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dceoy
2026-06-08 18:29:32 +00:00
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<a id="__codelineno-1-2" name="__codelineno-1-2" href="#__codelineno-1-2"></a><span class="kn">from</span><span class="w"> </span><span class="nn">pathlib</span><span class="w"> </span><span class="kn">import</span> <span class="n">Path</span>
<a id="__codelineno-1-3" name="__codelineno-1-3" href="#__codelineno-1-3"></a>
<a id="__codelineno-1-4" name="__codelineno-1-4" href="#__codelineno-1-4"></a><span class="kn">from</span><span class="w"> </span><span class="nn">mt5cli</span><span class="w"> </span><span class="kn">import</span> <span class="p">(</span>
<a id="__codelineno-1-5" name="__codelineno-1-5" href="#__codelineno-1-5"></a> <span class="n">Mt5CliClient</span><span class="p">,</span>
<a id="__codelineno-1-6" name="__codelineno-1-6" href="#__codelineno-1-6"></a> <span class="n">collect_history</span><span class="p">,</span>
<a id="__codelineno-1-7" name="__codelineno-1-7" href="#__codelineno-1-7"></a> <span class="n">copy_rates_range</span><span class="p">,</span>
<a id="__codelineno-1-8" name="__codelineno-1-8" href="#__codelineno-1-8"></a> <span class="n">detect_format</span><span class="p">,</span>
<a id="__codelineno-1-9" name="__codelineno-1-9" href="#__codelineno-1-9"></a> <span class="n">export_dataframe</span><span class="p">,</span>
<a id="__codelineno-1-10" name="__codelineno-1-10" href="#__codelineno-1-10"></a><span class="p">)</span>
<a id="__codelineno-1-11" name="__codelineno-1-11" href="#__codelineno-1-11"></a>
<a id="__codelineno-1-12" name="__codelineno-1-12" href="#__codelineno-1-12"></a><span class="c1"># Fetch rates programmatically</span>
<a id="__codelineno-1-13" name="__codelineno-1-13" href="#__codelineno-1-13"></a><span class="n">rates</span> <span class="o">=</span> <span class="n">copy_rates_range</span><span class="p">(</span>
<a id="__codelineno-1-14" name="__codelineno-1-14" href="#__codelineno-1-14"></a> <span class="s2">&quot;EURUSD&quot;</span><span class="p">,</span>
<a id="__codelineno-1-15" name="__codelineno-1-15" href="#__codelineno-1-15"></a> <span class="n">timeframe</span><span class="o">=</span><span class="s2">&quot;H1&quot;</span><span class="p">,</span>
<a id="__codelineno-1-16" name="__codelineno-1-16" href="#__codelineno-1-16"></a> <span class="n">date_from</span><span class="o">=</span><span class="s2">&quot;2024-01-01&quot;</span><span class="p">,</span>
<a id="__codelineno-1-17" name="__codelineno-1-17" href="#__codelineno-1-17"></a> <span class="n">date_to</span><span class="o">=</span><span class="s2">&quot;2024-02-01&quot;</span><span class="p">,</span>
<a id="__codelineno-1-18" name="__codelineno-1-18" href="#__codelineno-1-18"></a><span class="p">)</span>
<a id="__codelineno-1-19" name="__codelineno-1-19" href="#__codelineno-1-19"></a>
<a id="__codelineno-1-20" name="__codelineno-1-20" href="#__codelineno-1-20"></a><span class="c1"># Detect output format from file extension</span>
<a id="__codelineno-1-21" name="__codelineno-1-21" href="#__codelineno-1-21"></a><span class="n">fmt</span> <span class="o">=</span> <span class="n">detect_format</span><span class="p">(</span><span class="n">Path</span><span class="p">(</span><span class="s2">&quot;output.parquet&quot;</span><span class="p">))</span> <span class="c1"># Returns &quot;parquet&quot;</span>
<a id="__codelineno-1-22" name="__codelineno-1-22" href="#__codelineno-1-22"></a>
<a id="__codelineno-1-23" name="__codelineno-1-23" href="#__codelineno-1-23"></a><span class="c1"># Export a DataFrame</span>
