[codex] fix mt5 adapter APIs (#36)
* fix mt5 adapter APIs * address PR feedback * fix zero ratio minimum volume sizing * Bump version to v0.8.0
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@@ -4,38 +4,60 @@
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## Trading-capable MT5 sessions
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`mt5_trading_session()` complements the read-only `mt5_session()` helper in
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`sdk.py`. It yields a connected `pdmt5.Mt5TradingClient`, uses
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`Mt5Config.path` to launch the terminal when configured, and always calls
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`shutdown()` on exit.
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`create_trading_client()` and `mt5_trading_session()` complement the read-only
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`mt5_session()` helper in `sdk.py`. They return or yield an initialized
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`pdmt5.Mt5TradingClient`, use `Mt5Config.path` to launch the terminal when
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configured, and `mt5_trading_session()` always calls `shutdown()` on exit.
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```python
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from pdmt5 import Mt5Config
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from mt5cli import mt5_trading_session
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from mt5cli import create_trading_client, mt5_trading_session
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with mt5_trading_session(
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Mt5Config(path=r"C:\Program Files\MetaTrader 5\terminal64.exe", login=12345),
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path=r"C:\Program Files\MetaTrader 5\terminal64.exe",
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login="12345",
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password="secret",
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server="Broker-Demo",
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retry_count=2,
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) as client:
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positions = client.positions_get_as_df(symbol="EURUSD")
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client = create_trading_client(login=12345, server="Broker-Demo")
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try:
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account = client.account_info_as_dict()
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finally:
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client.shutdown()
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```
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`login` accepts `int`, numeric `str`, or an empty string; empty strings are
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treated as unset. `path`, `password`, `server`, and `timeout` are forwarded to
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`pdmt5.Mt5Config`, and omitted `timeout` values keep the lower-level default.
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The read-only `Mt5CliClient` / `mt5_session()` API is unchanged.
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## Operational trading helpers
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## State and order helpers
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These helpers are strategy-agnostic and do not depend on signal detection,
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betting logic, or scheduling code in downstream applications.
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```python
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from mt5cli import (
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calculate_spread_ratio,
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calculate_margin_and_volume,
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close_open_positions,
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detect_position_side,
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determine_order_limits,
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get_account_snapshot,
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get_positions_frame,
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get_symbol_snapshot,
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get_tick_snapshot,
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place_market_order,
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)
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account = get_account_snapshot(client)
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symbol = get_symbol_snapshot(client, "EURUSD")
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tick = get_tick_snapshot(client, "EURUSD")
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positions = get_positions_frame(client, "EURUSD")
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side = detect_position_side(client, "EURUSD")
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spread_ratio = calculate_spread_ratio(client, "EURUSD")
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sizing = calculate_margin_and_volume(
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client,
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"EURUSD",
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@@ -49,11 +71,33 @@ limits = determine_order_limits(
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stop_loss_limit_ratio=0.01,
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take_profit_limit_ratio=0.02,
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)
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preview = place_market_order(
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client,
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symbol="EURUSD",
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volume=sizing["buy_volume"],
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order_side="BUY",
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sl=limits["stop_loss"],
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tp=limits["take_profit"],
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dry_run=True,
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)
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closed = close_open_positions(client, symbols="EURUSD", dry_run=True)
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```
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Protective ratios must satisfy `0 <= ratio < 1`; `0` omits that level.
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`calculate_margin_and_volume()` clamps negative `margin_free` to `0.0`
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before sizing.
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`detect_position_side()` returns `long` for buy-only exposure, `short` for
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sell-only exposure, and `None` for no positions or mixed long/short exposure.
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`calculate_spread_ratio()` uses `(ask - bid) / ((ask + bid) / 2)` and raises
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`Mt5TradingError` when bid or ask is missing or non-positive.
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SL/TP ratios for `determine_order_limits()` must satisfy `0 <= ratio < 1`; `0`
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omits that level. SL/TP prices are rounded with symbol `digits` metadata when
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available. `unit_margin_ratio` and `preserved_margin_ratio` for
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`calculate_margin_and_volume()` accept `0 <= ratio <= 1`; `unit_margin_ratio=0`
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requests one minimum valid unit when the post-reserve margin can afford it.
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Negative `margin_free` is clamped to `0.0` before sizing. Execution helpers
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return normalized dictionaries containing the request, response, status,
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retcode, and `dry_run` flag; `dry_run=True` never sends an order. Market order
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helpers mark known non-success MT5 retcodes as `status="failed"` while keeping
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the normalized response for inspection.
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## Migration from mteor-local helpers
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