MT5-Report via Python
Hi,
I'm using mostly the code from history_deals_get - Python Integration - MQL5 Reference - Reference on algorithmic/automated trading language for MetaTrader 5
and it works: https://youtu.be/9gXsOIand1s
But not perfectly, I say:
and get what I want:
Then I say:
and I get no data.
As one can see in the video above there are two days missing in the last dataframe; all deals were received, they are in the original dataframe and in my first filtered one, everything there, but when I add my two columns it just stopps printing in the middle.. of even returns nothing.. depending on the days chosen.. it's not a problem with the broker as all is received.. and shouldn't be a problem with python as it works with a day less and pandas is well qa'ed an widely used..
I have this set:
Thanks =)
What do you mean by adding "two columns" ?
I loop through the original df (from: history_deals_get - Python Integration - MQL5 Reference - Reference on algorithmic/automated trading language for MetaTrader 5)
to filter my own "df_points":
df_points = pd.DataFrame(columns=('time','symbol','volume','price','profit','points'))
for pos, d in df.iterrows():
points = d.profit / d.volume
df_points.loc[pos] = [d.time,d.symbol,d.volume,d.price,d.profit,points]
print(df_points)
and then I add two columns by:
df_points = df_points.astype({"points": float})
df_points['cumulative_profit'] = df_points['profit'].cumsum().round(2)
df_points = df_points.astype({"cumulative_profit": float})
df_points['cumulative_points'] = df_points['points'].cumsum().round(2)
df_points = df_points.astype({"cumulative_points": float})
print(df_points) As mentioned this works for many "from-tos" but at some it just stopps before the end.
Here is the full code:
import MetaTrader5 as mt5 import pandas as pd import pytz from datetime import datetime pd.set_option('display.max_rows', None) pd.options.display.width = None # establish connection to MetaTrader 5 terminal if not mt5.initialize(): print("initialize() failed, error code =",mt5.last_error()) quit() account = 12345678 # your account authorized = mt5.login(account, password="yourPassword", server="yourBrokerServer") if authorized: account_info_dict = mt5.account_info()._asdict() for prop in account_info_dict: print(" {}={}".format(prop, account_info_dict[prop])) else: print("failed to connect at account #{}, error code: {}".format(account, mt5.last_error())) # get the number of deals in history from_date=datetime(2023,3,6) to_date=datetime(2023,3,10) #to_date=datetime.now() # get deals for all symbols except EUR deals = mt5.history_deals_get(from_date, to_date, group="*,!*EUR*") if deals == None: print("No deals, error code={}".format(mt5.last_error())) elif len(deals) > 0: print("history_deals_get(from_date, to_date, group=\"*,!*EUR*,\") =", len(deals)) # display all obtained deals 'as is' for deal in deals: print(" ",deal) print() # display these deals as a table using pandas.DataFrame df=pd.DataFrame(list(deals),columns=deals[0]._asdict().keys()) df['time'] = pd.to_datetime(df['time'], unit='s') print(df) print("") # defining new dataframe including the points win/loss per trade df_points = pd.DataFrame(columns=('time','symbol','volume','price','profit','points')) for pos, d in df.iterrows(): points = d.profit / d.volume df_points.loc[pos] = [d.time,d.symbol,d.volume,d.price,d.profit,points] print(df_points) print("") # adding column to dataframe to get the cumulated points after each trade df_points = df_points.astype({"points": float}) df_points['cumulative_points'] = df_points['points'].cumsum().round(2) df_points = df_points.astype({"cumulative_points": float}) print(df_points) print("") mt5.shutdown()
Here you have the problem: 6.3-10.3 and my df_points ends at 7.3 =(
I just see that the original df ends at 8.3. Why? I can't see it from the deals but probably to all are fetched, maybe there's a limit?
But if df contains deals until 8.3 I can't see any reason why my df_points ends at 7.3.
- www.mql5.com
I loop through the original df (from: history_deals_get - Python Integration - MQL5 Reference - Reference on algorithmic/automated trading language for MetaTrader 5)
to filter my own "df_points":
and then I add two columns by:
As mentioned this works for many "from-tos" but at some it just stopps before the end.
