docs: stable SDK contract and strategy-neutral order helpers (#37)

This commit is contained in:
Daichi Narushima
2026-06-18 19:12:11 +09:00
committed by GitHub
parent d156dd7176
commit 897f7f0a0d
12 changed files with 1435 additions and 49 deletions
+183 -1
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@@ -2,43 +2,66 @@
from __future__ import annotations
import sqlite3
from datetime import UTC, datetime
from typing import TYPE_CHECKING
from typing import TYPE_CHECKING, get_type_hints
from unittest.mock import MagicMock
import pandas as pd
import pytest
from pdmt5 import Mt5RuntimeError, Mt5TradingError
from pytest_mock import MockerFixture # noqa: TC002
import mt5cli
from mt5cli import (
DEDUP_KEYS,
REQUIRED_COLUMNS,
STABLE_SDK_EXPORTS,
TIME_COLUMNS,
AccountSpec,
DataKind,
Dataset,
ExecutionStatus,
MarginVolume,
MT5Client,
Mt5CliError,
Mt5ConnectionError,
Mt5OperationError,
Mt5SchemaError,
OrderExecutionResult,
OrderLimits,
RateTarget,
build_config,
build_rate_targets,
calculate_margin_and_volume,
call_with_normalized_errors,
detect_format,
drop_forming_rate_bar,
ensure_symbol_selected,
ensure_utc,
export_dataframe,
export_dataframe_to_sqlite,
fetch_latest_closed_rates,
granularity_name,
is_recoverable_mt5_error,
load_rate_data,
load_rate_series_from_sqlite,
mt5_session,
mt5_trading_session,
normalize_dataframe,
normalize_mt5_exception,
normalize_symbol,
normalize_symbols,
parse_date_range,
place_market_order,
recent_window,
resolve_account_spec,
resolve_account_specs,
resolve_rate_view_name,
schema_columns,
validate_schema,
)
from mt5cli.history import create_rate_compatibility_views
from mt5cli.retry import retry_with_backoff
from mt5cli.schemas import ensure_utc_columns, normalize_time_columns
@@ -510,3 +533,162 @@ def test_storage_export_round_trip_sqlite(tmp_path: Path) -> None:
with __import__("sqlite3").connect(output) as conn:
count = conn.execute("SELECT COUNT(*) FROM rates").fetchone()[0]
assert count == 1
class TestStableSdkContract:
"""Tests for the documented stable downstream SDK contract."""
def test_stable_exports_are_subset_of_all(self) -> None:
"""Every stable export is also listed in the package __all__."""
missing = sorted(STABLE_SDK_EXPORTS - set(mt5cli.__all__))
assert not missing, f"STABLE_SDK_EXPORTS missing from __all__: {missing}"
@pytest.mark.parametrize("name", sorted(STABLE_SDK_EXPORTS))
def test_stable_exports_are_importable_from_package_root(self, name: str) -> None:
"""Stable SDK names resolve through ``from mt5cli import ...``."""
assert hasattr(mt5cli, name), f"{name!r} missing from mt5cli package root"
def test_drop_forming_rate_bar_from_package_root(self) -> None:
"""Closed-bar trimming is available from the stable package surface."""
frame = pd.DataFrame({"time": [1, 2, 3], "close": [1.0, 1.1, 1.2]})
closed = drop_forming_rate_bar(frame)
assert list(closed["close"]) == [1.0, 1.1]
assert len(closed) == 2
def test_fetch_latest_closed_rates_from_package_root(self) -> None:
"""Single-client closed-bar helper drops the forming row."""
client = MagicMock()
client.latest_rates.return_value = pd.DataFrame(
{"time": [1, 2, 3], "close": [1.0, 1.1, 1.2]},
)
result = fetch_latest_closed_rates(
client,
symbol="EURUSD",
granularity="M1",
count=2,
)
client.latest_rates.assert_called_once_with("EURUSD", "M1", 3, start_pos=0)
assert list(result["close"]) == [1.0, 1.1]
def test_resolve_rate_view_name_from_package_root(self, tmp_path: Path) -> None:
"""Rate view resolution is importable and honors require_existing."""
