MQL5-RPC来自 MQL5 的远程过程调用：针对乐趣及获利的网络服务访问及 XML-RPC 自动交易锦标赛分析程序

简介

本文将介绍我在最近几周里建立的 MQL5-RPC 框架。它包括 XML-RPC 访问基础、MQL5 实施说明和两个现实世界的 MQL5-RPC 使用例子。第一个例子是在外部 Forex 网站的网络服务中的远程过程调用，第二个例子是我们自己的 XML-RPC 服务器的客户端，用于解析、分析和提供从 2011 年自动交易锦标赛收集的结果。如果您对如何实施和实时分析来自 2011 年自动交易锦标赛的不同统计数据感兴趣，则本文正好适合您。

XML-RPC 基础

让我们以 XML-RPC 基础开始。XML-RPC 是 XML 远程过程调用的缩写。这是一个网络协议，使用 XML 对参数进行编码和解码以调用外部方法。它使用 HTTP 协议作为交换数据的传输机制。所谓的外部方法，我是指提供远程过程的另一个计算机程序或网络服务。

提供的方法可被任何计算机语言从任何连接到网络的机器调用，前提是它也使用 XML-RPC 协议堆栈并且有访问服务器的网络权限。这也意味着 XML-RPC 可用于调用同一台机器上以另一种编程语言编写的方法。这将在本文的第二部分介绍。

XML-RPC 数据模型

XML-RPC 规范使用六种基本数据类型：int（整数）、double（双精度）、boolean（布尔）、string（字符串）、datetime（日期时间）、base64 和两种复合数据类型：array（数组）和 struct（结构）。数组可包含任何基本元素，结构提供名称-值对，例如关联数组或对象属性。

表 1. XML-RPC 中的基本数据类型

数组可以容纳任意基本类型的数据，这些数据不必是相同类型的。数组元素必须包含在 value（值）元素内。它包含一个 data（数据）元素，而 data 元素又包含一个或多个 value 元素。下面的例子显示了一个具有四个整数值的数组。

<value>    <array>       <data>          <value><int>111</int></value>          <value><int>222</int></value>          <value><int>-3456</int></value>          <value><int>666</int></value>       </data>    </array> </value>

<value>    <array>       <data>          <value><string>MQL5</string></value>          <value><string>is </string></value>          <value><string>a</string></value>          <value><string>great</string></value>          <value><string>language.</string></value>       </data>    </array> </value>

<value>    <struct>       <member>          <name>AccountHolder</name>          <value><string>John Doe</string></value>       </member>       <member>          <name>Age</name>          <value><int>77</int></value>       </member>       <member>          <name>Equity</name>          <value><double>1000000.0</double></value>       </member>    </struct> </value> 

XML-RPC 请求结构

XML-RPC 请求由消息报头和消息有效负荷组成。消息报头指定 HTTP 发送方法 (POST)、到 XML-RPC 服务的相对路径、HTTP 协议版本、用户-代理名称、主机 IP 地址、内容类型 (text/xml) 和以字节为单位的内容长度。 

POST /xmlrpc HTTP 1.1 User-Agent: mql5-rpc/1.0 Host: 10.12.10.10 Content-Type: text/xml Content-Length: 188

XML-RPC 请求的有效负荷是 XML 文档。XML 树的根元素必须称为 methodCall。methodCall 包含一个 methodName 元素，其内容是执行的方法名称。MethodName 元素包含零个或一个 params（参数）元素。

params（参数）元素包含一个或多个 value（值）、array（数组）或 struct（结构）元素。所有值都是依据数据类型编码的（见上表）。请看下面的有效负荷例子，这个例子显示 'multiply' 方法执行请求，有两个要传递给函数的双精度值。

<?xml version="1.0"?> <methodCall>    <methodName>multiply</methodName>       <params>          <param>             <value><double>8654.41</double></value>          </param>          <param>             <value><double>7234.00</double></value>          </param>       </params> </methodCall>

报头和有效负荷通过 HTTP 发送到接收输入的服务器。如果服务器可用，它检查方法名称和参数列表，并且执行需要的方法。完成处理之后，它准备能够被客户端读取的 XML-RPC 响应结构。

HTTP/1.1 200 OK Date: Tue, 08 Nov 2011 23:00:01 GMT Server: Unix Connection: close Content-Type: text/xml Content-Length: 124

<?xml version="1.0"?> <methodResponse>    <params>       <param>          <value><double>62606001.94</double></value>       </param>    </params> </methodResponse> 

<?xml version="1.0"?> <methodResponse>    <fault>       <value><string>No such method!</string></value>    </fault> </methodResponse> 

MQL5-RPC 介绍

我偶然读到 Alex Sergeev 写的两篇文章 "Using WinInet.dll for Data Exchange between Terminals via the Internet"（使用 WinInet.dll 通过互联网在客户端之间交换数据）和 "Using WinInet in MQL5.Part 2:POST Requests and Files"（在 MQL5 中使用 WinInet。第二部分：POST 请求和文件），并且意识到我能够为 MetaTrader 5 实施一个 XML-RPC 客户端。在了解规范之后，我从头实施了我自己的客户端。这是一个持续的项目，并且尚未涵盖整个规范（将在不久的将来添加对 base64 的支持），但是您已经可用它来从 MetaTrader 5 创建 XML-RPC 调用的大型子集。

MQL5-RPC 数据模型

对我而言，实施中最困难的部分是为 MQL5 建立正确的数据模型。我决定，它必须对框架用户而言尽可能地简单，因此我创建了几个类来封装其功能。第一个决定是将请求 param（参数）数据作为一个 CObject* 指针。此指针是指向从 CObject 类派生的数组的指针数组。

有容纳 CObject 数组的标准类：CArrayInt、CArrayDouble、CArrayString，因此，我以此为基础实施了 CArrayBool、CArrayDatetime 以完成基本数据类型，并实施了 CArrayMqlRates 以添加结构数组。现在仅缺少 base64 类型，但是将在不久以后对它提供支持。如果数组仅包含一个元素，则它将作为一个 value 元素封装在 XML 中。

我写了一个例子来说明如何向 CObject* 数组添加不同数组并显示由不同类型的数组构成的整个数组。它如下所示。 

//+------------------------------------------------------------------+ //|                                                 ArrayObjTest.mq5 | //|                                      Copyright 2011, Investeo.pl | //|                                               http://Investeo.pl | //+------------------------------------------------------------------+ #property copyright "Copyright 2011, Investeo.pl" #property link      "http://Investeo.pl" #property version   "1.00" //--- #include <Arrays\ArrayObj.mqh> #include <Arrays\ArrayInt.mqh> #include <Arrays\ArrayDouble.mqh> #include <Arrays\ArrayString.mqh> #include <Arrays\ArrayBool.mqh> #include <Arrays\ArrayMqlRates.mqh> #include <Arrays\ArrayDatetime.mqh> //+------------------------------------------------------------------+ //| Script program start function                                    | //+------------------------------------------------------------------+ void OnStart()   { //---    CArrayObj* params = new CArrayObj;       CArrayInt* arrInt = new CArrayInt;       arrInt.Add(1001);    arrInt.Add(1002);    arrInt.Add(1003);    arrInt.Add(1004);       CArrayDouble* arrDouble = new CArrayDouble;       arrDouble.Add(1001.0);    arrDouble.Add(1002.0);    arrDouble.Add(1003.0);    arrDouble.Add(1004.0);           CArrayString* arrString = new CArrayString;       arrString.Add("s1001.0");    arrString.Add("s1002.0");    arrString.Add("s1003.0");    arrString.Add("s1004.0");       CArrayDatetime* arrDatetime = new CArrayDatetime;       arrDatetime.Add(TimeCurrent());    arrDatetime.Add(TimeTradeServer()+3600);    arrDatetime.Add(TimeCurrent()+3600*24);    arrDatetime.Add(TimeTradeServer()+3600*24*7);       CArrayBool* arrBool = new CArrayBool;       arrBool.Add(false);    arrBool.Add(true);    arrBool.Add(true);    arrBool.Add(false);       CArrayMqlRates* arrRates = new CArrayMqlRates;       MqlRates rates[];    ArraySetAsSeries(rates,true);    int copied=CopyRates(Symbol(),0,0,4,rates);       arrRates.Add(rates[0]);    arrRates.Add(rates[1]);    arrRates.Add(rates[2]);    arrRates.Add(rates[3]);       params.Add(arrInt);    params.Add(arrDouble);    params.Add(arrString);    params.Add(arrDatetime);    params.Add(arrBool);    params.Add(arrRates);       Print("params has " + IntegerToString(params.Total()) + " arrays.");    for (int p=0; p<params.Total(); p++)    {       int type = params.At(p).Type();              switch (type) {          case TYPE_INT: {             CArrayInt *arr = params.At(p);             for (int i=0; i<arr.Total(); i++)                PrintFormat("%d %d %d", p, i, arr.At(i));             break; }          case TYPE_DOUBLE: {             CArrayDouble *arr = params.At(p);             for (int i=0; i<arr.Total(); i++)                PrintFormat("%d %d %f", p, i, arr.At(i));             break; }          case TYPE_STRING: {             CArrayString *arr = params.At(p);             for (int i=0; i<arr.Total(); i++)                PrintFormat("%d %d %s", p, i, arr.At(i));             break; }          case TYPE_BOOL: {             CArrayBool *arr = params.At(p);             for (int i=0; i<arr.Total(); i++)                if (arr.At(i) == true)                   PrintFormat("%d %d true", p, i);                else                   PrintFormat("%d %d false", p, i);             break; }          case TYPE_DATETIME: {             CArrayDatetime *arr = params.At(p);             for (int i=0; i<arr.Total(); i++)                PrintFormat("%d %d %s", p, i, TimeToString(arr.At(i), TIME_DATE|TIME_MINUTES));             break; }          case TYPE_MQLRATES: {  //               CArrayMqlRates *arr = params.At(p);             for (int i=0; i<arr.Total(); i++)                PrintFormat("%d %d %f %f %f %f", p, i, arr.At(i).open, arr.At(i).high, arr.At(i).low, arr.At(i).close);             break; }       };             };    delete params;      } //+------------------------------------------------------------------+ 

