| @app.command()
-def account_info(ctx: typer.Context) -> None:
- """Export account information."""
- _execute_export(ctx, _sdk_client(ctx).account_info)
+ | @app.command()
+def account_info(ctx: typer.Context) -> None:
+ """Export account information."""
+ _export_command(ctx, lambda client: client.account_info())
|
cash_events and positions_reconstructed are deri
Source code in mt5cli/cli.py
- 617
-618
+ | @app.command()
-def collect_history(
- ctx: typer.Context,
- symbol: Annotated[
- list[str],
- typer.Option(
- "--symbol",
- "-s",
- help="Symbol to collect (repeat for multiple symbols).",
- ),
- ],
- date_from: Annotated[
- datetime,
- typer.Option(click_type=DATETIME_TYPE, help="Start date."),
- ],
- date_to: Annotated[
- datetime,
- typer.Option(click_type=DATETIME_TYPE, help="End date."),
- ],
- dataset: Annotated[
- list[Dataset] | None,
- typer.Option(
- "--dataset",
- help=(
- "Dataset to include (repeat for multiple)."
- " Defaults to all: rates, ticks, history-orders, history-deals."
- ),
- ),
- ] = None,
- timeframe: Annotated[
- int,
- typer.Option(
- click_type=TIMEFRAME_TYPE,
- help="Rates timeframe (e.g., M1, H1, D1).",
- ),
- ] = 1,
- flags: Annotated[
- int,
- typer.Option(
- click_type=TICK_FLAGS_TYPE,
- help="Tick copy flags (ALL, INFO, TRADE, or integer).",
- ),
- ] = "ALL", # pyright: ignore[reportArgumentType]
- if_exists: Annotated[
- IfExists,
- typer.Option(
- "--if-exists",
- help="Behavior when a target table already exists.",
- ),
- ] = IfExists.FAIL,
- with_views: Annotated[
- bool,
- typer.Option(
- "--with-views",
- help=(
- "Add cash_events and positions_reconstructed SQLite views"
- " derived from history_deals."
- ),
- ),
- ] = False,
-) -> None:
- """Collect historical datasets into a single SQLite database.
-
- Tables written depend on ``--dataset``: ``rates``, ``ticks``,
- ``history_orders``, ``history_deals``. History datasets are fetched per
- symbol and concatenated. Rates rows carry the requested ``timeframe`` so
- appended runs at different timeframes remain distinguishable.
-
- With ``--with-views`` (requires the ``history-deals`` dataset), optional
- views ``cash_events`` and ``positions_reconstructed`` are derived from
- ``history_deals`` when the required columns are present.
-
- Raises:
- typer.BadParameter: If the output format is not SQLite3.
- """
- export_ctx = _get_export_context(ctx)
- if export_ctx.output_format != "sqlite3":
- msg = (
- "collect-history requires SQLite3 output."
- " Use a .db/.sqlite/.sqlite3 extension or --format sqlite3."
- )
- raise typer.BadParameter(msg)
- datasets = set(dataset) if dataset else set(Dataset)
- sdk.collect_history(
- output=export_ctx.output,
- symbols=symbol,
- date_from=date_from,
- date_to=date_to,
- datasets=datasets,
- timeframe=timeframe,
- flags=flags,
- if_exists=if_exists,
- with_views=with_views,
- config=export_ctx.config,
- )
+711
+712
| @app.command()
+def collect_history(
+ ctx: typer.Context,
+ symbol: Annotated[
+ list[str],
+ typer.Option(
+ "--symbol",
+ "-s",
+ help="Symbol to collect (repeat for multiple symbols).",
+ ),
+ ],
+ date_from: Annotated[
+ datetime,
+ typer.Option(click_type=DATETIME_TYPE, help="Start date."),
+ ],
+ date_to: Annotated[
+ datetime,
+ typer.Option(click_type=DATETIME_TYPE, help="End date."),
+ ],
+ dataset: Annotated[
+ list[Dataset] | None,
+ typer.Option(
+ "--dataset",
+ help=(
+ "Dataset to include (repeat for multiple)."
+ " Defaults to all: rates, ticks, history-orders, history-deals."
