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Description:
The purpose of this MQL5 script is to export all the economic calendar data from MQL5 into a SQLite database, using MQL5 Economic Calendar API: https://www.mql5.com/en/docs/calendar
Requirements:
- Launching the script will ask for 3 parameters:
- database name, default to "economic.db",
- initial date, default to "Jan 1st 2010", and
- final date, default to 0.
- Create a sqlite database with the name specified as script parameter.
- Create tables: MqlCalendarCountry, MqlCalendarEvent and MqlCalendarValue tables with the exact data structures https://www.mql5.com/en/docs/constants/structures/mqlcalendar (Note: ENUM types can be strings representing its value).
- Iterate over CalendarCountries function results and UPSERT values in the corresponding table
- For each Country in CalendarCountries, Iterate over CalendarEventByCountry function results and UPSERT values in the corresponding table
- For each Event in CalendarEventByCountry, iterate over CalendarValueHistoryByEvent function results and UPSERT values in the corresponding table. Due to the amount of results on this call, if during the development process you get memory errors, consider slicing the date range and iterate smaller ranges.
Technical details:
- Data should be inserted using UPSERT sql http://www.sqlite.org/draft/lang_upsert.html
- All the function calls should observe error messages and stop in case of error.
Acceptance criteria:
- Running the script will create a new database and the tables (Steps 1 and 2)
- The table MqlCalendarCountry will contain the data from CalendarCountries (Step 3)
- The table MqlCalendarEvent will contain the events from the countries listed (Step 4)
- The table MQLCalendarValue will contain the values from events listed (Step 5).
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