结果很清楚：有 6 个子数组：整数值数组、双精度值数组、字符串数组、日期时间数组、布尔值数组和 MqlRates 数组。

ArrayObjTest (EURUSD,H1)        23:01:54        params has 6 arrays. ArrayObjTest (EURUSD,H1)        23:01:54        0 0 1001 ArrayObjTest (EURUSD,H1)        23:01:54        0 1 1002 ArrayObjTest (EURUSD,H1)        23:01:54        0 2 1003 ArrayObjTest (EURUSD,H1)        23:01:54        0 3 1004 ArrayObjTest (EURUSD,H1)        23:01:54        1 0 1001.000000 ArrayObjTest (EURUSD,H1)        23:01:54        1 1 1002.000000 ArrayObjTest (EURUSD,H1)        23:01:54        1 2 1003.000000 ArrayObjTest (EURUSD,H1)        23:01:54        1 3 1004.000000 ArrayObjTest (EURUSD,H1)        23:01:54        2 0 s1001.0 ArrayObjTest (EURUSD,H1)        23:01:54        2 1 s1002.0 ArrayObjTest (EURUSD,H1)        23:01:54        2 2 s1003.0 ArrayObjTest (EURUSD,H1)        23:01:54        2 3 s1004.0 ArrayObjTest (EURUSD,H1)        23:01:54        3 0 2011.11.11 23:00 ArrayObjTest (EURUSD,H1)        23:01:54        3 1 2011.11.12 00:01 ArrayObjTest (EURUSD,H1)        23:01:54        3 2 2011.11.12 23:00 ArrayObjTest (EURUSD,H1)        23:01:54        3 3 2011.11.18 23:01 ArrayObjTest (EURUSD,H1)        23:01:54        4 0 false ArrayObjTest (EURUSD,H1)        23:01:54        4 1 true ArrayObjTest (EURUSD,H1)        23:01:54        4 2 true ArrayObjTest (EURUSD,H1)        23:01:54        4 3 false ArrayObjTest (EURUSD,H1)        23:01:54        5 0 1.374980 1.374980 1.374730 1.374730 ArrayObjTest (EURUSD,H1)        23:01:54        5 1 1.375350 1.375580 1.373710 1.375030 ArrayObjTest (EURUSD,H1)        23:01:54        5 2 1.374680 1.375380 1.373660 1.375370 ArrayObjTest (EURUSD,H1)        23:01:54        5 3 1.375270 1.377530 1.374360 1.374690

您可能对如何实施其他数据类型的数组感兴趣。在 CArrayBool 和 CArrayDatetime 中，我只是以 CArrayInt 为基础，但是在 CArrayMqlRates 中稍有不同，因为结构必须作为引用传递，并且没有定义 TYPE_MQLRATES。

您可以在下面找到 CArrayMqlRates 类的部分源代码。其他的类包含在本文的附件中。 

//+------------------------------------------------------------------+ //|                                                ArrayMqlRates.mqh | //|                                      Copyright 2011, Investeo.pl | //|                                               http://Investeo.pl | //|                                              Revision 2011.03.03 | //+------------------------------------------------------------------+ #include "Array.mqh" //+------------------------------------------------------------------+ //| Class CArrayMqlRates.                                            | //| Purpose: Class of dynamic array of structs                       | //|          of MqlRates type.                                       | //|          Derived from CArray class.                              | //+------------------------------------------------------------------+ #define TYPE_MQLRATES 7654 class CArrayMqlRates : public CArray   { protected:    MqlRates          m_data[];           // data array public:                      CArrayMqlRates();                     ~CArrayMqlRates();    //--- method of identifying the object    virtual int       Type() const        { return(TYPE_MQLRATES); }    //--- methods for working with files    virtual bool      Save(int file_handle);    virtual bool      Load(int file_handle);    //--- methods of managing dynamic memory    bool              Reserve(int size);    bool              Resize(int size);    bool              Shutdown();    //--- methods of filling the array    bool              Add(MqlRates& element);    bool              AddArray(const MqlRates &src[]);    bool              AddArray(const CArrayMqlRates *src);    bool              Insert(MqlRates& element,int pos);    bool              InsertArray(const MqlRates &src[],int pos);    bool              InsertArray(const CArrayMqlRates *src,int pos);    bool              AssignArray(const MqlRates &src[]);    bool              AssignArray(const CArrayMqlRates *src);    //--- method of access to the array    MqlRates          At(int index) const;    //--- methods of changing    bool              Update(int index,MqlRates& element);    bool              Shift(int index,int shift);    //--- methods of deleting    bool              Delete(int index);    bool              DeleteRange(int from,int to); protected:    int               MemMove(int dest,int src,int count);   }; //+------------------------------------------------------------------+ //| Constructor CArrayMqlRates.                                      | //| INPUT:  no.                                                      | //| OUTPUT: no.                                                      | //| REMARK: no.                                                      | //+------------------------------------------------------------------+ void CArrayMqlRates::CArrayMqlRates()   { //--- initialize protected data    m_data_max=ArraySize(m_data);   } //+------------------------------------------------------------------+ //| Destructor CArrayMqlRates.                                       | //| INPUT:  no.                                                      | //| OUTPUT: no.                                                      | //| REMARK: no.                                                      | //+------------------------------------------------------------------+ void CArrayMqlRates::~CArrayMqlRates()   {    if(m_data_max!=0) Shutdown();   } ... //+------------------------------------------------------------------+ //| Adding an element to the end of the array.                       | //| INPUT:  element - variable to be added.                          | //| OUTPUT: true if successful, false if not.                        | //| REMARK: no.                                                      | //+------------------------------------------------------------------+ bool CArrayMqlRates::Add(MqlRates& element)   { //--- checking/reserve elements of array    if(!Reserve(1)) return(false); //--- adding    m_data[m_data_total++]=element;    m_sort_mode=-1; //---    return(true);   } //+------------------------------------------------------------------+ //| Adding an element to the end of the array from another array.    | //| INPUT:  src - source array.                                      | //| OUTPUT: true if successful, false if not.                        | //| REMARK: no.                                                      | //+------------------------------------------------------------------+ bool CArrayMqlRates::AddArray(const MqlRates &src[])   {    int num=ArraySize(src); //--- checking/reserving elements of array    if(!Reserve(num)) return(false); //--- adding    for(int i=0;i<num;i++) m_data[m_data_total++]=src[i];    m_sort_mode=-1; //---    return(true);   } ...

