dc6daa2ff9
The operator checked the Toolbox: the Calendar tab is FULL. Calendar data comes
from MetaQuotes' servers; the News tab is the broker's own feed and is separately
empty. So my conclusion this morning - "this broker delivers no calendar" - was
wrong, and it was built on proxies: an empty news.dat, which is the unrelated
news-headline subsystem, and the absence of any file named *calendar* on disk,
which only means the store is not named what I guessed. One glance at the tab
settled what three filesystem checks could not.
The real fact is narrower and stranger: CalendarValueHistory over 2010..now with
NULL country and NULL currency returns zero rows and error 0 - success, no data -
while the terminal plainly holds the data. So the script now probes before it
exports, reporting CalendarCountries() and then trying the call four ways with n
and error printed for each: (NULL,NULL), ("",""), a narrow recent range, and a
per-country loop over CalendarCountries(). It exports the first variant that
returns rows, preferring the widest, and if all four are empty it says so rather
than offering a cause.
Compile-verified in _claude_stage: 0 errors, 0 warnings. Deployed to the fleet
terminal's MQL5\Scripts so it can be dragged onto a chart.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
249 lines
12 KiB
MQL5
249 lines
12 KiB
MQL5
//+------------------------------------------------------------------+
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//| CalendarHistoryExport.mq5 |
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//| AnimateDread |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "AnimateDread"
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#property link "https://www.mql5.com"
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#property version "1.00"
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#property script_show_inputs
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#property description "Dumps the terminal's whole economic calendar to Common\\Files, once."
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#property description "Run it on ANY terminal that HAS a calendar - the folder is shared."
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//--- WHY THIS EXISTS AND WHEN TO REACH FOR IT
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//---
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//--- Measured 2026-09-06 on the fleet terminal: CalendarValueHistory over 2010..now with a
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//--- NULL country and a NULL currency returns ZERO rows and error 0 - success, no data -
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//--- WHILE THE TOOLBOX CALENDAR TAB IS FULL. The data is present; the call is being refused.
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//--- (I first read that as "this broker has no calendar", from an empty news.dat - which is
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//--- the unrelated news-headline feed - and from no file named *calendar* on disk. The
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//--- operator corrected it by looking at the tab. Absence of a filename I guessed at is not
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//--- absence of data.)
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//---
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//--- So this script PROBES before it exports. It reports what CalendarCountries() knows, then
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//--- tries the history call four ways and prints n and the error for each:
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//--- A (NULL, NULL) the documented "everything", and the one that returns nothing
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//--- B ("", "") in case this build wants empty strings rather than NULL
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//--- C narrow range last InpProbeDays days, to separate "range too wide" from "no data"
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//--- D per country CalendarCountries() then one call per country code, accumulated
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//--- It exports the first variant that returns rows, preferring the widest. If they all come
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//--- back empty the printout says which, and that is the fact to act on rather than a guess.
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//---
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//--- It is ALSO the way to use a different terminal: FILE_COMMON resolves to the SAME
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//--- Common\Files folder for every standard MT5 install of one Windows user, so a terminal
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//--- that can read its calendar writes the file the research already reads, and nothing about
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//--- the fleet terminal has to change. A SCRIPT and not the EA because such a terminal is a
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//--- borrowed one: it should not have to host a trading system, its symbols and its models
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//--- just to hand over a CSV.
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//---
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//--- WHAT IT IS NOT. It is not Scripts/CalendarRecorder.mq5 and does not replace it. That
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//--- one records releases AT release time, write-once, because actual_value is the
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//--- POST-REVISION figure and a surprise built from history is contaminated in the
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//--- flattering direction - strongest on exactly the events that were revised most. This
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//--- dumps history, which is honest for precisely the columns that are never restated: the
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//--- release TIME and the event's importance. Those are what the books' news blackout
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//--- (T-5/T+15) and the two news setups actually need. research/newsdata.py keeps the
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//--- surprise behind allow_surprise=False for the same reason.
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//---
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//--- Deliberately NO includes from the EA tree, the same argument CalendarRecorder makes:
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//--- it has to compile on a machine that has none of it.