+ ),
+ ),
+ ] = None,
+ timeframe: Annotated[
+ int,
+ typer.Option(
+ click_type=TIMEFRAME_TYPE,
+ help="Rates timeframe (e.g., M1, H1, D1).",
+ ),
+ ] = 1,
+ flags: Annotated[
+ int,
+ typer.Option(
+ click_type=TICK_FLAGS_TYPE,
+ help="Tick copy flags (ALL, INFO, TRADE, or integer).",
+ ),
+ ] = "ALL", # pyright: ignore[reportArgumentType]
+ if_exists: Annotated[
+ IfExists,
+ typer.Option(
+ "--if-exists",
+ help="Behavior when a target table already exists.",
+ ),
+ ] = IfExists.FAIL,
+ with_views: Annotated[
+ bool,
+ typer.Option(
+ "--with-views",
+ help=(
+ "Add cash_events and positions_reconstructed SQLite views"
+ " derived from history_deals."
+ ),
+ ),
+ ] = False,
+) -> None:
+ """Collect historical datasets into a single SQLite database.
+
+ Tables written depend on ``--dataset``: ``rates``, ``ticks``,
+ ``history_orders``, ``history_deals``. History datasets are fetched per
+ symbol and concatenated. Rates rows carry the requested ``timeframe`` so
+ appended runs at different timeframes remain distinguishable.
+
+ With ``--with-views`` (requires the ``history-deals`` dataset), optional
+ views ``cash_events`` and ``positions_reconstructed`` are derived from
+ ``history_deals`` when the required columns are present.
+
+ Raises:
+ typer.BadParameter: If the output format is not SQLite3.
+ """
+ export_ctx = _get_export_context(ctx)
+ if export_ctx.output_format != "sqlite3":
+ msg = (
+ "collect-history requires SQLite3 output."
+ " Use a .db/.sqlite/.sqlite3 extension or --format sqlite3."
+ )
+ raise typer.BadParameter(msg)
+ datasets = set(dataset) if dataset else set(Dataset)
+ sdk.collect_history(
+ output=export_ctx.output,
+ symbols=symbol,
+ date_from=date_from,
+ date_to=date_to,
+ datasets=datasets,
+ timeframe=timeframe,
+ flags=flags,
+ if_exists=if_exists,
+ with_views=with_views,
+ config=export_ctx.config,
+ )
|
cash_events and positions_reconstructed are deri
Source code in mt5cli/cli.py
- 472
-473
-474
-475
-476
-477
-478
+ | @app.command()
-def history_deals(
- ctx: typer.Context,
- date_from: Annotated[
- datetime | None,
- typer.Option(click_type=DATETIME_TYPE, help="Start date."),
- ] = None,
- date_to: Annotated[
- datetime | None,
- typer.Option(click_type=DATETIME_TYPE, help="End date."),
- ] = None,
- group: Annotated[str | None, typer.Option(help="Group filter.")] = None,
- symbol: Annotated[str | None, typer.Option(help="Symbol filter.")] = None,
- ticket: Annotated[int | None, typer.Option(help="Order ticket.")] = None,
- position: Annotated[int | None, typer.Option(help="Position ticket.")] = None,
-) -> None:
- """Export historical deals."""
- client = _sdk_client(ctx)
- _execute_export(
- ctx,
- lambda: client.history_deals(
- date_from=date_from,
- date_to=date_to,
- group=group,
- symbol=symbol,
- ticket=ticket,
- position=position,
- ),
- )
+500
+501
+502
+503
+504
+505
| @app.command()
+def history_deals(
+ ctx: typer.Context,
+ date_from: Annotated[
+ datetime | None,
+ typer.Option(click_type=DATETIME_TYPE, help="Start date."),
+ ] = None,
+ date_to: Annotated[
+ datetime | None,
+ typer.Option(click_type=DATETIME_TYPE, help="End date."),
+ ] = None,
+ group: Annotated[str | None, typer.Option(help="Group filter.")] = None,
+ symbol: Annotated[str | None, typer.Option(help="Symbol filter.")] = None,
+ ticket: Annotated[int | None, typer.Option(help="Order ticket.")] = None,
+ position: Annotated[int | None, typer.Option(help="Position ticket.")] = None,
+) -> None:
+ """Export historical deals."""
