我的目标是：从 Metatrader 5 获取实时报价（买入/卖出值）并导出到 Python 中的变量。
到目前为止，我已经进行了一些研究 - 并通过 ZeroMQ 4.2.3 和 dingmaotu 库成功地获得了服务器 (MT5) / 客户端 (Python 3.6) 的请求-回复 (“Hello / World”)。 (https://github.com/dingmaotu/mql-zmq)
但是 - 我没有找到任何代码示例：启动 MT5 服务器并简单地获取 Python 报价。 （例如：IBM 收盘，GOOG 出价）。
我该怎么做？
我已经尝试过 Darwinex 模板 - 但在 MT5 中没有成功。 (https://blog.darwinex.com/zeromq-interface-python-r-metatrader4/)
【问题讨论】：
上面 Darwinex 博客文章中引用的 ZeroMQ MetaTrader 实现最近完全从头开始重写。
脚本和随附的 MQL EA 的最新版本已大大扩展，并支持 Python 3。
具体：
此外，Python 和 MetaTrader 之间的所有交换现在都以 JSON 格式进行，从而可以更轻松地使用任一端。
参见此处获取代码、示例和更多信息： https://github.com/darwinex/DarwinexLabs/tree/master/tools/dwx_zeromq_connector
希望修改后的代码能帮助您解决费率问题。
【讨论】：
你面临的问题是什么？
向 0MQ 发送数据时，需要确定格式，可能 json 可能是一个很好的解决方案。向 0MQ 发送消息的块是
ZmqMsg reply("World");
// Send reply back to client
socket.send(reply);
您需要发送消息，而不是发送“世界”，例如 {"ticker":"GOOG","Bid":100,"Ask":101,"Time":1599000000}。为了接收值，欢迎您使用
SymbolInfoTick() structure, if you want to create a json automatically, you are welcome to use some library like jason.mqh available in Mql5.com/sources
【讨论】：
最简单的方法是使用 metatrader5 的拖放集成，您只需安装 ea 和指标，就可以轻松地将 qoutes 放入您的 python 脚本...
它是 python 和 metatrader 的绝佳解决方案：
import socket
import numpy as np
import pandas as pd
from datetime import datetime
import pytz
import io
TZ_SERVER = 'Europe/Tallinn' # EET
TZ_LOCAL = 'Europe/Budapest'
TZ_UTC = 'UTC'
class Pytrader_API:
def __init__(self):
self.socket_error: int = 0
self.socket_error_message: str = ''
self.order_return_message: str = ''
self.order_error: int = 0
self.connected: bool = False
self.timeout: bool = False
self.command_OK: bool = False
self.command_return_error: str = ''
self.debug: bool = False
self.version: str = '1.06'
self.max_bars: int = 5000
self.max_ticks: int = 5000
self.timeout_value: int = 60
self.instrument_conversion_list: dict = {}
self.instrument_name_broker: str = ''
self.instrument_name_universal: str = ''
self.date_from: datetime = '2000/01/01, 00:00:00'
self.date_to: datetime = datetime.now()
self.instrument: str = ''
def Set_timeout(self,
timeout_in_seconds: int = 60
):
"""
Set time out value for socket communication with MT4 or MT5 EA/Bot.
Args:
timeout_in_seconds: the time out value
Returns:
None
"""
self.timeout_value = timeout_in_seconds
self.sock.settimeout(self.timeout_value)
self.sock.setblocking(1)
return
def Disconnect(self):
"""
Closes the socket connection to a MT4 or MT5 EA bot.
Args:
None
Returns:
bool: True or False
"""
self.sock.close()
return True
def Connect(self,
server: str = '',
port: int = 2345,
instrument_lookup: dict = []) -> bool:
"""
Connects to a MT4 or MT5 EA/Bot.