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input datetime InpFrom = D'2010.01.01 00:00'; // History from
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input int InpMinImportance = 0; // 0=all 1=low 2=moderate 3=high
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input int InpProbeDays = 30; // Narrow-range probe, in days back
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input string InpFileName = "Warrior_EA\\News\\calendar.csv";
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#define CAL_SCALE 1000000.0
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//--- Must match System/NewsExport.mqh column for column: research/newsdata.py reads whichever
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//--- of the two wrote the file and cannot be asked to tell them apart.
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#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"
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//--- ';' is the separator and event names contain them, so they are replaced rather than
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//--- quoted: a quoted field would need an escape convention the reader does not have.
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string Esc(const string s)
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{
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string o = s;
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StringReplace(o, ";", ",");
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StringReplace(o, "\n", " ");
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StringReplace(o, "\r", " ");
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return(o);
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}
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//--- LONG_MIN is the terminal's "no value" sentinel. It becomes EMPTY, not zero: a figure
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//--- reported as 0 is an impossible reading rather than a missing one, and the research has
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//--- to be able to tell the two apart.
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string Scaled(const long v, const int digits)
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{
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if(v == LONG_MIN)
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return("");
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return(DoubleToString(v / CAL_SCALE, (digits >= 0 && digits <= 8) ? digits : 6));
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}
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string Raw(const long v)
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{
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if(v == LONG_MIN)
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return("");
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return(IntegerToString(v));
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}
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//--- One attempt, reported. Returns the row count and leaves the rows in `out`.
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int Try(MqlCalendarValue &out[], const string label, const datetime from, const datetime to,
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const string country, const string ccy)
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{
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ArrayFree(out);
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ResetLastError();
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const int n = CalendarValueHistory(out, from, to, country, ccy);
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const int err = GetLastError();
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PrintFormat(" %-28s n=%d error=%d", label, n, err);
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return(n > 0 ? n : 0);
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}
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void OnStart()
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{
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if(MQLInfoInteger(MQL_TESTER))
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{
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Print("CalendarHistoryExport: the calendar API returns nothing in the tester. "
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"Run this on a live chart.");
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return;
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}
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const datetime now = TimeCurrent();
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//--- WHAT THE TERMINAL ADMITS TO KNOWING. If this is 0 the calendar base really is absent and
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//--- no variant below can help; if it is ~30 the base is loaded and the fault is in the query.
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MqlCalendarCountry countries[];
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ResetLastError();
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const int nc = CalendarCountries(countries);
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PrintFormat("CalendarHistoryExport: CalendarCountries() = %d (error %d). Probing the history "
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"call - the Toolbox Calendar tab being full means the data is here somewhere.",
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nc, GetLastError());
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MqlCalendarValue values[];
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int n = Try(values, "A (NULL, NULL) full range", InpFrom, now, NULL, NULL);
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if(n == 0)
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n = Try(values, "B (\"\", \"\") full range", InpFrom, now, "", "");
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if(n == 0 && InpProbeDays > 0)
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n = Try(values, "C narrow range", now - (datetime)InpProbeDays * 86400, now, NULL, NULL);
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if(n == 0 && nc > 0)
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{
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//--- D: one call per country, accumulated. Slower, but it is the variant that does not
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//--- depend on NULL meaning "all" - and if THIS is the one that works, that is the answer.
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Print(" D per country - accumulating:");
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MqlCalendarValue part[];
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for(int i = 0; i < nc; i++)
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{
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ArrayFree(part);
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ResetLastError();
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const int m = CalendarValueHistory(part, InpFrom, now, countries[i].code, NULL);
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if(m <= 0)
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continue;
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const int at = ArraySize(values);
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ArrayResize(values, at + m);
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for(int j = 0; j < m; j++)
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values[at + j] = part[j];
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}
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n = ArraySize(values);
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PrintFormat(" %-28s n=%d", "D per country total", n);
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}
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if(n <= 0)
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{
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PrintFormat("CalendarHistoryExport: every variant returned nothing (countries=%d). The "
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"Calendar TAB reads the terminal's own store directly, so a full tab with an "
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"empty API is a terminal-side refusal, not a missing feed - report the four "
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"lines above rather than assuming which cause it is.", nc);
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return;
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}
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//--- Written under a temp name and moved into place, so no reader can ever see half a file.
