fix Dataframe to DataFrame

README.md

@@ -143,7 +143,7 @@ timeframe = "M1"
 fromDate = "24/02/2021"
 toDate = "24/02/2021"
 
-history = mt.historyDataframe(symbol,timeframe,fromDate,toDate)
+history = mt.historyDataFrame(symbol,timeframe,fromDate,toDate)
 print(history)
 
  open high low close volume spread
@@ -195,7 +195,7 @@ date
 symbol = "EURUSD"
 timeframe = "M1"
 
-history = mt.ShorthistoryDataframe(symbol,timeframe,10)
+history = mt.ShorthistoryDataFrame(symbol,timeframe,10)
 print(history)
 
  open high low close volume spread
@@ -306,6 +306,21 @@ date
 
 ```
 
+# for converting DataFrame to local time
+
+```python
+from ejtraderMT import Metatrader
+
+symbol = "EURUSD"
+timeframe = "M1"
+fromDate = "24/02/2021"
+toDate = "24/02/2021"
+
+# Example add True to end of command
+history = mt.historyDataFrame(symbol,timeframe,fromDate,toDate,True)
+
+```
+
 # history dictionary "array"
 
 #### Short History from Date to Date dict

ejtraderMT/api/platafrom.py

@@ -5,6 +5,7 @@
 from datetime import datetime
 import time
 from pytz import timezone
+from tzlocal import get_localzone
 tz = timezone('UTC')
 
 class Functions:
@@ -207,7 +208,10 @@ class Metatrader:
  def __init__(self,host=None):
  self.api = Functions(host)
  self.livePrice = self.api.live_socket()
- self. liveEvent = self.api.streaming_socket()
+ self.liveEvent = self.api.streaming_socket()
+ self.mytimezone = get_localzone()
+ self.utcoffset = self.offset()
+
 
 
 
@@ -315,6 +319,18 @@ def positions(self):
  def orders(self):
  return json.loads(json.dumps(self.api.Command(action="ORDERS")))
 
+ def offset(self):
+ utc = datetime.now(tz).strftime('%Y-%m-%d %H:%M:%S')
+ accountInfo = self.api.Command(action="ACCOUNT")
+ date = accountInfo['time']
+ trade = datetime.strptime(date, '%Y.%m.%d %H:%M:%S')
+ zone = datetime.strptime(utc, '%Y-%m-%d %H:%M:%S')
+ duration = trade - zone 
+ duration_in_s = duration.total_seconds() 
+ hour = int(duration_in_s)
+
+ return hour
+
 
  def Shorthistory(self, symbol, chartTF, fromDate):
 
@@ -338,19 +354,25 @@ def history(self, symbol, chartTF, fromDate, toDate):
  return data
 
 
- def historyDataframe(self, symbol, chartTF, fromDate, toDate):
+ def historyDataFrame(self, symbol, chartTF, fromDate, toDate, localTime=False):
 
  if(chartTF == 'TICK'):
  data = json.loads(json.dumps(self.api.Command(action="HISTORY", actionType="DATA", symbol=symbol, chartTF=chartTF, fromDate=convertDate(fromDate), toDate=convertDate(toDate))))
  data_frame = pd.DataFrame(data['data'], columns=['date', 'bid', 'ask'])
  data_frame = data_frame.set_index(['date'])
- data_frame.index = pd.to_datetime(data_frame.index,unit='s')
+ if localTime:
+ data_frame.index = pd.to_datetime(data_frame.index,unit='s')
+ data_frame.index = data_frame.index.tz_localize(self.utcoffset)
+ data_frame.index = data_frame.index.tz_convert(self.mytimezone)
  self.api.Command(action="RESET")
  else:
  data = json.loads(json.dumps(self.api.Command(action="HISTORY", actionType="DATA", symbol=symbol, chartTF=chartTF, fromDate=convertDate(fromDate), toDate=convertDate(toDate))))
  data_frame = pd.DataFrame(data['data'], columns=['date', 'open', 'high', 'low','close','volume','spread'])
  data_frame = data_frame.set_index(['date'])
- data_frame.index = pd.to_datetime(data_frame.index,unit='s')
+ if localTime:
+ data_frame.index = pd.to_datetime(data_frame.index,unit='s')
+ data_frame.index = data_frame.index.tz_localize(self.utcoffset)
+ data_frame.index = data_frame.index.tz_convert(self.mytimezone)
  self.api.Command(action="RESET")
  return data_frame
  def timeframe_to_sec(self, timeframe):
@@ -370,25 +392,31 @@ def timeframe_to_sec(self, timeframe):
  return TIMECANDLE[timeframe] 
 
 
- def ShorthistoryDataframe(self, symbol, chartTF, fromDate):
+ def ShorthistoryDataFrame(self, symbol, chartTF, fromDate, localTime=False):
 
  if(chartTF == 'TICK'):
  data = json.loads(json.dumps(self.api.Command(action="HISTORY", actionType="DATA", symbol=symbol, chartTF=chartTF, fromDate=datetime.utcnow().timestamp() - (fromDate * 60))))