db_path = tmp_path / "rates.db"
with sqlite3.connect(db_path) as conn:
conn.execute(
"CREATE TABLE rates("
" symbol TEXT, timeframe INTEGER, time TEXT, close REAL)",
)
conn.execute(
"INSERT INTO rates(symbol, timeframe, time, close) VALUES (?, ?, ?, ?)",
("EURUSD", 1, "2024-01-01T00:00:00+00:00", 1.0),
)
create_rate_compatibility_views(conn)
assert resolve_rate_view_name(db_path, "EURUSD", "M1") == "rate_EURUSD__1"
missing = tmp_path / "missing.db"
with pytest.raises(ValueError, match="SQLite database not found"):
resolve_rate_view_name(missing, "EURUSD", "M1", require_existing=True)
def test_load_rate_data_from_package_root(self, tmp_path: Path) -> None:
"""SQLite rate loading normalizes timestamps through the stable API."""
db_path = tmp_path / "view.db"
with sqlite3.connect(db_path) as conn:
conn.execute(
'CREATE VIEW "rate_EURUSD__1" AS'
" SELECT '2024-01-01T00:00:00+00:00' AS time, 1.1 AS close",
)
frame = load_rate_data(db_path, "rate_EURUSD__1")
assert frame.index.name == "time"
assert abs(float(frame.iloc[0]["close"]) - 1.1) < 1e-9
def test_load_rate_series_from_sqlite_requires_managed_views(
self,
tmp_path: Path,
) -> None:
"""Multi-series loading fails clearly when managed views are absent."""
db_path = tmp_path / "empty-views.db"
with sqlite3.connect(db_path) as conn:
conn.execute(
"CREATE TABLE rates("
" symbol TEXT, timeframe INTEGER, time TEXT, close REAL)",
)
targets = build_rate_targets(["EURUSD"], ["M1"])
with pytest.raises(ValueError, match="No rate compatibility view exists"):
load_rate_series_from_sqlite(db_path, targets, count=10)
assert targets == [RateTarget(symbol="EURUSD", timeframe=1)]
def test_resolve_account_spec_from_package_root(
self,
monkeypatch: pytest.MonkeyPatch,
) -> None:
"""Account credential resolution uses generic ${ENV_VAR} placeholders."""
monkeypatch.setenv("APP_MT5_LOGIN", "555")
monkeypatch.setenv("APP_MT5_PASSWORD", "secret")
account = AccountSpec(
symbols=["EURUSD"],
login="${APP_MT5_LOGIN}",
password="${APP_MT5_PASSWORD}",
server="Broker-Demo",
)
resolved = resolve_account_spec(account, timeout=3000)
assert resolved.login == "555"
assert resolved.password == "secret" # noqa: S105
assert resolved.timeout == 3000
batch = resolve_account_specs([account], server="Override")
assert batch[0].server == "Override"
def test_mt5_trading_session_lifecycle_from_package_root(
self,
mocker: MockerFixture,
) -> None:
"""Trading session helper initializes and always shuts down."""
mock_client = MagicMock()
mocker.patch(
"mt5cli.trading.Mt5TradingClient",
return_value=mock_client,
)
with mt5_trading_session(login=12345, server="Broker-Demo") as client:
assert client is mock_client
mock_client.initialize_and_login_mt5.assert_called_once()
mock_client.shutdown.assert_called_once()
def test_trading_order_helpers_importable_from_package_root(self) -> None:
"""Order planning helpers resolve through the stable package surface."""
assert callable(calculate_margin_and_volume)
assert callable(ensure_symbol_selected)
assert callable(place_market_order)
margin_hints = get_type_hints(MarginVolume)
limits_hints = get_type_hints(OrderLimits)
execution_hints = get_type_hints(OrderExecutionResult)
assert margin_hints["buy_volume"] is float
assert limits_hints["stop_loss"] == float | None
assert execution_hints["status"] == ExecutionStatus
def test_mt5_trading_session_shuts_down_on_exception(
self,
mocker: MockerFixture,
) -> None:
"""Trading session helper shuts down even when the body raises."""