所有 MQL5 数据必须转换为 XML 值之后才能作为 RPC 请求发送它们，因此我设计了一个 CXMLRPCEncoder helper 类，该类采用一个值并将其编码为 XML 字符串。

class CXMLRPCEncoder   {  public:                     CXMLRPCEncoder(){};    string            header(string path,int contentLength);    string            fromInt(int param);    string            fromDouble(double param);    string            fromBool(bool param);    string            fromString(string param);    string            fromDateTime(datetime param);    string            fromMqlRates(MqlRates &param);   };

我在下面粘贴了三种实施方法。所有方法都采用一个参数（bool、string、datetime）并返回符合 XML-RPC 协议的 XML 有效数据类型。

//+------------------------------------------------------------------+ //| fromBool                                                         | //+------------------------------------------------------------------+ string CXMLRPCEncoder::fromBool(bool param)   {    CString s_bool;    s_bool.Clear();    s_bool.Append(VALUE_B);    s_bool.Append(BOOL_B);    if(param==true)       s_bool.Append("1");    else s_bool.Append("0");    s_bool.Append(BOOL_E);    s_bool.Append(VALUE_E);    return s_bool.Str();   } //+------------------------------------------------------------------+ //| fromString                                                       | //+------------------------------------------------------------------+ string CXMLRPCEncoder::fromString(string param)   {    CString s_string;    s_string.Clear();    s_string.Append(VALUE_B);    s_string.Append(STRING_B);    s_string.Append(param);    s_string.Append(STRING_E);    s_string.Append(VALUE_E);    return s_string.Str();   } //+------------------------------------------------------------------+ //| fromDateTime                                                     | //+------------------------------------------------------------------+ string CXMLRPCEncoder::fromDateTime(datetime param)   {    CString s_datetime;    s_datetime.Clear();    s_datetime.Append(VALUE_B);    s_datetime.Append(DATETIME_B);    CString s_iso8601;    s_iso8601.Assign(TimeToString(param, TIME_DATE|TIME_MINUTES));    s_iso8601.Replace(" ", "T");    s_iso8601.Remove(":");    s_iso8601.Remove(".");    s_datetime.Append(s_iso8601.Str());    s_datetime.Append(DATETIME_E);    s_datetime.Append(VALUE_E);    return s_datetime.Str();   }

您可能注意到有某些带有 _B 后缀（表示“标记开始”）和 _E 后缀（表示标记结束）的标记。

我决定使用保留 XML 标记和报头名称的头文件，因为这样会让实施更加透明。

//+------------------------------------------------------------------+ //|                                                   xmlrpctags.mqh | //|                                      Copyright 2011, Investeo.pl | //|                                           http://www.investeo.pl | //+------------------------------------------------------------------+ #property copyright "Copyright 2011, Investeo.pl" #property link      "http://www.investeo.pl" #define HEADER_1a      "POST" #define HEADER_1b      "HTTP/1.1" #define HEADER_2       "User-Agent: MQL5RPC/1.1" #define HEADER_3       "Host: host.com" #define HEADER_4       "Content-Type: text/xml" #define HEADER_5       "Content-Length: " #define HEADER_6       "<?xml version='1.0'?>" #define METHOD_B       "<methodCall>" #define METHOD_E       "</methodCall>" #define METHOD_NAME_B  "<methodName>" #define METHOD_NAME_E  "</methodName>" #define RESPONSE_B     "<methodResponse>" #define RESPONSE_E     "</methodResponse>" #define PARAMS_B       "<params>" #define PARAMS_E       "</params>" #define PARAM_B        "<param>" #define PARAM_E        "</param>" #define VALUE_B        "<value>" #define VALUE_E        "</value>" #define INT_B          "<int>" #define INT_E          "</int>" #define I4_B           "<i4>" #define I4_E           "</i4>" #define BOOL_B         "<boolean>" #define BOOL_E         "</boolean>" #define DOUBLE_B       "<double>" #define DOUBLE_E       "</double>" #define STRING_B       "<string>" #define STRING_E       "</string>" #define DATETIME_B     "<dateTime.iso8601>" #define DATETIME_E     "</dateTime.iso8601>" #define BASE64_B       "<base64>" #define BASE64_E       "</base64>" #define ARRAY_B        "<array>" #define ARRAY_E        "</array>" #define DATA_B         "<data>" #define DATA_E         "</data>" #define STRUCT_B       "<struct>" #define STRUCT_E       "</struct>" #define MEMBER_B       "<member>" #define MEMBER_E       "</member>" #define NAME_B         "<name>" #define NAME_E         "</name>" //+------------------------------------------------------------------+ 

定义 MQL5-RPC 数据模型之后，我们可以继续构建完整的 XML-RPC 请求。

MQL5-RPC 请求

如前文所述，XML-RPC 由请求报头和 XML 有效负荷构成。我设计了 CXMLRPCQuery 类，从 MQL5 数据数组自动构建一个查询对象。这个类使用 CXMLRPCEncoder 将数据封装在 XML 中，并在 methodName 标记内添加方法名称。

class CXMLRPCQuery   { private:    CString           s_query;    void              addValueElement(bool start,bool array); public:                     CXMLRPCQuery() {};                     CXMLRPCQuery(string method="",CArrayObj *param_array=NULL);    string            toString();   };

类的构造函数有两个参数：方法名和指向容纳用于调用方法的参数的 CArrayObj 的指针。所有参数都按上述方法封装在 XML 中，并添加一个查询报头。可以使用 toString() 方法显示整个 XML 查询。

CXMLRPCQuery::CXMLRPCQuery(string method="",CArrayObj *param_array=NULL)   { //--- constructs a single XMLRPC Query    this.s_query.Clear();    CXMLRPCEncoder encoder;    this.s_query.Append(HEADER_6);    this.s_query.Append(METHOD_B);    this.s_query.Append(METHOD_NAME_B);    this.s_query.Append(method);    this.s_query.Append(METHOD_NAME_E);    this.s_query.Append(PARAMS_B);    for(int i=0; i<param_array.Total(); i++)      {       int j=0;       this.s_query.Append(PARAM_B);       int type=param_array.At(i).Type();       int elements=0;       switch(type)         {          case TYPE_INT:            {             CArrayInt *arr=param_array.At(i);             elements=arr.Total();             if(elements==1) addValueElement(true,false); else addValueElement(true,true);             for(j=0; j<elements; j++) this.s_query.Append(encoder.fromInt(arr.At(j)));             break;            }          case TYPE_DOUBLE:            {             CArrayDouble *arr=param_array.At(i);             elements=arr.Total();             if(elements==1) addValueElement(true,false); else addValueElement(true,true);             for(j=0; j<elements; j++) this.s_query.Append(encoder.fromDouble(arr.At(j)));             break;            }          case TYPE_STRING:            {             CArrayString *arr=param_array.At(i);             elements=arr.Total();             if(elements==1) addValueElement(true,false); else addValueElement(true,true);             for(j=0; j<elements; j++) this.s_query.Append(encoder.fromString(arr.At(j)));             break;            }          case TYPE_BOOL:            {             CArrayBool *arr=param_array.At(i);             elements=arr.Total();             if(elements==1) addValueElement(true,false); else addValueElement(true,true);             for(j=0; j<elements; j++) this.s_query.Append(encoder.fromBool(arr.At(j)));             break;            }          case TYPE_DATETIME:            {             CArrayDatetime *arr=param_array.At(i);             elements=arr.Total();             if(elements==1) addValueElement(true,false); else addValueElement(true,true);             for(j=0; j<elements; j++) this.s_query.Append(encoder.fromDateTime(arr.At(j)));             break;            }          case TYPE_MQLRATES:            {             CArrayMqlRates *arr=param_array.At(i);             elements=arr.Total();             if(elements==1) addValueElement(true,false); else addValueElement(true,true);             for(j=0; j<elements; j++)               {                MqlRates tmp=arr.At(j);                this.s_query.Append(encoder.fromMqlRates(tmp));               }             break;            }         };       if(elements==1) addValueElement(false,false); else addValueElement(false,true);       this.s_query.Append(PARAM_E);      }    this.s_query.Append(PARAMS_E);    this.s_query.Append(METHOD_E);   }

请看下面的查询文本例子。这不是最简单的一个，因为我要说明它能够调用相当复杂的方法。

输入参数如下：双精度值数组、整数值数组、字符串值数组、布尔值数组、单个日期时间值和 MqlRates 结构数组。

//+------------------------------------------------------------------+ //|                                          MQL5-RPC_query_test.mq5 | //|                                      Copyright 2011, Investeo.pl | //|                                           http://www.investeo.pl | //+------------------------------------------------------------------+ #property copyright "Copyright 2011, Investeo.pl" #property link      "http://www.investeo.pl" #property version   "1.00" #include <MQL5-RPC.mqh> #include <Arrays\ArrayObj.mqh> #include <Arrays\ArrayInt.mqh> #include <Arrays\ArrayDouble.mqh> #include <Arrays\ArrayString.mqh> #include <Arrays\ArrayBool.mqh> #include <Arrays\ArrayDatetime.mqh> #include <Arrays\ArrayMqlRates.mqh> //+------------------------------------------------------------------+ //| Script program start function                                    | //+------------------------------------------------------------------+ void OnStart()   { //--- query test    CArrayObj* params = new CArrayObj;       CArrayDouble*   param1 = new CArrayDouble;    CArrayInt*      param2 = new CArrayInt;    CArrayString*   param3 = new CArrayString;    CArrayBool*     param4 = new CArrayBool;    CArrayDatetime* param5 = new CArrayDatetime;    CArrayMqlRates* param6 = new CArrayMqlRates;       for (int i=0; i<4; i++)       param1.Add(20000.0 + i*100.0);       params.Add(param1);       for (int i=0; i<4; i++)       param2.Add(i);           params.Add(param2);       param3.Add("first_string");    param3.Add("second_string");    param3.Add("third_string");       params.Add(param3);       param4.Add(false);    param4.Add(true);    param4.Add(false);       params.Add(param4);       param5.Add(TimeCurrent());    params.Add(param5);       const int nRates = 3;    MqlRates rates[3];    ArraySetAsSeries(rates,true);    int copied=CopyRates(Symbol(),0,0,nRates,rates);    if (copied==nRates) {       param6.AddArray(rates);       params.Add(param6);    }             CXMLRPCQuery query("sampleMethodname", params);       Print(query.toString());       delete params;   } //+------------------------------------------------------------------+ 

