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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
Download Patch File Download Diff File Expand all files Collapse all files
tests/test_cli.py
+43 -6
View File
@@ -1298,12 +1298,12 @@ class TestCollectHistory:
"""Create a mocked Mt5DataClient with history-style DataFrames."""
return _build_history_client(mocker)
def test_collect_history_writes_all_tables(
def test_collect_history_writes_default_tables(
self,
tmp_path: Path,
history_client: MagicMock,
) -> None:
"""Test that collect-history writes rates, ticks, and history tables."""
"""Test that collect-history default excludes ticks."""
output = tmp_path / "history.db"
result = runner.invoke(
app,
@@ -1323,8 +1323,42 @@ class TestCollectHistory:
)
assert result.exit_code == 0, result.output
assert history_client.copy_rates_range_as_df.call_count == 2
assert history_client.copy_ticks_range_as_df.call_count == 2
history_client.copy_ticks_range_as_df.assert_any_call(
assert history_client.copy_ticks_range_as_df.call_count == 0
with sqlite3.connect(output) as conn:
tables = {
row[0]
for row in conn.execute(
"SELECT name FROM sqlite_master WHERE type='table'",
).fetchall()
}
assert {"rates", "history_orders", "history_deals"} <= tables
assert "ticks" not in tables
def test_collect_history_explicit_ticks_dataset(
self,
tmp_path: Path,
history_client: MagicMock,
) -> None:
"""Test that --dataset ticks writes the ticks table with the correct flags."""
output = tmp_path / "history.db"
result = runner.invoke(
app,
[
"-o",
str(output),
"collect-history",
"--symbol",
"EURUSD",
"--date-from",
"2024-01-01",
"--date-to",
"2024-02-01",
"--dataset",
"ticks",
],
)
assert result.exit_code == 0, result.output
history_client.copy_ticks_range_as_df.assert_called_once_with(
symbol="EURUSD",
date_from=datetime(2024, 1, 1, tzinfo=UTC),
date_to=datetime(2024, 2, 1, tzinfo=UTC),
@@ -1337,7 +1371,8 @@ class TestCollectHistory:
"SELECT name FROM sqlite_master WHERE type='table'",
).fetchall()
}
assert {"rates", "ticks", "history_orders", "history_deals"} <= tables
assert "ticks" in tables
assert "rates" not in tables
def test_collect_history_history_fetched_per_symbol(
self,
@@ -1520,7 +1555,7 @@ class TestCollectHistory:
tmp_path: Path,
history_client: MagicMock,
) -> None:
"""Test that --flags defaults to ALL for ticks."""
"""Test that --flags defaults to ALL when --dataset ticks is explicit."""
output = tmp_path / "history.db"
result = runner.invoke(
app,
@@ -1534,6 +1569,8 @@ class TestCollectHistory:
"2024-01-01",
"--date-to",
"2024-02-01",
"--dataset",
"ticks",
],
)
assert result.exit_code == 0, result.output
tests/test_history.py
+16 -2
View File
@@ -19,6 +19,7 @@ from pdmt5 import TIMEFRAME_MAP
from mt5cli import history
from mt5cli.history import (
DEFAULT_HISTORY_DATASETS,
DEFAULT_HISTORY_TIMEFRAMES,
DedupScope,
RateTarget,
@@ -547,10 +548,23 @@ class TestResolveHistorySettings:
"""Tests for history dataset and timeframe resolution."""
def test_resolve_history_datasets_defaults_and_empty(self) -> None:
"""Test dataset resolution distinguishes None from empty selection."""
assert resolve_history_datasets(None) == set(Dataset)
"""Test dataset resolution excludes ticks by default."""
resolved = resolve_history_datasets(None)
assert resolved == set(DEFAULT_HISTORY_DATASETS)
assert Dataset.ticks not in resolved
assert {
Dataset.rates,
Dataset.history_orders,
Dataset.history_deals,
} == resolved
assert resolve_history_datasets(set()) == set()
def test_resolve_history_datasets_explicit_ticks(self) -> None:
"""Test that explicit ticks selection is honored."""
assert resolve_history_datasets({Dataset.ticks}) == {Dataset.ticks}
all_ds = resolve_history_datasets(set(Dataset))
assert Dataset.ticks in all_ds
def test_resolve_history_timeframes_defaults(self) -> None:
"""Test default timeframes include all fixed MT5 values."""
resolved = resolve_history_timeframes(None)
tests/test_sdk.py
+65 -4
View File
@@ -618,12 +618,12 @@ class TestCollectHistory:
"""Create a mocked Mt5DataClient with history-style DataFrames."""
return _build_history_client(mocker)
def test_collect_history_writes_all_tables(
def test_collect_history_writes_default_tables(
self,
tmp_path: Path,
history_client: MagicMock,
) -> None:
"""Test that collect_history writes rates, ticks, and history tables."""
"""Test that collect_history default excludes ticks."""
output = tmp_path / "history.db"
collect_history(
output,
@@ -632,7 +632,7 @@ class TestCollectHistory:
"2024-02-01",
)
assert history_client.copy_rates_range_as_df.call_count == 2
assert history_client.copy_ticks_range_as_df.call_count == 2
assert history_client.copy_ticks_range_as_df.call_count == 0
with sqlite3.connect(output) as conn:
tables = {
row[0]
@@ -640,7 +640,34 @@ class TestCollectHistory:
"SELECT name FROM sqlite_master WHERE type='table'",
).fetchall()
}
assert {"rates", "ticks", "history_orders", "history_deals"} <= tables
assert {"rates", "history_orders", "history_deals"} <= tables
assert "ticks" not in tables
def test_collect_history_explicit_ticks_dataset(
self,
tmp_path: Path,
history_client: MagicMock,
) -> None:
"""Test that explicit datasets={Dataset.ticks} writes the ticks table."""
output = tmp_path / "history.db"
collect_history(
output,
["EURUSD", "GBPUSD"],
"2024-01-01",
"2024-02-01",
datasets={Dataset.ticks},
)
assert history_client.copy_ticks_range_as_df.call_count == 2
assert history_client.copy_rates_range_as_df.call_count == 0
with sqlite3.connect(output) as conn:
tables = {
row[0]
for row in conn.execute(
"SELECT name FROM sqlite_master WHERE type='table'",
).fetchall()
}
assert "ticks" in tables
assert "rates" not in tables
def test_collect_history_with_views(
self,
@@ -1066,6 +1093,40 @@ class TestUpdateHistory:
after = datetime.now(UTC)
assert before <= captured["end"] <= after
def test_update_history_default_datasets_exclude_ticks(
self,
connected_client: MagicMock,
mocker: MockerFixture,
tmp_path: Path,
) -> None:
"""Test update_history with datasets=None does not collect ticks."""
datasets_written: list[set[Dataset]] = []
def capture(
*args: object,
**_kwargs: object,
) -> tuple[set[Dataset], dict[Dataset, set[str]]]:
datasets_written.append(args[3]) # type: ignore[arg-type]
return set(), {}
mocker.patch("mt5cli.sdk.write_incremental_datasets", side_effect=capture)
update_history(
client=connected_client,
output=tmp_path / "default-datasets.db",
symbols=["EURUSD"],
datasets=None,
timeframes=["M1"],
lookback_hours=1,
date_to=datetime(2024, 1, 1, tzinfo=UTC),
)
assert len(datasets_written) == 1
assert Dataset.ticks not in datasets_written[0]
assert {
Dataset.rates,
Dataset.history_orders,
Dataset.history_deals,
} == datasets_written[0]
class TestRecentTicks:
"""Tests for recent_ticks helper."""