MT4 取K线

目标：动态获取最新K线并通过DLL发送出去，symbols和periods可配置。

//+------------------------------------------------------------------+

//|                                                        kline.mq4 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                             https://www.mql5.com |

//+------------------------------------------------------------------+

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://www.mql5.com"

#property version   "1.00"

#property strict

string symbols[]={"USDJPY","USDCHF","USDCAD","NZDUSD","GBPUSD","EURUSD","AUDUSD",

   "AUDCAD","AUDJPY","EURCAD","GBPAUD","GBPJPY","XAUUSD","XAGUSD","Brent","WTI"};

int periods[]={PERIOD_M1,PERIOD_M5,PERIOD_M15,PERIOD_M30,PERIOD_H1,PERIOD_H4,PERIOD_D1,PERIOD_W1,PERIOD_MN1};

//PERIOD_M1,PERIOD_M5,PERIOD_M15,PERIOD_M30,PERIOD_H1,PERIOD_H4,PERIOD_D1,PERIOD_W1,PERIOD_MN1

//

int gCount = 0;

struct RateInfo

{

   int      time;

	int      ctm;                    // rate time

	int       open;                   // open price: 11987=119.87

	int       high, low, close;       // high,low,close shift from open

	double    vol;                    // volume

};

//DLL

#import "TradeQuot.dll"

void UnInit();

int Init(int,int);

void OnKineDataChange(string symbol, int period, RateInfo &data[],int kinesize);

void OnKineDataChangeW(string symbol, int period, RateInfo &data[], int kinesize);

void OnKineDataChangeExW(string symbol, int period,RateInfo &data);

#import

//+------------------------------------------------------------------+

//| Expert initialization function                                   |

//+------------------------------------------------------------------+

int OnInit()

{

   //Print(PERIOD_M1," ",PERIOD_M5," ",PERIOD_M15," ",PERIOD_M30," ",PERIOD_H1," ",PERIOD_H4," ",PERIOD_D1," ",PERIOD_W1," ",PERIOD_MN1);

   int ret = Init(1,0);

   if(ret!=1){

      Print("init dll failed code=",ret);

      return INIT_FAILED;

   }

   long begin=TimeLocal();

   GetKline(0);

   long end=TimeLocal();

   Print("OnInit use:"+(end-begin)+"s");

//--- create timer

   EventSetTimer(60);

//---

   return(INIT_SUCCEEDED);

}

void GetKline(int type)

{

   //long t=TimeLocal();

   int maxBars = 2;

   if(type==0){

      maxBars = 5000;

   }

   for(int i=0;i<ArraySize(symbols);i++){

      for(int j=0;j<ArraySize(periods);j++){

         string symbol=symbols[i];

         int period = periods[j];

         MqlRates rates[];

         ArraySetAsSeries(rates,true);

         int copied=CopyRates(symbol,period,0,maxBars,rates);

         Print("GetKline:["+symbol+":"+period+"] - "+copied);

         if(copied>0){

            RateInfo item[];

            ArrayResize(item,copied);

            for(int m=0;m<copied;m++)

            {

               item[m].time = rates[m].time;

               item[m].ctm = rates[m].time;

               item[m].open = rates[m].open;

               item[m].high = rates[m].high;

               item[m].low = rates[m].low;

               item[m].close = rates[m].close;

               item[m].vol = rates[m].tick_volume;

               gCount=gCount+1;

               if(gCount%100000==0){

                  printf("%s %d %s %lf %lf %lf %lf %d",symbol,period,TimeToString(rates[m].time),

                     rates[m].open,rates[m].high,rates[m].low,rates[m].close,rates[m].tick_volume);

               }

            }

            OnKineDataChangeW(symbol,period,item,copied);

            ArrayFree(item);

         }else{

            Print("Failed to get history data for the symbol ",symbol," period ",period," code ",GetLastError());

         }

      }

   }

}

//+------------------------------------------------------------------+

//| Expert deinitialization function                                 |

//+------------------------------------------------------------------+

void OnDeinit(const int reason)

  {

//--- destroy timer

   EventKillTimer();

   UnInit();

  }

//+------------------------------------------------------------------+

//| Expert tick function                                             |

//+------------------------------------------------------------------+

void OnTick()

  {

//---

  }

//+------------------------------------------------------------------+

//| Timer function                                                   |

//+------------------------------------------------------------------+

void OnTimer()

  {

//---

   Print("onTimer...");

   GetKline(1);

  }

//+------------------------------------------------------------------+