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< h1 id = "api-reference" > API Reference< a class = "headerlink" href = "#api-reference" title = "Permanent link" > ¶ </ a ></ h1 >
< p > This section contains the complete API documentation for mt5cli.</ p >
< h2 id = "modules" > Modules< a class = "headerlink" href = "#modules" title = "Permanent link" > ¶ </ a ></ h2 >
< p > The mt5cli package consists of the following modules:</ p >
< h3 id = "cli" >< a href = "cli/" > CLI</ a >< a class = "headerlink" href = "#cli" title = "Permanent link" > ¶ </ a ></ h3 >
< p > Command-line interface module providing typer-based commands for exporting MetaTrader 5 data to CSV, JSON, Parquet, and SQLite3 formats.</ p >
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< h3 id = "utils" >< a href = "utils/" > Utils</ a >< a class = "headerlink" href = "#utils" title = "Permanent link" > ¶ </ a ></ h3 >
< p > Utility module providing constants, enums, Click parameter types, and helper functions for parsing and exporting data.</ p >
< h3 id = "sdk" >< a href = "sdk/" > SDK</ a >< a class = "headerlink" href = "#sdk" title = "Permanent link" > ¶ </ a ></ h3 >
< p > Programmatic SDK for read-only MetaTrader 5 data collection. Returns pandas DataFrames and provides < code > collect_history</ code > for SQLite bulk collection.</ p >
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< h3 id = "history-collection-sqlite" >< a href = "history/" > History Collection (SQLite)</ a >< a class = "headerlink" href = "#history-collection-sqlite" title = "Permanent link" > ¶ </ a ></ h3 >
< p > SQLite storage helpers for the < code > collect-history</ code > command schema, incremental updates, deduplication, indexes, and optional views.</ p >
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< h2 id = "architecture-overview" > Architecture Overview< a class = "headerlink" href = "#architecture-overview" title = "Permanent link" > ¶ </ a ></ h2 >
< p > The package follows a simple architecture built on top of pdmt5:</ p >
< ol >
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< li >< strong > CLI Layer</ strong > (< code > cli.py</ code > ): Typer application with subcommands that delegate to the SDK and export results.</ li >
< li >< strong > SDK Layer</ strong > (< code > sdk.py</ code > ): Read-only data access functions, < code > Mt5CliClient</ code > , and < code > collect_history</ code > orchestration.</ li >
< li >< strong > Utils Layer</ strong > (< code > utils.py</ code > ): Constants, enums, custom Click parameter types, parsing helpers, and format detection/export utilities.</ li >
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< li >< strong > Data Layer</ strong > (via < code > pdmt5</ code > ): Uses < code > Mt5DataClient</ code > and < code > Mt5Config</ code > from the pdmt5 package for all MetaTrader 5 data access.</ li >
</ ol >
< h2 id = "usage-guidelines" > Usage Guidelines< a class = "headerlink" href = "#usage-guidelines" title = "Permanent link" > ¶ </ a ></ h2 >
< p > All modules follow these conventions:</ p >
< ul >
< li >< strong > Type Safety</ strong > : All functions include comprehensive type hints</ li >
< li >< strong > Error Handling</ strong > : User-friendly error messages via typer</ li >
< li >< strong > Documentation</ strong > : Google-style docstrings with examples</ li >
< li >< strong > Validation</ strong > : Custom Click parameter types for input validation</ li >
</ ul >
< h2 id = "quick-start" > Quick Start< a class = "headerlink" href = "#quick-start" title = "Permanent link" > ¶ </ a ></ h2 >
< div class = "highlight" >< pre >< span ></ span >< code >< a id = "__codelineno-0-1" name = "__codelineno-0-1" href = "#__codelineno-0-1" ></ a >< span class = "c1" > # Export account information to CSV</ span >
