MQL4：如何从 URL 中读取 CSV
MQL4: How to read a CSV from a URL
我正在使用这个 URL 从 Quandl 网站获取一些内容：
https://www.quandl.com/api/v3/datasets/FRED/PAYEMS.csv?exclude_column_names=true&rows=1&api_key=my_api_key
Quandl服务器returns响应上述请求的值是这样的：
2016-08-01, 144598.0
我需要在 MQL4 [ 中使用 144598.0 的 值 =18=], 所以:
Q1。如何从上面的 URL 中获取内容以在 MQL4 脚本中使用？
来自 SO (https://whosebug.com/users/3666197/user3666197) 的一位非常有帮助的用户提供了以下 script（原文位于 MQL4: Read single value from CSV）（我自己添加的几个部分）来帮助我实现这一目标，但是，我无法让它工作：
// Code created with the help of Stack Overflow question
//
// Question by p.luck:
// https://whosebug.com/users/5551849/p-luck
// Answer by user3666197:
// https://whosebug.com/users/3666197/user3666197
void OnStart()
{
string cookie = NULL,
headers;
char post[],
result[];
int res;
/* TODO: *
* Must allow MT4 to access the server URL, *
* you should add URL "https://www.quandl.com/api/v3/datasets/FRED/PAYEMS.csv" *
* in the list of allowed URLs *
* ( MT4 -> Tools -> Options -> [Tab]: "Expert Advisors" ): */
string aDataSOURCE_URL = "https://www.quandl.com/api/v3/datasets/FRED/PAYEMS.csv";
string aDataSOURCE_API = "?exclude_column_names=true&rows=1&api_key=my_api_key";
//-- Create the body of the POST request for API specifications and API-authorization
ArrayResize( post,
StringToCharArray( aDataSOURCE_API, // string text |--> [in] String to copy.
post, // uchar &array[] <--| [out] Array of uchar type.
0, // int start = 0 |--> [in] Position from which copying starts. Default - 0.
WHOLE_ARRAY, // int count = -1 |--> [in] Number of array elements to copy. Defines length of a resulting string. Default value is -1, which means copying up to the array end, or till terminating '[=11=]'. Terminating zero will also be copied to the recipient array, in this case the size of a dynamic array can be increased if necessary to the size of the string. If the size of the dynamic array exceeds the length of the string, the size of the array will not be reduced.
CP_UTF8 // uint cp = CP_ACP |--> [in] The value of the code page. For the most-used code pages provide appropriate constants.
)
- 1
);
//-- Reset the last error code
ResetLastError();
//-- Loading a html page from Quandl
int timeout = 5000; //-- Timeout below 1000 (1 sec.) is not enough for slow Internet connection
res = WebRequest( "POST", // const string method |--> [in] HTTP method.
aDataSOURCE_URL, // const string URL |--> [in] URL.
cookie, // const string cookie |--> [in] Cookie value.
NULL, // const string referrer |--> [in] Value of the Referer header of the HTTP request.
timeout, // int timeout |--> [in] Timeout in milliseconds.
post, // const char &data |--> [in] Data array of the HTTP message body
ArraySize( post ), // int data_size |--> [in] Size of the data[] array.
result, // char &result <--| [out] An array containing server response data.
headers // string &result_headers <--| [out] Server response headers.
);
//-- Check errors
if ( res == -1 )
{ Print( "WebRequest Error. Error code = ", GetLastError() ); //-- Perhaps the URL is not listed, display a message about the necessity to add the address
MessageBox( "Add the address '" + aDataSOURCE_URL + "' in the list of allowed URLs on tab 'Expert Advisors'", "Error", MB_ICONINFORMATION );
}
else //-- Load was successfull
{
PrintFormat( "The data has been successfully loaded, size = %d bytes.", ArraySize( result ) );
//-- parse the content ---------------------------------------
/*
"2016-08-01, 144598.0"
*/
//-- consume the content -------------------------------------
//...
