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feat: centralize tick price validation and add resilient position margin helpers (#49, #50)

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Add _valid_tick_price() internal helper that returns a positive finite float
from a tick dict or None for any invalid value (missing, None, NaN, infinite,
zero, negative, or unsupported type). Refactor five existing bid/ask validation
sites in trading.py to use it, removing duplicated isinstance/isfinite checks.

Add calculate_positions_margin_by_symbol() which computes margin per unique
symbol independently using the existing strict calculate_positions_margin(),
with first-seen deduplication and configurable error suppression
(Mt5TradingError, Mt5RuntimeError, AttributeError) via suppress_errors=.

Add calculate_positions_margin_safe() as a thin sum wrapper with
suppress_errors=True, returning 0.0 on empty or fully-failed inputs.

Both new helpers are exported from mt5cli, added to STABLE_SDK_EXPORTS, and
documented in docs/api/public-contract.md. Existing strict behavior of
calculate_positions_margin() is unchanged.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
agent
2026-06-23 07:30:02 +00:00
parent 8e53212a24
commit d292fbb9d9
5 changed files with 292 additions and 28 deletions
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docs/api/public-contract.md
+14 -12
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@@ -99,18 +99,20 @@ diagrams.
These helpers implement broker-facing calculations only. They do not encode
strategy entries, exits, Kelly sizing, or signal logic.
| Symbol | Role |
| -------------------------------------------------------------------------------------------------- | --------------------------------------------- |
| `get_account_snapshot`, `get_symbol_snapshot`, `get_tick_snapshot`, `get_positions_frame` | Normalized account/symbol/tick/position views |
| `detect_position_side` | Net long / short / flat from open positions |
| `calculate_spread_ratio` | Relative bid-ask spread |
| `calculate_margin_and_volume`, `calculate_volume_by_margin`, `calculate_new_position_margin_ratio` | Margin budget and volume sizing |
| `normalize_order_volume`, `estimate_order_margin`, `calculate_positions_margin` | Broker volume normalization and margin totals |
| `determine_order_limits` | SL/TP price levels from ratios |
| `ensure_symbol_selected` | Select/verify Market Watch visibility |
| `place_market_order`, `close_open_positions`, `update_sltp_for_open_positions` | Order execution helpers (`dry_run` supported) |
| `MarginVolume`, `OrderLimits`, `OrderExecutionResult` | Typed return contracts for order helpers |
| `OrderSide`, `OrderFillingMode`, `OrderTimeMode`, `PositionSide`, `ExecutionStatus` | Typed enums for order helpers |
| Symbol | Role |
| -------------------------------------------------------------------------------------------------- | ----------------------------------------------------------- |
| `get_account_snapshot`, `get_symbol_snapshot`, `get_tick_snapshot`, `get_positions_frame` | Normalized account/symbol/tick/position views |
| `detect_position_side` | Net long / short / flat from open positions |
| `calculate_spread_ratio` | Relative bid-ask spread |
| `calculate_margin_and_volume`, `calculate_volume_by_margin`, `calculate_new_position_margin_ratio` | Margin budget and volume sizing |
| `normalize_order_volume`, `estimate_order_margin`, `calculate_positions_margin` | Broker volume normalization and margin totals |
| `calculate_positions_margin_by_symbol` | Per-symbol margin map (resilient, first-seen order) |
| `calculate_positions_margin_safe` | Summed total margin across symbols (failed symbols skipped) |
| `determine_order_limits` | SL/TP price levels from ratios |
| `ensure_symbol_selected` | Select/verify Market Watch visibility |
| `place_market_order`, `close_open_positions`, `update_sltp_for_open_positions` | Order execution helpers (`dry_run` supported) |
| `MarginVolume`, `OrderLimits`, `OrderExecutionResult` | Typed return contracts for order helpers |
| `OrderSide`, `OrderFillingMode`, `OrderTimeMode`, `PositionSide`, `ExecutionStatus` | Typed enums for order helpers |
`MT5Client.order_send()` and CLI `order-send --yes` are live execution paths.