< a id = "__codelineno-0-2" name = "__codelineno-0-2" href = "#__codelineno-0-2" ></ a > mt5cli< span class = "w" > </ span > -o< span class = "w" > </ span > account.csv< span class = "w" > </ span > account-info
< a id = "__codelineno-0-3" name = "__codelineno-0-3" href = "#__codelineno-0-3" ></ a >
< a id = "__codelineno-0-4" name = "__codelineno-0-4" href = "#__codelineno-0-4" ></ a >< span class = "c1" > # Export EURUSD H1 rates to Parquet</ span >
< a id = "__codelineno-0-5" name = "__codelineno-0-5" href = "#__codelineno-0-5" ></ a > mt5cli< span class = "w" > </ span > -o< span class = "w" > </ span > rates.parquet< span class = "w" > </ span > rates-from< span class = "w" > </ span > --symbol< span class = "w" > </ span > EURUSD< span class = "w" > </ span > --timeframe< span class = "w" > </ span > H1< span class = "w" > </ span >< span class = "se" > \</ span >
< a id = "__codelineno-0-6" name = "__codelineno-0-6" href = "#__codelineno-0-6" ></ a >< span class = "w" > </ span > --date-from< span class = "w" > </ span >< span class = "m" > 2024</ span > -01-01< span class = "w" > </ span > --count< span class = "w" > </ span >< span class = "m" > 1000</ span >
< a id = "__codelineno-0-7" name = "__codelineno-0-7" href = "#__codelineno-0-7" ></ a >
< a id = "__codelineno-0-8" name = "__codelineno-0-8" href = "#__codelineno-0-8" ></ a >< span class = "c1" > # Export ticks to JSON</ span >
< a id = "__codelineno-0-9" name = "__codelineno-0-9" href = "#__codelineno-0-9" ></ a > mt5cli< span class = "w" > </ span > -o< span class = "w" > </ span > ticks.json< span class = "w" > </ span > ticks-from< span class = "w" > </ span > --symbol< span class = "w" > </ span > EURUSD< span class = "w" > </ span >< span class = "se" > \</ span >
< a id = "__codelineno-0-10" name = "__codelineno-0-10" href = "#__codelineno-0-10" ></ a >< span class = "w" > </ span > --date-from< span class = "w" > </ span >< span class = "m" > 2024</ span > -01-01< span class = "w" > </ span > --count< span class = "w" > </ span >< span class = "m" > 500</ span >< span class = "w" > </ span > --flags< span class = "w" > </ span > ALL
< a id = "__codelineno-0-11" name = "__codelineno-0-11" href = "#__codelineno-0-11" ></ a >
< a id = "__codelineno-0-12" name = "__codelineno-0-12" href = "#__codelineno-0-12" ></ a >< span class = "c1" > # Export to SQLite3 with custom table name</ span >
< a id = "__codelineno-0-13" name = "__codelineno-0-13" href = "#__codelineno-0-13" ></ a > mt5cli< span class = "w" > </ span > -o< span class = "w" > </ span > data.db< span class = "w" > </ span > --table< span class = "w" > </ span > symbols< span class = "w" > </ span > symbols< span class = "w" > </ span > --group< span class = "w" > </ span >< span class = "s2" > " *USD*" </ span >
</ code ></ pre ></ div >
< h2 id = "python-api" > Python API< a class = "headerlink" href = "#python-api" title = "Permanent link" > ¶ </ a ></ h2 >
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< div class = "highlight" >< pre >< span ></ span >< code >< a id = "__codelineno-1-1" name = "__codelineno-1-1" href = "#__codelineno-1-1" ></ a >< span class = "kn" > from</ span >< span class = "w" > </ span >< span class = "nn" > datetime</ span >< span class = "w" > </ span >< span class = "kn" > import</ span > < span class = "n" > UTC</ span >< span class = "p" > ,</ span > < span class = "n" > datetime</ span >
< a id = "__codelineno-1-2" name = "__codelineno-1-2" href = "#__codelineno-1-2" ></ a >< span class = "kn" > from</ span >< span class = "w" > </ span >< span class = "nn" > pathlib</ span >< span class = "w" > </ span >< span class = "kn" > import</ span > < span class = "n" > Path</ span >
