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Pigi
73
Pigi 2009.01.16 14:39 

如何转换MT4图表时间周期为1秒

//+------------------------------------------------------------------+
//| Period_Converter_Opt.mq4|
//| Copyright ?2005, MetaQuotes Software Corp. |
//| http://www.metaquotes.net |
//|

#property indicator_chart_window
#property show_inputs

#include <WinUser32.mqh>

extern double Version = 1.5; // code version
extern string BuildInfo = "2006.02.16";
extern double PeriodMultiplier = 3; // new period multiplier factor
extern int OutputCSVFile = 0; // also output CSV file?
extern int TimeShift = 0; // time shift value
extern int UpdateInterval = 0; // update interval in milliseconds, zero means update real-time.
extern bool Enabled = true;
extern bool Debug = false;

int FileHandle = -1;
int CSVHandle = -1;
int NewPeriod = 0;
int NewPeriodOutput = 0;

#define OUTPUT_HST_ONLY 0
#define OUTPUT_CSV_HST 1
#define OUTPUT_CSV_ONLY 2

#define CHART_CMD_UPDATE_DATA 33324

void DebugMsg(string msg)
{
if (Debug) Alert(msg);
}

int init()
{
//safe checking for PeriodMultiplier.
if (PeriodMultiplier <= 1) {
//only output CSV file
PeriodMultiplier = 1;
OutputCSVFile = 2;
}
NewPeriod = Period() / PeriodMultiplier;
if (OpenHistoryFile() < 0) return (-1);
WriteHistoryHeader();
UpdateHistoryFile(Bars-1, true);
UpdateChartWindow();
return (0);
}

void deinit()
{
//Close file handle
if(FileHandle >= 0) {
FileClose(FileHandle);
FileHandle = -1;
}
if (CSVHandle >= 0) {
FileClose(CSVHandle);
CSVHandle = -1;
}
}


int OpenHistoryFile()
{
string name;

name = Symbol() + NewPeriod;
NewPeriodOutput = NewPeriod;
if (OutputCSVFile != OUTPUT_CSV_ONLY) {
if (NewPeriod == 1440) {
NewPeriodOutput = NewPeriod+1;
name = Symbol() + NewPeriodOutput;
}
FileHandle = FileOpenHistory(name + ".hst", FILE_BIN|FILE_WRITE);
if (FileHandle < 0) return(-1);
}
if (OutputCSVFile != OUTPUT_HST_ONLY) {
CSVHandle = FileOpen(name + ".csv", FILE_CSV|FILE_WRITE, ',');
if (CSVHandle < 0) return(-1);
}
return (0);
}

int WriteHistoryHeader()
{
string c_copyright;
int i_digits = Digits;
int i_unused[13] = {0};
int version = 400;

if (FileHandle < 0) return (-1);
c_copyright = "(C)opyright 2003, MetaQuotes Software Corp.";
FileWriteInteger(FileHandle, version, LONG_VALUE);
FileWriteString(FileHandle, c_copyright, 64);
FileWriteString(FileHandle, Symbol(), 12);
FileWriteInteger(FileHandle, NewPeriodOutput, LONG_VALUE);
FileWriteInteger(FileHandle, i_digits, LONG_VALUE);
FileWriteInteger(FileHandle, 0, LONG_VALUE); //timesign
FileWriteInteger(FileHandle, 0, LONG_VALUE); //last_sync
FileWriteArray(FileHandle, i_unused, 0, ArraySize(i_unused));
return (0);
}


static double d_open, d_low, d_high, d_close, d_volume;
static int i_time;

void WriteHistoryData()
{
if (FileHandle >= 0) {
FileWriteInteger(FileHandle, i_time, LONG_VALUE);
FileWriteDouble(FileHandle, d_open, DOUBLE_VALUE);
FileWriteDouble(FileHandle, d_low, DOUBLE_VALUE);
FileWriteDouble(FileHandle, d_high, DOUBLE_VALUE);
FileWriteDouble(FileHandle, d_close, DOUBLE_VALUE);
FileWriteDouble(FileHandle, d_volume, DOUBLE_VALUE);
}
if (CSVHandle >= 0) {
int i_digits = Digits;

FileWrite(CSVHandle,
TimeToStr(i_time, TIME_DATE),
TimeToStr(i_time, TIME_MINUTES),
DoubleToStr(d_open, i_digits),
DoubleToStr(d_high, i_digits),
DoubleToStr(d_low, i_digits),
DoubleToStr(d_close, i_digits),
d_volume);
}
}

int UpdateHistoryFile(int start_pos, bool init = false)
{
static int last_fpos, csv_fpos;
int i, ps;
int shift;

// if (FileHandle < 0) return (-1);
// normalize open time
ps = NewPeriod * 60;
shift = Period() * 60 * TimeShift;
i_time = (Time[start_pos]-shift)/ps;
i_time *= ps;
if (init) {
//first time, init data
d_open = Open[start_pos];
d_low = Low[start_pos];
d_high = High[start_pos];
d_close = Close[start_pos];
d_volume = Volume[start_pos];
i = start_pos - 1;
if (FileHandle >= 0) last_fpos = FileTell(FileHandle);
if (CSVHandle >= 0) csv_fpos = FileTell(CSVHandle);
} else {
i = start_pos;
if (FileHandle >= 0) FileSeek(FileHandle,last_fpos,SEEK_SET);
if (CSVHandle >= 0) FileSeek(CSVHandle, csv_fpos, SEEK_SET);
}
if (i < 0) return (-1);

int cnt = 0;
int LastBarTime;
//processing bars
while (i >= 0) {
LastBarTime = Time[i]-shift;

