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<h2 id="installation">Installation<a class="headerlink" href="#installation" title="Permanent link">¶</a></h2>
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<div class="highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a>pip<span class="w"> </span>install<span class="w"> </span>mt5cli
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</code></pre></div>
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<p>Parquet export is not included by default. To enable it, install the <code>parquet</code> extra:</p>
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<div class="highlight"><pre><span></span><code><a id="__codelineno-1-1" name="__codelineno-1-1" href="#__codelineno-1-1"></a>pip<span class="w"> </span>install<span class="w"> </span><span class="s2">"mt5cli[parquet]"</span>
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</code></pre></div>
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<h2 id="python-api-for-downstream-packages">Python API for downstream packages<a class="headerlink" href="#python-api-for-downstream-packages" title="Permanent link">¶</a></h2>
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<p>Import <code>MT5Client</code> for generic MT5 data access, schema normalization, and optional order primitives.</p>
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<div class="highlight"><pre><span></span><code><a id="__codelineno-1-1" name="__codelineno-1-1" href="#__codelineno-1-1"></a><span class="kn">from</span><span class="w"> </span><span class="nn">datetime</span><span class="w"> </span><span class="kn">import</span> <span class="n">UTC</span><span class="p">,</span> <span class="n">datetime</span>
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<a id="__codelineno-1-2" name="__codelineno-1-2" href="#__codelineno-1-2"></a><span class="kn">from</span><span class="w"> </span><span class="nn">pathlib</span><span class="w"> </span><span class="kn">import</span> <span class="n">Path</span>
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<a id="__codelineno-1-3" name="__codelineno-1-3" href="#__codelineno-1-3"></a>
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<a id="__codelineno-1-4" name="__codelineno-1-4" href="#__codelineno-1-4"></a><span class="kn">from</span><span class="w"> </span><span class="nn">mt5cli</span><span class="w"> </span><span class="kn">import</span> <span class="p">(</span>
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<a id="__codelineno-1-5" name="__codelineno-1-5" href="#__codelineno-1-5"></a> <span class="n">DataKind</span><span class="p">,</span>
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<a id="__codelineno-1-6" name="__codelineno-1-6" href="#__codelineno-1-6"></a> <span class="n">Dataset</span><span class="p">,</span>
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<a id="__codelineno-1-7" name="__codelineno-1-7" href="#__codelineno-1-7"></a> <span class="n">MT5Client</span><span class="p">,</span>
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<a id="__codelineno-1-8" name="__codelineno-1-8" href="#__codelineno-1-8"></a> <span class="n">build_config</span><span class="p">,</span>
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<a id="__codelineno-1-9" name="__codelineno-1-9" href="#__codelineno-1-9"></a> <span class="n">collect_history</span><span class="p">,</span>
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<a id="__codelineno-1-10" name="__codelineno-1-10" href="#__codelineno-1-10"></a> <span class="n">export_dataframe</span><span class="p">,</span>
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<a id="__codelineno-1-11" name="__codelineno-1-11" href="#__codelineno-1-11"></a> <span class="n">load_rate_data</span><span class="p">,</span>
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<a id="__codelineno-1-12" name="__codelineno-1-12" href="#__codelineno-1-12"></a> <span class="n">minimum_margins</span><span class="p">,</span>
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<a id="__codelineno-1-13" name="__codelineno-1-13" href="#__codelineno-1-13"></a> <span class="n">mt5_session</span><span class="p">,</span>
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<a id="__codelineno-1-14" name="__codelineno-1-14" href="#__codelineno-1-14"></a> <span class="n">normalize_dataframe</span><span class="p">,</span>
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<a id="__codelineno-1-15" name="__codelineno-1-15" href="#__codelineno-1-15"></a> <span class="n">recent_ticks</span><span class="p">,</span>
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<a id="__codelineno-1-16" name="__codelineno-1-16" href="#__codelineno-1-16"></a> <span class="n">resolve_rate_view_name</span><span class="p">,</span>
