:
+ scripts:
+ - scripts/gen_ref_pages.py
+ - literate-nav:
+ nav_file: SUMMARY.md
+ - section-index
+ - mkdocstrings:
+ default_handler: python
+ handlers:
+ python:
+ paths: [.]
+ options:
+ show_root_heading: false
+ show_root_full_path: false
+ show_object_full_path: false
+ show_category_heading: false
+ show_if_no_docstring: false
+ show_source: true
+ show_bases: true
+ show_signature: true
+ heading_level: 2
+ members_order: source
+ docstring_style: google
+ docstring_section_style: table
+ separate_signature: true
+ merge_init_into_class: true
+ show_submodules: false
+ filters: ["!^_[^_]", "!^__init__"]
+ show_inherited_members: false
+ annotations_path: source
+ docstring_options:
+ ignore_init_summary: true
+ line_length: 80
+ show_root_members_full_path: false
+ show_module_member_docstring: true
+ - mkdocs-jupyter
+nav:
+- Home: index.md
+- Contributing: contributing.md
+- Code documentation: reference/
diff --git a/mqpy/__init__.py b/mqpy/__init__.py
index e69de29..925fab0 100644
--- a/mqpy/__init__.py
+++ b/mqpy/__init__.py
@@ -0,0 +1,5 @@
+"""Python integration package.
+
+This package provides a bridge between Python and MetaTrader 5, allowing users to
+create Expert Advisors and implement trading strategies in Python.
+"""
diff --git a/mqpy/__main__.py b/mqpy/__main__.py
index 3b3def2..736961e 100644
--- a/mqpy/__main__.py
+++ b/mqpy/__main__.py
@@ -1,3 +1,5 @@
+"""Main entry point for the MQL5-Python integration package."""
+
from .template import main
if __name__ == "__main__":
diff --git a/mqpy/book.py b/mqpy/book.py
index 44bb66c..828d0a5 100644
--- a/mqpy/book.py
+++ b/mqpy/book.py
@@ -1,14 +1,31 @@
-from typing import Optional
+"""Module for managing a market book for a financial instrument.
+
+Provides the Book class for accessing market depth information.
+"""
+
+from __future__ import annotations
+
+import logging
+from typing import Any
import MetaTrader5 as Mt5
+# Configure logging
+logger = logging.getLogger(__name__)
+logger.setLevel(logging.INFO)
+
+# Create console handler with formatting
+console_handler = logging.StreamHandler()
+formatter = logging.Formatter("%(asctime)s - %(name)s - %(levelname)s - %(message)s")
+console_handler.setFormatter(formatter)
+logger.addHandler(console_handler)
+
class Book:
"""Represents a market book for a financial instrument."""
def __init__(self, symbol: str) -> None:
- """
- Initialize the Book object.
+ """Initialize a Book object.
Args:
symbol (str): The financial instrument symbol.
@@ -18,22 +35,20 @@ def __init__(self, symbol: str) -> None:
"""
self.symbol: str = symbol
if Mt5.market_book_add(self.symbol):
- print(f"The symbol {self.symbol} was successfully added to the market book.")
+ logger.info(f"The symbol {self.symbol} was successfully added to the market book.")
else:
- print(f"Error adding {self.symbol} to the market book. Error: {Mt5.last_error()}")
+ logger.error(f"Error adding {self.symbol} to the market book. Error: {Mt5.last_error()}")
- def get(self) -> Optional[dict]:
- """
- Get the market book for the financial instrument.
+ def get(self) -> dict[str, Any] | None:
+ """Get the market book for the financial instrument.
Returns:
- Optional[dict]: A dictionary representing the market book, or None if unsuccessful.
+ dict[str, Any] | None: The market book data if successful, None otherwise.
"""
return Mt5.market_book_get(self.symbol)
def release(self) -> bool:
- """
- Release the market book for the financial instrument.
+ """Release the market book for the financial instrument.
Returns:
bool: True if successful, False otherwise.
diff --git a/mqpy/indicator_connector.py b/mqpy/indicator_connector.py
index d74ee80..24fc282 100644
--- a/mqpy/indicator_connector.py
+++ b/mqpy/indicator_connector.py
@@ -1,5 +1,25 @@
+"""Python integration module for technical indicators.
+
+This module provides a bridge between Python and MT5 indicators through socket connections.
+"""
+
+from __future__ import annotations
+
+import ast
import json
+import logging
import socket
+from typing import Any
+
+# Configure logging
+logger = logging.getLogger(__name__)
+logger.setLevel(logging.INFO)
+
+# Create console handler with formatting
+console_handler = logging.StreamHandler()
+formatter = logging.Formatter("%(asctime)s - %(name)s - %(levelname)s - %(message)s")
+console_handler.setFormatter(formatter)
+logger.addHandler(console_handler)
# To be able to use it you need the MQL5 Service to send the data, it is possible to found it here:
# -------------------------------------------------------------------- #
@@ -55,7 +75,24 @@
class Indicator:
- def __init__(self, address="localhost", port=9090, listen=1):
+ """A class for connecting to and retrieving data from MetaTrader 5 technical indicators.
+
+ This class provides methods to connect to various technical indicators in MetaTrader 5
+ through a socket connection. Each method corresponds to a specific technical indicator
+ and returns its calculated values.
+ """
+
+ def __init__(self, address: str = "localhost", port: int = 9090, listen: int = 1) -> None:
+ """Initialize the Indicator connector.
+
+ Args:
+ address (str): The address to bind to. Defaults to "localhost".
+ port (int): The port to bind to. Defaults to 9090.
+ listen (int): The number of connections to accept. Defaults to 1.
+
+ Returns:
+ None
+ """
self.address = address
self.port = port
self.listen = listen
@@ -68,11 +105,21 @@ def __init__(self, address="localhost", port=9090, listen=1):
# -------------------------------------------------------------------- #
def accelerator_oscillator(
- self, symbol, time_frame=1, start_position=0
- ): # Change it if you want past values, zero is the most recent.
+ self, symbol: str, time_frame: int = 1, start_position: int = 0
+ ) -> dict[str, Any] | None: # Change it if you want past values, zero is the most recent.
+ """Calculate the Accelerator Oscillator.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
- message = f"accelerator_oscillator," f"{symbol}," f"{time_frame}," f"{start_position}"
+ message = f"accelerator_oscillator,{symbol},{time_frame},{start_position}"
client_socket.send(bytes(message, "utf-8"))
data = client_socket.recv(1024)
@@ -80,29 +127,41 @@ def accelerator_oscillator(
result = data.decode("utf-8")
try:
return json.loads(result)
-
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
-
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
-
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection aborted by MQL5 Service")
+ finally:
+ if "client_socket" in locals():
+ client_socket.close()
+
+ return None
# -------------------------------------------------------------------- #
def accumulation_distribution(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values, zero is the most recent.
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
# applied_volume:
# 0 - VOLUME_TICK
# 1 - VOLUME_REAL
- applied_volume=0,
- ):
+ applied_volume: int = 0,
+ ) -> dict[str, Any] | None:
+ """Calculate the Accumulation/Distribution.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ applied_volume (int): The volume type for calculations. Defaults to 0.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = (
@@ -115,27 +174,28 @@ def accumulation_distribution(
result = data.decode("utf-8")
try:
return json.loads(result)
-
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
-
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
-
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection aborted by MQL5 Service")
+ finally:
+ if "client_socket" in locals():
+ client_socket.close()
+
+ return None
# -------------------------------------------------------------------- #
def adaptive_moving_average(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values, zero is the most recent.
- ama_period=9,
- fast_ma_period=2,
- slow_ma_period=30,
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ ama_period: int = 9,
+ fast_ma_period: int = 2,
+ slow_ma_period: int = 30,
# applied_price:
# 0 - PRICE_CLOSE
# 1 - PRICE_OPEN
@@ -144,8 +204,22 @@ def adaptive_moving_average(
# 4 - PRICE_MEDIAN
# 5 - PRICE_TYPICAL
# 6 - PRICE_WEIGHTED
- applied_price=4,
- ):
+ applied_price: int = 4,
+ ) -> dict[str, Any] | None:
+ """Calculate the Adaptive Moving Average.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ ama_period (int): The period for the Adaptive Moving Average. Defaults to 9.
+ fast_ma_period (int): The fast moving average period. Defaults to 2.
+ slow_ma_period (int): The slow moving average period. Defaults to 30.
+ applied_price (int): The price type for calculations. Defaults to 4.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = (
@@ -165,33 +239,34 @@ def adaptive_moving_average(
result = data.decode("utf-8")
try:
return json.loads(result)
-
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
-
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
-
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection aborted by MQL5 Service")
+ finally:
+ if "client_socket" in locals():
+ client_socket.close()
+
+ return None
# -------------------------------------------------------------------- #
def alligator(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values, zero is the most recent.
- jaw_period=13,
- teeth_period=8,
- lips_period=5,
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ jaw_period: int = 13,
+ teeth_period: int = 8,
+ lips_period: int = 5,
# method:
# 0 - MODE_SMA
# 1 - MODE_EMA
# 2 - MODE_SMMA
# 3 - MODE_LWMA
- ma_method=2,
+ ma_method: int = 2,
# applied_price:
# 0 - PRICE_CLOSE
# 1 - PRICE_OPEN
@@ -200,8 +275,23 @@ def alligator(
# 4 - PRICE_MEDIAN
# 5 - PRICE_TYPICAL
# 6 - PRICE_WEIGHTED
- applied_price=4,
- ):
+ applied_price: int = 4,
+ ) -> dict[str, Any] | None:
+ """Calculate the Alligator.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ jaw_period (int): The period for the Alligator's jaw. Defaults to 13.
+ teeth_period (int): The period for the Alligator's teeth. Defaults to 8.
+ lips_period (int): The period for the Alligator's lips. Defaults to 5.
+ ma_method (int): The method for the Alligator's moving average. Defaults to 2.
+ applied_price (int): The price type for calculations. Defaults to 4.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = (
@@ -222,22 +312,38 @@ def alligator(
result = data.decode("utf-8")
try:
return json.loads(result)
-
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
-
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
-
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection aborted by MQL5 Service")
+ finally:
+ if "client_socket" in locals():
+ client_socket.close()
+
+ return None
# -------------------------------------------------------------------- #
def average_directional_index(
- self, symbol, time_frame=1, period=14, start_position=0
- ): # Change it if you want past values, zero is the most recent.