生成的查询如下所示。一般情况下，这是一行字符串值，但是我将其表示为缩进文本，从而易于区分 XML-RPC 部分和单一值。

<?xml version="1.0" ?> <methodCall>       <methodName>sampleMethodname</methodName>       <params>             <param>                   <value>                         <array>                               <data>                                     <value>                                           <double>20000.0000000000000000</double>                                     </value>                                     <value>                                           <double>20100.0000000000000000</double>                                     </value>                                     <value>                                           <double>20200.0000000000000000</double>                                     </value>                                     <value>                                           <double>20300.0000000000000000</double>                                     </value>                               </data>                         </array>                   </value>             </param>             <param>                   <value>                         <array>                               <data>                                     <value>                                           <int>0</int>                                     </value>                                     <value>                                           <int>1</int>                                     </value>                                     <value>                                           <int>2</int>                                     </value>                                     <value>                                           <int>3</int>                                     </value>                               </data>                         </array>                   </value>             </param>             <param>                   <value>                         <array>                               <data>                                     <value>                                           <string>first_string</string>                                     </value>                                     <value>                                           <string>second_string</string>                                     </value>                                     <value>                                           <string>third_string</string>                                     </value>                               </data>                         </array>                   </value>             </param>             <param>                   <value>                         <array>                               <data>                                     <value>                                           <boolean>0</boolean>                                     </value>                                     <value>                                           <boolean>1</boolean>                                     </value>                                     <value>                                           <boolean>0</boolean>                                     </value>                               </data>                         </array>                   </value>             </param>             <param>                   <value>                         <dateTime.iso8601>20111111T2042</dateTime.iso8601>                   </value>             </param>             <param>                   <value>                         <array>                               <data>                                     <value>                                           <struct>                                                 <member>                                                       <name>open</name>                                                       <value>                                                             <double>1.02902000</double>                                                       </value>                                                 </member>                                                 <member>                                                       <name>high</name>                                                       <value>                                                             <double>1.03032000</double>                                                       </value>                                                 </member>                                                 <member>                                                       <name>low</name>                                                       <value>                                                             <double>1.02842000</double>                                                       </value>                                                 </member>                                                 <member>                                                       <name>close</name>                                                       <value>                                                             <double>1.02867000</double>                                                       </value>                                                 </member>                                                 <member>                                                       <name>time</name>                                                       <value>                                                             <dateTime.iso8601>                                                                   <value>                                                                         <dateTime.iso8601>20111111T1800</dateTime.iso8601>                                                                   </value>                                                             </dateTime.iso8601>                                                       </value>                                                 </member>                                                 <member>                                                       <name>tick_volume</name>                                                       <value>                                                             <double>4154.00000000</double>                                                       </value>                                                 </member>                                                 <member>                                                       <name>real_volume</name>                                                       <value>                                                             <double>0.00000000</double>                                                       </value>                                                 </member>                                                 <member>                                                       <name>spread</name>                                                       <value>                                                             <double>30.00000000</double>                                                       </value>                                                 </member>                                           </struct>                                     </value>                                     <value>                                           <struct>                                                 <member>                                                       <name>open</name>                                                       <value>                                                             <double>1.02865000</double>                                                       </value>                                                 </member>                                                 <member>                                                       <name>high</name>                                                       <value>                                                             <double>1.02936000</double>                                                       </value>                                                 </member>                                                 <member>                                                       <name>low</name>                                                       <value>                                                             <double>1.02719000</double>                                                       </value>                                                 </member>                                                 <member>                                                       <name>close</name>                                                       <value>                                                             <double>1.02755000</double>                                                       </value>                                                 </member>                                                 <member>                                                       <name>time</name>                                                       <value>                                                             <dateTime.iso8601>                                                                   <value>                                                                         <dateTime.iso8601>20111111T1900</dateTime.iso8601>                                                                   </value>                                                             </dateTime.iso8601>                                                       </value>                                                 </member>                                                 <member>                                                       <name>tick_volume</name>                                                       <value>                                                             <double>3415.00000000</double>                                                       </value>                                                 </member>                                                 <member>                                                       <name>real_volume</name>                                                       <value>                                                             <double>0.00000000</double>                                                       </value>                                                 </member>                                                 <member>                                                       <name>spread</name>                                                       <value>                                                             <double>30.00000000</double>                                                       </value>                                                 </member>                                           </struct>                                     </value>                                     <value>                                           <struct>                                                 <member>                                                       <name>open</name>                                                       <value>                                                             <double>1.02760000</double>                                                       </value>                                                 </member>                                                 <member>                                                       <name>high</name>                                                       <value>                                                             <double>1.02901000</double>                                                       </value>                                                 </member>                                                 <member>                                                       <name>low</name>                                                       <value>                                                             <double>1.02756000</double>                                                       </value>                                                 </member>                                                 <member>                                                       <name>close</name>                                                       <value>                                                             <double>1.02861000</double>                                                       </value>                                                 </member>                                                 <member>                                                       <name>time</name>                                                       <value>                                                             <dateTime.iso8601>                                                                   <value>                                                                         <dateTime.iso8601>20111111T2000</dateTime.iso8601>                                                                   </value>                                                             </dateTime.iso8601>                                                       </value>                                                 </member>                                                 <member>                                                       <name>tick_volume</name>                                                       <value>                                                             <double>1845.00000000</double>                                                       </value>                                                 </member>                                                 <member>                                                       <name>real_volume</name>                                                       <value>                                                             <double>0.00000000</double>                                                       </value>                                                 </member>                                                 <member>                                                       <name>spread</name>                                                       <value>                                                             <double>30.00000000</double>                                                       </value>                                                 </member>                                           </struct>                                     </value>                               </data>                         </array>                   </value>             </param>       </params> </methodCall>

MQL5-RPC 响应

与 XML-RPC 请求类似，XML-RPC 响应是从报头和 XML 有效负荷构建的，但是这次处理顺序必须相反，即必须将 XML 响应转换为 MQL5 数据。CXMLRPCResult 类设计用于完成此任务。

可以作为一个字符串接收结果，该字符串被传递给类的构建函数，或者在执行需要的方法之后从 CXMLServerProxy 类自动获取。如果结果包含可能事先不知道的结构，parseXMLResponseRAW() 方法可查找所有 <value> 标记并返回包含所有找到的 value 元素数组的 CArrayObj 指针。

class CXMLRPCResult   { private:    CArrayObj        *m_resultsArr;    CString           m_cstrResponse;    CArrayString      m_params;    bool              isValidXMLResponse();    bool              parseXMLValuesToMQLArray(CArrayString *subArr,CString &val);    bool              parseXMLValuesToMQLArray(CArrayDouble *subArr,CString &val);    bool              parseXMLValuesToMQLArray(CArrayInt *subArr,CString &val);    bool              parseXMLValuesToMQLArray(CArrayBool *subArr,CString &val);    bool              parseXMLValuesToMQLArray(CArrayDatetime *subArr,CString &val);    bool              parseXMLValuesToMQLArray(CArrayMqlRates *subArr,CString &val);    bool              parseXMLResponse(); public:                      CXMLRPCResult() {};                     ~CXMLRPCResult();                      CXMLRPCResult(string resultXml);       CArrayObj        *getResults();    bool              parseXMLResponseRAW();    string            toString();   };

类的构造函数扫描响应 XML 中的每一个报头，并且调用私有方法 parseXMLValuesToMQLArray()，该方法在后台执行将 XML 转换为 MQL5 数据的艰巨工作。