+ _export_command(
+ ctx,
+ lambda client: client.history_deals(
+ date_from=date_from,
+ date_to=date_to,
+ group=group,
+ symbol=symbol,
+ ticket=ticket,
+ position=position,
+ ),
+ )
|
cash_events and positions_reconstructed are deri
Source code in mt5cli/cli.py
- 441
-442
-443
-444
-445
-446
-447
-448
+ | @app.command()
-def history_orders(
- ctx: typer.Context,
- date_from: Annotated[
- datetime | None,
- typer.Option(click_type=DATETIME_TYPE, help="Start date."),
- ] = None,
- date_to: Annotated[
- datetime | None,
- typer.Option(click_type=DATETIME_TYPE, help="End date."),
- ] = None,
- group: Annotated[str | None, typer.Option(help="Group filter.")] = None,
- symbol: Annotated[str | None, typer.Option(help="Symbol filter.")] = None,
- ticket: Annotated[int | None, typer.Option(help="Order ticket.")] = None,
- position: Annotated[int | None, typer.Option(help="Position ticket.")] = None,
-) -> None:
- """Export historical orders."""
- client = _sdk_client(ctx)
- _execute_export(
- ctx,
- lambda: client.history_orders(
- date_from=date_from,
- date_to=date_to,
- group=group,
- symbol=symbol,
- ticket=ticket,
- position=position,
- ),
- )
+469
+470
+471
+472
+473
+474
+475
| @app.command()
+def history_orders(
+ ctx: typer.Context,
+ date_from: Annotated[
+ datetime | None,
+ typer.Option(click_type=DATETIME_TYPE, help="Start date."),
+ ] = None,
+ date_to: Annotated[
+ datetime | None,
+ typer.Option(click_type=DATETIME_TYPE, help="End date."),
+ ] = None,
+ group: Annotated[str | None, typer.Option(help="Group filter.")] = None,
+ symbol: Annotated[str | None, typer.Option(help="Symbol filter.")] = None,
+ ticket: Annotated[int | None, typer.Option(help="Order ticket.")] = None,
+ position: Annotated[int | None, typer.Option(help="Position ticket.")] = None,
+) -> None:
+ """Export historical orders."""
+ _export_command(
+ ctx,
+ lambda client: client.history_orders(
+ date_from=date_from,
+ date_to=date_to,
+ group=group,
+ symbol=symbol,
+ ticket=ticket,
+ position=position,
+ ),
+ )
|
cash_events and positions_reconstructed are deri
Source code in mt5cli/cli.py
- | @app.command()
-def last_error(ctx: typer.Context) -> None:
- """Export the last error information."""
- _execute_export(ctx, _sdk_client(ctx).last_error)
+ | @app.command()
+def last_error(ctx: typer.Context) -> None:
+ """Export the last error information."""
+ _export_command(ctx, lambda client: client.last_error())
|
cash_events and positions_reconstructed are deri
Source code in mt5cli/cli.py
- 225
-226
-227
-228
-229
-230
-231
-232
-233
-234
-235
-236
-237
+ | @app.command()
-def latest_rates(
- ctx: typer.Context,
- symbol: Annotated[str, typer.Option(help="Symbol name.")],
- timeframe: Annotated[
- int,
- typer.Option(
- click_type=TIMEFRAME_TYPE,
- help="Timeframe.",
- ),
- ],
- count: Annotated[int, typer.Option(help="Number of records.")],
- start_pos: Annotated[
- int,
- typer.Option(help="Start position (0 = current bar)."),
- ] = 0,
-) -> None:
- """Export latest rates from a start position."""
- client = _sdk_client(ctx)
- _execute_export(
- ctx,
- lambda: client.latest_rates(symbol, timeframe, count, start_pos=start_pos),
- )
+247
+248
+249
+250
+251
+252
+253
+254
+255
+256
+257
+258
+259
+260
+261
+262
+263
| @app.command()
+def latest_rates(
+ ctx: typer.Context,
+ symbol: Annotated[str, typer.Option(help="Symbol name.")],
+ timeframe: Annotated[
+ int,
+ typer.Option(
+ click_type=TIMEFRAME_TYPE,
+ help="Timeframe.",
+ ),
+ ],
+ count: Annotated[int, typer.Option(help="Number of records.")],
+ start_pos: Annotated[
+ int,
+ typer.Option(help="Start position (0 = current bar)."),
+ ] = 0,
+) -> None:
+ """Export latest rates from a start position."""