+ self,
+ symbol: str,
+ time_frame: int = 1,
+ period: int = 14,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ ) -> dict[str, Any] | None:
+ """Calculate the Average Directional Index.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ period (int): The period for the Average Directional Index. Defaults to 14.
+ start_position (int): Starting position for calculations. Defaults to 0.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = f"average_directional_index," f"{symbol}," f"{time_frame}," f"{period}," f"{start_position}"
@@ -248,24 +354,38 @@ def average_directional_index(
result = data.decode("utf-8")
try:
return json.loads(result)
-
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
-
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
-
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection aborted by MQL5 Service")
+ finally:
+ if "client_socket" in locals():
+ client_socket.close()
- # -------------------------------------------------------------------- #
+ return None
- def average_directional_index_wilder(
- self, symbol, time_frame=1, period=14, start_position=0
- ): # Change it if you want past values, zero is the most
- # recent.
+ # -------------------------------------------------------------------- #
+ def average_directional_index_wilder(
+ self,
+ symbol: str,
+ time_frame: int = 1,
+ period: int = 14,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ ) -> dict[str, Any] | None:
+ """Calculate the Average Directional Index Wilder.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ period (int): The period for the Average Directional Index Wilder. Defaults to 14.
+ start_position (int): Starting position for calculations. Defaults to 0.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = (
@@ -278,26 +398,38 @@ def average_directional_index_wilder(
result = data.decode("utf-8")
try:
return json.loads(result)
-
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
-
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
-
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection aborted by MQL5 Service")
+ finally:
+ if "client_socket" in locals():
+ client_socket.close()
+
+ return None
# -------------------------------------------------------------------- #
def average_true_range(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values, zero is the most recent.
- ma_period=14,
- ):
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ ma_period: int = 14,
+ ) -> dict[str, Any] | None:
+ """Calculate the Average True Range.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ ma_period (int): The period for the Average True Range. Defaults to 14.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = f"average_true_range," f"{symbol}," f"{time_frame}," f"{start_position}," f"{ma_period}"
@@ -308,22 +440,33 @@ def average_true_range(
result = data.decode("utf-8")
try:
return json.loads(result)
-
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
-
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
-
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection aborted by MQL5 Service")
+ finally:
+ if "client_socket" in locals():
+ client_socket.close()
+
+ return None
# -------------------------------------------------------------------- #
def awesome_oscillator(
- self, symbol, time_frame=1, start_position=0
- ): # Change it if you want past values, zero is the most recent.
+ self, symbol: str, time_frame: int = 1, start_position: int = 0
+ ) -> dict[str, Any] | None: # Change it if you want past values, zero is the most recent.
+ """Calculate the Awesome Oscillator.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = f"awesome_oscillator," f"{symbol}," f"{time_frame}," f"{start_position}"
@@ -334,27 +477,28 @@ def awesome_oscillator(
result = data.decode("utf-8")
try:
return json.loads(result)
-
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
-
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
-
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection aborted by MQL5 Service")
+ finally:
+ if "client_socket" in locals():
+ client_socket.close()
+
+ return None
# -------------------------------------------------------------------- #
# Free
def bollinger_bands(
self,
- symbol,
- time_frame=1,
- period=20,
- start_position=0, # Change it if you want past values, zero is the most recent.
- ma_shift=0,
- deviation=2.000,
+ symbol: str,
+ time_frame: int = 1,
+ period: int = 20,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ ma_shift: int = 0,
+ deviation: float = 2.000,
# applied_price:
# 0 - PRICE_CLOSE
# 1 - PRICE_OPEN
@@ -363,8 +507,22 @@ def bollinger_bands(
# 4 - PRICE_MEDIAN
# 5 - PRICE_TYPICAL
# 6 - PRICE_WEIGHTED
- applied_price=0,
- ):
+ applied_price: int = 0,
+ ) -> dict[str, Any] | None:
+ """Calculate the Bollinger Bands.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ period (int): The period for the Bollinger Bands. Defaults to 20.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ ma_shift (int): The shift for the moving average. Defaults to 0.
+ deviation (float): The deviation for the Bollinger Bands. Defaults to 2.000.
+ applied_price (int): The price type for calculations. Defaults to 0.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = (
@@ -384,26 +542,38 @@ def bollinger_bands(
result = data.decode("utf-8")
try:
return json.loads(result)
-
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
-
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
-
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection aborted by MQL5 Service")
+ finally:
+ if "client_socket" in locals():
+ client_socket.close()
+
+ return None
# -------------------------------------------------------------------- #
def bears_power(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values, zero is the most recent.
- ma_period=13,
- ):
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ ma_period: int = 13,
+ ) -> dict[str, Any] | None:
+ """Calculate the Bears Power.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ ma_period (int): The period for the Bears Power. Defaults to 13.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = f"bears_power," f"{symbol}," f"{time_frame}," f"{start_position}," f"{ma_period}"
@@ -414,26 +584,38 @@ def bears_power(
result = data.decode("utf-8")
try:
return json.loads(result)
-
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
-
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
-
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection aborted by MQL5 Service")
+ finally:
+ if "client_socket" in locals():
+ client_socket.close()
+
+ return None
# -------------------------------------------------------------------- #
def bulls_power(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values, zero is the most recent.
- ma_period=13,
- ):
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ ma_period: int = 13,
+ ) -> dict[str, Any] | None:
+ """Calculate the Bulls Power.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ ma_period (int): The period for the Bulls Power. Defaults to 13.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = f"bulls_power," f"{symbol}," f"{time_frame}," f"{start_position}," f"{ma_period}"
@@ -444,37 +626,52 @@ def bulls_power(
result = data.decode("utf-8")
try:
return json.loads(result)
-
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
-
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
-
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection aborted by MQL5 Service")
+ finally:
+ if "client_socket" in locals():
+ client_socket.close()
+
+ return None
# -------------------------------------------------------------------- #
def chaikin_oscillator(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values, zero is the most recent.
- fast_ma_period=3,
- slow_ma_period=10,
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ fast_ma_period: int = 3,
+ slow_ma_period: int = 10,
# method:
# 0 - MODE_SMA
# 1 - MODE_EMA
# 2 - MODE_SMMA
# 3 - MODE_LWMA
- ma_method=1,
+ ma_method: int = 1,
# applied_volume:
# 0 - VOLUME_TICK
# 1 - VOLUME_REAL
- applied_volume=0,
- ):
+ applied_volume: int = 0,
+ ) -> dict[str, Any] | None:
+ """Calculate the Chaikin Oscillator.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ fast_ma_period (int): The period for the fast moving average. Defaults to 3.
+ slow_ma_period (int): The period for the slow moving average. Defaults to 10.
+ ma_method (int): The method for the moving average. Defaults to 1.
+ applied_volume (int): The volume type for calculations. Defaults to 0.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = (
@@ -494,25 +691,26 @@ def chaikin_oscillator(
result = data.decode("utf-8")
try:
return json.loads(result)
-
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
-
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
-
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection aborted by MQL5 Service")
+ finally:
+ if "client_socket" in locals():
+ client_socket.close()
+
+ return None
# -------------------------------------------------------------------- #
def commodity_channel_index(
self,
- symbol,
- time_frame=1,
- start_position=1, # Change it if you want past values, zero is the most recent.
- ma_period=14,
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 1, # Change it if you want past values, zero is the most recent.
+ ma_period: int = 14,
# For this Indicator, the applied price is shifted.
# applied_price:
# 1 - PRICE_CLOSE
@@ -522,8 +720,20 @@ def commodity_channel_index(
# 5 - PRICE_MEDIAN
# 6 - PRICE_TYPICAL
# 7 - PRICE_WEIGHTED
- applied_price=0,
- ):
+ applied_price: int = 0,
+ ) -> dict[str, Any] | None:
+ """Calculate the Commodity Channel Index.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 1.
+ ma_period (int): The period for the Commodity Channel Index. Defaults to 14.
+ applied_price (int): The price type for calculations. Defaults to 0.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = (
@@ -541,26 +751,38 @@ def commodity_channel_index(
result = data.decode("utf-8")
try:
return json.loads(result)
-
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
-
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
-
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection aborted by MQL5 Service")
+ finally:
+ if "client_socket" in locals():
+ client_socket.close()
- # -------------------------------------------------------------------- #
+ return None
+
+ # -------------------------------------------------------------------- #
def demarker(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values, zero is the most recent.
- period=14,
- ):
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ period: int = 14,
+ ) -> dict[str, Any] | None:
+ """Calculate the DeMarker.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ period (int): The period for the DeMarker. Defaults to 14.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = f"demarker," f"{symbol}," f"{time_frame}," f"{start_position}," f"{period}"
@@ -571,26 +793,26 @@ def demarker(
result = data.decode("utf-8")
try:
return json.loads(result)
-
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
-
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
-
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection aborted by MQL5 Service")
+ finally:
+ if "client_socket" in locals():
+ client_socket.close()
+
+ return None
# -------------------------------------------------------------------- #
def double_exponential_moving_average(
self,
- symbol,
- time_frame=1,
- start_position=0,
- # Change it if you want past values, zero is the most recent.
- ma_period=14,
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ ma_period: int = 14,
# applied_price:
# 0 - PRICE_CLOSE
# 1 - PRICE_OPEN
@@ -599,8 +821,20 @@ def double_exponential_moving_average(
# 4 - PRICE_MEDIAN
# 5 - PRICE_TYPICAL
# 6 - PRICE_WEIGHTED
- applied_price=0,
- ):
+ applied_price: int = 0,
+ ) -> dict[str, Any] | None:
+ """Calculate the Double Exponential Moving Average.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ ma_period (int): The period for the Double Exponential Moving Average. Defaults to 14.
+ applied_price (int): The price type for calculations. Defaults to 0.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = (
@@ -620,29 +854,28 @@ def double_exponential_moving_average(
return json.loads(result)
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
# -------------------------------------------------------------------- #
def envelopes(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values, zero is the most recent.
