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update code

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Kunthawat Greethong
2026-01-08 12:48:05 +07:00
parent 143f2567c7
commit 92391f9d18
4 changed files with 2380 additions and 196 deletions
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2220
OI_MeanReversion_Pro_XAUUSD.mq5 Normal file
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OI_MeanReversion_Pro_XAUUSD_A.mq5
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OI_OrderFlow_Absorption_XAUUSD.mq5
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@@ -111,6 +111,8 @@ double SpotPrice = 0.0;
double CallLevels[3]; double CallLevels[3];
double PutLevels[3]; double PutLevels[3];
int CallOI[3];
int PutOI[3];
double DynamicFuturePrice = 0.0; double DynamicFuturePrice = 0.0;
double DynamicCallStrike1 = 0.0; double DynamicCallStrike1 = 0.0;
@@ -194,17 +196,9 @@ double CurrentBarHigh = 0.0;
double CurrentBarLow = 0.0; double CurrentBarLow = 0.0;
double LastPrice = 0.0; double LastPrice = 0.0;
double CachedFuturePrice = -1; // -1 = not loaded, 0 = loaded but failed, >0 = success double CachedFuturePrice = -1;
string LoadedCSVPath = ""; // Path from which CSV was successfully loaded string LoadedCSVPath = "";
bool CSVLoadLogged = false; // Track if we've logged the result bool CSVLoadLogged = false;
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);
@@ -214,7 +208,7 @@ 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;
@@ -226,8 +220,7 @@ int OnInit() {
InitializeKeyLevels(); InitializeKeyLevels();
if(InpOISource == OI_SOURCE_CSV_FILE) { if(InpOISource == OI_SOURCE_CSV_FILE) {
LoadFuturePriceFromCSV(); LoadOIFromCSV();
ApplyCSVStrikeLevels();
} }
if(!InitializeIndicators()) { if(!InitializeIndicators()) {
@@ -446,15 +439,18 @@ void DetectAbsorptionFromHistory() {
} }
void UpdateMarketData() { void UpdateMarketData() {
SpotPrice = SymbolInfo.Bid(); SpotPrice = SymbolInfo.Bid();
SymbolInfo.RefreshRates(); SymbolInfo.RefreshRates();
if(InpOISource == OI_SOURCE_CSV_FILE) { if(InpOISource == OI_SOURCE_CSV_FILE) {
FuturePrice = LoadFuturePriceFromCSV(); if(CachedFuturePrice < 0) {
} else { LoadOIFromCSV();
FuturePrice = 0; }
} FuturePrice = CachedFuturePrice;
} } else {
FuturePrice = 0;
}
}
bool IsPriceNearPutStrike() { bool IsPriceNearPutStrike() {
double tolerance = InpOIZonePoints * _Point; double tolerance = InpOIZonePoints * _Point;
@@ -940,14 +936,22 @@ void CloseAllPositions() {
} }
void InitializeOILevels() { void InitializeOILevels() {
CallLevels[0] = DynamicCallStrike1; CallLevels[0] = DynamicCallStrike1;
CallLevels[1] = DynamicCallStrike2; CallLevels[1] = DynamicCallStrike2;
CallLevels[2] = DynamicCallStrike3; CallLevels[2] = DynamicCallStrike3;
PutLevels[0] = DynamicPutStrike1; PutLevels[0] = DynamicPutStrike1;
PutLevels[1] = DynamicPutStrike2; PutLevels[1] = DynamicPutStrike2;
PutLevels[2] = DynamicPutStrike3; PutLevels[2] = DynamicPutStrike3;
}
CallOI[0] = 0;
CallOI[1] = 0;
CallOI[2] = 0;
PutOI[0] = 0;
PutOI[1] = 0;
PutOI[2] = 0;
}
void InitializeKeyLevels() { void InitializeKeyLevels() {
double allLevels[]; double allLevels[];
@@ -1001,180 +1005,114 @@ bool InitializeIndicators() {
return true; return true;
} }
double LoadFuturePriceFromCSV() { void LoadOIFromCSV()
if(CachedFuturePrice >= 0 && CachedFuturePrice != 0) { {
return CachedFuturePrice; string paths[];
} int pathCount = 0;
string paths[]; ArrayResize(paths, 5);
int pathCount = 0; paths[pathCount++] = InpOICsvPath;
paths[pathCount++] = "oi_data.csv";
paths[pathCount++] = "\\Files\\oi_data.csv";
paths[pathCount++] = "..\\oi_scraper\\oi_data.csv";
paths[pathCount++] = "../oi_scraper/oi_data.csv";
ArrayResize(paths, 5); int filehandle = INVALID_HANDLE;
paths[pathCount++] = InpOICsvPath; string foundPath = "";
paths[pathCount++] = "oi_data.csv";
paths[pathCount++] = "\\Files\\oi_data.csv";
paths[pathCount++] = "..\\oi_scraper\\oi_data.csv";
paths[pathCount++] = "../oi_scraper/oi_data.csv";
int filehandle = INVALID_HANDLE; for(int i = 0; i < pathCount; i++) {
string foundPath = ""; if(!CSVLoadLogged) {
Print("Trying CSV path: ", paths[i]);
}
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;
}
}
