deploy: 82a39731ed
This commit is contained in:
dceoy
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@@ -1357,28 +1357,7 @@ a symbol such as <code>EURUSD_M1</code> cannot collide with <code>EURUSD</code>
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<details class="mkdocstrings-source">
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<summary>Source code in <code>mt5cli/sdk.py</code></summary>
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<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-1191">1191</a></span>
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<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-1212">1212</a></span>
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<span class="normal"><a href="#__codelineno-0-1213">1213</a></span>
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<span class="normal"><a href="#__codelineno-0-1214">1214</a></span>
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<span class="normal"><a href="#__codelineno-0-1215">1215</a></span>
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@@ -1420,70 +1399,91 @@ a symbol such as <code>EURUSD_M1</code> cannot collide with <code>EURUSD</code>
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<span class="normal"><a href="#__codelineno-0-1251">1251</a></span>
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<span class="normal"><a href="#__codelineno-0-1252">1252</a></span>
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<span class="normal"><a href="#__codelineno-0-1254">1254</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1191" name="__codelineno-0-1191"></a><span class="k">def</span><span class="w"> </span><span class="nf">collect_history</span><span class="p">(</span>
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<a id="__codelineno-0-1192" name="__codelineno-0-1192"></a> <span class="n">output</span><span class="p">:</span> <span class="n">Path</span><span class="p">,</span>
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<a id="__codelineno-0-1193" name="__codelineno-0-1193"></a> <span class="n">symbols</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
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<a id="__codelineno-0-1194" name="__codelineno-0-1194"></a> <span class="n">date_from</span><span class="p">:</span> <span class="n">datetime</span> <span class="o">|</span> <span class="nb">str</span><span class="p">,</span>
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<a id="__codelineno-0-1195" name="__codelineno-0-1195"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n">datetime</span> <span class="o">|</span> <span class="nb">str</span><span class="p">,</span>
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<a id="__codelineno-0-1196" name="__codelineno-0-1196"></a> <span class="o">*</span><span class="p">,</span>
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<a id="__codelineno-0-1197" name="__codelineno-0-1197"></a> <span class="n">datasets</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
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<a id="__codelineno-0-1198" name="__codelineno-0-1198"></a> <span class="n">timeframe</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">=</span> <span class="mi">1</span><span class="p">,</span>
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<a id="__codelineno-0-1199" name="__codelineno-0-1199"></a> <span class="n">flags</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">=</span> <span class="s2">"ALL"</span><span class="p">,</span>
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<a id="__codelineno-0-1200" name="__codelineno-0-1200"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n">IfExists</span> <span class="o">=</span> <span class="n">IfExists</span><span class="o">.</span><span class="n">FAIL</span><span class="p">,</span>
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<a id="__codelineno-0-1201" name="__codelineno-0-1201"></a> <span class="n">with_views</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
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<a id="__codelineno-0-1202" name="__codelineno-0-1202"></a> <span class="n">config</span><span class="p">:</span> <span class="n">Mt5Config</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
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<a id="__codelineno-0-1203" name="__codelineno-0-1203"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
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<a id="__codelineno-0-1204" name="__codelineno-0-1204"></a><span class="w"> </span><span class="sd">"""Collect historical datasets into a single SQLite database.</span>
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<a id="__codelineno-0-1205" name="__codelineno-0-1205"></a>
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<a id="__codelineno-0-1206" name="__codelineno-0-1206"></a><span class="sd"> Args:</span>
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<a id="__codelineno-0-1207" name="__codelineno-0-1207"></a><span class="sd"> output: SQLite database path.</span>
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<a id="__codelineno-0-1208" name="__codelineno-0-1208"></a><span class="sd"> symbols: Symbols to collect.</span>
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<a id="__codelineno-0-1209" name="__codelineno-0-1209"></a><span class="sd"> date_from: Start date.</span>
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<a id="__codelineno-0-1210" name="__codelineno-0-1210"></a><span class="sd"> date_to: End date.</span>
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<a id="__codelineno-0-1211" name="__codelineno-0-1211"></a><span class="sd"> datasets: Datasets to include (defaults to all).</span>
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<a id="__codelineno-0-1212" name="__codelineno-0-1212"></a><span class="sd"> timeframe: Rates timeframe as integer or name (e.g. ``M1``).</span>
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<a id="__codelineno-0-1213" name="__codelineno-0-1213"></a><span class="sd"> flags: Tick copy flags as integer or name (e.g. ``ALL``).</span>
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<a id="__codelineno-0-1214" name="__codelineno-0-1214"></a><span class="sd"> if_exists: Behavior when a target table already exists.</span>
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<a id="__codelineno-0-1215" name="__codelineno-0-1215"></a><span class="sd"> with_views: Create ``cash_events`` and ``positions_reconstructed`` views.</span>
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<a id="__codelineno-0-1216" name="__codelineno-0-1216"></a><span class="sd"> config: MT5 connection configuration.</span>
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<a id="__codelineno-0-1217" name="__codelineno-0-1217"></a><span class="sd"> """</span>
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<a id="__codelineno-0-1218" name="__codelineno-0-1218"></a> <span class="n">start</span> <span class="o">=</span> <span class="n">_require_datetime</span><span class="p">(</span><span class="n">date_from</span><span class="p">)</span>
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<a id="__codelineno-0-1219" name="__codelineno-0-1219"></a> <span class="n">end</span> <span class="o">=</span> <span class="n">_require_datetime</span><span class="p">(</span><span class="n">date_to</span><span class="p">)</span>
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<a id="__codelineno-0-1220" name="__codelineno-0-1220"></a> <span class="n">selected</span> <span class="o">=</span> <span class="n">datasets</span> <span class="k">if</span> <span class="n">datasets</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span> <span class="k">else</span> <span class="nb">set</span><span class="p">(</span><span class="n">Dataset</span><span class="p">)</span>
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<a id="__codelineno-0-1221" name="__codelineno-0-1221"></a> <span class="n">tf</span> <span class="o">=</span> <span class="n">_coerce_timeframe</span><span class="p">(</span><span class="n">timeframe</span><span class="p">)</span>
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<a id="__codelineno-0-1222" name="__codelineno-0-1222"></a> <span class="n">tick_flags</span> <span class="o">=</span> <span class="n">_coerce_tick_flags</span><span class="p">(</span><span class="n">flags</span><span class="p">)</span>
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<a id="__codelineno-0-1223" name="__codelineno-0-1223"></a> <span class="n">mt5_config</span> <span class="o">=</span> <span class="n">config</span> <span class="ow">or</span> <span class="n">build_config</span><span class="p">()</span>
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<a id="__codelineno-0-1224" name="__codelineno-0-1224"></a> <span class="k">with</span> <span class="n">connected_client</span><span class="p">(</span><span class="n">mt5_config</span><span class="p">)</span> <span class="k">as</span> <span class="n">client</span><span class="p">,</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">connect</span><span class="p">(</span><span class="n">output</span><span class="p">)</span> <span class="k">as</span> <span class="n">conn</span><span class="p">:</span>
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<a id="__codelineno-0-1225" name="__codelineno-0-1225"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="s2">"PRAGMA journal_mode=WAL"</span><span class="p">)</span>
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<a id="__codelineno-0-1226" name="__codelineno-0-1226"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="s2">"PRAGMA synchronous=NORMAL"</span><span class="p">)</span>
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<a id="__codelineno-0-1227" name="__codelineno-0-1227"></a> <span class="n">written_tables</span><span class="p">,</span> <span class="n">written_columns</span> <span class="o">=</span> <span class="n">write_collected_datasets</span><span class="p">(</span>