- ma_period=14,
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ ma_period: int = 14,
# method:
# 0 - MODE_SMA
# 1 - MODE_EMA
# 2 - MODE_SMMA
# 3 - MODE_LWMA
- ma_method=0,
+ ma_method: int = 0,
# For this Indicator, the applied price is shifted.
# applied_price:
# 1 - PRICE_CLOSE
@@ -652,9 +885,23 @@ def envelopes(
# 5 - PRICE_MEDIAN
# 6 - PRICE_TYPICAL
# 7 - PRICE_WEIGHTED
- applied_price=1,
- deviation=0.100,
- ):
+ applied_price: int = 1,
+ deviation: float = 0.100,
+ ) -> dict[str, Any] | None:
+ """Calculate the Envelopes.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ ma_period (int): The period for the Envelopes. Defaults to 14.
+ ma_method (int): The method for the Envelopes. Defaults to 0.
+ applied_price (int): The price type for calculations. Defaults to 1.
+ deviation (float): The deviation for the Envelopes. Defaults to 0.100.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = (
@@ -676,32 +923,44 @@ def envelopes(
return json.loads(result)
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
def force_index(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values, zero is the most recent.
- ma_period=13,
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ ma_period: int = 13,
# method:
# 0 - MODE_SMA
# 1 - MODE_EMA
# 2 - MODE_SMMA
# 3 - MODE_LWMA
- ma_method=0,
+ ma_method: int = 0,
# applied_volume:
# 0 - VOLUME_TICK
# 1 - VOLUME_REAL
- applied_volume=0,
- ):
+ applied_volume: int = 0,
+ ) -> dict[str, Any] | None:
+ """Calculate the Force Index.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ ma_period (int): The period for the Force Index. Defaults to 13.
+ ma_method (int): The method for the Force Index. Defaults to 0.
+ applied_volume (int): The volume type for calculations. Defaults to 0.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = (
@@ -722,23 +981,22 @@ def force_index(
return json.loads(result)
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
# -------------------------------------------------------------------- #
def fractal_adaptive_moving_average(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values, zero is the most recent.
- ma_period=14,
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ ma_period: int = 14,
# applied_price:
# 0 - PRICE_CLOSE
# 1 - PRICE_OPEN
@@ -747,8 +1005,20 @@ def fractal_adaptive_moving_average(
# 4 - PRICE_MEDIAN
# 5 - PRICE_TYPICAL
# 6 - PRICE_WEIGHTED
- applied_price=0,
- ):
+ applied_price: int = 0,
+ ) -> dict[str, Any] | None:
+ """Calculate the Fractal Adaptive Moving Average.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ ma_period (int): The period for the Fractal Adaptive Moving Average. Defaults to 14.
+ applied_price (int): The price type for calculations. Defaults to 0.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = (
@@ -768,20 +1038,32 @@ def fractal_adaptive_moving_average(
return json.loads(result)
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
# -------------------------------------------------------------------- #
def fractals(
- self, symbol, time_frame=1, start_position=0
- ): # Change it if you want past values, zero is the most recent.
+ self,
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ ) -> dict[str, Any] | None:
+ """Calculate the Fractals.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = f"fractals," f"{symbol}," f"{time_frame}," f"{start_position}"
@@ -794,34 +1076,33 @@ def fractals(
return json.loads(result)
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
# -------------------------------------------------------------------- #
# https://www.mql5.com/en/forum/41357
def gator_oscillator(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values, zero is the most recent.
- jaw_period=13,
- jaw_shift=8,
- teeth_period=8,
- teeth_shift=5,
- lips_period=5,
- lips_shift=3,
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ jaw_period: int = 13,
+ jaw_shift: int = 8,
+ teeth_period: int = 8,
+ teeth_shift: int = 5,
+ lips_period: int = 5,
+ lips_shift: int = 3,
# method:
# 0 - MODE_SMA
# 1 - MODE_EMA
# 2 - MODE_SMMA
# 3 - MODE_LWMA
- ma_method=2,
+ ma_method: int = 2,
# applied_price:
# 0 - PRICE_CLOSE
# 1 - PRICE_OPEN
@@ -830,8 +1111,26 @@ def gator_oscillator(
# 4 - PRICE_MEDIAN
# 5 - PRICE_TYPICAL
# 6 - PRICE_WEIGHTED
- applied_price=4,
- ):
+ applied_price: int = 4,
+ ) -> dict[str, Any] | None:
+ """Calculate the Gator Oscillator.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ jaw_period (int): The period for the jaw. Defaults to 13.
+ jaw_shift (int): The shift for the jaw. Defaults to 8.
+ teeth_period (int): The period for the teeth. Defaults to 8.
+ teeth_shift (int): The shift for the teeth. Defaults to 5.
+ lips_period (int): The period for the lips. Defaults to 5.
+ lips_shift (int): The shift for the lips. Defaults to 3.
+ ma_method (int): The method for the moving average. Defaults to 2.
+ applied_price (int): The price type for calculations. Defaults to 4.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = (
@@ -857,26 +1156,38 @@ def gator_oscillator(
return json.loads(result)
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
# -------------------------------------------------------------------- #
def ichimoku_kinko_hyo(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values, zero is the most recent.
- tenkan_sen=9,
- kijun_sen=26,
- senkou_span_b=52,
- ):
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ tenkan_sen: int = 9,
+ kijun_sen: int = 26,
+ senkou_span_b: int = 52,
+ ) -> dict[str, Any] | None:
+ """Calculate the Ichimoku Kinko Hyo.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ tenkan_sen (int): The period for the Tenkan-sen. Defaults to 9.
+ kijun_sen (int): The period for the Kijun-sen. Defaults to 26.
+ senkou_span_b (int): The period for the Senkou Span B. Defaults to 52.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = (
@@ -897,25 +1208,24 @@ def ichimoku_kinko_hyo(
return json.loads(result)
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
# -------------------------------------------------------------------- #
# Free
def macd(
self,
- symbol,
- time_frame=1,
- fast_ema_period=12,
- slow_ema_period=26,
- signal_period=9,
- start_position=0, # Change it if you want past values, zero is the most recent.
+ symbol: str,
+ time_frame: int = 1,
+ fast_ema_period: int = 12,
+ slow_ema_period: int = 26,
+ signal_period: int = 9,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
# applied_price:
# 0 - PRICE_CLOSE
# 1 - PRICE_OPEN
@@ -924,8 +1234,22 @@ def macd(
# 4 - PRICE_MEDIAN
# 5 - PRICE_TYPICAL
# 6 - PRICE_WEIGHTED
- applied_price=0,
- ):
+ applied_price: int = 0,
+ ) -> dict[str, Any] | None:
+ """Calculate the Moving Average Convergence Divergence.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ fast_ema_period (int): The period for the fast EMA. Defaults to 12.
+ slow_ema_period (int): The period for the slow EMA. Defaults to 26.
+ signal_period (int): The period for the signal line. Defaults to 9.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ applied_price (int): The price type for calculations. Defaults to 0.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = (
@@ -947,27 +1271,37 @@ def macd(
return json.loads(result)
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
# -------------------------------------------------------------------- #
def market_facilitation_index(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values, zero is the most recent.
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
# applied_volume:
# 0 - VOLUME_TICK
# 1 - VOLUME_REAL
- applied_volume=0,
- ):
+ applied_volume: int = 0,
+ ) -> dict[str, Any] | None:
+ """Calculate the Market Facilitation Index.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ applied_volume (int): Volume type to use in calculations. Defaults to 0 (VOLUME_TICK).
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = (
@@ -980,25 +1314,24 @@ def market_facilitation_index(
result = data.decode("utf-8")
try:
return json.loads(result)
-
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
-
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
+ finally:
+ if "client_socket" in locals():
+ client_socket.close()
- except ConnectionAbortedError:
- pass
+ return None
# -------------------------------------------------------------------- #
def momentum(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values, zero is the most recent.
- mom_period=14,
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ mom_period: int = 14,
# applied_price:
# 0 - PRICE_CLOSE
# 1 - PRICE_OPEN
@@ -1007,8 +1340,20 @@ def momentum(
# 4 - PRICE_MEDIAN
# 5 - PRICE_TYPICAL
# 6 - PRICE_WEIGHTED
- applied_price=0,
- ):
+ applied_price: int = 0,
+ ) -> dict[str, Any] | None:
+ """Calculate the Momentum.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ mom_period (int): The period for the Momentum. Defaults to 14.
+ applied_price (int): The price type for calculations. Defaults to 0.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = (
@@ -1023,28 +1368,39 @@ def momentum(
return json.loads(result)
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
# -------------------------------------------------------------------- #
def money_flow_index(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values, zero is the most recent.
- ma_period=14,
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ ma_period: int = 14,
# applied_volume:
# 0 - VOLUME_TICK
# 1 - VOLUME_REAL
- applied_volume=0,
- ):
+ applied_volume: int = 0,
+ ) -> dict[str, Any] | None:
+ """Calculate the Money Flow Index.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ ma_period (int): The period for the Money Flow Index. Defaults to 14.
+ applied_volume (int): The volume type for calculations. Defaults to 0.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = (
@@ -1062,31 +1418,30 @@ def money_flow_index(
result = data.decode("utf-8")
try:
return json.loads(result)
-
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
-
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
+ finally:
+ if "client_socket" in locals():
+ client_socket.close()
- except ConnectionAbortedError:
- pass
+ return None
# -------------------------------------------------------------------- #
- # Free
+
def moving_average(
self,
- symbol,
- time_frame=1,
- period=20,
- start_position=0, # Change it if you want past values, zero is the most recent.
+ symbol: str,
+ time_frame: int = 1,
+ period: int = 20,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
# method:
# 0 - MODE_SMA
# 1 - MODE_EMA
# 2 - MODE_SMMA
# 3 - MODE_LWMA
- method=0,
+ method: int = 0,
# applied_price:
# 0 - PRICE_CLOSE
# 1 - PRICE_OPEN
@@ -1095,8 +1450,21 @@ def moving_average(
# 4 - PRICE_MEDIAN
# 5 - PRICE_TYPICAL
# 6 - PRICE_WEIGHTED
- applied_price=0,
- ):
+ applied_price: int = 0,
+ ) -> dict[str, Any] | None:
+ """Calculate the Moving Average.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ period (int): The period for the Moving Average. Defaults to 20.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ method (int): The method for the Moving Average. Defaults to 0.
