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

* 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
parent b2bb2ad0a0
commit 9957b0a1de
12 changed files with 1036 additions and 43 deletions
+19
View File
@@ -164,3 +164,22 @@ Resolution rules:
- Pass `require_existing=True` to raise `ValueError` instead of returning a
best-guess name when the database or view is missing.
- Accepts either a SQLite path or an open `sqlite3.Connection`.
### Rate data loading
Use `load_rate_data()` to load a table or view from a SQLite path, or
`load_rate_data_from_connection()` when you already have a connection:
```python
from pathlib import Path
from mt5cli import load_rate_data
from mt5cli.history import resolve_rate_view_name
view = resolve_rate_view_name(Path("history.db"), "EURUSD", "M1", require_existing=True)
rates = load_rate_data(Path("history.db"), view, count=1000)
```
The loader accepts close-based OHLC rate data or tick-like bid/ask data. It
validates that `time` exists, parses timestamps with pandas, and returns a
DataFrame indexed by ascending `DatetimeIndex` named `time`.