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feat: add close-positions CLI and replace_symbol projection mode (#65 #66) (#67)

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* feat: add close-positions CLI command and replace_symbol projection mode (#65 #66)

Part 1 — close-positions CLI (#65):
- Add `close-positions` subcommand delegating to `close_open_positions()`.
- Accepts repeated `--symbol` and `--ticket` filters (AND semantics).
- Supports `--dry-run` (no `--yes` required); live execution requires `--yes`.
- Fails closed with `BadParameter` when neither `--symbol` nor `--ticket` is given.
- Exports normalized `OrderExecutionResult` list as a DataFrame (request/response
  serialized as JSON strings for clean CSV/JSON/Parquet/SQLite output).
- `order-send` remains the raw expert path; `close-positions` is the safer
  high-level helper that builds correct close requests automatically.

Part 2 — ProjectionMode and replace_symbol (#66):
- Add `ProjectionMode = Literal["add", "replace_symbol"]` type alias.
- Add optional `projection_mode` parameter to `calculate_symbol_group_margin_ratio`.
  Default `"add"` preserves existing additive behavior.
  `"replace_symbol"` subtracts current margin for `new_symbol`, then adds
  candidate margin — the subtraction and addition are atomic (suppressed together).
- Export `ProjectionMode` from `mt5cli` and add to `STABLE_SDK_EXPORTS`.
- No mteor-specific strategy, risk-threshold, or policy logic added.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

* chore: remove unused ProjectionMode import in test_contracts.py

The parametrized test_stable_exports_are_importable_from_package_root
already covers ProjectionMode via hasattr(mt5cli, name). Ruff correctly
flagged the explicit top-level import as unused (F401).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

* Bump version to v0.9.6

* fix: address PR #67 review feedback

- Floor replace_symbol margin subtraction at zero to prevent negative ratio
- Serialize response unconditionally via json.dumps (null for dry-run rows)
- Return a schema-preserving empty DataFrame when results list is empty
- Add test: --dry-run --yes precedence (dry-run wins, no order_send)
- Add test: zero-match filter produces empty JSON array with exit 0
- Move projection_mode prose to stable trading section in docs

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

* feat: add runtime validation for projection_mode in calculate_symbol_group_margin_ratio

Unsupported values previously silently fell through as "add". The new
_validate_projection_mode helper raises ValueError with a message that
names the bad value and the two accepted modes.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

