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[codex] Guard dedup scopes by written columns (#23)

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* Guard dedup scopes by written columns

* Address dedup scope review feedback

* Remove legacy dedup scope support

* Remove stale legacy descriptions

* chore: bump version from 0.5.1 to 0.5.2
This commit is contained in:
Daichi Narushima
2026-06-09 23:27:54 +09:00
committed by GitHub
parent 334f01b647
commit ad9e513253
5 changed files with 180 additions and 16 deletions
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docs/api/history.md
+2 -2
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@@ -133,8 +133,8 @@ The `update_history` SDK path uses the same base tables and optional
### Rate view resolution
Downstream tools can resolve mt5cli-managed compatibility view names from an
existing SQLite history database without creating files or guessing legacy
naming schemes:
existing SQLite history database without creating files or guessing naming
schemes:
```python
from pathlib import Path
mt5cli/history.py
+40 -9
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@@ -21,7 +21,7 @@ from .utils import (
)
if TYPE_CHECKING:
from collections.abc import Callable, Sequence
from collections.abc import Callable, Mapping, Sequence
from pdmt5 import Mt5DataClient
@@ -989,7 +989,20 @@ def drop_duplicates_in_table(
)
DedupScope = tuple[str, tuple[object, ...]]
@dataclass(frozen=True)
class DedupScope:
"""Scoped deduplication predicate and the columns it references.
Attributes:
where: SQL predicate appended to the duplicate-removal query.
params: Parameters bound to the scope predicate.
required_columns: Columns that must be present in the written table for
the scope to run.
"""
where: str
params: tuple[object, ...]
required_columns: frozenset[str]
def _record_dedup_scope(
@@ -997,17 +1010,25 @@ def _record_dedup_scope(
dataset: Dataset,
scope_where: str,
scope_params: tuple[object, ...],
required_columns: frozenset[str],
) -> None:
dedup_scopes.setdefault(dataset, []).append((scope_where, scope_params))
dedup_scopes.setdefault(dataset, []).append(
DedupScope(scope_where, scope_params, required_columns),
)
def deduplicate_history_tables(
conn: sqlite3.Connection,
written_columns: dict[Dataset, set[str]],
written_tables: set[Dataset],
dedup_scopes: dict[Dataset, list[DedupScope]] | None = None,
dedup_scopes: Mapping[Dataset, Sequence[DedupScope]] | None = None,
) -> None:
"""Deduplicate appended history tables by stable identifiers."""
"""Deduplicate appended history tables by stable identifiers.
Scopes whose required columns are not present in the written table are
skipped. If all scopes for a dataset are skipped, the table receives one
unscoped deduplication pass instead.
"""
cursor = conn.cursor()
for dataset in written_tables:
columns = written_columns.get(dataset, set())
@@ -1026,16 +1047,19 @@ def deduplicate_history_tables(
table,
)
continue
scopes = dedup_scopes.get(dataset, []) if dedup_scopes else []
raw_scopes: Sequence[DedupScope] = (
dedup_scopes.get(dataset, ()) if dedup_scopes else ()
)
scopes = [scope for scope in raw_scopes if scope.required_columns <= columns]
if scopes:
for scope_where, scope_params in scopes:
for scope in scopes:
drop_duplicates_in_table(
cursor,
table,
list(keys),
keep="last",
scope_where=scope_where,
scope_params=scope_params,
scope_where=scope.where,
scope_params=scope.params,
)
continue
drop_duplicates_in_table(cursor, table, list(keys), keep="last")
