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update code and fix bugs

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Kunthawat Greethong
2026-01-08 12:30:31 +07:00
parent e7487af624
commit 143f2567c7
3 changed files with 238 additions and 88 deletions
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OI_MeanReversion_Pro_XAUUSD_A.mq5
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OI_OrderFlow_Absorption_XAUUSD.mq5
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@@ -39,7 +39,7 @@ enum ENUM_OI_SOURCE {
}; };
input group "=== OI & DELTA SETTINGS ===" input group "=== OI & DELTA SETTINGS ==="
input ENUM_OI_SOURCE InpOISource = OI_SOURCE_MANUAL; input ENUM_OI_SOURCE InpOISource = OI_SOURCE_CSV_FILE;
input string InpOICsvPath = "\\Files\\oi_data.csv"; input string InpOICsvPath = "\\Files\\oi_data.csv";
input double InpManualFuturePrice = 0.0; input double InpManualFuturePrice = 0.0;
@@ -198,6 +198,14 @@ double CachedFuturePrice = -1; // -1 = not loaded, 0 = loaded but failed,
string LoadedCSVPath = ""; // Path from which CSV was successfully loaded string LoadedCSVPath = ""; // Path from which CSV was successfully loaded
bool CSVLoadLogged = false; // Track if we've logged the result bool CSVLoadLogged = false; // Track if we've logged the result
double CSVDynamicCallStrike1 = 0.0;
double CSVDynamicCallStrike2 = 0.0;
double CSVDynamicCallStrike3 = 0.0;
double CSVDynamicPutStrike1 = 0.0;
double CSVDynamicPutStrike2 = 0.0;
double CSVDynamicPutStrike3 = 0.0;
bool CSVStrikesLoaded = false;
int OnInit() { int OnInit() {
Trade.SetExpertMagicNumber(InpMagicNumber); Trade.SetExpertMagicNumber(InpMagicNumber);
Trade.SetDeviationInPoints(InpMaxSlippage); Trade.SetDeviationInPoints(InpMaxSlippage);
@@ -206,16 +214,21 @@ int OnInit() {
SymbolInfo.Name(_Symbol); SymbolInfo.Name(_Symbol);
SymbolInfo.RefreshRates(); SymbolInfo.RefreshRates();
DynamicFuturePrice = InpManualFuturePrice; DynamicFuturePrice = InpManualFuturePrice;
DynamicCallStrike1 = InpCallStrike1; DynamicCallStrike1 = InpCallStrike1;
DynamicCallStrike2 = InpCallStrike2; DynamicCallStrike2 = InpCallStrike2;
DynamicCallStrike3 = InpCallStrike3; DynamicCallStrike3 = InpCallStrike3;
DynamicPutStrike1 = InpPutStrike1; DynamicPutStrike1 = InpPutStrike1;
DynamicPutStrike2 = InpPutStrike2; DynamicPutStrike2 = InpPutStrike2;
DynamicPutStrike3 = InpPutStrike3; DynamicPutStrike3 = InpPutStrike3;
InitializeOILevels(); InitializeOILevels();
InitializeKeyLevels(); InitializeKeyLevels();
if(InpOISource == OI_SOURCE_CSV_FILE) {
LoadFuturePriceFromCSV();
ApplyCSVStrikeLevels();
}
if(!InitializeIndicators()) { if(!InitializeIndicators()) {
Print("Error initializing indicators"); Print("Error initializing indicators");
@@ -436,7 +449,11 @@ void UpdateMarketData() {
SpotPrice = SymbolInfo.Bid(); SpotPrice = SymbolInfo.Bid();
SymbolInfo.RefreshRates(); SymbolInfo.RefreshRates();
FuturePrice = LoadFuturePriceFromCSV(); if(InpOISource == OI_SOURCE_CSV_FILE) {
FuturePrice = LoadFuturePriceFromCSV();
} else {
FuturePrice = 0;
}
} }
bool IsPriceNearPutStrike() { bool IsPriceNearPutStrike() {
@@ -985,84 +1002,179 @@ bool InitializeIndicators() {
} }