它识别 param 是一个数组还是一个单一元素，并填充添加到 CArrayObj 数组结果的相应数组。

bool CXMLRPCResult::parseXMLResponse()   {    CArrayObj *results=new CArrayObj;    m_params.Clear();  //--- find params and put them in m_params array    int tagStartIdx= 0;    int tagStopIdx = 0;    while((tagStartIdx!=-1) && (tagStopIdx!=-1))      {       tagStartIdx= m_cstrResponse.Find(tagStartIdx,PARAM_B);       tagStopIdx = m_cstrResponse.Find(tagStopIdx,PARAM_E);       if((tagStartIdx!=-1) && (tagStopIdx!=-1))         {          m_params.Add(m_cstrResponse.Mid(tagStartIdx+StringLen(PARAM_B),tagStopIdx-tagStartIdx-StringLen(PARAM_B)));          tagStartIdx++; tagStopIdx++;         };      };    for(int i=0; i<m_params.Total(); i++)      {       CString val;       val.Assign(m_params.At(i));       //--- parse value tag       val.Assign(val.Mid(StringLen(VALUE_B),val.Len()-StringLen(VALUE_B)-StringLen(VALUE_E)));       //--- now check first tag and handle it approprietaly       string param_type=val.Mid(0,val.Find(0,">")+1);       if(param_type==INT_B || param_type==I4_B)         {          val.Assign(m_params.At(i));          CArrayInt *subArr=new CArrayInt;          bool isValid=parseXMLValuesToMQLArray(subArr,val);          if(isValid==true)             results.Add(subArr);         }       else if(param_type==BOOL_B)         {          val.Assign(m_params.At(i));          CArrayBool *subArr=new CArrayBool;          bool isValid=parseXMLValuesToMQLArray(subArr,val);          if(isValid==true)             results.Add(subArr);         }       else if(param_type==DOUBLE_B)         {          val.Assign(m_params.At(i));          CArrayDouble *subArr=new CArrayDouble;          bool isValid=parseXMLValuesToMQLArray(subArr,val);          if(isValid==true)             results.Add(subArr);         }       else if(param_type==STRING_B)         {          val.Assign(m_params.At(i));          CArrayString *subArr=new CArrayString;          bool isValid=parseXMLValuesToMQLArray(subArr,val);          if(isValid==true)             results.Add(subArr);         }       else if(param_type==DATETIME_B)         {          val.Assign(m_params.At(i));          CArrayDatetime *subArr=new CArrayDatetime;          bool isValid=parseXMLValuesToMQLArray(subArr,val);          if(isValid==true)             results.Add(subArr);         }       else if(param_type==ARRAY_B)         {          val.Assign(val.Mid(StringLen(ARRAY_B)+StringLen(DATA_B),val.Len()-StringLen(ARRAY_B)-StringLen(DATA_E)));          //--- find first type and define array          string array_type=val.Mid(StringLen(VALUE_B),val.Find(StringLen(VALUE_B)+1,">")-StringLen(VALUE_B)+1);          if(array_type==INT_B || array_type==I4_B)            {             CArrayInt *subArr=new CArrayInt;             bool isValid=parseXMLValuesToMQLArray(subArr,val);             if(isValid==true)                results.Add(subArr);            }          else if(array_type==BOOL_B)            {             CArrayBool *subArr=new CArrayBool;             bool isValid=parseXMLValuesToMQLArray(subArr,val);             if(isValid==true)                results.Add(subArr);            }          else if(array_type==DOUBLE_B)            {             CArrayDouble *subArr=new CArrayDouble;             bool isValid=parseXMLValuesToMQLArray(subArr,val);             if(isValid==true)                results.Add(subArr);            }          else if(array_type==STRING_B)            {             CArrayString *subArr=new CArrayString;             bool isValid=parseXMLValuesToMQLArray(subArr,val);             if(isValid==true)                results.Add(subArr);            }          else if(array_type==DATETIME_B)            {             CArrayDatetime *subArr=new CArrayDatetime;             bool isValid=parseXMLValuesToMQLArray(subArr,val);             if(isValid==true)                results.Add(subArr);            }         }      };    m_resultsArr=results;    return true;   }

转换在重载的 parseXMLValuesToMQLArray 方法内进行。从 XML 提取字符串值并将其转换为基本的 MQL5 变量。

以下粘贴了用于转换的三种方法以供参考。

//+------------------------------------------------------------------+ //| parseXMLValuesToMQLArray                                         | //+------------------------------------------------------------------+ bool CXMLRPCResult::parseXMLValuesToMQLArray(CArrayBool *subArr,CString &val)   {  //--- parse XML values and populate MQL array    int tagStartIdx=0; int tagStopIdx=0;    while((tagStartIdx!=-1) && (tagStopIdx!=-1))      {       tagStartIdx= val.Find(tagStartIdx,VALUE_B);       tagStopIdx = val.Find(tagStopIdx,VALUE_E);       if((tagStartIdx!=-1) && (tagStopIdx!=-1))         {          CString e;          e.Assign(val.Mid(tagStartIdx+StringLen(VALUE_B)+StringLen(BOOL_B), tagStopIdx-tagStartIdx-StringLen(VALUE_B)-StringLen(BOOL_B)-StringLen(BOOL_E)));          if(e.Str()=="0")             subArr.Add(false);          if(e.Str()=="1")             subArr.Add(true);          tagStartIdx++; tagStopIdx++;         };      }    if(subArr.Total()<1) return false;    return true;   } //+------------------------------------------------------------------+ //| parseXMLValuesToMQLArray                                         | //+------------------------------------------------------------------+ bool CXMLRPCResult::parseXMLValuesToMQLArray(CArrayInt *subArr,CString &val)   {  //--- parse XML values and populate MQL array    int tagStartIdx=0; int tagStopIdx=0;    while((tagStartIdx!=-1) && (tagStopIdx!=-1))      {       tagStartIdx= val.Find(tagStartIdx,VALUE_B);       tagStopIdx = val.Find(tagStopIdx,VALUE_E);       if((tagStartIdx!=-1) && (tagStopIdx!=-1))         {          CString e;          e.Assign(val.Mid(tagStartIdx+StringLen(VALUE_B)+StringLen(INT_B), tagStopIdx-tagStartIdx-StringLen(VALUE_B)-StringLen(INT_B)-StringLen(INT_E)));          subArr.Add((int)StringToInteger(e.Str()));          tagStartIdx++; tagStopIdx++;         };      }    if(subArr.Total()<1) return false;    return true;   } //+------------------------------------------------------------------+ //| parseXMLValuesToMQLArray                                         | //+------------------------------------------------------------------+ bool CXMLRPCResult::parseXMLValuesToMQLArray(CArrayDatetime *subArr,CString &val)   {  // parse XML values and populate MQL array    int tagStartIdx=0; int tagStopIdx=0;    while((tagStartIdx!=-1) && (tagStopIdx!=-1))      {       tagStartIdx= val.Find(tagStartIdx,VALUE_B);       tagStopIdx = val.Find(tagStopIdx,VALUE_E);       if((tagStartIdx!=-1) && (tagStopIdx!=-1))         {          CString e;          e.Assign(val.Mid(tagStartIdx+StringLen(VALUE_B)+StringLen(DATETIME_B), tagStopIdx-tagStartIdx-StringLen(VALUE_B)-StringLen(DATETIME_B)-StringLen(DATETIME_E)));          e.Replace("T"," "); e.Insert(4,"."); e.Insert(7,".");          subArr.Add(StringToTime(e.Str()));          tagStartIdx++; tagStopIdx++;         };      }    if(subArr.Total()<1) return false;    return true;   }

如您所见，使用 CString 类中的方法 Assign()、Mid()、Find() 从 XML-RPC 标记提取字符串值，然后使用 StringToTime()、StringToInteger()、StringToDouble() 或自定义方法（在布尔变量的情况下）将其进一步转换为 MQL5。

在解析完所有值之后，可以使用 toString() 方法显示所有可用数据。我只是用冒号分隔值。

string CXMLRPCResult::toString(void)   {    // returns results array of arrays as a string    CString r;    for(int i=0; i<m_resultsArr.Total(); i++)      {       int rtype=m_resultsArr.At(i).Type();       switch(rtype)         {          case(TYPE_STRING) :            {             CArrayString *subArr=m_resultsArr.At(i);             for(int j=0; j<subArr.Total(); j++)               {                r.Append(subArr.At(j)+":");               }             break;            };          case(TYPE_DOUBLE) :            {             CArrayDouble *subArr=m_resultsArr.At(i);             for(int j=0; j<subArr.Total(); j++)               {                r.Append(DoubleToString(NormalizeDouble(subArr.At(j),8))+":");               }             break;            };          case(TYPE_INT) :            {             CArrayInt *subArr=m_resultsArr.At(i);             for(int j=0; j<subArr.Total(); j++)               {                r.Append(IntegerToString(subArr.At(j))+":");               }             break;            };          case(TYPE_BOOL) :            {             CArrayBool *subArr=m_resultsArr.At(i);             for(int j=0; j<subArr.Total(); j++)               {                if(subArr.At(j)==false) r.Append("false:");                else r.Append("true:");               }             break;            };          case(TYPE_DATETIME) :            {             CArrayDatetime *subArr=m_resultsArr.At(i);             for(int j=0; j<subArr.Total(); j++)               {                r.Append(TimeToString(subArr.At(j),TIME_DATE|TIME_MINUTES|TIME_SECONDS)+" : ");               }             break;            };         };      }    return r.Str();   }

