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

* 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
+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)