Warrior_EA/Scripts/DumpSymbolSpecs.mq5

//+------------------------------------------------------------------+
//| DumpSymbolSpecs.mq5                                               |
//| Write every Market Watch symbol's contract and SWAP specification |
//| to Common\Files\Warrior_EA\symbol_specs.csv, for the research     |
//| cost model. Read-only: no orders, no chart changes.               |
//|                                                                   |
//| Swap is the reason this exists. Bar history carries no swap, and  |
//| the research policy is to charge the CURRENT swap, negative on    |
//| both sides, every night, with the 3-day rollover applied. Whether |
//| SYMBOL_SWAP_LONG/SHORT is the per-night figure or already the     |
//| tripled one is NOT answered by the API; this dump records what    |
//| the spec says together with SYMBOL_SWAP_ROLLOVER3DAYS so the      |
//| research side can compare it against a real deal's DEAL_SWAP.     |
//+------------------------------------------------------------------+
#property script_show_inputs
#property strict

input bool AllSymbols = true;   // true = every symbol the server offers, false = Market Watch only

string Q(const string s) { return "\"" + s + "\""; }

void OnStart()
  {
   string dir = "Warrior_EA";
   FolderCreate(dir, FILE_COMMON);
   string path = dir + "\\symbol_specs.csv";
   int h = FileOpen(path, FILE_WRITE | FILE_TXT | FILE_ANSI | FILE_COMMON | FILE_SHARE_READ | FILE_SHARE_WRITE);
   if(h == INVALID_HANDLE)
     {
      Print("DumpSymbolSpecs: cannot open ", path, " err=", GetLastError());
      return;
     }
   FileWriteString(h, "symbol,path,digits,point,contract_size,tick_size,tick_value,calc_mode,trade_mode,"
                      "swap_mode,swap_long,swap_short,swap_3days,spread_now,spread_float,"
                      "currency_base,currency_profit,currency_margin,volume_min,volume_step,volume_max,"
                      "session_deals,server_time\n");
   int total = SymbolsTotal(!AllSymbols);
   int written = 0;
   for(int i = 0; i < total; i++)
     {
      string s = SymbolName(i, !AllSymbols);
      if(s == "")
         continue;
      //--- SymbolInfo* on a symbol that is not selected returns stale zeros for some fields;
      //--- select it for the read and leave the Market Watch as we found it.
      bool wasSelected = SymbolInfoInteger(s, SYMBOL_SELECT) != 0;
      if(!wasSelected)
         SymbolSelect(s, true);
      string line = Q(s) + "," + Q(SymbolInfoString(s, SYMBOL_PATH)) + ","
                    + IntegerToString(SymbolInfoInteger(s, SYMBOL_DIGITS)) + ","
                    + DoubleToString(SymbolInfoDouble(s, SYMBOL_POINT), 8) + ","
                    + DoubleToString(SymbolInfoDouble(s, SYMBOL_TRADE_CONTRACT_SIZE), 4) + ","
                    + DoubleToString(SymbolInfoDouble(s, SYMBOL_TRADE_TICK_SIZE), 8) + ","
                    + DoubleToString(SymbolInfoDouble(s, SYMBOL_TRADE_TICK_VALUE), 6) + ","
                    + IntegerToString(SymbolInfoInteger(s, SYMBOL_TRADE_CALC_MODE)) + ","
                    + IntegerToString(SymbolInfoInteger(s, SYMBOL_TRADE_MODE)) + ","
                    + IntegerToString(SymbolInfoInteger(s, SYMBOL_SWAP_MODE)) + ","
                    + DoubleToString(SymbolInfoDouble(s, SYMBOL_SWAP_LONG), 6) + ","
                    + DoubleToString(SymbolInfoDouble(s, SYMBOL_SWAP_SHORT), 6) + ","
                    + IntegerToString(SymbolInfoInteger(s, SYMBOL_SWAP_ROLLOVER3DAYS)) + ","
                    + IntegerToString(SymbolInfoInteger(s, SYMBOL_SPREAD)) + ","
                    + IntegerToString(SymbolInfoInteger(s, SYMBOL_SPREAD_FLOAT)) + ","
