How to access indicator values externally, from python?

wilkinsw · Postby **wilkinsw** » 24 Jul 2023

Hi,

How would I access the current plot of an MC indicator externally (e.g. with python)?

Is there a way to access the memory location of a globalvariable or EL Collection using external python script?

Currently I can print the indicator plot to file and have that read.... but am looking for a memory based solution.

Thanks!

Smoky · Postby **Smoky** » 02 Sep 2023

Under review 60 votes for a long time now

https://www.multicharts.com/pm/public/m ... ues/MC-755

you are right , shared memory should be the best ! many other langage can use it !

Thanks

amw_775 · Postby **amw_775** » 04 Oct 2023

Hi
if you store values in EasyLanguage using shared var DLL or Global Variable DLL.

THen you can access those stored values in Python. Here was my script I wrote sometime back to access values in Python from Easy Language.

THen , inside easy language, You can use LUA at close of every bar to run a Python script so that those stored values are ready by Python.
However this has a great deal of over head and takes 2to 3 seconds per bar.

Its Much faster to use a Python Bridge.

Here is my python script if you plan to access values using Global variable DLL or Shared Var DLL

Code: Select all

import ctypes
import pandas as pd
from ctypes import *
from sklearn.ensemble import RandomForestClassifier
import numpy as np
import joblib
import datetime
from datetime import datetime

def rm_main():
    barint = "1"

    lib = cdll.LoadLibrary("SharedVar-w64.dll")

    linkID =(lib.svInit("ID_" + barint))

    link1 =(lib.svInit("VOpen_" + barint))

    link2 =(lib.svInit("VHigh_" + barint))

    link3 =(lib.svInit("VLow_" + barint))

    link4 =(lib.svInit("VClose_" + barint))

    link5 =(lib.svInit("VVolume_" + barint))

    link6 =(lib.svInit("VTicks_" + barint)) 

    link99 = (lib.svInit("PredCompleted_" + barint))
    
    link100 =(lib.svInit("Pred_" + barint))

    lib.svGetDouble.restype = c_double

    lib.svVarName.restype = c_wchar_p

    MaxBars = lib.svVarCount(linkID)

    data=[]
 
    for x in range(0,MaxBars):

        BarDateTime = lib.svVarName(linkID, x)
        #print(BarDateTime)

        varID     = lib.svGetInt(linkID,BarDateTime)
        #print(varID)

        varValue1 = lib.svGetDouble(link1,BarDateTime)

        varValue2 = lib.svGetDouble(link2,BarDateTime)

        varValue3 = lib.svGetDouble(link3,BarDateTime)

        varValue4 = lib.svGetDouble(link4,BarDateTime)

        varValue5 = lib.svGetDouble(link5,BarDateTime)

        varValue6 = lib.svGetDouble(link6,BarDateTime)
           
        data.append((varID,BarDateTime,varValue1,varValue2,varValue3,varValue4,varValue5,varValue6))
   
    cols = ['ID','DateTime','VOpen','VHigh','VLow','VClose','VVolume','VTicks']
    
    cols_train = ['VOpen','VHigh','VLow','VClose','VVolume','VTicks']

    df = pd.DataFrame(data, columns=cols)

    df = df.sort_values(['ID'], ascending=True)

    df.set_index('ID',inplace=True)

    df = df.iloc[-2:]

    df[cols_train] = df[cols_train].pct_change()

    df.dropna(inplace=True)
    

    import sys
    import os
    this_dir = os.path.dirname(__file__) # Path to loader.py
    #sys.path.append(os.path.join(this_dir, <rel_path_to_foo.py>))
    
    rf = joblib.load("/rfDummyTestModel.joblib")
    
    df.replace([np.inf,-np.inf],0,inplace=True)
    pred = rf.predict(df[cols_train])[0]

    #pred = 1.0
    
    pred_c = c_double(pred)

    lib.svSetValue.restype = c_double

    PredDateTime = df['DateTime'].values[0]

    lib.svSetValue(link100, PredDateTime, pred_c)   

    lib.svIncValue(link99, PredDateTime, 1)

    df['pred'] = pred

    # -------------------------------------------------------------------------------------
    path = "D:\ADE\Data\\"
    file = "lua_BTCUSDT_1min.csv"
    file1= "lua_BTCUSDT_1minP.csv"
    file2= "lua_BTCUSDT_1tickP.csv"
    
    df1 = pd.read_csv(path + file)

    df2 = df1.iloc[-1000:]
    df2[cols_train] = df2[cols_train].pct_change()
    df2 = df2.iloc[1:]
    df2 = df2.replace([np.inf,-np.inf],0)
    df2 = df2.fillna(0)

    pred1 = rf.predict(df2[cols_train])
    
    collist = ['Date','Time','VClose','VVolume']
    collist1= ['Date','Time','Close','Volume']
    
