Вот рабочий пример script нативного решения MQL, которое использует kernel32.dll для копирования файла журнала из ./MQL4/Logs в ./MQL4/Files. Абстрактный базовый класс LogSignalParser должен быть разделен на подклассы и требует реализации метода virtual bool parse().
Редактировать: @TenOutOfTen хотел бы практический пример того, как проанализировать следующий формат строки в файле журнала:
0 02:20:00.874 SuperIndicator USDCAD,M5: Alert: USDCAD, M5: Super Indicator SELL @ 1.29136, TP 1.28836, SL 1.29286
Шаг 1: Сохраните LogParser.mqh где-нибудь значащим.
//LogParser.mqh
#property strict
#include <stdlib.mqh>
#include <Arrays\ArrayString.mqh>
#include <Arrays\ArrayObj.mqh>
#import "kernel32.dll"
bool CopyFileW(string lpExistingFileName,
string lpNewFileName,
bool bFailIfExists);
#import
//+------------------------------------------------------------------+
//|
//+------------------------------------------------------------------+
class Signal : public CObject
{
public:
string symbol;
datetime signal_time;
int order_type;
double price_entry;
double price_sl;
double price_tp;
virtual int Compare(const CObject *node,const int mode=0) const override
{
const Signal *other=node;
if(this.signal_time>other.signal_time)
return 1;
if(this.signal_time<other.signal_time)
return -1;
return 0;
}
string to_string()
{
return StringFormat("%s - %s(%s) @ %.5f, SL=%.5f, TP=%.5f",
signal_time,
symbol,
order_type==OP_BUYLIMIT ? "BUY" : "SELL",
price_entry,
price_sl,
price_tp
);
}
};
//+------------------------------------------------------------------+
//|Vector-like collection
//+------------------------------------------------------------------+
class SignalList : public CArrayObj
{
public: Signal *operator[](int i){return this.At(i);}
};
//+------------------------------------------------------------------+
//|Abstract abse class: the parse method must be implemented in subclass
//+------------------------------------------------------------------+
class LogSignalParser : public CObject
{
protected:
CArrayString m_rows;
SignalList m_signals;
string m_log_file_name;
string m_ind_name;
public:
LogSignalParser(string indicator_name);
// parse method must be overridden!
virtual bool parse() = 0;
int Total();
Signal *operator[](int i);
protected:
bool _copy_log();
int _open_log();
bool _parse_rows();
};
//+------------------------------------------------------------------+
LogSignalParser::LogSignalParser(string indicator_name)
{
m_log_file_name="copy_log.log";
m_ind_name=indicator_name;
}
//+------------------------------------------------------------------+
bool LogSignalParser::_copy_log(void)
{
MqlDateTime t;
TimeLocal(t);
string data_path = TerminalInfoString(TERMINAL_DATA_PATH)+"\\MQL4";
string logs_path = data_path + "\\Logs\\";
string dest_file = data_path + "\\Files\\" + m_log_file_name;
string log_file=logs_path+StringFormat("%d%02d%02d.log",
t.year,t.mon,t.day);
return CopyFileW(log_file, dest_file, false);
}
//+------------------------------------------------------------------+
bool LogSignalParser::_parse_rows()
{
if(!this._copy_log())
return false;
int h= this._open_log();
if(h == INVALID_HANDLE)
return false;
m_rows.Clear();
while(!FileIsEnding(h)){
string row=FileReadString(h);
if(StringFind(row,"Alert:") >= 0 && StringFind(row,m_ind_name) >= 0)
m_rows.Add(row);
}
m_rows.Sort();
FileClose(h);
return true;
}
//+------------------------------------------------------------------+
int LogSignalParser::_open_log(void)
{
return FileOpen(m_log_file_name,
FILE_TXT|FILE_READ|FILE_SHARE_READ|FILE_SHARE_WRITE);
}
//+------------------------------------------------------------------+
int LogSignalParser::Total(void)
{
return m_signals.Total();
}
//+------------------------------------------------------------------+
Signal* LogSignalParser::operator[](int i)
{
return m_signals.At(i);
}
Шаг 2: Подкласс класса LogSignalParser и переопределение parse
//SuperIndicatorParser.mqh
#property strict
#include "LogParser.mqh"
//+------------------------------------------------------------------+
class SuperIndicatorParser : public LogSignalParser
{
public:
SuperIndicatorParser():LogSignalParser("SuperIndicator"){}
virtual bool parse() override;
};
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
bool SuperIndicatorParser::parse() override
{
if(!this._parse_rows())
return false;
m_signals.Clear();
MqlDateTime local;
TimeLocal(local);
for(int i=m_rows.Total()-1; i>=0; i--)
{
string row=m_rows[i];
MqlDateTime log_time;
TimeToStruct(StringToTime(StringSubstr(row, 2, 12)), log_time);
log_time.year = local.year;
log_time.mon = local.mon;
log_time.day = local.day;
datetime time = StructToTime(log_time);
row = StringSubstr(row, StringFind(row, m_ind_name) + StringLen(m_ind_name) + 1);
StringReplace(row, ",", " ");
string parts[];
StringSplit(row, ' ', parts);
int len = ArraySize(parts);
string debug = "";
for(int k=0;k<len;k++)
debug += "|" + parts[k];
if(len != 17)
continue;
Signal *s = new Signal();
s.signal_time = time;
s.symbol = parts[0];
s.order_type = parts[8] == "BUY" ? OP_BUYLIMIT : OP_SELLLIMIT;
s.price_entry = double(parts[10]);
s.price_tp = double(parts[13]);
s.price_sl = double(parts[16]);
m_signals.Add(s);
}
m_signals.Sort();
return true;
}
Шаг 3: Использование в MQL-программе (пример скрипта)
#property strict
#include "SuperIndicatorParser.mqh"
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
SuperIndicatorParser parser;
if(parser.parse()){
for(int i=parser.Total()-1; i>=0; i--){
Signal *s = parser[i];
int ticket = OrderSend(
s.symbol, s.order_type, 0.1,
s.price_entry, 0, s.price_sl, s.price_tp
);
if(ticket < 0){
Print(_LastError);
}
}
}
}