Args:
server: Server IP address, like -> '127.0.0.1', '192.168.5.1'
port: port number
instrument_lookup: dictionairy with general instrument names and broker intrument names
Returns:
bool: True or False
"""
self.sock = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
self.sock.setblocking(1)
self.port = port
self.server = server
self.instrument_conversion_list = instrument_lookup
if (len(self.instrument_conversion_list) == 0):
print('Broker Instrument list not available or empty')
self.socket_error_message = 'Broker Instrument list not available'
return False
try:
self.sock.connect((self.server, self.port))
try:
data_received = self.sock.recv(1000000)
self.connected = True
self.socket_error = 0
self.socket_error_message = ''
return True
except socket.error as msg:
self.socket_error = 100
self.socket_error_message = 'Could not connect to server.'
self.connected = False
return False
except socket.error as msg:
print(
"Couldnt connect with the socket-server: %self.sock\n terminating program" %
msg)
self.connected = False
self.socket_error = 101
self.socket_error_message = 'Could not connect to server.'
return False
def Check_connection(self) -> bool:
"""
Checks if connection with MT terminal/Ea bot is still active.
Args:
None
Returns:
bool: True or False
"""
self.command = 'F000#0#'
self.command_return_error = ''
ok, dataString = self.send_command(self.command)
try:
if (ok == False):
self.command_OK = False
return False
x = dataString.split('#')
if x[1] == 'OK':
self.timeout = True
self.command_OK = True
return True
else:
self.timeout = False
self.command_OK = True
return False
except:
self.command_return_error = 'Unexpected socket communication error'
self.command_OK = False
return False
@property
def IsConnected(self) -> bool:
"""Returns connection status.
Returns:
bool: True or False
"""
return self.connected
def Get_static_account_info(self) -> dict:
"""
Retrieves static account information.
Returns: Dictionary with:
Account name,
Account number,
Account currency,
Account type,
Account leverage,
Account trading allowed,
Account maximum number of pending orders,
Account margin call percentage,
Account close open trades margin percentage
"""
self.command_return_error = ''
ok, dataString = self.send_command('F001#0#')
if (ok == False):
self.command_OK = False
return None
if self.debug:
print(dataString)
x = dataString.split('#')
if x[0] != 'F001':
self.command_return_error = str(x[2])
self.command_OK = False
return None
returnDict = {}
del x[0:2]
x.pop(-1)
returnDict['name'] = str(x[0])
returnDict['login'] = str(x[1])
returnDict['currency'] = str(x[2])
returnDict['type'] = str(x[3])
returnDict['leverage'] = int(x[4])
returnDict['trade_allowed'] = bool(x[5])
returnDict['limit_orders'] = int(x[6])
returnDict['margin_call'] = float(x[7])
returnDict['margin_close'] = float(x[8])
self.command_OK = True
return returnDict
def Get_dynamic_account_info(self) -> dict:
"""
Retrieves dynamic account information.
Returns: Dictionary with:
Account balance,
Account equity,
Account profit,
Account margin,
Account margin level,
Account margin free
"""
self.command_return_error = ''
ok, dataString = self.send_command('F002#0#')
if (ok == False):
self.command_OK = False
return None
if self.debug:
print(dataString)
x = dataString.split('#')
if x[0] != 'F002':
self.command_return_error = str(x[2])
self.command_OK = False
return None
returnDict = {}
del x[0:2]
x.pop(-1)
returnDict['balance'] = float(x[0])
returnDict['equity'] = float(x[1])
returnDict['profit'] = float(x[2])
returnDict['margin'] = float(x[3])
returnDict['margin_level'] = float(x[4])
returnDict['margin_free'] = float(x[5])
self.command_OK = True
return returnDict
def Get_PnL(self,
date_from: datetime = datetime(2021, 3, 1, tzinfo = pytz.timezone("Etc/UTC")),
date_to: datetime = datetime.now()) -> pd.DataFrame:
'''
Retrieves profit loss info.
Args:
date_from: start date
date_to: end date
Returns: Dictionary with:
realized_profit profit of all closed positions
unrealized_profit profit of all open positions
buy_profit profit of closed buy positions
sell_profit profit of closed sell positions
positions_in_profit number of profit positions
positions in loss number of loss positions
volume_in_profit total volume of positions in profit
volume_in_loss total volume of positions in loss
total_profit = 0.0
buy_profit = 0.0
sell_profit = 0.0
trades_in_loss = 0
trades_in_profit = 0
volume_in_loss = 0.0
volume_in_profit = 0.0
commission_in_loss = 0.0
commission_in_profit = 0.0
swap_in_loss = 0.0
swap_in_profit = 0.0
unrealized_profit = 0.0
这个例子取自Python with Metatrader API
【讨论】：