mock_client = MagicMock()
mocker.patch(
"mt5cli.trading.Mt5TradingClient",
return_value=mock_client,
)
message = "strategy error"
with (
pytest.raises(RuntimeError, match=message),
mt5_trading_session(login=12345, server="Broker-Demo"),
):
raise RuntimeError(message)
mock_client.shutdown.assert_called_once()
+664 -4
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@@ -8,11 +8,15 @@ from unittest.mock import MagicMock
import pandas as pd
import pytest
from numpy import int64 as np_int64
from pdmt5 import Mt5RuntimeError, Mt5TradingClient, Mt5TradingError
from pytest_mock import MockerFixture # noqa: TC002
from mt5cli.sdk import build_config
from mt5cli.trading import (
MarginVolume,
OrderExecutionResult,
OrderLimits,
calculate_margin_and_volume,
calculate_new_position_margin_ratio,
calculate_spread_ratio,
@@ -21,6 +25,7 @@ from mt5cli.trading import (
create_trading_client,
detect_position_side,
determine_order_limits,
ensure_symbol_selected,
get_account_snapshot,
get_positions_frame,
get_symbol_snapshot,
@@ -51,8 +56,8 @@ def _assert_close(actual: object, expected: float) -> None:
assert abs(float(cast("float", actual)) - expected) < 1e-9
def _request_from_result(result: dict[str, object]) -> dict[str, object]:
return cast("dict[str, object]", result["request"])
def _request_from_result(result: OrderExecutionResult) -> dict[str, object]: # noqa: FURB118
return result["request"]
class TestDetectPositionSide:
@@ -249,7 +254,7 @@ class TestDetermineOrderLimits:
"""Test long stop loss and take profit are placed below/above entry."""
client = MagicMock()
client.symbol_info_tick_as_dict.return_value = {"ask": 100.0, "bid": 99.0}
client.symbol_info_as_dict.side_effect = AttributeError("missing")
client.symbol_info_as_dict.return_value = {}
result = determine_order_limits(
client,
@@ -269,7 +274,7 @@ class TestDetermineOrderLimits:
"""Test short stop loss and take profit are placed above/below entry."""
client = MagicMock()
client.symbol_info_tick_as_dict.return_value = {"ask": 100.0, "bid": 99.0}
client.symbol_info_as_dict.side_effect = AttributeError("missing")
client.symbol_info_as_dict.return_value = {}
result = determine_order_limits(
client,
@@ -348,6 +353,22 @@ class TestDetermineOrderLimits:
"""Test order limit rounding falls back when symbol metadata is missing."""
client = MagicMock()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.234567891, "bid": 1.0}
client.symbol_info_as_dict.return_value = {"digits": "invalid"}
result = determine_order_limits(
client,
"EURUSD",
"long",
stop_loss_limit_ratio=0.01,
take_profit_limit_ratio=0.01,
)
_assert_close(result["stop_loss"], 1.22222221)
def test_uses_default_digits_when_symbol_lookup_raises(self) -> None:
"""Test order limits fall back when symbol metadata lookup fails."""
client = MagicMock()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.234567891, "bid": 1.0}
client.symbol_info_as_dict.side_effect = AttributeError("missing")
result = determine_order_limits(
@@ -385,6 +406,204 @@ class TestDetermineOrderLimits:
with pytest.raises(Mt5TradingError, match="Tick price is unavailable"):
determine_order_limits(client, "EURUSD", "long")
def test_rejects_stop_loss_inside_broker_stop_level(self) -> None:
"""Test stop-loss prices closer than trade_stops_level raise Mt5TradingError."""
client = MagicMock()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.0, "bid": 0.99}
client.symbol_info_as_dict.return_value = {
"digits": 2,
"trade_stops_level": 100,
"point": 0.0001,
}
with pytest.raises(Mt5TradingError, match="Stop loss for 'EURUSD'"):
determine_order_limits(
client,
"EURUSD",
"long",
stop_loss_limit_ratio=0.0001,
)
def test_accepts_stop_loss_exactly_at_minimum_stop_distance(self) -> None:
"""Test protective levels exactly at trade_stops_level distance pass."""
