Pull data from website into CSV and refreshes every five minutes - algorithmic-trading

I'm developing a program in MQL4 that's going to require a few snippets of data pulled from a specific web page.
How can I dump this into a .csv file every 5 minutes?
I'm stuck on how to am I going to go about this.
Structure
Some pieces of data dumped from a .html page
Plug into .csv file
Read by MQL4

Since your Question is so general (not specific coding issue), and it is too wide. I will offer a generalize answer to point you at the right direction. You need to do your own research.
PART 1 - Schedule an Event
In your EA, in the OnInit(); create a timer with EventSetTimer(5*60).
That will trigger the event OnTimer() event. 5*60 = 5 minutes.
In that OnTimer() event, call your download program (see Part 2)
PART 2 - DOWNLOAD HTML
You can achieve this without using 3rd-party DLLs. The built-in Windows Wininet.DLL has the right APIs for this:
import "wininet.dll" //Put a # in-front of import
int InternetAttemptConnect (int x);
int InternetOpenW(string sAgent, int lAccessType,
string sProxyName = "", string sProxyBypass = "",
int lFlags = 0);
int InternetOpenUrlW(int hInternetSession, string sUrl,
string sHeaders = "", int lHeadersLength = 0,
int lFlags = 0, int lContext = 0);
int InternetReadFile(int hFile, int& sBuffer[], int lNumBytesToRead,
int& lNumberOfBytesRead[]);
int InternetCloseHandle(int hInet);
import //Put a # in-front of import
That should get your started on the download part (do some research on your own).
First is to create a browser session using the OpenW, then open the URL with the OpenURLW, then read the content of the page with the ReadFile API; and finally, close the session with CloseHandle.
Once you have the HTML in a string variable within your MT4 code, all you need is to massage it the way you want it.
PART 3 - To Write To a .CSV
To perform File write operation, you are looking at the FileOpen(), FileWriteString() and FileClose() MQL4 functions.
PART 4 - To Read the .CSV
To read the CSV file, it is as simple as using the FileReadString().
You can split the string into CSV by using the StringSplit() function.

A Short Version
Yes, possible -- via an MQL4-independent external process, being connected via ZeroMQ to the .ex4 due to control and synchronisation needs ( ZMQ has ports/wrappers for many production-grade environments, so ready to integrate MQL4 with whatever one needs
Yes, possible -- Elementary, dear Watson... ( ref. #1, may be skipped, if needed )
Yes, possible -- May be available in a process-to-process ( ref. #1 and #2 )
Check this and other MQL4/ZeroMQ posts on Stack Overflow
Another MQL4 Real-time output, being remote-logged and animated

Related

how to include text file as string at compile time without adding c++11 string literal prefix and suffix in the text file