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<a id="__codelineno-1-17" name="__codelineno-1-17" href="#__codelineno-1-17"></a><span class="p">)</span>
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<a id="__codelineno-1-18" name="__codelineno-1-18" href="#__codelineno-1-18"></a>
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<a id="__codelineno-1-19" name="__codelineno-1-19" href="#__codelineno-1-19"></a><span class="c1"># Persistent session for multiple calls</span>
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<a id="__codelineno-1-20" name="__codelineno-1-20" href="#__codelineno-1-20"></a><span class="k">with</span> <span class="n">mt5_session</span><span class="p">(</span><span class="n">build_config</span><span class="p">(</span><span class="n">login</span><span class="o">=</span><span class="mi">12345</span><span class="p">,</span> <span class="n">server</span><span class="o">=</span><span class="s2">"Broker-Demo"</span><span class="p">))</span> <span class="k">as</span> <span class="n">client</span><span class="p">:</span>
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<a id="__codelineno-1-21" name="__codelineno-1-21" href="#__codelineno-1-21"></a> <span class="n">rates</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">copy_rates_range</span><span class="p">(</span>
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<a id="__codelineno-1-22" name="__codelineno-1-22" href="#__codelineno-1-22"></a> <span class="s2">"EURUSD"</span><span class="p">,</span>
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<a id="__codelineno-1-23" name="__codelineno-1-23" href="#__codelineno-1-23"></a> <span class="n">timeframe</span><span class="o">=</span><span class="s2">"H1"</span><span class="p">,</span>
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<a id="__codelineno-1-24" name="__codelineno-1-24" href="#__codelineno-1-24"></a> <span class="n">date_from</span><span class="o">=</span><span class="s2">"2024-01-01"</span><span class="p">,</span>
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<a id="__codelineno-1-25" name="__codelineno-1-25" href="#__codelineno-1-25"></a> <span class="n">date_to</span><span class="o">=</span><span class="s2">"2024-02-01"</span><span class="p">,</span>
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<a id="__codelineno-1-26" name="__codelineno-1-26" href="#__codelineno-1-26"></a> <span class="p">)</span>
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<a id="__codelineno-1-27" name="__codelineno-1-27" href="#__codelineno-1-27"></a> <span class="n">positions</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">positions</span><span class="p">()</span>
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<a id="__codelineno-1-28" name="__codelineno-1-28" href="#__codelineno-1-28"></a> <span class="n">check</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">order_check</span><span class="p">({</span><span class="s2">"action"</span><span class="p">:</span> <span class="mi">1</span><span class="p">,</span> <span class="s2">"symbol"</span><span class="p">:</span> <span class="s2">"EURUSD"</span><span class="p">,</span> <span class="s2">"volume"</span><span class="p">:</span> <span class="mf">0.1</span><span class="p">})</span>
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<a id="__codelineno-1-29" name="__codelineno-1-29" href="#__codelineno-1-29"></a>
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<a id="__codelineno-1-30" name="__codelineno-1-30" href="#__codelineno-1-30"></a><span class="c1"># Normalize MT5 frames to the public schema contract before storage</span>
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<a id="__codelineno-1-31" name="__codelineno-1-31" href="#__codelineno-1-31"></a><span class="n">closed_rates</span> <span class="o">=</span> <span class="n">normalize_dataframe</span><span class="p">(</span>
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<a id="__codelineno-1-32" name="__codelineno-1-32" href="#__codelineno-1-32"></a> <span class="n">rates</span><span class="p">,</span> <span class="n">DataKind</span><span class="o">.</span><span class="n">rates</span><span class="p">,</span> <span class="n">symbol</span><span class="o">=</span><span class="s2">"EURUSD"</span><span class="p">,</span> <span class="n">timeframe</span><span class="o">=</span><span class="s2">"H1"</span>
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<a id="__codelineno-1-33" name="__codelineno-1-33" href="#__codelineno-1-33"></a><span class="p">)</span>
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<a id="__codelineno-1-34" name="__codelineno-1-34" href="#__codelineno-1-34"></a><span class="n">export_dataframe</span><span class="p">(</span><span class="n">closed_rates</span><span class="p">,</span> <span class="n">Path</span><span class="p">(</span><span class="s2">"rates.csv"</span><span class="p">),</span> <span class="s2">"csv"</span><span class="p">)</span>
