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