@@ -1402,6 +1426,7 @@ def _write_incremental_rates(
Dataset.rates,
"symbol = ? AND timeframe = ? AND time >= ?",
(symbol, timeframe, start_date),
frozenset({"symbol", "timeframe", "time"}),
)
@@ -1440,6 +1465,7 @@ def _write_incremental_ticks(
Dataset.ticks,
"symbol = ? AND time >= ?",
(symbol, start_date),
frozenset({"symbol", "time"}),
)
@@ -1478,6 +1504,7 @@ def _write_incremental_history_orders(
Dataset.history_orders,
"symbol = ? AND time >= ?",
(symbol, start_date),
frozenset({"symbol", "time"}),
)
@@ -1531,6 +1558,7 @@ def _write_incremental_history_deals(
Dataset.history_deals,
"symbol = ? AND time >= ?",
(symbol, start_by_symbol[symbol, None]),
frozenset({"symbol", "time"}),
)
if "type" in columns:
_record_dedup_scope(
@@ -1538,6 +1566,7 @@ def _write_incremental_history_deals(
Dataset.history_deals,
f"type NOT IN {_TRADE_DEAL_TYPES_SQL} AND time >= ?",
(account_event_start,),
frozenset({"type", "time"}),
)
if "type" not in columns and "symbol" in columns:
_record_dedup_scope(
@@ -1545,6 +1574,7 @@ def _write_incremental_history_deals(
Dataset.history_deals,
"(symbol IS NULL OR symbol = '') AND time >= ?",
(account_event_start,),
frozenset({"symbol", "time"}),
)
return
start_by_symbol = load_incremental_start_datetimes(
@@ -1572,6 +1602,7 @@ def _write_incremental_history_deals(
Dataset.history_deals,
"symbol = ? AND time >= ?",
(symbol, start_date),
frozenset({"symbol", "time"}),
)
pyproject.toml
+1 -1
View File
@@ -1,6 +1,6 @@
[project]
name = "mt5cli"
version = "0.5.1"
version = "0.5.2"
description = "Command-line tool for MetaTrader 5"
authors = [{name = "dceoy", email = "dceoy@users.noreply.github.com"}]
maintainers = [{name = "dceoy", email = "dceoy@users.noreply.github.com"}]
tests/test_history.py
+136 -3
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@@ -18,6 +18,7 @@ if TYPE_CHECKING:
from mt5cli import history
from mt5cli.history import (
DEFAULT_HISTORY_TIMEFRAMES,
DedupScope,
RateTarget,
append_dataframe,
augment_written_columns_from_sqlite,
@@ -618,7 +619,7 @@ class TestIncrementalStart:
) -> None:
"""Test rates tables without timeframe fail fast during incremental resume."""
fallback = datetime(2024, 1, 1, tzinfo=UTC)
with sqlite3.connect(tmp_path / "legacy-rates.db") as conn:
with sqlite3.connect(tmp_path / "rates-without-timeframe.db") as conn:
conn.execute("CREATE TABLE rates(symbol TEXT, time TEXT, open REAL)")
conn.execute(
"INSERT INTO rates(symbol, time, open) VALUES (?, ?, ?)",
@@ -887,9 +888,10 @@ class TestDeduplication:
{Dataset.rates},
{
Dataset.rates: [
(
DedupScope(
"symbol = ? AND timeframe = ? AND time >= ?",
("EURUSD", 1, boundary),
frozenset({"symbol", "timeframe", "time"}),
),
],
},
@@ -902,6 +904,89 @@ class TestDeduplication:
("2024-01-02T00:00:00+00:00", 9.9),
]
def test_unusable_scope_falls_back_to_table_dedup(self, tmp_path: Path) -> None:
"""Test scopes with missing columns do not break stable-key dedup."""
boundary = datetime(2024, 1, 1, tzinfo=UTC)
with sqlite3.connect(tmp_path / "orders-without-time.db") as conn:
conn.execute(
"CREATE TABLE history_orders("
" ticket INTEGER, symbol TEXT, time_setup TEXT, type INTEGER)",
)
conn.executemany(
"INSERT INTO history_orders(ticket, symbol, time_setup, type)"
" VALUES (?, ?, ?, ?)",
[
(1, "EURUSD", "2024-01-01T00:00:00+00:00", 0),
(1, "EURUSD", "2024-01-01T00:00:01+00:00", 1),
],
)
deduplicate_history_tables(
conn,
{Dataset.history_orders: {"ticket", "symbol", "time_setup", "type"}},
{Dataset.history_orders},
{
Dataset.history_orders: [
DedupScope(