  data_frame = pd.DataFrame(data['data'], columns=['date', 'bid', 'ask'])
  data_frame = data_frame.set_index(['date'])
- data_frame.index = pd.to_datetime(data_frame.index,unit='s')
+ if localTime:
+ data_frame.index = pd.to_datetime(data_frame.index,unit='s')
+ data_frame.index = data_frame.index.tz_localize(self.utcoffset)
+ data_frame.index = data_frame.index.tz_convert(self.mytimezone)
  self.api.Command(action="RESET")
  else:
  data = json.loads(json.dumps(self.api.Command(action="HISTORY", actionType="DATA", symbol=symbol, chartTF=chartTF, fromDate=datetime.utcnow().timestamp() - (fromDate * (self.timeframe_to_sec(chartTF) * 60)))))
  data_frame = pd.DataFrame(data['data'], columns=['date', 'open', 'high', 'low','close','volume','spread'])
  data_frame = data_frame.set_index(['date'])
- data_frame.index = pd.to_datetime(data_frame.index,unit='s')
+ if localTime:
+ data_frame.index = pd.to_datetime(data_frame.index,unit='s')
+ data_frame.index = data_frame.index.tz_localize(self.utcoffset)
+ data_frame.index = data_frame.index.tz_convert(self.mytimezone)
  self.api.Command(action="RESET")
  return data_frame
 
 
 
- def historyMultiDataFrame(self, symbol, symbols, chartTF, fromDate, toDate):
+ def historyMultiDataFrame(self, symbol, symbols, chartTF, fromDate, toDate, localTime=False):
  actives = symbols
  main = pd.DataFrame()
  current = pd.DataFrame()
@@ -399,36 +427,48 @@ def historyMultiDataFrame(self, symbol, symbols, chartTF, fromDate, toDate):
  data = json.loads(json.dumps(self.api.Command(action="HISTORY", actionType="DATA", symbol=active, chartTF=chartTF, fromDate=convertDate(fromDate), toDate=convertDate(toDate))))
  main = pd.DataFrame(data['data'], columns=['date', 'bid', 'ask'])
  main = main.set_index(['date'])
- main.index = pd.to_datetime(main.index,unit='s')
+ if localTime:
+ main.index = pd.to_datetime(main.index,unit='s')
+ main.index = main.index.tz_localize(self.utcoffset)
+ main.index = main.index.tz_convert(self.mytimezone)
  self.api.Command(action="RESET")
  else:
  data = json.loads(json.dumps(self.api.Command(action="HISTORY", actionType="DATA", symbol=active, chartTF=chartTF, fromDate=convertDate(fromDate), toDate=convertDate(toDate))))
  main = pd.DataFrame(data['data'], columns=['date', 'open', 'high', 'low','close','volume','spread'])
  main = main.set_index(['date'])
- main.index = pd.to_datetime(main.index,unit='s')
+ if localTime:
+ main.index = pd.to_datetime(main.index,unit='s')
+ main.index = main.index.tz_localize(self.utcoffset)
+ main.index = main.index.tz_convert(self.mytimezone)
  self.api.Command(action="RESET")
 
  else:
  if(chartTF == 'TICK'):
  data = json.loads(json.dumps(self.api.Command(action="HISTORY", actionType="DATA", symbol=active, chartTF=chartTF, fromDate=convertDate(fromDate), toDate=convertDate(toDate))))
  current = pd.DataFrame(data['data'], columns=['date', 'bid', 'ask'])
  current = current.set_index(['date'])
- current.index = pd.to_datetime(current.index,unit='s')
+ if localTime:
+ current.index = pd.to_datetime(current.index,unit='s')
+ current.index = current.index.tz_localize(self.utcoffset)
+ current.index = current.index.tz_convert(self.mytimezone)
  current.columns = [f'BID{active}',f'ASK{active}']
  self.api.Command(action="RESET")
  main = pd.merge(main,current, how='inner', left_index=True, right_index=True)
  else:
  data = json.loads(json.dumps(self.api.Command(action="HISTORY", actionType="DATA", symbol=active, chartTF=chartTF, fromDate=convertDate(fromDate), toDate=convertDate(toDate))))
  current = pd.DataFrame(data['data'], columns=['date', 'open', 'high', 'low','close','volume','spread'])
  current = current.set_index(['date'])
- current.index = pd.to_datetime(current.index,unit='s')
+ if localTime:
+ current.index = pd.to_datetime(current.index,unit='s')
+ current.index = current.index.tz_localize(self.utcoffset)
+ current.index = current.index.tz_convert(self.mytimezone)