---------

Co-authored-by: agent <agent@localhost>
Co-authored-by: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
Daichi Narushima
2026-06-25 10:39:49 +09:00
committed by GitHub
parent 15bfd17db3
commit dfe80ce500
10 changed files with 648 additions and 17 deletions
Download Patch File Download Diff File Expand all files Collapse all files
README.md
+4 -1
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@@ -178,10 +178,13 @@ python -m mt5cli -o account.csv account-info
| `recent-history-deals` | Export historical deals from a recent trailing window |
| `mt5-summary` | Export terminal/account status summary |
| `order-check` | Check funds sufficiency for a trade request |
| `order-send` | Send a trade request to the trade server (`--yes` required) |
| `order-send` | Send a raw trade request to the trade server (`--yes` required; expert path) |
| `close-positions` | Close open positions by `--symbol` or `--ticket` (`--yes` required for live; `--dry-run` available) |
| `collect-history` | Bundle rates, ticks, history-orders, and history-deals for one or more symbols into a single SQLite database |
Use `order-check` to validate a request payload before running `order-send --yes`.
`close-positions` is the safer high-level alternative that builds correct close
requests automatically. At least one `--symbol` or `--ticket` must be provided.
### `collect-history`
docs/api/public-contract.md
+14 -1
View File
@@ -111,6 +111,14 @@ strategy entries, exits, Kelly sizing, or signal logic.
| `place_market_order`, `close_open_positions`, `update_sltp_for_open_positions`, `update_trailing_stop_loss_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 |
| `ProjectionMode` | Literal type for `calculate_symbol_group_margin_ratio` projection |
`calculate_symbol_group_margin_ratio` accepts an optional `projection_mode`
parameter (`"add"` by default). Pass `projection_mode="replace_symbol"` to
subtract current exposure for `new_symbol` before adding the candidate margin —
useful for reversal-style projections. mt5cli only calculates broker-facing
exposure; downstream applications own thresholds, risk guard actions, and
strategy policy.
`MT5Client.order_send()` and CLI `order-send --yes` are live execution paths.
@@ -182,7 +190,12 @@ The Typer application in `mt5cli.cli` exposes file-export commands documented in
- Delegate to the same Python APIs described here; they are not duplicated
business logic.
`order-send` requires `--yes` before placing live trades.
`order-send` is the expert raw-request path; it requires `--yes` and a fully
constructed request payload. `close-positions` is the safer high-level helper
that closes open positions by `--symbol` or `--ticket` using
`close_open_positions()`. Both `order-send --yes` and `close-positions --yes`
are live execution paths. `close-positions --dry-run` previews close orders
without placing them and does not require `--yes`.
## Internal helpers (not stable)
mt5cli/__init__.py
+2
View File
@@ -120,6 +120,7 @@ from .trading import (
OrderSide,
OrderTimeMode,
PositionSide,
ProjectionMode,
calculate_account_projected_margin_ratio,
calculate_margin_and_volume,
calculate_new_position_margin_ratio,
@@ -192,6 +193,7 @@ __all__ = [
"OrderSide",
"OrderTimeMode",
"PositionSide",
"ProjectionMode",
"RateTarget",
"ThrottledHistoryUpdater",
"account_info",
mt5cli/cli.py
+93 -2
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@@ -2,17 +2,20 @@
from __future__ import annotations
import json
import logging
from dataclasses import dataclass
from datetime import datetime # noqa: TC003
from pathlib import Path # noqa: TC003
from typing import TYPE_CHECKING, Annotated, Any, cast
import pandas as pd
import typer
from pdmt5 import Mt5Config
from . import sdk
from .client import MT5Client
from .trading import OrderExecutionResult, close_open_positions, create_trading_client
from .utils import (
DATETIME_TYPE,
REQUEST_TYPE,
@@ -29,8 +32,6 @@ from .utils import (
if TYPE_CHECKING:
from collections.abc import Callable
import pandas as pd
logger = logging.getLogger(__name__)
# ---------------------------------------------------------------------------
@@ -600,6 +601,96 @@ def order_send(
