MT4 .hst 文件读写

internal void GetHistoricalData (DateTime dtFrom, DateTime dtTo, ref List<Bar> Bars) {
    string fPath = @"C:XXXXX" + @"\" + "EURUSD60.hst";
    FileStream fileStream = new FileStream (fPath, FileMode.Open);
    BinaryReader binaryReader = new BinaryReader (fileStream);

    try {
        binaryReader.ReadBytes (148);//Headerをスキップ
        while(true) {
            Bar bar = new Bar ();
            bar.currencyPair = "EURUSD";
            double binValue = (double)binaryReader.ReadInt64 ();
            bar.date = AppParams.dt1970Jan01.AddSeconds (binValue);
            bar.open = binaryReader.ReadDouble ();
            bar.high = binaryReader.ReadDouble ();
            bar.low = binaryReader.ReadDouble ();
            bar.close = binaryReader.ReadDouble ();
            binaryReader.binaryReader.ReadInt64 ();//volume
            binaryReader.binaryReader.ReadInt32 ();//spread
            binaryReader.binaryReader.ReadInt64 ();//realVolume

            if(Bar.date >= dtFrom && bar.date <= dtTo) Bars.Add (bar);
        }
    }
    catch(EndOfStreamException) {
        fileStream.Close ();
        fileStream.Dispose ();
        binaryReader.Close ();
        binaryReader.Dispose ();
    }
}

internal Bar{
    internal DateTime date;
    internal double open;
    internal double high;
    internal double low;
    internal double close;
    internal long volume;
    internal int spread;
    internal long RealVolume;
}

参考

https://github.com/Tim55667757/MT4ForexParser
https://www.fx-automated-system.info/archives/150
https://www.mql5.com/en/articles/1387
https://github.com/Tim55667757/MT4ForexParser/blob/master/mt4forexparser/MT4ForexParser.py
https://github.com/fx-kirin/record_mt4_hst_to_database/blob/master/record_hst_to_mysql.py
https://github.com/bonly/exercise/blob/dccf193a40/2013/201305/20130515_hst_tdx/20130515_hst.go
https://github.com/NewYaroslav/mt4-stooq/blob/bfb9e6102a/include/mt4-hst.hpp
https://github.com/sagittaros/MQL4-portfolio/blob/8c89c0d3d7603b51845011133061e19de29ab838/Normalized%20Tick%20Chart.mq4
https://github.com/sagittaros/MQL4-portfolio/blob/8c89c0d3d7/Renko_ATR_Indicator.mq4
https://github.com/sagittaros/MQL4-portfolio/blob/8c89c0d3d7/Felix-Constant_Tick_Chart.mq4
https://github.com/Jaraiz91/Javier_Araiz_TheBridge/blob/cf582b952f65624687d1cffa7d2c0258f1369346/ML_Project/src/DWX_history.py
https://github.com/flameOnYou/mt4plus/blob/ea57d923cee97bbfc697ebf6a91fb42b833bc22f/main.py
https://github.com/xeoncrypto/MQL4_Custom_Candlestick-/blob/a92ab8914f/CustomChartApi/Mt4CustomChart.mqh
https://github.com/FX31337/FX-Data-Convert-Action/blob/91a095ae87/src/fx-data-convert-from-csv.py

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