client = MagicMock()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.0, "bid": 0.99}
client.symbol_info_as_dict.return_value = {
"digits": 2,
"trade_stops_level": 100,
"point": 0.0001,
}
result = determine_order_limits(
client,
"EURUSD",
"long",
stop_loss_limit_ratio=0.01,
take_profit_limit_ratio=0.0,
)
_assert_close(result["stop_loss"], 0.99)
def test_allows_protective_levels_beyond_broker_stop_level(self) -> None:
"""Test SL/TP beyond trade_stops_level pass validation."""
client = MagicMock()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.0, "bid": 0.99}
client.symbol_info_as_dict.return_value = {
"digits": 2,
"trade_stops_level": 10,
"point": 0.0001,
}
result = determine_order_limits(
client,
"EURUSD",
"long",
stop_loss_limit_ratio=0.05,
take_profit_limit_ratio=0.05,
)
_assert_close(result["stop_loss"], 0.95)
_assert_close(result["take_profit"], 1.05)
def test_rejects_take_profit_inside_broker_stop_level(self) -> None:
"""Test long take-profit inside trade_stops_level raises Mt5TradingError."""
client = MagicMock()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.0, "bid": 0.99}
client.symbol_info_as_dict.return_value = {
"digits": 2,
"trade_stops_level": 100,
"point": 0.0001,
}
with pytest.raises(Mt5TradingError, match="Take profit for 'EURUSD'"):
determine_order_limits(
client,
"EURUSD",
"long",
take_profit_limit_ratio=0.0001,
)
def test_rejects_short_stop_loss_inside_broker_stop_level(self) -> None:
"""Test short stop-loss inside trade_stops_level raises Mt5TradingError."""
client = MagicMock()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.01, "bid": 1.0}
client.symbol_info_as_dict.return_value = {
"digits": 2,
"trade_stops_level": 100,
"point": 0.0001,
}
with pytest.raises(Mt5TradingError, match="Stop loss for 'EURUSD'"):
determine_order_limits(
client,
"EURUSD",
"short",
stop_loss_limit_ratio=0.0001,
)
def test_rejects_short_take_profit_inside_broker_stop_level(self) -> None:
"""Test short take-profit inside trade_stops_level raises Mt5TradingError."""
client = MagicMock()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.01, "bid": 1.0}
client.symbol_info_as_dict.return_value = {
"digits": 2,
"trade_stops_level": 100,
"point": 0.0001,
}
with pytest.raises(Mt5TradingError, match="Take profit for 'EURUSD'"):
determine_order_limits(
client,
"EURUSD",
"short",
take_profit_limit_ratio=0.0001,
)
def test_allows_short_protective_levels_beyond_broker_stop_level(self) -> None:
"""Test short SL/TP beyond trade_stops_level pass validation."""
client = MagicMock()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.01, "bid": 1.0}
client.symbol_info_as_dict.return_value = {
"digits": 2,
"trade_stops_level": 10,
"point": 0.0001,
}
result = determine_order_limits(
client,
"EURUSD",
"short",
stop_loss_limit_ratio=0.05,
take_profit_limit_ratio=0.05,
)
_assert_close(result["stop_loss"], 1.05)
_assert_close(result["take_profit"], 0.95)
def test_ignores_non_positive_broker_stop_level(self) -> None:
"""Test zero trade_stops_level skips stop-distance validation."""
client = MagicMock()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.0, "bid": 0.99}
client.symbol_info_as_dict.return_value = {
"digits": 2,
"trade_stops_level": 0,
"point": 0.0001,
}
result = determine_order_limits(
client,
"EURUSD",
"long",
stop_loss_limit_ratio=0.0001,
take_profit_limit_ratio=0.0001,
)
assert result["stop_loss"] is not None
assert result["take_profit"] is not None
"""Tests for ensure_symbol_selected."""
def test_skips_selection_when_symbol_is_visible(self) -> None:
"""Test visible symbols do not call symbol_select."""