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<a id="__codelineno-1-35" name="__codelineno-1-35" href="#__codelineno-1-35"></a>
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<a id="__codelineno-1-36" name="__codelineno-1-36" href="#__codelineno-1-36"></a><span class="c1"># Offline rate loading from mt5cli-managed SQLite history</span>
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<a id="__codelineno-1-37" name="__codelineno-1-37" href="#__codelineno-1-37"></a><span class="n">view</span> <span class="o">=</span> <span class="n">resolve_rate_view_name</span><span class="p">(</span><span class="n">Path</span><span class="p">(</span><span class="s2">"history.db"</span><span class="p">),</span> <span class="s2">"EURUSD"</span><span class="p">,</span> <span class="s2">"M1"</span><span class="p">,</span> <span class="n">require_existing</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span>
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<a id="__codelineno-1-38" name="__codelineno-1-38" href="#__codelineno-1-38"></a><span class="n">offline_rates</span> <span class="o">=</span> <span class="n">load_rate_data</span><span class="p">(</span><span class="n">Path</span><span class="p">(</span><span class="s2">"history.db"</span><span class="p">),</span> <span class="n">view</span><span class="p">,</span> <span class="n">count</span><span class="o">=</span><span class="mi">1000</span><span class="p">)</span>
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<a id="__codelineno-1-39" name="__codelineno-1-39" href="#__codelineno-1-39"></a>
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<a id="__codelineno-1-40" name="__codelineno-1-40" href="#__codelineno-1-40"></a><span class="c1"># One-off helpers still work without instantiating a client</span>
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<a id="__codelineno-1-41" name="__codelineno-1-41" href="#__codelineno-1-41"></a><span class="n">ticks</span> <span class="o">=</span> <span class="n">recent_ticks</span><span class="p">(</span><span class="s2">"EURUSD"</span><span class="p">,</span> <span class="n">seconds</span><span class="o">=</span><span class="mi">300</span><span class="p">)</span>
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<a id="__codelineno-1-42" name="__codelineno-1-42" href="#__codelineno-1-42"></a><span class="n">margins</span> <span class="o">=</span> <span class="n">minimum_margins</span><span class="p">(</span><span class="s2">"EURUSD"</span><span class="p">)</span>
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<a id="__codelineno-1-43" name="__codelineno-1-43" href="#__codelineno-1-43"></a>
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<a id="__codelineno-1-44" name="__codelineno-1-44" href="#__codelineno-1-44"></a><span class="n">collect_history</span><span class="p">(</span>
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<a id="__codelineno-1-45" name="__codelineno-1-45" href="#__codelineno-1-45"></a> <span class="n">Path</span><span class="p">(</span><span class="s2">"history.db"</span><span class="p">),</span>
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<a id="__codelineno-1-46" name="__codelineno-1-46" href="#__codelineno-1-46"></a> <span class="n">symbols</span><span class="o">=</span><span class="p">[</span><span class="s2">"EURUSD"</span><span class="p">,</span> <span class="s2">"GBPUSD"</span><span class="p">],</span>
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<a id="__codelineno-1-47" name="__codelineno-1-47" href="#__codelineno-1-47"></a> <span class="n">date_from</span><span class="o">=</span><span class="n">datetime</span><span class="p">(</span><span class="mi">2024</span><span class="p">,</span> <span class="mi">1</span><span class="p">,</span> <span class="mi">1</span><span class="p">,</span> <span class="n">tzinfo</span><span class="o">=</span><span class="n">UTC</span><span class="p">),</span>
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<a id="__codelineno-1-48" name="__codelineno-1-48" href="#__codelineno-1-48"></a> <span class="n">date_to</span><span class="o">=</span><span class="n">datetime</span><span class="p">(</span><span class="mi">2024</span><span class="p">,</span> <span class="mi">2</span><span class="p">,</span> <span class="mi">1</span><span class="p">,</span> <span class="n">tzinfo</span><span class="o">=</span><span class="n">UTC</span><span class="p">),</span>
