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feat: add fetch_latest_closed_rates_indexed and allow_whole_dollar_env opt-in (#45)

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* feat: add fetch_latest_closed_rates_indexed and allow_whole_dollar_env opt-in (#43, #44)

Closes #43: add fetch_latest_closed_rates_indexed(client, *, symbol,
granularity, count) -> pd.DataFrame to mt5cli/trading.py. Internally
reuses fetch_latest_closed_rates_for_trading_client(), converts the
"time" column to a UTC-aware DatetimeIndex named "time", and drops the
original column. Exported from trading.__all__, mt5cli.__init__, and
STABLE_SDK_EXPORTS.

Closes #44: extend substitute_env_placeholders() with opt-in
allow_whole_dollar_env=False that expands whole-value $ENV_NAME strings
(entire string must be exactly $IDENTIFIER). Threaded through
build_config(), resolve_account_spec(), and resolve_account_specs() with
the same default=False. Partial strings like "plan$pass", "abc$ENV", or
"$ENV-suffix" are never expanded.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

* chore: align Markdown table columns in docs and skill file

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

* fix: treat numeric (float64) epoch seconds as UTC in _rate_time_to_utc

After DataFrame concat or NA upcast the time column becomes float64, which
is still epoch seconds. Using is_numeric_dtype instead of is_integer_dtype
fixes the silent misalignment. Using series.to_numpy() before passing to
pd.to_datetime avoids the redundant pd.DatetimeIndex() wrapper and aligns
with how existing rate-time normalization in schemas.py handles numeric
timestamps.

Add test_converts_float_epoch_seconds_to_utc_datetime_index to cover the
regression. Add a doc note clarifying that build_config cannot expand
login since that parameter is int | None.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

* fix: reject NaT values after rate timestamp conversion in _rate_time_to_utc

pd.to_datetime() silently produces NaT for None/NaN inputs rather than
raising, so the function could return a DatetimeIndex containing NaT
despite documenting invalid timestamps as a ValueError. Check any(idx.isna())
after conversion and raise with a clear message.

Add test_raises_on_nat_time_column to cover the regression.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

* Bump version to v0.9.0

* fix: handle object numeric rate timestamps

---------

Co-authored-by: Claude <noreply@anthropic.com>
This commit is contained in:
Daichi Narushima
2026-06-22 22:52:19 +09:00
committed by GitHub
parent c4a4253fbc
commit 82a39731ed
13 changed files with 719 additions and 42 deletions
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docs/api/sdk.md
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@@ -86,6 +86,28 @@ resolved = resolve_account_specs(accounts, server="Broker-Demo")
# resolved[0].login == "12345", resolved[0].server == "Broker-Demo"
```
Pass `allow_whole_dollar_env=True` to also expand strings whose **entire value**
is a bare `$ENV_NAME` identifier (no braces). This opt-in covers
`substitute_env_placeholders()`, `resolve_account_spec()`,
`resolve_account_specs()`, and `build_config()`. Note: `build_config` cannot
expand `login` because that parameter is `int | None`; use
`resolve_account_spec` for a string `login` placeholder. Partial strings such as
`"plan$pass"`, `"abc$ENV"`, or `"$ENV-suffix"` are never expanded — only an
exact `$IDENTIFIER` whole-string match qualifies. The default is `False` to
preserve backward compatibility.
```python
import os
from mt5cli import AccountSpec, resolve_account_specs
os.environ["MT5_PASSWORD"] = "secret"
accounts = [AccountSpec(symbols=["EURUSD"], password="$MT5_PASSWORD")]
resolved = resolve_account_specs(accounts, allow_whole_dollar_env=True)
# resolved[0].password == "secret"
```
### Throttled incremental history updates
`ThrottledHistoryUpdater` wraps `update_history()` with a minimum interval