I'm aware of many similar questions on this site. I really like the solution mention in the following link:
https://stackoverflow.com/a/25021520/884553
with some modification, you can include text file at compile time, for example:
constexpr const char* s =
#include "file.txt"
BUT to make this work you have to add string literal prefix and suffix to your original file, for example
R"(
This is the original content,
and I don't want this file to be modified. but i
don't know how to do it.
)";
My question is: is there a way to make this work but not modifying file.txt?
(I know I can use command line tools to make a copy, prepend and append to the copy, remove the copy after compile. I'm looking for a more elegant solution than this. hopefully no need of other tools)
Here's what I've tried (but not working):
#include <iostream>
int main() {
constexpr const char* s =
#include "bra.txt" // R"(
#include "file.txt" //original file without R"( and )";
#include "ket.txt" // )";
std::cout << s << "\n";
return 0;
}
/opt/gcc8/bin/g++ -std=c++1z a.cpp
In file included from a.cpp:5:
bra.txt:1:1: error: unterminated raw string
R"(
^
a.cpp: In function ‘int main()’:
a.cpp:4:27: error: expected primary-expression at end of input
constexpr const char* s =
^
a.cpp:4:27: error: expected ‘}’ at end of input
a.cpp:3:12: note: to match this ‘{’
int main() {
^
No, this cannot be done.
There is a c++2a proposal to allow inclusion of such resources at compile time called std::embed.
The motivation part of ths p1040r1 proposal:
Motivation
Every C and C++ programmer -- at some point -- attempts to #include large chunks of non-C++ data into their code. Of course, #include expects the format of the data to be source code, and thusly the program fails with spectacular lexer errors. Thusly, many different tools and practices were adapted to handle this, as far back as 1995 with the xxd tool. Many industries need such functionality, including (but hardly limited to):
Financial Development
representing coefficients and numeric constants for performance-critical algorithms;
Game Development
assets that do not change at runtime, such as icons, fixed textures and other data
Shader and scripting code;
Embedded Development
storing large chunks of binary, such as firmware, in a well-compressed format
placing data in memory on chips and systems that do not have an operating system or file system;
Application Development
compressed binary blobs representing data
non-C++ script code that is not changed at runtime; and
Server Development
configuration parameters which are known at build-time and are baked in to set limits and give compile-time information to tweak performance under certain loads
SSL/TLS Certificates hard-coded into your executable (requiring a rebuild and potential authorization before deploying new certificates).
In the pursuit of this goal, these tools have proven to have inadequacies and contribute poorly to the C++ development cycle as it continues to scale up for larger and better low-end devices and high-performance machines, bogging developers down with menial build tasks and trying to cover-up disappointing differences between platforms.
MongoDB has been kind enough to share some of their code below. Other companies have had their example code anonymized or simply not included directly out of shame for the things they need to do to support their workflows. The author thanks MongoDB for their courage and their support for std::embed.
The request for some form of #include_string or similar dates back quite a long time, with one of the oldest stack overflow questions asked-and-answered about it dating back nearly 10 years. Predating even that is a plethora of mailing list posts and forum posts asking how to get script code and other things that are not likely to change into the binary.
This paper proposes <embed> to make this process much more efficient, portable, and streamlined. Here’s an example of the ideal:
#include <embed>
int main (int, char*[]) {
constexpr std::span<const std::byte> fxaa_binary = std::embed( "fxaa.spirv" );
// assert this is a SPIRV file, compile-time
static_assert( fxaa_binary[0] == 0x03 && fxaa_binary[1] == 0x02
&& fxaa_binary[2] == 0x23 && fxaa_binary[3] == 0x07
, "given wrong SPIRV data, check rebuild or check the binaries!" )
auto context = make_vulkan_context();
// data kept around and made available for binary
// to use at runtime
auto fxaa_shader = make_shader( context, fxaa_binary );
for (;;) {
// ...
// and we’re off!
// ...
}
return 0;
}

How to draw a chart from a CSV-file in MQL4?

I'm new to MQL and MetaTrader 4,but I want to read a .CSV-file and draw the values I've got into the chart of the Expert Advisor I'm working on.
Every .CSV file has the form of:
;EURUSD;1
DATE;TIME;HIGH;LOW;CLOSE;OPEN;VOLUME
2014.06.11;19:11:00;1.35272;1.35271;1.35271;1.35272;4
2014.06.11;19:14:00;1.35287;1.35282;1.35284;1.35283;30
Where the EURUSD part is the _Symbol, which another program generated, the 1 is the period, and all the other things are the data to draw.
Is there any form to do it inside an Expert Advisor, or do I need to use a Custom Indicator?
If that's the case, how can I do it in the simplest way?
P.S.: I read the data in a struct:
struct entry
{
string date;
string time;
double high;
double low;
double close;
double open;
int volume;
};
There are three principally different approaches available in MT4
First, one mayreshuffle data-cells into a compatible format T,O,H,L,C,V and import records using F2 History Center [Import] facility of the MetaTrader Terminal. One may create one's own Symbol-name so as to avoid name-colliding cases in the History Center database.
This way, one lets MT4 to create system-level illustrations of the TOHLCV-data, using the platform's underlying graphical engine.
Second,
one may ignore the underlying graphical engine andwork on a user-controlled GUI-overlayso as to implement an algorithm to read a CSV file and create a set of MQL4 GUI-objects algorithmically, based on the data contained in the said CSV file. An experience based decision whether to use an { ExpertAdvisor | CustomIndicator } would yield to use a Script for this purpose, due to it's one-shot processing.One shall realise, MT4 code-execution ecosystem does a specific context-binding between an MQL4-code ( which is being run ) and an MT4.Graph which does not allow a code launched on a GBPJPY MT4.Graph to process directly objects, related with FTSE.100 MT4.Graph. Yes, if asked to, one may implement a few add-ons and develop a sofisticated distributed processing model to make this work "accross" the said context-binding borders.
Third,
and for some cases the most interesting way is a file based approach, whereone may
pre-process CSV data in a similar way as in second option but not inside a live-MT4 process, but "beforehand" and
generate one's own Profile file, keeping an MT4 convention of placing & content of - ~/profiles/<aProfileNAME>/chart01.chr - ~/profiles/<aProfileNAME>/order.wnd
-~/profiles/lastprofile.ini, referring <aProfileNAME> on it's first row
This way, once the MT4 session starts, the pre-fabricated files are pilot-tape auto-loaded and displayed as one wishes to, Q.E.D.
A .chr file syntax sample:
<chart>
id=130394787628125000
comment=msLIB.TERMINAL: _______________2013.04.15 08:00:00 |cpuClockTIXs = 448765484 |
symbol=EURCHF
period=60
leftpos=6188
digits=4
scale=4
graph=1
fore=0
grid=0
volume=1
scroll=0
shift=1
ohlc=1
...
<window>
height=100
fixed_height=0
<indicator>
name=main
<object>
type=10
object_name=Fibo 16762
...
<object>
type=16
object_name=msLIB.RectangleOnEVENT
period_flags=0
create_time=1348596865
color=25600
style=0
weight=1
background=0
filling=0
selectable=1
hidden=0
zorder=0
time_0=1348592400
value_0=1.213992
time_1=1348624800
value_1=1.209486
ray=0
</object>
...
<object>
type=17
object_name=msLIB.TriangleMarker
period_flags=0
create_time=1348064992
color=17919
style=2
weight=1
background=0
filling=0
selectable=1
hidden=0
zorder=0
time_0=1348052400
value_0=1.213026
time_1=1348070400
value_1=1.213026
time_2=1348070400
value_2=1.210476
</object>