}
}
我已将
的URL https://www.quandl.com/api/v3/datasets/FRED/PAYEMS.csv
添加到MT4的allowed URLs列表中。
如果我启用 AutoTrading 并将名为 (tutorial7) 的 script 拖到 USDCAD,M1 的 chart，
我在 Experts tab:
中收到这些消息
Script tutorial7 USDCAD,M1: loaded successfulytutorial7 USDCAD,M1: initializedtutorial7 USDCAD,M1: The data has been successfully loaded, size = 0 bytestutorial7 USDCAD,M1: uninit reason 0
当然如果“The data has successfully loaded”它不应该说“size = 0 bytes”？
如果我只是将它直接复制并粘贴到 MetaQuotes Language Editor 和 compile 中，这个 script 是否可以正常工作？
除了将 URL 添加到 MT4 中的 allowed URLs 并将此代码复制并粘贴到 script 之外，还有什么我必须做的吗？
如果是，怎么做？
我运行上面的代码是Script不是Expert Advisor；这样可以吗？
Q2。我可以将获取的值 144598.0 设置为脚本中的变量吗？
我需要使 144598.0 的 value 成为一个变量，以便它可以与另一个 value 进行比较。
像这样的东西行得通吗：
void OnStart()
{
... // above code which fetches the value from the .csv URL
double x = 155876.0 // value manually typed in
y = 144598.0 // value fetched from the .csv URL using the above code
// ignores column 1 consisting of 2016-08-01
if ( x > y ) {
// execute code
}
else {
// execute other code
}
}
A2: 是的！ 这是旅程中最简单的部分。
A1:但是！
它在实践中如何运作？
如何运作MetaTrader Terminal 实际上与 Quandl 对话，所以得到它？
让我首先说明远程HttpServer端处理的问题。
有一个易于原型化的程序 curl（Linux 和 DOS 版本可用）将在终端内显示 window （或 Windows cmd window ）Quandl 的远程 HttpServer 如何响应本地 [=91= 的各种组合]d 请求，通过 HTTP 协议进行通信。
注意，刚刚重新输入的 URL 生成了要传送的整个历史记录。
C:\>curl https://www.quandl.com/api/v3/datasets/FRED/PAYEMS.csv
DATE,VALUE
2016-08-01,144598.0
2016-07-01,144447.0
...
..
.
1939-03-01,30280.0
1939-02-01,30101.0
1939-01-01,29923.0
一旦我们向普通 URL 添加更多参数，远程端 ( HttpServer ) 将回复更改为我们感兴趣的一行：
C:\>curl -G --data rows=1 --data exclude_column_names=true https://www.quandl.com/api/v3/datasets/FRED/PAYEMS.csv
2016-08-01,144598.0
好看，好看，几乎就是我们想要的单值！
但是魔法来了。
本地进程（现在是 curl，但后来是 MetaTrader 终端）之间的真正交流（对话）看起来是这样的（使用 --verbose 选项在 curl 命令行中：
C:\>curl --verbose -G --data rows=1 --data exclude_column_names=true https://www.quandl.com/api/v3/datasets/FRED/PAYEMS.csv
* Trying 54.174.87.84...
* Connected to www.quandl.com (54.174.87.84) port 443 (#0)
* schannel: SSL/TLS connection with www.quandl.com port 443 (step 1/3)
* schannel: checking server certificate revocation
* schannel: sending initial handshake data: sending 70 bytes...
* schannel: sent initial handshake data: sent 70 bytes
* schannel: SSL/TLS connection with www.quandl.com port 443 (step 2/3)
* schannel: failed to receive handshake, need more data
* schannel: SSL/TLS connection with www.quandl.com port 443 (step 2/3)
* schannel: encrypted data buffer: offset 4096 length 4096
* schannel: encrypted data length: 4017
* schannel: encrypted data buffer: offset 4017 length 4096
* schannel: received incomplete message, need more data
* schannel: SSL/TLS connection with www.quandl.com port 443 (step 2/3)
* schannel: encrypted data buffer: offset 4569 length 5041
* schannel: sending next handshake data: sending 318 bytes...