我为您实施了一个结果测试，以明确地查看 XML-RPC 结果参数是如何转换为 MQL5 的。

//+------------------------------------------------------------------+ //|                                         MQL5-RPC_result_test.mq5 | //|                                      Copyright 2011, Investeo.pl | //|                                           http://www.investeo.pl | //+------------------------------------------------------------------+ #property copyright "Copyright 2011, Investeo.pl" #property link      "http://www.investeo.pl" #property version   "1.00" //--- #include <MQL5-RPC.mqh> #include <Arrays\ArrayObj.mqh> #include <Arrays\ArrayInt.mqh> #include <Arrays\ArrayDouble.mqh> #include <Arrays\ArrayString.mqh> #include <Arrays\ArrayBool.mqh> #include <Arrays\ArrayDatetime.mqh> #include <Arrays\ArrayMqlRates.mqh> //+------------------------------------------------------------------+ //| Script program start function                                    | //+------------------------------------------------------------------+ void OnStart()   { //---    string sampleXMLResult = "<?xml version='1.0'?>"                             "<methodResponse>" +                             "<params>" +                             "<param>" +                             "<value><array><data>" +                             "<value><string>Xupypr</string></value>" +                             "<value><string>anuta</string></value>" +                             "<value><string>plencing</string></value>" +                             "<value><string>aharata</string></value>" +                             "<value><string>beast</string></value>" +                             "<value><string>west100</string></value>" +                             "<value><string>ias</string></value>" +                             "<value><string>Tim</string></value>" +                             "<value><string>gery18</string></value>" +                             "<value><string>ronnielee</string></value>" +                             "<value><string>investeo</string></value>" +                             "<value><string>droslan</string></value>" +                             "<value><string>Better</string></value>" +                             "</data></array></value>" +                             "</param>" +                             "<param>" +                             "<value><array><data>" +                             "<value><double>1.222</double></value>" +                             "<value><double>0.456</double></value>" +                             "<value><double>1000000000.10101</double></value>" +                             "</data></array></value>" +                             "</param>" +                             "<param>" +                             "<value><array><data>" +                             "<value><boolean>1</boolean></value>" +                             "<value><boolean>0</boolean></value>" +                             "<value><boolean>1</boolean></value>" +                             "</data></array></value>" +                             "</param>" +                             "<param>" +                             "<value><array><data>" +                             "<value><int>-1</int></value>" +                             "<value><int>0</int></value>" +                             "<value><int>1</int></value>" +                             "</data></array></value>" +                             "</param>" +                             "<param>" +                             "<value><array><data>" +                             "<value><dateTime.iso8601>20021125T02:20:04</dateTime.iso8601></value>" +                             "<value><dateTime.iso8601>20111115T00:00:00</dateTime.iso8601></value>" +                             "<value><dateTime.iso8601>20121221T00:00:00</dateTime.iso8601></value>" +                             "</data></array></value>" +                             "</param>" +                             "<param><value><string>Single string value</string></value></param>" +                             "<param><value><dateTime.iso8601>20111115T00:00:00</dateTime.iso8601></value></param>" +                             "<param><value><int>-111</int></value></param>" +                             "<param><value><boolean>1</boolean></value></param>" +                             "</params>" +                             "</methodResponse>";    CXMLRPCResult* testResult = new CXMLRPCResult(sampleXMLResult);          Print(testResult.toString());    delete testResult;   } //+------------------------------------------------------------------+ 

您可以在下面找到结果：

MQL5-RPC__result_test (EURUSD,H1)       23:16:57         Xupypr:anuta:plencing:aharata:beast:west100:ias:Tim:gery18:ronnielee:investeo: droslan:Better:1.22200000:0.45600000:1000000000.10099995:true:false:true:-1:0: 1:2002.11.25 02:20:04 : 2011.11.15 00:00:00 : 2012.12.21 00:00:00 : Single string value:2011.11.15 00:00:00 :-111:true:

这是从 XML 转换的不同 MQL5 值数组的显示数组。如您所见，有可以从一个 CArrayObj 指针访问的字符串值、双精度值、布尔值、整数值、日期时间值。

MQL5-RPC 代理类

CXMLRPCServer 代理是 HTTP 通信的核心类。我按照 "Using WinInet in MQL5.Part 2:POST Requests and Files"（在 MQL5 中使用 WinInet。第二部分：POST 请求和文件）一文实施 HTTP 功能，并添加符合 XML-RPC 规范的自定义报头。

CXMLRPCServerProxy::CXMLRPCServerProxy(string s_proxy,int timeout=0)   {    CString proxy;    proxy.Assign(s_proxy);    //--- find query path    int sIdx = proxy.Find(0,"/");    if (sIdx == -1)         m_query_path = "/";    else  {        m_query_path = proxy.Mid(sIdx, StringLen(s_proxy) - sIdx) + "/";        s_proxy = proxy.Mid(0, sIdx);     };    //--- find query port. 80 is default    int query_port = 80;    int pIdx = proxy.Find(0,":");    if (pIdx != -1) {       query_port = (int)StringToInteger(proxy.Mid(pIdx+1, sIdx-pIdx));       s_proxy = proxy.Mid(0, pIdx);    };    //Print(query_port);    //Print(proxy.Mid(pIdx+1, sIdx-pIdx));    if(InternetAttemptConnect(0)!=0)      {       this.m_connectionStatus="InternetAttemptConnect failed.";       this.m_session=-1;       this.m_isConnected=false;       return;      }    string agent = "Mozilla";    string empty = "";    this.m_session=InternetOpenW(agent,OPEN_TYPE_PRECONFIG,empty,empty,0);    if(this.m_session<=0)      {       this.m_connectionStatus="InternetOpenW failed.";       this.m_session=-2;       this.m_isConnected=true;       return;      }    this.m_connection=InternetConnectW(this.m_session,s_proxy,query_port,empty,empty,SERVICE_HTTP,0,0);    if(this.m_connection<=0)      {       this.m_connectionStatus="InternetConnectW failed.";       return;      }    this.m_connectionStatus="Connected.";   }

CXMLRPCQuery 对象必须传递给 CXMLRPCServerProxy execute() 方法才能触发 XML-RPC 调用。

方法返回指向 CXMLRPCResult 对象的指针，并可在调用 XML-RPC 调用的脚本中进一步使用。

CXMLRPCResult *CXMLRPCServerProxy::execute(CXMLRPCQuery &query)   {     //--- creating descriptor of the request    string empty_string = "";    string query_string = query.toString();    string query_method = HEADER_1a;    string http_version = HEADER_1b;       uchar data[];       StringToCharArray(query.toString(),data);       int ivar=0;    int hRequest=HttpOpenRequestW(this.m_connection,query_method,m_query_path,http_version,                                  empty_string,0,FLAG_KEEP_CONNECTION|FLAG_RELOAD|FLAG_PRAGMA_NOCACHE,0);    if(hRequest<=0)      {       Print("-Err OpenRequest");       InternetCloseHandle(this.m_connection);       return(new CXMLRPCResult);      }    //-- sending the request    CXMLRPCEncoder encoder;    string header=encoder.header(m_query_path,ArraySize(data));    int aH=HttpAddRequestHeadersW(hRequest,header,StringLen(header),HTTP_ADDREQ_FLAG_ADD|HTTP_ADDREQ_FLAG_REPLACE);    bool hSend=HttpSendRequestW(hRequest,empty_string,0,data,ArraySize(data)-1);    if(hSend!=true)      {       int err=0;       err=GetLastError();       Print("-Err SendRequest= ",err);      }    string res;    ReadPage(hRequest,res,false);    CString out;    out.Assign(res);    out.Remove("\n");       //--- closing all handles    InternetCloseHandle(hRequest); InternetCloseHandle(hSend);    CXMLRPCResult* result = new CXMLRPCResult(out.Str());    return result;   }

示例 1 - 网络服务访问

第一个 MQL5-RPC 的工作例子是调用外部网络服务。我找到的例子使用当前货币汇率将指定金额的一种货币换算为另一种货币。可以在线获得方法参数的精确规范。

网络服务提供 foxrate.currencyConvert 方法，该方法接收三个参数，即两个字符串和一个浮点值：

• from（源）币种（例如：USD) = 字符串；
• to（目标）币种（例如：GBP) = 字符串；
• 要换算的金额（例如100.0) = 浮点数。

实施非常短，只用了几行。

//+------------------------------------------------------------------+ //|                              MQL5-RPC_ex1_ExternalWebService.mq5 | //|                                      Copyright 2011, Investeo.pl | //|                                           http://www.investeo.pl | //+------------------------------------------------------------------+ #property copyright "Copyright 2011, Investeo.pl" #property link      "http://www.investeo.pl" #property version   "1.00" //--- #include <MQL5-RPC.mqh> #include <Arrays\ArrayObj.mqh> #include <Arrays\ArrayDouble.mqh> #include <Arrays\ArrayString.mqh> //+------------------------------------------------------------------+ //| Script program start function                                    | //+------------------------------------------------------------------+ void OnStart()   { //---    //--- web service test    CArrayObj* params = new CArrayObj;       CArrayString* from   = new CArrayString;    CArrayString* to     = new CArrayString;    CArrayDouble* amount = new CArrayDouble;       from.Add("GBP"); to.Add("USD"); amount.Add(10000.0);    params.Add(from); params.Add(to); params.Add(amount);       CXMLRPCQuery query("foxrate.currencyConvert", params);       Print(query.toString());       CXMLRPCServerProxy s("foxrate.org/rpc");    CXMLRPCResult* result;       result = s.execute(query);       result.parseXMLResponseRAW();    Print(result.toString());         delete params;    delete result;   } //+------------------------------------------------------------------+ 

