deploy: 7de3ce0b7a
This commit is contained in:
dceoy
+62
-62
@@ -248,9 +248,7 @@ responsibility of downstream applications.</p>
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<details class="mkdocstrings-source">
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<summary>Source code in <code>mt5cli/sdk.py</code></summary>
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<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-383">383</a></span>
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<span class="normal"><a href="#__codelineno-0-384">384</a></span>
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<span class="normal"><a href="#__codelineno-0-385">385</a></span>
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<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-385">385</a></span>
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<span class="normal"><a href="#__codelineno-0-386">386</a></span>
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<span class="normal"><a href="#__codelineno-0-387">387</a></span>
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<span class="normal"><a href="#__codelineno-0-388">388</a></span>
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@@ -283,42 +281,44 @@ responsibility of downstream applications.</p>
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<span class="normal"><a href="#__codelineno-0-415">415</a></span>
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<span class="normal"><a href="#__codelineno-0-416">416</a></span>
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<span class="normal"><a href="#__codelineno-0-417">417</a></span>
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<span class="normal"><a href="#__codelineno-0-418">418</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-383" name="__codelineno-0-383"></a><span class="k">def</span><span class="w"> </span><span class="fm">__init__</span><span class="p">(</span>
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<a id="__codelineno-0-384" name="__codelineno-0-384"></a> <span class="bp">self</span><span class="p">,</span>
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<a id="__codelineno-0-385" name="__codelineno-0-385"></a> <span class="o">*</span><span class="p">,</span>
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<a id="__codelineno-0-386" name="__codelineno-0-386"></a> <span class="n">path</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
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<a id="__codelineno-0-387" name="__codelineno-0-387"></a> <span class="n">login</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
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<a id="__codelineno-0-388" name="__codelineno-0-388"></a> <span class="n">password</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
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<a id="__codelineno-0-389" name="__codelineno-0-389"></a> <span class="n">server</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
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<a id="__codelineno-0-390" name="__codelineno-0-390"></a> <span class="n">timeout</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
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<a id="__codelineno-0-391" name="__codelineno-0-391"></a> <span class="n">retry_count</span><span class="p">:</span> <span class="nb">int</span> <span class="o">=</span> <span class="mi">3</span><span class="p">,</span>
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<a id="__codelineno-0-392" name="__codelineno-0-392"></a> <span class="n">config</span><span class="p">:</span> <span class="n">Mt5Config</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
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<a id="__codelineno-0-393" name="__codelineno-0-393"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5DataClient</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
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<a id="__codelineno-0-394" name="__codelineno-0-394"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
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<a id="__codelineno-0-395" name="__codelineno-0-395"></a><span class="w"> </span><span class="sd">"""Initialize the SDK client.</span>
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<a id="__codelineno-0-396" name="__codelineno-0-396"></a>
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<a id="__codelineno-0-397" name="__codelineno-0-397"></a><span class="sd"> Args:</span>
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<a id="__codelineno-0-398" name="__codelineno-0-398"></a><span class="sd"> path: Path to MetaTrader5 terminal EXE file.</span>
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<a id="__codelineno-0-399" name="__codelineno-0-399"></a><span class="sd"> login: Trading account login.</span>
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<a id="__codelineno-0-400" name="__codelineno-0-400"></a><span class="sd"> password: Trading account password.</span>
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<a id="__codelineno-0-401" name="__codelineno-0-401"></a><span class="sd"> server: Trading server name.</span>
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<a id="__codelineno-0-402" name="__codelineno-0-402"></a><span class="sd"> timeout: Connection timeout in milliseconds.</span>
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<a id="__codelineno-0-403" name="__codelineno-0-403"></a><span class="sd"> retry_count: Number of MT5 initialization retries for sessions</span>
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<a id="__codelineno-0-404" name="__codelineno-0-404"></a><span class="sd"> opened by this client.</span>
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<a id="__codelineno-0-405" name="__codelineno-0-405"></a><span class="sd"> config: Optional pre-built ``Mt5Config`` (overrides other args).</span>
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<a id="__codelineno-0-406" name="__codelineno-0-406"></a><span class="sd"> client: Optional already-connected ``Mt5DataClient``. Injected</span>
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<a id="__codelineno-0-407" name="__codelineno-0-407"></a><span class="sd"> clients are reused as-is and are not initialized or shut down.</span>
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<a id="__codelineno-0-408" name="__codelineno-0-408"></a><span class="sd"> """</span>
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<a id="__codelineno-0-409" name="__codelineno-0-409"></a> <span class="bp">self</span><span class="o">.</span><span class="n">_config</span> <span class="o">=</span> <span class="n">config</span> <span class="ow">or</span> <span class="n">build_config</span><span class="p">(</span>
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<a id="__codelineno-0-410" name="__codelineno-0-410"></a> <span class="n">path</span><span class="o">=</span><span class="n">path</span><span class="p">,</span>
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<a id="__codelineno-0-411" name="__codelineno-0-411"></a> <span class="n">login</span><span class="o">=</span><span class="n">login</span><span class="p">,</span>
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<a id="__codelineno-0-412" name="__codelineno-0-412"></a> <span class="n">password</span><span class="o">=</span><span class="n">password</span><span class="p">,</span>
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<a id="__codelineno-0-413" name="__codelineno-0-413"></a> <span class="n">server</span><span class="o">=</span><span class="n">server</span><span class="p">,</span>
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<a id="__codelineno-0-414" name="__codelineno-0-414"></a> <span class="n">timeout</span><span class="o">=</span><span class="n">timeout</span><span class="p">,</span>
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<a id="__codelineno-0-415" name="__codelineno-0-415"></a> <span class="p">)</span>
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<a id="__codelineno-0-416" name="__codelineno-0-416"></a> <span class="bp">self</span><span class="o">.</span><span class="n">_retry_count</span> <span class="o">=</span> <span class="n">retry_count</span>
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<a id="__codelineno-0-417" name="__codelineno-0-417"></a> <span class="bp">self</span><span class="o">.</span><span class="n">_client</span> <span class="o">=</span> <span class="n">client</span>
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<a id="__codelineno-0-418" name="__codelineno-0-418"></a> <span class="bp">self</span><span class="o">.</span><span class="n">_owns_client</span> <span class="o">=</span> <span class="n">client</span> <span class="ow">is</span> <span class="kc">None</span>
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<span class="normal"><a href="#__codelineno-0-418">418</a></span>
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<span class="normal"><a href="#__codelineno-0-419">419</a></span>
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<span class="normal"><a href="#__codelineno-0-420">420</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-385" name="__codelineno-0-385"></a><span class="k">def</span><span class="w"> </span><span class="fm">__init__</span><span class="p">(</span>
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<a id="__codelineno-0-386" name="__codelineno-0-386"></a> <span class="bp">self</span><span class="p">,</span>
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||||
<a id="__codelineno-0-387" name="__codelineno-0-387"></a> <span class="o">*</span><span class="p">,</span>
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||||
<a id="__codelineno-0-388" name="__codelineno-0-388"></a> <span class="n">path</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
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<a id="__codelineno-0-389" name="__codelineno-0-389"></a> <span class="n">login</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
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<a id="__codelineno-0-390" name="__codelineno-0-390"></a> <span class="n">password</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
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<a id="__codelineno-0-391" name="__codelineno-0-391"></a> <span class="n">server</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
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<a id="__codelineno-0-392" name="__codelineno-0-392"></a> <span class="n">timeout</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
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<a id="__codelineno-0-393" name="__codelineno-0-393"></a> <span class="n">retry_count</span><span class="p">:</span> <span class="nb">int</span> <span class="o">=</span> <span class="mi">3</span><span class="p">,</span>
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<a id="__codelineno-0-394" name="__codelineno-0-394"></a> <span class="n">config</span><span class="p">:</span> <span class="n">Mt5Config</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