+ applied_price (int): The price type for calculations. Defaults to 0.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = (
@@ -1117,25 +1485,24 @@ def moving_average(
return json.loads(result)
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
# -------------------------------------------------------------------- #
def moving_average_of_oscillator(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values, zero is the most recent.
- fast_ema_period=12,
- slow_ema_period=26,
- macd_sma_period=9,
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ fast_ema_period: int = 12,
+ slow_ema_period: int = 26,
+ macd_sma_period: int = 9,
# applied_price:
# 0 - PRICE_CLOSE
# 1 - PRICE_OPEN
@@ -1144,8 +1511,22 @@ def moving_average_of_oscillator(
# 4 - PRICE_MEDIAN
# 5 - PRICE_TYPICAL
# 6 - PRICE_WEIGHTED
- applied_price=0,
- ):
+ applied_price: int = 0,
+ ) -> dict[str, Any] | None:
+ """Calculate the Moving Average of Oscillator.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ fast_ema_period (int): The period for the fast EMA. Defaults to 12.
+ slow_ema_period (int): The period for the slow EMA. Defaults to 26.
+ macd_sma_period (int): The period for the MACD SMA. Defaults to 9.
+ applied_price (int): The price type for calculations. Defaults to 0.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = (
@@ -1167,27 +1548,37 @@ def moving_average_of_oscillator(
return json.loads(result)
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
# -------------------------------------------------------------------- #
# Free
def obv(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values, zero is the most recent.
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
# applied_volume:
# 0 - VOLUME_TICK
# 1 - VOLUME_REAL
- applied_volume=0,
- ):
+ applied_volume: int = 0,
+ ) -> dict[str, Any] | None:
+ """Calculate the On Balance Volume.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ applied_volume (int): The volume type for calculations. Defaults to 0.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = f"obv," f"{symbol}," f"{time_frame}," f"{start_position}," f"{applied_volume}"
@@ -1200,25 +1591,36 @@ def obv(
return json.loads(result)
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
# -------------------------------------------------------------------- #
def parabolic_sar(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values, zero is the most recent.
- step=0.02,
- maximum=0.2,
- ):
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ step: float = 0.02,
+ maximum: float = 0.2,
+ ) -> dict[str, Any] | None:
+ """Calculate the Parabolic SAR.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ step (float): The step for the Parabolic SAR. Defaults to 0.02.
+ maximum (float): The maximum for the Parabolic SAR. Defaults to 0.2.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = f"parabolic_sar," f"{symbol}," f"{time_frame}," f"{start_position}," f"{step}," f"{maximum}"
@@ -1231,23 +1633,22 @@ def parabolic_sar(
return json.loads(result)
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
# -------------------------------------------------------------------- #
def relative_strength_index(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values, zero is the most recent.
- ma_period=14,
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ ma_period: int = 14,
# applied_price:
# 0 - PRICE_CLOSE
# 1 - PRICE_OPEN
@@ -1256,8 +1657,20 @@ def relative_strength_index(
# 4 - PRICE_MEDIAN
# 5 - PRICE_TYPICAL
# 6 - PRICE_WEIGHTED
- applied_price=0,
- ):
+ applied_price: int = 0,
+ ) -> dict[str, Any] | None:
+ """Calculate the Relative Strength Index.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ ma_period (int): The period for the Relative Strength Index. Defaults to 14.
+ applied_price (int): The price type for calculations. Defaults to 0.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = (
@@ -1277,24 +1690,34 @@ def relative_strength_index(
return json.loads(result)
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
# -------------------------------------------------------------------- #
def relative_vigor_index(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values, zero is the most recent.
- ma_period=10,
- ):
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ ma_period: int = 10,
+ ) -> dict[str, Any] | None:
+ """Calculate the Relative Vigor Index.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ ma_period (int): The period for the Relative Vigor Index. Defaults to 10.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = f"relative_vigor_index," f"{symbol}," f"{time_frame}," f"{start_position}," f"{ma_period}"
@@ -1307,29 +1730,28 @@ def relative_vigor_index(
return json.loads(result)
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
# -------------------------------------------------------------------- #
def standard_deviation(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values, zero is the most recent.
- ma_period=20,
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ ma_period: int = 20,
# method:
# 0 - MODE_SMA
# 1 - MODE_EMA
# 2 - MODE_SMMA
# 3 - MODE_LWMA
- ma_method=0,
+ ma_method: int = 0,
# applied_price:
# 0 - PRICE_CLOSE
# 1 - PRICE_OPEN
@@ -1338,8 +1760,21 @@ def standard_deviation(
# 4 - PRICE_MEDIAN
# 5 - PRICE_TYPICAL
# 6 - PRICE_WEIGHTED
- applied_price=0,
- ):
+ applied_price: int = 0,
+ ) -> dict[str, Any] | None:
+ """Calculate the Standard Deviation.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ ma_period (int): The period for the Standard Deviation. Defaults to 20.
+ ma_method (int): The method for the Standard Deviation. Defaults to 0.
+ applied_price (int): The price type for calculations. Defaults to 0.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = (
@@ -1360,36 +1795,50 @@ def standard_deviation(
return json.loads(result)
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
# -------------------------------------------------------------------- #
# Free
def stochastic(
self,
- symbol,
- time_frame=1,
- k_period=5,
- d_period=3,
- slowing=3,
- start_position=0, # Change it if you want past values, zero is the most recent.
+ symbol: str,
+ time_frame: int = 1,
+ k_period: int = 5,
+ d_period: int = 3,
+ slowing: int = 3,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
# method:
# 0 - MODE_SMA
# 1 - MODE_EMA
# 2 - MODE_SMMA
# 3 - MODE_LWMA
- method=0,
+ method: int = 0,
# applied_price
# 0 - STO_LOWHIGH
# 1 - STO_CLOSECLOSE
- applied_price=0,
- ):
+ applied_price: int = 0,
+ ) -> dict[str, Any] | None:
+ """Calculate the Stochastic.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ k_period (int): The period for the Stochastic. Defaults to 5.
+ d_period (int): The period for the Stochastic. Defaults to 3.
+ slowing (int): The slowing for the Stochastic. Defaults to 3.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ method (int): The method for the Stochastic. Defaults to 0.
+ applied_price (int): The price type for calculations. Defaults to 0.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = (
@@ -1412,25 +1861,23 @@ def stochastic(
return json.loads(result)
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
# -------------------------------------------------------------------- #
def triple_exponential_ma_oscillator(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values,
- # zero is the most recent.
- ma_period=14,
- # applied_price:
+ symbol: str,
+ time_frame: int,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ count: int = 100, # Number of elements to be calculated.
+ ma_period: int = 14,
# 0 - PRICE_CLOSE
# 1 - PRICE_OPEN
# 2 - PRICE_HIGH
@@ -1438,45 +1885,45 @@ def triple_exponential_ma_oscillator(
# 4 - PRICE_MEDIAN
# 5 - PRICE_TYPICAL
# 6 - PRICE_WEIGHTED
- applied_price=0,
- ):
+ applied_price: int = 0,
+ ) -> dict[str, Any] | None:
+ """Calculate the Triple Exponential Moving Average Oscillator.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ count (int): Number of elements to calculate. Defaults to 100.
+ ma_period (int): Moving average period. Defaults to 14.
+ applied_price (int): Price type to use in calculations. Defaults to 0 (PRICE_CLOSE).
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
- message = (
- f"triple_exponential_ma_oscillator,"
- f"{symbol},"
- f"{time_frame},"
- f"{start_position},"
- f"{ma_period},"
- f"{applied_price}"
- )
-
- client_socket.send(bytes(message, "utf-8"))
- data = client_socket.recv(1024)
-
- result = data.decode("utf-8")
try:
- return json.loads(result)
-
+ data = f"TEMA_OSC,{symbol},{time_frame},{start_position},{count},{ma_period},{applied_price}"
+ client_socket.send(data.encode())
+ response = client_socket.recv(1024).decode()
+ return ast.literal_eval(response)
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
-
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
-
- except ConnectionAbortedError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
+ finally:
+ client_socket.close()
+ return None
# -------------------------------------------------------------------- #
def triple_exponential_moving_average(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values,
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values,
# zero is the most recent.
- ma_period=14,
+ ma_period: int = 14,
# applied_price:
# 0 - PRICE_CLOSE
# 1 - PRICE_OPEN
@@ -1485,8 +1932,20 @@ def triple_exponential_moving_average(
# 4 - PRICE_MEDIAN
# 5 - PRICE_TYPICAL
# 6 - PRICE_WEIGHTED
- applied_price=0,
- ):
+ applied_price: int = 0,
+ ) -> dict[str, Any] | None:
+ """Calculate the Triple Exponential Moving Average.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ ma_period (int): The period for the Triple Exponential Moving Average. Defaults to 14.
+ applied_price (int): The price type for calculations. Defaults to 0.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = (
@@ -1506,24 +1965,23 @@ def triple_exponential_moving_average(
return json.loads(result)
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
# -------------------------------------------------------------------- #
def variable_index_dynamic_average(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values, zero is the most recent.
- cmo_period=9,
- ema_period=12,
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ cmo_period: int = 9,
+ ema_period: int = 12,
# applied_price:
# 0 - PRICE_CLOSE
# 1 - PRICE_OPEN
@@ -1532,8 +1990,21 @@ def variable_index_dynamic_average(
# 4 - PRICE_MEDIAN
# 5 - PRICE_TYPICAL
# 6 - PRICE_WEIGHTED
- applied_price=0,
- ):
+ applied_price: int = 0,
+ ) -> dict[str, Any] | None:
+ """Calculate the Variable Index Dynamic Average.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ cmo_period (int): The period for the CMO. Defaults to 9.
+ ema_period (int): The period for the EMA. Defaults to 12.
+ applied_price (int): The price type for calculations. Defaults to 0.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = (
@@ -1554,27 +2025,37 @@ def variable_index_dynamic_average(
return json.loads(result)
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
# -------------------------------------------------------------------- #
def volumes(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values, zero is the most recent.
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
# applied_volume:
# 0 - VOLUME_TICK
# 1 - VOLUME_REAL
- applied_volume=0,
- ):
+ applied_volume: int = 0,
+ ) -> dict[str, Any] | None:
+ """Calculate the Volumes.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ applied_volume (int): The volume type for calculations. Defaults to 0.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = f"volumes," f"{symbol}," f"{time_frame}," f"{start_position}," f"{applied_volume}"
@@ -1587,24 +2068,34 @@ def volumes(
return json.loads(result)
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
# -------------------------------------------------------------------- #
def williams_percent_range(
self,
- symbol,
- time_frame=1,
- start_position=0, # Change it if you want past values, zero is the most recent.