Here is the full code:
Here you have the problem: 6.3-10.3 and my df_points ends at 7.3 =(
I just see that the original df ends at 8.3. Why? I can't see it from the deals but probably to all are fetched, maybe there's a limit?
But if df contains deals until 8.3 I can't see any reason why my df_points ends at 7.3.
I found it =)
If there's a divident when you hold the position over night the volume is 0 and then
for pos, d in df.iterrows():
points = d.profit / d.volume makes a problem called "devision by zero" =)
The vscode didn't show me the error.
I expanded to:
for pos, d in df.iterrows(): if d.volume > 0: points = d.profit / d.volume df_points.loc[pos] = [d.time,d.symbol,d.volume,d.price,d.profit,points]
and it seems to work fine as I get my whole last week:
time symbol volume price profit points cumulative_profit cumulative_points 0 2023-05-01 11:36:15 USTEC 0.1 13228.50 0.00 0.000000 0.00 0.00 1 2023-05-01 11:45:14 USTEC 0.1 13229.70 0.11 1.100000 0.11 1.10 2 2023-05-01 15:15:19 USTEC 0.1 13217.10 0.00 0.000000 0.11 1.10 3 2023-05-01 15:47:17 USTEC 0.1 13226.60 0.86 8.600000 0.97 9.70 4 2023-05-01 18:16:27 USTEC 0.1 13201.80 0.00 0.000000 0.97 9.70 5 2023-05-01 18:21:41 USTEC 0.1 13207.80 0.55 5.500000 1.52 15.20 6 2023-05-01 19:30:50 USTEC 0.1 13252.50 0.00 0.000000 1.52 15.20 7 2023-05-01 20:13:48 USTEC 0.1 13278.30 0.00 0.000000 1.52 15.20 8 2023-05-01 20:42:20 USTEC 0.1 13284.70 0.00 0.000000 1.52 15.20 9 2023-05-01 21:01:11 USTEC 0.3 13270.40 0.39 1.300000 1.91 16.50 10 2023-05-01 21:12:42 USTEC 0.1 13269.10 0.00 0.000000 1.91 16.50 11 2023-05-01 21:16:30 USTEC 0.1 13259.10 0.00 0.000000 1.91 16.50 12 2023-05-02 10:02:38 DE40 0.1 15959.44 0.00 0.000000 1.91 16.50 13 2023-05-02 10:22:31 DE40 0.1 15940.44 1.90 19.000000 3.81 35.50 14 2023-05-02 10:33:11 DE40 0.1 15919.44 0.00 0.000000 3.81 35.50 15 2023-05-02 11:00:34 DE40 0.1 15857.94 0.00 0.000000 3.81 35.50 16 2023-05-02 12:40:17 DE40 0.2 15890.67 0.40 2.000000 4.21 37.50 17 2023-05-02 17:01:25 DE40 0.1 15833.51 0.00 0.000000 4.21 37.50 18 2023-05-02 17:20:25 DE40 0.1 15765.80 -6.77 -67.700000 -2.56 -30.20 19 2023-05-02 17:35:52 USTEC 0.1 13107.90 0.00 0.000000 -2.56 -30.20 20 2023-05-02 17:36:10 USTEC 0.1 13104.00 0.00 0.000000 -2.56 -30.20 21 2023-05-02 17:37:11 USTEC 0.1 13094.80 0.00 0.000000 -2.56 -30.20 22 2023-05-03 14:50:27 USTEC 0.4 13139.00 -10.14 -25.350000 -12.70 -55.55 23 2023-05-03 16:30:06 USTEC 0.1 13123.80 0.00 0.000000 -12.70 -55.55 24 2023-05-03 16:45:09 USTEC 0.2 13146.40 0.18 0.900000 -12.52 -54.65 25 2023-05-03 17:11:52 USTEC 0.1 13128.10 0.00 0.000000 -12.52 -54.65 26 2023-05-03 17:13:56 USTEC 0.1 13132.60 0.41 4.100000 -12.11 -50.55 27 2023-05-03 17:29:32 USTEC 0.1 13126.80 0.00 0.000000 -12.11 -50.55 28 2023-05-03 17:35:00 USTEC 0.1 13137.80 1.00 10.000000 -11.11 -40.55 29 2023-05-03 18:01:36 USTEC 0.1 13125.50 0.00 0.000000 -11.11 -40.55 30 2023-05-03 18:58:56 USTEC 0.1 13138.50 1.18 11.800000 -9.93 -28.75 31 2023-05-03 21:23:03 USTEC 0.1 13199.10 0.00 0.000000 -9.93 -28.75 32 2023-05-03 21:30:47 USTEC 0.1 13192.70 0.58 5.800000 -9.35 -22.95 33 2023-05-03 21:40:20 USTEC 0.1 13215.20 0.00 0.000000 -9.35 -22.95 34 2023-05-03 21:41:46 USTEC 0.1 13209.20 0.54 5.400000 -8.81 -17.55 35 2023-05-03 22:09:13 USTEC 0.1 13112.80 0.00 0.000000 -8.81 -17.55 36 2023-05-03 22:09:44 USTEC 0.1 13116.80 0.36 3.600000 -8.45 -13.95 37 2023-05-03 22:09:55 USTEC 0.1 13125.10 0.00 0.000000 -8.45 -13.95 38 2023-05-03 22:10:57 USTEC 0.1 13089.60 0.00 0.000000 -8.45 -13.95 39 2023-05-03 22:12:09 USTEC 0.2 13107.60 0.05 0.250000 -8.40 -13.70 40 2023-05-03 22:13:00 USTEC 0.1 13085.40 0.00 0.000000 -8.40 -13.70 41 2023-05-03 22:13:54 USTEC 0.1 13099.40 1.27 12.700000 -7.13 -1.00 42 2023-05-03 22:15:06 USTEC 0.1 13083.10 0.00 0.000000 -7.13 -1.00 43 2023-05-03 22:16:20 USTEC 0.1 13088.30 0.47 4.700000 -6.66 3.70 44 2023-05-03 22:20:12 USTEC 0.1 13081.30 0.00 0.000000 -6.66 3.70 45 2023-05-03 22:26:01 USTEC 0.1 13106.70 2.30 23.000000 -4.36 26.70 46 2023-05-03 22:27:51 USTEC 0.1 13105.10 0.00 0.000000 -4.36 26.70 47 2023-05-03 22:29:09 USTEC 0.1 13058.40 0.00 0.000000 -4.36 26.70 48 2023-05-03 22:31:57 USTEC 0.1 13047.10 0.00 0.000000 -4.36 26.70 49 2023-05-03 22:32:18 USTEC 0.1 13044.10 0.00 0.000000 -4.36 26.70 51 2023-05-04 05:49:06 USTEC 0.4 13075.30 4.20 10.500000 -0.16 37.20 52 2023-05-04 09:12:09 DE40 0.1 15807.77 0.00 0.000000 -0.16 37.20 53 2023-05-04 10:06:18 DE40 0.1 15727.82 0.00 0.000000 -0.16 37.20 54 2023-05-04 10:11:48 DE40 0.1 15695.82 0.00 0.000000 -0.16 37.20 55 2023-05-04 10:37:44 DE40 0.3 15763.45 5.89 19.633333 5.73 56.83 56 2023-05-04 10:50:01 DE40 0.1 15754.22 0.00 0.000000 5.73 56.83 57 2023-05-04 10:57:42 DE40 0.1 15786.22 3.20 32.000000 8.93 88.83 58 2023-05-04 11:17:48 DE40 0.1 15784.72 0.00 0.000000 8.93 88.83 59 2023-05-04 11:24:12 DE40 0.1 15781.22 0.35 3.500000 9.28 92.33 60 2023-05-04 11:55:18 DE40 0.1 15755.72 0.00 0.000000 9.28 92.33 61 2023-05-04 13:04:51 DE40 0.1 15695.22 0.00 0.000000 9.28 92.33 62 2023-05-04 15:02:02 DE40 0.1 15668.89 0.00 0.000000 9.28 92.33 63 2023-05-04 15:18:05 DE40 0.1 15661.39 0.00 0.000000 9.28 92.33 64 2023-05-04 15:30:34 DE40 0.4 15708.89 5.43 13.575000 14.71 105.91 65 2023-05-04 15:30:53 USTEC 0.1 13014.70 0.00 0.000000 14.71 105.91 66 2023-05-04 16:32:41 USTEC 0.1 12982.50 0.00 0.000000 14.71 105.91 .. ... too many character (>64999) .. 