Trying to get historical data from MT5 of several assets

Question

I´m learning python. I tried to get historical data of multiple stocks from MT5 however the stocks ' arrays have diferent lengths and I do not know how to solve it.

error: ValueError: Length of values (71) does not match length of index (100)

from selenium.webdriver.chrome.service import Service
from webdriver_manager.chrome import ChromeDriverManager
from selenium.webdriver.common.by import By
import pandas as pd
from time import sleep
from pathlib import Path
import os
import glob
import numpy as np
import matplotlib.pyplot as plt
import MetaTrader5 as mt5
from datetime import datetime


if not mt5.initialize():
    print("initialize() failed, error code =", mt5.last_error())
    quit()


s = Service(ChromeDriverManager().install())
wd = webdriver.Chrome(service=s)

wd.get("https://sistemaswebb3-listados.b3.com.br/indexPage/day/IBRA?language=pt-br")
sleep(3)
wd.find_element(By.ID,"segment").send_keys("Setor de Atuação")
sleep(3)
wd.find_element(By.PARTIAL_LINK_TEXT,"Download").click()
sleep(3)


list_of_files = glob.glob("C:/Users/xxxxx/Downloads/*") # * means all if need specific format then *.csv
latest_file = max(list_of_files, key=os.path.getctime)


lista= pd.read_csv(latest_file, sep=';', encoding='ISO-8859-1',skiprows = 0, skipfooter=2, engine='python', thousands='.',decimal=',', header=1, index_col=False)
ativos = pd.DataFrame(lista)

lista = ativos['Código']
df = pd.DataFrame()
for i in lista:
    barras = mt5.copy_rates_from(i, mt5.TIMEFRAME_D1, datetime.today(), 100)
    df[i] = barras['close']

print(df)

Please edit the question to limit it to a specific problem with enough detail to identify an adequate answer. — Community, Feb 08 '22 at 03:21

score 0 · Accepted Answer · edited Jan 31 '22 at 07:53

0

I could solve this way:

df= pd.DataFrame()

for i in lista:
    barras = mt5.copy_rates_from(i, mt5.TIMEFRAME_D1, datetime.today(), 100)
    df[i] = pd.Series([y['close'] for y in barras])
    df[i]= df[i].fillna(0)

edited Jan 31 '22 at 07:53

Peter Csala

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answered Jan 31 '22 at 01:56

user18068310

3
3

Your answer could be improved with additional supporting information. Please [edit] to add further details, such as citations or documentation, so that others can confirm that your answer is correct. You can find more information on how to write good answers [in the help center](/help/how-to-answer). – Community Jan 31 '22 at 07:53

Trying to get historical data from MT5 of several assets

1 Answers1