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);
  }
//+------------------------------------------------------------------+