for(int i = 0; i < pathCount; i++) { if(filehandle == INVALID_HANDLE) {
if(!CSVLoadLogged) { if(!CSVLoadLogged) {
Print("Trying CSV path: ", paths[i]); Print("CSV ERROR: File not found. Searched paths:");
} for(int i = 0; i < pathCount; i++) {
filehandle = FileOpen(paths[i], FILE_READ | FILE_CSV | FILE_ANSI, ','); Print(" - ", paths[i]);
if(filehandle != INVALID_HANDLE) { }
foundPath = paths[i]; CSVLoadLogged = true;
if(!CSVLoadLogged) { }
Print("Found CSV file at: ", foundPath); return;
} }
break;
}
}
if(filehandle == INVALID_HANDLE) { int callIndex = 0;
if(!CSVLoadLogged) { int putIndex = 0;
Print("CSV ERROR: File not found. Searched paths:"); double futurePrice = 0.0;
for(int i = 0; i < pathCount; i++) {
Print(" - ", paths[i]);
}
CSVLoadLogged = true;
}
CachedFuturePrice = 0;
return 0.0;
}
double futurePrice = 0.0; while(!FileIsEnding(filehandle) && (callIndex < 3 || putIndex < 3))
double callStrikes[]; {
double putStrikes[]; string row = FileReadString(filehandle);
int callCount = 0; string data[];
int putCount = 0; int count = StringSplit(row, ',', data);
bool inPriceSection = false;
int dataLineCount = 0;
while(!FileIsEnding(filehandle)) { if(count >= 3)
string line = FileReadString(filehandle); {
dataLineCount++; string type = data[0];
double strike = StringToDouble(data[1]);
int oi = (int)StringToInteger(data[2]);
if(line == "") { if(StringFind(type, "Future") >= 0)
inPriceSection = true; {
continue; futurePrice = strike;
} if(!CSVLoadLogged) {
Print("DEBUG: Parsed Future price: ", futurePrice);
}
}
else if(type == "CALL" && callIndex < 3)
{
CallLevels[callIndex] = strike;
CallOI[callIndex] = oi;
callIndex++;
}
else if(type == "PUT" && putIndex < 3)
{
PutLevels[putIndex] = strike;
PutOI[putIndex] = oi;
putIndex++;
}
}
}
if(dataLineCount == 1 && StringGetCharacter(line, 0) == 0xFEFF) { FileClose(filehandle);
line = StringSubstr(line, 1);
if(line == "") {
inPriceSection = true;
continue;
}
}
if(StringFind(line, "Type") >= 0 || StringFind(line, "Strike") >= 0 || StringFind(line, "OI") >= 0) { for(int i = callIndex; i < 3; i++)
continue; {
} CallLevels[i] = 0;
CallOI[i] = 0;
}
if(line == "[Price]" || inPriceSection) { for(int i = putIndex; i < 3; i++)
inPriceSection = true; {
string parts[]; PutLevels[i] = 0;
int split = StringSplit(line, ',', parts); PutOI[i] = 0;
}
if(split >= 2 && parts[0] == "FuturePrice") { if(futurePrice > 0) {
string priceStr = parts[1]; CachedFuturePrice = futurePrice;
while(StringLen(priceStr) > 0 && (StringGetCharacter(priceStr, 0) == 32 || StringGetCharacter(priceStr, 0) == 9)) { DynamicFuturePrice = futurePrice;
priceStr = StringSubstr(priceStr, 1); LoadedCSVPath = foundPath;
} CSVLoadLogged = true;
while(StringLen(priceStr) > 0 && (StringGetCharacter(priceStr, StringLen(priceStr)-1) == 32 || StringGetCharacter(priceStr, StringLen(priceStr)-1) == 9)) { Print("CSV SUCCESS: FuturePrice=", futurePrice, ", CALL=[", CallLevels[0], ",", CallLevels[1], ",", CallLevels[2], "], PUT=[", PutLevels[0], ",", PutLevels[1], ",", PutLevels[2], "] loaded from ", foundPath);
priceStr = StringSubstr(priceStr, 0, StringLen(priceStr)-1); } else {
} if(!CSVLoadLogged) {
futurePrice = StringToDouble(priceStr); Print("CSV ERROR: No valid price found in ", foundPath);
if(!CSVLoadLogged) { CSVLoadLogged = true;
Print("DEBUG: Parsed FuturePrice: ", futurePrice); }
} CachedFuturePrice = 0;
} }
continue;
}
string parts[]; InitializeKeyLevels();
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++) {
@@ -1440,7 +1378,34 @@ void UpdateInputValues() {
InitializeKeyLevels(); InitializeKeyLevels();
if(InpOISource == OI_SOURCE_CSV_FILE) { if(InpOISource == OI_SOURCE_CSV_FILE) {
LoadFuturePriceFromCSV(); CachedFuturePrice = -1;
ApplyCSVStrikeLevels(); LoadOIFromCSV();
}
}
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) {
LoadOIFromCSV();
} }
} }

3
oi_scraper/main.py
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@@ -304,8 +304,7 @@ def export_to_csv(df, future_price=0.0):
for _, row in put_df.iterrows(): for _, row in put_df.iterrows():
f.write(f"PUT,{row['Strike']:.1f},{row['OI']}\n") f.write(f"PUT,{row['Strike']:.1f},{row['OI']}\n")
f.write("\n[Price]\n") f.write(f"Future,{future_price},0\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}")