Write data to sdcard zedboard

I want to write data to zedboard's sdcard. I am able to write data to DRAM. Now I want to read DRAM's data and write it Sdcard. I have followed this (http://elm-chan.org/fsw/ff/00index_e.html) but it does not fulfill my requirement. I am not able to find any tutorial any example etc for this.
Please any tutorial link or any example. Thanks.
If you're using Vivado SDK, which I assume you are, it is really straightforward to use the SD Card.
To include the Fat File System, inside Xilinx SDK, open your Board Support Package (system.mss file) an select Modify this BSP's Settings. Under Overview, you can select xilffs.
Next, you must write the software to access the SD Card. This library offers a wide variety of functions. You can either look at here_1, in here_2 or in here_3. In this second reference is provided a wide variety of complex functions.
Aside from this, in order to use the SD Card, what you should basically do is written below. Note that this is just an overview, and you should refer to the references I gave you.
# Flush the cache
Xil_DCacheFlush();
Xil_DCacheDisable();
# Initialize the SD Card
f_mount(0, 0);
f_mount(0, <FATFS *>)
# Open a file using f_open
# Read and Write Operations
# Either use f_write or f_read
# Close your file with f_close
# Unmount the SD with f_mount(0,0)
Note that experience teaches me that you need to write to the file in blocks that are multiples of the block size of the file system, which for the FAT files syste, is typically 512 bytes. Writing less that 512 bytes and closing the file will make it zero bytes in length.
In new version of Xilffs (Fatfs) lib syntax is little changed.
New syntax is:
static FATFS FS_instance; // File System instance
const char *path = "0:/"; // string pointer to the logical drive number
static FIL file1; // File instance
FRESULT result; // FRESULT variable
static char fileName[24] = "FIL"; // name of the log
result = f_mount(&FS_instance, path, 0); //f_mount
result = f_open(&file1, (char *)fileName, FA_OPEN_ALWAYS | FA_WRITE); //f_open
May be this can help you.

How to programatically get an OSX window id from a process id on 10.6? (using Applescript, Objective-C, whatever)

