記事"DoEasyライブラリの時系列(第37部): すべての使用銘柄期間の時系列オブジェクト"についてのディスカッション

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新しい記事 DoEasyライブラリの時系列(第37部): すべての使用銘柄期間の時系列オブジェクト はパブリッシュされました:

本稿は、プログラムで使用されるすべての銘柄の指定された時間枠の時系列コレクションの開発についてです。時系列コレクション、コレクションの時系列パラメータを設定するメソッド、および開発された時系列に履歴データを最初に入力するメソッドを開発します。

テストEAの改善点はこれですべてです。
パラメータで現在の銘柄と現在の時間枠の使用法を指定して、コンパイルして起動します。
操作ログには次のメッセージが表示されます。

--- Initializing "DoEasy" library ---
Working with the current symbol only: "EURUSD"
Working with the current timeframe only: H4
EURUSD symbol timeseries: 
Timeseries "EURUSD" H4: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5330
Library initialization time: 00:00:00.141

現在の銘柄と設定の指定された時間枠リストを使用して設定します(リストには主な時間枠が表示されます)。操作ログには次のメッセージが表示されます。

--- Initializing "DoEasy" library ---
Working with the current symbol only: "EURUSD"
Working with the specified timeframe list:
"M1"  "M5"  "M15" "M30" "H1"  "H4"  "D1"  "W1"  "MN1"
EURUSD symbol timeseries: 
Timeseries "EURUSD" M1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3286
Timeseries "EURUSD" M5: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3566
Timeseries "EURUSD" M15: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3109
Timeseries "EURUSD" M30: Requested: 1000, Actual: 1000, Created: 1000, On the server: 2894
Timeseries "EURUSD" H1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5505
Timeseries "EURUSD" H4: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5330
Timeseries "EURUSD" D1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5087
Timeseries "EURUSD" W1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 2564
Timeseries "EURUSD" MN1: Requested: 1000, Actual: 590, Created: 590, On the server: 590
Library initialization time: 00:00:00.032

現在の銘柄と時間枠の完全なリストを使用して設定します。
操作ログには次のメッセージが表示されます。

--- Initializing "DoEasy" library ---
Working with the current symbol only: "EURUSD"
Working with the full list of timeframes:
"M1"  "M2"  "M3"  "M4"  "M5"  "M6"  "M10" "M12" "M15" "M20" "M30" "H1"  "H2"  "H3"  "H4"  "H6"  "H8"  "H12" "D1"  "W1"  "MN1"
EURUSD symbol timeseries: 
Timeseries "EURUSD" M1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3390
Timeseries "EURUSD" M2: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5626
Timeseries "EURUSD" M3: Requested: 1000, Actual: 1000, Created: 1000, On the server: 4713
Timeseries "EURUSD" M4: Requested: 1000, Actual: 1000, Created: 1000, On the server: 4254
Timeseries "EURUSD" M5: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3587
Timeseries "EURUSD" M6: Requested: 1000, Actual: 1000, Created: 1000, On the server: 4805
Timeseries "EURUSD" M10: Requested: 1000, Actual: 1000, Created: 1000, On the server: 4035
Timeseries "EURUSD" M12: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3842
Timeseries "EURUSD" M15: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3116
Timeseries "EURUSD" M20: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3457
Timeseries "EURUSD" M30: Requested: 1000, Actual: 1000, Created: 1000, On the server: 2898
Timeseries "EURUSD" H1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5507
Timeseries "EURUSD" H2: Requested: 1000, Actual: 1000, Created: 1000, On the server: 6303
Timeseries "EURUSD" H3: Requested: 1000, Actual: 1000, Created: 1000, On the server: 6263
Timeseries "EURUSD" H4: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5331
Timeseries "EURUSD" H6: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5208
Timeseries "EURUSD" H8: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5463
Timeseries "EURUSD" H12: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5205
Timeseries "EURUSD" D1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5087
Timeseries "EURUSD" W1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 2564
Timeseries "EURUSD" MN1: Requested: 1000, Actual: 590, Created: 590, On the server: 590
Library initialization time: 00:00:00.094

指定された銘柄リストを使用して構成し、設定で3つの銘柄EURUSD、AUDUSD、EURAUDを設定します。また、指定された時間枠リストを使用して構成します(リストにはメイン時間枠が指定されています)。操作ログには次のメッセージが表示されます。

--- Initializing "DoEasy" library ---
Working with predefined symbol list. The number of used symbols: 3
"AUDUSD" "EURUSD" "EURAUD"
Working with the specified timeframe list:
"M1"  "M5"  "M15" "M30" "H1"  "H4"  "D1"  "W1"  "MN1"
AUDUSD symbol timeseries: 
Timeseries "AUDUSD" M1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3394
Timeseries "AUDUSD" M5: Requested: 1000, Actual: 1000, Created: 1000, On the server: 4024
Timeseries "AUDUSD" M15: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3262
Timeseries "AUDUSD" M30: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3071
Timeseries "AUDUSD" H1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5104
Timeseries "AUDUSD" H4: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5026
Timeseries "AUDUSD" D1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5289
Timeseries "AUDUSD" W1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 1401
Timeseries "AUDUSD" MN1: Requested: 1000, Actual: 323, Created: 323, On the server: 323
EURAUD symbol timeseries: 
Timeseries "EURAUD" M1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3393
Timeseries "EURAUD" M5: Requested: 1000, Actual: 1000, Created: 1000, On the server: 4025
Timeseries "EURAUD" M15: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3262
Timeseries "EURAUD" M30: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3071
Timeseries "EURAUD" H1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5104
Timeseries "EURAUD" H4: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5026
Timeseries "EURAUD" D1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 4071
Timeseries "EURAUD" W1: Requested: 1000, Actual: 820, Created: 820, On the server: 820
Timeseries "EURAUD" MN1: Requested: 1000, Actual: 189, Created: 189, On the server: 189
EURUSD symbol timeseries: 
Timeseries "EURUSD" M1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3394
Timeseries "EURUSD" M5: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3588
Timeseries "EURUSD" M15: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3116
Timeseries "EURUSD" M30: Requested: 1000, Actual: 1000, Created: 1000, On the server: 2898
Timeseries "EURUSD" H1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5507
Timeseries "EURUSD" H4: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5331
Timeseries "EURUSD" D1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5087
Timeseries "EURUSD" W1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 2564
Timeseries "EURUSD" MN1: Requested: 1000, Actual: 590, Created: 590, On the server: 590
Library initialization time: 00:00:00.266

ご覧のとおり、必要な時系列は、EA設定で指定された銘柄と時間枠に応じて作成されます。時系列の作成時間は、EAの起動(コールド/ホット)と、選択した銘柄とその時間枠が以前に使用されたかどうかによって異なります。

作者: Artyom Trishkin