_export_command(ctx, lambda client: client.order_send(request))
_EXECUTION_RESULT_COLUMNS: list[str] = [
"status",
"symbol",
"order_side",
"volume",
"retcode",
"comment",
"request",
"response",
"dry_run",
]
def _execution_results_to_df(results: list[OrderExecutionResult]) -> pd.DataFrame:
if not results:
return pd.DataFrame(columns=_EXECUTION_RESULT_COLUMNS)
rows = [
{
**r,
"request": json.dumps(r["request"]),
"response": json.dumps(r["response"]),
}
for r in results
]
return pd.DataFrame(rows)
@app.command()
def close_positions(
ctx: typer.Context,
symbol: Annotated[
list[str] | None,
typer.Option(
"--symbol",
"-s",
help="Symbol to close (repeat for multiple symbols).",
),
] = None,
ticket: Annotated[
list[int] | None,
typer.Option(
"--ticket",
"-t",
help="Position ticket to close (repeat for multiple tickets).",
),
] = None,
dry_run: Annotated[
bool,
typer.Option("--dry-run", help="Preview close orders without executing them."),
] = False,
yes: Annotated[
bool,
typer.Option("--yes", help="Confirm live position closing."),
] = False,
) -> None:
"""Close open positions by symbol or ticket.
Delegates to :func:`mt5cli.trading.close_open_positions`. At least one
``--symbol`` or ``--ticket`` must be provided to avoid accidentally closing
all positions. Use ``--dry-run`` to preview without executing; ``--yes`` is
required for live execution.
``order-send`` is the expert raw-request path. ``close-positions`` is the
safer high-level helper that builds correct close requests automatically.
Raises:
typer.BadParameter: If neither ``--symbol`` nor ``--ticket`` is given,
or if ``--yes`` is missing for a live (non-dry-run) run.
"""
if not symbol and not ticket:
msg = "Provide at least one --symbol or --ticket to close positions."
raise typer.BadParameter(msg)
if not dry_run and not yes:
msg = "Pass --yes to close live positions."
raise typer.BadParameter(msg, param_hint="--yes")
export_ctx = _get_export_context(ctx)
client = create_trading_client(config=export_ctx.config)
try:
results = close_open_positions(
client,
symbols=list(symbol) if symbol else None,
tickets=list(ticket) if ticket else None,
dry_run=dry_run,
)
finally:
client.shutdown()
df = _execution_results_to_df(results)
_execute_export(ctx, lambda: df)
@app.command()
def collect_history(
ctx: typer.Context,
mt5cli/contract.py
+1
View File
@@ -17,6 +17,7 @@ STABLE_SDK_EXPORTS: frozenset[str] = frozenset({
"OrderSide",
"OrderTimeMode",
"PositionSide",
"ProjectionMode",
"ExecutionStatus",
"MarginVolume",
"OrderExecutionResult",
mt5cli/trading.py
+34 -10
View File
@@ -25,6 +25,7 @@ OrderSide = Literal["BUY", "SELL"]
OrderFillingMode = Literal["IOC", "FOK", "RETURN"]
OrderTimeMode = Literal["GTC", "DAY", "SPECIFIED", "SPECIFIED_DAY"]
ExecutionStatus = Literal["executed", "dry_run", "skipped", "failed"]
ProjectionMode = Literal["add", "replace_symbol"]
class MarginVolume(TypedDict):
@@ -127,6 +128,7 @@ __all__ = [
"OrderSide",
"OrderTimeMode",
"PositionSide",
"ProjectionMode",
"calculate_account_projected_margin_ratio",
"calculate_margin_and_volume",
"calculate_new_position_margin_ratio",
@@ -920,6 +922,16 @@ def calculate_projected_margin_ratio(
return margin / equity
def _validate_projection_mode(projection_mode: str) -> ProjectionMode:
if projection_mode not in {"add", "replace_symbol"}:
msg = (
f"Unsupported projection mode: {projection_mode!r}. "
"Expected 'add' or 'replace_symbol'."
)
raise ValueError(msg)
return cast("ProjectionMode", projection_mode)
def calculate_symbol_group_margin_ratio(
client: Mt5TradingClient,
*,
@@ -928,13 +940,22 @@ def calculate_symbol_group_margin_ratio(
new_position_side: OrderSide | None = None,
new_position_volume: float = 0.0,
suppress_errors: bool = True,
projection_mode: ProjectionMode = "add",
) -> float:
"""Return estimated symbol-group margin over account equity.
Per-symbol current exposure is summed with
:func:`calculate_positions_margin_by_symbol`. When ``new_symbol`` is inside
the input symbol group, optional projected order margin is added for that
symbol. Invalid equity always raises to fail closed.
the input symbol group and candidate side/volume are provided, projected order