<a id="__codelineno-1-24" name="__codelineno-1-24" href="#__codelineno-1-24"></a><span class="n">export_dataframe</span><span class="p">(</span><span class="n">rates</span><span class="p">,</span> <span class="n">Path</span><span class="p">(</span><span class="s2">&quot;output.csv&quot;</span><span class="p">),</span> <span class="s2">&quot;csv&quot;</span><span class="p">)</span>
<a id="__codelineno-1-5" name="__codelineno-1-5" href="#__codelineno-1-5"></a> <span class="n">Dataset</span><span class="p">,</span>
<a id="__codelineno-1-6" name="__codelineno-1-6" href="#__codelineno-1-6"></a> <span class="n">IfExists</span><span class="p">,</span>
<a id="__codelineno-1-7" name="__codelineno-1-7" href="#__codelineno-1-7"></a> <span class="n">Mt5CliClient</span><span class="p">,</span>
<a id="__codelineno-1-8" name="__codelineno-1-8" href="#__codelineno-1-8"></a> <span class="n">collect_history</span><span class="p">,</span>
<a id="__codelineno-1-9" name="__codelineno-1-9" href="#__codelineno-1-9"></a> <span class="n">copy_rates_range</span><span class="p">,</span>
<a id="__codelineno-1-10" name="__codelineno-1-10" href="#__codelineno-1-10"></a> <span class="n">detect_format</span><span class="p">,</span>
<a id="__codelineno-1-11" name="__codelineno-1-11" href="#__codelineno-1-11"></a> <span class="n">export_dataframe</span><span class="p">,</span>
<a id="__codelineno-1-12" name="__codelineno-1-12" href="#__codelineno-1-12"></a> <span class="n">export_dataframe_to_sqlite</span><span class="p">,</span>
<a id="__codelineno-1-13" name="__codelineno-1-13" href="#__codelineno-1-13"></a> <span class="n">minimum_margins</span><span class="p">,</span>
<a id="__codelineno-1-14" name="__codelineno-1-14" href="#__codelineno-1-14"></a> <span class="n">recent_ticks</span><span class="p">,</span>
<a id="__codelineno-1-15" name="__codelineno-1-15" href="#__codelineno-1-15"></a><span class="p">)</span>
<a id="__codelineno-1-16" name="__codelineno-1-16" href="#__codelineno-1-16"></a><span class="kn">from</span><span class="w"> </span><span class="nn">mt5cli.history</span><span class="w"> </span><span class="kn">import</span> <span class="n">resolve_rate_view_name</span>
<a id="__codelineno-1-17" name="__codelineno-1-17" href="#__codelineno-1-17"></a>
<a id="__codelineno-1-18" name="__codelineno-1-18" href="#__codelineno-1-18"></a><span class="c1"># Fetch rates programmatically</span>
<a id="__codelineno-1-19" name="__codelineno-1-19" href="#__codelineno-1-19"></a><span class="n">rates</span> <span class="o">=</span> <span class="n">copy_rates_range</span><span class="p">(</span>
<a id="__codelineno-1-20" name="__codelineno-1-20" href="#__codelineno-1-20"></a> <span class="s2">&quot;EURUSD&quot;</span><span class="p">,</span>
<a id="__codelineno-1-21" name="__codelineno-1-21" href="#__codelineno-1-21"></a> <span class="n">timeframe</span><span class="o">=</span><span class="s2">&quot;H1&quot;</span><span class="p">,</span>
<a id="__codelineno-1-22" name="__codelineno-1-22" href="#__codelineno-1-22"></a> <span class="n">date_from</span><span class="o">=</span><span class="s2">&quot;2024-01-01&quot;</span><span class="p">,</span>
<a id="__codelineno-1-23" name="__codelineno-1-23" href="#__codelineno-1-23"></a> <span class="n">date_to</span><span class="o">=</span><span class="s2">&quot;2024-02-01&quot;</span><span class="p">,</span>
<a id="__codelineno-1-24" name="__codelineno-1-24" href="#__codelineno-1-24"></a><span class="p">)</span>
<a id="__codelineno-1-25" name="__codelineno-1-25" href="#__codelineno-1-25"></a>
<a id="__codelineno-1-26" name="__codelineno-1-26" href="#__codelineno-1-26"></a><span class="c1"># Collect history into SQLite</span>
<a id="__codelineno-1-27" name="__codelineno-1-27" href="#__codelineno-1-27"></a><span class="n">collect_history</span><span class="p">(</span>
