Add closed-bar rate helpers (v0.6.0) (#26)

* Add closed-bar rate helpers and bump version to 0.6.0.

Expose drop_forming_rate_bar and multi-account collectors so downstream apps no longer need count+1 fetches and manual bar trimming.

Co-authored-by: Cursor <cursoragent@cursor.com>

* Bump pygments to 2.20.0 to fix CVE-2026-4539 ReDoS advisory.

Co-authored-by: Cursor <cursoragent@cursor.com>

* Address PR review feedback on closed-bar rate collection.

Validate count and start_pos before MT5 fetches, avoid redundant frame copies, clarify empty-series errors, and expand test coverage.

Co-authored-by: Cursor <cursoragent@cursor.com>

* Include symbol and timeframe in empty closed-rate error messages.

Co-authored-by: Cursor <cursoragent@cursor.com>

---------

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
Daichi Narushima
2026-06-11 02:30:48 +09:00
committed by GitHub
co-authored by Cursor
parent 5b1d54bfe9
commit 18df96872b
9 changed files with 417 additions and 5 deletions
+41
View File
@@ -30,6 +30,7 @@ from mt5cli.history import (
create_rate_compatibility_views,
deduplicate_history_tables,
drop_duplicates_in_table,
drop_forming_rate_bar,
filter_incremental_history_deals_frame,
filter_trade_history_frame,
get_history_deals_account_event_start_datetime,
@@ -534,6 +535,46 @@ class TestResolveHistorySettings:
assert resolve_granularity_name(1) == "M1"
class TestDropFormingRateBar:
"""Tests for drop_forming_rate_bar."""
def test_drops_still_forming_last_bar(self) -> None:
"""Test the still-forming last bar is removed."""
df_rate = pd.DataFrame(
{"time": [1, 2, 3], "close": [1.1, 1.2, 1.3]},
index=pd.Index(["a", "b", "c"], name="idx"),
)
result = drop_forming_rate_bar(df_rate)
pd.testing.assert_frame_equal(
result,
pd.DataFrame(
{"time": [1, 2], "close": [1.1, 1.2]},
index=pd.Index(["a", "b"], name="idx"),
),
)
assert df_rate.shape == (3, 2)
def test_returns_empty_frame_when_input_empty(self) -> None:
"""Test empty frames stay empty."""
df_rate = pd.DataFrame(columns=["time", "close"])
result = drop_forming_rate_bar(df_rate)
assert result.empty
assert list(result.columns) == ["time", "close"]
def test_returns_empty_frame_when_only_forming_bar_present(self) -> None:
"""Test a single-bar frame becomes empty after dropping the forming bar."""
df_rate = pd.DataFrame({"time": [1], "close": [1.1]})
result = drop_forming_rate_bar(df_rate)
assert result.empty
assert list(result.columns) == ["time", "close"]
class TestParseSqliteTimestamp:
"""Tests for parse_sqlite_timestamp."""