Warrior_EA/Scripts/CalendarHistoryExport.mq5

//+------------------------------------------------------------------+
//|                                     CalendarHistoryExport.mq5    |
//|                                                     AnimateDread |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "AnimateDread"
#property link      "https://www.mql5.com"
#property version   "1.00"
#property script_show_inputs
#property description "Dumps the terminal's whole economic calendar to Common\\Files, once."
#property description "Run it on ANY terminal that HAS a calendar - the folder is shared."

//--- WHY THIS EXISTS AND WHEN TO REACH FOR IT
//---
//--- Measured 2026-09-06 on the fleet terminal: CalendarValueHistory over 2010..now with a
//--- NULL country and a NULL currency returns ZERO rows and error 0 - success, no data -
//--- WHILE THE TOOLBOX CALENDAR TAB IS FULL. The data is present; the call is being refused.
//--- (I first read that as "this broker has no calendar", from an empty news.dat - which is
//--- the unrelated news-headline feed - and from no file named *calendar* on disk. The
//--- operator corrected it by looking at the tab. Absence of a filename I guessed at is not
//--- absence of data.)
//---
//--- So this script PROBES before it exports. It reports what CalendarCountries() knows, then
//--- tries the history call four ways and prints n and the error for each:
//---   A  (NULL, NULL)      the documented "everything", and the one that returns nothing
//---   B  ("",   "")        in case this build wants empty strings rather than NULL
//---   C  narrow range      last InpProbeDays days, to separate "range too wide" from "no data"
//---   D  per country       CalendarCountries() then one call per country code, accumulated
//--- It exports the first variant that returns rows, preferring the widest. If they all come
//--- back empty the printout says which, and that is the fact to act on rather than a guess.
//---
//--- It is ALSO the way to use a different terminal: FILE_COMMON resolves to the SAME
//--- Common\Files folder for every standard MT5 install of one Windows user, so a terminal
//--- that can read its calendar writes the file the research already reads, and nothing about
//--- the fleet terminal has to change. A SCRIPT and not the EA because such a terminal is a
//--- borrowed one: it should not have to host a trading system, its symbols and its models
//--- just to hand over a CSV.
//---
//--- WHAT IT IS NOT. It is not Scripts/CalendarRecorder.mq5 and does not replace it. That
//--- one records releases AT release time, write-once, because actual_value is the
//--- POST-REVISION figure and a surprise built from history is contaminated in the
//--- flattering direction - strongest on exactly the events that were revised most. This
//--- dumps history, which is honest for precisely the columns that are never restated: the
//--- release TIME and the event's importance. Those are what the books' news blackout
//--- (T-5/T+15) and the two news setups actually need. research/newsdata.py keeps the
//--- surprise behind allow_surprise=False for the same reason.
//---
//--- Deliberately NO includes from the EA tree, the same argument CalendarRecorder makes:
//--- it has to compile on a machine that has none of it.

input datetime InpFrom          = D'2010.01.01 00:00';  // History from
input int      InpMinImportance = 0;                    // 0=all 1=low 2=moderate 3=high
input int      InpProbeDays     = 30;                   // Narrow-range probe, in days back
input string   InpFileName      = "Warrior_EA\\News\\calendar.csv";

#define CAL_SCALE 1000000.0
//--- Must match System/NewsExport.mqh column for column: research/newsdata.py reads whichever
//--- of the two wrote the file and cannot be asked to tell them apart.
#define NEWS_HEADER "time;country;currency;importance;event_id;value_id;name;actual;forecast;previous;revised;actual_raw;forecast_raw;previous_raw;impact;unit;multiplier;digits;sector;event_type"