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<a id="__codelineno-0-1228" name="__codelineno-0-1228"></a> <span class="n">conn</span><span class="p">,</span>
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<a id="__codelineno-0-1229" name="__codelineno-0-1229"></a> <span class="n">client</span><span class="p">,</span>
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<a id="__codelineno-0-1230" name="__codelineno-0-1230"></a> <span class="n">symbols</span><span class="p">,</span>
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<a id="__codelineno-0-1231" name="__codelineno-0-1231"></a> <span class="n">selected</span><span class="p">,</span>
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<a id="__codelineno-0-1232" name="__codelineno-0-1232"></a> <span class="n">tf</span><span class="p">,</span>
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<a id="__codelineno-0-1233" name="__codelineno-0-1233"></a> <span class="n">tick_flags</span><span class="p">,</span>
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<a id="__codelineno-0-1234" name="__codelineno-0-1234"></a> <span class="n">start</span><span class="p">,</span>
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<a id="__codelineno-0-1235" name="__codelineno-0-1235"></a> <span class="n">end</span><span class="p">,</span>
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<a id="__codelineno-0-1236" name="__codelineno-0-1236"></a> <span class="n">if_exists</span><span class="p">,</span>
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<a id="__codelineno-0-1237" name="__codelineno-0-1237"></a> <span class="p">)</span>
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<a id="__codelineno-0-1238" name="__codelineno-0-1238"></a> <span class="n">create_history_indexes</span><span class="p">(</span><span class="n">conn</span><span class="p">,</span> <span class="n">written_columns</span><span class="p">)</span>
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<a id="__codelineno-0-1239" name="__codelineno-0-1239"></a> <span class="k">if</span> <span class="n">with_views</span> <span class="ow">and</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span> <span class="ow">in</span> <span class="n">written_tables</span><span class="p">:</span>
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<a id="__codelineno-0-1240" name="__codelineno-0-1240"></a> <span class="n">create_cash_events_view</span><span class="p">(</span><span class="n">conn</span><span class="p">,</span> <span class="n">written_columns</span><span class="p">[</span><span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span><span class="p">])</span>
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<a id="__codelineno-0-1241" name="__codelineno-0-1241"></a> <span class="n">create_positions_reconstructed_view</span><span class="p">(</span>
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<a id="__codelineno-0-1242" name="__codelineno-0-1242"></a> <span class="n">conn</span><span class="p">,</span>
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<a id="__codelineno-0-1243" name="__codelineno-0-1243"></a> <span class="n">written_columns</span><span class="p">[</span><span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span><span class="p">],</span>
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<a id="__codelineno-0-1244" name="__codelineno-0-1244"></a> <span class="p">)</span>
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<a id="__codelineno-0-1245" name="__codelineno-0-1245"></a> <span class="k">elif</span> <span class="n">with_views</span><span class="p">:</span>
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<a id="__codelineno-0-1246" name="__codelineno-0-1246"></a> <span class="n">logger</span><span class="o">.</span><span class="n">warning</span><span class="p">(</span>
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<a id="__codelineno-0-1247" name="__codelineno-0-1247"></a> <span class="s2">"--with-views ignored: history_deals table was not written"</span><span class="p">,</span>
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<a id="__codelineno-0-1248" name="__codelineno-0-1248"></a> <span class="p">)</span>
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<a id="__codelineno-0-1249" name="__codelineno-0-1249"></a> <span class="n">logger</span><span class="o">.</span><span class="n">info</span><span class="p">(</span>
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<a id="__codelineno-0-1250" name="__codelineno-0-1250"></a> <span class="s2">"Collected </span><span class="si">%s</span><span class="s2"> for </span><span class="si">%d</span><span class="s2"> symbol(s) into </span><span class="si">%s</span><span class="s2">"</span><span class="p">,</span>
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<a id="__codelineno-0-1251" name="__codelineno-0-1251"></a> <span class="s2">", "</span><span class="o">.</span><span class="n">join</span><span class="p">(</span><span class="nb">sorted</span><span class="p">(</span><span class="n">ds</span><span class="o">.</span><span class="n">value</span> <span class="k">for</span> <span class="n">ds</span> <span class="ow">in</span> <span class="n">selected</span><span class="p">)),</span>
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<a id="__codelineno-0-1252" name="__codelineno-0-1252"></a> <span class="nb">len</span><span class="p">(</span><span class="n">symbols</span><span class="p">),</span>
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<a id="__codelineno-0-1253" name="__codelineno-0-1253"></a> <span class="n">output</span><span class="p">,</span>
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<a id="__codelineno-0-1254" name="__codelineno-0-1254"></a> <span class="p">)</span>
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<span class="normal"><a href="#__codelineno-0-1254">1254</a></span>
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<span class="normal"><a href="#__codelineno-0-1255">1255</a></span>
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<span class="normal"><a href="#__codelineno-0-1256">1256</a></span>
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<span class="normal"><a href="#__codelineno-0-1257">1257</a></span>
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<span class="normal"><a href="#__codelineno-0-1258">1258</a></span>
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<span class="normal"><a href="#__codelineno-0-1259">1259</a></span>
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<span class="normal"><a href="#__codelineno-0-1260">1260</a></span>
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<span class="normal"><a href="#__codelineno-0-1261">1261</a></span>
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<span class="normal"><a href="#__codelineno-0-1262">1262</a></span>
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<span class="normal"><a href="#__codelineno-0-1263">1263</a></span>
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<span class="normal"><a href="#__codelineno-0-1264">1264</a></span>
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<span class="normal"><a href="#__codelineno-0-1265">1265</a></span>
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<span class="normal"><a href="#__codelineno-0-1266">1266</a></span>
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<span class="normal"><a href="#__codelineno-0-1267">1267</a></span>
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<span class="normal"><a href="#__codelineno-0-1268">1268</a></span>
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<span class="normal"><a href="#__codelineno-0-1269">1269</a></span>
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<span class="normal"><a href="#__codelineno-0-1270">1270</a></span>
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<span class="normal"><a href="#__codelineno-0-1271">1271</a></span>
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<span class="normal"><a href="#__codelineno-0-1272">1272</a></span>
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<span class="normal"><a href="#__codelineno-0-1273">1273</a></span>
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<span class="normal"><a href="#__codelineno-0-1274">1274</a></span>
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<span class="normal"><a href="#__codelineno-0-1275">1275</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1212" name="__codelineno-0-1212"></a><span class="k">def</span><span class="w"> </span><span class="nf">collect_history</span><span class="p">(</span>
|
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<a id="__codelineno-0-1213" name="__codelineno-0-1213"></a> <span class="n">output</span><span class="p">:</span> <span class="n">Path</span><span class="p">,</span>
|
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<a id="__codelineno-0-1214" name="__codelineno-0-1214"></a> <span class="n">symbols</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
||||
<a id="__codelineno-0-1215" name="__codelineno-0-1215"></a> <span class="n">date_from</span><span class="p">:</span> <span class="n">datetime</span> <span class="o">|</span> <span class="nb">str</span><span class="p">,</span>
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<a id="__codelineno-0-1216" name="__codelineno-0-1216"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n">datetime</span> <span class="o">|</span> <span class="nb">str</span><span class="p">,</span>
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<a id="__codelineno-0-1217" name="__codelineno-0-1217"></a> <span class="o">*</span><span class="p">,</span>
|
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<a id="__codelineno-0-1218" name="__codelineno-0-1218"></a> <span class="n">datasets</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