margin is applied according to ``projection_mode``:
- ``"add"`` (default): adds candidate margin to the group total.
- ``"replace_symbol"``: subtracts current margin for ``new_symbol``, then
adds candidate margin. Useful for reversal-style projections where the new
order is intended to replace existing exposure for that symbol.
If the candidate margin estimation fails, the subtraction is also skipped so
the operation is atomic. Invalid equity always raises to fail closed.
Raises:
AttributeError: When symbol margin lookup or projected margin lookup
@@ -945,23 +966,22 @@ def calculate_symbol_group_margin_ratio(
lookup or projected margin lookup fails and ``suppress_errors`` is
``False``.
"""
projection_mode = _validate_projection_mode(projection_mode)
equity = _account_equity(client)
unique_symbols = list(dict.fromkeys(symbols))
margin = sum(
calculate_positions_margin_by_symbol(
client,
symbols=unique_symbols,
suppress_errors=suppress_errors,
).values(),
0.0,
per_symbol = calculate_positions_margin_by_symbol(
client,
symbols=unique_symbols,
suppress_errors=suppress_errors,
)
margin = sum(per_symbol.values(), 0.0)
if (
new_symbol in unique_symbols
and new_position_side is not None
and new_position_volume > 0
):
try:
margin += estimate_order_margin(
candidate_margin = estimate_order_margin(
client,
new_symbol,
new_position_side,
@@ -971,6 +991,10 @@ def calculate_symbol_group_margin_ratio(
if not suppress_errors:
raise
_logger.warning("Skipping projected margin for %r.", new_symbol)
else:
if projection_mode == "replace_symbol":
margin = max(0.0, margin - per_symbol.get(new_symbol, 0.0))
margin += candidate_margin
return margin / equity
pyproject.toml
+1 -1
View File
@@ -1,6 +1,6 @@
[project]
name = "mt5cli"
version = "0.9.5"
version = "0.9.6"
description = "Generic MT5 data and execution infrastructure for Python applications"
authors = [{name = "dceoy", email = "dceoy@users.noreply.github.com"}]
maintainers = [{name = "dceoy", email = "dceoy@users.noreply.github.com"}]
tests/test_cli.py
+300
View File
@@ -740,6 +740,306 @@ class TestCommands:
assert "must be a JSON object" in normalize_cli_output(result.output)
# ---------------------------------------------------------------------------
# close-positions command
# ---------------------------------------------------------------------------
def _build_mock_trading_client() -> MagicMock:
"""Return a MagicMock Mt5TradingClient with trading constants set."""
client = MagicMock()
client.mt5.POSITION_TYPE_BUY = 0
client.mt5.POSITION_TYPE_SELL = 1
client.mt5.ORDER_TYPE_BUY = 10
client.mt5.ORDER_TYPE_SELL = 11
client.mt5.TRADE_ACTION_DEAL = 20
client.mt5.ORDER_FILLING_IOC = 30
client.mt5.ORDER_TIME_GTC = 40
client.mt5.TRADE_RETCODE_DONE = 10009
client.mt5.TRADE_RETCODE_PLACED = 10008
client.mt5.TRADE_RETCODE_DONE_PARTIAL = 10010
return client
class TestClosePositions:
"""Tests for the close-positions command."""
@pytest.fixture
def trading_client(self, mocker: MockerFixture) -> MagicMock:
"""Patch create_trading_client and return a mock trading client."""
client = _build_mock_trading_client()
client.positions_get_as_df.return_value = pd.DataFrame([
{"ticket": 1, "symbol": "JP225", "type": 0, "volume": 1.0},
{"ticket": 2, "symbol": "EURUSD", "type": 1, "volume": 0.5},
])
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
mocker.patch("mt5cli.cli.create_trading_client", return_value=client)
return client
def test_dry_run_does_not_require_yes(
self,
tmp_path: Path,
trading_client: MagicMock,
) -> None:
"""Test --dry-run mode succeeds without --yes."""
output = tmp_path / "close.json"
result = runner.invoke(
app,
["-o", str(output), "close-positions", "--symbol", "JP225", "--dry-run"],
)
assert result.exit_code == 0, result.output
assert output.exists()
trading_client.order_send.assert_not_called()
trading_client.shutdown.assert_called_once()
def test_live_requires_yes(
self,
tmp_path: Path,
trading_client: MagicMock,
) -> None:
"""Test live close-positions fails without --yes."""
output = tmp_path / "close.json"
result = runner.invoke(
app,
["-o", str(output), "close-positions", "--symbol", "JP225"],
)
assert result.exit_code != 0
assert "Pass --yes" in normalize_cli_output(result.output)