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<a id="__codelineno-0-395" name="__codelineno-0-395"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5DataClient</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
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<a id="__codelineno-0-396" name="__codelineno-0-396"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
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||||
<a id="__codelineno-0-397" name="__codelineno-0-397"></a><span class="w"> </span><span class="sd">"""Initialize the SDK client.</span>
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<a id="__codelineno-0-398" name="__codelineno-0-398"></a>
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||||
<a id="__codelineno-0-399" name="__codelineno-0-399"></a><span class="sd"> Args:</span>
|
||||
<a id="__codelineno-0-400" name="__codelineno-0-400"></a><span class="sd"> path: Path to MetaTrader5 terminal EXE file.</span>
|
||||
<a id="__codelineno-0-401" name="__codelineno-0-401"></a><span class="sd"> login: Trading account login.</span>
|
||||
<a id="__codelineno-0-402" name="__codelineno-0-402"></a><span class="sd"> password: Trading account password.</span>
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||||
<a id="__codelineno-0-403" name="__codelineno-0-403"></a><span class="sd"> server: Trading server name.</span>
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||||
<a id="__codelineno-0-404" name="__codelineno-0-404"></a><span class="sd"> timeout: Connection timeout in milliseconds.</span>
|
||||
<a id="__codelineno-0-405" name="__codelineno-0-405"></a><span class="sd"> retry_count: Number of MT5 initialization retries for sessions</span>
|
||||
<a id="__codelineno-0-406" name="__codelineno-0-406"></a><span class="sd"> opened by this client.</span>
|
||||
<a id="__codelineno-0-407" name="__codelineno-0-407"></a><span class="sd"> config: Optional pre-built ``Mt5Config`` (overrides other args).</span>
|
||||
<a id="__codelineno-0-408" name="__codelineno-0-408"></a><span class="sd"> client: Optional already-connected ``Mt5DataClient``. Injected</span>
|
||||
<a id="__codelineno-0-409" name="__codelineno-0-409"></a><span class="sd"> clients are reused as-is and are not initialized or shut down.</span>
|
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<a id="__codelineno-0-410" name="__codelineno-0-410"></a><span class="sd"> """</span>
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<a id="__codelineno-0-411" name="__codelineno-0-411"></a> <span class="bp">self</span><span class="o">.</span><span class="n">_config</span> <span class="o">=</span> <span class="n">config</span> <span class="ow">or</span> <span class="n">build_config</span><span class="p">(</span>
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<a id="__codelineno-0-412" name="__codelineno-0-412"></a> <span class="n">path</span><span class="o">=</span><span class="n">path</span><span class="p">,</span>
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<a id="__codelineno-0-413" name="__codelineno-0-413"></a> <span class="n">login</span><span class="o">=</span><span class="n">login</span><span class="p">,</span>
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<a id="__codelineno-0-414" name="__codelineno-0-414"></a> <span class="n">password</span><span class="o">=</span><span class="n">password</span><span class="p">,</span>
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<a id="__codelineno-0-415" name="__codelineno-0-415"></a> <span class="n">server</span><span class="o">=</span><span class="n">server</span><span class="p">,</span>
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<a id="__codelineno-0-416" name="__codelineno-0-416"></a> <span class="n">timeout</span><span class="o">=</span><span class="n">timeout</span><span class="p">,</span>
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<a id="__codelineno-0-417" name="__codelineno-0-417"></a> <span class="p">)</span>
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<a id="__codelineno-0-418" name="__codelineno-0-418"></a> <span class="bp">self</span><span class="o">.</span><span class="n">_retry_count</span> <span class="o">=</span> <span class="n">retry_count</span>
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<a id="__codelineno-0-419" name="__codelineno-0-419"></a> <span class="bp">self</span><span class="o">.</span><span class="n">_client</span> <span class="o">=</span> <span class="n">client</span>
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<a id="__codelineno-0-420" name="__codelineno-0-420"></a> <span class="bp">self</span><span class="o">.</span><span class="n">_owns_client</span> <span class="o">=</span> <span class="n">client</span> <span class="ow">is</span> <span class="kc">None</span>
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</code></pre></div></td></tr></table></div>
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</details>
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@@ -675,9 +675,7 @@ not implement strategy logic, signal generation, or trade sizing.</p>
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<details class="mkdocstrings-source">
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<summary>Source code in <code>mt5cli/sdk.py</code></summary>
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<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-303">303</a></span>
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<span class="normal"><a href="#__codelineno-0-304">304</a></span>
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<span class="normal"><a href="#__codelineno-0-305">305</a></span>
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<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-305">305</a></span>
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<span class="normal"><a href="#__codelineno-0-306">306</a></span>
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<span class="normal"><a href="#__codelineno-0-307">307</a></span>
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<span class="normal"><a href="#__codelineno-0-308">308</a></span>
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@@ -694,26 +692,28 @@ not implement strategy logic, signal generation, or trade sizing.</p>
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<span class="normal"><a href="#__codelineno-0-319">319</a></span>
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<span class="normal"><a href="#__codelineno-0-320">320</a></span>
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<span class="normal"><a href="#__codelineno-0-321">321</a></span>
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<span class="normal"><a href="#__codelineno-0-322">322</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-303" name="__codelineno-0-303"></a><span class="k">def</span><span class="w"> </span><span class="nf">build_config</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-304" name="__codelineno-0-304"></a> <span class="o">*</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-305" name="__codelineno-0-305"></a> <span class="n">path</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-306" name="__codelineno-0-306"></a> <span class="n">login</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-307" name="__codelineno-0-307"></a> <span class="n">password</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-308" name="__codelineno-0-308"></a> <span class="n">server</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-309" name="__codelineno-0-309"></a> <span class="n">timeout</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-310" name="__codelineno-0-310"></a><span class="p">)</span> <span class="o">-></span> <span class="n">Mt5Config</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-311" name="__codelineno-0-311"></a><span class="w"> </span><span class="sd">"""Build an ``Mt5Config`` from optional connection parameters.</span>
|
||||
<a id="__codelineno-0-312" name="__codelineno-0-312"></a>
|
||||
<a id="__codelineno-0-313" name="__codelineno-0-313"></a><span class="sd"> Returns:</span>
|
||||
<a id="__codelineno-0-314" name="__codelineno-0-314"></a><span class="sd"> Configured ``Mt5Config`` instance.</span>
|
||||
<a id="__codelineno-0-315" name="__codelineno-0-315"></a><span class="sd"> """</span>
|
||||
<a id="__codelineno-0-316" name="__codelineno-0-316"></a> <span class="k">return</span> <span class="n">Mt5Config</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-317" name="__codelineno-0-317"></a> <span class="n">path</span><span class="o">=</span><span class="n">path</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-318" name="__codelineno-0-318"></a> <span class="n">login</span><span class="o">=</span><span class="n">login</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-319" name="__codelineno-0-319"></a> <span class="n">password</span><span class="o">=</span><span class="n">password</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-320" name="__codelineno-0-320"></a> <span class="n">server</span><span class="o">=</span><span class="n">server</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-321" name="__codelineno-0-321"></a> <span class="n">timeout</span><span class="o">=</span><span class="n">timeout</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-322" name="__codelineno-0-322"></a> <span class="p">)</span>
|
||||
<span class="normal"><a href="#__codelineno-0-322">322</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-323">323</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-324">324</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-305" name="__codelineno-0-305"></a><span class="k">def</span><span class="w"> </span><span class="nf">build_config</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-306" name="__codelineno-0-306"></a> <span class="o">*</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-307" name="__codelineno-0-307"></a> <span class="n">path</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-308" name="__codelineno-0-308"></a> <span class="n">login</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-309" name="__codelineno-0-309"></a> <span class="n">password</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-310" name="__codelineno-0-310"></a> <span class="n">server</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-311" name="__codelineno-0-311"></a> <span class="n">timeout</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-312" name="__codelineno-0-312"></a><span class="p">)</span> <span class="o">-></span> <span class="n">Mt5Config</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-313" name="__codelineno-0-313"></a><span class="w"> </span><span class="sd">"""Build an ``Mt5Config`` from optional connection parameters.</span>
|
||||
<a id="__codelineno-0-314" name="__codelineno-0-314"></a>
|
||||
<a id="__codelineno-0-315" name="__codelineno-0-315"></a><span class="sd"> Returns:</span>
|
||||
<a id="__codelineno-0-316" name="__codelineno-0-316"></a><span class="sd"> Configured ``Mt5Config`` instance.</span>
|
||||
<a id="__codelineno-0-317" name="__codelineno-0-317"></a><span class="sd"> """</span>
|
||||
