Full Code of ns2250225/py-mt4 for AI

Repository: ns2250225/py-mt4
Branch: master
Commit: 60b6b98f8092
Files: 4
Total size: 4.4 KB

Directory structure:
gitextract_c9l5gy0g/

├── README.md
├── TA_Lib-0.4.17-cp35-cp35m-win_amd64.whl
├── pythonicMT4.py
└── 自动化EA脚本.py

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FILE CONTENTS
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FILE: README.md
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# py-mt4
用Python来写MT4的自动化交易脚本 🎉

# 原理
- 使用MQL4原生库调用ZERO-MQ作为消息服务端
- 使用其它语言，如Python作为客户端调用接口

# 机器环境
- win10
- python3.5

# 安装教程
- 安装C++运行环境[需要C++的运行环境，The DLLs require that you have the latest Visual C++ runtime (2015)]：https://support.microsoft.com/en-us/help/2977003/the-latest-supported-visual-c-downloads
- 克隆代码下来
- 关闭杀毒软件！！！
- 解压MT4配置文件.rar
- 把Include的东西放到MT4的Include文件夹下
- 把Library/X86/的东西放到MT4的Library文件夹下
- 把ZeroMQ_MT4_EA_Template_Edited.mq4放到MT4的Experts文件夹下
- pip install pyzmq
- pip install TA_Lib-0.4.17-cp35-cp35m-win_amd64.whl  (版本可以在这里下载：https://www.lfd.uci.edu/~gohlke/pythonlibs/)

# 启动EA脚本
- 打开MT4，在左下方把ZeroMQ_MT4_EA_Template_Edited.mq4托入想交易的图形中， 并允许EA添加外部DLL和自动交易
- 右上角会有个哭脸，说明没启动
- 点击【自动交易】，哭脸变笑脸则启动成功
- 修改和运行自动化EA脚本.py进行测试

# 效果
![](./1.png)
![](./2.png)


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FILE: pythonicMT4.py
================================================
# -*- coding: utf-8 -*-
"""
Created on Mon Apr 30 20:15:31 2018
@author: Ars
"""
import zmq
import numpy as np
class zmq_python():
    
    def __init__(self):
        # Create ZMQ Context
        self.context = zmq.Context()

        # Create REQ Socket
        self.reqSocket = self.context.socket(zmq.REQ)
        self.reqSocket.connect("tcp://localhost:5555")

        # Create PULL Socket
        self.pullSocket = self.context.socket(zmq.PULL)
        self.pullSocket.connect("tcp://localhost:5556")
    
    def remote_send(self, socket, data):
    
        try:
            socket.send_string(data)
            msg_send = socket.recv_string()
            print (msg_send)

        except zmq.Again as e:
            print ("Waiting for PUSH from MetaTrader 4..")
            
    def remote_pull(self, socket):
    
        try:
            msg_pull = socket.recv(flags=zmq.NOBLOCK)
            return msg_pull

        except zmq.Again as e:
            print ("Waiting for PUSH from MetaTrader 4..")
            
    
    def get_data(self, symbol, timeframe, start_bar, end_bar):
        '''
        only start_bar and end_bar as int
        '''
        self.data = "DATA|"+ symbol+"|"+"PERIOD_"+timeframe+"|"+str(start_bar)+"|"+str(end_bar+1)
        self.remote_send(self.reqSocket, self.data)
        prices= self.remote_pull(self.pullSocket)
        prices_str= str(prices)
        price_lst= prices_str.split(sep='|')[1:-1]
        price_lst= [float(i) for i in price_lst]
        price_lst= price_lst[::-1]
        price_arr= np.array(price_lst)
        return price_arr
    
    def buy_order(self, symbol, stop_loss, take_profit):
        self.buy= "TRADE|OPEN|0|"+ str(symbol)+"|"+str(stop_loss)+"|"+str(take_profit)
        self.remote_send(self.reqSocket, self.buy)
        reply= self.remote_pull(self.pullSocket)
        return reply
    
    def sell_order(self, symbol, stop_loss, take_profit):
        self.buy= "TRADE|OPEN|1|"+ str(symbol)+"|"+str(stop_loss)+"|"+str(take_profit)
        self.remote_send(self.reqSocket, self.buy)
        reply= self.remote_pull(self.pullSocket)
        return reply
    
    def close_buy_order(self):
        self.close_buy= "TRADE|CLOSE|0"
        self.remote_send(self.reqSocket, self.close_buy)
        reply= self.remote_pull(self.pullSocket)
        return reply
    
    def close_sell_order(self):
        self.close_sell= "TRADE|CLOSE|1"
        self.remote_send(self.reqSocket, self.close_sell)
        reply= self.remote_pull(self.pullSocket)
        return reply

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FILE: 自动化EA脚本.py
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import pythonicMT4 
import talib
from time import sleep

symbol= 'EURUSD'
timeframe= 'H1'
start= 0
end= 2000
period= 96
stopLoss= 500
takeProfit= 1000
order= ''

trade= pythonicMT4.zmq_python()

while True:
    try:
        prices= trade.get_data(symbol= symbol, timeframe= 'H1', start_bar=start, end_bar=end)
        SMA= talib.SMA(prices, timeperiod=period)
        print ("Current price: {} \nSMA: {}".format(prices[-1], SMA[-1]))
        
        if order != 'Buy' and order != 'Sell':
            if (prices[-1] > prices [-2]) and (prices[-1]<SMA[-1]):
                order= 'Buy'
                trade.buy_order(symbol= symbol, stop_loss= stopLoss, take_profit= takeProfit)
                
            else:
                if (prices[-1] < prices[-2]) and (prices[-1] > SMA[-1]):
                    order= 'Sell'
                    trade.sell_order(symbol= symbol, stop_loss= stopLoss, take_profit= takeProfit)
                
        if order== 'Buy' and prices[-1]>SMA[-1]:
            order= ''
            trade.close_buy_order()
        
        else:
            if order== 'Sell' and prices[-1]<SMA[-1]:
                order= ''
                trade.close_sell_order()
    except:
        continue
    
    sleep(100)