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<a id="__codelineno-0-1219" name="__codelineno-0-1219"></a> <span class="n">timeframe</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">=</span> <span class="mi">1</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1220" name="__codelineno-0-1220"></a> <span class="n">flags</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">=</span> <span class="s2">"ALL"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1221" name="__codelineno-0-1221"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n">IfExists</span> <span class="o">=</span> <span class="n">IfExists</span><span class="o">.</span><span class="n">FAIL</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1222" name="__codelineno-0-1222"></a> <span class="n">with_views</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1223" name="__codelineno-0-1223"></a> <span class="n">config</span><span class="p">:</span> <span class="n">Mt5Config</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1224" name="__codelineno-0-1224"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-1225" name="__codelineno-0-1225"></a><span class="w"> </span><span class="sd">"""Collect historical datasets into a single SQLite database.</span>
|
||||
<a id="__codelineno-0-1226" name="__codelineno-0-1226"></a>
|
||||
<a id="__codelineno-0-1227" name="__codelineno-0-1227"></a><span class="sd"> Args:</span>
|
||||
<a id="__codelineno-0-1228" name="__codelineno-0-1228"></a><span class="sd"> output: SQLite database path.</span>
|
||||
<a id="__codelineno-0-1229" name="__codelineno-0-1229"></a><span class="sd"> symbols: Symbols to collect.</span>
|
||||
<a id="__codelineno-0-1230" name="__codelineno-0-1230"></a><span class="sd"> date_from: Start date.</span>
|
||||
<a id="__codelineno-0-1231" name="__codelineno-0-1231"></a><span class="sd"> date_to: End date.</span>
|
||||
<a id="__codelineno-0-1232" name="__codelineno-0-1232"></a><span class="sd"> datasets: Datasets to include (defaults to all).</span>
|
||||
<a id="__codelineno-0-1233" name="__codelineno-0-1233"></a><span class="sd"> timeframe: Rates timeframe as integer or name (e.g. ``M1``).</span>
|
||||
<a id="__codelineno-0-1234" name="__codelineno-0-1234"></a><span class="sd"> flags: Tick copy flags as integer or name (e.g. ``ALL``).</span>
|
||||
<a id="__codelineno-0-1235" name="__codelineno-0-1235"></a><span class="sd"> if_exists: Behavior when a target table already exists.</span>
|
||||
<a id="__codelineno-0-1236" name="__codelineno-0-1236"></a><span class="sd"> with_views: Create ``cash_events`` and ``positions_reconstructed`` views.</span>
|
||||
<a id="__codelineno-0-1237" name="__codelineno-0-1237"></a><span class="sd"> config: MT5 connection configuration.</span>
|
||||
<a id="__codelineno-0-1238" name="__codelineno-0-1238"></a><span class="sd"> """</span>
|
||||
<a id="__codelineno-0-1239" name="__codelineno-0-1239"></a> <span class="n">start</span> <span class="o">=</span> <span class="n">_require_datetime</span><span class="p">(</span><span class="n">date_from</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1240" name="__codelineno-0-1240"></a> <span class="n">end</span> <span class="o">=</span> <span class="n">_require_datetime</span><span class="p">(</span><span class="n">date_to</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1241" name="__codelineno-0-1241"></a> <span class="n">selected</span> <span class="o">=</span> <span class="n">datasets</span> <span class="k">if</span> <span class="n">datasets</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span> <span class="k">else</span> <span class="nb">set</span><span class="p">(</span><span class="n">Dataset</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1242" name="__codelineno-0-1242"></a> <span class="n">tf</span> <span class="o">=</span> <span class="n">_coerce_timeframe</span><span class="p">(</span><span class="n">timeframe</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1243" name="__codelineno-0-1243"></a> <span class="n">tick_flags</span> <span class="o">=</span> <span class="n">_coerce_tick_flags</span><span class="p">(</span><span class="n">flags</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1244" name="__codelineno-0-1244"></a> <span class="n">mt5_config</span> <span class="o">=</span> <span class="n">config</span> <span class="ow">or</span> <span class="n">build_config</span><span class="p">()</span>
|
||||
<a id="__codelineno-0-1245" name="__codelineno-0-1245"></a> <span class="k">with</span> <span class="n">connected_client</span><span class="p">(</span><span class="n">mt5_config</span><span class="p">)</span> <span class="k">as</span> <span class="n">client</span><span class="p">,</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">connect</span><span class="p">(</span><span class="n">output</span><span class="p">)</span> <span class="k">as</span> <span class="n">conn</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-1246" name="__codelineno-0-1246"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="s2">"PRAGMA journal_mode=WAL"</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1247" name="__codelineno-0-1247"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="s2">"PRAGMA synchronous=NORMAL"</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1248" name="__codelineno-0-1248"></a> <span class="n">written_tables</span><span class="p">,</span> <span class="n">written_columns</span> <span class="o">=</span> <span class="n">write_collected_datasets</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-1249" name="__codelineno-0-1249"></a> <span class="n">conn</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1250" name="__codelineno-0-1250"></a> <span class="n">client</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1251" name="__codelineno-0-1251"></a> <span class="n">symbols</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1252" name="__codelineno-0-1252"></a> <span class="n">selected</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1253" name="__codelineno-0-1253"></a> <span class="n">tf</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1254" name="__codelineno-0-1254"></a> <span class="n">tick_flags</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1255" name="__codelineno-0-1255"></a> <span class="n">start</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1256" name="__codelineno-0-1256"></a> <span class="n">end</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1257" name="__codelineno-0-1257"></a> <span class="n">if_exists</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1258" name="__codelineno-0-1258"></a> <span class="p">)</span>
|
||||
<a id="__codelineno-0-1259" name="__codelineno-0-1259"></a> <span class="n">create_history_indexes</span><span class="p">(</span><span class="n">conn</span><span class="p">,</span> <span class="n">written_columns</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1260" name="__codelineno-0-1260"></a> <span class="k">if</span> <span class="n">with_views</span> <span class="ow">and</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span> <span class="ow">in</span> <span class="n">written_tables</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-1261" name="__codelineno-0-1261"></a> <span class="n">create_cash_events_view</span><span class="p">(</span><span class="n">conn</span><span class="p">,</span> <span class="n">written_columns</span><span class="p">[</span><span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span><span class="p">])</span>
|
||||
<a id="__codelineno-0-1262" name="__codelineno-0-1262"></a> <span class="n">create_positions_reconstructed_view</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-1263" name="__codelineno-0-1263"></a> <span class="n">conn</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1264" name="__codelineno-0-1264"></a> <span class="n">written_columns</span><span class="p">[</span><span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span><span class="p">],</span>
|
||||
<a id="__codelineno-0-1265" name="__codelineno-0-1265"></a> <span class="p">)</span>
|
||||
<a id="__codelineno-0-1266" name="__codelineno-0-1266"></a> <span class="k">elif</span> <span class="n">with_views</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-1267" name="__codelineno-0-1267"></a> <span class="n">logger</span><span class="o">.</span><span class="n">warning</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-1268" name="__codelineno-0-1268"></a> <span class="s2">"--with-views ignored: history_deals table was not written"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1269" name="__codelineno-0-1269"></a> <span class="p">)</span>
|
||||
<a id="__codelineno-0-1270" name="__codelineno-0-1270"></a> <span class="n">logger</span><span class="o">.</span><span class="n">info</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-1271" name="__codelineno-0-1271"></a> <span class="s2">"Collected </span><span class="si">%s</span><span class="s2"> for </span><span class="si">%d</span><span class="s2"> symbol(s) into </span><span class="si">%s</span><span class="s2">"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1272" name="__codelineno-0-1272"></a> <span class="s2">", "</span><span class="o">.</span><span class="n">join</span><span class="p">(</span><span class="nb">sorted</span><span class="p">(</span><span class="n">ds</span><span class="o">.</span><span class="n">value</span> <span class="k">for</span> <span class="n">ds</span> <span class="ow">in</span> <span class="n">selected</span><span class="p">)),</span>
|
||||
<a id="__codelineno-0-1273" name="__codelineno-0-1273"></a> <span class="nb">len</span><span class="p">(</span><span class="n">symbols</span><span class="p">),</span>
|
||||
<a id="__codelineno-0-1274" name="__codelineno-0-1274"></a> <span class="n">output</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1275" name="__codelineno-0-1275"></a> <span class="p">)</span>
|
||||
</code></pre></div></td></tr></table></div>
|
||||
</details>
|
||||
</div>
|
||||
@@ -4477,153 +4477,153 @@ timeframes when None).</p>
|
||||
|
||||
<details class="mkdocstrings-source">
|
||||
<summary>Source code in <code>mt5cli/sdk.py</code></summary>
|
||||