"symbol = ? AND time >= ?",
("EURUSD", boundary),
frozenset({"symbol", "time"}),
),
],
},
)
rows = conn.execute(
"SELECT ticket, time_setup, type FROM history_orders",
).fetchall()
assert rows == [(1, "2024-01-01T00:00:01+00:00", 1)]
def test_partially_unusable_scopes_only_run_usable_scopes(
self,
tmp_path: Path,
) -> None:
"""Test mixed scope filtering skips only scopes with missing columns."""
boundary = datetime(2024, 1, 2, tzinfo=UTC)
with sqlite3.connect(tmp_path / "partial-scope-filter.db") as conn:
conn.execute(
"CREATE TABLE rates("
" symbol TEXT, timeframe INTEGER, time TEXT, open REAL)",
)
conn.executemany(
"INSERT INTO rates(symbol, timeframe, time, open) VALUES (?, ?, ?, ?)",
[
("EURUSD", 1, "2024-01-02T00:00:00+00:00", 2.0),
("EURUSD", 1, "2024-01-02T00:00:00+00:00", 9.9),
("USDJPY", 1, "2024-01-02T00:00:00+00:00", 100.0),
("USDJPY", 1, "2024-01-02T00:00:00+00:00", 101.0),
],
)
deduplicate_history_tables(
conn,
{Dataset.rates: {"symbol", "timeframe", "time", "open"}},
{Dataset.rates},
{
Dataset.rates: [
DedupScope(
"symbol = ? AND timeframe = ? AND time >= ?",
("EURUSD", 1, boundary),
frozenset({"symbol", "timeframe", "time"}),
),
DedupScope(
"symbol = ? AND timeframe = ? AND broker = ?",
("USDJPY", 1, "demo"),
frozenset({"symbol", "timeframe", "broker"}),
),
],
},
)
rows = conn.execute(
"SELECT symbol, open FROM rates ORDER BY symbol, open",
).fetchall()
assert rows == [
("EURUSD", 9.9),
("USDJPY", 100.0),
("USDJPY", 101.0),
]
class TestRateCompatibilityViews:
"""Tests for rate compatibility view creation."""
@@ -1362,6 +1447,54 @@ class TestIncrementalIntegration:
"rate_EURUSD_M1__1",
}
def test_incremental_orders_without_time_deduplicate_by_ticket(
self,
tmp_path: Path,
caplog: pytest.LogCaptureFixture,
) -> None:
"""Test incremental history_orders without time deduplicate safely."""
def history_orders_get_as_df(**kwargs: object) -> pd.DataFrame:
if kwargs["symbol"] == "GBPUSD":
return pd.DataFrame()
return pd.DataFrame({
"ticket": [1, 1],
"symbol": ["EURUSD", "EURUSD"],
"time_setup": [
"2024-01-01T00:00:00+00:00",
"2024-01-01T00:00:01+00:00",
],
"type": [0, 1],
})
client = MagicMock()
client.history_orders_get_as_df.side_effect = history_orders_get_as_df
start = datetime(2024, 1, 1, tzinfo=UTC)
end = datetime(2024, 1, 2, tzinfo=UTC)
with (
sqlite3.connect(tmp_path / "incremental-orders-without-time.db") as conn,
caplog.at_level(logging.WARNING, logger="mt5cli.history"),
):
write_incremental_datasets(
conn,
client,
["EURUSD", "GBPUSD"],
{Dataset.history_orders},
[],
0,
start,
end,
deduplicate=True,
create_rate_views=False,
with_views=False,
include_account_events=False,
)
rows = conn.execute(
"SELECT ticket, time_setup, type FROM history_orders",
).fetchall()
assert rows == [(1, "2024-01-01T00:00:01+00:00", 1)]
assert "Skipping history_orders: dataset returned no columns" in caplog.text
def test_write_collected_datasets_and_edge_branches(
self,
tmp_path: Path,
@@ -1737,7 +1870,7 @@ class TestIncrementalHistoryDeals:
})
start = datetime(2024, 1, 1, tzinfo=UTC)
end = datetime(2024, 1, 3, tzinfo=UTC)
with sqlite3.connect(tmp_path / "legacy-deals.db") as conn:
with sqlite3.connect(tmp_path / "deals-without-type.db") as conn:
conn.execute(
"CREATE TABLE history_deals( ticket INTEGER, symbol TEXT, time TEXT)",
)
uv.lock
Generated
+1 -1
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@@ -487,7 +487,7 @@ wheels = [
[[package]]
name = "mt5cli"
version = "0.5.1"
version = "0.5.2"
source = { editable = "." }
dependencies = [
{ name = "click" },