Warrior_EA/research/ExportAll.mq5

//+------------------------------------------------------------------+
//|  ExportAll.mq5 - bars (per timeframe list) to Common\Files         |
//|  Throwaway research tool. Opens no trades.                        |
//|                                                                  |
//|  Run via the strategy tester with an ini whose tested symbol has  |
//|  the DEEPEST history (EURUSD D1 from 1995): the tester only       |
//|  serves history from ~1 year before FromDate, so the tested       |
//|  symbol's range sets the ceiling for every CopyRates below.       |
//|                                                                  |
//|  NOTE: H4 requests for symbols other than the tested one failed   |
//|  with err=4401 (history not ready) on a D1 pass. Export H4 in a   |
//|  SEPARATE H4 pass rather than expecting one run to do both.       |
//|  The calendar is NOT exportable here at all - see ExportCalendar. |
//+------------------------------------------------------------------+
#property copyright "claude"
#property version   "1.10"

input string ExportTag  = "bars";
input string SymbolsD1  = "SP500,NAS100,US30,DAX40,UK100,ESXEUR,F40EUR,JPN225,ASXAUD,HSIHKD,IBXEUR,EURUSD,GBPUSD,USDJPY,USDCHF,USDCAD,AUDUSD,NZDUSD,EURJPY,EURGBP,GBPJPY,AUDJPY,XAUUSD,XAGUSD,XTIUSD,XBRUSD,BTCUSD,ETHUSD";
input string SymbolsH4  = "";
input bool   DoCalendar = false;

bool DumpBars(const string sym, const ENUM_TIMEFRAMES tf)
  {
   MqlRates r[];
   ArraySetAsSeries(r, false);                 // oldest -> newest, matches numpy
   int got = CopyRates(sym, tf, 0, 500000, r);
   if(got <= 0)
     {
      PrintFormat("ExportAll: %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)
      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("ExportAll: %s %s -> %d bars (%s .. %s)", sym, EnumToString(tf), got,
               TimeToString(r[0].time, TIME_DATE), TimeToString(r[got - 1].time, TIME_DATE));
   return true;
  }

void DumpList(const string list, const ENUM_TIMEFRAMES tf, int &ok, int &fail)
  {
   string syms[];
   int n = StringSplit(list, ',', syms);
   for(int i = 0; i < n; i++)
     {
      string s = syms[i];
      StringTrimLeft(s);
      StringTrimRight(s);
      if(StringLen(s) == 0)
         continue;
      //--- without SymbolSelect an unlisted symbol reads back as zero bars and
      //--- looks like missing history rather than an unselected symbol.
      if(!SymbolSelect(s, true))
         PrintFormat("ExportAll: SymbolSelect(%s) failed (err=%d)", s, GetLastError());
      if(DumpBars(s, tf))
         ok++;
      else
         fail++;
     }
  }

//--- 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)
  {
   int ok = 0, fail = 0;
   if(StringLen(SymbolsD1) > 0)
      DumpList(SymbolsD1, PERIOD_D1, ok, fail);
   if(StringLen(SymbolsH4) > 0)
      DumpList(SymbolsH4, PERIOD_H4, ok, fail);
   PrintFormat("ExportAll: DONE bars ok=%d fail=%d", ok, fail);
  }

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