Issue #122: Implemented UnlockTicks function in MtApi (MT5)

MTApiService/Mt5Expert.cs

@@ -4,35 +4,51 @@ namespace MTApiService
 {
  public class Mt5Expert : MtExpert
  {
- private static readonly ILog Log = LogManager.GetLogger(typeof(MtExpert));
+ private static readonly ILog Log = LogManager.GetLogger(typeof(Mt5Expert));
  private const int StopExpertInterval = 2000; // 2 sec for testing mode
- private readonly System.Timers.Timer _stopTimer = new System.Timers.Timer();
+ private System.Timers.Timer _stopTimer;
 
 
  public Mt5Expert(int handle, string symbol, double bid, double ask, IMetaTraderHandler mtHandler, bool isTestMode) : 
  base(handle, symbol, bid, ask, mtHandler)
  {
  IsTestMode = isTestMode;
- _stopTimer.Interval = StopExpertInterval;
- _stopTimer.Elapsed += _stopTimer_Elapsed;
  }
 
  public bool IsTestMode { get; }
 
- public override void UpdateQuote(MtQuote quote)
+ public override int GetCommandType()
  {
- Log.Debug("UpdateQuote: begin.");
+ Log.Debug("GetCommandType: called.");
 
- base.UpdateQuote(quote);
+ if (IsTestMode)
+ {
+ ResetTestModeTimer();
+ }
+
+ return base.GetCommandType();
+ }
+
+ public override void SendEvent(MtEvent mtEvent)
+ {
+ Log.DebugFormat("SendEvent: begin. event = {0}", mtEvent);
 
  if (IsTestMode)
  {
- //reset timer
- _stopTimer.Stop();
- _stopTimer.Start();
+ if (_stopTimer == null)
+ {
+ _stopTimer = new System.Timers.Timer
+ {
+ Interval = StopExpertInterval,
+ AutoReset = false
+ };
+ _stopTimer.Elapsed += _stopTimer_Elapsed;
+ }
  }
 
- Log.Debug("UpdateQuote: end.");
+ base.SendEvent(mtEvent);
+
+ Log.Debug("SendEvent: end.");
  }
 
  private void _stopTimer_Elapsed(object sender, System.Timers.ElapsedEventArgs e)
@@ -42,7 +58,20 @@ private void _stopTimer_Elapsed(object sender, System.Timers.ElapsedEventArgs e)
  Log.Warn("Mt5Expert has received new tick during 2 sec in testing mode. The possible cause: user has stopped the tester manually in MetaTrader 5.");
  Deinit();
 
+ _stopTimer.Elapsed -= _stopTimer_Elapsed;
+ _stopTimer = null;
+
  Log.Debug("_stopTimer_Elapsed: end.");
  }
+
+ private void ResetTestModeTimer()
+ {
+ if (_stopTimer == null)
+ return;
+
+ //reset timer
+ _stopTimer.Stop();
+ _stopTimer.Start();
+ }
  }
 }

MTApiService/MtAdapter.cs

@@ -66,6 +66,7 @@ public void AddExpert(int port, MtExpert expert)
  }
 
  server.AddExpert(expert);
+ expert.Deinited += ExpertOnDeinited;
 
  Log.Info("AddExpert: end");
  }
@@ -81,7 +82,6 @@ public void RemoveExpert(int expertHandle)
  if (_experts.ContainsKey(expertHandle))
  {
  expert = _experts[expertHandle];
- _experts.Remove(expertHandle);
  }
  }
 
@@ -270,6 +270,31 @@ private void server_Stopped(object sender, EventArgs e)
  }
  }
  }
+
+
+ private void ExpertOnDeinited(object sender, EventArgs eventArgs)
+ {
+ Log.Debug("ExpertOnDeinited: begin.");
+
+ var expert = sender as MtExpert;
+ if (expert == null)
+ {
+ Log.Warn("expert_Deinited: end. Expert is not defined.");
+ return;
+ }
+
+ lock (_experts)
+ {
+ if (_experts.ContainsKey(expert.Handle))
+ {
+ _experts.Remove(expert.Handle);
+ }
+ }
+
+ Log.DebugFormat("ExpertOnDeinited: removed expert {0}", expert.Handle);
+
+ Log.Debug("ExpertOnDeinited: end.");
+ }
  #endregion
  }
 }

MTApiService/MtExpert.cs

@@ -48,7 +48,7 @@ public void SendResponse(MtResponse response)
  Log.Debug("SendResponse: end.");
  }
 
- public int GetCommandType()
+ public virtual int GetCommandType()
  {
  Log.Debug("GetCommandType: called.");
 
@@ -110,7 +110,7 @@ public bool ContainsNamedParameter(string name)
  return command.NamedParams.ContainsKey(name);
  }
 
- public void SendEvent(MtEvent mtEvent)
+ public virtual void SendEvent(MtEvent mtEvent)
  {
  Log.DebugFormat("SendEvent: begin. event = {0}", mtEvent);
 