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-922">922</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-923">923</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-924">924</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-925">925</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-926">926</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-927">927</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-928">928</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-929">929</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-930">930</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-931">931</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-932">932</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-933">933</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-934">934</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-935">935</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-936">936</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-937">937</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-938">938</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-939">939</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-940">940</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-941">941</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-942">942</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-943">943</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-944">944</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-945">945</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-946">946</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-947">947</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-948">948</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-949">949</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-950">950</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-951">951</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-952">952</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-953">953</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-954">954</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-955">955</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-956">956</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-957">957</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-958">958</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-959">959</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-960">960</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-961">961</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-962">962</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-963">963</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-964">964</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-965">965</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-966">966</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-967">967</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-968">968</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-969">969</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-970">970</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-971">971</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-972">972</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-973">973</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-974">974</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-975">975</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-976">976</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-977">977</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-978">978</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-979">979</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-980">980</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-981">981</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-982">982</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-983">983</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-984">984</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-985">985</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-986">986</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-987">987</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-988">988</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-989">989</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-990">990</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-991">991</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-992">992</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-993">993</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-994">994</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-995">995</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-922" name="__codelineno-0-922"></a><span class="k">def</span><span class="w"> </span><span class="nf">update_history</span><span class="p">(</span> <span class="c1"># noqa: PLR0913</span>
|
||||
<a id="__codelineno-0-923" name="__codelineno-0-923"></a> <span class="o">*</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-924" name="__codelineno-0-924"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5DataClient</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-925" name="__codelineno-0-925"></a> <span class="n">output</span><span class="p">:</span> <span class="n">Path</span> <span class="o">|</span> <span class="nb">str</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-926" name="__codelineno-0-926"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
||||
<a id="__codelineno-0-927" name="__codelineno-0-927"></a> <span class="n">datasets</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-928" name="__codelineno-0-928"></a> <span class="n">timeframes</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-929" name="__codelineno-0-929"></a> <span class="n">flags</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">=</span> <span class="s2">"ALL"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-930" name="__codelineno-0-930"></a> <span class="n">lookback_hours</span><span class="p">:</span> <span class="nb">float</span> <span class="o">=</span> <span class="mf">24.0</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-931" name="__codelineno-0-931"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n">datetime</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-932" name="__codelineno-0-932"></a> <span class="n">deduplicate</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-933" name="__codelineno-0-933"></a> <span class="n">create_rate_views</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-934" name="__codelineno-0-934"></a> <span class="n">with_views</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-935" name="__codelineno-0-935"></a> <span class="n">include_account_events</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-936" name="__codelineno-0-936"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-937" name="__codelineno-0-937"></a><span class="w"> </span><span class="sd">"""Incrementally append MT5 history into a SQLite database.</span>
|
||||
<a id="__codelineno-0-938" name="__codelineno-0-938"></a>
|
||||
<a id="__codelineno-0-939" name="__codelineno-0-939"></a><span class="sd"> Uses an already-connected ``Mt5DataClient`` and does not create or close</span>
|
||||
<a id="__codelineno-0-940" name="__codelineno-0-940"></a><span class="sd"> the MT5 connection. For first-time tables, data is fetched from</span>
|
||||
<a id="__codelineno-0-941" name="__codelineno-0-941"></a><span class="sd"> ``date_to - lookback_hours``. Subsequent runs resume from existing</span>
|
||||
<a id="__codelineno-0-942" name="__codelineno-0-942"></a><span class="sd"> ``MAX(time)`` per symbol (and timeframe for rates); when</span>
|
||||
<a id="__codelineno-0-943" name="__codelineno-0-943"></a><span class="sd"> ``include_account_events=True``, account-level deals use a separate cursor</span>
|
||||
<a id="__codelineno-0-944" name="__codelineno-0-944"></a><span class="sd"> over ``type NOT IN (0, 1)`` / empty-symbol rows.</span>
|
||||
<a id="__codelineno-0-945" name="__codelineno-0-945"></a>
|
||||
<a id="__codelineno-0-946" name="__codelineno-0-946"></a><span class="sd"> Args:</span>
|
||||
<a id="__codelineno-0-947" name="__codelineno-0-947"></a><span class="sd"> client: Connected MT5 data client.</span>
|
||||
<a id="__codelineno-0-948" name="__codelineno-0-948"></a><span class="sd"> output: SQLite database path.</span>
|
||||
<a id="__codelineno-0-949" name="__codelineno-0-949"></a><span class="sd"> symbols: Symbols to update.</span>
|
||||
<a id="__codelineno-0-950" name="__codelineno-0-950"></a><span class="sd"> datasets: Datasets to include (defaults to all).</span>
|
||||
<a id="__codelineno-0-951" name="__codelineno-0-951"></a><span class="sd"> timeframes: Rate timeframes to update (defaults to all fixed MT5</span>
|
||||
<a id="__codelineno-0-952" name="__codelineno-0-952"></a><span class="sd"> timeframes when None).</span>
|
||||
<a id="__codelineno-0-953" name="__codelineno-0-953"></a><span class="sd"> flags: Tick copy flags as integer or name (e.g. ``ALL``).</span>
|
||||
<a id="__codelineno-0-954" name="__codelineno-0-954"></a><span class="sd"> lookback_hours: First-run lookback when a table has no prior rows.</span>
|
||||
<a id="__codelineno-0-955" name="__codelineno-0-955"></a><span class="sd"> date_to: Optional update end datetime. Defaults to now (UTC).</span>
|
||||
<a id="__codelineno-0-956" name="__codelineno-0-956"></a><span class="sd"> deduplicate: Remove duplicate rows after append, keeping latest ROWID.</span>
|
||||
<a id="__codelineno-0-957" name="__codelineno-0-957"></a><span class="sd"> create_rate_views: Create ``rate_<symbol>__<timeframe>`` views.</span>
|
||||
<a id="__codelineno-0-958" name="__codelineno-0-958"></a><span class="sd"> with_views: Create ``cash_events`` and ``positions_reconstructed`` views.</span>
|
||||
<a id="__codelineno-0-959" name="__codelineno-0-959"></a><span class="sd"> include_account_events: Include account-level cash events in</span>
|
||||
<a id="__codelineno-0-960" name="__codelineno-0-960"></a><span class="sd"> ``history_deals`` when True.</span>
|
||||
<a id="__codelineno-0-961" name="__codelineno-0-961"></a><span class="sd"> """</span>
|
||||