I know that I can do
tell application "Safari" to id of window 1
to get the window ID of Safari. However, this only works for Applescriptable applications. I want to be able to write a program that will take a PID as input and output the window ID. (In case you are curious, this will be used in turn to supply the window ID to the undocumented "CGSMoveWorkspaceWindowList" to move applications between spaces on 10.6.)
According to this question, it is possible to do it via undocumented APIs in the OSX Accessibility API with Objective-C. Unfortunately, the author didn't specify any additional information about it.
Of course, I'm not married to Objective-C, I just want to get the WID from a PID by any means possible. One other possibility, if anyone knows how, is to get the WID from the currently activated/frontmost process (I have a command line tool to activate a given PID).
Edit: Thanks to weichsel pointing me down the right path, I made a program to output all window data.
#include <Carbon/Carbon.h>
// compile as such:
// gcc -framework carbon -framework foundation GetWindowList.c
int main(int argc, char **argv) {
CFArrayRef windowList;
if (argc != 1) {
printf("usage: %s\n", argv[0]);
exit(1);
}
windowList = CGWindowListCopyWindowInfo(kCGWindowListExcludeDesktopElements, kCGNullWindowID);
NSLog(CFSTR("Array: %#"), windowList);
CFRelease(windowList);
}
Then, I used Python to parse all of the data, mostly because I have 0 idea on how to do that in Objective-C, and Python would probably be less lines of code anyway. =D
import os
import re
PID_WID_List = []
temp = os.popen('./GetWindowList 2>&1').read().strip().split('},')
for i in temp:
match = re.search('kCGWindowOwnerPID = (\d+);', i)
pid = match.group(1)
match = re.search('kCGWindowNumber = (\d+);', i)
wid = match.group(1)
PID_WID_List.append((pid, wid))
Note that NSLog writes everything to system.log, so this method isn't suitable for an infinite checking loop.
Thanks again to weichsel.
The question you linked to already contains a part of the answer.
The Objective-C way to get an ordered list of windows (including their ID and level) is the Quartz Window Services API (CGWindowList...).
Apple provides the "Son of Grab" sample code project, that allows you to explore all values returned by CGWindowListCopyWindowInfo:
https://developer.apple.com/library/mac/samplecode/SonOfGrab/
While the window information dictionary doesn't explicitly contain a "frontmost" key, you should be able to find the correct window by filtering the list for elements where kCGWindowLayer == 0 and choose the first element (the list is ordered front-to-back).
The dictionary also contains a kCGWindowOwnerPID key.

How to get file MFT entry/inode using Java or C++

I've written a duplicate finder in Java, but I need to include hard link support for it. Unfortunately, there seems to be no way to dig out a file's MFT entry in Java.
Although there is a method called fileKey() in the BasicFileAttributeView class, it won't work on the NTFS file system (I haven't tested it on ext yet).
I also found the method isSameFile() (in java.nio.file.Path). Does anyone know how this method works? It seems to be doing the right thing, but it returns a Boolean value, so it is worthless for me (I wish to put the results into a map and group them by their MFT entries).
I can always compare the creation times, modification times, etc. for each file, but this is just giving up.
Is there any way to accomplish what I am trying to do in either C++ or Java? I care more about making it work on NTFS than ext.
You would need to use the FILE_ID_FULL_DIRECTORY_INFORMATION structure along with the NtQueryDirectoryFile function (or the FILE_INTERNAL_INFORMATION structure along with the NtQueryInformationFile, if you already have a handle) inside ntdll.dll (available since Windows XP, if not earlier) to get the 8-byte file IDs and check if they are the same.
This will tell you if they are the same file, but not if they are the same stream of the same file.
I'm not sure how to detect if two files are the same stream from user-mode -- there is a structure named FILE_STREAM_INFORMATION which can return all the streams associated with a file, but it doesn't tell you which stream you have currently opened.
Detecting hard links is usually accomplished by calling FindFirstFileNameW. But there is a lower level way.
To get the NTFS equivalent to inodes, try the FSCTL_GET_OBJECT_ID ioctl code.
There's a unique (until the file is deleted) identifier in the BY_HANDLE_FILE_INFORMATION structure as well.
If the volume has an enabled USN Change Journal, you can issue the FSCTL_READ_FILE_USN_DATA ioctl code. Check the FileReferenceNumber member in the USN_RECORD structure
In Java you can use sun.nio.ch.FileKey which is a non-transparent enclosure for NTFS Inode. All the hard links share the same Inode.
Therefore, if you need to collect hard links, you can create FileKey from each suspect and compare them (e.g. by putting pairs of FileKey -> File into a Multimap)
I find fileKey is always null. Here is some code that can actually read the NTFS inode number. There remain many aspects I'm not happy with, not least, it relies on reflection.
import sun.nio.ch.FileKey;
import java.io.*;
import java.lang.reflect.Field;
import java.nio.file.Path;
class NTFS {
static long inodeFromPath(Path path) throws IOException, NoSuchFieldException, IllegalAccessException {
try (FileInputStream fi = new FileInputStream(path.toFile())) {
FileDescriptor fd = fi.getFD();
FileKey fk = FileKey.create(fd);
Field privateField = FileKey.class.getDeclaredField("nFileIndexHigh");
privateField.setAccessible(true);
long high = (long) privateField.get(fk);
privateField = FileKey.class.getDeclaredField("nFileIndexLow");
privateField.setAccessible(true);
long low = (long) privateField.get(fk);
long power = (long) 1 << 32;
long inode = high * power + low;
return inode;
}
}
}

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