<a id="__codelineno-0-318" name="__codelineno-0-318"></a> <span class="k">return</span> <span class="n">Mt5Config</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-319" name="__codelineno-0-319"></a> <span class="n">path</span><span class="o">=</span><span class="n">path</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-320" name="__codelineno-0-320"></a> <span class="n">login</span><span class="o">=</span><span class="n">login</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-321" name="__codelineno-0-321"></a> <span class="n">password</span><span class="o">=</span><span class="n">password</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-322" name="__codelineno-0-322"></a> <span class="n">server</span><span class="o">=</span><span class="n">server</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-323" name="__codelineno-0-323"></a> <span class="n">timeout</span><span class="o">=</span><span class="n">timeout</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-324" name="__codelineno-0-324"></a> <span class="p">)</span>
|
||||
</code></pre></div></td></tr></table></div>
|
||||
</details>
|
||||
</div>
|
||||
|
||||
@@ -307,7 +307,7 @@ timestamp normalization in downstream apps.</p>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>ThrottledHistoryUpdater</code></td>
|
||||
<td>Minimum interval between successful incremental updates</td>
|
||||
<td>Minimum interval between successful incremental updates; optional <code>update_backend</code> injection</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>resolve_history_datasets</code>, <code>resolve_history_timeframes</code>, <code>resolve_history_tick_flags</code></td>
|
||||
|
||||
+2012
-1888
File diff suppressed because it is too large
Load Diff
+209
-209
@@ -1357,25 +1357,7 @@ a symbol such as <code>EURUSD_M1</code> cannot collide with <code>EURUSD</code>
|
||||
|
||||
<details class="mkdocstrings-source">
|
||||
<summary>Source code in <code>mt5cli/sdk.py</code></summary>
|
||||
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-1173">1173</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1174">1174</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1175">1175</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1176">1176</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1177">1177</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1178">1178</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1179">1179</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1180">1180</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1181">1181</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1182">1182</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1183">1183</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1184">1184</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1185">1185</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1186">1186</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1187">1187</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1188">1188</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1189">1189</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1190">1190</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1191">1191</a></span>
|
||||
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-1191">1191</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1192">1192</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1193">1193</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1194">1194</a></span>
|
||||
@@ -1420,70 +1402,88 @@ a symbol such as <code>EURUSD_M1</code> cannot collide with <code>EURUSD</code>
|
||||
<span class="normal"><a href="#__codelineno-0-1233">1233</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1234">1234</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1235">1235</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1236">1236</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1173" name="__codelineno-0-1173"></a><span class="k">def</span><span class="w"> </span><span class="nf">collect_history</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-1174" name="__codelineno-0-1174"></a> <span class="n">output</span><span class="p">:</span> <span class="n">Path</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1175" name="__codelineno-0-1175"></a> <span class="n">symbols</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
||||
<a id="__codelineno-0-1176" name="__codelineno-0-1176"></a> <span class="n">date_from</span><span class="p">:</span> <span class="n">datetime</span> <span class="o">|</span> <span class="nb">str</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1177" name="__codelineno-0-1177"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n">datetime</span> <span class="o">|</span> <span class="nb">str</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1178" name="__codelineno-0-1178"></a> <span class="o">*</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1179" name="__codelineno-0-1179"></a> <span class="n">datasets</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1180" name="__codelineno-0-1180"></a> <span class="n">timeframe</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">=</span> <span class="mi">1</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1181" name="__codelineno-0-1181"></a> <span class="n">flags</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">=</span> <span class="s2">"ALL"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1182" name="__codelineno-0-1182"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n">IfExists</span> <span class="o">=</span> <span class="n">IfExists</span><span class="o">.</span><span class="n">FAIL</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1183" name="__codelineno-0-1183"></a> <span class="n">with_views</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1184" name="__codelineno-0-1184"></a> <span class="n">config</span><span class="p">:</span> <span class="n">Mt5Config</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1185" name="__codelineno-0-1185"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-1186" name="__codelineno-0-1186"></a><span class="w"> </span><span class="sd">"""Collect historical datasets into a single SQLite database.</span>
|
||||
<a id="__codelineno-0-1187" name="__codelineno-0-1187"></a>
|
||||
<a id="__codelineno-0-1188" name="__codelineno-0-1188"></a><span class="sd"> Args:</span>
|
||||
<a id="__codelineno-0-1189" name="__codelineno-0-1189"></a><span class="sd"> output: SQLite database path.</span>
|
||||
<a id="__codelineno-0-1190" name="__codelineno-0-1190"></a><span class="sd"> symbols: Symbols to collect.</span>
|
||||
<a id="__codelineno-0-1191" name="__codelineno-0-1191"></a><span class="sd"> date_from: Start date.</span>
|
||||
<a id="__codelineno-0-1192" name="__codelineno-0-1192"></a><span class="sd"> date_to: End date.</span>
|
||||
<a id="__codelineno-0-1193" name="__codelineno-0-1193"></a><span class="sd"> datasets: Datasets to include (defaults to all).</span>
|
||||
<a id="__codelineno-0-1194" name="__codelineno-0-1194"></a><span class="sd"> timeframe: Rates timeframe as integer or name (e.g. ``M1``).</span>
|
||||
<a id="__codelineno-0-1195" name="__codelineno-0-1195"></a><span class="sd"> flags: Tick copy flags as integer or name (e.g. ``ALL``).</span>
|
||||
<a id="__codelineno-0-1196" name="__codelineno-0-1196"></a><span class="sd"> if_exists: Behavior when a target table already exists.</span>
|
||||
<a id="__codelineno-0-1197" name="__codelineno-0-1197"></a><span class="sd"> with_views: Create ``cash_events`` and ``positions_reconstructed`` views.</span>
|
||||
<a id="__codelineno-0-1198" name="__codelineno-0-1198"></a><span class="sd"> config: MT5 connection configuration.</span>
|
||||
<a id="__codelineno-0-1199" name="__codelineno-0-1199"></a><span class="sd"> """</span>
|
||||
<a id="__codelineno-0-1200" name="__codelineno-0-1200"></a> <span class="n">start</span> <span class="o">=</span> <span class="n">_require_datetime</span><span class="p">(</span><span class="n">date_from</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1201" name="__codelineno-0-1201"></a> <span class="n">end</span> <span class="o">=</span> <span class="n">_require_datetime</span><span class="p">(</span><span class="n">date_to</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1202" name="__codelineno-0-1202"></a> <span class="n">selected</span> <span class="o">=</span> <span class="n">datasets</span> <span class="k">if</span> <span class="n">datasets</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span> <span class="k">else</span> <span class="nb">set</span><span class="p">(</span><span class="n">Dataset</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1203" name="__codelineno-0-1203"></a> <span class="n">tf</span> <span class="o">=</span> <span class="n">_coerce_timeframe</span><span class="p">(</span><span class="n">timeframe</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1204" name="__codelineno-0-1204"></a> <span class="n">tick_flags</span> <span class="o">=</span> <span class="n">_coerce_tick_flags</span><span class="p">(</span><span class="n">flags</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1205" name="__codelineno-0-1205"></a> <span class="n">mt5_config</span> <span class="o">=</span> <span class="n">config</span> <span class="ow">or</span> <span class="n">build_config</span><span class="p">()</span>
|
||||
<a id="__codelineno-0-1206" name="__codelineno-0-1206"></a> <span class="k">with</span> <span class="n">connected_client</span><span class="p">(</span><span class="n">mt5_config</span><span class="p">)</span> <span class="k">as</span> <span class="n">client</span><span class="p">,</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">connect</span><span class="p">(</span><span class="n">output</span><span class="p">)</span> <span class="k">as</span> <span class="n">conn</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-1207" name="__codelineno-0-1207"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="s2">"PRAGMA journal_mode=WAL"</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1208" name="__codelineno-0-1208"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="s2">"PRAGMA synchronous=NORMAL"</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1209" name="__codelineno-0-1209"></a> <span class="n">written_tables</span><span class="p">,</span> <span class="n">written_columns</span> <span class="o">=</span> <span class="n">write_collected_datasets</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-1210" name="__codelineno-0-1210"></a> <span class="n">conn</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1211" name="__codelineno-0-1211"></a> <span class="n">client</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1212" name="__codelineno-0-1212"></a> <span class="n">symbols</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1213" name="__codelineno-0-1213"></a> <span class="n">selected</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1214" name="__codelineno-0-1214"></a> <span class="n">tf</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1215" name="__codelineno-0-1215"></a> <span class="n">tick_flags</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1216" name="__codelineno-0-1216"></a> <span class="n">start</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1217" name="__codelineno-0-1217"></a> <span class="n">end</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1218" name="__codelineno-0-1218"></a> <span class="n">if_exists</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1219" name="__codelineno-0-1219"></a> <span class="p">)</span>