double LoadFuturePriceFromCSV() { double LoadFuturePriceFromCSV() {
if(CachedFuturePrice >= 0) { if(CachedFuturePrice >= 0 && CachedFuturePrice != 0) {
return CachedFuturePrice; return CachedFuturePrice;
} }
string paths[]; string paths[];
int pathCount = 0; int pathCount = 0;
ArrayResize(paths, 5); ArrayResize(paths, 5);
paths[pathCount++] = InpOICsvPath; paths[pathCount++] = InpOICsvPath;
paths[pathCount++] = "oi_data.csv"; paths[pathCount++] = "oi_data.csv";
paths[pathCount++] = "\\Files\\oi_data.csv"; paths[pathCount++] = "\\Files\\oi_data.csv";
paths[pathCount++] = "..\\oi_scraper\\oi_data.csv"; paths[pathCount++] = "..\\oi_scraper\\oi_data.csv";
paths[pathCount++] = "../oi_scraper/oi_data.csv"; paths[pathCount++] = "../oi_scraper/oi_data.csv";
int filehandle = INVALID_HANDLE; int filehandle = INVALID_HANDLE;
string foundPath = ""; string foundPath = "";
for(int i = 0; i < pathCount; i++) { for(int i = 0; i < pathCount; i++) {
filehandle = FileOpen(paths[i], FILE_READ | FILE_CSV, ','); if(!CSVLoadLogged) {
if(filehandle != INVALID_HANDLE) { Print("Trying CSV path: ", paths[i]);
foundPath = paths[i]; }
break; filehandle = FileOpen(paths[i], FILE_READ | FILE_CSV | FILE_ANSI, ',');
} if(filehandle != INVALID_HANDLE) {
} foundPath = paths[i];
if(!CSVLoadLogged) {
Print("Found CSV file at: ", foundPath);
}
break;
}
}
if(filehandle == INVALID_HANDLE) { if(filehandle == INVALID_HANDLE) {
if(!CSVLoadLogged) { if(!CSVLoadLogged) {
Print("CSV ERROR: File not found. Searched paths:"); Print("CSV ERROR: File not found. Searched paths:");
for(int i = 0; i < pathCount; i++) { for(int i = 0; i < pathCount; i++) {
Print(" - ", paths[i]); Print(" - ", paths[i]);
} }
CSVLoadLogged = true; CSVLoadLogged = true;
} }
CachedFuturePrice = 0; CachedFuturePrice = 0;
return 0.0; return 0.0;
} }
double futurePrice = 0.0; double futurePrice = 0.0;
int dataLineCount = 0; double callStrikes[];
double putStrikes[];
int callCount = 0;
int putCount = 0;
bool inPriceSection = false;
int dataLineCount = 0;
while(!FileIsEnding(filehandle)) { while(!FileIsEnding(filehandle)) {
string line = FileReadString(filehandle); string line = FileReadString(filehandle);
dataLineCount++; dataLineCount++;
if(line == "") continue; if(line == "") {
inPriceSection = true;
continue;
}
string parts[]; if(dataLineCount == 1 && StringGetCharacter(line, 0) == 0xFEFF) {
int split = StringSplit(line, ',', parts); line = StringSubstr(line, 1);
if(line == "") {
inPriceSection = true;
continue;
}
}
if(split >= 2) { if(StringFind(line, "Type") >= 0 || StringFind(line, "Strike") >= 0 || StringFind(line, "OI") >= 0) {
double price = StringToDouble(parts[1]); continue;
if(price > 0) { }
futurePrice = price;
break;
}
}
}
FileClose(filehandle); if(line == "[Price]" || inPriceSection) {
inPriceSection = true;
string parts[];
int split = StringSplit(line, ',', parts);
if(futurePrice > 0) { if(split >= 2 && parts[0] == "FuturePrice") {
CachedFuturePrice = futurePrice; string priceStr = parts[1];
LoadedCSVPath = foundPath; while(StringLen(priceStr) > 0 && (StringGetCharacter(priceStr, 0) == 32 || StringGetCharacter(priceStr, 0) == 9)) {
if(!CSVLoadLogged) { priceStr = StringSubstr(priceStr, 1);