                    + Q(SymbolInfoString(s, SYMBOL_CURRENCY_BASE)) + ","
                    + Q(SymbolInfoString(s, SYMBOL_CURRENCY_PROFIT)) + ","
                    + Q(SymbolInfoString(s, SYMBOL_CURRENCY_MARGIN)) + ","
                    + DoubleToString(SymbolInfoDouble(s, SYMBOL_VOLUME_MIN), 4) + ","
                    + DoubleToString(SymbolInfoDouble(s, SYMBOL_VOLUME_STEP), 4) + ","
                    + DoubleToString(SymbolInfoDouble(s, SYMBOL_VOLUME_MAX), 4) + ","
                    + IntegerToString(SymbolInfoInteger(s, SYMBOL_SESSION_DEALS)) + ","
                    + TimeToString(TimeTradeServer(), TIME_DATE | TIME_SECONDS) + "\n";
      FileWriteString(h, line);
      written++;
      if(!wasSelected)
         SymbolSelect(s, false);
     }
   FileClose(h);
   Print("DumpSymbolSpecs: wrote ", written, " symbols to Common\\Files\\", path,
         "  (swap_mode: 0=disabled 1=points 2=base currency 3=margin currency 4=deposit currency "
         "5=% annual current price 6=% annual open price 7=points reopen 8=% reopen)");
   DumpDeals(dir);
  }
//+------------------------------------------------------------------+
//| The account's own deal history - the only ground truth for what a |
//| swap "point" and a commission actually cost. DEAL_SWAP is booked   |
//| on the closing deal for the whole life of the position; paired    |
//| with the opening deal of the same position id it yields the swap  |
//| per lot per night that the spec's figure has to reproduce.        |
//+------------------------------------------------------------------+
void DumpDeals(const string dir)
  {
   datetime to = TimeCurrent();
   datetime from = to - 400 * 86400;
   if(!HistorySelect(from, to))
     {
      Print("DumpSymbolSpecs: HistorySelect failed err=", GetLastError());
      return;
     }
   string path = dir + "\\deal_history.csv";
   int h = FileOpen(path, FILE_WRITE | FILE_TXT | FILE_ANSI | FILE_COMMON | FILE_SHARE_READ | FILE_SHARE_WRITE);
   if(h == INVALID_HANDLE)
     {
      Print("DumpSymbolSpecs: cannot open ", path, " err=", GetLastError());
      return;
     }
   FileWriteString(h, "ticket,position_id,symbol,time,type,entry,volume,price,swap,commission,profit,magic,comment\n");
   int n = HistoryDealsTotal();
   int written = 0;
   for(int i = 0; i < n; i++)
     {
      ulong t = HistoryDealGetTicket(i);
      if(t == 0)
         continue;
      string line = IntegerToString((long)t) + ","
                    + IntegerToString((long)HistoryDealGetInteger(t, DEAL_POSITION_ID)) + ","
                    + Q(HistoryDealGetString(t, DEAL_SYMBOL)) + ","
                    + TimeToString((datetime)HistoryDealGetInteger(t, DEAL_TIME), TIME_DATE | TIME_SECONDS) + ","
                    + IntegerToString((long)HistoryDealGetInteger(t, DEAL_TYPE)) + ","
                    + IntegerToString((long)HistoryDealGetInteger(t, DEAL_ENTRY)) + ","
                    + DoubleToString(HistoryDealGetDouble(t, DEAL_VOLUME), 4) + ","
                    + DoubleToString(HistoryDealGetDouble(t, DEAL_PRICE), 8) + ","
                    + DoubleToString(HistoryDealGetDouble(t, DEAL_SWAP), 4) + ","
                    + DoubleToString(HistoryDealGetDouble(t, DEAL_COMMISSION), 4) + ","
                    + DoubleToString(HistoryDealGetDouble(t, DEAL_PROFIT), 4) + ","
                    + IntegerToString((long)HistoryDealGetInteger(t, DEAL_MAGIC)) + ","
                    + Q(HistoryDealGetString(t, DEAL_COMMENT)) + "\n";
      FileWriteString(h, line);
      written++;
     }
   FileClose(h);
   Print("DumpSymbolSpecs: wrote ", written, " deals (last 400 days) to Common\\Files\\", path);
  }
//+------------------------------------------------------------------+