+ _export_command(
+ ctx,
+ lambda client: client.latest_rates(
+ symbol,
+ timeframe,
+ count,
+ start_pos=start_pos,
+ ),
+ )
|
cash_events and positions_reconstructed are deri
Source code in mt5cli/cli.py
- | def main() -> None:
- """Run the mt5cli CLI."""
- app()
+ | def main() -> None:
+ """Run the mt5cli CLI."""
+ app()
|
cash_events and positions_reconstructed are deri
Source code in mt5cli/cli.py
- 556
-557
-558
+ | @app.command()
-def market_book(
- ctx: typer.Context,
- symbol: Annotated[str, typer.Option(help="Symbol name.")],
-) -> None:
- """Export market depth (order book) for a symbol."""
- client = _sdk_client(ctx)
- _execute_export(ctx, lambda: client.market_book(symbol))
+563
+564
| @app.command()
+def market_book(
+ ctx: typer.Context,
+ symbol: Annotated[str, typer.Option(help="Symbol name.")],
+) -> None:
+ """Export market depth (order book) for a symbol."""
+ _export_command(ctx, lambda client: client.market_book(symbol))
|
cash_events and positions_reconstructed are deri
Source code in mt5cli/cli.py
- | @app.command()
-def minimum_margins(
- ctx: typer.Context,
- symbol: Annotated[str, typer.Option(help="Symbol name.")],
-) -> None:
- """Export minimum-volume buy and sell margin requirements."""
- client = _sdk_client(ctx)
- _execute_export(ctx, lambda: client.minimum_margins(symbol))
+ | @app.command()
+def minimum_margins(
+ ctx: typer.Context,
+ symbol: Annotated[str, typer.Option(help="Symbol name.")],
+) -> None:
+ """Export minimum-volume buy and sell margin requirements."""
+ _export_command(ctx, lambda client: client.minimum_margins(symbol))
|
cash_events and positions_reconstructed are deri
Source code in mt5cli/cli.py
- | @app.command()
-def mt5_summary(ctx: typer.Context) -> None:
- """Export a compact terminal/account status summary."""
- client = _sdk_client(ctx)
- _execute_export(ctx, client.mt5_summary_as_df)
+ | @app.command()
+def mt5_summary(ctx: typer.Context) -> None:
+ """Export a compact terminal/account status summary."""
+ _export_command(ctx, lambda client: client.mt5_summary_as_df())
|
cash_events and positions_reconstructed are deri
Source code in mt5cli/cli.py
- 566
-567
+ | @app.command()
-def order_check(
- ctx: typer.Context,
- request: Annotated[
- dict[str, Any],
- typer.Option(click_type=REQUEST_TYPE, help=_REQUEST_OPTION_HELP),
- ],
-) -> None:
- """Check funds sufficiency for a trading operation."""
- export_ctx = _get_export_context(ctx)
-
- def _fetch() -> pd.DataFrame:
- return sdk._run_with_client( # noqa: SLF001 # pyright: ignore[reportPrivateUsage]
- export_ctx.config,
- lambda c: c.order_check_as_df(request=request),
- )
-
- _execute_export(ctx, _fetch)
+583
+584
| @app.command()
+def order_check(
+ ctx: typer.Context,
+ request: Annotated[
+ dict[str, Any],
+ typer.Option(click_type=REQUEST_TYPE, help=_REQUEST_OPTION_HELP),
+ ],
+) -> None:
+ """Check funds sufficiency for a trading operation."""
+ export_ctx = _get_export_context(ctx)
+
+ def _fetch() -> pd.DataFrame:
+ return sdk._run_with_client( # noqa: SLF001 # pyright: ignore[reportPrivateUsage]
+ export_ctx.config,
+ lambda c: c.order_check_as_df(request=request),
+ )
+
+ _execute_export(ctx, _fetch)
|
cash_events and positions_reconstructed are deri
Source code in mt5cli/cli.py
- 586
-587
+ | @app.command()
-def order_send(
- ctx: typer.Context,
- request: Annotated[
- dict[str, Any],
- typer.Option(click_type=REQUEST_TYPE, help=_REQUEST_OPTION_HELP),
- ],
- yes: Annotated[
- bool,
- typer.Option("--yes", help="Confirm the live trade request."),
- ] = False,
-) -> None:
- """Send a trading operation request to the trade server.
