PyPI 官网下载 | mt4forexparser-1.1.dev20.tar.gz

# MT4ForexParser [](https://travis-ci.org/Tim55667757/MT4ForexParser) [](https://pypi.python.org/pypi/MT4ForexParser) [](https://github.com/Tim55667757/MT4ForexParser/blob/master/LICENSE) All traders sometimes need to get historical data on Forex currencies for further price analysis and charting. Most often this data is supplied for paid or you have to spend a lot of time manually uploading data from special sites. However, most Forex brokers work with the MetaTrader 4 trading platform and upload data there in a special binary MetaTrader 4 .hst format (not in .csv). You can use a trick and get historical candles by connecting to the broker's server in demo mode, which almost all brokers have. The compressed binary .hst file will be downloaded locally to the MetaTrader 4 working directory. Then you can run the mt4forexparser python module, which can read .hst files and save them as a text .csv file or pandas dataframe. You will get a table that contains columns of data in the following sequence: "date", "time", "open", "high", "low", "close", "volume". One line is a set of data for plotting one candlestick. See russian readme here (инструкция на русском здесь): https://github.com/Tim55667757/MT4ForexParser/blob/master/README_RU.md ## Setup The easiest way is to install via PyPI: ```commandline pip install mt4forexparser ``` After that, you can check the installation with the command: ```commandline pip show mt4forexparser ``` ## Usage examples ### From the command line Get help: ```commandline mt4forexparser --help ``` Output: ``` usage: python MT4ForexParser.py [some options] [one command] Metatrader 4 forex history parser. Read, parse and save history as .csv-file or pandas dataframe. Also you can draw an interactive chart. See examples: https://tim55667757.github.io/MT4ForexParser optional arguments: -h, --help show this help message and exit --mt4-history MT4_HISTORY Option (required): full path to Metatrader 4 forex history file. --output OUTPUT Option: full path to .csv output file. Default is None, mean that returns only pandas dataframe. --debug-level DEBUG_LEVEL Option: showing STDOUT messages of minimal debug level, e.g. 10 = DEBUG, 20 = INFO, 30 = WARNING, 40 = ERROR, 50 = CRITICAL. --parse Command: read, parse and save mt4-history as pandas dataframe or .csv-file if --output is define. --render Command: use PriceGenerator module to render interactive chart from parsed data. This key only used with --parse key. ``` .hst-file formats are supported in two versions: 400 and 401 and are automatically detected. Try to check how the parser work through the command line using two attached files of different formats: ./tests/EURUSD240_old_format_400.hst and ./tests/EURUSD240_new_format_401.hst. The command could be like this: ```commandline mt4forexparser --mt4-history ./tests/EURUSD240_old_format_400.hst --output ./tests/EURUSD240_old_format_400.csv --debug-level 10 --parse ``` If successful, you should get a log output similar to the following: ``` MT4ForexParser.py L:118 DEBUG [2020-07-21 20:47:00,134] MT4 parser started: 2020-07-21 20:47:00 MT4ForexParser.py L:38 DEBUG [2020-07-21 20:47:00,134] MT4 history file: [./tests/EURUSD240_old_format_400.hst] MT4ForexParser.py L:42 DEBUG [2020-07-21 20:47:00,171] MT4 history file format version: [400] MT4ForexParser.py L:63 INFO [2020-07-21 20:47:00,334] It was read 5909 rows from file [./tests/EURUSD240_old_format_400.hst] MT4ForexParser.py L:64 INFO [2020-07-21 20:47:00,334] Showing last 3 rows: MT4ForexParser.py L:69 INFO [2020-07-21 20:47:00,339] date time open high low