因为方法返回复杂的结构，我使用 parseXMLResponseRAW() 方法解析结果。

这个例子中的 XML-RPC 查询如下所示：

<?xml version="1.0" ?> <methodCall>       <methodName>foxrate.currencyConvert</methodName>       <params>             <param>                   <value>                         <string>GBP</string>                   </value>             </param>             <param>                   <value>                         <string>USD</string>                   </value>            </param>            <param>                   <value>                         <double>10000.00000000</double>                   </value>            </param>       </params> </methodCall>

响应作为包装在 XML 中的结构返回。

<?xml version="1.0" ?> <methodResponse>       <params>             <param>                   <value>                         <struct>                               <member>                                     <name>flerror</name>                                     <value>                                           <int>0</int>                                     </value>                               </member>                               <member>                                     <name>amount</name>                                     <value>                                           <double>15773</double>                                     </value>                               </member>                               <member>                                     <name>message</name>                                     <value>                                           <string>cached</string>                                     </value>                               </member>                         </struct>                   </value>             </param>       </params> </methodResponse>

toString() 的输出展示在结果中有三个可用的值：0 - 没有错误，第二个值是需要换算的基础货币的金额，第三个参数是最新汇率的时间（保存在缓存中）。

0:15773.00000000:cached:

让我们继续讨论更有趣的使用案例。

示例 2 - XML-RPC 2011 年自动锦标赛分析程序

想象一下您想从 2011 年自动交易锦标赛获取统计数据（我这样做了）并在 MetaTrader 5 客户端中使用这些信息。如果您想知道如何实现这一目的，请继续阅读本文。

因为 MetaQuotes Software Corp. 正在准备信号跟踪服务，该服务让从具体 EA 交易程序订阅信号成为可能，我认为将这个服务与分析程序结合起来能极好地执行复杂的分析并提供新的途径从自动交易锦标赛获益。事实上，您会使用此方法，从不同的来源获取数据并依据这些数据构建复杂的 EA 交易程序。

XML-RPC 2011 年自动锦标赛分析程序服务器

创建自动交易锦赛分析程序服务器的第一步是准备输出分析。比如说我们想获取帐户净资产高于某个门槛值的所有参赛者，对他们当前持有的仓位感兴趣，并显示我们感兴趣的货币对的买入量和卖出量的统计。

我使用 Python 语言及 BeautifulSoup 库来获取和解析数据。如果您以前从未用过 Python，我强烈建议您用浏览器打开 http:/Python.org 并阅读此语言能向您提供什么，您绝对不会遗憾。

如果您要迅速开始分析程序，请下载 Python 2.7.1 安装程序和 setup_tools 包并安装它们。之后，运行 Windows 控制台，并将目录改为 C:\Python27\Scripts 或 Python 的安装目录。然后，发布 'easy_install BeautifulSoup' 命令。这将安装 BeautifulSoup 包：

C:\Python27\Scripts>easy_install BeautifulSoup Searching for BeautifulSoup Reading http://pypi.python.org/simple/BeautifulSoup/ Reading http://www.crummy.com/software/BeautifulSoup/ Reading http://www.crummy.com/software/BeautifulSoup/download/ Best match: BeautifulSoup 3.2.0 Downloading http://www.crummy.com/software/BeautifulSoup/download/3.x/BeautifulS oup-3.2.0.tar.gz Processing BeautifulSoup-3.2.0.tar.gz Running BeautifulSoup-3.2.0\setup.py -q bdist_egg --dist-dir c:\users\przemek\ap pdata\local\temp\easy_install-zc1s2v\BeautifulSoup-3.2.0\egg-dist-tmp-hnpwoo zip_safe flag not set; analyzing archive contents... C:\Python27\lib\site-packages\setuptools\command\bdist_egg.py:422: UnicodeWarnin g: Unicode equal comparison failed to convert both arguments to Unicode - interp reting them as being unequal   symbols = dict.fromkeys(iter_symbols(code)) Adding beautifulsoup 3.2.0 to easy-install.pth file Installed c:\python27\lib\site-packages\beautifulsoup-3.2.0-py2.7.egg Processing dependencies for BeautifulSoup Finished processing dependencies for BeautifulSoup C:\Python27\Scripts>

之后，您应能够运行 Python 控制台并发布 'import BeautifulSoup' 命令而无任何错误。

Python 2.7.1 (r271:86832, Nov 27 2010, 18:30:46) [MSC v.1500 32 bit (Intel)] on win32 Type "copyright", "credits" or "license()" for more information. >>> import BeautifulSoup >>> 

然后用 'python ContestantParser.py' 命令运行附带的分析程序。分析程序连接到网站，进行某些关键字查询，并在控制台上显示输出。

import re import urllib from BeautifulSoup import BeautifulSoup class ContestantParser(object):     URL_PREFIX = 'https://championship.mql5.com/2011/en/users/'          def __init__(self, name):         print "User:", name         url = ContestantParser.URL_PREFIX + name         feed = urllib.urlopen(url)         s = BeautifulSoup(feed.read())         account = s.findAll('td', attrs={'class' : 'alignRight'})         self.balance = float(account[0].contents[0].replace(' ', ''))         self.equity = float(account[2].contents[0].replace(' ', ''))         terminals = s.findAll('table', attrs={'class': 'terminal'})         terminal = terminals[0]         trs = terminal.findAll('tr')         pairs = terminal.findAll('span', attrs={'class':'stateText'})         self.stats = {}         for i in range(len(pairs)-1):             if len(pairs[i].string)> 6:                 break             self.stats[str(pairs[i].string)] = str(trs[i+1].contents[7].string)     def __str__(self):         for k in self.stats.keys():             print k, self.stats[k]                  return "Bal " + str(self.balance) + " Equ " +  str(self.equity)          def position(self, pair):         if pair in self.stats.keys():             return self.stats[pair]         else:             return "none"          class ContestantsFinder(object):     URL_PREFIX = "https://championship.mql5.com/2011/en/users/index/page"     URL_SUFFIX = "?orderby=equity&dir=down"          def __init__(self, min_equity):         self.min_equity = min_equity                 self.user_list = []         self.__find()              def __find(self):         isLastPage = False         pageCnt = 1         while isLastPage == False:             url = ContestantsFinder.URL_PREFIX + str(pageCnt) + \                   ContestantsFinder.URL_SUFFIX             feed = urllib.urlopen(url)             s = BeautifulSoup(feed.read())             urows = s.findAll('tr', attrs={'class' : re.compile('row.*')})             for row in urows:                 user_name = row.contents[5].a.string                 equity = float(row.contents[19].string.replace(' ',''))                 if equity <= self.min_equity:                     isLastPage = True                     break                 self.user_list.append(str(user_name))                 print user_name, equity             pageCnt += 1                   def list(self):         return self.user_list           if __name__ == "__main__":              # find all contestants with equity larger than threshold     contestants = ContestantsFinder(20000.0)     print contestants.list()     # display statistics     print "* Statistics *"     for contestant in contestants.list():         u = ContestantParser(contestant)             print u         print u.position('eurusd')         print '-' * 60     

* Statistics * User: Tim Bal 31459.2 Equ 31459.2 none ------------------------------------------------------------ User: enivid eurusd sell euraud sell Bal 26179.98 Equ 29779.89 sell ------------------------------------------------------------ User: ias eurjpy sell usdchf sell gbpusd buy eurgbp buy eurchf sell audusd buy gbpjpy sell usdjpy buy usdcad buy euraud buy Bal 15670.0 Equ 29345.66 none ------------------------------------------------------------ User: plencing eurusd buy Bal 30233.2 Equ 29273.2 buy ------------------------------------------------------------ User: anuta audusd buy usdcad sell gbpusd buy Bal 28329.85 Equ 28359.05 none ------------------------------------------------------------ User: gery18 Bal 27846.7 Equ 27846.7 none ------------------------------------------------------------ User: tornhill Bal 27402.4 Equ 27402.4 none ------------------------------------------------------------ User: rikko eurusd sell Bal 25574.8 Equ 26852.8 sell ------------------------------------------------------------ User: west100 eurusd buy Bal 27980.5 Equ 26255.5 buy ------------------------------------------------------------ ...

from SimpleXMLRPCServer import SimpleXMLRPCServer from SimpleXMLRPCServer import SimpleXMLRPCRequestHandler from PositionGrabberTest import ContestantParser, ContestantsFinder class RequestHandler( SimpleXMLRPCRequestHandler ):     rpc_path = ( '/RPC2', )      class ATC2011XMLRPCServer(SimpleXMLRPCServer):     def __init__(self):         SimpleXMLRPCServer.__init__( self, ("192.168.235.168", 6666), requestHandler=RequestHandler, logRequests = False)                  self.register_introspection_functions()         self.register_function( self.xmlrpc_contestants, "listContestants" )                 self.register_function( self.xmlrpc_get_position_stats, "getStats" )                           def xmlrpc_contestants(self, min_equity):         try:             min_equity = float(min_equity)         except ValueError as error:             print error             return []              self.contestants = ContestantsFinder(min_equity)                  return self.contestants.list()          def xmlrpc_get_position_stats(self, pair):         total_users = len(self.contestants.list())         holding_pair = 0         buy_positions = 0                  for username in self.contestants.list():             u = ContestantParser(username)             position = u.position(pair)             if position != "none":                 holding_pair += 1                 if position == "buy":                     buy_positions += 1                  return [ total_users, holding_pair, buy_positions ]                  if __name__ == '__main__':     server = ATC2011XMLRPCServer()     server.serve_forever()         