<a id="__codelineno-1-28" name="__codelineno-1-28" href="#__codelineno-1-28"></a> <span class="n">Path</span><span class="p">(</span><span class="s2">&quot;history.db&quot;</span><span class="p">),</span>
<a id="__codelineno-1-29" name="__codelineno-1-29" href="#__codelineno-1-29"></a> <span class="n">symbols</span><span class="o">=</span><span class="p">[</span><span class="s2">&quot;EURUSD&quot;</span><span class="p">],</span>
<a id="__codelineno-1-30" name="__codelineno-1-30" href="#__codelineno-1-30"></a> <span class="n">date_from</span><span class="o">=</span><span class="n">datetime</span><span class="p">(</span><span class="mi">2024</span><span class="p">,</span> <span class="mi">1</span><span class="p">,</span> <span class="mi">1</span><span class="p">,</span> <span class="n">tzinfo</span><span class="o">=</span><span class="n">UTC</span><span class="p">),</span>
<a id="__codelineno-1-31" name="__codelineno-1-31" href="#__codelineno-1-31"></a> <span class="n">date_to</span><span class="o">=</span><span class="n">datetime</span><span class="p">(</span><span class="mi">2024</span><span class="p">,</span> <span class="mi">2</span><span class="p">,</span> <span class="mi">1</span><span class="p">,</span> <span class="n">tzinfo</span><span class="o">=</span><span class="n">UTC</span><span class="p">),</span>
<a id="__codelineno-1-32" name="__codelineno-1-32" href="#__codelineno-1-32"></a><span class="p">)</span>
<a id="__codelineno-1-26" name="__codelineno-1-26" href="#__codelineno-1-26"></a><span class="c1"># Detect output format from file extension</span>
<a id="__codelineno-1-27" name="__codelineno-1-27" href="#__codelineno-1-27"></a><span class="n">fmt</span> <span class="o">=</span> <span class="n">detect_format</span><span class="p">(</span><span class="n">Path</span><span class="p">(</span><span class="s2">&quot;output.parquet&quot;</span><span class="p">))</span> <span class="c1"># Returns &quot;parquet&quot;</span>
<a id="__codelineno-1-28" name="__codelineno-1-28" href="#__codelineno-1-28"></a>
<a id="__codelineno-1-29" name="__codelineno-1-29" href="#__codelineno-1-29"></a><span class="c1"># Export a DataFrame</span>
<a id="__codelineno-1-30" name="__codelineno-1-30" href="#__codelineno-1-30"></a><span class="n">export_dataframe</span><span class="p">(</span><span class="n">rates</span><span class="p">,</span> <span class="n">Path</span><span class="p">(</span><span class="s2">&quot;output.csv&quot;</span><span class="p">),</span> <span class="s2">&quot;csv&quot;</span><span class="p">)</span>
<a id="__codelineno-1-31" name="__codelineno-1-31" href="#__codelineno-1-31"></a>
<a id="__codelineno-1-32" name="__codelineno-1-32" href="#__codelineno-1-32"></a><span class="c1"># Append to SQLite with deduplication</span>
<a id="__codelineno-1-33" name="__codelineno-1-33" href="#__codelineno-1-33"></a><span class="n">export_dataframe_to_sqlite</span><span class="p">(</span>
<a id="__codelineno-1-34" name="__codelineno-1-34" href="#__codelineno-1-34"></a> <span class="n">rates</span><span class="p">,</span>
<a id="__codelineno-1-35" name="__codelineno-1-35" href="#__codelineno-1-35"></a> <span class="n">Path</span><span class="p">(</span><span class="s2">&quot;history.db&quot;</span><span class="p">),</span>
<a id="__codelineno-1-36" name="__codelineno-1-36" href="#__codelineno-1-36"></a> <span class="s2">&quot;rates&quot;</span><span class="p">,</span>
<a id="__codelineno-1-37" name="__codelineno-1-37" href="#__codelineno-1-37"></a> <span class="n">if_exists</span><span class="o">=</span><span class="n">IfExists</span><span class="o">.</span><span class="n">APPEND</span><span class="p">,</span>