trading_client.order_send.assert_not_called()
def test_live_with_yes_calls_order_send(
self,
tmp_path: Path,
trading_client: MagicMock,
) -> None:
"""Test --yes triggers live execution for matching positions."""
trading_client.order_send.return_value = {"retcode": 10009, "comment": "ok"}
output = tmp_path / "close.json"
result = runner.invoke(
app,
["-o", str(output), "close-positions", "--symbol", "JP225", "--yes"],
)
assert result.exit_code == 0, result.output
trading_client.order_send.assert_called_once()
trading_client.shutdown.assert_called_once()
def test_symbol_filter_passed_through(
self,
tmp_path: Path,
trading_client: MagicMock,
) -> None:
"""Test --symbol values are used to filter positions."""
output = tmp_path / "close.json"
result = runner.invoke(
app,
[
"-o",
str(output),
"close-positions",
"--symbol",
"JP225",
"--dry-run",
],
)
assert result.exit_code == 0, result.output
data = json.loads(output.read_text())
assert len(data) == 1
assert data[0]["symbol"] == "JP225"
trading_client.shutdown.assert_called_once()
def test_multiple_symbols_filter(
self,
tmp_path: Path,
trading_client: MagicMock,
) -> None:
"""Test multiple --symbol options are combined."""
output = tmp_path / "close.json"
result = runner.invoke(
app,
[
"-o",
str(output),
"close-positions",
"--symbol",
"JP225",
"--symbol",
"EURUSD",
"--dry-run",
],
)
assert result.exit_code == 0, result.output
data = json.loads(output.read_text())
assert len(data) == 2
symbols = {row["symbol"] for row in data}
assert symbols == {"JP225", "EURUSD"}
trading_client.shutdown.assert_called_once()
def test_ticket_filter_passed_through(
self,
tmp_path: Path,
trading_client: MagicMock,
) -> None:
"""Test --ticket values are used to filter positions."""
output = tmp_path / "close.json"
result = runner.invoke(
app,
[
"-o",
str(output),
"close-positions",
"--ticket",
"2",
"--dry-run",
],
)
assert result.exit_code == 0, result.output
data = json.loads(output.read_text())
assert len(data) == 1
assert data[0]["symbol"] == "EURUSD"
trading_client.shutdown.assert_called_once()
def test_symbol_and_ticket_combined(
self,
tmp_path: Path,
trading_client: MagicMock,
) -> None:
"""Test --symbol and --ticket apply AND semantics when combined."""
output = tmp_path / "close.json"
result = runner.invoke(
app,
[
"-o",
str(output),
"close-positions",
"--symbol",
"JP225",
"--ticket",
"1",
"--dry-run",
],
)
assert result.exit_code == 0, result.output
data = json.loads(output.read_text())
# symbol=JP225 AND ticket=1 → exactly one match
assert len(data) == 1
assert data[0]["symbol"] == "JP225"
trading_client.shutdown.assert_called_once()
def test_missing_symbol_and_ticket_fails(
self,
tmp_path: Path,
mocker: MockerFixture,
) -> None:
"""Test that omitting both --symbol and --ticket fails closed."""
mocker.patch("mt5cli.cli.create_trading_client")
output = tmp_path / "close.json"
result = runner.invoke(
app,
["-o", str(output), "close-positions", "--dry-run"],
)
assert result.exit_code != 0
assert "symbol" in normalize_cli_output(result.output).lower()
def test_output_export_dry_run(
self,
tmp_path: Path,
trading_client: MagicMock,
) -> None:
"""Test dry-run results export with status=dry_run."""
output = tmp_path / "close.json"
result = runner.invoke(
app,
["-o", str(output), "close-positions", "--symbol", "JP225", "--dry-run"],
)
assert result.exit_code == 0, result.output
trading_client.shutdown.assert_called_once()
data = json.loads(output.read_text())
assert data[0]["status"] == "dry_run"
assert data[0]["dry_run"] is True
assert data[0]["order_side"] == "SELL"
def test_order_send_unchanged(
self,
tmp_path: Path,
mock_client: MagicMock,
) -> None:
"""Test that order-send behavior is unchanged by close-positions addition."""
output = tmp_path / "out.csv"
request = json.dumps({"action": 1, "symbol": "EURUSD", "volume": 0.1})
result = runner.invoke(
app,
["-o", str(output), "order-send", "--request", request, "--yes"],
)
assert result.exit_code == 0, result.output
mock_client.order_send_as_df.assert_called_once()
def test_shutdown_called_on_close_error(
self,
tmp_path: Path,
mocker: MockerFixture,
) -> None:
"""Test that shutdown is called even when close_open_positions raises."""