-
- Raises:
- typer.BadParameter: If --yes is not provided.
- """
- if not yes:
- msg = "Pass --yes to send a live trade request."
- raise typer.BadParameter(msg, param_hint="--yes")
- export_ctx = _get_export_context(ctx)
-
- def _fetch() -> pd.DataFrame:
- return sdk._run_with_client( # noqa: SLF001 # pyright: ignore[reportPrivateUsage]
- export_ctx.config,
- lambda c: c.order_send_as_df(request=request),
- )
-
- _execute_export(ctx, _fetch)
+614
+615
| @app.command()
+def order_send(
+ ctx: typer.Context,
+ request: Annotated[
+ dict[str, Any],
+ typer.Option(click_type=REQUEST_TYPE, help=_REQUEST_OPTION_HELP),
+ ],
+ yes: Annotated[
+ bool,
+ typer.Option("--yes", help="Confirm the live trade request."),
+ ] = False,
+) -> None:
+ """Send a trading operation request to the trade server.
+
+ Raises:
+ typer.BadParameter: If --yes is not provided.
+ """
+ if not yes:
+ msg = "Pass --yes to send a live trade request."
+ raise typer.BadParameter(msg, param_hint="--yes")
+ export_ctx = _get_export_context(ctx)
+
+ def _fetch() -> pd.DataFrame:
+ return sdk._run_with_client( # noqa: SLF001 # pyright: ignore[reportPrivateUsage]
+ export_ctx.config,
+ lambda c: c.order_send_as_df(request=request),
+ )
+
+ _execute_export(ctx, _fetch)
|
cash_events and positions_reconstructed are deri
Source code in mt5cli/cli.py
- 411
-412
-413
-414
-415
-416
-417
-418
-419
-420
+ | @app.command()
-def orders(
- ctx: typer.Context,
- symbol: Annotated[str | None, typer.Option(help="Symbol filter.")] = None,
- group: Annotated[str | None, typer.Option(help="Group filter.")] = None,
- ticket: Annotated[int | None, typer.Option(help="Ticket filter.")] = None,
-) -> None:
- """Export active orders."""
- client = _sdk_client(ctx)
- _execute_export(
- ctx,
- lambda: client.orders(symbol=symbol, group=group, ticket=ticket),
- )
+423
+424
+425
+426
+427
+428
+429
+430
+431
| @app.command()
+def orders(
+ ctx: typer.Context,
+ symbol: Annotated[str | None, typer.Option(help="Symbol filter.")] = None,
+ group: Annotated[str | None, typer.Option(help="Group filter.")] = None,
+ ticket: Annotated[int | None, typer.Option(help="Ticket filter.")] = None,
+) -> None:
+ """Export active orders."""
+ _export_command(
+ ctx,
+ lambda client: client.orders(symbol=symbol, group=group, ticket=ticket),
+ )
|
cash_events and positions_reconstructed are deri
Source code in mt5cli/cli.py
- 426
-427
-428
-429
-430
-431
-432
-433
-434
+ | @app.command()
-def positions(
- ctx: typer.Context,
- symbol: Annotated[str | None, typer.Option(help="Symbol filter.")] = None,
- group: Annotated[str | None, typer.Option(help="Group filter.")] = None,
- ticket: Annotated[int | None, typer.Option(help="Ticket filter.")] = None,
-) -> None:
- """Export open positions."""
- client = _sdk_client(ctx)
- _execute_export(
- ctx,
- lambda: client.positions(symbol=symbol, group=group, ticket=ticket),
- )
+438
+439
+440
+441
+442
+443
+444
+445
| @app.command()
+def positions(
+ ctx: typer.Context,
+ symbol: Annotated[str | None, typer.Option(help="Symbol filter.")] = None,
+ group: Annotated[str | None, typer.Option(help="Group filter.")] = None,
+ ticket: Annotated[int | None, typer.Option(help="Ticket filter.")] = None,
+) -> None:
+ """Export open positions."""
