Fix MetaTrader5 installation on other platforms

README.ipynb

@@ -100,6 +100,7 @@
    ]
   },
   {
+   "attachments": {},
    "cell_type": "markdown",
    "metadata": {},
    "source": [
@@ -139,7 +140,7 @@
     "\n",
     "* Methods:\n",
     "\n",
-    "    > `download_data`: Downloads required data from MetaTrader for a list of symbols in a time range. This method can be overridden in order to download data from servers other than MetaTrader.\n",
+    "    > `download_data`: Downloads required data from MetaTrader for a list of symbols in a time range. This method can be overridden in order to download data from servers other than MetaTrader. *Note that this method only works on Windows, as the MetaTrader5 Python package is not available on other platforms.*\n",
     "    >\n",
     "    > `save_symbols`: Saves the downloaded symbols' data to a file.\n",
     "    >\n",
@@ -6918,12 +6919,13 @@
    ]
   },
   {
+   "attachments": {},
    "cell_type": "markdown",
    "metadata": {},
    "source": [
     "## References\n",
     "\n",
-    "* [https://www.mql5.com/en/docs/integration/python_metatrader5](https://www.mql5.com/en/docs/integration/python_metatrader5)\n",
+    "* [https://www.mql5.com/en/docs/python_metatrader5](https://www.mql5.com/en/docs/python_metatrader5)\n",
     "* [https://www.metatrader5.com/en/terminal/help/trading_advanced/margin_forex](https://www.metatrader5.com/en/terminal/help/trading_advanced/margin_forex)\n",
     "* [https://admiralmarkets.com/education/articles/forex-basics/margin-in-forex-trading-margin-level-vs-margin-call](https://admiralmarkets.com/education/articles/forex-basics/margin-in-forex-trading-margin-level-vs-margin-call)\n",
     "* [https://www.investopedia.com/articles/forex/12/calculating-profits-and-losses-of-forex-trades.asp](https://www.investopedia.com/articles/forex/12/calculating-profits-and-losses-of-forex-trades.asp)\n"

README.md

@@ -108,7 +108,7 @@ This is the core class that simulates the main parts of MetaTrader. Most of its
 
 * Methods:
 
-    > `download_data`: Downloads required data from MetaTrader for a list of symbols in a time range. This method can be overridden in order to download data from servers other than MetaTrader.
+    > `download_data`: Downloads required data from MetaTrader for a list of symbols in a time range. This method can be overridden in order to download data from servers other than MetaTrader. *Note that this method only works on Windows, as the MetaTrader5 Python package is not available on other platforms.*
     >
     > `save_symbols`: Saves the downloaded symbols' data to a file.
     >
@@ -783,7 +783,7 @@ env.render('advanced_figure', time_format="%Y-%m-%d")
 
 ## References
 
-* [https://www.mql5.com/en/docs/integration/python_metatrader5](https://www.mql5.com/en/docs/integration/python_metatrader5)
+* [https://www.mql5.com/en/docs/python_metatrader5](https://www.mql5.com/en/docs/python_metatrader5)
 * [https://www.metatrader5.com/en/terminal/help/trading_advanced/margin_forex](https://www.metatrader5.com/en/terminal/help/trading_advanced/margin_forex)
 * [https://admiralmarkets.com/education/articles/forex-basics/margin-in-forex-trading-margin-level-vs-margin-call](https://admiralmarkets.com/education/articles/forex-basics/margin-in-forex-trading-margin-level-vs-margin-call)
 * [https://www.investopedia.com/articles/forex/12/calculating-profits-and-losses-of-forex-trades.asp](https://www.investopedia.com/articles/forex/12/calculating-profits-and-losses-of-forex-trades.asp)

gym_mtsim/metatrader/api.py

@@ -2,7 +2,7 @@
 
 import pytz
 import calendar
-from datetime import datetime, timedelta
+from datetime import datetime
 