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<a id="__codelineno-1-49" name="__codelineno-1-49" href="#__codelineno-1-49"></a> <span class="n">datasets</span><span class="o">=</span><span class="p">{</span><span class="n">Dataset</span><span class="o">.</span><span class="n">rates</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-1-50" name="__codelineno-1-50" href="#__codelineno-1-50"></a><span class="p">)</span>
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<div class="highlight"><pre><span></span><code><a id="__codelineno-2-1" name="__codelineno-2-1" href="#__codelineno-2-1"></a><span class="kn">from</span><span class="w"> </span><span class="nn">datetime</span><span class="w"> </span><span class="kn">import</span> <span class="n">UTC</span><span class="p">,</span> <span class="n">datetime</span>
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<a id="__codelineno-2-2" name="__codelineno-2-2" href="#__codelineno-2-2"></a><span class="kn">from</span><span class="w"> </span><span class="nn">pathlib</span><span class="w"> </span><span class="kn">import</span> <span class="n">Path</span>
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<a id="__codelineno-2-3" name="__codelineno-2-3" href="#__codelineno-2-3"></a>
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<a id="__codelineno-2-4" name="__codelineno-2-4" href="#__codelineno-2-4"></a><span class="kn">from</span><span class="w"> </span><span class="nn">mt5cli</span><span class="w"> </span><span class="kn">import</span> <span class="p">(</span>
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<a id="__codelineno-2-5" name="__codelineno-2-5" href="#__codelineno-2-5"></a> <span class="n">DataKind</span><span class="p">,</span>
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<a id="__codelineno-2-6" name="__codelineno-2-6" href="#__codelineno-2-6"></a> <span class="n">Dataset</span><span class="p">,</span>
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<a id="__codelineno-2-7" name="__codelineno-2-7" href="#__codelineno-2-7"></a> <span class="n">MT5Client</span><span class="p">,</span>
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<a id="__codelineno-2-8" name="__codelineno-2-8" href="#__codelineno-2-8"></a> <span class="n">build_config</span><span class="p">,</span>
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<a id="__codelineno-2-9" name="__codelineno-2-9" href="#__codelineno-2-9"></a> <span class="n">collect_history</span><span class="p">,</span>
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<a id="__codelineno-2-10" name="__codelineno-2-10" href="#__codelineno-2-10"></a> <span class="n">export_dataframe</span><span class="p">,</span>
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<a id="__codelineno-2-11" name="__codelineno-2-11" href="#__codelineno-2-11"></a> <span class="n">load_rate_data</span><span class="p">,</span>
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<a id="__codelineno-2-12" name="__codelineno-2-12" href="#__codelineno-2-12"></a> <span class="n">minimum_margins</span><span class="p">,</span>
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<a id="__codelineno-2-13" name="__codelineno-2-13" href="#__codelineno-2-13"></a> <span class="n">mt5_session</span><span class="p">,</span>
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<a id="__codelineno-2-14" name="__codelineno-2-14" href="#__codelineno-2-14"></a> <span class="n">normalize_dataframe</span><span class="p">,</span>
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<a id="__codelineno-2-15" name="__codelineno-2-15" href="#__codelineno-2-15"></a> <span class="n">recent_ticks</span><span class="p">,</span>
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<a id="__codelineno-2-16" name="__codelineno-2-16" href="#__codelineno-2-16"></a> <span class="n">resolve_rate_view_name</span><span class="p">,</span>
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<a id="__codelineno-2-17" name="__codelineno-2-17" href="#__codelineno-2-17"></a><span class="p">)</span>
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<a id="__codelineno-2-18" name="__codelineno-2-18" href="#__codelineno-2-18"></a>
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<a id="__codelineno-2-19" name="__codelineno-2-19" href="#__codelineno-2-19"></a><span class="c1"># Persistent session for multiple calls</span>
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<a id="__codelineno-2-20" name="__codelineno-2-20" href="#__codelineno-2-20"></a><span class="k">with</span> <span class="n">mt5_session</span><span class="p">(</span><span class="n">build_config</span><span class="p">(</span><span class="n">login</span><span class="o">=</span><span class="mi">12345</span><span class="p">,</span> <span class="n">server</span><span class="o">=</span><span class="s2">"Broker-Demo"</span><span class="p">))</span> <span class="k">as</span> <span class="n">client</span><span class="p">:</span>
