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GifariKemalandClaude Opus 4.6 a240d974f6 docs: add architecture documentation for remaining 8 components (16-23)

New documentation files:
- 16-MT5-Connector: Broker bridge with auto-reconnect & Polars native
- 17-Configuration: 6 sub-configs with capital mode auto-adjustment
- 18-Trade-Logger: Dual storage (PostgreSQL + CSV), thread-safe
- 19-Position-Manager: 7 action conditions, trailing SL, market close handler
- 20-Risk-Engine: Kelly Criterion sizing, circuit breaker, order validation
- 21-Database: PostgreSQL integration with 6 repositories
- 22-Train-Models: Initial training script (HMM + XGBoost)
- 23-Main-Live-Orchestrator: Main loop coordinating 15+ components

Updated README.md with complete index of all 23 components.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-02-06 09:17:20 +07:00

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MT5 Connector — Jembatan ke MetaTrader 5

File: src/mt5_connector.py Class: MT5Connector, MT5SimulationConnector Library: MetaTrader5 (Python API)

Apa Itu MT5 Connector?

MT5 Connector adalah jembatan komunikasi antara bot AI dan terminal MetaTrader 5. Semua interaksi dengan broker — ambil data harga, kirim order, cek posisi — dilakukan melalui modul ini.

Analogi: MT5 Connector seperti penerjemah di bandara — menerjemahkan perintah bot (Python) ke bahasa yang dipahami broker (MT5 API), dan sebaliknya.

Fungsi Utama

Method	Fungsi	Return
`connect()`	Koneksi ke MT5 terminal	`bool`
`disconnect()`	Putus koneksi	-
`reconnect()`	Reconnect otomatis	`bool`
`ensure_connected()`	Cek & auto-reconnect	`bool`
`get_market_data()`	Ambil data OHLCV	`pl.DataFrame`
`get_tick()`	Ambil harga real-time	`TickData`
`send_order()`	Kirim order BUY/SELL	`OrderResult`
`close_position()`	Tutup posisi	`OrderResult`
`get_open_positions()`	Cek posisi terbuka	`pl.DataFrame`
`get_symbol_info()`	Info simbol (spread, dll)	`Dict`

Koneksi & Auto-Reconnect

connect(max_retries=3)
    |
    v
Shutdown koneksi lama (jika ada)
    |
    v
mt5.initialize(login, password, server)
    |
    v
Tunggu 2 detik (stabilisasi terminal)
    |
    v
Verifikasi: terminal_info() != None?
    |
    ├── Ya → Cek terminal.connected?
    │         ├── Ya → ✅ Connected!
    │         └── Tidak → Tunggu 3 detik → Retry
    │
    └── Tidak → Exponential backoff (2s, 4s, 8s) → Retry

Auto-Reconnect

ensure_connected():
    """
    Dipanggil sebelum setiap operasi penting.

    1. Cek flag _connected
    2. Coba mt5.account_info()
    3. Gagal? → reconnect()
    4. Max 5 attempts, lalu cooldown 60 detik
    """

Data Fetching (Polars Native)

get_market_data(symbol="XAUUSD", timeframe="M15", count=200)

Proses:

MT5 Terminal
    |
    v
mt5.copy_rates_from_pos() → numpy structured array
    |
    v
LANGSUNG ke Polars DataFrame (TANPA Pandas)
    |
    v
Cast types:
├── time: Unix timestamp → Datetime
├── open/high/low/close: Float64
├── tick_volume → volume (Int64)
└── spread, real_volume: Int64
    |
    v
Return pl.DataFrame

Kolom output:

Kolom	Tipe	Keterangan
`time`	Datetime	Waktu candle
`open`	Float64	Harga buka
`high`	Float64	Harga tertinggi
`low`	Float64	Harga terendah
`close`	Float64	Harga tutup
`volume`	Int64	Tick volume
`spread`	Int64	Spread
`real_volume`	Int64	Real volume

Order Execution

send_order(
    symbol="XAUUSD",
    order_type="BUY",     # atau "SELL"
    volume=0.01,          # Lot size
    sl=4937.00,           # Stop Loss
    tp=4976.00,           # Take Profit
    deviation=20,         # Max slippage (points)
    magic=123456,         # Bot ID
    comment="AI Bot",
    max_retries=3,
)

Retry Logic:

Kirim order
    |
    ├── RETCODE 10009 (DONE) → ✅ Success
    |
    ├── RETCODE 10013-10016 (INVALID) → ❌ Non-retryable
    |
    ├── RETCODE 10027 (TRADE DISABLED) → ❌ Raise error
    |
    └── RETCODE lain (requote/reject) → 🔄 Retry (max 3x)

Timeframe Mapping

String	MT5 Constant	Penggunaan
`M1`	TIMEFRAME_M1	1 menit
`M5`	TIMEFRAME_M5	5 menit
`M15`	TIMEFRAME_M15	Utama (execution)
`M30`	TIMEFRAME_M30	30 menit
`H1`	TIMEFRAME_H1	1 jam
`H4`	TIMEFRAME_H4	Trend analysis
`D1`	TIMEFRAME_D1	1 hari

Error Codes

Code	Nama	Aksi
10009	DONE	Order berhasil
10004	REQUOTE	Retry
10006	REJECT	Retry
10013	INVALID	Stop, order salah
10014	INVALID_VOLUME	Stop, lot salah
10015	INVALID_PRICE	Stop, harga salah
10016	INVALID_STOPS	Stop, SL/TP salah
10027	TRADE_DISABLED	AutoTrading off
-10003	NO_CONNECTION	Reconnect
-10004	NO_IPC	Reconnect

Simulation Mode

class MT5SimulationConnector(MT5Connector):
    """
    Untuk testing tanpa MT5 terminal.

    - connect() selalu berhasil
    - get_market_data() generate data sintetis (random walk)
    - Base price XAUUSD: $2000
    """

Konfigurasi Koneksi

MT5Connector(
    login=12345678,                    # Dari .env MT5_LOGIN
    password="password123",            # Dari .env MT5_PASSWORD
    server="BrokerServer-Live",        # Dari .env MT5_SERVER
    path="C:/Program Files/MT5/...",   # Dari .env MT5_PATH (opsional)
    timeout=60000,                     # 60 detik timeout
)

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