|
||||
<a id="__codelineno-0-1220" name="__codelineno-0-1220"></a> <span class="n">create_history_indexes</span><span class="p">(</span><span class="n">conn</span><span class="p">,</span> <span class="n">written_columns</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1221" name="__codelineno-0-1221"></a> <span class="k">if</span> <span class="n">with_views</span> <span class="ow">and</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span> <span class="ow">in</span> <span class="n">written_tables</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-1222" name="__codelineno-0-1222"></a> <span class="n">create_cash_events_view</span><span class="p">(</span><span class="n">conn</span><span class="p">,</span> <span class="n">written_columns</span><span class="p">[</span><span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span><span class="p">])</span>
|
||||
<a id="__codelineno-0-1223" name="__codelineno-0-1223"></a> <span class="n">create_positions_reconstructed_view</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-1224" name="__codelineno-0-1224"></a> <span class="n">conn</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1225" name="__codelineno-0-1225"></a> <span class="n">written_columns</span><span class="p">[</span><span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span><span class="p">],</span>
|
||||
<a id="__codelineno-0-1226" name="__codelineno-0-1226"></a> <span class="p">)</span>
|
||||
<a id="__codelineno-0-1227" name="__codelineno-0-1227"></a> <span class="k">elif</span> <span class="n">with_views</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-1228" name="__codelineno-0-1228"></a> <span class="n">logger</span><span class="o">.</span><span class="n">warning</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-1229" name="__codelineno-0-1229"></a> <span class="s2">"--with-views ignored: history_deals table was not written"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1230" name="__codelineno-0-1230"></a> <span class="p">)</span>
|
||||
<a id="__codelineno-0-1231" name="__codelineno-0-1231"></a> <span class="n">logger</span><span class="o">.</span><span class="n">info</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-1232" name="__codelineno-0-1232"></a> <span class="s2">"Collected </span><span class="si">%s</span><span class="s2"> for </span><span class="si">%d</span><span class="s2"> symbol(s) into </span><span class="si">%s</span><span class="s2">"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1233" name="__codelineno-0-1233"></a> <span class="s2">", "</span><span class="o">.</span><span class="n">join</span><span class="p">(</span><span class="nb">sorted</span><span class="p">(</span><span class="n">ds</span><span class="o">.</span><span class="n">value</span> <span class="k">for</span> <span class="n">ds</span> <span class="ow">in</span> <span class="n">selected</span><span class="p">)),</span>
|
||||
<a id="__codelineno-0-1234" name="__codelineno-0-1234"></a> <span class="nb">len</span><span class="p">(</span><span class="n">symbols</span><span class="p">),</span>
|
||||
<a id="__codelineno-0-1235" name="__codelineno-0-1235"></a> <span class="n">output</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1236" name="__codelineno-0-1236"></a> <span class="p">)</span>
|
||||
<span class="normal"><a href="#__codelineno-0-1236">1236</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1237">1237</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1238">1238</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1239">1239</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1240">1240</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1241">1241</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1242">1242</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1243">1243</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1244">1244</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1245">1245</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1246">1246</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1247">1247</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1248">1248</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1249">1249</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1250">1250</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1251">1251</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1252">1252</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1253">1253</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1254">1254</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1191" name="__codelineno-0-1191"></a><span class="k">def</span><span class="w"> </span><span class="nf">collect_history</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-1192" name="__codelineno-0-1192"></a> <span class="n">output</span><span class="p">:</span> <span class="n">Path</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1193" name="__codelineno-0-1193"></a> <span class="n">symbols</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
||||
<a id="__codelineno-0-1194" name="__codelineno-0-1194"></a> <span class="n">date_from</span><span class="p">:</span> <span class="n">datetime</span> <span class="o">|</span> <span class="nb">str</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1195" name="__codelineno-0-1195"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n">datetime</span> <span class="o">|</span> <span class="nb">str</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1196" name="__codelineno-0-1196"></a> <span class="o">*</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1197" name="__codelineno-0-1197"></a> <span class="n">datasets</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1198" name="__codelineno-0-1198"></a> <span class="n">timeframe</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">=</span> <span class="mi">1</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1199" name="__codelineno-0-1199"></a> <span class="n">flags</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">=</span> <span class="s2">"ALL"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1200" name="__codelineno-0-1200"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n">IfExists</span> <span class="o">=</span> <span class="n">IfExists</span><span class="o">.</span><span class="n">FAIL</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1201" name="__codelineno-0-1201"></a> <span class="n">with_views</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1202" name="__codelineno-0-1202"></a> <span class="n">config</span><span class="p">:</span> <span class="n">Mt5Config</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1203" name="__codelineno-0-1203"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-1204" name="__codelineno-0-1204"></a><span class="w"> </span><span class="sd">"""Collect historical datasets into a single SQLite database.</span>
|
||||
<a id="__codelineno-0-1205" name="__codelineno-0-1205"></a>
|
||||
<a id="__codelineno-0-1206" name="__codelineno-0-1206"></a><span class="sd"> Args:</span>
|
||||
<a id="__codelineno-0-1207" name="__codelineno-0-1207"></a><span class="sd"> output: SQLite database path.</span>
|
||||
<a id="__codelineno-0-1208" name="__codelineno-0-1208"></a><span class="sd"> symbols: Symbols to collect.</span>
|
||||
<a id="__codelineno-0-1209" name="__codelineno-0-1209"></a><span class="sd"> date_from: Start date.</span>
|
||||
<a id="__codelineno-0-1210" name="__codelineno-0-1210"></a><span class="sd"> date_to: End date.</span>
|
||||
<a id="__codelineno-0-1211" name="__codelineno-0-1211"></a><span class="sd"> datasets: Datasets to include (defaults to all).</span>
|
||||
<a id="__codelineno-0-1212" name="__codelineno-0-1212"></a><span class="sd"> timeframe: Rates timeframe as integer or name (e.g. ``M1``).</span>
|
||||
<a id="__codelineno-0-1213" name="__codelineno-0-1213"></a><span class="sd"> flags: Tick copy flags as integer or name (e.g. ``ALL``).</span>
|
||||
<a id="__codelineno-0-1214" name="__codelineno-0-1214"></a><span class="sd"> if_exists: Behavior when a target table already exists.</span>
|
||||
<a id="__codelineno-0-1215" name="__codelineno-0-1215"></a><span class="sd"> with_views: Create ``cash_events`` and ``positions_reconstructed`` views.</span>
|
||||
<a id="__codelineno-0-1216" name="__codelineno-0-1216"></a><span class="sd"> config: MT5 connection configuration.</span>
|
||||
<a id="__codelineno-0-1217" name="__codelineno-0-1217"></a><span class="sd"> """</span>
|
||||
<a id="__codelineno-0-1218" name="__codelineno-0-1218"></a> <span class="n">start</span> <span class="o">=</span> <span class="n">_require_datetime</span><span class="p">(</span><span class="n">date_from</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1219" name="__codelineno-0-1219"></a> <span class="n">end</span> <span class="o">=</span> <span class="n">_require_datetime</span><span class="p">(</span><span class="n">date_to</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1220" name="__codelineno-0-1220"></a> <span class="n">selected</span> <span class="o">=</span> <span class="n">datasets</span> <span class="k">if</span> <span class="n">datasets</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span> <span class="k">else</span> <span class="nb">set</span><span class="p">(</span><span class="n">Dataset</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1221" name="__codelineno-0-1221"></a> <span class="n">tf</span> <span class="o">=</span> <span class="n">_coerce_timeframe</span><span class="p">(</span><span class="n">timeframe</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1222" name="__codelineno-0-1222"></a> <span class="n">tick_flags</span> <span class="o">=</span> <span class="n">_coerce_tick_flags</span><span class="p">(</span><span class="n">flags</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1223" name="__codelineno-0-1223"></a> <span class="n">mt5_config</span> <span class="o">=</span> <span class="n">config</span> <span class="ow">or</span> <span class="n">build_config</span><span class="p">()</span>
|
||||