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<a id="__codelineno-2-21" name="__codelineno-2-21" href="#__codelineno-2-21"></a> <span class="n">rates</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">copy_rates_range</span><span class="p">(</span>
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<a id="__codelineno-2-22" name="__codelineno-2-22" href="#__codelineno-2-22"></a> <span class="s2">"EURUSD"</span><span class="p">,</span>
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<a id="__codelineno-2-23" name="__codelineno-2-23" href="#__codelineno-2-23"></a> <span class="n">timeframe</span><span class="o">=</span><span class="s2">"H1"</span><span class="p">,</span>
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<a id="__codelineno-2-24" name="__codelineno-2-24" href="#__codelineno-2-24"></a> <span class="n">date_from</span><span class="o">=</span><span class="s2">"2024-01-01"</span><span class="p">,</span>
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<a id="__codelineno-2-25" name="__codelineno-2-25" href="#__codelineno-2-25"></a> <span class="n">date_to</span><span class="o">=</span><span class="s2">"2024-02-01"</span><span class="p">,</span>
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<a id="__codelineno-2-26" name="__codelineno-2-26" href="#__codelineno-2-26"></a> <span class="p">)</span>
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<a id="__codelineno-2-27" name="__codelineno-2-27" href="#__codelineno-2-27"></a> <span class="n">positions</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">positions</span><span class="p">()</span>
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<a id="__codelineno-2-28" name="__codelineno-2-28" href="#__codelineno-2-28"></a> <span class="n">check</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">order_check</span><span class="p">({</span><span class="s2">"action"</span><span class="p">:</span> <span class="mi">1</span><span class="p">,</span> <span class="s2">"symbol"</span><span class="p">:</span> <span class="s2">"EURUSD"</span><span class="p">,</span> <span class="s2">"volume"</span><span class="p">:</span> <span class="mf">0.1</span><span class="p">})</span>
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<a id="__codelineno-2-29" name="__codelineno-2-29" href="#__codelineno-2-29"></a>
|
||||
<a id="__codelineno-2-30" name="__codelineno-2-30" href="#__codelineno-2-30"></a><span class="c1"># Normalize MT5 frames to the public schema contract before storage</span>
|
||||
<a id="__codelineno-2-31" name="__codelineno-2-31" href="#__codelineno-2-31"></a><span class="n">closed_rates</span> <span class="o">=</span> <span class="n">normalize_dataframe</span><span class="p">(</span>
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<a id="__codelineno-2-32" name="__codelineno-2-32" href="#__codelineno-2-32"></a> <span class="n">rates</span><span class="p">,</span> <span class="n">DataKind</span><span class="o">.</span><span class="n">rates</span><span class="p">,</span> <span class="n">symbol</span><span class="o">=</span><span class="s2">"EURUSD"</span><span class="p">,</span> <span class="n">timeframe</span><span class="o">=</span><span class="s2">"H1"</span>
|
||||
<a id="__codelineno-2-33" name="__codelineno-2-33" href="#__codelineno-2-33"></a><span class="p">)</span>
|
||||
<a id="__codelineno-2-34" name="__codelineno-2-34" href="#__codelineno-2-34"></a><span class="n">export_dataframe</span><span class="p">(</span><span class="n">closed_rates</span><span class="p">,</span> <span class="n">Path</span><span class="p">(</span><span class="s2">"rates.csv"</span><span class="p">),</span> <span class="s2">"csv"</span><span class="p">)</span>
|
||||
<a id="__codelineno-2-35" name="__codelineno-2-35" href="#__codelineno-2-35"></a>
|
||||
<a id="__codelineno-2-36" name="__codelineno-2-36" href="#__codelineno-2-36"></a><span class="c1"># Offline rate loading from mt5cli-managed SQLite history</span>
|
||||
<a id="__codelineno-2-37" name="__codelineno-2-37" href="#__codelineno-2-37"></a><span class="n">view</span> <span class="o">=</span> <span class="n">resolve_rate_view_name</span><span class="p">(</span><span class="n">Path</span><span class="p">(</span><span class="s2">"history.db"</span><span class="p">),</span> <span class="s2">"EURUSD"</span><span class="p">,</span> <span class="s2">"M1"</span><span class="p">,</span> <span class="n">require_existing</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span>
|
||||
<a id="__codelineno-2-38" name="__codelineno-2-38" href="#__codelineno-2-38"></a><span class="n">offline_rates</span> <span class="o">=</span> <span class="n">load_rate_data</span><span class="p">(</span><span class="n">Path</span><span class="p">(</span><span class="s2">"history.db"</span><span class="p">),</span> <span class="n">view</span><span class="p">,</span> <span class="n">count</span><span class="o">=</span><span class="mi">1000</span><span class="p">)</span>