+ _export_command(
+ ctx,
+ lambda client: client.positions(symbol=symbol, group=group, ticket=ticket),
+ )
|
cash_events and positions_reconstructed are deri
Source code in mt5cli/cli.py
- 175
-176
-177
-178
-179
-180
-181
-182
-183
-184
+ | @app.command()
-def rates_from(
- ctx: typer.Context,
- symbol: Annotated[str, typer.Option(help="Symbol name.")],
- timeframe: Annotated[
- int,
- typer.Option(
- click_type=TIMEFRAME_TYPE,
- help="Timeframe (e.g., M1, H1, D1, or integer).",
- ),
- ],
- date_from: Annotated[
- datetime,
- typer.Option(
- click_type=DATETIME_TYPE,
- help="Start date in ISO 8601 format.",
- ),
- ],
- count: Annotated[int, typer.Option(help="Number of records.")],
-) -> None:
- """Export rates from a start date."""
- client = _sdk_client(ctx)
- _execute_export(
- ctx,
- lambda: client.copy_rates_from(symbol, timeframe, date_from, count),
- )
+200
+201
+202
+203
+204
+205
+206
+207
+208
| @app.command()
+def rates_from(
+ ctx: typer.Context,
+ symbol: Annotated[str, typer.Option(help="Symbol name.")],
+ timeframe: Annotated[
+ int,
+ typer.Option(
+ click_type=TIMEFRAME_TYPE,
+ help="Timeframe (e.g., M1, H1, D1, or integer).",
+ ),
+ ],
+ date_from: Annotated[
+ datetime,
+ typer.Option(
+ click_type=DATETIME_TYPE,
+ help="Start date in ISO 8601 format.",
+ ),
+ ],
+ count: Annotated[int, typer.Option(help="Number of records.")],
+) -> None:
+ """Export rates from a start date."""
+ _export_command(
+ ctx,
+ lambda client: client.copy_rates_from(symbol, timeframe, date_from, count),
+ )
|
cash_events and positions_reconstructed are deri
Source code in mt5cli/cli.py
- 203
-204
-205
-206
-207
-208
-209
-210
-211
+ | @app.command()
-def rates_from_pos(
- ctx: typer.Context,
- symbol: Annotated[str, typer.Option(help="Symbol name.")],
- timeframe: Annotated[
- int,
- typer.Option(
- click_type=TIMEFRAME_TYPE,
- help="Timeframe.",
- ),
- ],
- start_pos: Annotated[int, typer.Option(help="Start position (0 = current bar).")],
- count: Annotated[int, typer.Option(help="Number of records.")],
-) -> None:
- """Export rates from a start position."""
- client = _sdk_client(ctx)
- _execute_export(
- ctx,
- lambda: client.copy_rates_from_pos(symbol, timeframe, start_pos, count),
- )
+222
+223
+224
+225
+226
+227
+228
+229
+230
+231
+232
+233
+234
| @app.command()
+def rates_from_pos(
+ ctx: typer.Context,
+ symbol: Annotated[str, typer.Option(help="Symbol name.")],
+ timeframe: Annotated[
+ int,
+ typer.Option(
+ click_type=TIMEFRAME_TYPE,
+ help="Timeframe.",
+ ),
+ ],
+ start_pos: Annotated[int, typer.Option(help="Start position (0 = current bar).")],
+ count: Annotated[int, typer.Option(help="Number of records.")],
+) -> None:
+ """Export rates from a start position."""
+ _export_command(
+ ctx,
+ lambda client: client.copy_rates_from_pos(
+ symbol,
+ timeframe,
+ start_pos,
+ count,
+ ),
+ )
|
cash_events and positions_reconstructed are deri
Source code in mt5cli/cli.py
- 250
-251
-252
-253
-254
-255
-256
-257
-258
-259
-260
-261
-262
-263
-264
-265
-266
+ | @app.command()
-def rates_range(
- ctx: typer.Context,
- symbol: Annotated[str, typer.Option(help="Symbol name.")],
- timeframe: Annotated[
- int,
- typer.Option(
- click_type=TIMEFRAME_TYPE,
- help="Timeframe.",
- ),
- ],
- date_from: Annotated[
- datetime,
- typer.Option(click_type=DATETIME_TYPE, help="Start date."),
- ],
- date_to: Annotated[
- datetime,
- typer.Option(click_type=DATETIME_TYPE, help="End date."),
- ],
-) -> None:
- """Export rates for a date range."""