<a id="__codelineno-0-1224" name="__codelineno-0-1224"></a> <span class="k">with</span> <span class="n">connected_client</span><span class="p">(</span><span class="n">mt5_config</span><span class="p">)</span> <span class="k">as</span> <span class="n">client</span><span class="p">,</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">connect</span><span class="p">(</span><span class="n">output</span><span class="p">)</span> <span class="k">as</span> <span class="n">conn</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-1225" name="__codelineno-0-1225"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="s2">"PRAGMA journal_mode=WAL"</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1226" name="__codelineno-0-1226"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="s2">"PRAGMA synchronous=NORMAL"</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1227" name="__codelineno-0-1227"></a> <span class="n">written_tables</span><span class="p">,</span> <span class="n">written_columns</span> <span class="o">=</span> <span class="n">write_collected_datasets</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-1228" name="__codelineno-0-1228"></a> <span class="n">conn</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1229" name="__codelineno-0-1229"></a> <span class="n">client</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1230" name="__codelineno-0-1230"></a> <span class="n">symbols</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1231" name="__codelineno-0-1231"></a> <span class="n">selected</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1232" name="__codelineno-0-1232"></a> <span class="n">tf</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1233" name="__codelineno-0-1233"></a> <span class="n">tick_flags</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1234" name="__codelineno-0-1234"></a> <span class="n">start</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1235" name="__codelineno-0-1235"></a> <span class="n">end</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1236" name="__codelineno-0-1236"></a> <span class="n">if_exists</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1237" name="__codelineno-0-1237"></a> <span class="p">)</span>
|
||||
<a id="__codelineno-0-1238" name="__codelineno-0-1238"></a> <span class="n">create_history_indexes</span><span class="p">(</span><span class="n">conn</span><span class="p">,</span> <span class="n">written_columns</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-1239" name="__codelineno-0-1239"></a> <span class="k">if</span> <span class="n">with_views</span> <span class="ow">and</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span> <span class="ow">in</span> <span class="n">written_tables</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-1240" name="__codelineno-0-1240"></a> <span class="n">create_cash_events_view</span><span class="p">(</span><span class="n">conn</span><span class="p">,</span> <span class="n">written_columns</span><span class="p">[</span><span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span><span class="p">])</span>
|
||||
<a id="__codelineno-0-1241" name="__codelineno-0-1241"></a> <span class="n">create_positions_reconstructed_view</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-1242" name="__codelineno-0-1242"></a> <span class="n">conn</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1243" name="__codelineno-0-1243"></a> <span class="n">written_columns</span><span class="p">[</span><span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span><span class="p">],</span>
|
||||
<a id="__codelineno-0-1244" name="__codelineno-0-1244"></a> <span class="p">)</span>
|
||||
<a id="__codelineno-0-1245" name="__codelineno-0-1245"></a> <span class="k">elif</span> <span class="n">with_views</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-1246" name="__codelineno-0-1246"></a> <span class="n">logger</span><span class="o">.</span><span class="n">warning</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-1247" name="__codelineno-0-1247"></a> <span class="s2">"--with-views ignored: history_deals table was not written"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1248" name="__codelineno-0-1248"></a> <span class="p">)</span>
|
||||
<a id="__codelineno-0-1249" name="__codelineno-0-1249"></a> <span class="n">logger</span><span class="o">.</span><span class="n">info</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-1250" name="__codelineno-0-1250"></a> <span class="s2">"Collected </span><span class="si">%s</span><span class="s2"> for </span><span class="si">%d</span><span class="s2"> symbol(s) into </span><span class="si">%s</span><span class="s2">"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1251" name="__codelineno-0-1251"></a> <span class="s2">", "</span><span class="o">.</span><span class="n">join</span><span class="p">(</span><span class="nb">sorted</span><span class="p">(</span><span class="n">ds</span><span class="o">.</span><span class="n">value</span> <span class="k">for</span> <span class="n">ds</span> <span class="ow">in</span> <span class="n">selected</span><span class="p">)),</span>
|
||||
<a id="__codelineno-0-1252" name="__codelineno-0-1252"></a> <span class="nb">len</span><span class="p">(</span><span class="n">symbols</span><span class="p">),</span>
|
||||
<a id="__codelineno-0-1253" name="__codelineno-0-1253"></a> <span class="n">output</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1254" name="__codelineno-0-1254"></a> <span class="p">)</span>
|
||||
</code></pre></div></td></tr></table></div>
|
||||
</details>
|
||||
</div>
|
||||
@@ -4477,9 +4477,7 @@ timeframes when None).</p>
|
||||
|
||||
<details class="mkdocstrings-source">
|
||||
<summary>Source code in <code>mt5cli/sdk.py</code></summary>
|
||||
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-920">920</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-921">921</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-922">922</a></span>
|
||||
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-922">922</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-923">923</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-924">924</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-925">925</a></span>
|
||||
@@ -4550,80 +4548,82 @@ timeframes when None).</p>
|
||||
<span class="normal"><a href="#__codelineno-0-990">990</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-991">991</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-992">992</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-993">993</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-920" name="__codelineno-0-920"></a><span class="k">def</span><span class="w"> </span><span class="nf">update_history</span><span class="p">(</span> <span class="c1"># noqa: PLR0913</span>
|
||||
<a id="__codelineno-0-921" name="__codelineno-0-921"></a> <span class="o">*</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-922" name="__codelineno-0-922"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5DataClient</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-923" name="__codelineno-0-923"></a> <span class="n">output</span><span class="p">:</span> <span class="n">Path</span> <span class="o">|</span> <span class="nb">str</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-924" name="__codelineno-0-924"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
||||
<a id="__codelineno-0-925" name="__codelineno-0-925"></a> <span class="n">datasets</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-926" name="__codelineno-0-926"></a> <span class="n">timeframes</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-927" name="__codelineno-0-927"></a> <span class="n">flags</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">=</span> <span class="s2">"ALL"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-928" name="__codelineno-0-928"></a> <span class="n">lookback_hours</span><span class="p">:</span> <span class="nb">float</span> <span class="o">=</span> <span class="mf">24.0</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-929" name="__codelineno-0-929"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n">datetime</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-930" name="__codelineno-0-930"></a> <span class="n">deduplicate</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-931" name="__codelineno-0-931"></a> <span class="n">create_rate_views</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-932" name="__codelineno-0-932"></a> <span class="n">with_views</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-933" name="__codelineno-0-933"></a> <span class="n">include_account_events</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-934" name="__codelineno-0-934"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-935" name="__codelineno-0-935"></a><span class="w"> </span><span class="sd">"""Incrementally append MT5 history into a SQLite database.</span>
|
||||
<a id="__codelineno-0-936" name="__codelineno-0-936"></a>
|
||||
<a id="__codelineno-0-937" name="__codelineno-0-937"></a><span class="sd"> Uses an already-connected ``Mt5DataClient`` and does not create or close</span>
|
||||
<a id="__codelineno-0-938" name="__codelineno-0-938"></a><span class="sd"> the MT5 connection. For first-time tables, data is fetched from</span>
|
||||
<a id="__codelineno-0-939" name="__codelineno-0-939"></a><span class="sd"> ``date_to - lookback_hours``. Subsequent runs resume from existing</span>
|
||||
<a id="__codelineno-0-940" name="__codelineno-0-940"></a><span class="sd"> ``MAX(time)`` per symbol (and timeframe for rates); when</span>
|
||||
<a id="__codelineno-0-941" name="__codelineno-0-941"></a><span class="sd"> ``include_account_events=True``, account-level deals use a separate cursor</span>
|
||||
<a id="__codelineno-0-942" name="__codelineno-0-942"></a><span class="sd"> over ``type NOT IN (0, 1)`` / empty-symbol rows.</span>
|
||||
<a id="__codelineno-0-943" name="__codelineno-0-943"></a>
|
||||
<a id="__codelineno-0-944" name="__codelineno-0-944"></a><span class="sd"> Args:</span>
|
||||
<a id="__codelineno-0-945" name="__codelineno-0-945"></a><span class="sd"> client: Connected MT5 data client.</span>
|
||||
<a id="__codelineno-0-946" name="__codelineno-0-946"></a><span class="sd"> output: SQLite database path.</span>
|
||||
<a id="__codelineno-0-947" name="__codelineno-0-947"></a><span class="sd"> symbols: Symbols to update.</span>
|
||||
<a id="__codelineno-0-948" name="__codelineno-0-948"></a><span class="sd"> datasets: Datasets to include (defaults to all).</span>
|
||||
<a id="__codelineno-0-949" name="__codelineno-0-949"></a><span class="sd"> timeframes: Rate timeframes to update (defaults to all fixed MT5</span>
|
||||
<a id="__codelineno-0-950" name="__codelineno-0-950"></a><span class="sd"> timeframes when None).</span>
|
||||
<a id="__codelineno-0-951" name="__codelineno-0-951"></a><span class="sd"> flags: Tick copy flags as integer or name (e.g. ``ALL``).</span>
|
||||
<a id="__codelineno-0-952" name="__codelineno-0-952"></a><span class="sd"> lookback_hours: First-run lookback when a table has no prior rows.</span>
|
||||
<a id="__codelineno-0-953" name="__codelineno-0-953"></a><span class="sd"> date_to: Optional update end datetime. Defaults to now (UTC).</span>
|
||||
<a id="__codelineno-0-954" name="__codelineno-0-954"></a><span class="sd"> deduplicate: Remove duplicate rows after append, keeping latest ROWID.</span>
|
||||
<a id="__codelineno-0-955" name="__codelineno-0-955"></a><span class="sd"> create_rate_views: Create ``rate_<symbol>__<timeframe>`` views.</span>
|
||||
<a id="__codelineno-0-956" name="__codelineno-0-956"></a><span class="sd"> with_views: Create ``cash_events`` and ``positions_reconstructed`` views.</span>
|
||||
<a id="__codelineno-0-957" name="__codelineno-0-957"></a><span class="sd"> include_account_events: Include account-level cash events in</span>
|
||||
<a id="__codelineno-0-958" name="__codelineno-0-958"></a><span class="sd"> ``history_deals`` when True.</span>
|
||||
<a id="__codelineno-0-959" name="__codelineno-0-959"></a><span class="sd"> """</span>
|
||||