78 2023-05-04 20:26:38 USTEC 0.1 13035.00 0.65 6.500000 23.54 168.51 79 2023-05-04 20:26:53 USTEC 0.1 13029.20 0.00 0.000000 23.54 168.51 80 2023-05-04 20:28:46 USTEC 0.1 13043.70 1.31 13.100000 24.85 181.61 81 2023-05-04 20:32:50 USTEC 0.1 13057.00 0.00 0.000000 24.85 181.61 82 2023-05-04 20:38:40 USTEC 0.1 13050.20 0.62 6.200000 25.47 187.81 83 2023-05-04 20:46:39 USTEC 0.1 13039.00 0.00 0.000000 25.47 187.81 85 2023-05-05 03:49:48 USTEC 0.1 13042.80 0.34 3.400000 25.81 191.21 86 2023-05-05 10:01:15 DE40 0.1 15821.65 0.00 0.000000 25.81 191.21 87 2023-05-05 10:04:47 DE40 0.1 15815.65 0.60 6.000000 26.41 197.21 88 2023-05-05 10:05:29 DE40 0.1 15830.15 0.00 0.000000 26.41 197.21 89 2023-05-05 10:06:17 DE40 0.1 15825.15 0.50 5.000000 26.91 202.21 90 2023-05-05 10:25:29 DE40 0.1 15833.65 0.00 0.000000 26.91 202.21 91 2023-05-05 10:26:14 DE40 0.1 15829.65 0.40 4.000000 27.31 206.21 92 2023-05-05 10:28:02 DE40 0.1 15823.15 0.00 0.000000 27.31 206.21 93 2023-05-05 10:28:22 DE40 0.1 15819.65 0.35 3.500000 27.66 209.71 94 2023-05-05 10:59:41 DE40 0.1 15783.65 0.00 0.000000 27.66 209.71 95 2023-05-05 11:45:46 DE40 0.1 15788.91 0.53 5.300000 28.19 215.01 96 2023-05-05 11:47:23 DE40 0.1 15793.91 0.00 0.000000 28.19 215.01 97 2023-05-05 12:02:05 DE40 0.1 15848.91 0.00 0.000000 28.19 215.01 98 2023-05-05 20:35:46 USTEC 0.1 13232.40 0.00 0.000000 28.19 215.01 99 2023-05-05 21:35:45 USTEC 0.1 13260.50 -2.55 -25.500000 25.64 189.51 100 2023-05-05 21:58:01 DE40 0.1 16003.86 0.00 0.000000 25.64 189.51
I'm not clean with it at all as it stopped at different interruptions w/o any error but actually I'm fine with it as I get my points I need.
Thank you!
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Hi,
I'm using mostly the code from history_deals_get - Python Integration - MQL5 Reference - Reference on algorithmic/automated trading language for MetaTrader 5
and it works: https://youtu.be/9gXsOIand1s
But not perfectly, I say:
and get what I want:
Then I say:
and I get no data.
As one can see in the video above there are two days missing in the last dataframe; all deals were received, they are in the original dataframe and in my first filtered one, everything there, but when I add my two columns it just stopps printing in the middle.. of even returns nothing.. depending on the days chosen.. it's not a problem with the broker as all is received.. and shouldn't be a problem with python as it works with a day less and pandas is well qa'ed an widely used..
I have this set:
pd.set_option('display.max_rows', None) pd.options.display.width = NoneThanks =)