client = MagicMock()
client.symbol_info_as_dict.return_value = {"visible": True}
ensure_symbol_selected(client, "EURUSD")
client.symbol_select.assert_not_called()
def test_selects_hidden_symbol_before_trading(self) -> None:
"""Test hidden symbols are selected in Market Watch."""
client = MagicMock()
client.symbol_info_as_dict.return_value = {"visible": False}
client.symbol_select.return_value = True
ensure_symbol_selected(client, "EURUSD")
client.symbol_select.assert_called_once_with("EURUSD", enable=True)
def test_raises_when_symbol_selection_fails(self) -> None:
"""Test failed symbol selection raises Mt5TradingError."""
client = MagicMock()
client.symbol_info_as_dict.return_value = {"visible": False}
client.symbol_select.return_value = False
client.last_error.return_value = (1, "not found")
with pytest.raises(Mt5TradingError, match="Failed to select symbol 'EURUSD'"):
ensure_symbol_selected(client, "EURUSD")
def test_raises_when_symbol_select_is_unavailable(self) -> None:
"""Test missing symbol_select raises Mt5TradingError."""
client = MagicMock()
client.symbol_info_as_dict.return_value = {"visible": False}
del client.symbol_select
with pytest.raises(
Mt5TradingError,
match="missing required method: symbol_select",
):
ensure_symbol_selected(client, "EURUSD")
class TestMt5TradingSession:
"""Tests for the mt5_trading_session context manager."""
@@ -625,6 +844,23 @@ class TestVolumeAndExecution:
0.0,
)
def test_calculate_volume_by_margin_never_returns_nonzero_below_volume_min(
self,
) -> None:
"""Test non-zero affordable volume is never below volume_min."""
client = _mock_trade_client()
client.symbol_info_as_dict.return_value = {
"volume_min": 0.1,
"volume_max": 1.0,
"volume_step": 0.1,
}
client.symbol_info_tick_as_dict.return_value = {"ask": 100.0, "bid": 99.0}
client.order_calc_margin.return_value = 10.0
volume = calculate_volume_by_margin(client, "EURUSD", 35.0, "BUY")
assert abs(volume) < 1e-9 or volume >= 0.1
def test_calculate_volume_by_margin_returns_zero_without_margin(self) -> None:
"""Test non-positive available margin returns zero before MT5 calls."""
client = _mock_trade_client()
@@ -943,6 +1179,7 @@ class TestVolumeAndExecution:
def test_place_market_order_dry_run_does_not_send(self) -> None:
"""Test dry-run market orders return a request without sending."""
client = _mock_trade_client()
client.symbol_info_as_dict.return_value = {"visible": False}
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
result = place_market_order(
@@ -956,6 +1193,7 @@ class TestVolumeAndExecution:
assert result["status"] == "dry_run"
assert _request_from_result(result)["type"] == client.mt5.ORDER_TYPE_BUY
client.order_send.assert_not_called()
client.symbol_select.assert_not_called()
def test_place_market_order_supports_limits(self) -> None:
"""Test optional SL/TP values are included in the request."""
@@ -1093,6 +1331,173 @@ class TestVolumeAndExecution:
assert result["status"] == "failed"
assert result["retcode"] == 10013
def test_place_market_order_marks_failed_numpy_retcode(self) -> None:
"""Test numpy integer retcodes normalize to failed status."""
client = _mock_trade_client()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
client.order_send.return_value = pd.DataFrame(
[{"retcode": np_int64(10013), "comment": "invalid request"}],
)
result = place_market_order(
client,
symbol="EURUSD",
volume=0.1,
order_side="BUY",
)
assert result["status"] == "failed"
assert result["retcode"] == 10013
def test_place_market_order_rejects_bool_retcode(self) -> None:
"""Test bool retcodes are not treated as integer broker codes."""
client = _mock_trade_client()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
client.order_send.return_value = pd.DataFrame(
[{"retcode": True, "comment": "weird"}],
)
result = place_market_order(
client,
symbol="EURUSD",
volume=0.1,
order_side="BUY",
)
assert result["retcode"] is None
assert result["status"] == "failed"
def test_place_market_order_marks_failed_string_retcode(self) -> None:
"""Test digit-string failure retcodes normalize to failed status."""
