Add trading session helpers and extend ThrottledHistoryUpdater (#25)
* Add trading session helpers and extend ThrottledHistoryUpdater Introduce mt5cli.trading with mt5_trading_session() for Mt5TradingClient lifecycle management and reusable operational helpers for position-side detection, margin/volume sizing, and protective order price derivation. Extend ThrottledHistoryUpdater to validate inputs before updates and to optionally suppress ValueError, OSError, and missing-method errors without advancing the throttle timestamp. Export the new helpers from mt5cli.__init__, add unit tests with mocked clients, and document migration guidance for downstream projects such as mteor. Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * Narrow ThrottledHistoryUpdater suppress_errors handling (#27) * Narrow ThrottledHistoryUpdater suppress_errors for MT5 capability only Remove broad AttributeError/TypeError handling from recoverable errors. Add _is_mt5_client_capability_error() to detect missing history API methods or non-callable client attributes by message and attribute name. Generic AttributeError/TypeError values always propagate even when suppress_errors=True. Update docs and tests accordingly. Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * Detect non-callable history client methods in suppress_errors Address review feedback: when a history API attribute exists but is not callable, Python raises a generic TypeError. Inspect the traceback for mt5cli.history client call sites so these capability mismatches are still suppressed without matching all TypeError values. Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> --------- Co-authored-by: Cursor Agent <cursoragent@cursor.com> Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * Address PR review feedback on trading helpers - Resolve history module path once at import time - Only treat non-callable TypeErrors as capability errors at the raise site - Validate SL/TP ratios in determine_order_limits - Add tests for margin_free edge cases, body-raise shutdown, and internal TypeError propagation - Clarify ThrottledHistoryUpdater suppress_errors docs - Split README migration example into trading vs read-only history sessions Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * Tighten protective ratio validation and clamp negative margin_free Add _require_protective_ratio enforcing 0 <= ratio < 1 for SL/TP limits so a ratio of 1.0 cannot produce zero protective prices. Clamp negative margin_free to 0.0 in calculate_margin_and_volume before sizing. Add boundary and negative-margin tests; document constraints in trading API docs. Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> --------- Co-authored-by: Cursor Agent <cursoragent@cursor.com> Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com>
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@@ -18,6 +18,10 @@ Utility module providing constants, enums, Click parameter types, and helper fun
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Programmatic SDK for read-only MetaTrader 5 data collection. Returns pandas DataFrames and provides `collect_history` for SQLite bulk collection.
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### [Trading](trading.md)
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Trading-capable session management and operational helpers built on `pdmt5.Mt5TradingClient`. Complements the read-only SDK without changing existing `Mt5CliClient` behavior.
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### [History Collection (SQLite)](history.md)
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SQLite storage helpers for the `collect-history` command schema, incremental updates, deduplication, indexes, and optional views.
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@@ -28,8 +32,9 @@ The package follows a simple architecture built on top of pdmt5:
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1. **CLI Layer** (`cli.py`): Typer application with subcommands that delegate to the SDK and export results.
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2. **SDK Layer** (`sdk.py`): Read-only data access functions, `Mt5CliClient`, and `collect_history` orchestration.
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3. **Utils Layer** (`utils.py`): Constants, enums, custom Click parameter types, parsing helpers, and format detection/export utilities.
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4. **Data Layer** (via `pdmt5`): Uses `Mt5DataClient` and `Mt5Config` from the pdmt5 package for all MetaTrader 5 data access.
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3. **Trading Layer** (`trading.py`): Trading-capable sessions and operational helpers on `Mt5TradingClient`.
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4. **Utils Layer** (`utils.py`): Constants, enums, custom Click parameter types, parsing helpers, and format detection/export utilities.
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5. **Data Layer** (via `pdmt5`): Uses `Mt5DataClient`, `Mt5TradingClient`, and `Mt5Config` from the pdmt5 package for MetaTrader 5 access.
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## Usage Guidelines
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