<a id="__codelineno-0-962" name="__codelineno-0-962"></a> <span class="n">request</span> <span class="o">=</span> <span class="n">_resolve_update_history_request</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-963" name="__codelineno-0-963"></a> <span class="n">output</span><span class="o">=</span><span class="n">output</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-964" name="__codelineno-0-964"></a> <span class="n">symbols</span><span class="o">=</span><span class="n">symbols</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-965" name="__codelineno-0-965"></a> <span class="n">datasets</span><span class="o">=</span><span class="n">datasets</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-966" name="__codelineno-0-966"></a> <span class="n">timeframes</span><span class="o">=</span><span class="n">timeframes</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-967" name="__codelineno-0-967"></a> <span class="n">flags</span><span class="o">=</span><span class="n">flags</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-968" name="__codelineno-0-968"></a> <span class="n">lookback_hours</span><span class="o">=</span><span class="n">lookback_hours</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-969" name="__codelineno-0-969"></a> <span class="n">date_to</span><span class="o">=</span><span class="n">date_to</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-970" name="__codelineno-0-970"></a> <span class="p">)</span>
|
||||
<a id="__codelineno-0-971" name="__codelineno-0-971"></a> <span class="k">if</span> <span class="n">request</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-972" name="__codelineno-0-972"></a> <span class="k">return</span>
|
||||
<a id="__codelineno-0-973" name="__codelineno-0-973"></a> <span class="n">logger</span><span class="o">.</span><span class="n">info</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-974" name="__codelineno-0-974"></a> <span class="s2">"Updating history in SQLite: symbols=</span><span class="si">%s</span><span class="s2">, datasets=</span><span class="si">%s</span><span class="s2">, path=</span><span class="si">%s</span><span class="s2">"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-975" name="__codelineno-0-975"></a> <span class="nb">list</span><span class="p">(</span><span class="n">symbols</span><span class="p">),</span>
|
||||
<a id="__codelineno-0-976" name="__codelineno-0-976"></a> <span class="nb">sorted</span><span class="p">(</span><span class="n">dataset</span><span class="o">.</span><span class="n">value</span> <span class="k">for</span> <span class="n">dataset</span> <span class="ow">in</span> <span class="n">request</span><span class="o">.</span><span class="n">selected</span><span class="p">),</span>
|
||||
<a id="__codelineno-0-977" name="__codelineno-0-977"></a> <span class="n">request</span><span class="o">.</span><span class="n">output_path</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-978" name="__codelineno-0-978"></a> <span class="p">)</span>
|
||||
<a id="__codelineno-0-979" name="__codelineno-0-979"></a> <span class="k">with</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">connect</span><span class="p">(</span><span class="n">request</span><span class="o">.</span><span class="n">output_path</span><span class="p">)</span> <span class="k">as</span> <span class="n">conn</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-980" name="__codelineno-0-980"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="s2">"PRAGMA journal_mode=WAL"</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-981" name="__codelineno-0-981"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="s2">"PRAGMA synchronous=NORMAL"</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-982" name="__codelineno-0-982"></a> <span class="n">write_incremental_datasets</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-983" name="__codelineno-0-983"></a> <span class="n">conn</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-984" name="__codelineno-0-984"></a> <span class="n">client</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-985" name="__codelineno-0-985"></a> <span class="n">symbols</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-986" name="__codelineno-0-986"></a> <span class="n">request</span><span class="o">.</span><span class="n">selected</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-987" name="__codelineno-0-987"></a> <span class="n">request</span><span class="o">.</span><span class="n">resolved_timeframes</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-988" name="__codelineno-0-988"></a> <span class="n">request</span><span class="o">.</span><span class="n">resolved_tick_flags</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-989" name="__codelineno-0-989"></a> <span class="n">request</span><span class="o">.</span><span class="n">fallback_start</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-990" name="__codelineno-0-990"></a> <span class="n">request</span><span class="o">.</span><span class="n">end</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-991" name="__codelineno-0-991"></a> <span class="n">deduplicate</span><span class="o">=</span><span class="n">deduplicate</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-992" name="__codelineno-0-992"></a> <span class="n">create_rate_views</span><span class="o">=</span><span class="n">create_rate_views</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-993" name="__codelineno-0-993"></a> <span class="n">with_views</span><span class="o">=</span><span class="n">with_views</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-994" name="__codelineno-0-994"></a> <span class="n">include_account_events</span><span class="o">=</span><span class="n">include_account_events</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-995" name="__codelineno-0-995"></a> <span class="p">)</span>
|
||||
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-943"> 943</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-944"> 944</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-945"> 945</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-946"> 946</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-947"> 947</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-948"> 948</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-949"> 949</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-950"> 950</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-951"> 951</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-952"> 952</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-953"> 953</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-954"> 954</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-955"> 955</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-956"> 956</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-957"> 957</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-958"> 958</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-959"> 959</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-960"> 960</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-961"> 961</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-962"> 962</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-963"> 963</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-964"> 964</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-965"> 965</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-966"> 966</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-967"> 967</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-968"> 968</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-969"> 969</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-970"> 970</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-971"> 971</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-972"> 972</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-973"> 973</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-974"> 974</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-975"> 975</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-976"> 976</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-977"> 977</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-978"> 978</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-979"> 979</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-980"> 980</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-981"> 981</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-982"> 982</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-983"> 983</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-984"> 984</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-985"> 985</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-986"> 986</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-987"> 987</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-988"> 988</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-989"> 989</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-990"> 990</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-991"> 991</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-992"> 992</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-993"> 993</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-994"> 994</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-995"> 995</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-996"> 996</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-997"> 997</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-998"> 998</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-999"> 999</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1000">1000</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1001">1001</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1002">1002</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1003">1003</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1004">1004</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1005">1005</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1006">1006</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1007">1007</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1008">1008</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1009">1009</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1010">1010</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1011">1011</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1012">1012</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1013">1013</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1014">1014</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1015">1015</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1016">1016</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-943" name="__codelineno-0-943"></a><span class="k">def</span><span class="w"> </span><span class="nf">update_history</span><span class="p">(</span> <span class="c1"># noqa: PLR0913</span>
