Add generic MT5 rate-loading SDK APIs for downstream reuse (#20)

This commit is contained in:
Daichi Narushima
2026-06-09 15:37:24 +09:00
committed by GitHub
parent 9957b0a1de
commit 1b69e8f08e
7 changed files with 946 additions and 11 deletions
+32
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@@ -183,3 +183,35 @@ rates = load_rate_data(Path("history.db"), view, count=1000)
The loader accepts close-based OHLC rate data or tick-like bid/ask data. It
validates that `time` exists, parses timestamps with pandas, and returns a
DataFrame indexed by ascending `DatetimeIndex` named `time`.
### Multi-series rate loading
For loading many rate series at once, build neutral `RateTarget` pairs and load
them from SQLite in one call. View names are resolved via the same
compatibility-view rules, or you can pass `explicit_tables` to bypass resolution:
```python
from pathlib import Path
from mt5cli import build_rate_targets, load_rate_series_from_sqlite
targets = build_rate_targets(["EURUSD", "GBPUSD"], ["M1", "H1"])
series = load_rate_series_from_sqlite(Path("history.db"), targets, count=1000)
frame = series["EURUSD", 1] # keyed by (symbol, integer timeframe)
```
- `build_rate_targets()` returns `RateTarget(symbol, timeframe)` pairs in
row-major order, normalizing timeframe names such as `"M1"` to their integer
values; set `allow_missing_symbol=True` to address series solely by
`explicit_tables` (targets carry `symbol=None`).
- `resolve_rate_tables()` maps targets to table or view names and validates that
any `explicit_tables` count matches the target count. Pass
`require_existing=True` to raise `ValueError` instead of returning a
best-guess name when the database or managed view is missing. When
`explicit_tables` is provided, names are returned as-is and
`require_existing` is ignored.
- `load_rate_series_from_sqlite()` returns a mapping keyed by
`(symbol, integer timeframe)`. Unless `explicit_tables` is supplied, it
requires existing managed `rate_*` compatibility views and raises
`ValueError` when they are missing. Duplicate `(symbol, timeframe)` targets
are rejected.