- calc_period=14,
- ):
+ symbol: str,
+ time_frame: int = 1,
+ start_position: int = 0, # Change it if you want past values, zero is the most recent.
+ calc_period: int = 14,
+ ) -> dict[str, Any] | None:
+ """Calculate the Williams Percent Range.
+
+ Args:
+ symbol (str): The financial instrument symbol.
+ time_frame (int): The time frame for calculations. Defaults to 1.
+ start_position (int): Starting position for calculations. Defaults to 0.
+ calc_period (int): The period for the Williams Percent Range. Defaults to 14.
+
+ Returns:
+ dict[str, Any] | None: The calculated values if successful, None otherwise.
+ """
try:
client_socket, address = self.s.accept()
message = f"williams_percent_range," f"{symbol}," f"{time_frame}," f"{start_position}," f"{calc_period}"
@@ -1617,11 +2108,10 @@ def williams_percent_range(
return json.loads(result)
except ValueError:
- print("Connection lost to MQL5 Service")
- pass
+ logger.exception("Connection lost to MQL5 Service")
except ConnectionResetError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
except ConnectionAbortedError:
- pass
+ logger.exception("Connection reset by MQL5 Service")
diff --git a/mqpy/rates.py b/mqpy/rates.py
index c827f5c..56c7c9a 100644
--- a/mqpy/rates.py
+++ b/mqpy/rates.py
@@ -1,80 +1,84 @@
-from typing import List, Union
+"""Module for retrieving and managing historical price data from MetaTrader 5.
+
+Provides the Rates class for accessing historical price information.
+"""
+
+from __future__ import annotations
import MetaTrader5 as Mt5
class Rates:
- """Represents historical rates data for a financial instrument."""
+ """Represents historical price data for a financial instrument."""
- def __init__(self, symbol: str, time_frame: int, start_pos: int, period: int) -> None:
- """
- Initializes a Rates object.
+ def __init__(self, symbol: str, time_frame: int, start_position: int, count: int) -> None:
+ """Initializes a Rates object.
Args:
symbol (str): The financial instrument symbol.
- time_frame (int): The time frame of the rates data.
- start_pos (int): The starting position for data retrieval.
- period (int): The number of rates to retrieve.
+ time_frame (int): The time frame for the rates.
+ start_position (int): The starting position for the rates.
+ count (int): The number of rates to retrieve.
Returns:
None
"""
- self._symbol = symbol
+
+ def _raise_value_error(msg: str) -> None:
+ raise ValueError(msg)
+
try:
- rates_data = Mt5.copy_rates_from_pos(self._symbol, time_frame, start_pos, period)
-
- self._time = rates_data["time"]
- self._open = rates_data["open"]
- self._high = rates_data["high"]
- self._low = rates_data["low"]
- self._close = rates_data["close"]
- self._tick_volume = rates_data["tick_volume"]
- self._spread = rates_data["spread"]
- self._real_volume = rates_data["real_volume"]
-
- # Optionally, you can print statements here for debugging
- # print(f"Rates object created for symbol: {self._symbol}")
- except Exception as e:
- # Optionally, you can print statements here for debugging
- # print(f"Failed to create Rates object for symbol {self._symbol}. Error: {e}")
- raise
+ rates = Mt5.copy_rates_from_pos(symbol, time_frame, start_position, count)
+ if rates is None:
+ _raise_value_error(f"Failed to retrieve rates for {symbol}")
+
+ self._time = [rate[0] for rate in rates]
+ self._open = [rate[1] for rate in rates]
+ self._high = [rate[2] for rate in rates]
+ self._low = [rate[3] for rate in rates]
+ self._close = [rate[4] for rate in rates]
+ self._tick_volume = [rate[5] for rate in rates]
+ self._spread = [rate[6] for rate in rates]
+ self._real_volume = [rate[7] for rate in rates]
+ except Mt5.Error as e:
+ raise ValueError(f"Failed to create Rates object for symbol {symbol}") from e
@property
- def time(self) -> List[Union[int, float]]:
+ def time(self) -> list[int | float]:
"""List of timestamps."""
return self._time
@property
- def open(self) -> List[float]:
+ def open(self) -> list[float]:
"""List of open prices."""
return self._open
@property
- def high(self) -> List[float]:
+ def high(self) -> list[float]:
"""List of high prices."""
return self._high
@property
- def low(self) -> List[float]:
+ def low(self) -> list[float]:
"""List of low prices."""
return self._low
@property
- def close(self) -> List[float]:
+ def close(self) -> list[float]:
"""List of close prices."""
return self._close
@property
- def tick_volume(self) -> List[int]:
+ def tick_volume(self) -> list[int]:
"""List of tick volumes."""
return self._tick_volume
@property
- def spread(self) -> List[int]:
+ def spread(self) -> list[int]:
"""List of spreads."""
return self._spread
@property
- def real_volume(self) -> List[int]:
+ def real_volume(self) -> list[int]:
"""List of real volumes."""
return self._real_volume
diff --git a/mqpy/template.py b/mqpy/template.py
index fa8fe13..66dfcd2 100644
--- a/mqpy/template.py
+++ b/mqpy/template.py
@@ -1,18 +1,33 @@
+"""Module for generating MT5 expert advisor template files.
+
+Provides functionality to create template files for trading strategies.
+"""
+
+from __future__ import annotations
+
import argparse
+from pathlib import Path
+from typing import Any
-def get_arguments():
+def get_arguments() -> dict[str, Any]:
+ """Parse command line arguments.
+
+ Returns:
+ dict[str, Any]: Dictionary containing the parsed arguments.
+ """
parser = argparse.ArgumentParser()
parser.add_argument("--file_name", type=str, action="store", default="demo")
parser.add_argument("--symbol", type=str, action="store", default="EURUSD")
return vars(parser.parse_args())
-def main():
+def main() -> None:
+ """Generate a template file for a trading strategy."""
file_name = get_arguments()["file_name"]
symbol = get_arguments()["symbol"]
- with open(f"{file_name}.py", "w") as file:
+ with Path(f"{file_name}.py").open("w") as file:
file.write(
f"""from mqpy.rates import Rates
from mqpy.tick import Tick
@@ -21,7 +36,7 @@ def main():
# Initialize the trading strategy
trade = Trade(
expert_name="Moving Average Crossover",
- version=1.0,
+ version="1.0",
symbol="{symbol}",
magic_number=567,
lot=1.0,
@@ -69,3 +84,7 @@ def main():
print("Program finished.")
"""
)
+
+
+if __name__ == "__main__":
+ main()
diff --git a/mqpy/tick.py b/mqpy/tick.py
index a1fb5e6..a6b097a 100644
--- a/mqpy/tick.py
+++ b/mqpy/tick.py
@@ -1,4 +1,9 @@
-from typing import Optional
+"""Module for retrieving and managing real-time tick data from MetaTrader 5.
+
+Provides the Tick class for accessing current market price information.
+"""
+
+from __future__ import annotations
import MetaTrader5 as Mt5
@@ -7,8 +12,7 @@ class Tick:
"""Represents real-time tick data for a financial instrument."""
def __init__(self, symbol: str) -> None:
- """
- Initializes a Tick object.
+ """Initializes a Tick object.
Args:
symbol (str): The financial instrument symbol.
@@ -69,6 +73,10 @@ def flags(self) -> int:
return self._flags
@property
- def volume_real(self) -> Optional[float]:
+ def volume_real(self) -> float | None:
"""Real volume (if available)."""
return self._volume_real
+
+ def real_volume(self) -> list[int]:
+ """List of real volumes."""
+ return self._real_volume
diff --git a/mqpy/trade.py b/mqpy/trade.py
index 328678b..907be72 100644
--- a/mqpy/trade.py
+++ b/mqpy/trade.py
@@ -1,11 +1,27 @@
-from datetime import datetime, timedelta
+"""Module for trading operations with MetaTrader 5.
+
+Provides a Trade class for managing trading operations.
+"""
+
+import logging
+import sys
+from datetime import datetime, timedelta, timezone
import MetaTrader5 as Mt5
+# Configure logging
+logger = logging.getLogger(__name__)
+logger.setLevel(logging.INFO)
+
+# Create console handler with formatting
+console_handler = logging.StreamHandler()
+formatter = logging.Formatter("%(asctime)s - %(name)s - %(levelname)s - %(message)s")
+console_handler.setFormatter(formatter)
+logger.addHandler(console_handler)
+
class Trade:
- """
- Represents a trading strategy for a financial instrument.
+ """Represents a trading strategy for a financial instrument.
Args:
expert_name (str): The name of the expert advisor.
@@ -39,8 +55,7 @@ def __init__(
ending_time: str = "17:50",
fee: float = 0.0,
) -> None:
- """
- Initialize the Trade object.
+ """Initialize the Trade object.
Returns:
None
@@ -66,73 +81,70 @@ def __init__(
self.ticket: int = 0
- print("\nInitializing the basics.")
+ logger.info("Initializing the basics.")
self.initialize()
self.select_symbol()
self.prepare_symbol()
self.sl_tp_steps: float = Mt5.symbol_info(self.symbol).trade_tick_size / Mt5.symbol_info(self.symbol).point
- print("Initialization successfully completed.")
-
- print()
+ logger.info("Initialization successfully completed.")
+ logger.info("")
self.summary()
- print("Running")
- print()
+ logger.info("Running")
+ logger.info("")
def initialize(self) -> None:
- """
- Initialize the MetaTrader 5 instance.
+ """Initialize the MetaTrader 5 instance.
Returns:
None
"""
if not Mt5.initialize():
- print("Initialization failed, check internet connection. You must have Meta Trader 5 installed.")
+ logger.error("Initialization failed, check internet connection. You must have Meta Trader 5 installed.")
Mt5.shutdown()
else:
- print(
+ logger.info(
f"You are running the {self.expert_name} expert advisor,"
f" version {self.version}, on symbol {self.symbol}."
)
def select_symbol(self) -> None:
- """
- Select the trading symbol.