client = _build_mock_trading_client()
client.positions_get_as_df.side_effect = RuntimeError("connection lost")
mocker.patch("mt5cli.cli.create_trading_client", return_value=client)
output = tmp_path / "close.json"
result = runner.invoke(
app,
["-o", str(output), "close-positions", "--symbol", "JP225", "--dry-run"],
)
assert result.exit_code != 0
client.shutdown.assert_called_once()
def test_dry_run_wins_over_yes(
self,
tmp_path: Path,
trading_client: MagicMock,
) -> None:
"""Test that --dry-run takes precedence when combined with --yes."""
output = tmp_path / "close.json"
result = runner.invoke(
app,
[
"-o",
str(output),
"close-positions",
"--symbol",
"JP225",
"--dry-run",
"--yes",
],
)
assert result.exit_code == 0, result.output
trading_client.order_send.assert_not_called()
trading_client.shutdown.assert_called_once()
def test_no_matching_positions_exports_empty_result(
self,
tmp_path: Path,
trading_client: MagicMock,
) -> None:
"""Test that zero filter matches produces an empty JSON array."""
trading_client.positions_get_as_df.return_value = pd.DataFrame([
{"ticket": 1, "symbol": "JP225", "type": 0, "volume": 1.0},
])
output = tmp_path / "close.json"
result = runner.invoke(
app,
[
"-o",
str(output),
"close-positions",
"--symbol",
"NONEXISTENT",
"--dry-run",
],
)
assert result.exit_code == 0, result.output
trading_client.shutdown.assert_called_once()
assert output.exists()
assert json.loads(output.read_text()) == []
# ---------------------------------------------------------------------------
# Callback / shared options
# ---------------------------------------------------------------------------
tests/test_trading.py
+198 -1
View File
@@ -4,7 +4,7 @@ from __future__ import annotations
import logging
from types import SimpleNamespace
from typing import Any, cast
from typing import Any, cast, get_args
from unittest.mock import MagicMock
import pandas as pd
@@ -19,6 +19,7 @@ from mt5cli.trading import (
MarginVolume,
OrderExecutionResult,
OrderLimits,
ProjectionMode,
calculate_account_projected_margin_ratio,
calculate_margin_and_volume,
calculate_new_position_margin_ratio,
@@ -2065,6 +2066,202 @@ class TestVolumeAndExecution:
suppress_errors=False,
)
def test_symbol_group_margin_ratio_replace_symbol_subtracts_and_adds(
self,
mocker: MockerFixture,
) -> None:
"""Test replace_symbol mode subtracts current exposure and adds candidate."""
client = _mock_trade_client()
client.account_info_as_dict.return_value = {"equity": 1000.0}
client.symbol_info_tick_as_dict.return_value = {"ask": 1.101, "bid": 1.1}
client.order_calc_margin.return_value = 15.0
mocker.patch(
"mt5cli.trading.calculate_positions_margin_by_symbol",
return_value={"EURUSD": 25.0},
)
result = calculate_symbol_group_margin_ratio(
client,
symbols=["EURUSD"],
new_symbol="EURUSD",
new_position_side="BUY",
new_position_volume=0.1,
projection_mode="replace_symbol",
)
# margin = 25.0 - 25.0 (replaced) + 15.0 (candidate) = 15.0
_assert_close(result, 0.015)
def test_symbol_group_margin_ratio_replace_no_existing_adds_candidate(
self,
mocker: MockerFixture,
) -> None:
"""Test replace_symbol with no existing current margin still adds candidate."""
client = _mock_trade_client()
client.account_info_as_dict.return_value = {"equity": 1000.0}
client.symbol_info_tick_as_dict.return_value = {"ask": 1.101, "bid": 1.1}
client.order_calc_margin.return_value = 20.0
mocker.patch(
"mt5cli.trading.calculate_positions_margin_by_symbol",
return_value={"EURUSD": 0.0},
)
result = calculate_symbol_group_margin_ratio(
client,
symbols=["EURUSD"],
new_symbol="EURUSD",
new_position_side="BUY",
new_position_volume=0.2,
projection_mode="replace_symbol",
)
# margin = 0.0 - 0.0 + 20.0 = 20.0
_assert_close(result, 0.02)
def test_symbol_group_margin_ratio_replace_symbol_outside_group_unchanged(
self,
mocker: MockerFixture,
) -> None:
"""Test candidate symbol outside the group does not affect margin."""
client = _mock_trade_client()
client.account_info_as_dict.return_value = {"equity": 1000.0}
mocker.patch(
"mt5cli.trading.calculate_positions_margin_by_symbol",
return_value={"EURUSD": 30.0},
)
result = calculate_symbol_group_margin_ratio(
client,