client = _mock_trade_client()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
client.order_send.return_value = pd.DataFrame(
[{"retcode": "10013", "comment": "invalid request"}],
)
result = place_market_order(
client,
symbol="EURUSD",
volume=0.1,
order_side="BUY",
)
assert result["retcode"] == 10013
assert result["status"] == "failed"
def test_place_market_order_marks_failed_whitespace_string_retcode(self) -> None:
"""Test whitespace-padded digit-string retcodes normalize to failed status."""
client = _mock_trade_client()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
client.order_send.return_value = pd.DataFrame(
[{"retcode": " 10013 ", "comment": "invalid request"}],
)
result = place_market_order(
client,
symbol="EURUSD",
volume=0.1,
order_side="BUY",
)
assert result["retcode"] == 10013
assert result["status"] == "failed"
@pytest.mark.parametrize("retcode", ["+10013", "-10013"])
def test_place_market_order_marks_signed_string_retcode_as_failed(
self,
retcode: str,
) -> None:
"""Test signed digit-string failure retcodes normalize to failed status."""
client = _mock_trade_client()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
client.order_send.return_value = pd.DataFrame(
[{"retcode": retcode, "comment": "invalid request"}],
)
result = place_market_order(
client,
symbol="EURUSD",
volume=0.1,
order_side="BUY",
)
expected = 10013 if retcode.startswith("+") else -10013
assert result["retcode"] == expected
assert result["status"] == "failed"
def test_place_market_order_marks_missing_retcode_as_failed(self) -> None:
"""Test live responses without retcode are fail-closed."""
client = _mock_trade_client()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
client.order_send.return_value = pd.DataFrame(
[{"comment": "missing retcode"}],
)
result = place_market_order(
client,
symbol="EURUSD",
volume=0.1,
order_side="BUY",
)
assert result["retcode"] is None
assert result["status"] == "failed"
def test_place_market_order_marks_malformed_retcode_as_failed(self) -> None:
"""Test malformed non-None retcodes are fail-closed."""
client = _mock_trade_client()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
client.order_send.return_value = pd.DataFrame(
[{"retcode": "invalid", "comment": "invalid request"}],
)
result = place_market_order(
client,
symbol="EURUSD",
volume=0.1,
order_side="BUY",
)
assert result["retcode"] is None
assert result["status"] == "failed"
def test_place_market_order_marks_empty_string_retcode_as_failed(self) -> None:
"""Test empty string retcodes are fail-closed."""
client = _mock_trade_client()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
client.order_send.return_value = pd.DataFrame(
[{"retcode": " ", "comment": "invalid request"}],
)
result = place_market_order(
client,
symbol="EURUSD",
volume=0.1,
order_side="BUY",
)
assert result["retcode"] is None
assert result["status"] == "failed"
def test_place_market_order_marks_object_retcode_as_failed(self) -> None:
"""Test unsupported retcode object types are fail-closed."""
client = _mock_trade_client()
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
client.order_send.return_value = pd.DataFrame(
[{"retcode": object(), "comment": "invalid request"}],
)
result = place_market_order(
client,
symbol="EURUSD",
volume=0.1,
order_side="BUY",
)
assert result["retcode"] is None
assert result["status"] == "failed"
def test_close_open_positions_filters_and_dry_runs(self) -> None:
"""Test close helper filters positions and builds opposite orders."""
client = _mock_trade_client()
@@ -1142,6 +1547,7 @@ class TestVolumeAndExecution:
def test_update_sltp_filters_and_dry_runs(self) -> None:
"""Test SL/TP updates filter positions and do not send in dry-run mode."""
client = _mock_trade_client()
client.symbol_info_as_dict.return_value = {"visible": False}
client.positions_get_as_df.return_value = pd.DataFrame(
[
{
@@ -1174,6 +1580,34 @@ class TestVolumeAndExecution:
assert len(result) == 1
_assert_close(_request_from_result(result[0])["sl"], 1.1)
_assert_close(_request_from_result(result[0])["tp"], 1.3)
client.order_send.assert_not_called()
client.symbol_select.assert_not_called()
def test_update_sltp_selects_hidden_symbol_for_live_send(self) -> None:
"""Test live SL/TP updates ensure hidden symbols are selected first."""