    df2 = df2.rename(columns ={'VClose':'Close','VHigh':'High', 'VLow':'Low','VOpen':'Open','VTicks':'Tick','VVolume':'Volume'})  

    df2.drop(columns=['Tick'], inplace=True)

    df2['Volume'].loc[df2.index] = pred1
    df2['Volume'].replace({1:2,-1:1},inplace=True)
    
    df2['UpVol'] = 101
    df2['DownVol'] = 201
    
    #df2['UpTicks'] = 102
    #df2['DownTicks'] = 202
    #df2['TotalTicks'] = 302
    
    df2.to_csv("D:\ADE\Data\Lua\Out_min\\"+file1,index=False)
    df2[collist1].to_csv("D:\ADE\Data\Lua\Out_tick\\"+file2,index=False)

    #df2['pred'] = pred
    #df2.to_csv("D:\ADE\Data\Lua\Out_min\\"+file1,index=False)
    #df2[collist].to_csv("D:\ADE\Data\Lua\Out_tick\\"+file2,index=False)

     # -------------------------------------------------------------------------------------

    barint = "1"
    import ctypes

    lib = cdll.LoadLibrary("D:\MC64\\GlobalVariable.dll")
    User32 = ctypes.WinDLL("D:\MC64\\GlobalVariable.dll")
    User32.GV_GetNamedDouble("VOpen_" + barint,-99)

    
    set =lib.GV_SetNamedDouble("VOpen_" + barint,10000)

    get =lib.GV_GetNamedDouble('VOpen_' + barint,-99)

    link1 = lib.GV_GetNamedDouble("VHigh_" + barint)

    link2 =(lib.svInit("VHigh_" + barint))

    link3 =(lib.svInit("VLow_" + barint))

    link4 =(lib.svInit("VClose_" + barint))

    link5 =(lib.svInit("VVolume_" + barint))

    link6 =(lib.svInit("VTicks_" + barint)) 

    link99 = (lib.svInit("PredCompleted_" + barint))
    
    link100 =(lib.svInit("Pred_" + barint))

    lib.svGetDouble.restype = c_double

    lib.svVarName.restype = c_wchar_p

    MaxBars = lib.svVarCount(linkID)

    data=[]
 
    for x in range(0,MaxBars):

        BarDateTime = lib.svVarName(linkID, x)
        #print(BarDateTime)

        varID     = lib.svGetInt(linkID,BarDateTime)
        #print(varID)

        varValue1 = lib.svGetDouble(link1,BarDateTime)

        varValue2 = lib.svGetDouble(link2,BarDateTime)

        varValue3 = lib.svGetDouble(link3,BarDateTime)

        varValue4 = lib.svGetDouble(link4,BarDateTime)

        varValue5 = lib.svGetDouble(link5,BarDateTime)

        varValue6 = lib.svGetDouble(link6,BarDateTime)
           
        data.append((varID,BarDateTime,varValue1,varValue2,varValue3,varValue4,varValue5,varValue6))
   
    cols = ['ID','DateTime','VOpen','VHigh','VLow','VClose','VVolume','VTicks']
    
    cols_train = ['VOpen','VHigh','VLow','VClose','VVolume','VTicks']

    df = pd.DataFrame(data, columns=cols)

    df = df.sort_values(['ID'], ascending=True)

    df.set_index('ID',inplace=True)

    df = df.iloc[-2:]

    df[cols_train] = df[cols_train].pct_change()

    df.dropna(inplace=True)
    
    rf = joblib.load("/rfDummyTestModel.joblib")
    
    df.replace([np.inf,-np.inf],0,inplace=True)
    pred = rf.predict(df[cols_train])[0]

    #pred = 1.0
    
    pred_c = c_double(pred)

    lib.svSetValue.restype = c_double

    PredDateTime = df['DateTime'].values[0]

    lib.svSetValue(link100, PredDateTime, pred_c)   

    lib.svIncValue(link99, PredDateTime, 1)

    df['pred'] = pred

    return (df)

if __name__ == "__main__":
    #df = pd.read_csv('df.csv')
    df  = rm_main()
    df.to_csv('df.csv')

amw_775 · Postby **amw_775** » 04 Oct 2023

Alternatively, I have built a C++ Python Bridge which allows you to litereally send any values from Easy Language to Python and back within Milliseconds.

You can send strings, variables, Open High Low Close, Net Profit Max Drawdownm etc ( basically any Easy language Series) all to python and carry out Machine learning reinforecement learning or any other fancy data science / AI analaysis and return the result back to python.

You can also use the Python Bridge to execute any other External functions such as SFTP uploads, writing to csv , Sending Orders to excahnges not supported in Multicharts. and So On.

How to access indicator values externally, from python?

How to access indicator values externally, from python?

Re: How to access indicator values externally, from python?

Re: How to access indicator values externally, from python?

Re: How to access indicator values externally, from python?