//--- ';' is the separator and event names contain them, so they are replaced rather than
//--- quoted: a quoted field would need an escape convention the reader does not have.
string Esc(const string s)
  {
   string o = s;
   StringReplace(o, ";", ",");
   StringReplace(o, "\n", " ");
   StringReplace(o, "\r", " ");
   return(o);
  }
//--- LONG_MIN is the terminal's "no value" sentinel. It becomes EMPTY, not zero: a figure
//--- reported as 0 is an impossible reading rather than a missing one, and the research has
//--- to be able to tell the two apart.
string Scaled(const long v, const int digits)
  {
   if(v == LONG_MIN)
      return("");
   return(DoubleToString(v / CAL_SCALE, (digits >= 0 && digits <= 8) ? digits : 6));
  }
string Raw(const long v)
  {
   if(v == LONG_MIN)
      return("");
   return(IntegerToString(v));
  }

//--- One attempt, reported. Returns the row count and leaves the rows in `out`.
int Try(MqlCalendarValue &out[], const string label, const datetime from, const datetime to,
        const string country, const string ccy)
  {
   ArrayFree(out);
   ResetLastError();
   const int n = CalendarValueHistory(out, from, to, country, ccy);
   const int err = GetLastError();
   PrintFormat("  %-28s n=%d error=%d", label, n, err);
   return(n > 0 ? n : 0);
  }

void OnStart()
  {
   if(MQLInfoInteger(MQL_TESTER))
     {
      Print("CalendarHistoryExport: the calendar API returns nothing in the tester. "
            "Run this on a live chart.");
      return;
     }
   const datetime now = TimeCurrent();
   //--- WHAT THE TERMINAL ADMITS TO KNOWING. If this is 0 the calendar base really is absent and
   //--- no variant below can help; if it is ~30 the base is loaded and the fault is in the query.
   MqlCalendarCountry countries[];
   ResetLastError();
   const int nc = CalendarCountries(countries);
   PrintFormat("CalendarHistoryExport: CalendarCountries() = %d (error %d). Probing the history "
               "call - the Toolbox Calendar tab being full means the data is here somewhere.",
               nc, GetLastError());

