Rates

Module for retrieving and managing historical price data from MetaTrader 5.

Provides the Rates class for accessing historical price information.

Rates

Rates(symbol, time_frame, start_position, count)

Represents historical price data for a financial instrument.

Parameters:

Name	Type	Description	Default
symbol	str	The financial instrument symbol.	required
time_frame	int	The time frame for the rates.	required
start_position	int	The starting position for the rates.	required
count	int	The number of rates to retrieve.	required

Returns:

Type	Description
None	None

Source code in mqpy\rates.py

def __init__(self, symbol: str, time_frame: int, start_position: int, count: int) -> None:
    """Initializes a Rates object.

    Args:
        symbol (str): The financial instrument symbol.
        time_frame (int): The time frame for the rates.
        start_position (int): The starting position for the rates.
        count (int): The number of rates to retrieve.

    Returns:
        None
    """

    def _raise_value_error(msg: str) -> None:
        raise ValueError(msg)

    try:
        rates = Mt5.copy_rates_from_pos(symbol, time_frame, start_position, count)
        if rates is None:
            _raise_value_error(f"Failed to retrieve rates for {symbol}")

        self._time = [rate[0] for rate in rates]
        self._open = [rate[1] for rate in rates]
        self._high = [rate[2] for rate in rates]
        self._low = [rate[3] for rate in rates]
        self._close = [rate[4] for rate in rates]
        self._tick_volume = [rate[5] for rate in rates]
        self._spread = [rate[6] for rate in rates]
        self._real_volume = [rate[7] for rate in rates]
    except Mt5.Error as e:
        raise ValueError(f"Failed to create Rates object for symbol {symbol}") from e

time property

time

List of timestamps.

open property

open

List of open prices.

high property

high

List of high prices.

low property

low

List of low prices.

close property

close

List of close prices.

tick_volume property

tick_volume

List of tick volumes.

spread property

spread

List of spreads.

real_volume property

real_volume

List of real volumes.