|
||||
<a id="__codelineno-2-39" name="__codelineno-2-39" href="#__codelineno-2-39"></a>
|
||||
<a id="__codelineno-2-40" name="__codelineno-2-40" href="#__codelineno-2-40"></a><span class="c1"># One-off helpers still work without instantiating a client</span>
|
||||
<a id="__codelineno-2-41" name="__codelineno-2-41" href="#__codelineno-2-41"></a><span class="n">ticks</span> <span class="o">=</span> <span class="n">recent_ticks</span><span class="p">(</span><span class="s2">"EURUSD"</span><span class="p">,</span> <span class="n">seconds</span><span class="o">=</span><span class="mi">300</span><span class="p">)</span>
|
||||
<a id="__codelineno-2-42" name="__codelineno-2-42" href="#__codelineno-2-42"></a><span class="n">margins</span> <span class="o">=</span> <span class="n">minimum_margins</span><span class="p">(</span><span class="s2">"EURUSD"</span><span class="p">)</span>
|
||||
<a id="__codelineno-2-43" name="__codelineno-2-43" href="#__codelineno-2-43"></a>
|
||||
<a id="__codelineno-2-44" name="__codelineno-2-44" href="#__codelineno-2-44"></a><span class="n">collect_history</span><span class="p">(</span>
|
||||
<a id="__codelineno-2-45" name="__codelineno-2-45" href="#__codelineno-2-45"></a> <span class="n">Path</span><span class="p">(</span><span class="s2">"history.db"</span><span class="p">),</span>
|
||||
<a id="__codelineno-2-46" name="__codelineno-2-46" href="#__codelineno-2-46"></a> <span class="n">symbols</span><span class="o">=</span><span class="p">[</span><span class="s2">"EURUSD"</span><span class="p">,</span> <span class="s2">"GBPUSD"</span><span class="p">],</span>
|
||||
<a id="__codelineno-2-47" name="__codelineno-2-47" href="#__codelineno-2-47"></a> <span class="n">date_from</span><span class="o">=</span><span class="n">datetime</span><span class="p">(</span><span class="mi">2024</span><span class="p">,</span> <span class="mi">1</span><span class="p">,</span> <span class="mi">1</span><span class="p">,</span> <span class="n">tzinfo</span><span class="o">=</span><span class="n">UTC</span><span class="p">),</span>
|
||||
<a id="__codelineno-2-48" name="__codelineno-2-48" href="#__codelineno-2-48"></a> <span class="n">date_to</span><span class="o">=</span><span class="n">datetime</span><span class="p">(</span><span class="mi">2024</span><span class="p">,</span> <span class="mi">2</span><span class="p">,</span> <span class="mi">1</span><span class="p">,</span> <span class="n">tzinfo</span><span class="o">=</span><span class="n">UTC</span><span class="p">),</span>
|
||||
<a id="__codelineno-2-49" name="__codelineno-2-49" href="#__codelineno-2-49"></a> <span class="n">datasets</span><span class="o">=</span><span class="p">{</span><span class="n">Dataset</span><span class="o">.</span><span class="n">rates</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-2-50" name="__codelineno-2-50" href="#__codelineno-2-50"></a><span class="p">)</span>
|
||||
</code></pre></div>
|
||||
<p>Schema contracts live in <code>mt5cli.schemas</code> (<code>DataKind</code>, <code>validate_schema</code>, <code>normalize_dataframe</code>). Storage helpers are re-exported from <code>mt5cli.storage</code> and the package root.</p>
|
||||
<p><code>MT5Client.order_send()</code> is a live execution primitive: it can place real trades on the connected account. mt5cli does not implement strategy logic, signal generation, backtesting, or optimization — downstream applications must gate live execution explicitly (the CLI requires <code>--yes</code> for <code>order-send</code>).</p>
|
||||
<p><code>MT5Client.mt5_summary()</code> returns structured nested Python values. Use <code>MT5Client.mt5_summary_as_df()</code> when you need a one-row DataFrame for export.</p>
|
||||
<h2 id="quick-start">Quick Start<a class="headerlink" href="#quick-start" title="Permanent link">¶</a></h2>
|
||||
<div class="highlight"><pre><span></span><code><a id="__codelineno-2-1" name="__codelineno-2-1" href="#__codelineno-2-1"></a><span class="c1"># Export account information to CSV</span>
|
||||
<a id="__codelineno-2-2" name="__codelineno-2-2" href="#__codelineno-2-2"></a>mt5cli<span class="w"> </span>-o<span class="w"> </span>account.csv<span class="w"> </span>account-info
|
||||
<a id="__codelineno-2-3" name="__codelineno-2-3" href="#__codelineno-2-3"></a>
|
||||
<a id="__codelineno-2-4" name="__codelineno-2-4" href="#__codelineno-2-4"></a><span class="c1"># Export EURUSD M1 rates to Parquet</span>
|
||||