client = _mock_trade_client()
client.symbol_info_as_dict.return_value = {"visible": False}
client.symbol_select.return_value = True
client.positions_get_as_df.return_value = pd.DataFrame(
[
{
"ticket": 1,
"symbol": "EURUSD",
"type": 0,
"volume": 0.1,
"sl": 1.0,
"tp": 1.4,
},
],
)
client.order_send.return_value = pd.DataFrame(
[{"retcode": 10009, "comment": "updated"}],
)
update_sltp_for_open_positions(client, tickets=[1], stop_loss=1.1)
client.symbol_select.assert_called_once_with("EURUSD", enable=True)
client.order_send.assert_called_once()
def test_update_sltp_sends_and_normalizes_response(self) -> None:
"""Test live SL/TP updates send requests and normalize responses."""
@@ -1258,6 +1692,232 @@ class TestVolumeAndExecution:
mock_client.shutdown.assert_called_once()
def test_place_market_order_selects_hidden_symbol_for_live_send(self) -> None:
"""Test live market orders select hidden symbols before reading ticks."""
client = _mock_trade_client()
client.symbol_info_as_dict.return_value = {"visible": False}
client.symbol_select.return_value = True
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
client.order_send.return_value = pd.DataFrame(
[{"retcode": 10009, "comment": "done"}],
)
call_order: list[str] = []
def _record_select(*_args: object, **_kwargs: object) -> bool:
call_order.append("symbol_select")
return True
def _record_tick(*_args: object, **_kwargs: object) -> dict[str, float]:
call_order.append("tick")
return {"ask": 1.2, "bid": 1.1}
client.symbol_select.side_effect = _record_select
client.symbol_info_tick_as_dict.side_effect = _record_tick
place_market_order(
client,
symbol="EURUSD",
volume=0.1,
order_side="BUY",
)
client.symbol_select.assert_called_once_with("EURUSD", enable=True)
client.symbol_info_tick_as_dict.assert_called_once()
client.order_send.assert_called_once()
assert call_order == ["symbol_select", "tick"]
def test_place_market_order_reads_ticks_after_hidden_symbol_selection(self) -> None:
"""Test live orders can read ticks only after hidden symbols are selected."""
client = _mock_trade_client()
selected = {"value": False}
def _symbol_info_side_effect(**_kwargs: object) -> dict[str, bool]:
return {"visible": selected["value"]}
def _select_symbol(*_args: object, **_kwargs: object) -> bool:
selected["value"] = True
return True
def _tick_side_effect(**_kwargs: object) -> dict[str, float | None]:
if not selected["value"]:
return {"ask": None, "bid": None}
return {"ask": 1.2, "bid": 1.1}
client.symbol_info_as_dict.side_effect = _symbol_info_side_effect
client.symbol_select.side_effect = _select_symbol
client.symbol_info_tick_as_dict.side_effect = _tick_side_effect
client.order_send.return_value = pd.DataFrame(
[{"retcode": 10009, "comment": "done"}],
)
result = place_market_order(
client,
symbol="EURUSD",
volume=0.1,
order_side="BUY",
)
assert result["status"] == "executed"
client.symbol_select.assert_called_once_with("EURUSD", enable=True)
client.order_send.assert_called_once()
def test_update_sltp_marks_failed_retcode(self) -> None:
"""Test SL/TP updates normalize failed broker retcodes."""
client = _mock_trade_client()
client.symbol_info_as_dict.return_value = {"visible": True}
client.positions_get_as_df.return_value = pd.DataFrame(
[
{
"ticket": 1,
"symbol": "EURUSD",
"type": 0,
"volume": 0.1,
"sl": 1.0,
"tp": 1.4,
},
],
)
client.order_send.return_value = pd.DataFrame(
[{"retcode": 10013, "comment": "invalid stops"}],
)
result = update_sltp_for_open_positions(client, tickets=[1], stop_loss=1.1)
assert result[0]["status"] == "failed"
assert result[0]["retcode"] == 10013
def test_update_sltp_marks_failed_numpy_retcode(self) -> None:
"""Test numpy integer retcodes normalize to failed SL/TP status."""
