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Updated mass import and quotes #1

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Updated mass import and quotes #1

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112 changes: 33 additions & 79 deletions All_Functions_Master_File.py
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Original file line number Diff line number Diff line change
Expand Up @@ -17,19 +17,28 @@
sigchart = False
signal_quality_period = 3

frame_MIN1 = mt5.TIMEFRAME_M1
frame_M5 = mt5.TIMEFRAME_M5
frame_M10 = mt5.TIMEFRAME_M10
frame_M15 = mt5.TIMEFRAME_M15
frame_M30 = mt5.TIMEFRAME_M30
frame_H1 = mt5.TIMEFRAME_H1
frame_H2 = mt5.TIMEFRAME_H2
frame_H3 = mt5.TIMEFRAME_H3
frame_H4 = mt5.TIMEFRAME_H4
frame_H6 = mt5.TIMEFRAME_H6
frame_D1 = mt5.TIMEFRAME_D1
frame_W1 = mt5.TIMEFRAME_W1
frame_M1 = mt5.TIMEFRAME_MN1
frameDict = {
'M1' : [mt5.TIMEFRAME_M1, 1],
'M2' : [mt5.TIMEFRAME_M2, 2],
'M3' : [mt5.TIMEFRAME_M3, 3],
'M4' : [mt5.TIMEFRAME_M4, 4],
'M5' : [mt5.TIMEFRAME_M5, 5],
'M6' : [mt5.TIMEFRAME_M6, 6],
'M10' : [mt5.TIMEFRAME_M10, 10],
'M12' : [mt5.TIMEFRAME_M12, 12],
'M15' : [mt5.TIMEFRAME_M15, 15],
'M30' : [mt5.TIMEFRAME_M30, 30],
'H1' : [mt5.TIMEFRAME_H1, 60],
'H2' : [mt5.TIMEFRAME_H2, 2 * 60],
'H3' : [mt5.TIMEFRAME_H3, 3 * 60],
'H4' : [mt5.TIMEFRAME_H4, 4 * 60],
'H6' : [mt5.TIMEFRAME_H6, 6 * 60],
'H8' : [mt5.TIMEFRAME_H8, 8 * 60],
'H12' : [mt5.TIMEFRAME_H12, 12 * 60],
'D1' : [mt5.TIMEFRAME_D1, 1440],
'W1' : [mt5.TIMEFRAME_W1, 7 * 1440],
'MN1' : [mt5.TIMEFRAME_MN1, 30 * 1440]
}

now = datetime.datetime.now()

Expand All @@ -53,73 +62,18 @@ def asset_list(asset_set):
return assets

def mass_import(asset, horizon):

if horizon == 'MN1':
data = get_quotes(frame_MIN1, 2021, 7, 1, asset = assets[asset])
data = data.iloc[:, 1:5].values
data = data.round(decimals = 5)

if horizon == 'M5':
data = get_quotes(frame_M5, 2021, 6, 1, asset = assets[asset])
data = data.iloc[:, 1:5].values
data = data.round(decimals = 5)

if horizon == 'M10':
data = get_quotes(frame_M10, 2020, 8, 1, asset = assets[asset])
data = data.iloc[:, 1:5].values
data = data.round(decimals = 5)

if horizon == 'M15':
data = get_quotes(frame_M15, 2019, 1, 1, asset = assets[asset])
data = data.iloc[:, 1:5].values
data = data.round(decimals = 5)

if horizon == 'M30':
data = get_quotes(frame_M30, 2016, 8, 1, asset = assets[asset])
data = data.iloc[:, 1:5].values
data = data.round(decimals = 5)

if horizon == 'H1':
data = get_quotes(frame_H1, 2020, 1, 1, asset = assets[asset])
data = data.iloc[:, 1:5].values
data = data.round(decimals = 5)

if horizon == 'H2':
data = get_quotes(frame_H2, 2010, 1, 1, asset = assets[asset])
data = data.iloc[:, 1:5].values
data = data.round(decimals = 5)

if horizon == 'H3':
data = get_quotes(frame_H3, 2000, 1, 1, asset = assets[asset])
data = data.iloc[:, 1:5].values
data = data.round(decimals = 5)

if horizon == 'H4':
data = get_quotes(frame_H4, 2000, 1, 1, asset = assets[asset])
data = data.iloc[:, 1:5].values
data = data.round(decimals = 5)

if horizon == 'H6':
data = get_quotes(frame_H6, 2000, 1, 1, asset = assets[asset])
data = data.iloc[:, 1:5].values
data = data.round(decimals = 5)

if horizon == 'D1':
data = get_quotes(frame_D1, 2000, 1, 1, asset = assets[asset])
data = data.iloc[:, 1:5].values
data = data.round(decimals = 5)

if horizon == 'W1':
data = get_quotes(frame_W1, 2000, 1, 1, asset = assets[asset])
data = data.iloc[:, 1:5].values
data = data.round(decimals = 5)

if horizon == 'M1':
data = get_quotes(frame_M1, 2000, 1, 1, asset = assets[asset])
data = data.iloc[:, 1:5].values
data = data.round(decimals = 5)

frameVal = frameDict.get(horizon)
#Calculate 50000 bars
startSampleDate = datetime.datetime.now() - datetime.timedelta(minutes = 50001 * frameVal[1])
data = get_quotes(frameVal[0], startSampleDate.year, startSampleDate.month, startSampleDate.day, asset = assets[asset])
data = data.iloc[:, 1:5].values
data = data.round(decimals = 5)
# Diagnostics
#print(assets[asset] + " " + horizon + " got data len = " + str(len(data)))
#print("Start date: " + startSampleDate.strftime("%m/%d/%Y"))
return data


def get_quotes(time_frame, year = 2005, month = 1, day = 1, asset = "EURUSD"):

Expand All @@ -131,7 +85,7 @@ def get_quotes(time_frame, year = 2005, month = 1, day = 1, asset = "EURUSD"):
timezone = pytz.timezone("Europe/Paris")

utc_from = datetime.datetime(year, month, day, tzinfo = timezone)
utc_to = datetime.datetime(now.year, now.month, now.day + 1, tzinfo = timezone)
utc_to = datetime.datetime.now(timezone) + datetime.timedelta(days=1)

rates = mt5.copy_rates_range(asset, time_frame, utc_from, utc_to)

Expand Down