Print("CSV SUCCESS: FuturePrice=", futurePrice, " loaded from ", foundPath); }
CSVLoadLogged = true; while(StringLen(priceStr) > 0 && (StringGetCharacter(priceStr, StringLen(priceStr)-1) == 32 || StringGetCharacter(priceStr, StringLen(priceStr)-1) == 9)) {
} priceStr = StringSubstr(priceStr, 0, StringLen(priceStr)-1);
} else { }
if(!CSVLoadLogged) { futurePrice = StringToDouble(priceStr);
Print("CSV ERROR: No valid price found in ", foundPath); if(!CSVLoadLogged) {
Print(" - File exists but contains no parseable price data"); Print("DEBUG: Parsed FuturePrice: ", futurePrice);
CSVLoadLogged = true; }
} }
CachedFuturePrice = 0; continue;
} }
return CachedFuturePrice; string parts[];
} int split = StringSplit(line, ',', parts);
if(split >= 3) {
string typeStr = parts[0];
string strikeStr = parts[1];
string oiStr = parts[2];
while(StringLen(strikeStr) > 0 && (StringGetCharacter(strikeStr, 0) == 32 || StringGetCharacter(strikeStr, 0) == 9)) {
strikeStr = StringSubstr(strikeStr, 1);
}
while(StringLen(strikeStr) > 0 && (StringGetCharacter(strikeStr, StringLen(strikeStr)-1) == 32 || StringGetCharacter(strikeStr, StringLen(strikeStr)-1) == 9)) {
strikeStr = StringSubstr(strikeStr, 0, StringLen(strikeStr)-1);
}
double strike = StringToDouble(strikeStr);
if(strike <= 0) continue;
if(typeStr == "CALL") {
ArrayResize(callStrikes, callCount + 1);
callStrikes[callCount] = strike;
callCount++;
} else if(typeStr == "PUT") {
ArrayResize(putStrikes, putCount + 1);
putStrikes[putCount] = strike;
putCount++;
}
}
}
FileClose(filehandle);
if(callCount > 0) {
ArraySort(callStrikes);
if(callCount >= 1) CSVDynamicCallStrike1 = callStrikes[callCount-1];
if(callCount >= 2) CSVDynamicCallStrike2 = callStrikes[callCount-2];
if(callCount >= 3) CSVDynamicCallStrike3 = callStrikes[callCount-3];
}
if(putCount > 0) {
ArraySort(putStrikes);
if(putCount >= 1) CSVDynamicPutStrike1 = putStrikes[putCount-1];
if(putCount >= 2) CSVDynamicPutStrike2 = putStrikes[putCount-2];
if(putCount >= 3) CSVDynamicPutStrike3 = putStrikes[putCount-3];
}
if(futurePrice > 0) {
CachedFuturePrice = futurePrice;
LoadedCSVPath = foundPath;
CSVStrikesLoaded = true;
if(!CSVLoadLogged) {
Print("CSV SUCCESS: FuturePrice=", futurePrice, ", CALL=[", CSVDynamicCallStrike1, ",", CSVDynamicCallStrike2, ",", CSVDynamicCallStrike3, "], PUT=[", CSVDynamicPutStrike1, ",", CSVDynamicPutStrike2, ",", CSVDynamicPutStrike3, "] loaded from ", foundPath);
CSVLoadLogged = true;
}
} else {
if(!CSVLoadLogged) {
Print("CSV ERROR: No valid price found in ", foundPath);
Print(" - File exists but contains no parseable price data");
Print(" - Total lines read: ", dataLineCount);
CSVLoadLogged = true;
}
CachedFuturePrice = 0;
}
return CachedFuturePrice;
}
void ApplyCSVStrikeLevels() {
if(!CSVStrikesLoaded) return;
if(DynamicCallStrike1 == 0 && CSVDynamicCallStrike1 > 0) DynamicCallStrike1 = CSVDynamicCallStrike1;
if(DynamicCallStrike2 == 0 && CSVDynamicCallStrike2 > 0) DynamicCallStrike2 = CSVDynamicCallStrike2;
if(DynamicCallStrike3 == 0 && CSVDynamicCallStrike3 > 0) DynamicCallStrike3 = CSVDynamicCallStrike3;
if(DynamicPutStrike1 == 0 && CSVDynamicPutStrike1 > 0) DynamicPutStrike1 = CSVDynamicPutStrike1;