* schannel: SSL/TLS connection with www.quandl.com port 443 (step 2/3)
* schannel: encrypted data buffer: offset 51 length 5041
* schannel: SSL/TLS handshake complete
* schannel: SSL/TLS connection with www.quandl.com port 443 (step 3/3)
* schannel: incremented credential handle refcount = 1
* schannel: stored credential handle in session cache
> GET /api/v3/datasets/FRED/PAYEMS.csv?rows=1&exclude_column_names=true HTTP/1.1
> Host: www.quandl.com
> User-Agent: curl/7.45.0
> Accept: */*
>
* schannel: client wants to read 16384 bytes
* schannel: encdata_buffer resized 17408
* schannel: encrypted data buffer: offset 0 length 17408
* schannel: encrypted data got 653
* schannel: encrypted data buffer: offset 653 length 17408
* schannel: decrypted data length: 623
* schannel: decrypted data added: 623
* schannel: decrypted data cached: offset 623 length 16384
* schannel: encrypted data buffer: offset 0 length 17408
* schannel: decrypted data buffer: offset 623 length 16384
* schannel: schannel_recv cleanup
* schannel: decrypted data returned 623
* schannel: decrypted data buffer: offset 0 length 16384
< HTTP/1.1 200 OK
< Cache-Control: private
< Content-Disposition: attachment; filename=FRED-PAYEMS.csv
< Content-Transfer-Encoding: binary
< Content-Type: text/csv
< Date: Wed, 07 Sep 2016 12:47:20 GMT
< ETag: W/"adfdb97850c493cdd03e2036574bc404"
< Server: openresty
< Vary: Origin
< X-API-Version: 2015-04-09
< X-Content-Type-Options: nosniff
< X-Frame-Options: SAMEORIGIN
< X-Rack-CORS: preflight-hit; no-origin
< X-RateLimit-Limit: 50
< X-RateLimit-Remaining: 42
< X-Request-Id: c609e92d-22d2-40e7-b7d4-cacb07467c76
< X-Runtime: 0.023534
< X-XSS-Protection: 1; mode=block
< Content-Length: 20
< Connection: keep-alive
<
2016-08-01,144598.0
* Connection #0 to host www.quandl.com left intact
注意行 GET /api/v3/datasets/FRED/PAYEMS.csv?rows=1&exclude_column_names=true
所以神奇的是让 MetaTrader 终端与 assemble 相同，同时在配置的允许列表中允许 URL（您已经在另一个 post).
也可能已经注意到，HTTP GET 只发送 <HttpServer_relative_part_of_the.URL>
神奇之处在于让 MQL4 代码发送与上面看到的相同的请求并取回数据。
WebRequest() 必须使用 HTTP GET 因为 Quandl HttpServer 不响应 HTTP POST 相同请求示例的版本，返回 0 字节（只是省略上面 curl 示例中的 -G 开关）。
同时满足所有条件应该会收到 2016-08-01,144598.0 并使用：
int anAmountOfBytesRECVd = 0; // how many bytes Quandl sent
string headers_FromHttpSERVER; // stores as a string
char anAnswerFromHttpSERVER[]; // stores as a byte-array ( char[] )
double y_value = NULL;
anAmountOfBytesRECVd = WebRequest( "GET", // MUST use HTTP GET <- Quandl tested
...
