python与本机的MT5程序进行通信交互。所以在本机要安装mt5并登陆账号,模拟账号也行。
然后,您需要安装 MetaTrader5 Python 模块
pip install MetaTrader5
将其导入程序,并初始化与终端的连接:
from MetaTrader5 import *
from datetime import date
import pandas as pd
import matplotlib.pyplot as plt
# 初始化 MT5 连接
MT5Initialize()
MT5WaitForTerminal()
print(MT5TerminalInfo())
print(MT5Version())
之后创建所需品种列表,并从终端连续请求每个货币对的收盘价发至 pandas 数据帧:
# 为需要绘制相关矩阵的货币创建清单
sym = ['EURUSD','GBPUSD','USDJPY','USDCHF','AUDUSD','GBPJPY']
# 将数据复制到数据帧
d = pd.DataFrame()
for i in sym:
rates = MT5CopyRatesFromPos(i, MT5_TIMEFRAME_M1, 0, 1000)
d[i] = [y.close for y in rates]
也可以下载并显示出价和要价历史的任意深度:
# 将数据复制到列表
rates = MT5CopyTicksFrom("EURUSD", datetime(2019,3,14,13), 1000, MT5_COPY_TICKS_ALL)
bid = [x.bid for x in rates]
ask = [x.ask for x in rates]
time = [x.time for x in rates]
现在我们可以断开与终端的连接
# 逆初始化 MT5 连接
MT5Shutdown()