[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
co-authored by
Cursor
Cursor
parent
b2bb2ad0a0
commit
9957b0a1de
+270
-2
@@ -5,8 +5,8 @@ from __future__ import annotations
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import logging
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import sqlite3
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from datetime import UTC, datetime, timedelta
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from typing import TYPE_CHECKING
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from unittest.mock import MagicMock
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from typing import TYPE_CHECKING, NamedTuple, cast
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from unittest.mock import MagicMock, call
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import pandas as pd
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import pytest
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@@ -15,6 +15,8 @@ from pytest_mock import MockerFixture # noqa: TC002
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if TYPE_CHECKING:
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from pathlib import Path
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from pdmt5 import Mt5DataClient
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from mt5cli import sdk
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from mt5cli.history import DEFAULT_HISTORY_TIMEFRAMES
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from mt5cli.sdk import (
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@@ -22,6 +24,7 @@ from mt5cli.sdk import (
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account_info,
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build_config,
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collect_history,
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collect_latest_rates,
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copy_rates_from,
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copy_rates_from_pos,
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copy_rates_range,
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@@ -30,10 +33,14 @@ from mt5cli.sdk import (
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history_deals,
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history_orders,
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last_error,
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latest_rates,
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market_book,
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minimum_margins,
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mt5_summary,
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mt5_summary_as_df,
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orders,
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positions,
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recent_history_deals,
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recent_ticks,
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symbol_info,
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symbol_info_tick,
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@@ -45,6 +52,32 @@ from mt5cli.sdk import (
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)
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from mt5cli.utils import Dataset
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class _TerminalInfo(NamedTuple):
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connected: bool
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path: str
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class _AccountInfo(NamedTuple):
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login: int
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limits: dict[str, object]
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class _MissingSummaryMethodClient:
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def version(self) -> tuple[int, int, int]:
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return (5, 0, 1)
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def terminal_info(self) -> dict[str, bool]:
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return {"connected": True}
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def symbols_total(self) -> int:
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return 42
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class _NonCallableSummaryMethodClient:
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version = (5, 0, 1)
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_DEALS_FIXTURE: dict[str, list[object]] = {
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"ticket": [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14],
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"position_id": [100, 100, 100, 0, 200, 200, 300, 400, 400, 500, 500, 600, 600, 600],
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@@ -232,6 +265,32 @@ class TestConnectionLifecycle:
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client = Mt5CliClient()
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client.__exit__(None, None, None)
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def test_injected_client_is_reused_and_not_shutdown(self) -> None:
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"""Test injected connected clients are not initialized or shut down."""
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connected = MagicMock()
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connected.account_info_as_df.return_value = pd.DataFrame({"a": [1]})
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connected.terminal_info_as_df.return_value = pd.DataFrame({"b": [2]})
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with Mt5CliClient.from_connected_client(connected) as client:
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result = client.account_info()
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assert result.to_dict("list") == {"a": [1]}
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connected.initialize_and_login_mt5.assert_not_called()
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connected.shutdown.assert_not_called()
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connected.account_info_as_df.assert_called_once()
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after_exit = client.terminal_info()
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assert after_exit.to_dict("list") == {"b": [2]}
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connected.terminal_info_as_df.assert_called_once()
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def test_constructor_injected_client_is_reused_and_not_shutdown(self) -> None:
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"""Test constructor injection has the same non-owning lifecycle."""
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connected = MagicMock()
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connected.terminal_info_as_df.return_value = pd.DataFrame({"b": [2]})
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client = Mt5CliClient(client=connected)
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with client:
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result = client.terminal_info()
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assert result.to_dict("list") == {"b": [2]}
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connected.initialize_and_login_mt5.assert_not_called()
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connected.shutdown.assert_not_called()
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class TestModuleFunctions:
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"""Tests for module-level SDK wrappers."""