|
||||
<a id="__codelineno-0-944" name="__codelineno-0-944"></a> <span class="o">*</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-945" name="__codelineno-0-945"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5DataClient</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-946" name="__codelineno-0-946"></a> <span class="n">output</span><span class="p">:</span> <span class="n">Path</span> <span class="o">|</span> <span class="nb">str</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-947" name="__codelineno-0-947"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
||||
<a id="__codelineno-0-948" name="__codelineno-0-948"></a> <span class="n">datasets</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-949" name="__codelineno-0-949"></a> <span class="n">timeframes</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-950" name="__codelineno-0-950"></a> <span class="n">flags</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">=</span> <span class="s2">"ALL"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-951" name="__codelineno-0-951"></a> <span class="n">lookback_hours</span><span class="p">:</span> <span class="nb">float</span> <span class="o">=</span> <span class="mf">24.0</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-952" name="__codelineno-0-952"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n">datetime</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-953" name="__codelineno-0-953"></a> <span class="n">deduplicate</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-954" name="__codelineno-0-954"></a> <span class="n">create_rate_views</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-955" name="__codelineno-0-955"></a> <span class="n">with_views</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-956" name="__codelineno-0-956"></a> <span class="n">include_account_events</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-957" name="__codelineno-0-957"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-958" name="__codelineno-0-958"></a><span class="w"> </span><span class="sd">"""Incrementally append MT5 history into a SQLite database.</span>
|
||||
<a id="__codelineno-0-959" name="__codelineno-0-959"></a>
|
||||
<a id="__codelineno-0-960" name="__codelineno-0-960"></a><span class="sd"> Uses an already-connected ``Mt5DataClient`` and does not create or close</span>
|
||||
<a id="__codelineno-0-961" name="__codelineno-0-961"></a><span class="sd"> the MT5 connection. For first-time tables, data is fetched from</span>
|
||||
<a id="__codelineno-0-962" name="__codelineno-0-962"></a><span class="sd"> ``date_to - lookback_hours``. Subsequent runs resume from existing</span>
|
||||
<a id="__codelineno-0-963" name="__codelineno-0-963"></a><span class="sd"> ``MAX(time)`` per symbol (and timeframe for rates); when</span>
|
||||
<a id="__codelineno-0-964" name="__codelineno-0-964"></a><span class="sd"> ``include_account_events=True``, account-level deals use a separate cursor</span>
|
||||
<a id="__codelineno-0-965" name="__codelineno-0-965"></a><span class="sd"> over ``type NOT IN (0, 1)`` / empty-symbol rows.</span>
|
||||
<a id="__codelineno-0-966" name="__codelineno-0-966"></a>
|
||||
<a id="__codelineno-0-967" name="__codelineno-0-967"></a><span class="sd"> Args:</span>
|
||||
<a id="__codelineno-0-968" name="__codelineno-0-968"></a><span class="sd"> client: Connected MT5 data client.</span>
|
||||
<a id="__codelineno-0-969" name="__codelineno-0-969"></a><span class="sd"> output: SQLite database path.</span>
|
||||
<a id="__codelineno-0-970" name="__codelineno-0-970"></a><span class="sd"> symbols: Symbols to update.</span>
|
||||
<a id="__codelineno-0-971" name="__codelineno-0-971"></a><span class="sd"> datasets: Datasets to include (defaults to all).</span>
|
||||
<a id="__codelineno-0-972" name="__codelineno-0-972"></a><span class="sd"> timeframes: Rate timeframes to update (defaults to all fixed MT5</span>
|
||||
<a id="__codelineno-0-973" name="__codelineno-0-973"></a><span class="sd"> timeframes when None).</span>
|
||||
<a id="__codelineno-0-974" name="__codelineno-0-974"></a><span class="sd"> flags: Tick copy flags as integer or name (e.g. ``ALL``).</span>
|
||||
<a id="__codelineno-0-975" name="__codelineno-0-975"></a><span class="sd"> lookback_hours: First-run lookback when a table has no prior rows.</span>
|
||||
<a id="__codelineno-0-976" name="__codelineno-0-976"></a><span class="sd"> date_to: Optional update end datetime. Defaults to now (UTC).</span>
|
||||
<a id="__codelineno-0-977" name="__codelineno-0-977"></a><span class="sd"> deduplicate: Remove duplicate rows after append, keeping latest ROWID.</span>
|
||||
<a id="__codelineno-0-978" name="__codelineno-0-978"></a><span class="sd"> create_rate_views: Create ``rate_<symbol>__<timeframe>`` views.</span>
|
||||
<a id="__codelineno-0-979" name="__codelineno-0-979"></a><span class="sd"> with_views: Create ``cash_events`` and ``positions_reconstructed`` views.</span>
|
||||
<a id="__codelineno-0-980" name="__codelineno-0-980"></a><span class="sd"> include_account_events: Include account-level cash events in</span>
|
||||
<a id="__codelineno-0-981" name="__codelineno-0-981"></a><span class="sd"> ``history_deals`` when True.</span>
|
||||
<a id="__codelineno-0-982" name="__codelineno-0-982"></a><span class="sd"> """</span>
|
||||
<a id="__codelineno-0-983" name="__codelineno-0-983"></a> <span class="n">request</span> <span class="o">=</span> <span class="n">_resolve_update_history_request</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-984" name="__codelineno-0-984"></a> <span class="n">output</span><span class="o">=</span><span class="n">output</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-985" name="__codelineno-0-985"></a> <span class="n">symbols</span><span class="o">=</span><span class="n">symbols</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-986" name="__codelineno-0-986"></a> <span class="n">datasets</span><span class="o">=</span><span class="n">datasets</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-987" name="__codelineno-0-987"></a> <span class="n">timeframes</span><span class="o">=</span><span class="n">timeframes</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-988" name="__codelineno-0-988"></a> <span class="n">flags</span><span class="o">=</span><span class="n">flags</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-989" name="__codelineno-0-989"></a> <span class="n">lookback_hours</span><span class="o">=</span><span class="n">lookback_hours</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-990" name="__codelineno-0-990"></a> <span class="n">date_to</span><span class="o">=</span><span class="n">date_to</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-991" name="__codelineno-0-991"></a> <span class="p">)</span>
|
||||
<a id="__codelineno-0-992" name="__codelineno-0-992"></a> <span class="k">if</span> <span class="n">request</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-993" name="__codelineno-0-993"></a> <span class="k">return</span>
|
||||
<a id="__codelineno-0-994" name="__codelineno-0-994"></a> <span class="n">logger</span><span class="o">.</span><span class="n">info</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-995" name="__codelineno-0-995"></a> <span class="s2">"Updating history in SQLite: symbols=</span><span class="si">%s</span><span class="s2">, datasets=</span><span class="si">%s</span><span class="s2">, path=</span><span class="si">%s</span><span class="s2">"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-996" name="__codelineno-0-996"></a> <span class="nb">list</span><span class="p">(</span><span class="n">symbols</span><span class="p">),</span>
|
||||
<a id="__codelineno-0-997" name="__codelineno-0-997"></a> <span class="nb">sorted</span><span class="p">(</span><span class="n">dataset</span><span class="o">.</span><span class="n">value</span> <span class="k">for</span> <span class="n">dataset</span> <span class="ow">in</span> <span class="n">request</span><span class="o">.</span><span class="n">selected</span><span class="p">),</span>
|
||||
<a id="__codelineno-0-998" name="__codelineno-0-998"></a> <span class="n">request</span><span class="o">.</span><span class="n">output_path</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-999" name="__codelineno-0-999"></a> <span class="p">)</span>
|
||||
