MetaTrader 5 Python User Group - how to use Python in Metatrader - page 60

[MetaQuotes]

Version 5.0.30 is out

[Dmytro Prokopiev]

MetaQuotes:
Version 5.0.30 is out

Thank you!

[nicholish en]

https://www.mql5.com/en/forum/306742/page13#comment_15699363

[MetaQuotes]

Version 5.0.31 is out

[Kiran Sawant]

MetaQuotes:
Version 5.0.31 is out

Any major changes?

[nicholish en]

https://www.mql5.com/en/forum/306742/page14#comment_15721644

[Almaz]

Kiran Sawant:
Any major changes?

No, just some fixes for https://www.mql5.com/en/forum/306742/page13#comment_15699363

[nicholish en]

https://pypi.org/project/pymt5adapter/

https://github.com/nicholishen/pymt5adapter

[nicholish en]

Dmitry Prokopyev :

Thanks, this example I saw, it works.

I'm a bit about something else.

positions_get - the list of TradePosition will be returned to me. In principle, you can throw in pandas and work fine.

But everything is not limited to one pandas, and if you need to get something like:

you have to somehow compose, pandas or for... somehow a lot of extra body movements.

It has become much more convenient with _asdict (), if the one who writes is not a MQL5 prog, but let's say a pythonist ... or a datasynetist, then list / dict is

The basic elements of python, many are building a data transfer on list / dict.

Tuples are used, too often and a lot, but only if you need to tightly control the types of data that move in it.

and also hang an error handler, if not used or assigned properly. Well, somewhere ... :) I could be wrong.

Ok I completely agree with this sentiment now, and I also think that returning data as namedtuples instead of dictionaries is too opinionated for an API. I recently had issues with this design because it is impossible to pickle namedtuples. Consider the following concurrent trade copier script. Notice how much of a hassle it is to convert all the namedtuples to dictionaries in order to make use of the ProcessPoolExectutor?

trade_copier.py

import json
import time
from concurrent.futures.process import ProcessPoolExecutor
from typing import List

import pymt5adapter as mt5
from pymt5adapter.order import Order
from pymt5adapter.symbol import Symbol


def result_to_dict(result):
    res = result._asdict()
    res['request'] = res['request']._asdict()
    return res


def p2d(positions):
    return [p._asdict() for p in positions]


def get_position_map(positions: List[dict]):
    position_map = {}
    for p in positions:
        position_map.setdefault(p['symbol'], {}).setdefault('positions', []).append(p)
        v = -p['volume'] if p['type'] else p['volume']
        inner = position_map[p['symbol']]
        inner['net_volume'] = inner.get('net_volume', 0.0) + v
    return position_map


def match_positions(terminal, positions):
    result_positions = []
    incoming = get_position_map(positions)
    with mt5.connected(**terminal):
        my_pos_map = get_position_map(p2d(mt5.positions_get()))
        for symbol, d in incoming.items():
            if symbol not in my_pos_map:
                volume = d['net_volume']
            else:
                volume = d['net_volume'] - my_pos_map[symbol]['net_volume']
            if volume == 0.0:
                continue
            symbol = Symbol(symbol)
            order = Order.as_buy() if volume > 0.0 else Order.as_sell()
            order(volume=abs(volume), symbol=symbol.name)
            for _ in range(5):
                symbol.refresh_rates()
                price = symbol.ask if volume > 0.0 else symbol.bid
                res = order(price=price).send()
                if res.retcode == mt5.TRADE_RETCODE_DONE:
                    result_positions.append(result_to_dict(res))
                    break
    return result_positions


def main():
    with open('terminal_config.json') as f:
        terminals = json.load(f)
    master = terminals['master']
    slaves = terminals['slaves']
    with mt5.connected(**master), ProcessPoolExecutor() as pool:
        while True:
            positions = [p2d(mt5.positions_get())] * len(slaves)
            results = list(pool.map(match_positions, slaves, positions))
            for result in results:
                for sub in result:
                    if sub:
                        print(sub)
            time.sleep(0.01)


if __name__ == "__main__":
    main()

terminal_config.json

{
  "master": {
    "path":"C:\\Users\\nicho\\Desktop\\terminal1\\terminal64.exe",
    "portable": true
  },
  "slaves": [
    {
      "path": "C:\\Users\\nicho\\Desktop\\terminal2\\terminal64.exe",
      "portable": true
    },{
      "path": "C:\\Users\\nicho\\Desktop\\terminal3\\terminal64.exe",
      "portable": true
    }
  ]
}

It's especially difficult when there are namedtuples nested inside of namedtuple, such as the case with OrderSendResult.request. So you have to create unique conversion functions just to convert them back to pickleable datatypes. You could run everything through a recursive function to convert it back to native datatypes, but this is computationally expensive.

def as_dict(data: Any):
    try:
        return as_dict(data._asdict())
    except AttributeError:
        T = type(data)
        if T is list or T is tuple:
            return T(as_dict(i) for i in data)
        if T is dict:
            return {k: as_dict(v) for k, v in data.items()}
        return data

[Vladimir Perervenko]

nicholi shen:

https://pypi.org/project/pymt5adapter/

https://github.com/nicholishen/pymt5adapter

Failed to install

----- Установка "pymt5adapter" -----
ERROR: Could not find a version that satisfies the requirement pymt5adapter (from versions: none)
ERROR: No matching distribution found for pymt5adapter
----- Не удалось установить "pymt5adapter". -----

----- Установка "pymt5adapter==0.1.11" -----
ERROR: Could not find a version that satisfies the requirement pymt5adapter==0.1.11 (from versions: none)
ERROR: No matching distribution found for pymt5adapter==0.1.11
----- Не удалось установить "pymt5adapter==0.1.11". -----

----- Установка "pymt5adapter" -----
ERROR: Could not find a version that satisfies the requirement pymt5adapter (from versions: none)
ERROR: No matching distribution found for pymt5adapter
----- Не удалось установить "pymt5adapter". -----

Win10, Py3.6.10 and WinPy3.7.7.