<a id="__codelineno-0-960" name="__codelineno-0-960"></a> <span class="n">request</span> <span class="o">=</span> <span class="n">_resolve_update_history_request</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-961" name="__codelineno-0-961"></a> <span class="n">output</span><span class="o">=</span><span class="n">output</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-962" name="__codelineno-0-962"></a> <span class="n">symbols</span><span class="o">=</span><span class="n">symbols</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-963" name="__codelineno-0-963"></a> <span class="n">datasets</span><span class="o">=</span><span class="n">datasets</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-964" name="__codelineno-0-964"></a> <span class="n">timeframes</span><span class="o">=</span><span class="n">timeframes</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-965" name="__codelineno-0-965"></a> <span class="n">flags</span><span class="o">=</span><span class="n">flags</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-966" name="__codelineno-0-966"></a> <span class="n">lookback_hours</span><span class="o">=</span><span class="n">lookback_hours</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-967" name="__codelineno-0-967"></a> <span class="n">date_to</span><span class="o">=</span><span class="n">date_to</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-968" name="__codelineno-0-968"></a> <span class="p">)</span>
|
||||
<a id="__codelineno-0-969" name="__codelineno-0-969"></a> <span class="k">if</span> <span class="n">request</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-970" name="__codelineno-0-970"></a> <span class="k">return</span>
|
||||
<a id="__codelineno-0-971" name="__codelineno-0-971"></a> <span class="n">logger</span><span class="o">.</span><span class="n">info</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-972" name="__codelineno-0-972"></a> <span class="s2">"Updating history in SQLite: symbols=</span><span class="si">%s</span><span class="s2">, datasets=</span><span class="si">%s</span><span class="s2">, path=</span><span class="si">%s</span><span class="s2">"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-973" name="__codelineno-0-973"></a> <span class="nb">list</span><span class="p">(</span><span class="n">symbols</span><span class="p">),</span>
|
||||
<a id="__codelineno-0-974" name="__codelineno-0-974"></a> <span class="nb">sorted</span><span class="p">(</span><span class="n">dataset</span><span class="o">.</span><span class="n">value</span> <span class="k">for</span> <span class="n">dataset</span> <span class="ow">in</span> <span class="n">request</span><span class="o">.</span><span class="n">selected</span><span class="p">),</span>
|
||||
<a id="__codelineno-0-975" name="__codelineno-0-975"></a> <span class="n">request</span><span class="o">.</span><span class="n">output_path</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-976" name="__codelineno-0-976"></a> <span class="p">)</span>
|
||||
<a id="__codelineno-0-977" name="__codelineno-0-977"></a> <span class="k">with</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">connect</span><span class="p">(</span><span class="n">request</span><span class="o">.</span><span class="n">output_path</span><span class="p">)</span> <span class="k">as</span> <span class="n">conn</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-978" name="__codelineno-0-978"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="s2">"PRAGMA journal_mode=WAL"</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-979" name="__codelineno-0-979"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="s2">"PRAGMA synchronous=NORMAL"</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-980" name="__codelineno-0-980"></a> <span class="n">write_incremental_datasets</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-981" name="__codelineno-0-981"></a> <span class="n">conn</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-982" name="__codelineno-0-982"></a> <span class="n">client</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-983" name="__codelineno-0-983"></a> <span class="n">symbols</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-984" name="__codelineno-0-984"></a> <span class="n">request</span><span class="o">.</span><span class="n">selected</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-985" name="__codelineno-0-985"></a> <span class="n">request</span><span class="o">.</span><span class="n">resolved_timeframes</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-986" name="__codelineno-0-986"></a> <span class="n">request</span><span class="o">.</span><span class="n">resolved_tick_flags</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-987" name="__codelineno-0-987"></a> <span class="n">request</span><span class="o">.</span><span class="n">fallback_start</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-988" name="__codelineno-0-988"></a> <span class="n">request</span><span class="o">.</span><span class="n">end</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-989" name="__codelineno-0-989"></a> <span class="n">deduplicate</span><span class="o">=</span><span class="n">deduplicate</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-990" name="__codelineno-0-990"></a> <span class="n">create_rate_views</span><span class="o">=</span><span class="n">create_rate_views</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-991" name="__codelineno-0-991"></a> <span class="n">with_views</span><span class="o">=</span><span class="n">with_views</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-992" name="__codelineno-0-992"></a> <span class="n">include_account_events</span><span class="o">=</span><span class="n">include_account_events</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-993" name="__codelineno-0-993"></a> <span class="p">)</span>
|
||||
<span class="normal"><a href="#__codelineno-0-993">993</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-994">994</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-995">995</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-922" name="__codelineno-0-922"></a><span class="k">def</span><span class="w"> </span><span class="nf">update_history</span><span class="p">(</span> <span class="c1"># noqa: PLR0913</span>
|
||||
<a id="__codelineno-0-923" name="__codelineno-0-923"></a> <span class="o">*</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-924" name="__codelineno-0-924"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5DataClient</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-925" name="__codelineno-0-925"></a> <span class="n">output</span><span class="p">:</span> <span class="n">Path</span> <span class="o">|</span> <span class="nb">str</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-926" name="__codelineno-0-926"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
||||
<a id="__codelineno-0-927" name="__codelineno-0-927"></a> <span class="n">datasets</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-928" name="__codelineno-0-928"></a> <span class="n">timeframes</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-929" name="__codelineno-0-929"></a> <span class="n">flags</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">=</span> <span class="s2">"ALL"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-930" name="__codelineno-0-930"></a> <span class="n">lookback_hours</span><span class="p">:</span> <span class="nb">float</span> <span class="o">=</span> <span class="mf">24.0</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-931" name="__codelineno-0-931"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n">datetime</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-932" name="__codelineno-0-932"></a> <span class="n">deduplicate</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-933" name="__codelineno-0-933"></a> <span class="n">create_rate_views</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-934" name="__codelineno-0-934"></a> <span class="n">with_views</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-935" name="__codelineno-0-935"></a> <span class="n">include_account_events</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-936" name="__codelineno-0-936"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-937" name="__codelineno-0-937"></a><span class="w"> </span><span class="sd">"""Incrementally append MT5 history into a SQLite database.</span>
|
||||
<a id="__codelineno-0-938" name="__codelineno-0-938"></a>
|
||||
<a id="__codelineno-0-939" name="__codelineno-0-939"></a><span class="sd"> Uses an already-connected ``Mt5DataClient`` and does not create or close</span>
|
||||
<a id="__codelineno-0-940" name="__codelineno-0-940"></a><span class="sd"> the MT5 connection. For first-time tables, data is fetched from</span>
|
||||
<a id="__codelineno-0-941" name="__codelineno-0-941"></a><span class="sd"> ``date_to - lookback_hours``. Subsequent runs resume from existing</span>
|
||||
<a id="__codelineno-0-942" name="__codelineno-0-942"></a><span class="sd"> ``MAX(time)`` per symbol (and timeframe for rates); when</span>
|
||||
<a id="__codelineno-0-943" name="__codelineno-0-943"></a><span class="sd"> ``include_account_events=True``, account-level deals use a separate cursor</span>
|
||||
<a id="__codelineno-0-944" name="__codelineno-0-944"></a><span class="sd"> over ``type NOT IN (0, 1)`` / empty-symbol rows.</span>
|
||||
<a id="__codelineno-0-945" name="__codelineno-0-945"></a>
|
||||
<a id="__codelineno-0-946" name="__codelineno-0-946"></a><span class="sd"> Args:</span>
|
||||
<a id="__codelineno-0-947" name="__codelineno-0-947"></a><span class="sd"> client: Connected MT5 data client.</span>
|
||||
<a id="__codelineno-0-948" name="__codelineno-0-948"></a><span class="sd"> output: SQLite database path.</span>
|
||||
<a id="__codelineno-0-949" name="__codelineno-0-949"></a><span class="sd"> symbols: Symbols to update.</span>
|
||||
<a id="__codelineno-0-950" name="__codelineno-0-950"></a><span class="sd"> datasets: Datasets to include (defaults to all).</span>
|
||||
<a id="__codelineno-0-951" name="__codelineno-0-951"></a><span class="sd"> timeframes: Rate timeframes to update (defaults to all fixed MT5</span>
|
||||
<a id="__codelineno-0-952" name="__codelineno-0-952"></a><span class="sd"> timeframes when None).</span>
|
||||
<a id="__codelineno-0-953" name="__codelineno-0-953"></a><span class="sd"> flags: Tick copy flags as integer or name (e.g. ``ALL``).</span>
|
||||
<a id="__codelineno-0-954" name="__codelineno-0-954"></a><span class="sd"> lookback_hours: First-run lookback when a table has no prior rows.</span>
|
||||
<a id="__codelineno-0-955" name="__codelineno-0-955"></a><span class="sd"> date_to: Optional update end datetime. Defaults to now (UTC).</span>
|
||||
<a id="__codelineno-0-956" name="__codelineno-0-956"></a><span class="sd"> deduplicate: Remove duplicate rows after append, keeping latest ROWID.</span>
|
||||
<a id="__codelineno-0-957" name="__codelineno-0-957"></a><span class="sd"> create_rate_views: Create ``rate_<symbol>__<timeframe>`` views.</span>
|
||||
<a id="__codelineno-0-958" name="__codelineno-0-958"></a><span class="sd"> with_views: Create ``cash_events`` and ``positions_reconstructed`` views.</span>
|
||||
<a id="__codelineno-0-959" name="__codelineno-0-959"></a><span class="sd"> include_account_events: Include account-level cash events in</span>
