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Fix mt5cli issues #92-#95 and #97 (#102)

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* feat: add MT5 order metadata, coverage report, and env-backed CLI config

* fix: align review-driven trading and history contracts

* Bump pdmt5 to 1.1.0

* test: stabilize history gaps CLI assertion

* fix: address review follow-ups for gaps and filling mode
This commit is contained in:
Daichi Narushima
2026-07-04 14:19:56 +09:00
committed by GitHub
parent c2cf0656dd
commit 74e3754a80
15 changed files with 1372 additions and 80 deletions
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tests/test_trading.py
+247
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@@ -23,6 +23,7 @@ from mt5cli.trading import (
OrderLimits,
OrderSide,
ProjectionMode,
_filter_positions, # type: ignore[reportPrivateUsage]
_Mt5ClientProtocol, # type: ignore[reportPrivateUsage]
calculate_account_projected_margin_ratio,
calculate_margin_and_volume,
@@ -52,6 +53,7 @@ from mt5cli.trading import (
mt5_trading_session,
normalize_order_volume,
place_market_order,
resolve_broker_filling_mode,
update_sltp_for_open_positions,
update_trailing_stop_loss_for_open_positions,
)
@@ -66,7 +68,11 @@ def _mock_trade_client() -> MagicMock:
client.mt5.TRADE_ACTION_DEAL = 20
client.mt5.TRADE_ACTION_SLTP = 21
client.mt5.ORDER_FILLING_IOC = 30
client.mt5.SYMBOL_FILLING_FOK = 1
client.mt5.SYMBOL_FILLING_IOC = 2
client.mt5.ORDER_TIME_GTC = 40
client.mt5.SYMBOL_TRADE_EXECUTION_MARKET = 3
client.mt5.SYMBOL_TRADE_EXECUTION_REQUEST = 4
client.mt5.TRADE_RETCODE_PLACED = 10008
client.mt5.TRADE_RETCODE_DONE = 10009
client.mt5.TRADE_RETCODE_DONE_PARTIAL = 10010
@@ -115,6 +121,34 @@ class TestDetectPositionSide:
assert detect_position_side(client, "EURUSD") == expected
def test_detect_position_side_filters_by_magic(self) -> None:
"""Magic-scoped side detection ignores foreign positions."""
client = MagicMock()
client.mt5.POSITION_TYPE_BUY = 0
client.mt5.POSITION_TYPE_SELL = 1
client.positions_get_as_df.return_value = pd.DataFrame(
[
{"type": 0, "volume": 0.3, "magic": 7},
{"type": 1, "volume": 0.2, "magic": 9},
],
)
assert detect_position_side(client, "EURUSD", magic=7) == "long"
assert detect_position_side(client, "EURUSD", magic=9) == "short"
def test_detect_position_side_magic_is_fail_closed_without_magic_column(
self,
) -> None:
"""Magic-scoped side detection returns None without magic metadata."""
client = MagicMock()
client.mt5.POSITION_TYPE_BUY = 0
client.mt5.POSITION_TYPE_SELL = 1
client.positions_get_as_df.return_value = pd.DataFrame(
[{"type": 0, "volume": 0.3}],
)
assert detect_position_side(client, "EURUSD", magic=7) is None
class TestCalculateMarginAndVolume:
"""Tests for calculate_margin_and_volume."""
@@ -2102,6 +2136,28 @@ class TestVolumeAndExecution:
_assert_close(_request_from_result(result)["sl"], 1.0)
_assert_close(_request_from_result(result)["tp"], 1.4)
def test_place_market_order_supports_optional_deviation_comment_and_magic(
self,
) -> None:
"""Test optional request metadata is preserved for market orders."""
client = _mock_trade_client()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
result = place_market_order(
client,
symbol="EURUSD",
volume=0.1,
order_side="BUY",
deviation=7,
comment="close-me",
magic=42,
dry_run=True,
)
assert _request_from_result(result)["deviation"] == 7
assert _request_from_result(result)["comment"] == "close-me"
assert _request_from_result(result)["magic"] == 42
@pytest.mark.parametrize(
("mode_kwarg", "match"),
[
@@ -2252,6 +2308,153 @@ class TestVolumeAndExecution:
assert result["retcode"] == expected_retcode
assert result["status"] == "failed"
@pytest.mark.parametrize(
("symbol_info", "preferred_modes", "default_mode", "expected"),
[
(
{"filling_mode": 2, "trade_exemode": 3},
("IOC", "FOK"),
"IOC",
"IOC",
),
(
{"filling_mode": 1, "trade_exemode": 3},
("IOC", "FOK"),
"IOC",
"FOK",
),
(
{"filling_mode": 0, "trade_exemode": 4},
("RETURN", "IOC"),
"IOC",
"RETURN",
),
(
{"filling_mode": None, "trade_exemode": None},
("RETURN", "FOK"),
"IOC",
"RETURN",
),
(
{"filling_mode": 2, "trade_exemode": 3},
("FOK",),
"IOC",
"IOC",
),
(
{"filling_mode": 2, "trade_exemode": 3},
("FOK",),
"RETURN",
"IOC",
),
],
ids=[
"ioc",
"fok-fallback",
"return",
"default-fallback",
"supported-default-fallback",
"ignore-unsupported-default",