 import pandas as pd
 

gym_mtsim/metatrader/interface.py

@@ -3,45 +3,59 @@
 
 import numpy as np
 
-import MetaTrader5 as mt5
-from MetaTrader5 import SymbolInfo as MtSymbolInfo
+try:
+    import MetaTrader5 as mt5
+    from MetaTrader5 import SymbolInfo as MtSymbolInfo
+    MT5_AVAILABLE = True
+except ImportError:
+    MtSymbolInfo = object
+    MT5_AVAILABLE = False
 
 
 class Timeframe(Enum):
-    M1 = mt5.TIMEFRAME_M1
-    M2 = mt5.TIMEFRAME_M2
-    M3 = mt5.TIMEFRAME_M3
-    M4 = mt5.TIMEFRAME_M4
-    M5 = mt5.TIMEFRAME_M5
-    M6 = mt5.TIMEFRAME_M6
-    M10 = mt5.TIMEFRAME_M10
-    M12 = mt5.TIMEFRAME_M12
-    M15 = mt5.TIMEFRAME_M15
-    M20 = mt5.TIMEFRAME_M20
-    M30 = mt5.TIMEFRAME_M30
-    H1 = mt5.TIMEFRAME_H1
-    H2 = mt5.TIMEFRAME_H2
-    H4 = mt5.TIMEFRAME_H4
-    H3 = mt5.TIMEFRAME_H3
-    H6 = mt5.TIMEFRAME_H6
-    H8 = mt5.TIMEFRAME_H8
-    H12 = mt5.TIMEFRAME_H12
-    D1 = mt5.TIMEFRAME_D1
-    W1 = mt5.TIMEFRAME_W1
-    MN1 = mt5.TIMEFRAME_MN1
+    M1 = 1  # mt5.TIMEFRAME_M1
+    M2 = 2  # mt5.TIMEFRAME_M2
+    M3 = 3  # mt5.TIMEFRAME_M3
+    M4 = 4  # mt5.TIMEFRAME_M4
+    M5 = 5  # mt5.TIMEFRAME_M5
+    M6 = 6  # mt5.TIMEFRAME_M6
+    M10 = 10  # mt5.TIMEFRAME_M10
+    M12 = 12  # mt5.TIMEFRAME_M12
+    M15 = 15  # mt5.TIMEFRAME_M15
+    M20 = 20  # mt5.TIMEFRAME_M20
+    M30 = 30  # mt5.TIMEFRAME_M30
+    H1 = 1  | 0x4000  # mt5.TIMEFRAME_H1
+    H2 = 2  | 0x4000  # mt5.TIMEFRAME_H2
+    H4 = 4  | 0x4000  # mt5.TIMEFRAME_H4
+    H3 = 3  | 0x4000  # mt5.TIMEFRAME_H3
+    H6 = 6  | 0x4000  # mt5.TIMEFRAME_H6
+    H8 = 8  | 0x4000  # mt5.TIMEFRAME_H8
+    H12 = 12 | 0x4000  # mt5.TIMEFRAME_H12
+    D1 = 24 | 0x4000  # mt5.TIMEFRAME_D1
+    W1 = 1  | 0x8000  # mt5.TIMEFRAME_W1
+    MN1 = 1  | 0xC000  # mt5.TIMEFRAME_MN1
 
 
 def initialize() -> bool:
+    _check_mt5_available()
     return mt5.initialize()
 
 
 def shutdown() -> None:
+    _check_mt5_available()
     mt5.shutdown()
 
 
 def copy_rates_range(symbol: str, timeframe: Timeframe, date_from: datetime, date_to: datetime) -> np.ndarray:
+    _check_mt5_available()
     return mt5.copy_rates_range(symbol, timeframe.value, date_from, date_to)
 
 
 def symbol_info(symbol: str) -> MtSymbolInfo:
+    _check_mt5_available()
     return mt5.symbol_info(symbol)
+
+
+def _check_mt5_available() -> None:
+    if not MT5_AVAILABLE:
+        raise OSError("MetaTrader5 is not available on your platform.")

setup.py

@@ -17,7 +17,7 @@
         'plotly>=5.3.1',
         'nbformat>=5.1.3',
         'pathos>=0.2.8',
-        'MetaTrader5>=5.0.35',
+        'MetaTrader5>=5.0.35; platform_system == "Windows"',
     ],
 
     package_data={