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>
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Cursor
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@@ -30,6 +30,7 @@ from mt5cli.history import (
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create_rate_compatibility_views,
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deduplicate_history_tables,
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drop_duplicates_in_table,
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drop_forming_rate_bar,
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filter_incremental_history_deals_frame,
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filter_trade_history_frame,
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get_history_deals_account_event_start_datetime,
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@@ -534,6 +535,46 @@ class TestResolveHistorySettings:
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assert resolve_granularity_name(1) == "M1"
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class TestDropFormingRateBar:
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"""Tests for drop_forming_rate_bar."""
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def test_drops_still_forming_last_bar(self) -> None:
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"""Test the still-forming last bar is removed."""
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df_rate = pd.DataFrame(
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{"time": [1, 2, 3], "close": [1.1, 1.2, 1.3]},
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index=pd.Index(["a", "b", "c"], name="idx"),
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)
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result = drop_forming_rate_bar(df_rate)
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pd.testing.assert_frame_equal(
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result,
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pd.DataFrame(
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{"time": [1, 2], "close": [1.1, 1.2]},
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index=pd.Index(["a", "b"], name="idx"),
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),
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)
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assert df_rate.shape == (3, 2)
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def test_returns_empty_frame_when_input_empty(self) -> None:
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"""Test empty frames stay empty."""
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df_rate = pd.DataFrame(columns=["time", "close"])
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result = drop_forming_rate_bar(df_rate)
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assert result.empty
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assert list(result.columns) == ["time", "close"]
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def test_returns_empty_frame_when_only_forming_bar_present(self) -> None:
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"""Test a single-bar frame becomes empty after dropping the forming bar."""
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df_rate = pd.DataFrame({"time": [1], "close": [1.1]})
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result = drop_forming_rate_bar(df_rate)
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assert result.empty
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assert list(result.columns) == ["time", "close"]
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class TestParseSqliteTimestamp:
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"""Tests for parse_sqlite_timestamp."""
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