Support Tick data and ask/bid

khramkov / Backtrader-MQL5-API

Python Backtrader - Metaquotes MQL5 - API

GNU General Public License v3.0

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Support Tick data and ask/bid #4

Closed Gunther-Schulz closed 4 years ago

Gunther-Schulz commented 4 years ago

Add support for tick data and ask/bid fields. I updated the example code in the README to show it's usage.

Below are the contents of the changelog:

add support for multiple datastreams in parallel for any combination of symbols and timeframes
add support for tick data
add support for ask price
add support for direct download as CSV files
add parameter options for host, debug and datatimeout

The new functionality requires changes from this PR: https://github.com/khramkov/MQL5-JSON-API/pull/6

Gunther-Schulz commented 4 years ago

I found some problem getting multiple symbols with diff. data frames. Please put on hold until further notice.

Gunther-Schulz commented 4 years ago

This is ready to get pulled now, let me know if everything looks fine.

Please notice, that I have updated the PR description.

I am not completely sure if the place for write_csv(), which instructs the MT5 EA script to write historical data directly to a file within the MT5 installation directly, is where it is now, in mt5store.py or if it should be in a separate script. I feel it might be a good place though, since it is required to execute cerebro.run() to get the action started.

khramkov commented 4 years ago

Hi. I am reviewing the code. I think i'll finish this Tuesday.