<a id="__codelineno-0-1000" name="__codelineno-0-1000"></a> <span class="k">with</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">connect</span><span class="p">(</span><span class="n">request</span><span class="o">.</span><span class="n">output_path</span><span class="p">)</span> <span class="k">as</span> <span class="n">conn</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-1001" name="__codelineno-0-1001"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="s2">"PRAGMA journal_mode=WAL"</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1002" name="__codelineno-0-1002"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="s2">"PRAGMA synchronous=NORMAL"</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1003" name="__codelineno-0-1003"></a> <span class="n">write_incremental_datasets</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-1004" name="__codelineno-0-1004"></a> <span class="n">conn</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1005" name="__codelineno-0-1005"></a> <span class="n">client</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1006" name="__codelineno-0-1006"></a> <span class="n">symbols</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1007" name="__codelineno-0-1007"></a> <span class="n">request</span><span class="o">.</span><span class="n">selected</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1008" name="__codelineno-0-1008"></a> <span class="n">request</span><span class="o">.</span><span class="n">resolved_timeframes</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1009" name="__codelineno-0-1009"></a> <span class="n">request</span><span class="o">.</span><span class="n">resolved_tick_flags</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1010" name="__codelineno-0-1010"></a> <span class="n">request</span><span class="o">.</span><span class="n">fallback_start</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1011" name="__codelineno-0-1011"></a> <span class="n">request</span><span class="o">.</span><span class="n">end</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1012" name="__codelineno-0-1012"></a> <span class="n">deduplicate</span><span class="o">=</span><span class="n">deduplicate</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1013" name="__codelineno-0-1013"></a> <span class="n">create_rate_views</span><span class="o">=</span><span class="n">create_rate_views</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1014" name="__codelineno-0-1014"></a> <span class="n">with_views</span><span class="o">=</span><span class="n">with_views</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1015" name="__codelineno-0-1015"></a> <span class="n">include_account_events</span><span class="o">=</span><span class="n">include_account_events</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1016" name="__codelineno-0-1016"></a> <span class="p">)</span>
|
||||
</code></pre></div></td></tr></table></div>
|
||||
</details>
|
||||
</div>
|
||||
@@ -4663,28 +4663,7 @@ timeframes when None).</p>
|
||||
|
||||
<details class="mkdocstrings-source">
|
||||
<summary>Source code in <code>mt5cli/sdk.py</code></summary>
|
||||
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-998"> 998</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-999"> 999</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1000">1000</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1001">1001</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1002">1002</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1003">1003</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1004">1004</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1005">1005</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1006">1006</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1007">1007</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1008">1008</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1009">1009</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1010">1010</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1011">1011</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1012">1012</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1013">1013</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1014">1014</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1015">1015</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1016">1016</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1017">1017</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1018">1018</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1019">1019</a></span>
|
||||
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-1019">1019</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1020">1020</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1021">1021</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1022">1022</a></span>
|
||||
@@ -4708,52 +4687,73 @@ timeframes when None).</p>
|
||||
<span class="normal"><a href="#__codelineno-0-1040">1040</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1041">1041</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1042">1042</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1043">1043</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-998" name="__codelineno-0-998"></a><span class="k">def</span><span class="w"> </span><span class="nf">update_history_with_config</span><span class="p">(</span> <span class="c1"># noqa: PLR0913</span>
|
||||
<a id="__codelineno-0-999" name="__codelineno-0-999"></a> <span class="o">*</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1000" name="__codelineno-0-1000"></a> <span class="n">output</span><span class="p">:</span> <span class="n">Path</span> <span class="o">|</span> <span class="nb">str</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1001" name="__codelineno-0-1001"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
||||
<a id="__codelineno-0-1002" name="__codelineno-0-1002"></a> <span class="n">config</span><span class="p">:</span> <span class="n">Mt5Config</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1003" name="__codelineno-0-1003"></a> <span class="n">datasets</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1004" name="__codelineno-0-1004"></a> <span class="n">timeframes</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1005" name="__codelineno-0-1005"></a> <span class="n">flags</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">=</span> <span class="s2">"ALL"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1006" name="__codelineno-0-1006"></a> <span class="n">lookback_hours</span><span class="p">:</span> <span class="nb">float</span> <span class="o">=</span> <span class="mf">24.0</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1007" name="__codelineno-0-1007"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n">datetime</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1008" name="__codelineno-0-1008"></a> <span class="n">deduplicate</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1009" name="__codelineno-0-1009"></a> <span class="n">create_rate_views</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1010" name="__codelineno-0-1010"></a> <span class="n">with_views</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1011" name="__codelineno-0-1011"></a> <span class="n">include_account_events</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1012" name="__codelineno-0-1012"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-1013" name="__codelineno-0-1013"></a><span class="w"> </span><span class="sd">"""Incrementally append MT5 history, opening and closing the MT5 connection.</span>
|
||||
<a id="__codelineno-0-1014" name="__codelineno-0-1014"></a>
|
||||
<a id="__codelineno-0-1015" name="__codelineno-0-1015"></a><span class="sd"> Convenience wrapper around :func:`update_history` for standalone use.</span>
|
||||
<a id="__codelineno-0-1016" name="__codelineno-0-1016"></a><span class="sd"> """</span>
|
||||
<a id="__codelineno-0-1017" name="__codelineno-0-1017"></a> <span class="n">request</span> <span class="o">=</span> <span class="n">_resolve_update_history_request</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-1018" name="__codelineno-0-1018"></a> <span class="n">output</span><span class="o">=</span><span class="n">output</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1019" name="__codelineno-0-1019"></a> <span class="n">symbols</span><span class="o">=</span><span class="n">symbols</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1020" name="__codelineno-0-1020"></a> <span class="n">datasets</span><span class="o">=</span><span class="n">datasets</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1021" name="__codelineno-0-1021"></a> <span class="n">timeframes</span><span class="o">=</span><span class="n">timeframes</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1022" name="__codelineno-0-1022"></a> <span class="n">flags</span><span class="o">=</span><span class="n">flags</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1023" name="__codelineno-0-1023"></a> <span class="n">lookback_hours</span><span class="o">=</span><span class="n">lookback_hours</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1024" name="__codelineno-0-1024"></a> <span class="n">date_to</span><span class="o">=</span><span class="n">date_to</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1025" name="__codelineno-0-1025"></a> <span class="p">)</span>
|
||||
<a id="__codelineno-0-1026" name="__codelineno-0-1026"></a> <span class="k">if</span> <span class="n">request</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-1027" name="__codelineno-0-1027"></a> <span class="k">return</span>
|
||||
<a id="__codelineno-0-1028" name="__codelineno-0-1028"></a> <span class="n">mt5_config</span> <span class="o">=</span> <span class="n">config</span> <span class="ow">or</span> <span class="n">build_config</span><span class="p">()</span>
|
||||
<a id="__codelineno-0-1029" name="__codelineno-0-1029"></a> <span class="k">with</span> <span class="n">connected_client</span><span class="p">(</span><span class="n">mt5_config</span><span class="p">)</span> <span class="k">as</span> <span class="n">client</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-1030" name="__codelineno-0-1030"></a> <span class="n">update_history</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-1031" name="__codelineno-0-1031"></a> <span class="n">client</span><span class="o">=</span><span class="n">client</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1032" name="__codelineno-0-1032"></a> <span class="n">output</span><span class="o">=</span><span class="n">output</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1033" name="__codelineno-0-1033"></a> <span class="n">symbols</span><span class="o">=</span><span class="n">symbols</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1034" name="__codelineno-0-1034"></a> <span class="n">datasets</span><span class="o">=</span><span class="n">datasets</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1035" name="__codelineno-0-1035"></a> <span class="n">timeframes</span><span class="o">=</span><span class="n">timeframes</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1036" name="__codelineno-0-1036"></a> <span class="n">flags</span><span class="o">=</span><span class="n">flags</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1037" name="__codelineno-0-1037"></a> <span class="n">lookback_hours</span><span class="o">=</span><span class="n">lookback_hours</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1038" name="__codelineno-0-1038"></a> <span class="n">date_to</span><span class="o">=</span><span class="n">date_to</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1039" name="__codelineno-0-1039"></a> <span class="n">deduplicate</span><span class="o">=</span><span class="n">deduplicate</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1040" name="__codelineno-0-1040"></a> <span class="n">create_rate_views</span><span class="o">=</span><span class="n">create_rate_views</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1041" name="__codelineno-0-1041"></a> <span class="n">with_views</span><span class="o">=</span><span class="n">with_views</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1042" name="__codelineno-0-1042"></a> <span class="n">include_account_events</span><span class="o">=</span><span class="n">include_account_events</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1043" name="__codelineno-0-1043"></a> <span class="p">)</span>