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@@ -271,6 +330,7 @@ class TestModuleFunctions:
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(last_error, (), "last_error_as_df"),
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(symbol_info_tick, ("EURUSD",), "symbol_info_tick_as_df"),
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(market_book, ("EURUSD",), "market_book_get_as_df"),
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(latest_rates, ("EURUSD", "M1", 10), "copy_rates_from_pos_as_df"),
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],
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)
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def test_module_functions_delegate(
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@@ -354,6 +414,214 @@ class TestMt5CliClient:
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assert isinstance(df, pd.DataFrame)
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mock_client.copy_rates_range_as_df.assert_called_once()
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def test_latest_rates_delegates_to_copy_rates_from_pos(
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self,
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mock_client: MagicMock,
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) -> None:
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"""Test latest_rates is a convenience wrapper for positional rates."""
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Mt5CliClient().latest_rates("EURUSD", "M1", 5, start_pos=2)
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mock_client.copy_rates_from_pos_as_df.assert_called_once_with(
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symbol="EURUSD",
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timeframe=1,
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start_pos=2,
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count=5,
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)
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def test_latest_rates_rejects_non_positive_count(self) -> None:
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"""Test latest_rates validates count."""
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with pytest.raises(ValueError, match="count must be positive"):
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Mt5CliClient().latest_rates("EURUSD", "M1", 0)
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def test_collect_latest_rates_returns_mapping(
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self,
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mock_client: MagicMock,
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) -> None:
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"""Test multi-target latest rate collection."""
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result = collect_latest_rates(["EURUSD", "GBPUSD"], ["M1", "H1"], count=3)
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assert set(result) == {
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("EURUSD", 1),
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("EURUSD", 16385),
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("GBPUSD", 1),
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("GBPUSD", 16385),
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}
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assert mock_client.copy_rates_from_pos_as_df.call_count == 4
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def test_collect_latest_rates_uses_single_transient_connection(
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self,
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mock_client: MagicMock,
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mocker: MockerFixture,
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) -> None:
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"""Test module helper opens one connection for all target pairs."""
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mt5_data_client = mocker.patch(
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"mt5cli.sdk.Mt5DataClient",
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return_value=mock_client,
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)
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collect_latest_rates(["EURUSD", "GBPUSD"], ["M1", "H1"], count=3)
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mt5_data_client.assert_called_once()
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mock_client.initialize_and_login_mt5.assert_called_once()
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mock_client.shutdown.assert_called_once()
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assert mock_client.copy_rates_from_pos_as_df.call_count == 4
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mock_client.copy_rates_from_pos_as_df.assert_has_calls(
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[
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call(symbol="EURUSD", timeframe=1, start_pos=0, count=3),
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call(symbol="EURUSD", timeframe=16385, start_pos=0, count=3),
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call(symbol="GBPUSD", timeframe=1, start_pos=0, count=3),
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call(symbol="GBPUSD", timeframe=16385, start_pos=0, count=3),
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],
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)
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@pytest.mark.parametrize(
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("symbols", "timeframes", "match"),
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[
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([], ["M1"], "At least one symbol"),
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(["EURUSD"], [], "At least one timeframe"),
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],
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)
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def test_collect_latest_rates_rejects_empty_inputs(
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self,
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symbols: list[str],
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timeframes: list[str],
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match: str,
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) -> None:
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"""Test multi-target latest rate input validation."""
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with pytest.raises(ValueError, match=match):
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Mt5CliClient().collect_latest_rates(symbols, timeframes, count=1)
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def test_recent_history_deals_uses_trailing_window(
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self,
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mock_client: MagicMock,
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) -> None:
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"""Test recent_history_deals calculates date_from from hours."""
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result = recent_history_deals(
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6,
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date_to="2024-01-02T00:00:00+00:00",
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group="*",
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symbol="EURUSD",
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)
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assert isinstance(result, pd.DataFrame)
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mock_client.history_deals_get_as_df.assert_called_once_with(
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date_from=datetime(2024, 1, 1, 18, tzinfo=UTC),
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date_to=datetime(2024, 1, 2, tzinfo=UTC),
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group="*",
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symbol="EURUSD",
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ticket=None,
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position=None,
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)
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def test_recent_history_deals_defaults_date_to_now(
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self,
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mock_client: MagicMock,
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) -> None:
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"""Test recent_history_deals uses current UTC time when date_to is omitted."""