- client = _sdk_client(ctx)
- _execute_export(
- ctx,
- lambda: client.copy_rates_range(symbol, timeframe, date_from, date_to),
- )
+275
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+277
+278
+279
+280
+281
+282
+283
+284
+285
+286
+287
+288
+289
+290
| @app.command()
+def rates_range(
+ ctx: typer.Context,
+ symbol: Annotated[str, typer.Option(help="Symbol name.")],
+ timeframe: Annotated[
+ int,
+ typer.Option(
+ click_type=TIMEFRAME_TYPE,
+ help="Timeframe.",
+ ),
+ ],
+ date_from: Annotated[
+ datetime,
+ typer.Option(click_type=DATETIME_TYPE, help="Start date."),
+ ],
+ date_to: Annotated[
+ datetime,
+ typer.Option(click_type=DATETIME_TYPE, help="End date."),
+ ],
+) -> None:
+ """Export rates for a date range."""
+ _export_command(
+ ctx,
+ lambda client: client.copy_rates_range(symbol, timeframe, date_from, date_to),
+ )
|
cash_events and positions_reconstructed are deri
Source code in mt5cli/cli.py
- 503
-504
-505
-506
-507
-508
+ | @app.command()
-def recent_history_deals(
- ctx: typer.Context,
- hours: Annotated[float, typer.Option(help="Lookback window in hours.")],
- date_to: Annotated[
- datetime | None,
- typer.Option(click_type=DATETIME_TYPE, help="Window end date."),
- ] = None,
- group: Annotated[str | None, typer.Option(help="Group filter.")] = None,
- symbol: Annotated[str | None, typer.Option(help="Symbol filter.")] = None,
-) -> None:
- """Export historical deals from a recent trailing window."""
- client = _sdk_client(ctx)
- _execute_export(
- ctx,
- lambda: client.recent_history_deals(
- hours,
- date_to=date_to,
- group=group,
- symbol=symbol,
- ),
- )
+524
+525
+526
+527
+528
| @app.command()
+def recent_history_deals(
+ ctx: typer.Context,
+ hours: Annotated[float, typer.Option(help="Lookback window in hours.")],
+ date_to: Annotated[
+ datetime | None,
+ typer.Option(click_type=DATETIME_TYPE, help="Window end date."),
+ ] = None,
+ group: Annotated[str | None, typer.Option(help="Group filter.")] = None,
+ symbol: Annotated[str | None, typer.Option(help="Symbol filter.")] = None,
+) -> None:
+ """Export historical deals from a recent trailing window."""
+ _export_command(
+ ctx,
+ lambda client: client.recent_history_deals(
+ hours,
+ date_to=date_to,
+ group=group,
+ symbol=symbol,
+ ),
+ )
|
cash_events and positions_reconstructed are deri
Source code in mt5cli/cli.py
- | @app.command()
-def symbol_info(
- ctx: typer.Context,
- symbol: Annotated[str, typer.Option(help="Symbol name.")],
-) -> None:
- """Export symbol details."""
- client = _sdk_client(ctx)
- _execute_export(ctx, lambda: client.symbol_info(symbol))
+ | @app.command()
+def symbol_info(
+ ctx: typer.Context,
+ symbol: Annotated[str, typer.Option(help="Symbol name.")],
+) -> None:
+ """Export symbol details."""
+ _export_command(ctx, lambda client: client.symbol_info(symbol))
|
cash_events and positions_reconstructed are deri
Source code in mt5cli/cli.py
- 546
-547
-548
-549
+ | @app.command()
-def symbol_info_tick(
- ctx: typer.Context,
- symbol: Annotated[str, typer.Option(help="Symbol name.")],
-) -> None:
- """Export the last tick for a symbol."""
- client = _sdk_client(ctx)
- _execute_export(ctx, lambda: client.symbol_info_tick(symbol))
+553
+554
+555
| @app.command()
+def symbol_info_tick(
+ ctx: typer.Context,
+ symbol: Annotated[str, typer.Option(help="Symbol name.")],
+) -> None:
+ """Export the last tick for a symbol."""
