Add rate view resolution and downstream SDK helpers (#18)

* Add public helpers to resolve rate compatibility view names. Expose resolve_rate_view_name and resolve_rate_view_names in mt5cli.history so consumers can derive mt5cli-managed SQLite view names from stored rates metadata without reimplementing the naming rules. Co-authored-by: Cursor <cursoragent@cursor.com> * Add reusable export, tick-window, and margin helpers for downstream tools. Expose SQLite append/dedup export, recent tick retrieval, and minimum margin summary through the SDK and CLI so projects like mteor can depend on mt5cli instead of duplicating MT5 data plumbing. Co-authored-by: Cursor <cursoragent@cursor.com> * Bump version to 0.4.3. Co-authored-by: Cursor <cursoragent@cursor.com> * Address PR review feedback for rate view resolution and SDK helpers. Harden SQLite read-only connections, tighten view discovery, improve recent_ticks fetch efficiency, default SQLite export to append, and expand tests and docs. Co-authored-by: Cursor <cursoragent@cursor.com> * Fix read-only SQLite URI construction on Windows. Use Path.as_uri() so encoded file URIs work cross-platform with mode=ro. Co-authored-by: Cursor <cursoragent@cursor.com> --------- Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-09 03:29:03 +09:00
parent 756faf747b
commit b2bb2ad0a0
15 changed files with 1215 additions and 23 deletions
@@ -129,3 +129,38 @@ when required columns are missing.
 The `update_history` SDK path uses the same base tables and optional
 `cash_events` / `positions_reconstructed` views. It additionally maintains
 `rate_<symbol>__<timeframe>` compatibility views when `create_rate_views=True`.
+
+### 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:
+
+```python
+from pathlib import Path
+
+from mt5cli.history import resolve_rate_view_name, resolve_rate_view_names
+
+# Single symbol and granularity
+view = resolve_rate_view_name(Path("history.db"), "EURUSD", "M1")
+
+# Batch resolution in row-major order
+views = resolve_rate_view_names(
+    Path("history.db"),
+    ["EURUSD", "GBPUSD"],
+    ["M1", "H1"],
+)
+```
+
+Resolution rules:
+
+- Returns `rate_<symbol>__<timeframe>` when a symbol stores one timeframe.
+- Returns `rate_<symbol>__<granularity>_<timeframe>` when multiple timeframes
+  are stored for the same symbol.
+- When multiple naming candidates apply, prefers an existing managed
+  `rate_*__*` view from the candidate list.
+- Falls back to single-timeframe naming when the database path is missing or
+  `rates` metadata is unavailable.
+- 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`.
@@ -65,12 +65,18 @@ from datetime import UTC, datetime
 from pathlib import Path

 from mt5cli import (
+    Dataset,
+    IfExists,
    Mt5CliClient,
    collect_history,
    copy_rates_range,
    detect_format,
    export_dataframe,
+    export_dataframe_to_sqlite,
+    minimum_margins,
+    recent_ticks,
 )
+from mt5cli.history import resolve_rate_view_name

 # Fetch rates programmatically
 rates = copy_rates_range(
@@ -86,6 +92,20 @@ fmt = detect_format(Path("output.parquet"))  # Returns "parquet"
 # Export a DataFrame
 export_dataframe(rates, Path("output.csv"), "csv")

+# Append to SQLite with deduplication
+export_dataframe_to_sqlite(
+    rates,
+    Path("history.db"),
+    "rates",
+    if_exists=IfExists.APPEND,
+    deduplicate_on=("symbol", "timeframe", "time"),
+)
+
+# Resolve rate compatibility views and fetch recent ticks
+view = resolve_rate_view_name(Path("history.db"), "EURUSD", "M1")
+ticks = recent_ticks("EURUSD", seconds=300)
+margins = minimum_margins("EURUSD")
+
 # Collect history into SQLite
 collect_history(
    Path("history.db"),
@@ -22,13 +22,22 @@ pip install mt5cli

 ## Programmatic usage / SDK usage

-mt5cli can be used as a small Python SDK for read-only MetaTrader 5 data collection. SDK functions return pandas DataFrames without writing files. Use `export_dataframe` when you need to persist results.
+mt5cli can be used as a small Python SDK for read-only MetaTrader 5 data collection. SDK functions return pandas DataFrames without writing files. Use `export_dataframe` or `export_dataframe_to_sqlite` when you need to persist results.

 ```python
 from datetime import UTC, datetime
 from pathlib import Path

-from mt5cli import Mt5CliClient, collect_history, copy_rates_range, export_dataframe
+from mt5cli import (
+    Mt5CliClient,
+    collect_history,
+    copy_rates_range,
+    export_dataframe,
+    export_dataframe_to_sqlite,
+    minimum_margins,
+    recent_ticks,
+)
+from mt5cli.history import resolve_rate_view_name

 # One-off fetch with module-level helpers
 rates = copy_rates_range(
@@ -39,6 +48,13 @@ rates = copy_rates_range(
 )
 export_dataframe(rates, Path("rates.csv"), "csv")

+# Resolve SQLite rate compatibility views for downstream tools
+view = resolve_rate_view_name(Path("history.db"), "EURUSD", "M1")
+
+# Recent tick window and minimum margin summary
+ticks = recent_ticks("EURUSD", seconds=300)
+margins = minimum_margins("EURUSD")
+
 # Reuse one MT5 connection for multiple calls
 with Mt5CliClient(login=12345, password="secret", server="Broker-Demo") as client:
    account = client.account_info()
@@ -92,10 +108,11 @@ mt5cli --login 12345 --password mypass --server MyBroker-Demo \

 ### Ticks

-| Command       | Description                    |
-| ------------- | ------------------------------ |
-| `ticks-from`  | Export ticks from a start date |
-| `ticks-range` | Export ticks for a date range  |
+| Command        | Description                         |
+| -------------- | ----------------------------------- |
+| `ticks-from`   | Export ticks from a start date      |
+| `ticks-range`  | Export ticks for a date range       |
+| `ticks-recent` | Export ticks from a trailing window |

 ### Information

@@ -108,6 +125,7 @@ mt5cli --login 12345 --password mypass --server MyBroker-Demo \
 | `symbols`          | Export symbol list                      |
 | `symbol-info`      | Export symbol details                   |
 | `symbol-info-tick` | Export the last tick for a symbol       |
+| `minimum-margins`  | Export minimum-volume margin summary    |
 | `market-book`      | Export market depth (order book)        |

 ### Trading