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before = datetime.now(UTC)
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recent_history_deals(1.0)
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after = datetime.now(UTC)
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call_kwargs = mock_client.history_deals_get_as_df.call_args.kwargs
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assert before <= call_kwargs["date_to"] <= after
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assert call_kwargs["date_from"] == call_kwargs["date_to"] - timedelta(hours=1)
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def test_recent_history_deals_rejects_non_positive_hours(self) -> None:
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"""Test recent_history_deals validates hours."""
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with pytest.raises(ValueError, match="hours must be positive"):
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Mt5CliClient().recent_history_deals(0)
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def test_mt5_summary_returns_status_mapping(
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self,
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mock_client: MagicMock,
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) -> None:
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"""Test mt5_summary calls raw terminal/account status methods."""
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mock_client.version.return_value = (5, 0, 1)
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mock_client.terminal_info.return_value = {"connected": True}
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mock_client.account_info.return_value = {"login": 123}
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mock_client.symbols_total.return_value = 42
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assert mt5_summary() == {
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"version": [5, 0, 1],
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"terminal_info": {"connected": True},
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"account_info": {"login": 123},
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"symbols_total": 42,
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}
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def test_mt5_summary_normalizes_namedtuple_values(
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self,
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mock_client: MagicMock,
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) -> None:
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"""Test mt5_summary returns structured plain Python values."""
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mock_client.version.return_value = (5, 0, 1)
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mock_client.terminal_info.return_value = _TerminalInfo(
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connected=True,
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path="terminal.exe",
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)
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mock_client.account_info.return_value = _AccountInfo(
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login=123,
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limits={"modes": ("netting", "hedging"), "servers": ["demo"]},
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)
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mock_client.symbols_total.return_value = 42
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assert mt5_summary() == {
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"version": [5, 0, 1],
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"terminal_info": {"connected": True, "path": "terminal.exe"},
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"account_info": {
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"login": 123,
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"limits": {"modes": ["netting", "hedging"], "servers": ["demo"]},
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},
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"symbols_total": 42,
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}
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def test_mt5_summary_as_df_stringifies_nested_values(
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self,
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mock_client: MagicMock,
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) -> None:
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"""Test mt5_summary_as_df returns export-safe tabular values."""
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mock_client.version.return_value = (5, 0, 1)
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mock_client.terminal_info.return_value = _TerminalInfo(
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connected=True,
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path="terminal.exe",
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)
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mock_client.account_info.return_value = _AccountInfo(
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login=123,
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limits={"modes": ("netting", "hedging"), "servers": ["demo"]},
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)
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mock_client.symbols_total.return_value = 42
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result = mt5_summary_as_df()
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assert len(result) == 1
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assert result.iloc[0].to_dict() == {
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"version": "[5,0,1]",
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"terminal_info": '{"connected":true,"path":"terminal.exe"}',
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"account_info": (
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'{"limits":{"modes":["netting","hedging"],'
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'"servers":["demo"]},"login":123}'
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),
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"symbols_total": 42,
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}
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def test_mt5_summary_missing_method_raises_clear_error(self) -> None:
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"""Test mt5_summary fails clearly when a required method is missing."""
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client = Mt5CliClient(
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client=cast("Mt5DataClient", _MissingSummaryMethodClient()),
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)
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with pytest.raises(
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AttributeError,
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match="MT5 client is missing required method: account_info",
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):
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client.mt5_summary()
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def test_mt5_summary_non_callable_method_raises_clear_error(self) -> None:
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"""Test mt5_summary fails clearly when a required method is not callable."""
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client = Mt5CliClient(
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client=cast("Mt5DataClient", _NonCallableSummaryMethodClient()),
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)
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with pytest.raises(
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TypeError,
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match="MT5 client attribute is not callable: version",
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):
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client.mt5_summary()
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class TestCollectHistory:
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"""Tests for collect_history SDK function."""
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