<a id="__codelineno-1-38" name="__codelineno-1-38" href="#__codelineno-1-38"></a> <span class="n">deduplicate_on</span><span class="o">=</span><span class="p">(</span><span class="s2">&quot;symbol&quot;</span><span class="p">,</span> <span class="s2">&quot;timeframe&quot;</span><span class="p">,</span> <span class="s2">&quot;time&quot;</span><span class="p">),</span>
<a id="__codelineno-1-39" name="__codelineno-1-39" href="#__codelineno-1-39"></a><span class="p">)</span>
<a id="__codelineno-1-40" name="__codelineno-1-40" href="#__codelineno-1-40"></a>
<a id="__codelineno-1-41" name="__codelineno-1-41" href="#__codelineno-1-41"></a><span class="c1"># Resolve rate compatibility views and fetch recent ticks</span>
<a id="__codelineno-1-42" name="__codelineno-1-42" href="#__codelineno-1-42"></a><span class="n">view</span> <span class="o">=</span> <span class="n">resolve_rate_view_name</span><span class="p">(</span><span class="n">Path</span><span class="p">(</span><span class="s2">&quot;history.db&quot;</span><span class="p">),</span> <span class="s2">&quot;EURUSD&quot;</span><span class="p">,</span> <span class="s2">&quot;M1&quot;</span><span class="p">)</span>
<a id="__codelineno-1-43" name="__codelineno-1-43" href="#__codelineno-1-43"></a><span class="n">ticks</span> <span class="o">=</span> <span class="n">recent_ticks</span><span class="p">(</span><span class="s2">&quot;EURUSD&quot;</span><span class="p">,</span> <span class="n">seconds</span><span class="o">=</span><span class="mi">300</span><span class="p">)</span>
<a id="__codelineno-1-44" name="__codelineno-1-44" href="#__codelineno-1-44"></a><span class="n">margins</span> <span class="o">=</span> <span class="n">minimum_margins</span><span class="p">(</span><span class="s2">&quot;EURUSD&quot;</span><span class="p">)</span>
<a id="__codelineno-1-45" name="__codelineno-1-45" href="#__codelineno-1-45"></a>
<a id="__codelineno-1-46" name="__codelineno-1-46" href="#__codelineno-1-46"></a><span class="c1"># Collect history into SQLite</span>
<a id="__codelineno-1-47" name="__codelineno-1-47" href="#__codelineno-1-47"></a><span class="n">collect_history</span><span class="p">(</span>
<a id="__codelineno-1-48" name="__codelineno-1-48" href="#__codelineno-1-48"></a> <span class="n">Path</span><span class="p">(</span><span class="s2">&quot;history.db&quot;</span><span class="p">),</span>
<a id="__codelineno-1-49" name="__codelineno-1-49" href="#__codelineno-1-49"></a> <span class="n">symbols</span><span class="o">=</span><span class="p">[</span><span class="s2">&quot;EURUSD&quot;</span><span class="p">],</span>
<a id="__codelineno-1-50" name="__codelineno-1-50" href="#__codelineno-1-50"></a> <span class="n">date_from</span><span class="o">=</span><span class="n">datetime</span><span class="p">(</span><span class="mi">2024</span><span class="p">,</span> <span class="mi">1</span><span class="p">,</span> <span class="mi">1</span><span class="p">,</span> <span class="n">tzinfo</span><span class="o">=</span><span class="n">UTC</span><span class="p">),</span>
<a id="__codelineno-1-51" name="__codelineno-1-51" href="#__codelineno-1-51"></a> <span class="n">date_to</span><span class="o">=</span><span class="n">datetime</span><span class="p">(</span><span class="mi">2024</span><span class="p">,</span> <span class="mi">2</span><span class="p">,</span> <span class="mi">1</span><span class="p">,</span> <span class="n">tzinfo</span><span class="o">=</span><span class="n">UTC</span><span class="p">),</span>
<a id="__codelineno-1-52" name="__codelineno-1-52" href="#__codelineno-1-52"></a><span class="p">)</span>
</code></pre></div>
<h2 id="examples">Examples<a class="headerlink" href="#examples" title="Permanent link">&para;</a></h2>
<p>See individual module pages for detailed usage examples and code samples.</p></div>