anAnswerFromHttpSERVER,
headers_FromHttpSERVER
);
y_value = StrToDouble( CharArrayToString( anAnserFromHttpSERVER, // [2|0|1|6|-|0|8|-|0|1|,|1|4|4|5|98|.|0]
11, //-----------------------^_______________( -1 == TILL EndOfSTRING )
-1
)
);
我正在使用这个 URL 从 Quandl 网站获取一些内容：
https://www.quandl.com/api/v3/datasets/FRED/PAYEMS.csv?exclude_column_names=true&rows=1&api_key=my_api_key
Quandl服务器returns响应上述请求的值是这样的：
2016-08-01, 144598.0
我需要在 MQL4 [ 中使用 144598.0 的 值 =18=], 所以:
Q1。如何从上面的 URL 中获取内容以在 MQL4 脚本中使用？
来自 SO (https://whosebug.com/users/3666197/user3666197) 的一位非常有帮助的用户提供了以下 script（原文位于 MQL4: Read single value from CSV）（我自己添加的几个部分）来帮助我实现这一目标，但是，我无法让它工作：
// Code created with the help of Stack Overflow question
//
// Question by p.luck:
// https://whosebug.com/users/5551849/p-luck
// Answer by user3666197:
// https://whosebug.com/users/3666197/user3666197
void OnStart()
{
string cookie = NULL,
headers;
char post[],
result[];
int res;
/* TODO: *
* Must allow MT4 to access the server URL, *
* you should add URL "https://www.quandl.com/api/v3/datasets/FRED/PAYEMS.csv" *
* in the list of allowed URLs *
* ( MT4 -> Tools -> Options -> [Tab]: "Expert Advisors" ): */
string aDataSOURCE_URL = "https://www.quandl.com/api/v3/datasets/FRED/PAYEMS.csv";
string aDataSOURCE_API = "?exclude_column_names=true&rows=1&api_key=my_api_key";
//-- Create the body of the POST request for API specifications and API-authorization
ArrayResize( post,
StringToCharArray( aDataSOURCE_API, // string text |--> [in] String to copy.
post, // uchar &array[] <--| [out] Array of uchar type.
0, // int start = 0 |--> [in] Position from which copying starts. Default - 0.
WHOLE_ARRAY, // int count = -1 |--> [in] Number of array elements to copy. Defines length of a resulting string. Default value is -1, which means copying up to the array end, or till terminating '[=11=]'. Terminating zero will also be copied to the recipient array, in this case the size of a dynamic array can be increased if necessary to the size of the string. If the size of the dynamic array exceeds the length of the string, the size of the array will not be reduced.
CP_UTF8 // uint cp = CP_ACP |--> [in] The value of the code page. For the most-used code pages provide appropriate constants.
)
- 1
);
//-- Reset the last error code
ResetLastError();
//-- Loading a html page from Quandl
int timeout = 5000; //-- Timeout below 1000 (1 sec.) is not enough for slow Internet connection
res = WebRequest( "POST", // const string method |--> [in] HTTP method.
aDataSOURCE_URL, // const string URL |--> [in] URL.
cookie, // const string cookie |--> [in] Cookie value.
NULL, // const string referrer |--> [in] Value of the Referer header of the HTTP request.
timeout, // int timeout |--> [in] Timeout in milliseconds.
post, // const char &data |--> [in] Data array of the HTTP message body
ArraySize( post ), // int data_size |--> [in] Size of the data[] array.
result, // char &result <--| [out] An array containing server response data.
headers // string &result_headers <--| [out] Server response headers.
);
//-- Check errors
if ( res == -1 )
{ Print( "WebRequest Error. Error code = ", GetLastError() ); //-- Perhaps the URL is not listed, display a message about the necessity to add the address
MessageBox( "Add the address '" + aDataSOURCE_URL + "' in the list of allowed URLs on tab 'Expert Advisors'", "Error", MB_ICONINFORMATION );
}
else //-- Load was successfull
{
PrintFormat( "The data has been successfully loaded, size = %d bytes.", ArraySize( result ) );
//-- parse the content ---------------------------------------
/*
"2016-08-01, 144598.0"
*/
//-- consume the content -------------------------------------
//...