+ """Select the trading symbol.
Returns:
None
"""
- Mt5.symbol_select(self.symbol, True)
+ Mt5.symbol_select(self.symbol, enable=True)
def prepare_symbol(self) -> None:
- """
- Prepare the trading symbol for opening positions.
+ """Prepare the trading symbol for opening positions.
Returns:
None
"""
symbol_info = Mt5.symbol_info(self.symbol)
if symbol_info is None:
- print(f"It was not possible to find {self.symbol}")
+ logger.error(f"It was not possible to find {self.symbol}")
Mt5.shutdown()
- print("Turned off")
- quit()
+ logger.error("Turned off")
+ sys.exit(1)
if not symbol_info.visible:
- print(f"The {self.symbol} is not visible, needed to be switched on.")
- if not Mt5.symbol_select(self.symbol, True):
- print(f"The expert advisor {self.expert_name} failed in select the symbol {self.symbol}, turning off.")
+ logger.warning(f"The {self.symbol} is not visible, needed to be switched on.")
+ if not Mt5.symbol_select(self.symbol, enable=True):
+ logger.error(
+ f"The expert advisor {self.expert_name} failed in select the symbol {self.symbol}, turning off."
+ )
Mt5.shutdown()
- print("Turned off")
- quit()
+ logger.error("Turned off")
+ sys.exit(1)
def summary(self) -> None:
- """
- Print a summary of the expert advisor parameters.
+ """Print a summary of the expert advisor parameters.
Returns:
None
"""
- print(
+ logger.info(
f"Summary:\n"
f"ExpertAdvisor name: {self.expert_name}\n"
f"ExpertAdvisor version: {self.version}\n"
@@ -151,23 +163,21 @@ def summary(self) -> None:
)
def statistics(self) -> None:
- """
- Print statistics of the expert advisor.
+ """Print statistics of the expert advisor.
Returns:
None
"""
- print(f"Total of deals: {self.total_deals}, {self.profit_deals} gain, {self.loss_deals} loss.")
- print(
+ logger.info(f"Total of deals: {self.total_deals}, {self.profit_deals} gain, {self.loss_deals} loss.")
+ logger.info(
f"Balance: {self.balance}, fee: {self.total_deals * self.fee}, final balance:"
f" {self.balance - (self.total_deals * self.fee)}."
)
if self.total_deals != 0:
- print(f"Accuracy: {round((self.profit_deals / self.total_deals) * 100, 2)}%.\n")
+ logger.info(f"Accuracy: {round((self.profit_deals / self.total_deals) * 100, 2)}%.\n")
def open_buy_position(self, comment: str = "") -> None:
- """
- Open a Buy position.
+ """Open a Buy position.
Args:
comment (str): A comment for the trade.
@@ -199,8 +209,7 @@ def open_buy_position(self, comment: str = "") -> None:
self.request_result(price, result)
def open_sell_position(self, comment: str = "") -> None:
- """
- Open a Sell position.
+ """Open a Sell position.
Args:
comment (str): A comment for the trade.
@@ -231,61 +240,56 @@ def open_sell_position(self, comment: str = "") -> None:
result = Mt5.order_send(request)
self.request_result(price, result)
- def request_result(self, price: float, result) -> None:
- """
- Process the result of a trading request.
+ def request_result(self, price: float, result: Mt5.TradeResult) -> None:
+ """Process the result of a trading request.
Args:
price (float): The price of the trade.
result (Mt5.TradeResult): The result of the trading request.
- Returns:
+
+ Returns:
None
"""
- # Send a trading request
- # Check the execution result
- print(f"Order sent: {self.symbol}, {self.lot} lot(s), at {price}.")
+ logger.info(f"Order sent: {self.symbol}, {self.lot} lot(s), at {price}.")
if result.retcode != Mt5.TRADE_RETCODE_DONE:
- print(f"Something went wrong while retrieving ret_code, error: {result.retcode}")
+ logger.error(f"Something went wrong while retrieving ret_code, error: {result.retcode}")
- # Print the result
if result.retcode == Mt5.TRADE_RETCODE_DONE:
if len(Mt5.positions_get(symbol=self.symbol)) == 1:
order_type = "Buy" if Mt5.positions_get(symbol=self.symbol)[0].type == 0 else "Sell"
- print(order_type, "Position Opened:", result.price)
+ logger.info(f"{order_type} Position Opened: {result.price}")
else:
- print(f"Position Closed: {result.price}")
+ logger.info(f"Position Closed: {result.price}")
- def open_position(self, buy: bool, sell: bool, comment: str = "") -> None:
- """
- Open a position based on buy and sell conditions.
+ def open_position(self, *, should_buy: bool, should_sell: bool, comment: str = "") -> None:
+ """Open a position based on buy and sell conditions.
Args:
- buy (bool): True if a Buy position should be opened, False otherwise.
- sell (bool): True if a Sell position should be opened, False otherwise.
+ should_buy (bool): True if a Buy position should be opened, False otherwise.
+ should_sell (bool): True if a Sell position should be opened, False otherwise.
comment (str): A comment for the trade.
Returns:
None
"""
if (len(Mt5.positions_get(symbol=self.symbol)) == 0) and self.trading_time():
- if buy and not sell:
+ if should_buy and not should_sell:
self.open_buy_position(comment)
self.total_deals += 1
- if sell and not buy:
+ if should_sell and not should_buy:
self.open_sell_position(comment)
self.total_deals += 1
self.stop_and_gain(comment)
if self.days_end():
- print("It is the end of trading the day.")
- print("Closing all positions.")
+ logger.info("It is the end of trading the day.")
+ logger.info("Closing all positions.")
self.close_position(comment)
self.summary()
def close_position(self, comment: str = "") -> None:
- """
- Close an open position.
+ """Close an open position.
Args:
comment (str): A comment for the trade.
@@ -293,17 +297,14 @@ def close_position(self, comment: str = "") -> None:
Returns:
None
"""
- # buy (0) and sell(1)
if len(Mt5.positions_get(symbol=self.symbol)) == 1:
- if Mt5.positions_get(symbol=self.symbol)[0].type == 0: # if Buy
+ if Mt5.positions_get(symbol=self.symbol)[0].type == 0: # Buy position
self.open_sell_position(comment)
-
- elif Mt5.positions_get(symbol=self.symbol)[0].type == 1: # if Sell
+ elif Mt5.positions_get(symbol=self.symbol)[0].type == 1: # Sell position
self.open_buy_position(comment)
def stop_and_gain(self, comment: str = "") -> None:
- """
- Check for stop loss and take profit conditions and close positions accordingly.
+ """Check for stop loss and take profit conditions and close positions accordingly.
Args:
comment (str): A comment for the trade.
@@ -321,61 +322,45 @@ def stop_and_gain(self, comment: str = "") -> None:
if points / Mt5.symbol_info(self.symbol).point >= self.take_profit:
self.profit_deals += 1
self.close_position(comment)
- print(
- f"Take profit reached. ("
- f"{Mt5.history_deals_get((datetime.today() - timedelta(days=1)), datetime.now())[-1].profit}"
- f")\n"
- )
- if (
- Mt5.history_deals_get((datetime.today() - timedelta(days=1)), datetime.now())[-1].symbol
- == self.symbol
- ):
- self.balance += Mt5.history_deals_get((datetime.today() - timedelta(days=1)), datetime.now())[
- -1
- ].profit
+ start_time = datetime.now(timezone.utc) - timedelta(days=1)
+ end_time = datetime.now(timezone.utc)
+ profit = Mt5.history_deals_get(start_time, end_time)[-1].profit
+ logger.info(f"Take profit reached. ({profit})\n")
+ if Mt5.history_deals_get(start_time, end_time)[-1].symbol == self.symbol:
+ self.balance += profit
self.statistics()
elif ((points / Mt5.symbol_info(self.symbol).point) * -1) >= self.stop_loss:
self.loss_deals += 1
self.close_position(comment)
- print(
- f"Stop loss reached. ("
- f"{Mt5.history_deals_get((datetime.today() - timedelta(days=1)), datetime.now())[-1].profit}"
- f")\n"
- )
- if (
- Mt5.history_deals_get((datetime.today() - timedelta(days=1)), datetime.now())[-1].symbol
- == self.symbol
- ):
- self.balance += Mt5.history_deals_get((datetime.today() - timedelta(days=1)), datetime.now())[
- -1
- ].profit
+ start_time = datetime.now(timezone.utc) - timedelta(days=1)
+ end_time = datetime.now(timezone.utc)
+ profit = Mt5.history_deals_get(start_time, end_time)[-1].profit
+ logger.info(f"Stop loss reached. ({profit})\n")
+ if Mt5.history_deals_get(start_time, end_time)[-1].symbol == self.symbol:
+ self.balance += profit
self.statistics()
def days_end(self) -> bool:
- """
- Check if it is the end of trading for the day.
+ """Check if it is the end of trading for the day.
Returns:
bool: True if it is the end of trading for the day, False otherwise.
"""
- if datetime.now().hour >= int(self.ending_time_hour) and datetime.now().minute >= int(self.ending_time_minutes):
- return True
- return False
+ now = datetime.now(timezone.utc)
+ return now.hour >= int(self.ending_time_hour) and now.minute >= int(self.ending_time_minutes)
def trading_time(self) -> bool:
- """
- Check if it is within the allowed trading time.
+ """Check if it is within the allowed trading time.
Returns:
bool: True if it is within the allowed trading time, False otherwise.
"""
- if int(self.start_time_hour) < datetime.now().hour < int(self.finishing_time_hour):
+ now = datetime.now(timezone.utc)
+ if int(self.start_time_hour) < now.hour < int(self.finishing_time_hour):
return True
- elif datetime.now().hour == int(self.start_time_hour):
- if datetime.now().minute >= int(self.start_time_minutes):
- return True
- elif datetime.now().hour == int(self.finishing_time_hour):
- if datetime.now().minute < int(self.finishing_time_minutes):
- return True
+ if now.hour == int(self.start_time_hour):
+ return now.minute >= int(self.start_time_minutes)
+ if now.hour == int(self.finishing_time_hour):
+ return now.minute < int(self.finishing_time_minutes)
return False
diff --git a/mqpy/utilities.py b/mqpy/utilities.py
index 073308e..daf0d3b 100644
--- a/mqpy/utilities.py
+++ b/mqpy/utilities.py
@@ -1,7 +1,23 @@
-from datetime import datetime
+"""Utility module for MetaTrader 5 integration.
