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Add account-wide projected margin ratio helper (#60)

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* feat: add account projected margin ratio helper

* Bump version to v0.9.4

* fix: address account margin ratio review feedback

* fix: simplify account margin ratio errors
This commit is contained in:
Daichi Narushima
2026-06-24 03:43:52 +09:00
committed by GitHub
parent 292fac899a
commit 96c75f7852
8 changed files with 217 additions and 28 deletions
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docs/api/public-contract.md
+19 -18
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@@ -90,24 +90,25 @@ diagrams.
These helpers implement broker-facing calculations only. They do not encode
strategy entries, exits, Kelly sizing, or signal logic.
| Symbol | Role |
| ------------------------------------------------------------------------------------------------------------------------------ | ----------------------------------------------------------- |
| `get_account_snapshot`, `get_symbol_snapshot`, `get_tick_snapshot`, `get_positions_frame` | Normalized account/symbol/tick/position views |
| `extract_tick_price` | Positive finite bid/ask extraction from tick mappings |
| `detect_position_side` | Net long / short / flat from open positions |
| `calculate_spread_ratio` | Relative bid-ask spread |
| `calculate_margin_and_volume`, `calculate_volume_by_margin`, `calculate_new_position_margin_ratio` | Margin budget and volume sizing |
| `normalize_order_volume`, `estimate_order_margin`, `calculate_positions_margin` | Broker volume normalization and margin totals |
| `calculate_positions_margin_by_symbol` | Per-symbol margin map (resilient, first-seen order) |
| `calculate_positions_margin_safe` | Summed total margin across symbols (failed symbols skipped) |
| `calculate_projected_margin_ratio` | Estimated symbol margin/equity after optional new exposure |
| `calculate_symbol_group_margin_ratio` | Estimated symbol-group margin/equity with optional exposure |
| `determine_order_limits` | SL/TP price levels from ratios |
| `calculate_trailing_stop_updates` | Per-ticket generic trailing stop-loss update plan |
| `ensure_symbol_selected` | Select/verify Market Watch visibility |
| `place_market_order`, `close_open_positions`, `update_sltp_for_open_positions`, `update_trailing_stop_loss_for_open_positions` | Order execution helpers (`dry_run` supported) |
| `MarginVolume`, `OrderLimits`, `OrderExecutionResult` | Typed return contracts for order helpers |
| `OrderSide`, `OrderFillingMode`, `OrderTimeMode`, `PositionSide`, `ExecutionStatus` | Typed enums for order helpers |
| Symbol | Role |
| ------------------------------------------------------------------------------------------------------------------------------ | ----------------------------------------------------------------- |
| `get_account_snapshot`, `get_symbol_snapshot`, `get_tick_snapshot`, `get_positions_frame` | Normalized account/symbol/tick/position views |
| `extract_tick_price` | Positive finite bid/ask extraction from tick mappings |
| `detect_position_side` | Net long / short / flat from open positions |
| `calculate_spread_ratio` | Relative bid-ask spread |
| `calculate_margin_and_volume`, `calculate_volume_by_margin`, `calculate_new_position_margin_ratio` | Margin budget and volume sizing |
| `normalize_order_volume`, `estimate_order_margin`, `calculate_positions_margin` | Broker volume normalization and margin totals |
| `calculate_positions_margin_by_symbol` | Per-symbol margin map (resilient, first-seen order) |
| `calculate_positions_margin_safe` | Summed total margin across symbols (failed symbols skipped) |
| `calculate_projected_margin_ratio` | Estimated symbol-scoped margin/equity after optional new exposure |
| `calculate_account_projected_margin_ratio` | Account snapshot margin/equity after optional new exposure |
| `calculate_symbol_group_margin_ratio` | Estimated symbol-group margin/equity with optional exposure |
| `determine_order_limits` | SL/TP price levels from ratios |
| `calculate_trailing_stop_updates` | Per-ticket generic trailing stop-loss update plan |
| `ensure_symbol_selected` | Select/verify Market Watch visibility |
| `place_market_order`, `close_open_positions`, `update_sltp_for_open_positions`, `update_trailing_stop_loss_for_open_positions` | Order execution helpers (`dry_run` supported) |
| `MarginVolume`, `OrderLimits`, `OrderExecutionResult` | Typed return contracts for order helpers |
| `OrderSide`, `OrderFillingMode`, `OrderTimeMode`, `PositionSide`, `ExecutionStatus` | Typed enums for order helpers |
`MT5Client.order_send()` and CLI `order-send --yes` are live execution paths.