|
||||
<a id="__codelineno-0-960" name="__codelineno-0-960"></a><span class="sd"> ``history_deals`` when True.</span>
|
||||
<a id="__codelineno-0-961" name="__codelineno-0-961"></a><span class="sd"> """</span>
|
||||
<a id="__codelineno-0-962" name="__codelineno-0-962"></a> <span class="n">request</span> <span class="o">=</span> <span class="n">_resolve_update_history_request</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-963" name="__codelineno-0-963"></a> <span class="n">output</span><span class="o">=</span><span class="n">output</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-964" name="__codelineno-0-964"></a> <span class="n">symbols</span><span class="o">=</span><span class="n">symbols</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-965" name="__codelineno-0-965"></a> <span class="n">datasets</span><span class="o">=</span><span class="n">datasets</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-966" name="__codelineno-0-966"></a> <span class="n">timeframes</span><span class="o">=</span><span class="n">timeframes</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-967" name="__codelineno-0-967"></a> <span class="n">flags</span><span class="o">=</span><span class="n">flags</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-968" name="__codelineno-0-968"></a> <span class="n">lookback_hours</span><span class="o">=</span><span class="n">lookback_hours</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-969" name="__codelineno-0-969"></a> <span class="n">date_to</span><span class="o">=</span><span class="n">date_to</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-970" name="__codelineno-0-970"></a> <span class="p">)</span>
|
||||
<a id="__codelineno-0-971" name="__codelineno-0-971"></a> <span class="k">if</span> <span class="n">request</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-972" name="__codelineno-0-972"></a> <span class="k">return</span>
|
||||
<a id="__codelineno-0-973" name="__codelineno-0-973"></a> <span class="n">logger</span><span class="o">.</span><span class="n">info</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-974" name="__codelineno-0-974"></a> <span class="s2">"Updating history in SQLite: symbols=</span><span class="si">%s</span><span class="s2">, datasets=</span><span class="si">%s</span><span class="s2">, path=</span><span class="si">%s</span><span class="s2">"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-975" name="__codelineno-0-975"></a> <span class="nb">list</span><span class="p">(</span><span class="n">symbols</span><span class="p">),</span>
|
||||
<a id="__codelineno-0-976" name="__codelineno-0-976"></a> <span class="nb">sorted</span><span class="p">(</span><span class="n">dataset</span><span class="o">.</span><span class="n">value</span> <span class="k">for</span> <span class="n">dataset</span> <span class="ow">in</span> <span class="n">request</span><span class="o">.</span><span class="n">selected</span><span class="p">),</span>
|
||||
<a id="__codelineno-0-977" name="__codelineno-0-977"></a> <span class="n">request</span><span class="o">.</span><span class="n">output_path</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-978" name="__codelineno-0-978"></a> <span class="p">)</span>
|
||||
<a id="__codelineno-0-979" name="__codelineno-0-979"></a> <span class="k">with</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">connect</span><span class="p">(</span><span class="n">request</span><span class="o">.</span><span class="n">output_path</span><span class="p">)</span> <span class="k">as</span> <span class="n">conn</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-980" name="__codelineno-0-980"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="s2">"PRAGMA journal_mode=WAL"</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-981" name="__codelineno-0-981"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="s2">"PRAGMA synchronous=NORMAL"</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-982" name="__codelineno-0-982"></a> <span class="n">write_incremental_datasets</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-983" name="__codelineno-0-983"></a> <span class="n">conn</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-984" name="__codelineno-0-984"></a> <span class="n">client</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-985" name="__codelineno-0-985"></a> <span class="n">symbols</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-986" name="__codelineno-0-986"></a> <span class="n">request</span><span class="o">.</span><span class="n">selected</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-987" name="__codelineno-0-987"></a> <span class="n">request</span><span class="o">.</span><span class="n">resolved_timeframes</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-988" name="__codelineno-0-988"></a> <span class="n">request</span><span class="o">.</span><span class="n">resolved_tick_flags</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-989" name="__codelineno-0-989"></a> <span class="n">request</span><span class="o">.</span><span class="n">fallback_start</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-990" name="__codelineno-0-990"></a> <span class="n">request</span><span class="o">.</span><span class="n">end</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-991" name="__codelineno-0-991"></a> <span class="n">deduplicate</span><span class="o">=</span><span class="n">deduplicate</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-992" name="__codelineno-0-992"></a> <span class="n">create_rate_views</span><span class="o">=</span><span class="n">create_rate_views</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-993" name="__codelineno-0-993"></a> <span class="n">with_views</span><span class="o">=</span><span class="n">with_views</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-994" name="__codelineno-0-994"></a> <span class="n">include_account_events</span><span class="o">=</span><span class="n">include_account_events</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-995" name="__codelineno-0-995"></a> <span class="p">)</span>
|
||||
</code></pre></div></td></tr></table></div>
|
||||
</details>
|
||||
</div>
|
||||
@@ -4663,9 +4663,7 @@ timeframes when None).</p>
|
||||
|
||||
<details class="mkdocstrings-source">
|
||||
<summary>Source code in <code>mt5cli/sdk.py</code></summary>
|
||||
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-996"> 996</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-997"> 997</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-998"> 998</a></span>
|
||||
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-998"> 998</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-999"> 999</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1000">1000</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1001">1001</a></span>
|
||||
@@ -4708,52 +4706,54 @@ timeframes when None).</p>
|
||||
<span class="normal"><a href="#__codelineno-0-1038">1038</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1039">1039</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1040">1040</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1041">1041</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-996" name="__codelineno-0-996"></a><span class="k">def</span><span class="w"> </span><span class="nf">update_history_with_config</span><span class="p">(</span> <span class="c1"># noqa: PLR0913</span>
|
||||
<a id="__codelineno-0-997" name="__codelineno-0-997"></a> <span class="o">*</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-998" name="__codelineno-0-998"></a> <span class="n">output</span><span class="p">:</span> <span class="n">Path</span> <span class="o">|</span> <span class="nb">str</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-999" name="__codelineno-0-999"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
||||
<a id="__codelineno-0-1000" name="__codelineno-0-1000"></a> <span class="n">config</span><span class="p">:</span> <span class="n">Mt5Config</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1001" name="__codelineno-0-1001"></a> <span class="n">datasets</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1002" name="__codelineno-0-1002"></a> <span class="n">timeframes</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1003" name="__codelineno-0-1003"></a> <span class="n">flags</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">=</span> <span class="s2">"ALL"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1004" name="__codelineno-0-1004"></a> <span class="n">lookback_hours</span><span class="p">:</span> <span class="nb">float</span> <span class="o">=</span> <span class="mf">24.0</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1005" name="__codelineno-0-1005"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n">datetime</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1006" name="__codelineno-0-1006"></a> <span class="n">deduplicate</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1007" name="__codelineno-0-1007"></a> <span class="n">create_rate_views</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1008" name="__codelineno-0-1008"></a> <span class="n">with_views</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1009" name="__codelineno-0-1009"></a> <span class="n">include_account_events</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1010" name="__codelineno-0-1010"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-1011" name="__codelineno-0-1011"></a><span class="w"> </span><span class="sd">"""Incrementally append MT5 history, opening and closing the MT5 connection.</span>
|
||||
<a id="__codelineno-0-1012" name="__codelineno-0-1012"></a>
|
||||
<a id="__codelineno-0-1013" name="__codelineno-0-1013"></a><span class="sd"> Convenience wrapper around :func:`update_history` for standalone use.</span>
|
||||
<a id="__codelineno-0-1014" name="__codelineno-0-1014"></a><span class="sd"> """</span>
|
||||
<a id="__codelineno-0-1015" name="__codelineno-0-1015"></a> <span class="n">request</span> <span class="o">=</span> <span class="n">_resolve_update_history_request</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-1016" name="__codelineno-0-1016"></a> <span class="n">output</span><span class="o">=</span><span class="n">output</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1017" name="__codelineno-0-1017"></a> <span class="n">symbols</span><span class="o">=</span><span class="n">symbols</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1018" name="__codelineno-0-1018"></a> <span class="n">datasets</span><span class="o">=</span><span class="n">datasets</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1019" name="__codelineno-0-1019"></a> <span class="n">timeframes</span><span class="o">=</span><span class="n">timeframes</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1020" name="__codelineno-0-1020"></a> <span class="n">flags</span><span class="o">=</span><span class="n">flags</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1021" name="__codelineno-0-1021"></a> <span class="n">lookback_hours</span><span class="o">=</span><span class="n">lookback_hours</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1022" name="__codelineno-0-1022"></a> <span class="n">date_to</span><span class="o">=</span><span class="n">date_to</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1023" name="__codelineno-0-1023"></a> <span class="p">)</span>
