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Make ticks dataset opt-in for collect-history (#87)

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* feat: make SQLite tick history opt-in for collect-history

Ticks can grow SQLite databases quickly, so they are excluded from the
default dataset selection. The new DEFAULT_HISTORY_DATASETS constant
(rates, history-orders, history-deals) drives resolve_history_datasets(None),
collect_history(), and update_history(). Callers must pass
--dataset ticks (CLI) or datasets={Dataset.ticks} (SDK) to include ticks.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01ALK71tg75JWrrCKaiShb7b

* chore: reformat docs/index.md table column widths

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01ALK71tg75JWrrCKaiShb7b

* fix: update stale docstrings and tighten CLI None check

- update_history and ThrottledHistoryUpdater.__init__ docstrings now
  state that ticks are opt-in, matching collect_history's wording
- cli.py collect-history uses `is not None` for explicit empty-list safety

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01ALK71tg75JWrrCKaiShb7b

* docs: update README collect-history to reflect ticks opt-in default

The command table and section intro previously stated ticks were
collected by default ("all four", "rates, ticks, history-orders, and
history-deals"). Both now reflect the new default (rates, history-orders,
history-deals) and note that --dataset ticks is required to include ticks.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01ALK71tg75JWrrCKaiShb7b

---------

Co-authored-by: Claude <noreply@anthropic.com>
This commit is contained in:
Daichi Narushima
2026-06-28 06:00:26 +09:00
committed by GitHub
parent 43f632bc40
commit 80c3f3f65e
8 changed files with 173 additions and 49 deletions
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docs/index.md
+22 -22
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@@ -149,15 +149,15 @@ mt5cli --login 12345 --password mypass --server MyBroker-Demo \
### Trading State
| Command | Description |
| ---------------------- | --------------------------------------------------------------------- |
| `orders` | Export active orders |
| `positions` | Export open positions |
| `history-orders` | Export historical orders |
| `history-deals` | Export historical deals |
| `recent-history-deals` | Export historical deals from a trailing window |
| `mt5-summary` | Export terminal/account status summary |
| `order-check` | Check funds sufficiency for a trade request (read-only, no `--yes`) |
| Command | Description |
| ---------------------- | ------------------------------------------------------------------- |
| `orders` | Export active orders |
| `positions` | Export open positions |
| `history-orders` | Export historical orders |
| `history-deals` | Export historical deals |
| `recent-history-deals` | Export historical deals from a trailing window |
| `mt5-summary` | Export terminal/account status summary |
| `order-check` | Check funds sufficiency for a trade request (read-only, no `--yes`) |
### Execution (live / mutating)
@@ -176,9 +176,9 @@ applications should prefer dedicated closing helpers or their own risk controls.
### Bulk Collection
| Command | Description |
| ----------------- | -------------------------------------------------------------------------------------------------------------------------------------------------- |
| `collect-history` | Collect rates, ticks, history-orders, and history-deals for one or more symbols into a single SQLite database (optional cash-event/position views) |
| Command | Description |
| ----------------- | -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
| `collect-history` | Collect rates, history-orders, and history-deals (ticks opt-in via `--dataset ticks`) for one or more symbols into a single SQLite database (optional cash-event/position views) |
```bash
mt5cli -o history.db collect-history \
@@ -190,16 +190,16 @@ mt5cli -o history.db collect-history \
`collect-history` options:
| Option | Default | Description |
| -------------- | ---------- | --------------------------------------------------------------------------------------------- |
| `--symbol/-s` | _required_ | Symbol to collect (repeat for multiple). |
| `--date-from` | _required_ | Start date in ISO 8601. |
| `--date-to` | _required_ | End date in ISO 8601. |
| `--dataset` | all four | Repeatable: `rates`, `ticks`, `history-orders`, `history-deals`. |
| `--timeframe` | `M1` | Rates timeframe; recorded in a `timeframe` column on the `rates` table. |
| `--flags` | `ALL` | Tick copy flags forwarded to `copy_ticks_range`. |
| `--if-exists` | `fail` | `append`, `replace`, or `fail` when a target table already exists. |
| `--with-views` | off | Add `cash_events` and `positions_reconstructed` views (requires the `history-deals` dataset). |
| Option | Default | Description |
| -------------- | ------------------------------------ | -------------------------------------------------------------------------------------------------------------------------- |
| `--symbol/-s` | _required_ | Symbol to collect (repeat for multiple). |
| `--date-from` | _required_ | Start date in ISO 8601. |
| `--date-to` | _required_ | End date in ISO 8601. |
| `--dataset` | rates, history-orders, history-deals | Repeatable: `rates`, `ticks`, `history-orders`, `history-deals`. Ticks are opt-in: pass `--dataset ticks` to include them. |
| `--timeframe` | `M1` | Rates timeframe; recorded in a `timeframe` column on the `rates` table. |
| `--flags` | `ALL` | Tick copy flags forwarded to `copy_ticks_range`. |
| `--if-exists` | `fail` | `append`, `replace`, or `fail` when a target table already exists. |
| `--with-views` | off | Add `cash_events` and `positions_reconstructed` views (requires the `history-deals` dataset). |
History orders and deals are fetched per symbol and concatenated, so the symbol filter is applied consistently across all datasets. The `cash_events` view is derived from symbol-filtered `history_deals`, so account-level cash events with empty or non-matching symbols may be excluded. The `positions_reconstructed` view excludes positions with no closing deal, uses volume-weighted open/close prices, and reports reversal deals (`DEAL_ENTRY_INOUT`) via `volume_reversal` / `reversal_count`.