<a id="__codelineno-2-5" name="__codelineno-2-5" href="#__codelineno-2-5"></a>mt5cli<span class="w"> </span>-o<span class="w"> </span>rates.parquet<span class="w"> </span>rates-from<span class="w"> </span>--symbol<span class="w"> </span>EURUSD<span class="w"> </span>--timeframe<span class="w"> </span>M1<span class="w"> </span><span class="se">\</span>
|
||||
<a id="__codelineno-2-6" name="__codelineno-2-6" href="#__codelineno-2-6"></a><span class="w"> </span>--date-from<span class="w"> </span><span class="m">2024</span>-01-01<span class="w"> </span>--count<span class="w"> </span><span class="m">1000</span>
|
||||
<a id="__codelineno-2-7" name="__codelineno-2-7" href="#__codelineno-2-7"></a>
|
||||
<a id="__codelineno-2-8" name="__codelineno-2-8" href="#__codelineno-2-8"></a><span class="c1"># Export ticks to JSON</span>
|
||||
<a id="__codelineno-2-9" name="__codelineno-2-9" href="#__codelineno-2-9"></a>mt5cli<span class="w"> </span>-o<span class="w"> </span>ticks.json<span class="w"> </span>ticks-from<span class="w"> </span>--symbol<span class="w"> </span>EURUSD<span class="w"> </span><span class="se">\</span>
|
||||
<a id="__codelineno-2-10" name="__codelineno-2-10" href="#__codelineno-2-10"></a><span class="w"> </span>--date-from<span class="w"> </span><span class="m">2024</span>-01-01<span class="w"> </span>--count<span class="w"> </span><span class="m">500</span><span class="w"> </span>--flags<span class="w"> </span>ALL
|
||||
<a id="__codelineno-2-11" name="__codelineno-2-11" href="#__codelineno-2-11"></a>
|
||||
<a id="__codelineno-2-12" name="__codelineno-2-12" href="#__codelineno-2-12"></a><span class="c1"># Export symbols to SQLite3 with custom table name</span>
|
||||
<a id="__codelineno-2-13" name="__codelineno-2-13" href="#__codelineno-2-13"></a>mt5cli<span class="w"> </span>-o<span class="w"> </span>data.db<span class="w"> </span>--table<span class="w"> </span>symbols<span class="w"> </span>symbols<span class="w"> </span>--group<span class="w"> </span><span class="s2">"*USD*"</span>
|
||||
<a id="__codelineno-2-14" name="__codelineno-2-14" href="#__codelineno-2-14"></a>
|
||||
<a id="__codelineno-2-15" name="__codelineno-2-15" href="#__codelineno-2-15"></a><span class="c1"># Export with connection credentials</span>
|
||||
<a id="__codelineno-2-16" name="__codelineno-2-16" href="#__codelineno-2-16"></a>mt5cli<span class="w"> </span>--login<span class="w"> </span><span class="m">12345</span><span class="w"> </span>--password<span class="w"> </span>mypass<span class="w"> </span>--server<span class="w"> </span>MyBroker-Demo<span class="w"> </span><span class="se">\</span>
|
||||
<a id="__codelineno-2-17" name="__codelineno-2-17" href="#__codelineno-2-17"></a><span class="w"> </span>-o<span class="w"> </span>positions.csv<span class="w"> </span>positions
|
||||
<div class="highlight"><pre><span></span><code><a id="__codelineno-3-1" name="__codelineno-3-1" href="#__codelineno-3-1"></a><span class="c1"># Export account information to CSV</span>
|
||||
<a id="__codelineno-3-2" name="__codelineno-3-2" href="#__codelineno-3-2"></a>mt5cli<span class="w"> </span>-o<span class="w"> </span>account.csv<span class="w"> </span>account-info
|
||||
<a id="__codelineno-3-3" name="__codelineno-3-3" href="#__codelineno-3-3"></a>
|
||||
<a id="__codelineno-3-4" name="__codelineno-3-4" href="#__codelineno-3-4"></a><span class="c1"># Export EURUSD M1 rates to Parquet</span>
|
||||
<a id="__codelineno-3-5" name="__codelineno-3-5" href="#__codelineno-3-5"></a>mt5cli<span class="w"> </span>-o<span class="w"> </span>rates.parquet<span class="w"> </span>rates-from<span class="w"> </span>--symbol<span class="w"> </span>EURUSD<span class="w"> </span>--timeframe<span class="w"> </span>M1<span class="w"> </span><span class="se">\</span>
|
||||
<a id="__codelineno-3-6" name="__codelineno-3-6" href="#__codelineno-3-6"></a><span class="w"> </span>--date-from<span class="w"> </span><span class="m">2024</span>-01-01<span class="w"> </span>--count<span class="w"> </span><span class="m">1000</span>
|
||||
<a id="__codelineno-3-7" name="__codelineno-3-7" href="#__codelineno-3-7"></a>
|
||||
<a id="__codelineno-3-8" name="__codelineno-3-8" href="#__codelineno-3-8"></a><span class="c1"># Export ticks to JSON</span>
|
||||
<a id="__codelineno-3-9" name="__codelineno-3-9" href="#__codelineno-3-9"></a>mt5cli<span class="w"> </span>-o<span class="w"> </span>ticks.json<span class="w"> </span>ticks-from<span class="w"> </span>--symbol<span class="w"> </span>EURUSD<span class="w"> </span><span class="se">\</span>
|
||||
<a id="__codelineno-3-10" name="__codelineno-3-10" href="#__codelineno-3-10"></a><span class="w"> </span>--date-from<span class="w"> </span><span class="m">2024</span>-01-01<span class="w"> </span>--count<span class="w"> </span><span class="m">500</span><span class="w"> </span>--flags<span class="w"> </span>ALL
|
||||
<a id="__codelineno-3-11" name="__codelineno-3-11" href="#__codelineno-3-11"></a>