symbols=["EURUSD"],
new_symbol="GBPUSD",
new_position_side="BUY",
new_position_volume=0.1,
projection_mode="replace_symbol",
)
# GBPUSD is not in the group; no candidate margin applied
_assert_close(result, 0.03)
def test_symbol_group_margin_ratio_replace_no_candidate_returns_current(
self,
mocker: MockerFixture,
) -> None:
"""Test replace_symbol with no candidate side/volume returns current margin."""
client = _mock_trade_client()
client.account_info_as_dict.return_value = {"equity": 1000.0}
mocker.patch(
"mt5cli.trading.calculate_positions_margin_by_symbol",
return_value={"EURUSD": 40.0},
)
result = calculate_symbol_group_margin_ratio(
client,
symbols=["EURUSD"],
new_symbol="EURUSD",
projection_mode="replace_symbol",
)
_assert_close(result, 0.04)
def test_symbol_group_margin_ratio_replace_suppresses_candidate_failure(
self,
mocker: MockerFixture,
caplog: pytest.LogCaptureFixture,
) -> None:
"""Test replace mode skips both subtract and add when estimation fails."""
client = _mock_trade_client()
client.account_info_as_dict.return_value = {"equity": 1000.0}
mocker.patch(
"mt5cli.trading.calculate_positions_margin_by_symbol",
return_value={"EURUSD": 25.0},
)
mocker.patch(
"mt5cli.trading.estimate_order_margin",
side_effect=Mt5TradingError("bad tick"),
)
with caplog.at_level(logging.WARNING, logger="mt5cli.trading"):
result = calculate_symbol_group_margin_ratio(
client,
symbols=["EURUSD"],
new_symbol="EURUSD",
new_position_side="BUY",
new_position_volume=0.1,
projection_mode="replace_symbol",
suppress_errors=True,
)
# When candidate fails, neither subtraction nor addition is applied
_assert_close(result, 0.025)
assert "Skipping projected margin" in caplog.text
def test_symbol_group_margin_ratio_replace_reraises_candidate_failure(
self,
mocker: MockerFixture,
) -> None:
"""Test replace mode re-raises candidate failure when suppress_errors=False."""
client = _mock_trade_client()
client.account_info_as_dict.return_value = {"equity": 1000.0}
mocker.patch(
"mt5cli.trading.calculate_positions_margin_by_symbol",
return_value={"EURUSD": 25.0},
)
mocker.patch(
"mt5cli.trading.estimate_order_margin",
side_effect=Mt5TradingError("bad tick"),
)
with pytest.raises(Mt5TradingError, match="bad tick"):
calculate_symbol_group_margin_ratio(
client,
symbols=["EURUSD"],
new_symbol="EURUSD",
new_position_side="BUY",
new_position_volume=0.1,
projection_mode="replace_symbol",
suppress_errors=False,
)
def test_projection_mode_type_alias_is_importable(self) -> None:
"""Test ProjectionMode type alias is importable and has expected values."""
assert ProjectionMode is not None
args = get_args(ProjectionMode)
assert "add" in args
assert "replace_symbol" in args
def test_invalid_projection_mode_raises_value_error(self) -> None:
"""Test that an unsupported projection_mode raises ValueError."""
client = _mock_trade_client()
client.account_info_as_dict.return_value = {"equity": 10000.0}
client.positions_get_as_df.return_value = pd.DataFrame(
columns=["symbol", "type", "volume"]
)
with pytest.raises(ValueError, match="Unsupported projection mode"):
calculate_symbol_group_margin_ratio(
client,
symbols=["EURUSD"],
projection_mode="invalid", # type: ignore[arg-type]
)
def test_invalid_projection_mode_message_includes_value_and_accepted(
self,
) -> None:
"""Test ValueError message contains the bad value and accepted modes."""
client = _mock_trade_client()
client.account_info_as_dict.return_value = {"equity": 10000.0}
client.positions_get_as_df.return_value = pd.DataFrame(
columns=["symbol", "type", "volume"]
)
with pytest.raises(ValueError, match="'unknown'") as exc_info:
calculate_symbol_group_margin_ratio(
client,
symbols=["EURUSD"],
projection_mode="unknown", # type: ignore[arg-type]
)
msg = str(exc_info.value)
assert "add" in msg
assert "replace_symbol" in msg
def test_place_market_order_dry_run_does_not_send(self) -> None:
"""Test dry-run market orders return a request without sending."""
client = _mock_trade_client()
uv.lock
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@@ -487,7 +487,7 @@ wheels = [
[[package]]
name = "mt5cli"
version = "0.9.5"
version = "0.9.6"
source = { editable = "." }
dependencies = [
{ name = "click" },