fix: add copy_rates_from_pos_as_df fallback in fetch_latest_closed_rates_for_trading_client
Mt5DataClient (returned by create_trading_client) exposes copy_rates_from_pos_as_df, not fetch_latest_rates_as_df. Adds a fallback path that resolves the granularity string to an integer timeframe via parse_timeframe, fetches count+1 bars from start_pos=0, and applies the same drop_forming_rate_bar + tail(count) logic so callers that use the client returned by create_trading_client no longer need a compatibility shim. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
co-authored by
Claude Sonnet 4.6
parent
3a126ced30
commit
831864d188
+10
-2
@@ -15,6 +15,7 @@ from .exceptions import Mt5OperationError
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from .history import drop_forming_rate_bar
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from .history import drop_forming_rate_bar
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from .sdk import build_config
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from .sdk import build_config
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from .utils import coerce_login as _coerce_login
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from .utils import coerce_login as _coerce_login
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from .utils import parse_timeframe
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if TYPE_CHECKING:
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if TYPE_CHECKING:
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from collections.abc import Iterator, Mapping, Sequence
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from collections.abc import Iterator, Mapping, Sequence
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@@ -1625,10 +1626,17 @@ def fetch_latest_closed_rates_for_trading_client(
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msg = "count must be positive."
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msg = "count must be positive."
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raise ValueError(msg)
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raise ValueError(msg)
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fetch_method = getattr(client, "fetch_latest_rates_as_df", None)
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fetch_method = getattr(client, "fetch_latest_rates_as_df", None)
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if not callable(fetch_method):
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copy_method = getattr(client, "copy_rates_from_pos_as_df", None)
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if callable(fetch_method):
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fetched = fetch_method(symbol, granularity, count + 1)
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elif callable(copy_method):
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timeframe = parse_timeframe(granularity)
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fetched = copy_method(
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symbol=symbol, timeframe=timeframe, start_pos=0, count=count + 1
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)
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else:
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msg = "MT5 trading client cannot fetch rate data."
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msg = "MT5 trading client cannot fetch rate data."
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raise Mt5OperationError(msg)
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raise Mt5OperationError(msg)
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fetched = fetch_method(symbol, granularity, count + 1)
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if not isinstance(fetched, pd.DataFrame):
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if not isinstance(fetched, pd.DataFrame):
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msg = (
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msg = (
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f"Malformed rate data for {symbol!r} at granularity {granularity!r}: "
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f"Malformed rate data for {symbol!r} at granularity {granularity!r}: "
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@@ -3198,6 +3198,60 @@ class TestFetchLatestClosedRatesForTradingClient:
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count=2,
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count=2,
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)
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)
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def test_copy_rates_from_pos_fallback_drops_forming_bar(self) -> None:
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"""Regression: client with only copy_rates_from_pos_as_df works end-to-end."""
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client = MagicMock(spec=["copy_rates_from_pos_as_df"])
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client.copy_rates_from_pos_as_df.return_value = pd.DataFrame(
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{
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"time": [1700000000, 1700000060, 1700000120],
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"close": [1.0, 1.1, 1.2],
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},
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)
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result = fetch_latest_closed_rates_for_trading_client(
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client,
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symbol="EURUSD",
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granularity="M1",
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count=2,
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)
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client.copy_rates_from_pos_as_df.assert_called_once_with(
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symbol="EURUSD", timeframe=1, start_pos=0, count=3
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)
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assert list(result["close"]) == [1.0, 1.1]
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assert list(result["time"]) == [1700000000, 1700000060]
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def test_copy_rates_from_pos_fallback_resolves_granularity(self) -> None:
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"""Fallback path resolves granularity string to integer timeframe."""
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client = MagicMock(spec=["copy_rates_from_pos_as_df"])
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client.copy_rates_from_pos_as_df.return_value = pd.DataFrame(
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{"time": [1, 2, 3, 4], "close": [1.0, 1.1, 1.2, 1.3]},
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)
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fetch_latest_closed_rates_for_trading_client(
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client, symbol="USDJPY", granularity="H1", count=3
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)
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call_kwargs = client.copy_rates_from_pos_as_df.call_args.kwargs
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assert call_kwargs["symbol"] == "USDJPY"
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assert call_kwargs["timeframe"] == 16385
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assert call_kwargs["start_pos"] == 0
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assert call_kwargs["count"] == 4
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def test_copy_rates_from_pos_fallback_returns_count_closed_rows(self) -> None:
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"""Fallback path trims to exactly count closed rows after forming-bar drop."""
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client = MagicMock(spec=["copy_rates_from_pos_as_df"])
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client.copy_rates_from_pos_as_df.return_value = pd.DataFrame(
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{"time": list(range(6)), "close": [float(i) for i in range(6)]},
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)
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result = fetch_latest_closed_rates_for_trading_client(
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client, symbol="EURUSD", granularity="M1", count=4
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)
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assert len(result) == 4
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assert list(result["close"]) == [1.0, 2.0, 3.0, 4.0]
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def test_raises_when_trading_client_cannot_fetch_rates(self) -> None:
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def test_raises_when_trading_client_cannot_fetch_rates(self) -> None:
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"""Test missing rate-fetch methods raise Mt5TradingError."""
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"""Test missing rate-fetch methods raise Mt5TradingError."""
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client = MagicMock(spec=[])
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client = MagicMock(spec=[])
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@@ -3528,6 +3582,29 @@ class TestFetchLatestClosedRatesIndexed:
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assert "close" in result.columns
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assert "close" in result.columns
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assert isinstance(result.index, pd.DatetimeIndex)
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assert isinstance(result.index, pd.DatetimeIndex)
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def test_copy_rates_from_pos_fallback_produces_utc_datetime_index(self) -> None:
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"""Fallback path via copy_rates_from_pos_as_df produces a UTC DatetimeIndex."""
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client = MagicMock(spec=["copy_rates_from_pos_as_df"])
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client.copy_rates_from_pos_as_df.return_value = pd.DataFrame(
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{
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"time": [1700000000, 1700003600, 1700007200],
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"close": [1.1, 1.2, 1.3],
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},
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)
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result = fetch_latest_closed_rates_indexed(
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client,
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symbol="EURUSD",
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granularity="M1",
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count=2,
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)
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assert isinstance(result.index, pd.DatetimeIndex)
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assert result.index.name == "time"
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assert str(result.index.tz) == "UTC"
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assert "time" not in result.columns
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assert list(result["close"]) == [1.1, 1.2]
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class TestExtractTickPrice:
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class TestExtractTickPrice:
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"""Tests for the public extract_tick_price helper."""
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"""Tests for the public extract_tick_price helper."""
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