   MqlCalendarValue values[];
   int n = Try(values, "A (NULL, NULL) full range", InpFrom, now, NULL, NULL);
   if(n == 0)
      n = Try(values, "B (\"\", \"\") full range", InpFrom, now, "", "");
   if(n == 0 && InpProbeDays > 0)
      n = Try(values, "C narrow range", now - (datetime)InpProbeDays * 86400, now, NULL, NULL);
   if(n == 0 && nc > 0)
     {
      //--- D: one call per country, accumulated. Slower, but it is the variant that does not
      //--- depend on NULL meaning "all" - and if THIS is the one that works, that is the answer.
      Print("  D per country - accumulating:");
      MqlCalendarValue part[];
      for(int i = 0; i < nc; i++)
        {
         ArrayFree(part);
         ResetLastError();
         const int m = CalendarValueHistory(part, InpFrom, now, countries[i].code, NULL);
         if(m <= 0)
            continue;
         const int at = ArraySize(values);
         ArrayResize(values, at + m);
         for(int j = 0; j < m; j++)
            values[at + j] = part[j];
        }
      n = ArraySize(values);
      PrintFormat("  %-28s n=%d", "D per country total", n);
     }
   if(n <= 0)
     {
      PrintFormat("CalendarHistoryExport: every variant returned nothing (countries=%d). The "
                  "Calendar TAB reads the terminal's own store directly, so a full tab with an "
                  "empty API is a terminal-side refusal, not a missing feed - report the four "
                  "lines above rather than assuming which cause it is.", nc);
      return;
     }
   //--- Written under a temp name and moved into place, so no reader can ever see half a file.
   const string tmp = InpFileName + ".tmp";
   const int h = FileOpen(tmp, FILE_WRITE | FILE_TXT | FILE_ANSI | FILE_COMMON |
                          FILE_SHARE_READ | FILE_SHARE_WRITE);
   if(h == INVALID_HANDLE)
     {
      PrintFormat("CalendarHistoryExport: cannot open %s (%d)", tmp, GetLastError());
      return;
     }
   FileWriteString(h, NEWS_HEADER + "\n");
   //--- event and country lookups repeat heavily and are per-id, so they are cached by id
   ulong  evIds[];
   string evName[], evCountry[], evCurrency[];
   int    evImp[], evUnit[], evMult[], evDig[], evSector[], evType[];
   int written = 0, skipped = 0;
   datetime lo = 0, hi = 0;
   for(int i = 0; i < n; i++)
     {
      MqlCalendarValue v = values[i];
      int k = -1;
      for(int j = ArraySize(evIds) - 1; j >= 0; j--)
         if(evIds[j] == v.event_id)
           {
            k = j;
            break;
           }
      if(k < 0)
        {
         MqlCalendarEvent ev;
         if(!CalendarEventById(v.event_id, ev))
           {
            skipped++;
            continue;
           }
         MqlCalendarCountry co;
         const bool okc = CalendarCountryById(ev.country_id, co);
         k = ArraySize(evIds);
         ArrayResize(evIds, k + 1);      ArrayResize(evName, k + 1);
         ArrayResize(evImp, k + 1);      ArrayResize(evUnit, k + 1);
         ArrayResize(evMult, k + 1);     ArrayResize(evDig, k + 1);
         ArrayResize(evSector, k + 1);   ArrayResize(evType, k + 1);
         ArrayResize(evCountry, k + 1);  ArrayResize(evCurrency, k + 1);
         evIds[k] = v.event_id;
         evName[k] = Esc(ev.name);
         evImp[k] = (int)ev.importance;
         evUnit[k] = (int)ev.unit;
         evMult[k] = (int)ev.multiplier;
         evDig[k] = (int)ev.digits;
         evSector[k] = (int)ev.sector;
         evType[k] = (int)ev.type;
         evCountry[k] = okc ? Esc(co.code) : "";
         evCurrency[k] = okc ? Esc(co.currency) : "";
        }
      if(evImp[k] < InpMinImportance)
        {
         skipped++;
         continue;
        }
      const int dg = evDig[k];
      FileWriteString(h,
                      TimeToString(v.time, TIME_DATE | TIME_MINUTES) + ";" +
                      evCountry[k] + ";" + evCurrency[k] + ";" +
                      IntegerToString(evImp[k]) + ";" +
                      IntegerToString((long)v.event_id) + ";" +
                      IntegerToString((long)v.id) + ";" +
                      evName[k] + ";" +
                      Scaled(v.actual_value, dg) + ";" +
                      Scaled(v.forecast_value, dg) + ";" +
                      Scaled(v.prev_value, dg) + ";" +
                      Scaled(v.revised_prev_value, dg) + ";" +
                      Raw(v.actual_value) + ";" +
                      Raw(v.forecast_value) + ";" +
                      Raw(v.prev_value) + ";" +
                      IntegerToString((int)v.impact_type) + ";" +
                      IntegerToString(evUnit[k]) + ";" +
                      IntegerToString(evMult[k]) + ";" +
                      IntegerToString(dg) + ";" +
                      IntegerToString(evSector[k]) + ";" +
                      IntegerToString(evType[k]) + "\n");
      if(lo == 0 || v.time < lo)
         lo = v.time;
      if(v.time > hi)
         hi = v.time;
      written++;
     }
   FileClose(h);
   if(!FileMove(tmp, FILE_COMMON, InpFileName, FILE_COMMON | FILE_REWRITE))
     {
      PrintFormat("CalendarHistoryExport: wrote %s but could not move it into place (%d)",
                  tmp, GetLastError());
      return;
     }
   PrintFormat("CalendarHistoryExport: %s - %d releases of %d distinct events, %s to %s "
               "(%d skipped). If this is not the research machine, copy the file across.",
               InpFileName, written, ArraySize(evIds),
               TimeToString(lo, TIME_DATE), TimeToString(hi, TIME_DATE), skipped);
  }
//+------------------------------------------------------------------+