feat: add fetch_latest_closed_rates_indexed and allow_whole_dollar_env opt-in (#45)
* 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:
@@ -1777,6 +1777,80 @@ class TestSubstituteEnvPlaceholders:
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with pytest.raises(ValueError, match="'MT5_MISSING' is not set"):
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substitute_env_placeholders("${MT5_MISSING}")
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def test_whole_dollar_not_substituted_by_default(
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self,
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monkeypatch: pytest.MonkeyPatch,
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) -> None:
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"""Test $ENV_NAME is not expanded without allow_whole_dollar_env=True."""
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monkeypatch.setenv("MT5_PASSWORD", "secret")
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assert substitute_env_placeholders("$MT5_PASSWORD") == "$MT5_PASSWORD"
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def test_whole_dollar_substituted_with_opt_in(
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self,
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monkeypatch: pytest.MonkeyPatch,
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) -> None:
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"""Test $ENV_NAME is expanded when allow_whole_dollar_env=True."""
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monkeypatch.setenv("MT5_PASSWORD", "secret")
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result = substitute_env_placeholders(
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"$MT5_PASSWORD", allow_whole_dollar_env=True
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)
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assert result == "secret"
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def test_whole_dollar_missing_variable_raises_value_error(
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self,
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monkeypatch: pytest.MonkeyPatch,
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) -> None:
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"""Test missing $ENV_NAME raises ValueError when opt-in is enabled."""
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monkeypatch.delenv("MT5_MISSING", raising=False)
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with pytest.raises(ValueError, match="'MT5_MISSING' is not set"):
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substitute_env_placeholders("$MT5_MISSING", allow_whole_dollar_env=True)
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def test_partial_dollar_not_expanded_with_opt_in(
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self,
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monkeypatch: pytest.MonkeyPatch,
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) -> None:
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"""Test $ENV embedded in a larger string is not expanded."""
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monkeypatch.setenv("pass", "secret")
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monkeypatch.setenv("ENV", "val")
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assert (
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substitute_env_placeholders("plan$pass", allow_whole_dollar_env=True)
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== "plan$pass"
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)
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assert (
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substitute_env_placeholders("abc$ENV", allow_whole_dollar_env=True)
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== "abc$ENV"
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)
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def test_dollar_with_suffix_not_expanded_with_opt_in(
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self,
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monkeypatch: pytest.MonkeyPatch,
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) -> None:
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"""Test $ENV-suffix is not expanded (not a whole-value placeholder)."""
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monkeypatch.setenv("ENV", "val")
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assert (
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substitute_env_placeholders("$ENV-suffix", allow_whole_dollar_env=True)
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== "$ENV-suffix"
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)
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def test_brace_format_works_with_opt_in(
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self,
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monkeypatch: pytest.MonkeyPatch,
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) -> None:
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"""Test ${ENV_VAR} substitution still works when allow_whole_dollar_env=True."""
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monkeypatch.setenv("MT5_LOGIN", "12345")
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result = substitute_env_placeholders(
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"${MT5_LOGIN}", allow_whole_dollar_env=True
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)
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assert result == "12345"
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class TestResolveAccountSpec:
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"""Tests for resolve_account_spec and resolve_account_specs."""
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@@ -1863,6 +1937,117 @@ class TestResolveAccountSpec:
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assert [a.server for a in resolved] == ["Shared", "Fixed"]
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assert all(a.timeout == 1000 for a in resolved)
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def test_resolve_account_spec_with_whole_dollar_env(
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self,
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monkeypatch: pytest.MonkeyPatch,
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) -> None:
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"""Account spec expands $ENV_NAME when allow_whole_dollar_env=True."""
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monkeypatch.setenv("MT5_PASSWORD", "secret")
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account = AccountSpec(symbols=["EURUSD"], password="$MT5_PASSWORD")
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resolved = resolve_account_spec(account, allow_whole_dollar_env=True)
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assert resolved.password == "secret" # noqa: S105
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def test_resolve_account_spec_whole_dollar_not_expanded_by_default(
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self,
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monkeypatch: pytest.MonkeyPatch,
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) -> None:
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"""Test resolve_account_spec leaves $ENV_NAME literal by default."""
