feat: stable MT5Client public API and infrastructure layer (#30)
* feat: add stable MT5Client public API and infrastructure layer Introduce a reusable public API for downstream trading applications: - MT5Client as the primary client abstraction with order_check/order_send - schemas module with DataKind contracts, validation, and normalization - converters, exceptions, retry, and storage facade modules - CLI order commands now route through MT5Client - connected_client made public; retry logic centralized - Contract tests for API surface, schemas, and storage round-trips - README and docs updated with Python API usage examples Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * fix: correct time coercion, broker-safe symbols, and execution docs - Normalize MT5 time columns with correct second/millisecond units - Coerce all present known MT5 time fields, including optional order times - Preserve broker symbol casing in normalize_symbol() - Document order_send() as a live execution primitive with clear scope boundaries - Add contract tests for timestamp and symbol normalization behavior Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> --------- Co-authored-by: Cursor Agent <cursoragent@cursor.com> Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com>
This commit is contained in:
Daichi Narushima
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# Client
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::: mt5cli.client
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# Converters
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::: mt5cli.converters
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# Exceptions
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::: mt5cli.exceptions
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+39
-111
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# API Reference
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This section contains the complete API documentation for mt5cli.
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This section documents the mt5cli public Python API and CLI modules.
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## Modules
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## Public API layers
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The mt5cli package consists of the following modules:
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| Module | Purpose |
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| ----------------------------------------- | ------------------------------------------------------------------------- |
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| [Client](client.md) | `MT5Client` session abstraction for data access and order primitives |
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| [Schemas](schemas.md) | Canonical DataFrame contracts and normalization helpers |
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| [Storage](storage.md) | CSV/JSON/Parquet/SQLite export and history collection helpers |
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| [Converters](converters.md) | Symbol, timeframe, timezone, and date-range utilities |
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| [Exceptions](exceptions.md) | Stable mt5cli exception types and MT5 error normalization |
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| [SDK](sdk.md) | Module-level fetch helpers, multi-account collectors, incremental history |
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| [Trading](trading.md) | Trading-capable sessions and operational helpers |
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| [History Collection (SQLite)](history.md) | SQLite schema, incremental writes, dedup, and rate views |
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| [CLI](cli.md) | Typer commands that delegate to the Python API |
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| [Utils](utils.md) | Parsing helpers and Click parameter types |
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### [CLI](cli.md)
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## Architecture overview
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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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### [Trading](trading.md)
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Trading-capable session management and operational helpers built on `pdmt5.Mt5TradingClient`. Complements the read-only SDK without changing existing `Mt5CliClient` behavior.
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### [History Collection (SQLite)](history.md)
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SQLite storage helpers for the `collect-history` command schema, incremental updates, deduplication, indexes, and optional views.
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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 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. **Trading Layer** (`trading.py`): Trading-capable sessions and operational helpers on `Mt5TradingClient`.
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4. **Utils Layer** (`utils.py`): Constants, enums, custom Click parameter types, parsing helpers, and format detection/export utilities.
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5. **Data Layer** (via `pdmt5`): Uses `Mt5DataClient`, `Mt5TradingClient`, and `Mt5Config` from the pdmt5 package for MetaTrader 5 access.
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## Usage Guidelines
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All modules follow these conventions:
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- **Type Safety**: All functions include comprehensive type hints
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- **Error Handling**: User-friendly error messages via typer
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- **Documentation**: Google-style docstrings with examples
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- **Validation**: Custom Click parameter types for input validation
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## Quick Start
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```bash
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# Export account information to CSV
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mt5cli -o account.csv account-info
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# Export EURUSD H1 rates to Parquet
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mt5cli -o rates.parquet rates-from --symbol EURUSD --timeframe H1 \
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--date-from 2024-01-01 --count 1000
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# Export ticks to JSON
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mt5cli -o ticks.json ticks-from --symbol EURUSD \
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--date-from 2024-01-01 --count 500 --flags ALL
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# Export to SQLite3 with custom table name
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mt5cli -o data.db --table symbols symbols --group "*USD*"
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```mermaid
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flowchart TD
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App["Downstream application"] --> Client["MT5Client"]
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CLI["mt5cli CLI"] --> Client
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Client --> SDK["sdk / pdmt5"]
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Client --> Schemas["schemas"]
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Storage["storage"] --> History["history SQLite"]
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Storage --> Utils["utils export"]
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SDK --> PDMT5["pdmt5.Mt5DataClient"]
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```
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## Python API
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Downstream packages should depend on the package root exports (`MT5Client`, `DataKind`, `normalize_dataframe`, `export_dataframe`, `collect_history`, etc.) rather than private modules.
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`MT5Client.order_send()` is a live execution primitive that can place real trades. mt5cli exposes minimal execution helpers only; strategy logic, signals, backtests, and optimization remain out of scope and must be implemented downstream with explicit execution gating.
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## Quick start
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```python
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from datetime import UTC, datetime
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from pathlib import Path
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from mt5cli import MT5Client, build_config, mt5_session
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from mt5cli import (
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Dataset,
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IfExists,
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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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export_dataframe_to_sqlite,
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minimum_margins,
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recent_ticks,
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)
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from mt5cli.history import resolve_rate_view_name
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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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export_dataframe(rates, Path("output.csv"), "csv")
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# Append to SQLite with deduplication
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export_dataframe_to_sqlite(
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rates,
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Path("history.db"),
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"rates",
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if_exists=IfExists.APPEND,
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deduplicate_on=("symbol", "timeframe", "time"),
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)
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# Resolve rate compatibility views and fetch recent ticks
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view = resolve_rate_view_name(Path("history.db"), "EURUSD", "M1")
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ticks = recent_ticks("EURUSD", seconds=300)
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margins = minimum_margins("EURUSD")
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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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with mt5_session(build_config(login=12345)) as client:
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rates = client.copy_rates_range("EURUSD", "H1", "2024-01-01", "2024-02-01")
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positions = client.positions()
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```
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## Examples
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```bash
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mt5cli -o account.csv account-info
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mt5cli -o rates.parquet rates-range --symbol EURUSD --timeframe H1 \
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--date-from 2024-01-01 --date-to 2024-02-01
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```
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See individual module pages for detailed usage examples and code samples.