+
+Provides helper functions and classes for trading operations.
+"""
+
+import logging
+from datetime import datetime, timezone
import MetaTrader5 as Mt5
+# Configure logging
+logger = logging.getLogger(__name__)
+logger.setLevel(logging.INFO)
+
+# Create console handler with formatting
+console_handler = logging.StreamHandler()
+formatter = logging.Formatter("%(asctime)s - %(name)s - %(levelname)s - %(message)s")
+console_handler.setFormatter(formatter)
+logger.addHandler(console_handler)
+
class Utilities:
"""A utility class for handling trading-related functionalities."""
@@ -16,8 +32,7 @@ def __init__(self) -> None:
self.__recent_trade: bool = False
def check_trade_availability(self, symbol: str, count_until: int) -> bool:
- """
- Check if trading is allowed based on specified conditions.
+ """Check if trading is allowed based on specified conditions.
Args:
symbol (str): The financial instrument symbol.
@@ -29,22 +44,20 @@ def check_trade_availability(self, symbol: str, count_until: int) -> bool:
if len(Mt5.positions_get(symbol=symbol)) == 1:
self.__recent_trade = True
- if len(Mt5.positions_get(symbol=symbol)) != 1 and self.__recent_trade:
- if not self.__allow_to_count:
- self.__allow_to_count = True
- self.__allowed_to_trade = False
- self.__recent_trade = False
+ if len(Mt5.positions_get(symbol=symbol)) != 1 and self.__recent_trade and not self.__allow_to_count:
+ self.__allow_to_count = True
+ self.__allowed_to_trade = False
- if datetime.now().second == 0 and self.__counter_flag and self.__allow_to_count:
- print(f"Trading will be allowed in {count_until - self.__minutes_counter} minutes.")
+ if datetime.now(timezone.utc).second == 0 and self.__counter_flag and self.__allow_to_count:
+ logger.info(f"Trading will be allowed in {count_until - self.__minutes_counter} minutes.")
self.__minutes_counter += 1
self.__counter_flag = False
- if datetime.now().second == 59:
+ if datetime.now(timezone.utc).second == 59:
self.__counter_flag = True
if self.__minutes_counter == count_until:
- print("Trading is allowed.\n")
+ logger.info("Trading is allowed.\n")
self.__reset_counters()
return self.__allowed_to_trade
diff --git a/poetry.lock b/poetry.lock
deleted file mode 100644
index 5ea6440..0000000
--- a/poetry.lock
+++ /dev/null
@@ -1,422 +0,0 @@
-# This file is automatically @generated by Poetry 2.1.1 and should not be changed by hand.
-
-[[package]]
-name = "black"
-version = "24.8.0"
-description = "The uncompromising code formatter."
-optional = false
-python-versions = ">=3.8"
-groups = ["dev"]
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- {file = "PyYAML-6.0.1.tar.gz", hash = "sha256:bfdf460b1736c775f2ba9f6a92bca30bc2095067b8a9d77876d1fad6cc3b4a43"},
-]
-
-[[package]]
-name = "setuptools"
-version = "69.0.2"
-description = "Easily download, build, install, upgrade, and uninstall Python packages"
-optional = false
-python-versions = ">=3.8"
-groups = ["dev"]
-files = [
- {file = "setuptools-69.0.2-py3-none-any.whl", hash = "sha256:1e8fdff6797d3865f37397be788a4e3cba233608e9b509382a2777d25ebde7f2"},
- {file = "setuptools-69.0.2.tar.gz", hash = "sha256:735896e78a4742605974de002ac60562d286fa8051a7e2299445e8e8fbb01aa6"},
-]
-
-[package.extras]
-docs = ["furo", "jaraco.packaging (>=9.3)", "jaraco.tidelift (>=1.4)", "pygments-github-lexers (==0.0.5)", "rst.linker (>=1.9)", "sphinx (<7.2.5)", "sphinx (>=3.5)", "sphinx-favicon", "sphinx-inline-tabs", "sphinx-lint", "sphinx-notfound-page (>=1,<2)", "sphinx-reredirects", "sphinxcontrib-towncrier"]
-testing = ["build[virtualenv]", "filelock (>=3.4.0)", "flake8-2020", "ini2toml[lite] (>=0.9)", "jaraco.develop (>=7.21) ; python_version >= \"3.9\" and sys_platform != \"cygwin\"", "jaraco.envs (>=2.2)", "jaraco.path (>=3.2.0)", "pip (>=19.1)", "pytest (>=6)", "pytest-black (>=0.3.7) ; platform_python_implementation != \"PyPy\"", "pytest-checkdocs (>=2.4)", "pytest-cov ; platform_python_implementation != \"PyPy\"", "pytest-enabler (>=2.2)", "pytest-mypy (>=0.9.1) ; platform_python_implementation != \"PyPy\"", "pytest-perf ; sys_platform != \"cygwin\"", "pytest-ruff ; sys_platform != \"cygwin\"", "pytest-timeout", "pytest-xdist", "tomli-w (>=1.0.0)", "virtualenv (>=13.0.0)", "wheel"]
-testing-integration = ["build[virtualenv] (>=1.0.3)", "filelock (>=3.4.0)", "jaraco.envs (>=2.2)", "jaraco.path (>=3.2.0)", "packaging (>=23.1)", "pytest", "pytest-enabler", "pytest-xdist", "tomli", "virtualenv (>=13.0.0)", "wheel"]
-
-[[package]]
-name = "tomli"
-version = "2.0.1"
-description = "A lil' TOML parser"
-optional = false
-python-versions = ">=3.7"
-groups = ["dev"]
-markers = "python_version < \"3.11\""
-files = [
- {file = "tomli-2.0.1-py3-none-any.whl", hash = "sha256:939de3e7a6161af0c887ef91b7d41a53e7c5a1ca976325f429cb46ea9bc30ecc"},
- {file = "tomli-2.0.1.tar.gz", hash = "sha256:de526c12914f0c550d15924c62d72abc48d6fe7364aa87328337a31007fe8a4f"},
-]
-
-[[package]]
-name = "typing-extensions"
-version = "4.8.0"
-description = "Backported and Experimental Type Hints for Python 3.8+"
-optional = false
-python-versions = ">=3.8"
-groups = ["dev"]
-markers = "python_version < \"3.11\""
-files = [
- {file = "typing_extensions-4.8.0-py3-none-any.whl", hash = "sha256:8f92fc8806f9a6b641eaa5318da32b44d401efaac0f6678c9bc448ba3605faa0"},
- {file = "typing_extensions-4.8.0.tar.gz", hash = "sha256:df8e4339e9cb77357558cbdbceca33c303714cf861d1eef15e1070055ae8b7ef"},
-]
-
-[[package]]
-name = "virtualenv"
-version = "20.25.0"
-description = "Virtual Python Environment builder"
-optional = false
-python-versions = ">=3.7"
-groups = ["dev"]
-files = [
- {file = "virtualenv-20.25.0-py3-none-any.whl", hash = "sha256:4238949c5ffe6876362d9c0180fc6c3a824a7b12b80604eeb8085f2ed7460de3"},
- {file = "virtualenv-20.25.0.tar.gz", hash = "sha256:bf51c0d9c7dd63ea8e44086fa1e4fb1093a31e963b86959257378aef020e1f1b"},
-]
-
-[package.dependencies]
-distlib = ">=0.3.7,<1"
-filelock = ">=3.12.2,<4"
-platformdirs = ">=3.9.1,<5"
-
-[package.extras]
-docs = ["furo (>=2023.7.26)", "proselint (>=0.13)", "sphinx (>=7.1.2)", "sphinx-argparse (>=0.4)", "sphinxcontrib-towncrier (>=0.2.1a0)", "towncrier (>=23.6)"]
-test = ["covdefaults (>=2.3)", "coverage (>=7.2.7)", "coverage-enable-subprocess (>=1)", "flaky (>=3.7)", "packaging (>=23.1)", "pytest (>=7.4)", "pytest-env (>=0.8.2)", "pytest-freezer (>=0.4.8) ; platform_python_implementation == \"PyPy\"", "pytest-mock (>=3.11.1)", "pytest-randomly (>=3.12)", "pytest-timeout (>=2.1)", "setuptools (>=68)", "time-machine (>=2.10) ; platform_python_implementation == \"CPython\""]
-
-[metadata]
-lock-version = "2.1"
-python-versions = "^3.8"
-content-hash = "5d742933c1f0b19836eae52fe9e4cbfccdd183aeb1f9b3b0afb3f46635bd639f"
diff --git a/pyproject.toml b/pyproject.toml
index bfaff11..2b8d5b5 100644
--- a/pyproject.toml
+++ b/pyproject.toml
@@ -1,20 +1,134 @@
-[tool.poetry]
+[build-system]
+requires = [
+ "setuptools",
+ "wheel",
+]
+build-backend = "setuptools.build_meta"
+
+[project]
name = "mqpy"
+authors = [
+ {name = "Joao Euko"}
+]
version = "v0.6.9"
description = "I developed this library to simplify the process of creating an Expert Advisor in MQL5. While developing in MQL5 can be complex, the same task is more streamlined in Python."
-authors = ["Joao Paulo Euko"]
-license = "MIT"
+requires-python = ">=3.9"
+dependencies = []
+
readme = "README.md"
+license = "MIT"
-[tool.poetry.dependencies]
-python = "^3.8"
-metatrader5 = "^5.0.45"
+[tool.setuptools.packages.find]
+where = []
-[tool.poetry.group.dev.dependencies]
-pre-commit = "^3.5.0"
-black = ">=23.11,<25.0"
-isort = "^5.12.0"
+[tool.semantic_release]
+version_variable = [
+ "mqpy/version.py:__version__",
+]
+version_toml = [
+ "pyproject.toml:project.version",
+]
-[build-system]
-requires = ["poetry-core"]
-build-backend = "poetry.core.masonry.api"
+[tool.semantic_release.changelog]
+retain_old_entries = true
+
+[dependency-groups]
+dev = [
+ "pre-commit>=4.0.1",
+ "pylint>=3.3.3",
+ "pytest>=8.3.4",
+ "pytest-cov>=6.0.0",
+]
+docs = [
+ "mkdocs>=1.6.1",
+ "mkdocs-gen-files>=0.5.0",
+ "mkdocs-jupyter>=0.25.1",
+ "mkdocs-literate-nav>=0.6.2",
+ "mkdocs-material>=9.6.12",
+ "mkdocs-section-index>=0.3.10",
+ "mkdocstrings[python]>=0.29.1",
+]
+
+# pre-commit
+[tool.pytest.ini_options]
+markers = []
+
+[tool.mypy]
+warn_unused_configs = true
+ignore_missing_imports = true
+disable_error_code = [
+ "misc",
+ "attr-defined",
+ "call-arg",
+ "name-defined",
+]
+show_error_codes = true
+files = "**/*.py"
+
+[tool.ruff]
+line-length = 120
+# Enable Pyflakes `E` and `F` codes by default.