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< a id = "__codelineno-1-3" name = "__codelineno-1-3" href = "#__codelineno-1-3" ></ a >
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< a id = "__codelineno-1-4" name = "__codelineno-1-4" href = "#__codelineno-1-4" ></ a >< span class = "kn" > from</ span >< span class = "w" > </ span >< span class = "nn" > mt5cli</ span >< span class = "w" > </ span >< span class = "kn" > import</ span > < span class = "p" > (</ span >
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< a id = "__codelineno-1-5" name = "__codelineno-1-5" href = "#__codelineno-1-5" ></ a > < span class = "n" > Dataset</ span >< span class = "p" > ,</ span >
< a id = "__codelineno-1-6" name = "__codelineno-1-6" href = "#__codelineno-1-6" ></ a > < span class = "n" > IfExists</ span >< span class = "p" > ,</ span >
< a id = "__codelineno-1-7" name = "__codelineno-1-7" href = "#__codelineno-1-7" ></ a > < span class = "n" > Mt5CliClient</ span >< span class = "p" > ,</ span >
< a id = "__codelineno-1-8" name = "__codelineno-1-8" href = "#__codelineno-1-8" ></ a > < span class = "n" > collect_history</ span >< span class = "p" > ,</ span >
< a id = "__codelineno-1-9" name = "__codelineno-1-9" href = "#__codelineno-1-9" ></ a > < span class = "n" > copy_rates_range</ span >< span class = "p" > ,</ span >
< a id = "__codelineno-1-10" name = "__codelineno-1-10" href = "#__codelineno-1-10" ></ a > < span class = "n" > detect_format</ span >< span class = "p" > ,</ span >
< a id = "__codelineno-1-11" name = "__codelineno-1-11" href = "#__codelineno-1-11" ></ a > < span class = "n" > export_dataframe</ span >< span class = "p" > ,</ span >
< a id = "__codelineno-1-12" name = "__codelineno-1-12" href = "#__codelineno-1-12" ></ a > < span class = "n" > export_dataframe_to_sqlite</ span >< span class = "p" > ,</ span >
< a id = "__codelineno-1-13" name = "__codelineno-1-13" href = "#__codelineno-1-13" ></ a > < span class = "n" > minimum_margins</ span >< span class = "p" > ,</ span >
< a id = "__codelineno-1-14" name = "__codelineno-1-14" href = "#__codelineno-1-14" ></ a > < span class = "n" > recent_ticks</ span >< span class = "p" > ,</ span >
< a id = "__codelineno-1-15" name = "__codelineno-1-15" href = "#__codelineno-1-15" ></ a >< span class = "p" > )</ span >
< a id = "__codelineno-1-16" name = "__codelineno-1-16" href = "#__codelineno-1-16" ></ a >< span class = "kn" > from</ span >< span class = "w" > </ span >< span class = "nn" > mt5cli.history</ span >< span class = "w" > </ span >< span class = "kn" > import</ span > < span class = "n" > resolve_rate_view_name</ span >
< a id = "__codelineno-1-17" name = "__codelineno-1-17" href = "#__codelineno-1-17" ></ a >
< a id = "__codelineno-1-18" name = "__codelineno-1-18" href = "#__codelineno-1-18" ></ a >< span class = "c1" > # Fetch rates programmatically</ span >
< a id = "__codelineno-1-19" name = "__codelineno-1-19" href = "#__codelineno-1-19" ></ a >< span class = "n" > rates</ span > < span class = "o" > =</ span > < span class = "n" > copy_rates_range</ span >< span class = "p" > (</ span >
< a id = "__codelineno-1-20" name = "__codelineno-1-20" href = "#__codelineno-1-20" ></ a > < span class = "s2" > " EURUSD" </ span >< span class = "p" > ,</ span >
< a id = "__codelineno-1-21" name = "__codelineno-1-21" href = "#__codelineno-1-21" ></ a > < span class = "n" > timeframe</ span >< span class = "o" > =</ span >< span class = "s2" > " H1" </ span >< span class = "p" > ,</ span >
< a id = "__codelineno-1-22" name = "__codelineno-1-22" href = "#__codelineno-1-22" ></ a > < span class = "n" > date_from</ span >< span class = "o" > =</ span >< span class = "s2" > " 2024-01-01" </ span >< span class = "p" > ,</ span >