|
||||
<span class="normal"><a href="#__codelineno-0-1043">1043</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1044">1044</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1045">1045</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1046">1046</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1047">1047</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1048">1048</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1049">1049</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1050">1050</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1051">1051</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1052">1052</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1053">1053</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1054">1054</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1055">1055</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1056">1056</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1057">1057</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1058">1058</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1059">1059</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1060">1060</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1061">1061</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1062">1062</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1063">1063</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1064">1064</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1019" name="__codelineno-0-1019"></a><span class="k">def</span><span class="w"> </span><span class="nf">update_history_with_config</span><span class="p">(</span> <span class="c1"># noqa: PLR0913</span>
|
||||
<a id="__codelineno-0-1020" name="__codelineno-0-1020"></a> <span class="o">*</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1021" name="__codelineno-0-1021"></a> <span class="n">output</span><span class="p">:</span> <span class="n">Path</span> <span class="o">|</span> <span class="nb">str</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1022" name="__codelineno-0-1022"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
||||
<a id="__codelineno-0-1023" name="__codelineno-0-1023"></a> <span class="n">config</span><span class="p">:</span> <span class="n">Mt5Config</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1024" name="__codelineno-0-1024"></a> <span class="n">datasets</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1025" name="__codelineno-0-1025"></a> <span class="n">timeframes</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1026" name="__codelineno-0-1026"></a> <span class="n">flags</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">=</span> <span class="s2">"ALL"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1027" name="__codelineno-0-1027"></a> <span class="n">lookback_hours</span><span class="p">:</span> <span class="nb">float</span> <span class="o">=</span> <span class="mf">24.0</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1028" name="__codelineno-0-1028"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n">datetime</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1029" name="__codelineno-0-1029"></a> <span class="n">deduplicate</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1030" name="__codelineno-0-1030"></a> <span class="n">create_rate_views</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1031" name="__codelineno-0-1031"></a> <span class="n">with_views</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1032" name="__codelineno-0-1032"></a> <span class="n">include_account_events</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1033" name="__codelineno-0-1033"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-1034" name="__codelineno-0-1034"></a><span class="w"> </span><span class="sd">"""Incrementally append MT5 history, opening and closing the MT5 connection.</span>
|
||||
<a id="__codelineno-0-1035" name="__codelineno-0-1035"></a>
|
||||
<a id="__codelineno-0-1036" name="__codelineno-0-1036"></a><span class="sd"> Convenience wrapper around :func:`update_history` for standalone use.</span>
|
||||
<a id="__codelineno-0-1037" name="__codelineno-0-1037"></a><span class="sd"> """</span>
|
||||
<a id="__codelineno-0-1038" name="__codelineno-0-1038"></a> <span class="n">request</span> <span class="o">=</span> <span class="n">_resolve_update_history_request</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-1039" name="__codelineno-0-1039"></a> <span class="n">output</span><span class="o">=</span><span class="n">output</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1040" name="__codelineno-0-1040"></a> <span class="n">symbols</span><span class="o">=</span><span class="n">symbols</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1041" name="__codelineno-0-1041"></a> <span class="n">datasets</span><span class="o">=</span><span class="n">datasets</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1042" name="__codelineno-0-1042"></a> <span class="n">timeframes</span><span class="o">=</span><span class="n">timeframes</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1043" name="__codelineno-0-1043"></a> <span class="n">flags</span><span class="o">=</span><span class="n">flags</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1044" name="__codelineno-0-1044"></a> <span class="n">lookback_hours</span><span class="o">=</span><span class="n">lookback_hours</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1045" name="__codelineno-0-1045"></a> <span class="n">date_to</span><span class="o">=</span><span class="n">date_to</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1046" name="__codelineno-0-1046"></a> <span class="p">)</span>
|
||||
<a id="__codelineno-0-1047" name="__codelineno-0-1047"></a> <span class="k">if</span> <span class="n">request</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-1048" name="__codelineno-0-1048"></a> <span class="k">return</span>
|
||||
<a id="__codelineno-0-1049" name="__codelineno-0-1049"></a> <span class="n">mt5_config</span> <span class="o">=</span> <span class="n">config</span> <span class="ow">or</span> <span class="n">build_config</span><span class="p">()</span>
|
||||
<a id="__codelineno-0-1050" name="__codelineno-0-1050"></a> <span class="k">with</span> <span class="n">connected_client</span><span class="p">(</span><span class="n">mt5_config</span><span class="p">)</span> <span class="k">as</span> <span class="n">client</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-1051" name="__codelineno-0-1051"></a> <span class="n">update_history</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-1052" name="__codelineno-0-1052"></a> <span class="n">client</span><span class="o">=</span><span class="n">client</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1053" name="__codelineno-0-1053"></a> <span class="n">output</span><span class="o">=</span><span class="n">output</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1054" name="__codelineno-0-1054"></a> <span class="n">symbols</span><span class="o">=</span><span class="n">symbols</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1055" name="__codelineno-0-1055"></a> <span class="n">datasets</span><span class="o">=</span><span class="n">datasets</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1056" name="__codelineno-0-1056"></a> <span class="n">timeframes</span><span class="o">=</span><span class="n">timeframes</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1057" name="__codelineno-0-1057"></a> <span class="n">flags</span><span class="o">=</span><span class="n">flags</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1058" name="__codelineno-0-1058"></a> <span class="n">lookback_hours</span><span class="o">=</span><span class="n">lookback_hours</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1059" name="__codelineno-0-1059"></a> <span class="n">date_to</span><span class="o">=</span><span class="n">date_to</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1060" name="__codelineno-0-1060"></a> <span class="n">deduplicate</span><span class="o">=</span><span class="n">deduplicate</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1061" name="__codelineno-0-1061"></a> <span class="n">create_rate_views</span><span class="o">=</span><span class="n">create_rate_views</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1062" name="__codelineno-0-1062"></a> <span class="n">with_views</span><span class="o">=</span><span class="n">with_views</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1063" name="__codelineno-0-1063"></a> <span class="n">include_account_events</span><span class="o">=</span><span class="n">include_account_events</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1064" name="__codelineno-0-1064"></a> <span class="p">)</span>
|
||||
</code></pre></div></td></tr></table></div>
|
||||
</details>
|
||||
</div>
|
||||
|
||||
Reference in New Issue
Block a user