|
||||
<a id="__codelineno-0-1024" name="__codelineno-0-1024"></a> <span class="k">if</span> <span class="n">request</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-1025" name="__codelineno-0-1025"></a> <span class="k">return</span>
|
||||
<a id="__codelineno-0-1026" name="__codelineno-0-1026"></a> <span class="n">mt5_config</span> <span class="o">=</span> <span class="n">config</span> <span class="ow">or</span> <span class="n">build_config</span><span class="p">()</span>
|
||||
<a id="__codelineno-0-1027" name="__codelineno-0-1027"></a> <span class="k">with</span> <span class="n">connected_client</span><span class="p">(</span><span class="n">mt5_config</span><span class="p">)</span> <span class="k">as</span> <span class="n">client</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-1028" name="__codelineno-0-1028"></a> <span class="n">update_history</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-1029" name="__codelineno-0-1029"></a> <span class="n">client</span><span class="o">=</span><span class="n">client</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1030" name="__codelineno-0-1030"></a> <span class="n">output</span><span class="o">=</span><span class="n">output</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1031" name="__codelineno-0-1031"></a> <span class="n">symbols</span><span class="o">=</span><span class="n">symbols</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1032" name="__codelineno-0-1032"></a> <span class="n">datasets</span><span class="o">=</span><span class="n">datasets</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1033" name="__codelineno-0-1033"></a> <span class="n">timeframes</span><span class="o">=</span><span class="n">timeframes</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1034" name="__codelineno-0-1034"></a> <span class="n">flags</span><span class="o">=</span><span class="n">flags</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1035" name="__codelineno-0-1035"></a> <span class="n">lookback_hours</span><span class="o">=</span><span class="n">lookback_hours</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1036" name="__codelineno-0-1036"></a> <span class="n">date_to</span><span class="o">=</span><span class="n">date_to</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1037" name="__codelineno-0-1037"></a> <span class="n">deduplicate</span><span class="o">=</span><span class="n">deduplicate</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1038" name="__codelineno-0-1038"></a> <span class="n">create_rate_views</span><span class="o">=</span><span class="n">create_rate_views</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1039" name="__codelineno-0-1039"></a> <span class="n">with_views</span><span class="o">=</span><span class="n">with_views</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1040" name="__codelineno-0-1040"></a> <span class="n">include_account_events</span><span class="o">=</span><span class="n">include_account_events</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1041" name="__codelineno-0-1041"></a> <span class="p">)</span>
|
||||
<span class="normal"><a href="#__codelineno-0-1041">1041</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1042">1042</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-1043">1043</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-998" name="__codelineno-0-998"></a><span class="k">def</span><span class="w"> </span><span class="nf">update_history_with_config</span><span class="p">(</span> <span class="c1"># noqa: PLR0913</span>
|
||||
<a id="__codelineno-0-999" name="__codelineno-0-999"></a> <span class="o">*</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1000" name="__codelineno-0-1000"></a> <span class="n">output</span><span class="p">:</span> <span class="n">Path</span> <span class="o">|</span> <span class="nb">str</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1001" name="__codelineno-0-1001"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
||||
<a id="__codelineno-0-1002" name="__codelineno-0-1002"></a> <span class="n">config</span><span class="p">:</span> <span class="n">Mt5Config</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1003" name="__codelineno-0-1003"></a> <span class="n">datasets</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1004" name="__codelineno-0-1004"></a> <span class="n">timeframes</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1005" name="__codelineno-0-1005"></a> <span class="n">flags</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">=</span> <span class="s2">"ALL"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1006" name="__codelineno-0-1006"></a> <span class="n">lookback_hours</span><span class="p">:</span> <span class="nb">float</span> <span class="o">=</span> <span class="mf">24.0</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1007" name="__codelineno-0-1007"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n">datetime</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1008" name="__codelineno-0-1008"></a> <span class="n">deduplicate</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1009" name="__codelineno-0-1009"></a> <span class="n">create_rate_views</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1010" name="__codelineno-0-1010"></a> <span class="n">with_views</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1011" name="__codelineno-0-1011"></a> <span class="n">include_account_events</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1012" name="__codelineno-0-1012"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-1013" name="__codelineno-0-1013"></a><span class="w"> </span><span class="sd">"""Incrementally append MT5 history, opening and closing the MT5 connection.</span>
|
||||
<a id="__codelineno-0-1014" name="__codelineno-0-1014"></a>
|
||||
<a id="__codelineno-0-1015" name="__codelineno-0-1015"></a><span class="sd"> Convenience wrapper around :func:`update_history` for standalone use.</span>
|
||||
<a id="__codelineno-0-1016" name="__codelineno-0-1016"></a><span class="sd"> """</span>
|
||||
<a id="__codelineno-0-1017" name="__codelineno-0-1017"></a> <span class="n">request</span> <span class="o">=</span> <span class="n">_resolve_update_history_request</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-1018" name="__codelineno-0-1018"></a> <span class="n">output</span><span class="o">=</span><span class="n">output</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1019" name="__codelineno-0-1019"></a> <span class="n">symbols</span><span class="o">=</span><span class="n">symbols</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1020" name="__codelineno-0-1020"></a> <span class="n">datasets</span><span class="o">=</span><span class="n">datasets</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1021" name="__codelineno-0-1021"></a> <span class="n">timeframes</span><span class="o">=</span><span class="n">timeframes</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1022" name="__codelineno-0-1022"></a> <span class="n">flags</span><span class="o">=</span><span class="n">flags</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1023" name="__codelineno-0-1023"></a> <span class="n">lookback_hours</span><span class="o">=</span><span class="n">lookback_hours</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1024" name="__codelineno-0-1024"></a> <span class="n">date_to</span><span class="o">=</span><span class="n">date_to</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1025" name="__codelineno-0-1025"></a> <span class="p">)</span>
|
||||
<a id="__codelineno-0-1026" name="__codelineno-0-1026"></a> <span class="k">if</span> <span class="n">request</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-1027" name="__codelineno-0-1027"></a> <span class="k">return</span>
|
||||
<a id="__codelineno-0-1028" name="__codelineno-0-1028"></a> <span class="n">mt5_config</span> <span class="o">=</span> <span class="n">config</span> <span class="ow">or</span> <span class="n">build_config</span><span class="p">()</span>
|
||||
<a id="__codelineno-0-1029" name="__codelineno-0-1029"></a> <span class="k">with</span> <span class="n">connected_client</span><span class="p">(</span><span class="n">mt5_config</span><span class="p">)</span> <span class="k">as</span> <span class="n">client</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-1030" name="__codelineno-0-1030"></a> <span class="n">update_history</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-1031" name="__codelineno-0-1031"></a> <span class="n">client</span><span class="o">=</span><span class="n">client</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1032" name="__codelineno-0-1032"></a> <span class="n">output</span><span class="o">=</span><span class="n">output</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1033" name="__codelineno-0-1033"></a> <span class="n">symbols</span><span class="o">=</span><span class="n">symbols</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1034" name="__codelineno-0-1034"></a> <span class="n">datasets</span><span class="o">=</span><span class="n">datasets</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1035" name="__codelineno-0-1035"></a> <span class="n">timeframes</span><span class="o">=</span><span class="n">timeframes</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1036" name="__codelineno-0-1036"></a> <span class="n">flags</span><span class="o">=</span><span class="n">flags</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1037" name="__codelineno-0-1037"></a> <span class="n">lookback_hours</span><span class="o">=</span><span class="n">lookback_hours</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1038" name="__codelineno-0-1038"></a> <span class="n">date_to</span><span class="o">=</span><span class="n">date_to</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1039" name="__codelineno-0-1039"></a> <span class="n">deduplicate</span><span class="o">=</span><span class="n">deduplicate</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1040" name="__codelineno-0-1040"></a> <span class="n">create_rate_views</span><span class="o">=</span><span class="n">create_rate_views</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1041" name="__codelineno-0-1041"></a> <span class="n">with_views</span><span class="o">=</span><span class="n">with_views</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1042" name="__codelineno-0-1042"></a> <span class="n">include_account_events</span><span class="o">=</span><span class="n">include_account_events</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-1043" name="__codelineno-0-1043"></a> <span class="p">)</span>
|
||||
</code></pre></div></td></tr></table></div>
|
||||
</details>
|
||||
</div>
|
||||
|
||||
+1
-1
@@ -653,5 +653,5 @@
|
||||
|
||||
<!--
|
||||
MkDocs version : 1.6.1
|
||||
Build Date UTC : 2026-06-18 10:12:46.650064+00:00
|
||||
Build Date UTC : 2026-06-18 13:58:51.931837+00:00
|
||||
-->
|
||||
|
||||
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Reference in New Issue
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