@@ -119,7 +119,7 @@ public void SendEvent(MtEvent mtEvent)
  Log.Debug("SendEvent: end.");
  }
 
- public virtual void UpdateQuote(MtQuote quote)
+ public void UpdateQuote(MtQuote quote)
  {
  Log.DebugFormat("UpdateQuote: begin. quote = {0}", quote);
 

MtApi5/Events/Mt5EventTypes.cs

@@ -4,6 +4,7 @@ internal enum Mt5EventTypes
  {
  OnTradeTransaction = 1,
  OnBookEvent = 2,
- OnTick = 3
+ OnTick = 3,
+ OnLastTimeBar = 4
  }
 }

MtApi5/Events/OnLastTimeBarEvent.cs

@@ -0,0 +1,9 @@
+namespace MtApi5.Events
+{
+ public class OnLastTimeBarEvent
+ {
+ public MqlRates Rates { get; set; }
+ public string Instrument { get; set; }
+ public int ExpertHandle { get; set; }
+ }
+}

MtApi5/MqlRates.cs

@@ -7,7 +7,6 @@ public class MqlRates
  {
  public MqlRates(DateTime time, double open, double high, double low, double close, long tick_volume, int spread, long real_volume)
  {
- this.time = time;
  mt_time = Mt5TimeConverter.ConvertToMtTime(time);
  this.open = open;
  this.high = high;
@@ -20,7 +19,6 @@ public MqlRates(DateTime time, double open, double high, double low, double clos
 
  internal MqlRates(long time, double open, double high, double low, double close, long tick_volume, int spread, long real_volume)
  {
- this.time = Mt5TimeConverter.ConvertFromMtTime(time);
  mt_time = time;
  this.open = open;
  this.high = high;
@@ -35,7 +33,7 @@ public MqlRates()
  {
  }
 
- public DateTime time { get; set; }  // Period start time
+ public DateTime time => Mt5TimeConverter.ConvertFromMtTime(mt_time); // Period start time  
  public long mt_time { get; set; } // Period start time (original MT time)
  public double open { get; set; } // Open price
  public double high { get; set; } // The highest price of the period

MtApi5/Mt5CommandType.cs

@@ -248,6 +248,8 @@ internal enum Mt5CommandType
  GlobalVariableTemp = 154,
  GlobalVariableSetOnCondition = 156,
  GlobalVariablesDeleteAll = 157,
- GlobalVariablesTotal = 158
+ GlobalVariablesTotal = 158,
+
+ UnlockTicks = 159
  }
 }

MtApi5/Mt5TimeBarArgs.cs

@@ -0,0 +1,18 @@
+using System;
+
+namespace MtApi5
+{
+ public class Mt5TimeBarArgs: EventArgs
+ {
+ internal Mt5TimeBarArgs(int expertHandle, string symbol, MqlRates rates)
+ {
+ ExpertHandle = expertHandle;
+ Rates = rates;
+ Symbol = symbol;
+ }
+
+ public int ExpertHandle { get; }
+ public string Symbol { get; }
+ public MqlRates Rates { get; }
+ }
+}

MtApi5/MtApi5.csproj

@@ -49,8 +49,10 @@
  <ItemGroup>
  <Compile Include="CopyTicksFlag.cs" />
  <Compile Include="Events\OnBookEvent.cs" />
+ <Compile Include="Events\OnLastTimeBarEvent.cs" />
  <Compile Include="Events\OnTickEvent.cs" />
  <Compile Include="Events\OnTradeTransactionEvent.cs" />
+ <Compile Include="Mt5TimeBarArgs.cs" />
  <Compile Include="MqlBookInfo.cs" />
  <Compile Include="MqlParam.cs" />
  <Compile Include="MqlRates.cs" />

MtApi5/MtApi5Client.cs

@@ -53,6 +53,7 @@ public MtApi5Client()
  _mtEventHandlers[Mt5EventTypes.OnBookEvent] = ReceivedOnBookEvent;
  _mtEventHandlers[Mt5EventTypes.OnTick] = ReceivedOnTickEvent;
  _mtEventHandlers[Mt5EventTypes.OnTradeTransaction] = ReceivedOnTradeTransaction;
+ _mtEventHandlers[Mt5EventTypes.OnLastTimeBar] = ReceivedOnLastTimeBar;
  }
 
  ///<summary>
@@ -3057,6 +3058,18 @@ public int GlobalVariablesTotal()
  }
  #endregion
 
+ #region Backtesting functions
+
+ ///<summary>
+ ///The function unlock ticks in backtesting mode.
+ ///</summary>
+ public void UnlockTicks()
+ {
+ SendCommand<object>(Mt5CommandType.UnlockTicks, null);
+ }
+
+ #endregion
+
  #endregion // Public Methods
 