+lint.select = ["ALL"]
+lint.ignore = [
+ "COM812", # Missing trailing comma, conflicting with the formatter
+ "ISC001", # Single line string concatenation, conflicting with the formatter that does it automatically
+ "ANN002", # MissingTypeArgs
+ "ANN003", # MissingTypeKwargs
+ "ANN101", # MissingTypeSelf
+ "EM101", # Exception must not use a string literal, assign to variable first
+ "EM102", # Exception must not use an f-string literal, assign to variable first
+ "RET504", # Unnecessary variable assignment before `return` statement
+ "S301", # `pickle` and modules that wrap it can be unsafe when used to deserialize untrusted data, possible security issue
+ "PLR0913", # Too many arguments to function call
+ "PLR0915", # Too many statements
+ "PLE0605", # Invalid format for `__all__`, must be `tuple` or `list`
+ "PLR0912", # Too many branches
+ "G004", # Logging statement uses an f-string
+ "TD002", # Missing author in TODO
+ "TD003", # Missing issue link on the line following this TODO
+ "TRY003", # Long messages outside exception class
+ "FIX", # Not allowed to use TODO
+ "DTZ007", # Naive datetime constructed without %z
+]
+# Exclude a variety of commonly ignored directories.
+lint.exclude = [
+ ".bzr",
+ ".direnv",
+ ".eggs",
+ ".git",
+ ".hg",
+ ".mypy_cache",
+ ".nox",
+ ".pants.d",
+ ".ruff_cache",
+ ".svn",
+ ".tox",
+ ".venv",
+ "__pypackages__",
+ "_build",
+ "buck-out",
+ "build",
+ "dist",
+ "node_modules",
+ "venv",
+]
+lint.fixable = ["ALL"]
+# Allow unused variables when underscore-prefixed.
+lint.dummy-variable-rgx = "^(_+|(_+[a-zA-Z0-9_]*[a-zA-Z0-9]+?))$"
+
+[tool.ruff.lint.mccabe]
+# Unlike Flake8, default to a complexity level of 10.
+max-complexity = 10
+
+[tool.ruff.lint.per-file-ignores]
+"conftest.py" = ["S101", "D100", "D103", "D417", "FBT001", "INP001"]
+"test_*.py" = ["S101", "D100", "D103", "D417", "FBT001", "INP001"]
+
+[tool.ruff.lint.pydocstyle]
+convention = "google"
+
+[tool.ruff.lint.pylint]
+allow-magic-value-types = [
+ "int",
+ "str",
+]
diff --git a/scripts/__init__.py b/scripts/__init__.py
new file mode 100644
index 0000000..a94caef
--- /dev/null
+++ b/scripts/__init__.py
@@ -0,0 +1 @@
+"""Scripts for the project."""
diff --git a/scripts/build_docs.sh b/scripts/build_docs.sh
new file mode 100755
index 0000000..65e0093
--- /dev/null
+++ b/scripts/build_docs.sh
@@ -0,0 +1,32 @@
+#!/bin/bash
+
+# Script to build documentation for MQPy
+
+# Export Python path to include the project root directory
+export PYTHONPATH=$(pwd)
+
+# Install required packages if needed
+if [ "$1" == "--install" ]; then
+ echo "Installing required packages..."
+ pip install mkdocs mkdocs-material mkdocstrings mkdocs-gen-files mkdocs-literate-nav mkdocs-section-index mkdocstrings-python mkdocs-jupyter
+fi
+
+# Create necessary directories
+mkdir -p docs/reference
+mkdir -p docs/css
+
+# Build the documentation
+echo "Building documentation..."
+mkdocs build
+
+# If the build was successful, optionally serve
+if [ $? -eq 0 ]; then
+ echo "Documentation built successfully."
+
+ if [ "$1" == "--serve" ] || [ "$2" == "--serve" ]; then
+ echo "Serving documentation at http://localhost:8000"
+ mkdocs serve
+ fi
+else
+ echo "Error building documentation."
+fi
diff --git a/scripts/gen_ref_pages.py b/scripts/gen_ref_pages.py
new file mode 100755
index 0000000..4888d70
--- /dev/null
+++ b/scripts/gen_ref_pages.py
@@ -0,0 +1,73 @@
+#!/usr/bin/env python
+"""Generate the API reference pages for the MQPy package."""
+
+import sys
+from pathlib import Path
+
+import mkdocs_gen_files
+
+# Add the project root to the Python path so we can import mqpy
+project_dir = Path(__file__).parent.parent
+sys.path.insert(0, str(project_dir))
+
+package_dir = project_dir / "mqpy"
+package_name = "mqpy"
+
+# Create a navigation structure
+nav = mkdocs_gen_files.Nav()
+
+# Ensure the reference directory exists
+reference_dir = project_dir / "docs" / "reference"
+reference_dir.mkdir(parents=True, exist_ok=True)
+
+# Create an index page with a better layout
+index_path = Path("reference", "index.md")
+with mkdocs_gen_files.open(index_path, "w") as index_file:
+ index_file.write("# API Reference\n\n")
+ index_file.write(
+ f"This section contains the complete API reference for all public modules and classes in {package_name}.\n\n"
+ )
+ index_file.write("## Available Modules\n\n")
+
+# Create documentation for each module
+for path in sorted(package_dir.glob("**/*.py")):
+ module_path = path.relative_to(project_dir).with_suffix("")
+ doc_path = path.relative_to(project_dir).with_suffix(".md")
+ full_doc_path = Path("reference", doc_path)
+
+ # Skip __init__.py and __main__.py for individual pages
+ parts = module_path.parts
+ if parts[-1] in ["__init__", "__main__"]:
+ continue
+
+ # Generate proper import path
+ import_path = ".".join(parts)
+
+ # Create directory for the documentation
+ full_doc_path.parent.mkdir(parents=True, exist_ok=True)
+
+ # Write the page content
+ with mkdocs_gen_files.open(full_doc_path, "w") as fd:
+ fd.write("\n\n")
+
+ # Write documentation for classes and functions
+ fd.write(f"::: {import_path}\n")
+
+ # Create title case version of the module name for navigation
+ title_case_parts = list(parts)
+ title_case_parts[-1] = parts[-1].replace("_", " ").title()
+
+ # Add to navigation with title case name
+ nav[title_case_parts] = doc_path.as_posix()
+
+ # Update index file with simple links
+ with mkdocs_gen_files.open(index_path, "a") as index_file:
+ rel_path = doc_path.as_posix()
+ module_name = parts[-1]
+ title_case_name = module_name.replace("_", " ").title()
+ index_file.write(f"- [{title_case_name}]({rel_path})\n")
+
+# Generate and write the navigation file
+with mkdocs_gen_files.open("reference/SUMMARY.md", "w") as nav_file:
+ nav_file.write("# API Reference\n\n")
+ nav_file.writelines(nav.build_literate_nav())
diff --git a/setup.py b/setup.py
index c99f6c6..70f70d4 100644
--- a/setup.py
+++ b/setup.py
@@ -1,3 +1,9 @@
+"""Setup script for the mqpy package.
+
+This module contains the setup configuration for the mqpy package, which provides a Python interface
+for creating Expert Advisors in MetaTrader 5.
+"""
+
import pathlib
import setuptools
@@ -7,7 +13,10 @@
setuptools.setup(
name="mqpy",
version="v0.6.9",
- description="I developed this library to simplify the process of creating an Expert Advisor in MQL5. While developing in MQL5 can be complex, the same task is more streamlined in Python.",
+ description=(
+ "A library to simplify the process of creating an Expert Advisor in MQL5. "
+ "It makes Python development more streamlined than MQL5."
+ ),
author="Joao Paulo Euko",
license="MIT",
keywords=["metatrader5", "algotrading", "stock market"],
diff --git a/tests/integration/test_mt5_connection.py b/tests/integration/test_mt5_connection.py
new file mode 100644
index 0000000..e017f5c
--- /dev/null
+++ b/tests/integration/test_mt5_connection.py
@@ -0,0 +1,43 @@
+"""Integration test for MetaTrader5 connection.
+
+This module tests the ability to establish a connection with MT5 platform.
+"""
+
+import logging
+import os
+import sys
+import time
+
+import MetaTrader5 as mt5 # noqa: N813
+
+logger = logging.getLogger(__name__)
+logger.setLevel(logging.INFO)
+
+console_handler = logging.StreamHandler(sys.stdout)
+console_handler.setLevel(logging.INFO)
+
+formatter = logging.Formatter("%(asctime)s - %(name)s - %(levelname)s - %(message)s")
+console_handler.setFormatter(formatter)
+logger.addHandler(console_handler)
+
+logger.info("Testing MT5 initialization...")
+
+success = False
+for attempt in range(10):
+ if mt5.initialize(
+ login=int(os.getenv("MT5_LOGIN")), # type: ignore[arg-type]
+ password=os.getenv("MT5_PASSWORD"),
+ server=os.getenv("MT5_SERVER"),
+ path=os.getenv("MT5_PATH"),
+ ):
+ logger.info("MT5 initialized successfully")
+ mt5.shutdown()
+ success = True
+ break
+ else:
+ logger.info(f"Attempt {attempt+1}: Not ready yet, sleeping...")
+ time.sleep(5)
+
+if not success:
+ logger.info("Failed to initialize MT5 after waiting.")
+ mt5.shutdown()
diff --git a/uv.lock b/uv.lock
new file mode 100644
index 0000000..57d6fb5
--- /dev/null
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