}
}
我已将
的URL https://www.quandl.com/api/v3/datasets/FRED/PAYEMS.csv
添加到MT4的allowed URLs列表中。
如果我启用 AutoTrading 并将名为 (tutorial7) 的 script 拖到 USDCAD,M1 的 chart，
我在 Experts tab:
Script tutorial7 USDCAD,M1: loaded successfulytutorial7 USDCAD,M1: initializedtutorial7 USDCAD,M1: The data has been successfully loaded, size = 0 bytestutorial7 USDCAD,M1: uninit reason 0
当然如果“The data has successfully loaded”它不应该说“size = 0 bytes”？
如果我只是将它直接复制并粘贴到 MetaQuotes Language Editor 和 compile 中，这个 script 是否可以正常工作？
除了将 URL 添加到 MT4 中的 allowed URLs 并将此代码复制并粘贴到 script 之外，还有什么我必须做的吗？
如果是，怎么做？
我运行上面的代码是Script不是Expert Advisor；这样可以吗？
Q2。我可以将获取的值 144598.0 设置为脚本中的变量吗？
我需要使 144598.0 的 value 成为一个变量，以便它可以与另一个 value 进行比较。
像这样的东西行得通吗：
void OnStart()
{
... // above code which fetches the value from the .csv URL
double x = 155876.0 // value manually typed in
y = 144598.0 // value fetched from the .csv URL using the above code
// ignores column 1 consisting of 2016-08-01
if ( x > y ) {
// execute code
}
else {
// execute other code
}
}
A2: 是的！ 这是旅程中最简单的部分。
A1:但是！
它在实践中如何运作？
如何运作MetaTrader Terminal 实际上与 Quandl 对话，所以得到它？
让我首先说明远程HttpServer端处理的问题。
有一个易于原型化的程序 curl（Linux 和 DOS 版本可用）将在终端内显示 window （或 Windows cmd window ）Quandl 的远程 HttpServer 如何响应本地 [=91= 的各种组合]d 请求，通过 HTTP 协议进行通信。
注意，刚刚重新输入的 URL 生成了要传送的整个历史记录。
C:\>curl https://www.quandl.com/api/v3/datasets/FRED/PAYEMS.csv
DATE,VALUE
2016-08-01,144598.0
2016-07-01,144447.0
...
..
.
1939-03-01,30280.0
1939-02-01,30101.0
1939-01-01,29923.0
一旦我们向普通 URL 添加更多参数，远程端 ( HttpServer ) 将回复更改为我们感兴趣的一行：
C:\>curl -G --data rows=1 --data exclude_column_names=true https://www.quandl.com/api/v3/datasets/FRED/PAYEMS.csv
2016-08-01,144598.0
好看，好看，几乎就是我们想要的单值！
但是魔法来了。
本地进程（现在是 curl，但后来是 MetaTrader 终端）之间的真正交流（对话）看起来是这样的（使用 --verbose 选项在 curl 命令行中：
C:\>curl --verbose -G --data rows=1 --data exclude_column_names=true https://www.quandl.com/api/v3/datasets/FRED/PAYEMS.csv
* Trying 54.174.87.84...
* Connected to www.quandl.com (54.174.87.84) port 443 (#0)
* schannel: SSL/TLS connection with www.quandl.com port 443 (step 1/3)
* schannel: checking server certificate revocation
* schannel: sending initial handshake data: sending 70 bytes...
* schannel: sent initial handshake data: sent 70 bytes
* schannel: SSL/TLS connection with www.quandl.com port 443 (step 2/3)
* schannel: failed to receive handshake, need more data
* schannel: SSL/TLS connection with www.quandl.com port 443 (step 2/3)
* schannel: encrypted data buffer: offset 4096 length 4096
* schannel: encrypted data length: 4017
* schannel: encrypted data buffer: offset 4017 length 4096
* schannel: received incomplete message, need more data
* schannel: SSL/TLS connection with www.quandl.com port 443 (step 2/3)
* schannel: encrypted data buffer: offset 4569 length 5041
* schannel: sending next handshake data: sending 318 bytes...