< a id = "__codelineno-1-23" name = "__codelineno-1-23" href = "#__codelineno-1-23" ></ a > < span class = "n" > date_to</ span >< span class = "o" > =</ span >< span class = "s2" > " 2024-02-01" </ span >< span class = "p" > ,</ span >
< a id = "__codelineno-1-24" name = "__codelineno-1-24" href = "#__codelineno-1-24" ></ a >< span class = "p" > )</ span >
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< a id = "__codelineno-1-25" name = "__codelineno-1-25" href = "#__codelineno-1-25" ></ a >
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< a id = "__codelineno-1-26" name = "__codelineno-1-26" href = "#__codelineno-1-26" ></ a >< span class = "c1" > # Detect output format from file extension</ span >
< a id = "__codelineno-1-27" name = "__codelineno-1-27" href = "#__codelineno-1-27" ></ a >< span class = "n" > fmt</ span > < span class = "o" > =</ span > < span class = "n" > detect_format</ span >< span class = "p" > (</ span >< span class = "n" > Path</ span >< span class = "p" > (</ span >< span class = "s2" > " output.parquet" </ span >< span class = "p" > ))</ span > < span class = "c1" > # Returns " parquet" </ span >
< a id = "__codelineno-1-28" name = "__codelineno-1-28" href = "#__codelineno-1-28" ></ a >
< a id = "__codelineno-1-29" name = "__codelineno-1-29" href = "#__codelineno-1-29" ></ a >< span class = "c1" > # Export a DataFrame</ span >
< a id = "__codelineno-1-30" name = "__codelineno-1-30" href = "#__codelineno-1-30" ></ a >< span class = "n" > export_dataframe</ span >< span class = "p" > (</ span >< span class = "n" > rates</ span >< span class = "p" > ,</ span > < span class = "n" > Path</ span >< span class = "p" > (</ span >< span class = "s2" > " output.csv" </ span >< span class = "p" > ),</ span > < span class = "s2" > " csv" </ span >< span class = "p" > )</ span >
< a id = "__codelineno-1-31" name = "__codelineno-1-31" href = "#__codelineno-1-31" ></ a >
< a id = "__codelineno-1-32" name = "__codelineno-1-32" href = "#__codelineno-1-32" ></ a >< span class = "c1" > # Append to SQLite with deduplication</ span >
< a id = "__codelineno-1-33" name = "__codelineno-1-33" href = "#__codelineno-1-33" ></ a >< span class = "n" > export_dataframe_to_sqlite</ span >< span class = "p" > (</ span >
< a id = "__codelineno-1-34" name = "__codelineno-1-34" href = "#__codelineno-1-34" ></ a > < span class = "n" > rates</ span >< span class = "p" > ,</ span >
< a id = "__codelineno-1-35" name = "__codelineno-1-35" href = "#__codelineno-1-35" ></ a > < span class = "n" > Path</ span >< span class = "p" > (</ span >< span class = "s2" > " history.db" </ span >< span class = "p" > ),</ span >
< a id = "__codelineno-1-36" name = "__codelineno-1-36" href = "#__codelineno-1-36" ></ a > < span class = "s2" > " rates" </ span >< span class = "p" > ,</ span >
< a id = "__codelineno-1-37" name = "__codelineno-1-37" href = "#__codelineno-1-37" ></ a > < span class = "n" > if_exists</ span >< span class = "o" > =</ span >< span class = "n" > IfExists</ span >< span class = "o" > .</ span >< span class = "n" > APPEND</ span >< span class = "p" > ,</ span >
< a id = "__codelineno-1-38" name = "__codelineno-1-38" href = "#__codelineno-1-38" ></ a > < span class = "n" > deduplicate_on</ span >< span class = "o" > =</ span >< span class = "p" > (</ span >< span class = "s2" > " symbol" </ span >< span class = "p" > ,</ span > < span class = "s2" > " timeframe" </ span >< span class = "p" > ,</ span > < span class = "s2" > " time" </ span >< span class = "p" > ),</ span >
< a id = "__codelineno-1-39" name = "__codelineno-1-39" href = "#__codelineno-1-39" ></ a >< span class = "p" > )</ span >
< a id = "__codelineno-1-40" name = "__codelineno-1-40" href = "#__codelineno-1-40" ></ a >