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See individual module pages for detailed usage examples.
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# Schemas
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::: mt5cli.schemas
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# Storage
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::: mt5cli.storage
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+34
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# mt5cli
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Command-line tool for MetaTrader 5 data export.
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Generic MT5 data and execution infrastructure for Python applications.
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## Overview
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mt5cli is a CLI application that exports MetaTrader 5 trading data to multiple file formats. It is built on top of [pdmt5](https://github.com/dceoy/pdmt5), a pandas-based data handler for MetaTrader 5.
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mt5cli provides a stable `MT5Client` Python API, standardized dataset schemas, storage helpers, and a CLI for exporting MetaTrader 5 data. It is built on top of [pdmt5](https://github.com/dceoy/pdmt5), a pandas-based data handler for MetaTrader 5.
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## Architecture
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- **pdmt5** — canonical MT5 client, DataFrame/trading primitives, and MT5 constant parsing (`TIMEFRAME_*`, `COPY_TICKS_*`, order types).
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- **mt5cli** — CLI commands, CSV/JSON/Parquet/SQLite export, SQLite history collection, rate views, and local batch/automation SDK helpers built on pdmt5.
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- **mt5cli** — public `MT5Client` API, schema contracts, storage helpers, CLI commands, and SQLite history collection built on pdmt5.
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- **mt5api** — sibling HTTP adapter for remote MT5 access; not a dependency of mt5cli.
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## Features
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pip install mt5cli
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```
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## Programmatic usage / SDK usage
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## Python API for downstream packages
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mt5cli can be used as a small Python SDK for read-only MetaTrader 5 data collection. SDK functions return pandas DataFrames without writing files. Use `export_dataframe` or `export_dataframe_to_sqlite` when you need to persist results.
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Import `MT5Client` for generic MT5 data access, schema normalization, and optional order primitives. `Mt5CliClient` remains available as a backward-compatible alias.
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```python
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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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DataKind,
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Dataset,
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MT5Client,
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build_config,
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collect_history,
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copy_rates_range,
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export_dataframe,
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export_dataframe_to_sqlite,
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load_rate_data,
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minimum_margins,
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mt5_session,
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normalize_dataframe,
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recent_ticks,
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resolve_rate_view_name,
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)
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from mt5cli.history import resolve_rate_view_name
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# One-off fetch with module-level helpers
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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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# Persistent session for multiple calls
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with mt5_session(build_config(login=12345, server="Broker-Demo")) as client:
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rates = client.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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positions = client.positions()
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check = client.order_check({"action": 1, "symbol": "EURUSD", "volume": 0.1})
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# Normalize MT5 frames to the public schema contract before storage
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closed_rates = normalize_dataframe(
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rates, DataKind.rates, symbol="EURUSD", timeframe="H1"
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)
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export_dataframe(rates, Path("rates.csv"), "csv")
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export_dataframe(closed_rates, Path("rates.csv"), "csv")
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# Resolve SQLite rate compatibility views for downstream tools
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# Offline rate loading from mt5cli-managed SQLite history
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view = resolve_rate_view_name(Path("history.db"), "EURUSD", "M1", require_existing=True)
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offline_rates = load_rate_data(Path("history.db"), view, count=1000)
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# Recent tick window and minimum margin summary
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# One-off helpers still work without instantiating a client
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ticks = recent_ticks("EURUSD", seconds=300)
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margins = minimum_margins("EURUSD")
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# Reuse one MT5 connection for multiple calls
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with Mt5CliClient(login=12345, password="secret", server="Broker-Demo") as client:
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account = client.account_info()
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positions = client.positions()
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latest = client.latest_rates("EURUSD", "M1", count=100)
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summary = client.mt5_summary()
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summary_table = client.mt5_summary_as_df()
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# Bulk SQLite collection (same behavior as the collect-history CLI command)
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collect_history(
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Path("history.db"),
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symbols=["EURUSD", "GBPUSD"],
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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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timeframe="M1",
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flags="ALL",
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with_views=True,
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datasets={Dataset.rates, Dataset.history_deals},
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)
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```
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Timeframes, tick flags, and ISO 8601 date strings are accepted wherever noted in the SDK API.
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Schema contracts live in `mt5cli.schemas` (`DataKind`, `validate_schema`, `normalize_dataframe`). Storage helpers are re-exported from `mt5cli.storage` and the package root.
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`Mt5CliClient.mt5_summary()` returns the SDK structured form as plain nested Python values. Use `Mt5CliClient.mt5_summary_as_df()` when you need a one-row DataFrame for export. The `mt5-summary` CLI command uses this tabular form, so nested terminal/account fields are JSON-encoded strings that are safe for CSV, JSON, Parquet, and SQLite output.
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`MT5Client.order_send()` 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 `--yes` for `order-send`).
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`MT5Client.mt5_summary()` returns structured nested Python values. Use `MT5Client.mt5_summary_as_df()` when you need a one-row DataFrame for export.
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## Quick Start
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Reference in New Issue
Block a user