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[codex] Add generic MT5 SDK and SQLite rate loader (#19)

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* Add generic MT5 SDK and SQLite rate loader

* Fix MT5 latest rates connection reuse

* Make MT5 summary export safe

* Address PR review feedback for SDK and SQLite rate loader.

Reuse parse_sqlite_timestamp for rate time parsing, document empty-table
errors, tighten tests, and align docs with require_existing=True.

Co-authored-by: Cursor <cursoragent@cursor.com>

---------

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
Daichi Narushima
2026-06-09 11:27:29 +09:00
committed by GitHub
co-authored by Cursor
parent b2bb2ad0a0
commit 9957b0a1de
12 changed files with 1036 additions and 43 deletions
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README.md
+29 -24
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@@ -13,6 +13,7 @@ Built on top of [pdmt5](https://github.com/dceoy/pdmt5), a pandas-based data han
- **Comprehensive data access**: Rates, ticks, account info, symbols, orders, positions, and trading history
- **Flexible timeframes**: Named timeframes (M1, H1, D1, etc.) and numeric values
- **Connection management**: Optional credentials, server, and timeout configuration
- **SQLite rate loading**: Load mt5cli-managed rate tables/views for offline workflows
## Installation
@@ -50,30 +51,33 @@ python -m mt5cli -o account.csv account-info
## Commands
| Command | Description |
| ------------------ | ------------------------------------------------------------------------------------------------------------ |
| `rates-from` | Export rates from a start date |
| `rates-from-pos` | Export rates from a start position |
| `rates-range` | Export rates for a date range |
| `ticks-from` | Export ticks from a start date |
| `ticks-range` | Export ticks for a date range |
| `ticks-recent` | Export ticks from a recent trailing window |
| `account-info` | Export account information |
| `terminal-info` | Export terminal information |
| `version` | Export MetaTrader 5 version information |
| `last-error` | Export the last error information |
| `symbols` | Export symbol list |
| `symbol-info` | Export symbol details |
| `symbol-info-tick` | Export the last tick for a symbol |
| `minimum-margins` | Export minimum-volume buy and sell margin requirements |
| `market-book` | Export market depth (order book) |
| `orders` | Export active orders |
| `positions` | Export open positions |
| `history-orders` | Export historical orders |
| `history-deals` | Export historical deals |
| `order-check` | Check funds sufficiency for a trade request |
| `order-send` | Send a trade request to the trade server (`--yes` required) |
| `collect-history` | Bundle rates, ticks, history-orders, and history-deals for one or more symbols into a single SQLite database |
| Command | Description |
| ---------------------- | ------------------------------------------------------------------------------------------------------------ |
| `rates-from` | Export rates from a start date |
| `rates-from-pos` | Export rates from a start position |
| `latest-rates` | Export latest rates from a start position |
| `rates-range` | Export rates for a date range |
| `ticks-from` | Export ticks from a start date |
| `ticks-range` | Export ticks for a date range |
| `ticks-recent` | Export ticks from a recent trailing window |
| `account-info` | Export account information |
| `terminal-info` | Export terminal information |
| `version` | Export MetaTrader 5 version information |
| `last-error` | Export the last error information |
| `symbols` | Export symbol list |
| `symbol-info` | Export symbol details |
| `symbol-info-tick` | Export the last tick for a symbol |
| `minimum-margins` | Export minimum-volume buy and sell margin requirements |
| `market-book` | Export market depth (order book) |
| `orders` | Export active orders |
| `positions` | Export open positions |
| `history-orders` | Export historical orders |
| `history-deals` | Export historical deals |
| `recent-history-deals` | Export historical deals from a recent trailing window |
| `mt5-summary` | Export terminal/account status summary |
| `order-check` | Check funds sufficiency for a trade request |
| `order-send` | Send a trade request to the trade server (`--yes` required) |
| `collect-history` | Bundle rates, ticks, history-orders, and history-deals for one or more symbols into a single SQLite database |
Use `order-check` to validate a request payload before running `order-send --yes`.
@@ -130,6 +134,7 @@ update_history_with_config(
- **`rates` table**: normalized storage with `symbol` and `timeframe` columns.
- **Rate compatibility views**: mt5cli manages all `rate_*` views. Naming is `rate_<symbol>__<timeframe>` when a symbol has one timeframe, otherwise `rate_<symbol>__<granularity>_<timeframe>` (for example `rate_EURUSD__M1_1`). Stale `rate_*` views are dropped and recreated when rates change for offline tools such as mteor optimize.
- **Rate view resolution**: use `mt5cli.history.resolve_rate_view_name()` / `resolve_rate_view_names()` to map symbols and granularities to existing SQLite compatibility views without creating databases.
- **Rate view loading**: use `load_rate_data()` / `load_rate_data_from_connection()` to load a SQLite rate table or view into a `DatetimeIndex` DataFrame.
- **SQLite export helpers**: use `export_dataframe_to_sqlite()` for append mode, optional index export, and post-write deduplication by key columns.
- **Recent ticks and margins**: `recent_ticks()` and `minimum_margins()` SDK helpers (and matching CLI commands) cover common downstream read-only queries.