  current.columns = [f'OPEN{active}',f'HIGH{active}',f'LOW{active}',f'CLOSE{active}',f'VOLUME{active}',f'SPREAD{active}']
  self.api.Command(action="RESET")
  main = pd.merge(main,current, how='inner', left_index=True, right_index=True)
  main = main.loc[~main.index.duplicated(keep = 'first')]
  return main
 
- def ShorthistoryMultiDataFrame(self, symbol, symbols, chartTF, fromDate):
+ def ShorthistoryMultiDataFrame(self, symbol, symbols, chartTF, fromDate, localTime=False):
  actives = symbols
  main = pd.DataFrame()
  current = pd.DataFrame()
@@ -439,29 +479,41 @@ def ShorthistoryMultiDataFrame(self, symbol, symbols, chartTF, fromDate):
  data = json.loads(json.dumps(self.api.Command(action="HISTORY", actionType="DATA", symbol=active, chartTF=chartTF, fromDate=datetime.utcnow().timestamp() - (fromDate * 60))))
  main = pd.DataFrame(data['data'], columns=['date', 'bid', 'ask'])
  main = main.set_index(['date'])
- main.index = pd.to_datetime(main.index,unit='s')
+ if localTime:
+ main.index = pd.to_datetime(main.index,unit='s')
+ main.index = main.index.tz_localize(self.utcoffset)
+ main.index = main.index.tz_convert(self.mytimezone)
  self.api.Command(action="RESET")
  else:
  data = json.loads(json.dumps(self.api.Command(action="HISTORY", actionType="DATA", symbol=active, chartTF=chartTF, fromDate=datetime.utcnow().timestamp() - (fromDate * (self.timeframe_to_sec(chartTF) * 60)))))
  main = pd.DataFrame(data['data'], columns=['date', 'open', 'high', 'low','close','volume','spread'])
  main = main.set_index(['date'])
- main.index = pd.to_datetime(main.index,unit='s')
+ if localTime:
+ main.index = pd.to_datetime(main.index,unit='s')
+ main.index = main.index.tz_localize(self.utcoffset)
+ main.index = main.index.tz_convert(self.mytimezone)
  self.api.Command(action="RESET")
 
  else:
  if(chartTF == 'TICK'):
  data = json.loads(json.dumps(self.api.Command(action="HISTORY", actionType="DATA", symbol=active, chartTF=chartTF, fromDate=datetime.utcnow().timestamp() - (fromDate * 60))))
  current = pd.DataFrame(data['data'], columns=['date', 'bid', 'ask'])
  current = current.set_index(['date'])
- current.index = pd.to_datetime(current.index,unit='s')
+ if localTime:
+ current.index = pd.to_datetime(current.index,unit='s')
+ current.index = current.index.tz_localize(self.utcoffset)
+ current.index = current.index.tz_convert(self.mytimezone)
  current.columns = [f'BID{active}',f'ASK{active}']
  self.api.Command(action="RESET")
  main = pd.merge(main,current, how='inner', left_index=True, right_index=True)
  else:
  data = json.loads(json.dumps(self.api.Command(action="HISTORY", actionType="DATA", symbol=active, chartTF=chartTF, fromDate=datetime.utcnow().timestamp() - (fromDate * (self.timeframe_to_sec(chartTF) * 60)))))
  current = pd.DataFrame(data['data'], columns=['date', 'open', 'high', 'low','close','volume','spread'])
  current = current.set_index(['date'])
- current.index = pd.to_datetime(current.index,unit='s')
+ if localTime:
+ current.index = pd.to_datetime(current.index,unit='s')
+ current.index = current.index.tz_localize(self.utcoffset)
+ current.index = current.index.tz_convert(self.mytimezone)
  current.columns = [f'OPEN{active}',f'HIGH{active}',f'LOW{active}',f'CLOSE{active}',f'VOLUME{active}',f'SPREAD{active}']
  self.api.Command(action="RESET")
  main = pd.merge(main,current, how='inner', left_index=True, right_index=True)

requirements.txt

@@ -1,2 +1,3 @@
 pandas>=0.25.1
-pyzmq>=19.0.2
+pyzmq>=19.0.2
+tzlocal==2.1

test/MultipleDataframe.py

@@ -6,10 +6,10 @@
 symbol = "EURUSD"
 symbols = [symbol,"GBPUSD","AUDUSD"]
 timeframe = "M1"
-fromDate = "01/01/2021"
-toDate = "01/02/2021"
+fromDate = "24/02/2021"
+toDate = "26/02/2021"
 
-data = api.historyDataFrame(symbol,symbols,timeframe,fromDate,toDate)
+data = api.historyDataFrame(symbol,timeframe,fromDate,toDate,True)
 
 
 

test/ShortMultipleDataframe.py

@@ -9,7 +9,7 @@
 timeframe = "M1"
 
 
-data = api.ShorthistoryDataframe(symbol,timeframe,3)
+data = api.ShorthistoryDataFrame(symbol,timeframe,3)
 
 
 print(data)