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def __init__(self, path_suffix, output_dir, timeframe, symbol):
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"""Create file and write headers."""
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super().__init__(timeframe, path_suffix, symbol, output_dir)
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# Build header (228 Bytes in total)
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header = bytearray()
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header += pack("<I", 501) # Magic
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header += bytearray(
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"Copyright 2001-2016, MetaQuotes Software Corp.".ljust(
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64, "\x00" # Copyright
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),
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"utf-16",
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"ignore",
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)[2:]
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header += bytearray("History".ljust(16, "\x00"), "utf-16", "ignore")[2:] # Name
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header += bytearray("EURUSD".ljust(32, "\x00"), "utf-16", "ignore")[2:] # Title
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assert 228 == self.path.write(header)
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# Build EMPTY table (18 Bytes in total)
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table = bytearray()
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table += pack("<i", 0) # unknown_0
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table += pack("<i", 0) # unknown_1
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table += pack("<h", 0) # unknown_2
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table += pack("<i", 0) # size
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table += pack("<i", 0) # off
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# write main table (18 Bytes in total)
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assert 18 == self.path.write(table)
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self.table_end = self.path.tell()
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# write an empty table record to indicate that there are no more tables
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assert 18 == self.path.write(table)
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# Build record header (189 Bytes in total)
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record_header = bytearray()
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record_header += pack("<H", 0x81) # magic
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record_header += bytearray("LABEL".ljust(32, "\x00"), "utf-16", "ignore")[
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2:
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] # label
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record_header += bytearray("UN0".ljust(9, "\x00"), "utf-16", "ignore")[
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2:
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] # unknown_0
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record_header += pack("<I", 0) # rows
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record_header += bytearray("UN1".ljust(50, "\x00"), "utf-16", "ignore")[
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2:
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] # unknown_1
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record_header += pack("<c", b"0")
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self.record_header_begin = self.path.tell()
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assert 189 == self.path.write(record_header)
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self.record_header_end = self.path.tell()
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def pack_ticks(self, ticks):
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"""Prepare and write ticks in file."""
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self.count_ticks = len(ticks)
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# Transform universal bar list to binary bar data (40 Bytes per bar)
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for tick in ticks:
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# We're getting an array
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uniBar = {
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"barTimestamp": tick["barTimestamp"],
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"tickTimestamp": tick["timestamp"],
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"open": tick["bidPrice"],
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"high": tick["bidPrice"],
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"low": tick["bidPrice"],
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"close": tick["bidPrice"],
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"volume": tick["bidVolume"],
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}
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self.path.write(
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pack(
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"<iidddd",
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0x00088884, # Separator
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int(uniBar["barTimestamp"]), # Bar datetime.
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uniBar["open"],
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uniBar["high"],
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uniBar["low"],
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uniBar["close"],
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)
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) # Values.
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def finalize(self):
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"""Write data count in headers."""
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# fixup the table
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fix = pack("<i", self.record_header_begin)
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self.path.seek(self.table_end - 4)
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self.path.write(fix)
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# fixup the record header
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fix = pack("<I", self.count_ticks)
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self.path.seek(self.record_header_end - 101 - 4)
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self.path.write(fix)
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def config_argparser():
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argumentParser = argparse.ArgumentParser(add_help=False)
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argumentParser.add_argument(
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"-i",
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"--input-file",
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