client = _mock_trade_client()
client.symbol_info_as_dict.return_value = {"visible": True}
client.positions_get_as_df.return_value = pd.DataFrame(
[
{
"ticket": 1,
"symbol": "EURUSD",
"type": 0,
"volume": 0.1,
"sl": 1.0,
"tp": 1.4,
},
],
)
client.order_send.return_value = pd.DataFrame(
[{"retcode": np_int64(10013), "comment": "invalid stops"}],
)
result = update_sltp_for_open_positions(client, tickets=[1], stop_loss=1.1)
assert result[0]["status"] == "failed"
assert result[0]["retcode"] == 10013
def test_update_sltp_marks_failed_string_retcode(self) -> None:
"""Test digit-string failure retcodes normalize to failed SL/TP status."""
client = _mock_trade_client()
client.symbol_info_as_dict.return_value = {"visible": True}
client.positions_get_as_df.return_value = pd.DataFrame(
[
{
"ticket": 1,
"symbol": "EURUSD",
"type": 0,
"volume": 0.1,
"sl": 1.0,
"tp": 1.4,
},
],
)
client.order_send.return_value = pd.DataFrame(
[{"retcode": "10013", "comment": "invalid stops"}],
)
result = update_sltp_for_open_positions(client, tickets=[1], stop_loss=1.1)
assert result[0]["retcode"] == 10013
assert result[0]["status"] == "failed"
def test_update_sltp_marks_malformed_retcode_as_failed(self) -> None:
"""Test malformed non-None SL/TP retcodes are fail-closed."""
client = _mock_trade_client()
client.symbol_info_as_dict.return_value = {"visible": True}
client.positions_get_as_df.return_value = pd.DataFrame(
[
{
"ticket": 1,
"symbol": "EURUSD",
"type": 0,
"volume": 0.1,
"sl": 1.0,
"tp": 1.4,
},
],
)
client.order_send.return_value = pd.DataFrame(
[{"retcode": "invalid", "comment": "invalid stops"}],
)
result = update_sltp_for_open_positions(client, tickets=[1], stop_loss=1.1)
assert result[0]["retcode"] is None
assert result[0]["status"] == "failed"
def test_update_sltp_marks_missing_retcode_as_failed(self) -> None:
"""Test live SL/TP responses without retcode are fail-closed."""
client = _mock_trade_client()
client.symbol_info_as_dict.return_value = {"visible": True}
client.positions_get_as_df.return_value = pd.DataFrame(
[
{
"ticket": 1,
"symbol": "EURUSD",
"type": 0,
"volume": 0.1,
"sl": 1.0,
"tp": 1.4,
},
],
)
client.order_send.return_value = pd.DataFrame(
[{"comment": "missing retcode"}],
)
result = update_sltp_for_open_positions(client, tickets=[1], stop_loss=1.1)
assert result[0]["retcode"] is None
assert result[0]["status"] == "failed"
def test_trading_typed_dict_exports(self) -> None:
"""Test order-planning TypedDict contracts are importable."""
margin: MarginVolume = {
"margin_free": 1.0,
"available_margin": 1.0,
"trade_margin": 0.5,
"buy_volume": 0.1,
"sell_volume": 0.1,
"volume_min": 0.1,
"volume_max": 1.0,
"volume_step": 0.1,
}
limits: OrderLimits = {
"entry": 1.0,
"stop_loss": 0.9,
"take_profit": 1.1,
}
execution: OrderExecutionResult = {
"status": "dry_run",
"symbol": "EURUSD",
"order_side": "BUY",
"volume": 0.1,
"retcode": None,
"comment": None,
"request": {"action": 20},
"response": None,
"dry_run": True,
}
_assert_close(margin["buy_volume"], 0.1)
_assert_close(limits["entry"], 1.0)
assert execution["status"] == "dry_run"
def test_shuts_down_when_body_raises(self, mocker: MockerFixture) -> None:
"""Test shutdown is called when the context body raises."""
mock_client = MagicMock()