if(DynamicPutStrike2 == 0 && CSVDynamicPutStrike2 > 0) DynamicPutStrike2 = CSVDynamicPutStrike2;
if(DynamicPutStrike3 == 0 && CSVDynamicPutStrike3 > 0) DynamicPutStrike3 = CSVDynamicPutStrike3;
InitializeOILevels();
InitializeKeyLevels();
}
void CheckExistingPositions() { void CheckExistingPositions() {
for(int i = 0; i < PositionsTotal(); i++) { for(int i = 0; i < PositionsTotal(); i++) {
@@ -1299,11 +1411,36 @@ void HandleControlPanelClick(string name) {
} }
void UpdateInputValues() { void UpdateInputValues() {
DynamicFuturePrice = StringToDouble(ObjectGetString(chart_id, "CP_FuturePrice", OBJPROP_TEXT)); string value;
DynamicCallStrike1 = StringToDouble(ObjectGetString(chart_id, "CP_CallStrike1", OBJPROP_TEXT));
DynamicCallStrike2 = StringToDouble(ObjectGetString(chart_id, "CP_CallStrike2", OBJPROP_TEXT)); if(ObjectGetString(chart_id, "CP_FuturePrice", OBJPROP_TEXT, 0, value)) {
DynamicCallStrike3 = StringToDouble(ObjectGetString(chart_id, "CP_CallStrike3", OBJPROP_TEXT)); DynamicFuturePrice = StringToDouble(value);
DynamicPutStrike1 = StringToDouble(ObjectGetString(chart_id, "CP_PutStrike1", OBJPROP_TEXT)); }
DynamicPutStrike2 = StringToDouble(ObjectGetString(chart_id, "CP_PutStrike2", OBJPROP_TEXT));
DynamicPutStrike3 = StringToDouble(ObjectGetString(chart_id, "CP_PutStrike3", OBJPROP_TEXT)); if(ObjectGetString(chart_id, "CP_CallStrike1", OBJPROP_TEXT, 0, value)) {
} DynamicCallStrike1 = StringToDouble(value);
}
if(ObjectGetString(chart_id, "CP_CallStrike2", OBJPROP_TEXT, 0, value)) {
DynamicCallStrike2 = StringToDouble(value);
}
if(ObjectGetString(chart_id, "CP_CallStrike3", OBJPROP_TEXT, 0, value)) {
DynamicCallStrike3 = StringToDouble(value);
}
if(ObjectGetString(chart_id, "CP_PutStrike1", OBJPROP_TEXT, 0, value)) {
DynamicPutStrike1 = StringToDouble(value);
}
if(ObjectGetString(chart_id, "CP_PutStrike2", OBJPROP_TEXT, 0, value)) {
DynamicPutStrike2 = StringToDouble(value);
}
if(ObjectGetString(chart_id, "CP_PutStrike3", OBJPROP_TEXT, 0, value)) {
DynamicPutStrike3 = StringToDouble(value);
}
InitializeOILevels();
InitializeKeyLevels();
if(InpOISource == OI_SOURCE_CSV_FILE) {
LoadFuturePriceFromCSV();
ApplyCSVStrikeLevels();
}
}

19
oi_scraper/main.py
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@@ -290,9 +290,22 @@ def scrape_investing_gold_price(page):
def export_to_csv(df, future_price=0.0): def export_to_csv(df, future_price=0.0):
output_path = CSV_OUTPUT_PATH output_path = CSV_OUTPUT_PATH
with open(output_path, "w") as f: with open(output_path, "w", encoding="utf-8") as f:
f.write("date,future_price\n") f.write("Type,Strike,OI\n")
f.write(f"{datetime.now().strftime('%Y-%m-%d')},{future_price}\n")
call_df = df[df["Type"] == "CALL"] if len(df) > 0 else pd.DataFrame()
put_df = df[df["Type"] == "PUT"] if len(df) > 0 else pd.DataFrame()
if len(call_df) > 0:
for _, row in call_df.iterrows():
f.write(f"CALL,{row['Strike']:.1f},{row['OI']}\n")
if len(put_df) > 0:
for _, row in put_df.iterrows():
f.write(f"PUT,{row['Strike']:.1f},{row['OI']}\n")
f.write("\n[Price]\n")
f.write(f"FuturePrice,{future_price}\n")
logger.info(f"Exported OI data and price to {output_path}") logger.info(f"Exported OI data and price to {output_path}")