< a id = "__codelineno-1-41" name = "__codelineno-1-41" href = "#__codelineno-1-41" ></ a >< span class = "c1" > # Resolve rate compatibility views and fetch recent ticks</ span >
< a id = "__codelineno-1-42" name = "__codelineno-1-42" href = "#__codelineno-1-42" ></ a >< span class = "n" > view</ span > < span class = "o" > =</ span > < span class = "n" > resolve_rate_view_name</ span >< span class = "p" > (</ span >< span class = "n" > Path</ span >< span class = "p" > (</ span >< span class = "s2" > " history.db" </ span >< span class = "p" > ),</ span > < span class = "s2" > " EURUSD" </ span >< span class = "p" > ,</ span > < span class = "s2" > " M1" </ span >< span class = "p" > )</ span >
< a id = "__codelineno-1-43" name = "__codelineno-1-43" href = "#__codelineno-1-43" ></ a >< span class = "n" > ticks</ span > < span class = "o" > =</ span > < span class = "n" > recent_ticks</ span >< span class = "p" > (</ span >< span class = "s2" > " EURUSD" </ span >< span class = "p" > ,</ span > < span class = "n" > seconds</ span >< span class = "o" > =</ span >< span class = "mi" > 300</ span >< span class = "p" > )</ span >
< a id = "__codelineno-1-44" name = "__codelineno-1-44" href = "#__codelineno-1-44" ></ a >< span class = "n" > margins</ span > < span class = "o" > =</ span > < span class = "n" > minimum_margins</ span >< span class = "p" > (</ span >< span class = "s2" > " EURUSD" </ span >< span class = "p" > )</ span >
< a id = "__codelineno-1-45" name = "__codelineno-1-45" href = "#__codelineno-1-45" ></ a >
< a id = "__codelineno-1-46" name = "__codelineno-1-46" href = "#__codelineno-1-46" ></ a >< span class = "c1" > # Collect history into SQLite</ span >
< a id = "__codelineno-1-47" name = "__codelineno-1-47" href = "#__codelineno-1-47" ></ a >< span class = "n" > collect_history</ span >< span class = "p" > (</ span >
< a id = "__codelineno-1-48" name = "__codelineno-1-48" href = "#__codelineno-1-48" ></ a > < span class = "n" > Path</ span >< span class = "p" > (</ span >< span class = "s2" > " history.db" </ span >< span class = "p" > ),</ span >
< a id = "__codelineno-1-49" name = "__codelineno-1-49" href = "#__codelineno-1-49" ></ a > < span class = "n" > symbols</ span >< span class = "o" > =</ span >< span class = "p" > [</ span >< span class = "s2" > " EURUSD" </ span >< span class = "p" > ],</ span >
< a id = "__codelineno-1-50" name = "__codelineno-1-50" href = "#__codelineno-1-50" ></ a > < span class = "n" > date_from</ span >< span class = "o" > =</ span >< span class = "n" > datetime</ span >< span class = "p" > (</ span >< span class = "mi" > 2024</ span >< span class = "p" > ,</ span > < span class = "mi" > 1</ span >< span class = "p" > ,</ span > < span class = "mi" > 1</ span >< span class = "p" > ,</ span > < span class = "n" > tzinfo</ span >< span class = "o" > =</ span >< span class = "n" > UTC</ span >< span class = "p" > ),</ span >
< a id = "__codelineno-1-51" name = "__codelineno-1-51" href = "#__codelineno-1-51" ></ a > < span class = "n" > date_to</ span >< span class = "o" > =</ span >< span class = "n" > datetime</ span >< span class = "p" > (</ span >< span class = "mi" > 2024</ span >< span class = "p" > ,</ span > < span class = "mi" > 2</ span >< span class = "p" > ,</ span > < span class = "mi" > 1</ span >< span class = "p" > ,</ span > < span class = "n" > tzinfo</ span >< span class = "o" > =</ span >< span class = "n" > UTC</ span >< span class = "p" > ),</ span >
< a id = "__codelineno-1-52" name = "__codelineno-1-52" href = "#__codelineno-1-52" ></ a >< span class = "p" > )</ span >
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</ code ></ pre ></ div >
< h2 id = "examples" > Examples< a class = "headerlink" href = "#examples" title = "Permanent link" > ¶ </ a ></ h2 >
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