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monkeypatch.setenv("MT5_PASSWORD", "secret")
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account = AccountSpec(symbols=["EURUSD"], password="$MT5_PASSWORD")
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resolved = resolve_account_spec(account)
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assert resolved.password == "$MT5_PASSWORD" # noqa: S105
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def test_resolve_account_specs_with_whole_dollar_env(
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self,
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monkeypatch: pytest.MonkeyPatch,
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) -> None:
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"""Test resolve_account_specs threads allow_whole_dollar_env to each account."""
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monkeypatch.setenv("MT5_SERVER", "Broker-Demo")
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accounts = [
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AccountSpec(symbols=["EURUSD"], server="$MT5_SERVER"),
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AccountSpec(symbols=["GBPUSD"], server="Fixed"),
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]
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resolved = resolve_account_specs(accounts, allow_whole_dollar_env=True)
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assert resolved[0].server == "Broker-Demo"
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assert resolved[1].server == "Fixed"
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def test_resolve_account_spec_whole_dollar_login(
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self,
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monkeypatch: pytest.MonkeyPatch,
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) -> None:
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"""Test $ENV_NAME login string is expanded when allow_whole_dollar_env=True."""
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monkeypatch.setenv("MT5_LOGIN", "12345")
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account = AccountSpec(symbols=["EURUSD"], login="$MT5_LOGIN")
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resolved = resolve_account_spec(account, allow_whole_dollar_env=True)
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assert resolved.login == "12345"
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class TestBuildConfigWholeDollarEnv:
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"""Tests for build_config with allow_whole_dollar_env."""
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def test_build_config_substitutes_server_with_opt_in(
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self,
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monkeypatch: pytest.MonkeyPatch,
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) -> None:
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"""build_config expands $ENV_NAME server when allow_whole_dollar_env=True."""
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monkeypatch.setenv("MT5_SERVER", "Broker-Demo")
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config = build_config(server="$MT5_SERVER", allow_whole_dollar_env=True)
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assert config.server == "Broker-Demo"
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def test_build_config_substitutes_password_with_opt_in(
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self,
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monkeypatch: pytest.MonkeyPatch,
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) -> None:
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"""build_config expands $ENV_NAME password when allow_whole_dollar_env=True."""
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monkeypatch.setenv("MT5_PASSWORD", "secret")
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config = build_config(password="$MT5_PASSWORD", allow_whole_dollar_env=True)
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assert config.password == "secret" # noqa: S105
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def test_build_config_substitutes_path_with_opt_in(
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self,
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monkeypatch: pytest.MonkeyPatch,
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) -> None:
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"""Test build_config expands $ENV_NAME path when allow_whole_dollar_env=True."""
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monkeypatch.setenv("MT5_PATH", "/opt/mt5/terminal64.exe")
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config = build_config(path="$MT5_PATH", allow_whole_dollar_env=True)
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assert config.path == "/opt/mt5/terminal64.exe"
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def test_build_config_leaves_dollar_literal_by_default(
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self,
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monkeypatch: pytest.MonkeyPatch,
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) -> None:
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"""Test build_config does not substitute $ENV without opt-in."""
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monkeypatch.setenv("MT5_SERVER", "Broker-Demo")
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config = build_config(server="$MT5_SERVER")
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assert config.server == "$MT5_SERVER"
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def test_build_config_none_params_not_substituted(
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self,
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monkeypatch: pytest.MonkeyPatch, # noqa: ARG002
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) -> None:
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"""Test build_config with None params does not raise even with opt-in."""
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config = build_config(allow_whole_dollar_env=True)
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assert config.server is None
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assert config.password is None
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assert config.path is None
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class TestThrottledHistoryUpdater:
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"""Tests for the throttled incremental history updater."""
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