|
||||
<a id="__codelineno-3-12" name="__codelineno-3-12" href="#__codelineno-3-12"></a><span class="c1"># Export symbols to SQLite3 with custom table name</span>
|
||||
<a id="__codelineno-3-13" name="__codelineno-3-13" href="#__codelineno-3-13"></a>mt5cli<span class="w"> </span>-o<span class="w"> </span>data.db<span class="w"> </span>--table<span class="w"> </span>symbols<span class="w"> </span>symbols<span class="w"> </span>--group<span class="w"> </span><span class="s2">"*USD*"</span>
|
||||
<a id="__codelineno-3-14" name="__codelineno-3-14" href="#__codelineno-3-14"></a>
|
||||
<a id="__codelineno-3-15" name="__codelineno-3-15" href="#__codelineno-3-15"></a><span class="c1"># Export with connection credentials</span>
|
||||
<a id="__codelineno-3-16" name="__codelineno-3-16" href="#__codelineno-3-16"></a>mt5cli<span class="w"> </span>--login<span class="w"> </span><span class="m">12345</span><span class="w"> </span>--password<span class="w"> </span>mypass<span class="w"> </span>--server<span class="w"> </span>MyBroker-Demo<span class="w"> </span><span class="se">\</span>
|
||||
<a id="__codelineno-3-17" name="__codelineno-3-17" href="#__codelineno-3-17"></a><span class="w"> </span>-o<span class="w"> </span>positions.csv<span class="w"> </span>positions
|
||||
</code></pre></div>
|
||||
<h2 id="commands">Commands<a class="headerlink" href="#commands" title="Permanent link">¶</a></h2>
|
||||
<h3 id="rates">Rates<a class="headerlink" href="#rates" title="Permanent link">¶</a></h3>
|
||||
@@ -442,11 +445,11 @@
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<div class="highlight"><pre><span></span><code><a id="__codelineno-3-1" name="__codelineno-3-1" href="#__codelineno-3-1"></a>mt5cli<span class="w"> </span>-o<span class="w"> </span>history.db<span class="w"> </span>collect-history<span class="w"> </span><span class="se">\</span>
|
||||
<a id="__codelineno-3-2" name="__codelineno-3-2" href="#__codelineno-3-2"></a><span class="w"> </span>--symbol<span class="w"> </span>EURUSD<span class="w"> </span>--symbol<span class="w"> </span>GBPUSD<span class="w"> </span><span class="se">\</span>
|
||||
<a id="__codelineno-3-3" name="__codelineno-3-3" href="#__codelineno-3-3"></a><span class="w"> </span>--date-from<span class="w"> </span><span class="m">2024</span>-01-01<span class="w"> </span>--date-to<span class="w"> </span><span class="m">2024</span>-02-01<span class="w"> </span><span class="se">\</span>
|
||||
<a id="__codelineno-3-4" name="__codelineno-3-4" href="#__codelineno-3-4"></a><span class="w"> </span>--dataset<span class="w"> </span>rates<span class="w"> </span>--dataset<span class="w"> </span>history-deals<span class="w"> </span><span class="se">\</span>
|
||||
<a id="__codelineno-3-5" name="__codelineno-3-5" href="#__codelineno-3-5"></a><span class="w"> </span>--timeframe<span class="w"> </span>M1<span class="w"> </span>--flags<span class="w"> </span>ALL<span class="w"> </span>--if-exists<span class="w"> </span>append<span class="w"> </span>--with-views
|
||||
<div class="highlight"><pre><span></span><code><a id="__codelineno-4-1" name="__codelineno-4-1" href="#__codelineno-4-1"></a>mt5cli<span class="w"> </span>-o<span class="w"> </span>history.db<span class="w"> </span>collect-history<span class="w"> </span><span class="se">\</span>
|
||||
<a id="__codelineno-4-2" name="__codelineno-4-2" href="#__codelineno-4-2"></a><span class="w"> </span>--symbol<span class="w"> </span>EURUSD<span class="w"> </span>--symbol<span class="w"> </span>GBPUSD<span class="w"> </span><span class="se">\</span>
|
||||
<a id="__codelineno-4-3" name="__codelineno-4-3" href="#__codelineno-4-3"></a><span class="w"> </span>--date-from<span class="w"> </span><span class="m">2024</span>-01-01<span class="w"> </span>--date-to<span class="w"> </span><span class="m">2024</span>-02-01<span class="w"> </span><span class="se">\</span>
|
||||
<a id="__codelineno-4-4" name="__codelineno-4-4" href="#__codelineno-4-4"></a><span class="w"> </span>--dataset<span class="w"> </span>rates<span class="w"> </span>--dataset<span class="w"> </span>history-deals<span class="w"> </span><span class="se">\</span>
|
||||
<a id="__codelineno-4-5" name="__codelineno-4-5" href="#__codelineno-4-5"></a><span class="w"> </span>--timeframe<span class="w"> </span>M1<span class="w"> </span>--flags<span class="w"> </span>ALL<span class="w"> </span>--if-exists<span class="w"> </span>append<span class="w"> </span>--with-views
|
||||
</code></pre></div>
|
||||
<p><code>collect-history</code> options:</p>
|
||||
<table>
|
||||
@@ -653,5 +656,5 @@
|
||||
|
||||
<!--
|
||||
MkDocs version : 1.6.1
|
||||
Build Date UTC : 2026-06-25 01:40:41.692888+00:00
|
||||
Build Date UTC : 2026-06-25 05:04:04.117479+00:00
|
||||
-->
|
||||
|
||||
Reference in New Issue
Block a user