Add programmatic SDK and refactor mt5cli into cli, sdk, and utils (#15)
* Refactor cli.py into cli and utils modules Extract constants, enums, Click parameter types, and parse/export utility functions into a new mt5cli/utils.py module, keeping the typer app, commands, and collect-history SQLite helpers in cli.py. https://claude.ai/code/session_016JwSEhPyq6phXySktQ1FGU * Address review comments * Add programmatic SDK layer for read-only MT5 data collection. Expose Mt5CliClient and collect_history through the package API while keeping CLI commands as thin adapters over the SDK. Co-authored-by: Cursor <cursoragent@cursor.com> * Harden SDK connection lifecycle and scope internal helpers as private. Co-authored-by: Cursor <cursoragent@cursor.com> * Export build_config in the public API and bump version to 0.4.0. Co-authored-by: Cursor <cursoragent@cursor.com> * Remove duplicate scripts/ in favor of local-qa skill script. Co-authored-by: Cursor <cursoragent@cursor.com> --------- Co-authored-by: Claude <noreply@anthropic.com> Co-authored-by: Cursor <cursoragent@cursor.com>
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@@ -10,12 +10,22 @@ The mt5cli package consists of the following modules:
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Command-line interface module providing typer-based commands for exporting MetaTrader 5 data to CSV, JSON, Parquet, and SQLite3 formats.
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### [Utils](utils.md)
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Utility module providing constants, enums, Click parameter types, and helper functions for parsing and exporting data.
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### [SDK](sdk.md)
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Programmatic SDK for read-only MetaTrader 5 data collection. Returns pandas DataFrames and provides `collect_history` for SQLite bulk collection.
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## Architecture Overview
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The package follows a simple architecture built on top of pdmt5:
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1. **CLI Layer** (`cli.py`): Typer application with subcommands for each data type, custom Click parameter types for datetime/timeframe/tick flags parsing, and format detection/export utilities.
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2. **Data Layer** (via `pdmt5`): Uses `Mt5DataClient` and `Mt5Config` from the pdmt5 package for all MetaTrader 5 data access.
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1. **CLI Layer** (`cli.py`): Typer application with subcommands that delegate to the SDK and export results.
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2. **SDK Layer** (`sdk.py`): Read-only data access functions, `Mt5CliClient`, and `collect_history` orchestration.
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3. **Utils Layer** (`utils.py`): Constants, enums, custom Click parameter types, parsing helpers, and format detection/export utilities.
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4. **Data Layer** (via `pdmt5`): Uses `Mt5DataClient` and `Mt5Config` from the pdmt5 package for all MetaTrader 5 data access.
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## Usage Guidelines
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@@ -47,15 +57,38 @@ mt5cli -o data.db --table symbols symbols --group "*USD*"
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## Python API
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```python
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from mt5cli import detect_format, export_dataframe
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import pandas as pd
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from datetime import UTC, datetime
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from pathlib import Path
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from mt5cli import (
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Mt5CliClient,
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collect_history,
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copy_rates_range,
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detect_format,
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export_dataframe,
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)
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# Fetch rates programmatically
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rates = copy_rates_range(
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"EURUSD",
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timeframe="H1",
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date_from="2024-01-01",
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date_to="2024-02-01",
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)
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# Detect output format from file extension
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fmt = detect_format(Path("output.parquet")) # Returns "parquet"
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# Export a DataFrame
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df = pd.DataFrame({"symbol": ["EURUSD"], "bid": [1.1234]})
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export_dataframe(df, Path("output.csv"), "csv")
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export_dataframe(rates, Path("output.csv"), "csv")
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# Collect history into SQLite
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collect_history(
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Path("history.db"),
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symbols=["EURUSD"],
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date_from=datetime(2024, 1, 1, tzinfo=UTC),
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date_to=datetime(2024, 2, 1, tzinfo=UTC),
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)
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```
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## Examples
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@@ -0,0 +1,3 @@
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# SDK Module
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::: mt5cli.sdk
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@@ -0,0 +1,3 @@
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# Utils Module
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::: mt5cli.utils
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