//a new bar
if (LastBarTime >= i_time+ps) {
//write the bar data
WriteHistoryData();
cnt++;
i_time = LastBarTime/ps;
i_time *= ps;
d_open = Open[i];
d_low = Low[i];
d_high = High[i];
d_close = Close[i];
d_volume = Volume[i];
} else {
//no new bar
d_volume += Volume[i];
if (Low[i]<d_low) d_low = Low[i];
if (High[i]>d_high) d_high = High[i];
d_close = Close[i];
}
i--;
}

//record last_fpos before writing last bar.
if (FileHandle >= 0) last_fpos = FileTell(FileHandle);
if (CSVHandle >= 0) csv_fpos = FileTell(CSVHandle);

WriteHistoryData();
cnt++;
d_volume -= Volume[0];

//flush the data writen
if (FileHandle >= 0) FileFlush(FileHandle);
if (CSVHandle >= 0) FileFlush(CSVHandle);
return (cnt);
}

int UpdateChartWindow()
{
static int hwnd = 0;

if (FileHandle < 0) {
//no HST file opened, no need updating.
return (-1);
}
if(hwnd == 0) {
//trying to detect the chart window for updating
hwnd = WindowHandle(Symbol(), NewPeriod);
}
if(hwnd!= 0) {
if (IsDllsAllowed() == false) {
//DLL calls must be allowed
DebugMsg("Dll calls must be allowed");
return (-1);
}
if (PostMessageA(hwnd,WM_COMMAND,CHART_CMD_UPDATE_DATA,0) == 0) {
//PostMessage failed, chart window closed
hwnd = 0;
} else {
//PostMessage succeed
return (0);
}
}
//window not found or PostMessage failed
return (-1);
}


/*
int PerfCheck(bool Start)
{
static int StartTime = 0;
static int Index = 0;

if (Start) {
StartTime = GetTickCount();
Index = 0;
return (StartTime);
}
Index++;
int diff = GetTickCount() - StartTime;
Alert("Time used [" + Index + "]: " + diff);
StartTime = GetTickCount();
return (diff);
}
*/

static int LastStartTime = 0;
static int LastEndTime = 0;
static int LastBarCount = 0;

int reinit()
{
deinit();
init();
LastStartTime = Time[Bars-1];
LastEndTime = Time[0];
LastBarCount = Bars;
}

bool IsDataChanged()
{
/*
static int LastBars = 0, LastTime = 0, LastVolume = 0;
static double LastOpen = 0, LastClose = 0, LastHigh = 0, LastLow = 0;

if (LastVolume != Volume[0] || LastBars != Bars || LastTime != Time[0]||
LastClose != Close[0] || LastHigh != High[0] || LastLow != Low[0] ||
LastOpen != Open[0]) {

LastBars = Bars;
LastVolume = Volume[0];
LastTime = Time[0];
LastClose = Close[0];
LastHigh = High[0];
LastLow = Low[0];
LastOpen = Open[0];
return (true);
}
return (false);
*/
/*
fast version without float point operation
*/
static int LastBars = 0, LastTime = 0, LastVolume = 0;
bool ret;

ret = false;
if (LastVolume != Volume[0]) {
LastVolume = Volume[0];
ret = true;
}
if (LastTime != Time[0]) {
LastTime = Time[0];
ret = true;
}
if (LastBars != Bars) {
LastBars = Bars;
ret = true;
}
return (ret);
}

int CheckNewData()
{
static string LastServer = "";

if (Bars < 2) {
//the data is not loaded yet.
DebugMsg("Data not loaded, only " + Bars + " Bars");
return (-1);
}

string serv = ServerAddress();
if (serv == "") {
//no server yet
DebugMsg("No server connected");
return (-1);
}

//server changed? check this and reinit to prevent wrong data while changing server.
if (LastServer != serv) {
DebugMsg("Server changed from " + LastServer + " to " + serv);
LastServer = serv;
reinit();
return (-1);
}

if (!IsDataChanged()) {
//return if no data changed to save resource
//DebugMsg("No data changed");
return (-1);
}

if (Time[Bars-1] != LastStartTime) {
DebugMsg("Start time changed, new history loaded or server changed");
reinit();
return (-1);
}

int i, cnt;

//try to find LastEndTime bar, which should be Time[0] or Time[1] usually,
//so the operation is fast
for (i = 0; i < Bars; i++) {
if (Time[i] <= LastEndTime) {
break;
}
}

if (i >= Bars || Time[i] != LastEndTime) {
DebugMsg("End time " + TimeToStr(LastEndTime) + " not found");
reinit();
return (-1);
}

cnt = Bars - i;
if (cnt != LastBarCount) {
DebugMsg("Data loaded, cnt is " + cnt + " LastBarCount is " + LastBarCount);
reinit();
return (-1);
}

//no new data loaded, return with LastEndTime position.
LastBarCount = Bars;
LastEndTime = Time[0];
return (i);
}

//+------------------------------------------------------------------+
//| program start function |
//+------------------------------------------------------------------+
int start()
{
static int last_time = 0;

if (!Enabled) return (0);

//always update or update only after certain interval
if (UpdateInterval != 0) {
int cur_time;

cur_time = GetTickCount();
if (MathAbs(cur_time - last_time) < UpdateInterval) {
return (0);
}
last_time = cur_time;
}

//if (Debug) PerfCheck(true);
int n = CheckNewData();
//if (Debug) PerfCheck(false);
if (n < 0) return (0);

//update history file with new data
UpdateHistoryFile(n);
//refresh chart window
UpdateChartWindow();
//if (Debug) PerfCheck(false);
return(0);
}

/
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