metatrader 0.0.1
py-metatrader是python的包文件，提供用來鏈接mt4的接口。
目前，py-metatrader主要可以用來回溯測試和優化方面。
如何安裝:
通過pip安裝:
$ pip install metatrader
通過程序源安裝:
$ git clone https://github.com/samuraitaiga/py-metatrader.git
$ cd py-metatrader
$ python setup.py install
使用實例: 回溯測試
from metatrader.mt4 import initizalize
from metatrader.backtest import BackTest
# point mt4 install folder
initizalize(‘C:\\Program Files\\FXCM MetaTrader 4’)
# specify backtest period by datetime format
from_date = datetime(2014, 9, 1)
to_date = datetime(2015, 1, 1)
ea_name = ‘Moving Average’
# create ea param by dict.
param = {
‘Lots’: {‘value’: 0.1},
‘MaximumRisk’: {‘value’: 0.02},
‘DecreaseFactor’: {‘value’: 3.0},
‘MovingPeriod’: {‘value’: 12},
‘MovingShift’: {‘value’: 6}
}
# create backtest object
backtest = BackTest(ea_name, param, ‘USDJPY’, ‘M5’, from_date, to_date)
# run backtest
ret = backtest.run()
# you can get result from result object
# for example you can print gross profit
print ret.gross_profit
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