Warrior_EA/mql5/ExportBars.mq5

//+------------------------------------------------------------------+
//|  ExportBars.mq5 - dump OHLCV to Common\Files for research         |
//|  Throwaway research tool. Opens no trades, reads no indicators.   |
//+------------------------------------------------------------------+
#property copyright "claude"
#property version   "1.10"

input string ExportTag     = "bars";                          // file prefix
input string ExportSymbols = "EURUSD,GBPUSD,USDJPY,USDCHF,USDCAD,AUDUSD,NZDUSD";
input string ExportPeriods = "H1,H4,D1";

ENUM_TIMEFRAMES TfFromString(const string s)
  {
   if(s == "M15") return PERIOD_M15;
   if(s == "M30") return PERIOD_M30;
   if(s == "H1")  return PERIOD_H1;
   if(s == "H4")  return PERIOD_H4;
   if(s == "D1")  return PERIOD_D1;
   if(s == "W1")  return PERIOD_W1;
   return PERIOD_CURRENT;
  }

bool DumpOne(const string sym, const ENUM_TIMEFRAMES tf)
  {
   MqlRates r[];
   ArraySetAsSeries(r, false);                 // oldest -> newest, matches numpy
   int got = -1;
   //--- a non-tested symbol's history may still be syncing on the first request
   for(int attempt = 0; attempt < 5 && got <= 0; attempt++)
     {
      got = CopyRates(sym, tf, 0, 500000, r);
      if(got <= 0)
         Sleep(1000);
     }
   if(got <= 0)
     {
      PrintFormat("ExportBars: %s %s -> CopyRates failed (err=%d)",
                  sym, EnumToString(tf), GetLastError());
      return false;
     }
   string name = StringFormat("%s_%s_%s.csv", ExportTag, sym, EnumToString(tf));
   int h = FileOpen(name, FILE_WRITE | FILE_CSV | FILE_ANSI | FILE_COMMON, ',');
   if(h == INVALID_HANDLE)
     {
      PrintFormat("ExportBars: FileOpen %s failed (err=%d)", name, GetLastError());
      return false;
     }
   FileWrite(h, "time", "open", "high", "low", "close", "tick_volume", "spread");
   int digits = (int)SymbolInfoInteger(sym, SYMBOL_DIGITS);
   if(digits <= 0)
      digits = 5;
   for(int i = 0; i < got; i++)
      FileWrite(h,
                TimeToString(r[i].time, TIME_DATE | TIME_MINUTES),
                DoubleToString(r[i].open,  digits),
                DoubleToString(r[i].high,  digits),
                DoubleToString(r[i].low,   digits),
                DoubleToString(r[i].close, digits),
                (string)r[i].tick_volume,
                (string)r[i].spread);
   FileClose(h);
   PrintFormat("ExportBars: %s %s -> %d bars (%s .. %s) file=%s",
               sym, EnumToString(tf), got,
               TimeToString(r[0].time, TIME_DATE),
               TimeToString(r[got - 1].time, TIME_DATE), name);
   return true;
  }

//--- OnDeinit, not OnInit: by then the tester has walked the whole range, so
//--- CopyRates returns every bar of the pass rather than only the warm-up.
void OnDeinit(const int reason)
  {
   string syms[], tfs[];
   int ns = StringSplit(ExportSymbols, ',', syms);
   int nt = StringSplit(ExportPeriods, ',', tfs);
   int ok = 0, fail = 0;
   for(int i = 0; i < ns; i++)
     {
      string sym = syms[i];
      StringTrimLeft(sym);
      StringTrimRight(sym);
      if(StringLen(sym) == 0)
         continue;
      //--- nudge the symbol into the working set; without this a symbol that is
      //--- not in Market Watch reads back as zero bars and looks like missing
      //--- history rather than an unselected symbol.
      if(!SymbolSelect(sym, true))
         PrintFormat("ExportBars: SymbolSelect(%s) failed (err=%d)", sym, GetLastError());
      for(int j = 0; j < nt; j++)
        {
         string t = tfs[j];
         StringTrimLeft(t);
         StringTrimRight(t);
         ENUM_TIMEFRAMES tf = TfFromString(t);
         if(tf == PERIOD_CURRENT)
            continue;
         if(DumpOne(sym, tf))
            ok++;
         else
            fail++;
        }
     }
   PrintFormat("ExportBars: DONE ok=%d fail=%d", ok, fail);
  }

int OnInit(void) { return(INIT_SUCCEEDED); }
void OnTick(void) { }