* schannel: SSL/TLS connection with www.quandl.com port 443 (step 2/3)
* schannel: encrypted data buffer: offset 51 length 5041
* schannel: SSL/TLS handshake complete
* schannel: SSL/TLS connection with www.quandl.com port 443 (step 3/3)
* schannel: incremented credential handle refcount = 1
* schannel: stored credential handle in session cache
> GET /api/v3/datasets/FRED/PAYEMS.csv?rows=1&exclude_column_names=true HTTP/1.1
> Host: www.quandl.com
> User-Agent: curl/7.45.0
> Accept: */*
>
* schannel: client wants to read 16384 bytes
* schannel: encdata_buffer resized 17408
* schannel: encrypted data buffer: offset 0 length 17408
* schannel: encrypted data got 653
* schannel: encrypted data buffer: offset 653 length 17408
* schannel: decrypted data length: 623
* schannel: decrypted data added: 623
* schannel: decrypted data cached: offset 623 length 16384
* schannel: encrypted data buffer: offset 0 length 17408
* schannel: decrypted data buffer: offset 623 length 16384
* schannel: schannel_recv cleanup
* schannel: decrypted data returned 623
* schannel: decrypted data buffer: offset 0 length 16384
< HTTP/1.1 200 OK
< Cache-Control: private
< Content-Disposition: attachment; filename=FRED-PAYEMS.csv
< Content-Transfer-Encoding: binary
< Content-Type: text/csv
< Date: Wed, 07 Sep 2016 12:47:20 GMT
< ETag: W/"adfdb97850c493cdd03e2036574bc404"
< Server: openresty
< Vary: Origin
< X-API-Version: 2015-04-09
< X-Content-Type-Options: nosniff
< X-Frame-Options: SAMEORIGIN
< X-Rack-CORS: preflight-hit; no-origin
< X-RateLimit-Limit: 50
< X-RateLimit-Remaining: 42
< X-Request-Id: c609e92d-22d2-40e7-b7d4-cacb07467c76
< X-Runtime: 0.023534
< X-XSS-Protection: 1; mode=block
< Content-Length: 20
< Connection: keep-alive
<
2016-08-01,144598.0
* Connection #0 to host www.quandl.com left intact
注意行 GET /api/v3/datasets/FRED/PAYEMS.csv?rows=1&exclude_column_names=true
所以神奇的是让 MetaTrader 终端与 assemble 相同，同时在配置的允许列表中允许 URL（您已经在另一个 post).
也可能已经注意到，HTTP GET 只发送 <HttpServer_relative_part_of_the.URL>
神奇之处在于让 MQL4 代码发送与上面看到的相同的请求并取回数据。
WebRequest() 必须使用 HTTP GET 因为 Quandl HttpServer 不响应 HTTP POST 相同请求示例的版本，返回 0 字节（只是省略上面 curl 示例中的 -G 开关）。
同时满足所有条件应该会收到 2016-08-01,144598.0 并使用：
int anAmountOfBytesRECVd = 0; // how many bytes Quandl sent
string headers_FromHttpSERVER; // stores as a string
char anAnswerFromHttpSERVER[]; // stores as a byte-array ( char[] )
double y_value = NULL;
anAmountOfBytesRECVd = WebRequest( "GET", // MUST use HTTP GET <- Quandl tested
...
anAnswerFromHttpSERVER,
headers_FromHttpSERVER
);
y_value = StrToDouble( CharArrayToString( anAnserFromHttpSERVER, // [2|0|1|6|-|0|8|-|0|1|,|1|4|4|5|98|.|0]
11, //-----------------------^_______________( -1 == TILL EndOfSTRING )
-1
)
);