98 lines
5.2 KiB
MQL5
98 lines
5.2 KiB
MQL5
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//+------------------------------------------------------------------+
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//| DBQuotesIntradayLag.mq5 |
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//| Copyright 2022, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property description "Display quotes imported into a database, with LAGs.\nUse DBquotesImport.mq5 to generate and populate the database beforehand."
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#property script_show_inputs
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#include "..\..\Include\DBSQLite.mqh"
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#include "..\..\Include\Periods.mqh"
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//+------------------------------------------------------------------+
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//| Inputs |
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//+------------------------------------------------------------------+
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input string Database = "MQL5Book/DB/Quotes";
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input datetime SubsetStart = D'2022.01.01';
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input datetime SubsetStop = D'2023.01.01';
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input int Limit = 10;
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const string Table = "MqlRatesDB";
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#resource "DBQuotesIntradayLag.sql" as string sql1
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/*
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Copy & paste example for SQL query in MetaEditor DB viewer
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SELECT
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DATETIME(time, 'unixepoch') as datetime,
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time,
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TIME(time, 'unixepoch') AS intraday,
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STRFTIME('%w', time, 'unixepoch') AS day,
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(LAG(open,-1) OVER (ORDER BY time) - open) AS delta,
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SIGN(open - LAG(open) OVER (ORDER BY time)) AS direction,
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(LAG(open,-1) OVER (ORDER BY time) - open) * (open - LAG(open) OVER (ORDER BY time)) AS product,
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(LAG(open,-1) OVER (ORDER BY time) - open) * SIGN(open - LAG(open) OVER (ORDER BY time)) AS estimate
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FROM MqlRatesDB
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WHERE (time >= STRFTIME('%s', '2015-01-01') AND time < STRFTIME('%s', '2021-01-01'))
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*/
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//+------------------------------------------------------------------+
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//| Script program start function |
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//+------------------------------------------------------------------+
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void OnStart()
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{
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Print("");
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DBSQLite db(Database + _Symbol + PeriodToString());
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if(!PRTF(db.isOpen())) return;
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if(!PRTF(db.hasTable(Table))) return;
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// custom "preparation" of SQL-query for formatting
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string sqlrep = sql1;
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// single percent sign would be consumed by StringFormat,
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// we need to preserve it 'as is' for proper SQL execution
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StringReplace(sqlrep, "%", "%%");
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StringReplace(sqlrep, "?1", "%ld");
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StringReplace(sqlrep, "?2", "%ld");
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StringReplace(sqlrep, "?3", "%d");
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// actual parameter substitution
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const string sqlfmt = StringFormat(sqlrep, SubsetStart, SubsetStop, Limit);
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Print(sqlfmt);
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// SQL-query execution and print out
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DatabasePrint(db.getHandle(), sqlfmt, 0);
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}
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//+------------------------------------------------------------------+
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/*
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db.isOpen()=true / ok
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db.hasTable(Table)=true / ok
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SELECT
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DATETIME(time, 'unixepoch') as datetime,
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time,
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TIME(time, 'unixepoch') AS intraday,
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STRFTIME('%w', time, 'unixepoch') AS day,
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(LAG(open,-1) OVER (ORDER BY time) - open) AS delta,
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SIGN(open - LAG(open) OVER (ORDER BY time)) AS direction,
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(LAG(open,-1) OVER (ORDER BY time) - open) * (open - LAG(open) OVER (ORDER BY time)) AS product,
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(LAG(open,-1) OVER (ORDER BY time) - open) * SIGN(open - LAG(open) OVER (ORDER BY time)) AS estimate
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FROM MqlRatesDB
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WHERE (time >= 1640995200 AND time < 1672531200)
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ORDER BY time LIMIT 10;
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#| datetime open time intraday day delta direction product estimate
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--+--------------------------------------------------------------------------------------------------------------------------------
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1| 2022-01-03 00:00:00 1.13693 1641168000 00:00:00 1 0.000320000000000098
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2| 2022-01-03 01:00:00 1.13725 1641171600 01:00:00 1 2.99999999999745e-05 1 9.59999999999478e-09 2.99999999999745e-05
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3| 2022-01-03 02:00:00 1.13728 1641175200 02:00:00 1 -0.00106000000000006 1 -3.17999999999748e-08 -0.00106000000000006
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4| 2022-01-03 03:00:00 1.13622 1641178800 03:00:00 1 -0.000340000000000007 -1 3.60400000000028e-07 0.000340000000000007
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5| 2022-01-03 04:00:00 1.13588 1641182400 04:00:00 1 -0.00157999999999991 -1 5.37199999999982e-07 0.00157999999999991
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6| 2022-01-03 05:00:00 1.1343 1641186000 05:00:00 1 0.000529999999999919 -1 -8.37399999999827e-07 -0.000529999999999919
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7| 2022-01-03 06:00:00 1.13483 1641189600 06:00:00 1 -0.000769999999999937 1 -4.08099999999905e-07 -0.000769999999999937
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8| 2022-01-03 07:00:00 1.13406 1641193200 07:00:00 1 -0.000260000000000149 -1 2.00200000000098e-07 0.000260000000000149
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9| 2022-01-03 08:00:00 1.1338 1641196800 08:00:00 1 0.00051000000000001 -1 -1.32600000000079e-07 -0.00051000000000001
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10| 2022-01-03 09:00:00 1.13431 1641200400 09:00:00 1 0.000480000000000036 1 2.44800000000023e-07 0.000480000000000036
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*/
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//+------------------------------------------------------------------+
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