C:\Program Files\MetaTrader 5\MQL5>python Python 2.7.2 (default, Jun 12 2011, 15:08:59) [MSC v.1500 32 bit (Intel)] on win 32 Type "help", "copyright", "credits" or "license" for more information. >>> from xmlrpclib import ServerProxy >>> u = ServerProxy('http://192.168.235.168:6666') >>> u.listContestants(20000.0) ['lf8749', 'ias', 'aharata', 'Xupypr', 'beast', 'Tim', 'tmt0086', 'yyy999', 'bob sley', 'Diubakin', 'Pirat', 'notused', 'AAA777', 'ronnielee', 'samclider-2010', 'gery18', 'p96900', 'Integer', 'GradyLee', 'skarkalakos', 'zioliberato', 'kgo', 'enivid', 'Loky', 'Gans-deGlucker', 'zephyrrr', 'InvestProm', 'QuarkSpark', 'ld7 3', 'rho2011', 'tornhill', 'botaxuper'] >>>

In : u.getStats("eurusd") Out: [23, 12, 9] 

MQL5-RPC 2011 年自动锦标赛分析程序客户端

是时候在 MetaTrader 5 中使用 MQL5-RPC 框架来依据需要获取这些数据了。事实上，如果您查看源代码，其使用是有自我说明的。

//+------------------------------------------------------------------+ //|                           MQL5-RPC_ex2_ATC2011AnalyzerClient.mq5 | //|                                      Copyright 2011, Investeo.pl | //|                                           http://www.investeo.pl | //+------------------------------------------------------------------+ #property copyright "Copyright 2011, Investeo.pl" #property link      "http://www.investeo.pl" #property version   "1.00" #include <MQL5-RPC.mqh> #include <Arrays\ArrayObj.mqh> #include <Arrays\ArrayInt.mqh> #include <Arrays\ArrayDouble.mqh> #include <Arrays\ArrayString.mqh> //+------------------------------------------------------------------+ //| Script program start function                                    | //+------------------------------------------------------------------+ void OnStart()   { //---    //--- ATC 2011 analyzer test    CXMLRPCServerProxy s("192.168.235.168:6666");    CXMLRPCResult* result;       //--- Get list of contestants    CArrayObj* params1 = new CArrayObj;    CArrayDouble* amount = new CArrayDouble;       amount.Add(20000.0); params1.Add(amount);    CXMLRPCQuery query("listContestants", params1);       Print(query.toString());       result = s.execute(query);    Print(result.toString());    delete result;    //--- Get position statistics    CArrayObj* params2 = new CArrayObj;    CArrayString* pair = new CArrayString;       pair.Add("eurusd"); params2.Add(pair);    CXMLRPCQuery query2("getStats", params2);       Print(query2.toString());       result = s.execute(query2);       CArrayObj* resultArray = result.getResults();    CArrayInt* stats = resultArray.At(0);       Print("Contestants = " + IntegerToString(stats.At(0)) +          ". EURUSD positions = " + IntegerToString(stats.At(1)) +          ". BUY positions = " + IntegerToString(stats.At(2)));             delete params1;    delete params2;       delete result;   } //+------------------------------------------------------------------+ 

这是在调用脚本时会发生的情况。查询被封装到 XML：

<?xml version="1.0" ?> <methodCall>       <methodName>listContestants</methodName>       <params>             <param>                   <value>                         <double>20000.00000000</double>                   </value>             </param>       </params> </methodCall>

等待一段时间之后，从 XML-RPC 服务器收到响应。在我的例子中，我使用 Linux 主机运行 Python XML-RPC 服务，并从运行 MetaTrader 5 的 Windows VirtualBox 客户机调用。

<?xml version="1.0" ?> <methodResponse>       <params>             <param>                   <value>                         <array>                               <data>                                     <value>                                           <string>lf8749</string>                                     </value>                                     <value>                                           <string>ias</string>                                     </value>                                     <value>                                           <string>Xupypr</string>                                     </value>                                     <value>                                           <string>aharata</string>                                     </value>                                     <value>                                           <string>beast</string>                                     </value>                                     <value>                                           <string>Tim</string>                                     </value>                                     <value>                                           <string>tmt0086</string>                                     </value>                                     <value>                                           <string>yyy999</string>                                     </value>                                     <value>                                           <string>bobsley</string>                                     </value>                                     <value>                                           <string>Diubakin</string>                                     </value>                                     <value>                                           <string>Pirat</string>                                     </value>                                     <value>                                           <string>AAA777</string>                                     </value>                                     <value>                                           <string>notused</string>                                     </value>                                     <value>                                           <string>ronnielee</string>                                     </value>                                     <value>                                           <string>samclider-2010</string>                                     </value>                                     <value>                                           <string>gery18</string>                                     </value>                                     <value>                                           <string>Integer</string>                                     </value>                                     <value>                                           <string>GradyLee</string>                                     </value>                                     <value>                                           <string>p96900</string>                                     </value>                                     <value>                                           <string>skarkalakos</string>                                     </value>                                     <value>                                           <string>Loky</string>                                     </value>                                     <value>                                           <string>zephyrrr</string>                                     </value>                                     <value>                                           <string>Medvedev</string>                                     </value>                                     <value>                                           <string>Gans-deGlucker</string>                                     </value>                                     <value>                                           <string>InvestProm</string>                                     </value>                                     <value>                                           <string>zioliberato</string>                                     </value>                                     <value>                                           <string>QuarkSpark</string>                                     </value>                                     <value>                                           <string>rho2011</string>                                     </value>                                     <value>                                           <string>ld73</string>                                     </value>                                     <value>                                           <string>enivid</string>                                     </value>                                     <value>                                           <string>botaxuper</string>                                     </value>                               </data>                         </array>                   </value>             </param>       </params> </methodResponse>

使用 toString() 方法进行显示的第一个查询的结果如下：

lf8749:ias:Xupypr:aharata:beast:Tim:tmt0086:yyy999:bobsley:Diubakin:Pirat: AAA777:notused:ronnielee:samclider-2010:gery18:Integer:GradyLee:p96900: skarkalakos:Loky:zephyrrr:Medvedev:Gans-deGlucker:InvestProm:zioliberato: QuarkSpark:rho2011:ld73:enivid:botaxuper:

第二个查询用于调用 getStats() 方法。

<?xml version="1.0" ?> <methodCall>       <methodName>getStats</methodName>       <params>             <param>                   <value>                         <string>eurusd</string>                   </value>             </param>       </params> </methodCall>

XML-RPC 响应很简单，它仅包含三个整数值。

<?xml version="1.0" ?> <methodResponse>       <params>             <param>                   <value>                         <array>                               <data>                                     <value>                                           <int>31</int>                                     </value>                                     <value>                                           <int>10</int>                                     </value>                                     <value>                                           <int>3</int>                                     </value>                               </data>                         </array>                   </value>             </param>       </params> </methodResponse>

这次我采用另外的方法并将返回值作为 MQL5 变量。

MQL5-RPC_ex2_ATC2011AnalyzerClient (AUDUSD,H1)  12:39:23 lf8749:ias:Xupypr:aharata:beast:Tim:tmt0086:yyy999:bobsley:Diubakin:Pirat: AAA777:notused:ronnielee:samclider-2010:gery18:Integer:GradyLee:p96900: skarkalakos:Loky:zephyrrr:Medvedev:Gans-deGlucker:InvestProm:zioliberato: QuarkSpark:rho2011:ld73:enivid:botaxuper: MQL5-RPC_ex2_ATC2011AnalyzerClient (AUDUSD,H1)  12:39:29         Contestants = 31. EURUSD positions = 10. BUY positions = 3 

如您所见，输出采用了一个易于理解的形式。

总结

我提出了一个新的 MQL5-RPC 框架，使 MetaTrader 5 能够使用 XML-RPC 协议执行远程过程调用。提出了两个使用例子，第一个访问一项网络服务，第二个是针对 2011 年自动交易锦标赛的自定义分析程序。这两个例子应当作进一步试验的基础。

我认为 MQL5-RPC 是一个非常强大的功能，可以按很多不同的方式来使用。我已经决定让这个框架成为开源，并在  http://code.google.com/p/mql5-rpc/ 按 GPL 许可发布。如果有人愿意帮助保护代码，重构代码或制作补丁，欢迎加入项目。源代码及所有例子都包含在本文的附件中。