],
)
def test_resolve_broker_filling_mode(
self,
symbol_info: dict[str, object],
preferred_modes: tuple[str, ...],
default_mode: str,
expected: str,
) -> None:
"""Test filling-mode resolution prefers supported modes then falls back."""
client = _mock_trade_client()
client.symbol_info_as_dict.return_value = symbol_info
result = resolve_broker_filling_mode(
client,
symbol="EURUSD",
preferred_modes=cast("Any", preferred_modes),
default_mode=cast("Any", default_mode),
)
assert result == expected
@pytest.mark.parametrize(
("preferred_modes", "default_mode"),
[
pytest.param(("BAD",), "IOC", id="bad-preferred"),
pytest.param(("IOC",), "BAD", id="bad-default"),
],
)
def test_resolve_broker_filling_mode_rejects_invalid_mode_names(
self,
preferred_modes: tuple[str, ...],
default_mode: str,
) -> None:
"""Test invalid preferred/default filling mode names raise ValueError."""
client = _mock_trade_client()
with pytest.raises(ValueError, match="Unsupported order_filling mode"):
resolve_broker_filling_mode(
client,
symbol="EURUSD",
preferred_modes=cast("Any", preferred_modes),
default_mode=cast("Any", default_mode),
)
def test_resolve_broker_filling_mode_keeps_preferred_when_metadata_missing(
self,
caplog: pytest.LogCaptureFixture,
) -> None:
"""Missing metadata should fail open to the caller-preferred mode."""
client = _mock_trade_client()
client.symbol_info_as_dict.return_value = {"filling_mode": None}
with caplog.at_level(logging.DEBUG):
result = resolve_broker_filling_mode(
client,
symbol="EURUSD",
preferred_modes=("FOK", "IOC"),
)
assert result == "FOK"
assert "keeping preferred mode" in caplog.text
def test_resolve_broker_filling_mode_supports_return_without_bitmask(self) -> None:
"""RETURN should be allowed when execution mode is non-market."""
client = _mock_trade_client()
client.symbol_info_as_dict.return_value = {
"filling_mode": None,
"trade_exemode": client.mt5.SYMBOL_TRADE_EXECUTION_REQUEST,
}
result = resolve_broker_filling_mode(
client,
symbol="EURUSD",
preferred_modes=("RETURN", "FOK"),
)
assert result == "RETURN"
def test_resolve_broker_filling_mode_keeps_preferred_when_metadata_unparseable(
self,
caplog: pytest.LogCaptureFixture,
) -> None:
"""Unparseable metadata should still fail open to the preferred mode."""
client = _mock_trade_client()
client.symbol_info_as_dict.return_value = {
"filling_mode": 0,
"trade_exemode": client.mt5.SYMBOL_TRADE_EXECUTION_MARKET,
}
with caplog.at_level(logging.DEBUG):
result = resolve_broker_filling_mode(
client,
symbol="EURUSD",
preferred_modes=("FOK", "IOC"),
)
assert result == "FOK"
assert "unparseable" in caplog.text
@pytest.mark.parametrize(
("filter_kwargs", "expected_order_side", "expected_position"),
[
@@ -2306,6 +2509,50 @@ class TestVolumeAndExecution:
assert client.order_send.call_args.args[0]["position"] == 9
def test_close_open_positions_forwards_optional_request_fields(self) -> None:
"""Test close helper forwards deviation/comment/magic into dry-run requests."""
client = _mock_trade_client()
client.positions_get_as_df.return_value = pd.DataFrame(
[{"ticket": 9, "symbol": "EURUSD", "type": 0, "volume": 0.1, "magic": 42}],
)
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
result = close_open_positions(
client,
tickets=[9],
deviation=8,
comment="close-me",
magic=42,
dry_run=True,
)
request = _request_from_result(result[0])
assert request["deviation"] == 8
assert request["comment"] == "close-me"
assert request["magic"] == 42
def test_close_open_positions_magic_filter_is_fail_closed_without_column(
self,
) -> None:
"""Test magic-scoped close operations skip rows without magic metadata."""
client = _mock_trade_client()
client.positions_get_as_df.return_value = pd.DataFrame(
[{"ticket": 9, "symbol": "EURUSD", "type": 0, "volume": 0.1}],
)
result = close_open_positions(client, magic=42, dry_run=True)
assert result == []
client.order_send.assert_not_called()
def test_filter_positions_magic_is_fail_closed_without_magic_column(self) -> None:
"""Test direct magic filtering fails closed when the DataFrame lacks magic."""
positions = pd.DataFrame([{"ticket": 1, "symbol": "EURUSD"}])
result = _filter_positions(positions, magic=42)
assert result.empty
def test_calculate_trailing_stop_updates_no_positions(self) -> None:
"""Test empty position sets produce no trailing updates."""
client = _mock_trade_client()