close volume MT4ForexParser.py L:69 INFO [2020-07-21 20:47:00,339] 5906 2013.10.18 12:00 1.36918 1.37036 1.36690 1.36780 8193 MT4ForexParser.py L:69 INFO [2020-07-21 20:47:00,340] 5907 2013.10.18 16:00 1.36779 1.36993 1.36773 1.36795 6639 MT4ForexParser.py L:69 INFO [2020-07-21 20:47:00,340] 5908 2013.10.18 20:00 1.36793 1.36849 1.36765 1.36839 1955 MT4ForexParser.py L:73 INFO [2020-07-21 20:47:00,383] Forex history saved to .csv-formatted file [./tests/EURUSD240_old_format_400.csv] MT4ForexParser.py L:148 DEBUG [2020-07-21 20:47:00,384] All MT4 parser operations are finished success (summary code is 0). MT4ForexParser.py L:153 DEBUG [2020-07-21 20:47:00,384] MT4 parser work duration: 0:00:00.249747 MT4ForexParser.py L:154 DEBUG [2020-07-21 20:47:00,384] MT4 parser work finished: 2020-07-21 20:47:00 ``` This will give you file ./tests/EURUSD240_old_format_400.csv with the following content (5909 lines in total): ``` 2009.12.21,00:00,1.4311,1.4347,1.4311,1.4342,5504 2009.12.21,04:00,1.4342,1.4357,1.4327,1.4334,5234 2009.12.21,08:00,1.4334,1.4342,1.428,1.4337,8366 ... 2013.10.18,12:00,1.36918,1.37036,1.3669,1.3678,8193 2013.10.18,16:00,1.36779,1.36993,1.36773,1.36795,6639 2013.10.18,20:00,1.36793,1.36849,1.36765,1.36839,1955 ``` Likewise for parsing a file with new format: ```commandline mt4forexparser --mt4-history ./tests/EURUSD240_new_format_401.hst --output ./tests/EURUSD240_new_format_401.csv --debug-level 10 --parse ``` If successful, you will receive something like this output: ``` MT4ForexParser.py L:118 DEBUG [2020-07-21 20:55:42,594] MT4 parser started: 2020-07-21 20:55:42 MT4ForexParser.py L:38 DEBUG [2020-07-21 20:55:42,595] MT4 history file: [./tests/EURUSD240_new_format_401.hst] MT4ForexParser.py L:42 DEBUG [2020-07-21 20:55:42,675] MT4 history file format version: [401] MT4ForexParser.py L:63 INFO [2020-07-21 20:55:43,098] It was read 12969 rows from file [./tests/EURUSD240_new_format_401.hst] MT4ForexParser.py L:64 INFO [2020-07-21 20:55:43,099] Showing last 3 rows: MT4ForexParser.py L:69 INFO [2020-07-21 20:55:43,103] date time open high low close volume MT4ForexParser.py L:69 INFO [2020-07-21 20:55:43,104] 12966 2019.07.08 08:00 1.12305 1.12339 1.12190 1.12310 8894 MT4ForexParser.py L:69 INFO [2020-07-21 20:55:43,104] 12967 2019.07.08 12:00 1.12309 1.12322 1.12123 1.12228 9257 MT4ForexParser.py L:69 INFO [2020-07-21 20:55:43,104] 12968 2019.07.08 16:00 1.12228 1.12240 1.12091 1.12153 7381 MT4ForexParser.py L:73 INFO [2020-07-21 20:55:43,187] Forex history saved to .csv-formatted file [./tests/EURUSD240_new_format_401.csv] MT4ForexParser.py L:148 DEBUG [2020-07-21 20:55:43,188] All MT4 parser operations are finished success (summary code is 0). MT4ForexParser.py L:153 DEBUG [2020-07-21 20:55:43,188] MT4 parser work duration: 0:00:00.594304 MT4ForexParser.py L:154 DEBUG [2020-07-21 20:55:43,189] MT4 parser work finished: 2020-07-21 20:55:43 ``` The file ./tests/EURUSD240_new_format_401.csv will be completely similar and include the same columns: "date", "time", "open", "high", "low", "close", "volume" (total 12969 lines): ``` 2009.12.21,00:00,1.4311,1.4347,1.4311,1.4342,5504 2009.12.21,04:00,1.4342,1.4357,1.4327,1.4334,5234 2009.12.21,08:00,1.4334,1.4342,1.428,1.4337,8366 ... 2019.07.08,08:00,1.12305,1.12339,1.1219,1.1231,8894 2019.07.08,12:00,1.12309,1.12322,1.12123,1.12228,9257 2019.07.08,16:00,1.12228,1.1224,1.12091,1.12153,7381 ``` Also, you can draw an interactive chart (see: [PriceGenerator](https://github.com/Tim55667757/PriceGenerator) library) using `--render` key after `--parse` key: ```commandline mt4forexparser --mt4-history ./tests/EURUSD240