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const string tmp = InpFileName + ".tmp";
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const int h = FileOpen(tmp, FILE_WRITE | FILE_TXT | FILE_ANSI | FILE_COMMON |
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FILE_SHARE_READ | FILE_SHARE_WRITE);
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if(h == INVALID_HANDLE)
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{
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PrintFormat("CalendarHistoryExport: cannot open %s (%d)", tmp, GetLastError());
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return;
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}
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FileWriteString(h, NEWS_HEADER + "\n");
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//--- event and country lookups repeat heavily and are per-id, so they are cached by id
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ulong evIds[];
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string evName[], evCountry[], evCurrency[];
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int evImp[], evUnit[], evMult[], evDig[], evSector[], evType[];
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int written = 0, skipped = 0;
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datetime lo = 0, hi = 0;
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for(int i = 0; i < n; i++)
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{
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MqlCalendarValue v = values[i];
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int k = -1;
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for(int j = ArraySize(evIds) - 1; j >= 0; j--)
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if(evIds[j] == v.event_id)
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{
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k = j;
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break;
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}
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if(k < 0)
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{
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MqlCalendarEvent ev;
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if(!CalendarEventById(v.event_id, ev))
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{
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skipped++;
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continue;
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}
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MqlCalendarCountry co;
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const bool okc = CalendarCountryById(ev.country_id, co);
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k = ArraySize(evIds);
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ArrayResize(evIds, k + 1); ArrayResize(evName, k + 1);
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ArrayResize(evImp, k + 1); ArrayResize(evUnit, k + 1);
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ArrayResize(evMult, k + 1); ArrayResize(evDig, k + 1);
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ArrayResize(evSector, k + 1); ArrayResize(evType, k + 1);
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ArrayResize(evCountry, k + 1); ArrayResize(evCurrency, k + 1);
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evIds[k] = v.event_id;
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evName[k] = Esc(ev.name);
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evImp[k] = (int)ev.importance;
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evUnit[k] = (int)ev.unit;
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evMult[k] = (int)ev.multiplier;
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evDig[k] = (int)ev.digits;
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evSector[k] = (int)ev.sector;
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evType[k] = (int)ev.type;
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evCountry[k] = okc ? Esc(co.code) : "";
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evCurrency[k] = okc ? Esc(co.currency) : "";
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}
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if(evImp[k] < InpMinImportance)
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{
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skipped++;
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continue;
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}
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const int dg = evDig[k];
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FileWriteString(h,
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TimeToString(v.time, TIME_DATE | TIME_MINUTES) + ";" +
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evCountry[k] + ";" + evCurrency[k] + ";" +
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IntegerToString(evImp[k]) + ";" +
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IntegerToString((long)v.event_id) + ";" +
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IntegerToString((long)v.id) + ";" +
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evName[k] + ";" +
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Scaled(v.actual_value, dg) + ";" +
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Scaled(v.forecast_value, dg) + ";" +
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Scaled(v.prev_value, dg) + ";" +
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Scaled(v.revised_prev_value, dg) + ";" +
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Raw(v.actual_value) + ";" +
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Raw(v.forecast_value) + ";" +
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Raw(v.prev_value) + ";" +
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IntegerToString((int)v.impact_type) + ";" +
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IntegerToString(evUnit[k]) + ";" +
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IntegerToString(evMult[k]) + ";" +
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IntegerToString(dg) + ";" +
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IntegerToString(evSector[k]) + ";" +
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IntegerToString(evType[k]) + "\n");
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if(lo == 0 || v.time < lo)
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lo = v.time;
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if(v.time > hi)
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hi = v.time;
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written++;
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}
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FileClose(h);
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if(!FileMove(tmp, FILE_COMMON, InpFileName, FILE_COMMON | FILE_REWRITE))
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{
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PrintFormat("CalendarHistoryExport: wrote %s but could not move it into place (%d)",
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tmp, GetLastError());
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return;
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}
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PrintFormat("CalendarHistoryExport: %s - %d releases of %d distinct events, %s to %s "
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"(%d skipped). If this is not the research machine, copy the file across.",
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InpFileName, written, ArraySize(evIds),
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TimeToString(lo, TIME_DATE), TimeToString(hi, TIME_DATE), skipped);
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}
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//+------------------------------------------------------------------+
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