  #region Properties
@@ -3104,6 +3117,7 @@ public int ExecutorHandle
  public event EventHandler<Mt5ConnectionEventArgs> ConnectionStateChanged;
  public event EventHandler<Mt5TradeTransactionEventArgs> OnTradeTransaction;
  public event EventHandler<Mt5BookEventArgs> OnBookEvent;
+ public event EventHandler<Mt5TimeBarArgs> OnLastTimeBar;
  #endregion
 
  #region Private Methods
@@ -3216,6 +3230,12 @@ private void ReceivedOnTickEvent(int expertHandler, string payload)
  QuoteUpdate?.Invoke(this, new Mt5QuoteEventArgs(quote));
  }
 
+ private void ReceivedOnLastTimeBar(int expertHandler, string payload)
+ {
+ var e = JsonConvert.DeserializeObject<OnLastTimeBarEvent>(payload);
+ OnLastTimeBar?.Invoke(this, new Mt5TimeBarArgs(expertHandler, e.Instrument, e.Rates));
+ }
+
  private void Connect(string host, int port)
  {
  var client = new MtClient(host, port);

TestClients/MtApi5TestClient/MainWindow.xaml

@@ -574,14 +574,17 @@
  <Grid.RowDefinitions>
  <RowDefinition Height="*" />
  <RowDefinition Height="Auto" />
+ <RowDefinition Height="Auto" />
  </Grid.RowDefinitions>
 
  <WrapPanel VerticalAlignment="Top" Margin="5">
  <Button Command="{Binding GetLastErrorCommand}" Content="GetLastError" Margin="2"/>
  <Button Command="{Binding ResetLastErrorCommand}" Content="ResetLastError" Margin="2"/>
  </WrapPanel>
 
- <Grid Margin="10" Grid.Row="1">
+ <Button Grid.Row="1" Content="UnlockTicks" HorizontalAlignment="Left" Margin="5" Command="{Binding UnlockTicksCommand}"/>
+
+ <Grid Margin="10" Grid.Row="2">
  <Grid.RowDefinitions>
  <RowDefinition Height="Auto"/>
  <RowDefinition Height="Auto"/>

TestClients/MtApi5TestClient/ViewModel.cs

@@ -121,6 +121,8 @@ public class ViewModel : INotifyPropertyChanged
  public DelegateCommand GlobalVariableSetOnConditionCommand { get; private set; }
  public DelegateCommand GlobalVariablesDeleteAllCommand { get; private set; }
  public DelegateCommand GlobalVariablesTotalCommand { get; private set; }
+
+ public DelegateCommand UnlockTicksCommand { get; private set; }
  #endregion
 
  #region Properties
@@ -289,6 +291,7 @@ public ViewModel()
  _mtApiClient.QuoteUpdate += mMtApiClient_QuoteUpdate;
  _mtApiClient.OnTradeTransaction += mMtApiClient_OnTradeTransaction;
  _mtApiClient.OnBookEvent += _mtApiClient_OnBookEvent;
+ _mtApiClient.OnLastTimeBar += _mtApiClient_OnOnLastTimeBar;
 
  ConnectionState = _mtApiClient.ConnectionState;
  ConnectionMessage = "Disconnected";
@@ -424,6 +427,8 @@ private void InitCommands()
  GlobalVariableSetOnConditionCommand = new DelegateCommand(ExecuteGlobalVariableSetOnCondition);
  GlobalVariablesDeleteAllCommand = new DelegateCommand(ExecuteGlobalVariablesDeleteAll);
  GlobalVariablesTotalCommand = new DelegateCommand(ExecuteGlobalVariablesTotal);
+
+ UnlockTicksCommand = new DelegateCommand(ExecuteUnlockTicks);
  }
 
  private bool CanExecuteConnect(object o)
@@ -1564,6 +1569,11 @@ private async void ExecuteChartScreenShot(object obj)
  }
  #endregion
 
+ private void ExecuteUnlockTicks(object o)
+ {
+ _mtApiClient.UnlockTicks();
+ }
+
  private static void RunOnUiThread(Action action)
  {
  Application.Current?.Dispatcher.Invoke(action);
@@ -1640,6 +1650,11 @@ private void _mtApiClient_OnBookEvent(object sender, Mt5BookEventArgs e)
  AddLog($"OnBookEvent: ExpertHandle = {e.ExpertHandle}, Symbol = {e.Symbol}");
  }
 
+ private void _mtApiClient_OnOnLastTimeBar(object sender, Mt5TimeBarArgs e)
+ {
+ AddLog($"OnBookEvent: ExpertHandle = {e.ExpertHandle}, Symbol = {e.Symbol}, open = {e.Rates.open}, close = {e.Rates.close}, time = {e.Rates.time}, high = {e.Rates.high}, low = {e.Rates.low}");
+ }
+
  private void AddQuote(Mt5Quote quote)
  {
  if (_quotesMap.ContainsKey(quote.ExpertHandle))