[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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Cursor
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@@ -31,6 +31,8 @@ from mt5cli.history import (
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get_incremental_start_datetime,
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get_table_columns,
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load_incremental_start_datetimes,
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load_rate_data,
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load_rate_data_from_connection,
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parse_sqlite_timestamp,
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quote_sqlite_identifier,
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record_written_columns,
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@@ -338,6 +340,147 @@ class TestQuoteSqliteIdentifier:
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assert quoted.endswith('"')
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class TestLoadRateData:
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"""Tests for SQLite rate-like table and view loading."""
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def test_loads_close_rates_from_path_with_count(self, tmp_path: Path) -> None:
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"""Test loading the latest close-based rates in ascending time order."""
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db_path = tmp_path / "rates.db"
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with sqlite3.connect(db_path) as conn:
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conn.execute("CREATE TABLE rates(time TEXT, close REAL)")
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conn.executemany(
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"INSERT INTO rates(time, close) VALUES (?, ?)",
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[
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("2024-01-01T00:00:00+00:00", 1.0),
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("2024-01-01T00:02:00+00:00", 1.2),
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("2024-01-01T00:01:00+00:00", 1.1),
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],
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)
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frame = load_rate_data(db_path, "rates", count=2)
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assert list(frame["close"]) == [1.1, 1.2]
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assert isinstance(frame.index, pd.DatetimeIndex)
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assert frame.index.name == "time"
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assert frame.index.is_monotonic_increasing
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def test_loads_ask_bid_tick_like_rates_from_connection(
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self,
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tmp_path: Path,
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) -> None:
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"""Test loading tick-like tables with bid and ask columns."""
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db_path = tmp_path / "ticks.db"
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with sqlite3.connect(db_path) as conn:
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conn.execute("CREATE TABLE ticks(time TEXT, bid REAL, ask REAL)")
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conn.execute(
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"INSERT INTO ticks(time, bid, ask) VALUES (?, ?, ?)",
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("2024-01-01T00:00:00+00:00", 1.0, 1.1),
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)
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frame = load_rate_data_from_connection(conn, "ticks")
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path_frame = load_rate_data(conn, "ticks")
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assert frame.iloc[0].to_dict() == {"bid": 1.0, "ask": 1.1}
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assert path_frame.iloc[0].to_dict() == {"bid": 1.0, "ask": 1.1}
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def test_loads_from_view(self, tmp_path: Path) -> None:
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"""Test loading from a SQLite view."""
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db_path = tmp_path / "view.db"
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with sqlite3.connect(db_path) as conn:
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conn.execute("CREATE TABLE rates(time TEXT, close REAL)")
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conn.execute(
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"INSERT INTO rates(time, close) VALUES (?, ?)",
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("2024-01-01T00:00:00+00:00", 1.0),
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)
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conn.execute("CREATE VIEW rate_view AS SELECT time, close FROM rates")
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frame = load_rate_data_from_connection(conn, "rate_view")
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assert list(frame["close"]) == [1.0]
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def test_loads_quoted_identifier(self, tmp_path: Path) -> None:
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"""Test table names are quoted safely."""
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db_path = tmp_path / "quoted.db"
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table = 'rate "quoted"'
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quoted = quote_sqlite_identifier(table)
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with sqlite3.connect(db_path) as conn:
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conn.execute(f"CREATE TABLE {quoted}(time TEXT, close REAL)")
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conn.execute(
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f"INSERT INTO {quoted}(time, close) VALUES (?, ?)", # noqa: S608
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("2024-01-01T00:00:00+00:00", 1.0),
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)
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frame = load_rate_data_from_connection(conn, table)
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assert list(frame["close"]) == [1.0]
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def test_rejects_missing_database_and_non_file(self, tmp_path: Path) -> None:
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"""Test path validation for SQLite database inputs."""
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with pytest.raises(ValueError, match="SQLite database not found"):
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load_rate_data(tmp_path / "missing.db", "rates")
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with pytest.raises(ValueError, match="not a file"):
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load_rate_data(tmp_path, "rates")
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@pytest.mark.parametrize(
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("table", "count", "match"),
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[
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("", None, "must not be empty"),
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("rates", 0, "count must be positive"),
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("rates", -1, "count must be positive"),
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],
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)
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def test_rejects_invalid_inputs(
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self,
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tmp_path: Path,
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table: str,
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count: int | None,
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match: str,
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) -> None:
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"""Test request validation."""
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db_path = tmp_path / "invalid-inputs.db"
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with sqlite3.connect(db_path) as conn:
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conn.execute("CREATE TABLE rates(time TEXT, close REAL)")
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with pytest.raises(ValueError, match=match):
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load_rate_data_from_connection(conn, table, count=count)
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@pytest.mark.parametrize(
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("ddl", "match"),
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[
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("CREATE TABLE rates(time TEXT, close REAL)", "contains no rows"),
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("CREATE TABLE rates(close REAL)", "time column"),
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("CREATE TABLE rates(time TEXT, open REAL)", "close, or both ask and bid"),
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],
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)
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def test_rejects_invalid_tables(
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self,
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tmp_path: Path,
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ddl: str,
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match: str,
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) -> None:
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"""Test missing table, empty table, and invalid schemas."""
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db_path = tmp_path / "invalid-tables.db"
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with sqlite3.connect(db_path) as conn:
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conn.execute(ddl)
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with pytest.raises(ValueError, match=match):
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load_rate_data_from_connection(conn, "rates")
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with pytest.raises(ValueError, match="not found"):
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load_rate_data_from_connection(conn, "missing")
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def test_rejects_invalid_timestamp(self, tmp_path: Path) -> None:
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"""Test unparsable timestamps fail clearly."""
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db_path = tmp_path / "invalid-time.db"
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with sqlite3.connect(db_path) as conn:
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conn.execute("CREATE TABLE rates(time TEXT, close REAL)")
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conn.execute("INSERT INTO rates(time, close) VALUES (?, ?)", ("bad", 1.0))
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with pytest.raises(ValueError, match="unparsable time"):
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load_rate_data_from_connection(conn, "rates")
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def test_loads_numeric_mt5_epoch_seconds(self, tmp_path: Path) -> None:
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"""Test MT5-native integer timestamps are parsed as epoch seconds."""
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db_path = tmp_path / "epoch-rates.db"
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with sqlite3.connect(db_path) as conn:
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conn.execute("CREATE TABLE rates(time INTEGER, close REAL)")
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conn.execute(
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"INSERT INTO rates(time, close) VALUES (?, ?)",
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(1_704_067_200, 1.0),
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)
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frame = load_rate_data_from_connection(conn, "rates")
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assert frame.index[0] == pd.Timestamp("2024-01-01", tz="UTC")
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assert list(frame["close"]) == [1.0]
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class TestResolveHistorySettings:
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"""Tests for history dataset and timeframe resolution."""
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