+ _export_command(ctx, lambda client: client.symbol_info_tick(symbol))
|
cash_events and positions_reconstructed are deri
Source code in mt5cli/cli.py
- | @app.command()
-def symbols(
- ctx: typer.Context,
- group: Annotated[
- str | None,
- typer.Option(help="Symbol group filter (e.g., *USD*)."),
- ] = None,
-) -> None:
- """Export symbol list."""
- client = _sdk_client(ctx)
- _execute_export(ctx, lambda: client.symbols(group=group))
+ | @app.command()
+def symbols(
+ ctx: typer.Context,
+ group: Annotated[
+ str | None,
+ typer.Option(help="Symbol group filter (e.g., *USD*)."),
+ ] = None,
+) -> None:
+ """Export symbol list."""
+ _export_command(ctx, lambda client: client.symbols(group=group))
|
cash_events and positions_reconstructed are deri
Source code in mt5cli/cli.py
- | @app.command()
-def terminal_info(ctx: typer.Context) -> None:
- """Export terminal information."""
- _execute_export(ctx, _sdk_client(ctx).terminal_info)
+ | @app.command()
+def terminal_info(ctx: typer.Context) -> None:
+ """Export terminal information."""
+ _export_command(ctx, lambda client: client.terminal_info())
|
cash_events and positions_reconstructed are deri
Source code in mt5cli/cli.py
- 278
-279
-280
-281
-282
-283
-284
-285
-286
-287
-288
-289
-290
-291
-292
-293
+ | @app.command()
-def ticks_from(
- ctx: typer.Context,
- symbol: Annotated[str, typer.Option(help="Symbol name.")],
- date_from: Annotated[
- datetime,
- typer.Option(click_type=DATETIME_TYPE, help="Start date."),
- ],
- count: Annotated[int, typer.Option(help="Number of ticks.")],
- flags: Annotated[
- int,
- typer.Option(
- click_type=TICK_FLAGS_TYPE,
- help="Tick flags (ALL, INFO, TRADE, or integer).",
- ),
- ],
-) -> None:
- """Export ticks from a start date."""
- client = _sdk_client(ctx)
- _execute_export(
- ctx,
- lambda: client.copy_ticks_from(symbol, date_from, count, flags),
- )
+300
+301
+302
+303
+304
+305
+306
+307
+308
+309
+310
+311
+312
+313
+314
| @app.command()
+def ticks_from(
+ ctx: typer.Context,
+ symbol: Annotated[str, typer.Option(help="Symbol name.")],
+ date_from: Annotated[
+ datetime,
+ typer.Option(click_type=DATETIME_TYPE, help="Start date."),
+ ],
+ count: Annotated[int, typer.Option(help="Number of ticks.")],
+ flags: Annotated[
+ int,
+ typer.Option(
+ click_type=TICK_FLAGS_TYPE,
+ help="Tick flags (ALL, INFO, TRADE, or integer).",
+ ),
+ ],
+) -> None:
+ """Export ticks from a start date."""
+ _export_command(
+ ctx,
+ lambda client: client.copy_ticks_from(symbol, date_from, count, flags),
+ )
|
cash_events and positions_reconstructed are deri
Source code in mt5cli/cli.py
- 303
-304
-305
-306
-307
-308
-309
-310
-311
-312
-313
-314
-315
-316
-317
+ | @app.command()
-def ticks_range(
- ctx: typer.Context,
- symbol: Annotated[str, typer.Option(help="Symbol name.")],
- date_from: Annotated[
- datetime,
- typer.Option(click_type=DATETIME_TYPE, help="Start date."),
- ],
- date_to: Annotated[
- datetime,
- typer.Option(click_type=DATETIME_TYPE, help="End date."),
- ],
- flags: Annotated[
- int,
- typer.Option(click_type=TICK_FLAGS_TYPE, help="Tick flags."),
- ],
-) -> None:
- """Export ticks for a date range."""
- client = _sdk_client(ctx)
- _execute_export(
- ctx,
- lambda: client.copy_ticks_range(symbol, date_from, date_to, flags),
- )
+325
+326
+327
+328
+329
+330
+331
+332
+333
+334
+335
+336
+337
+338
| @app.command()
+def ticks_range(
+ ctx: typer.Context,
+ symbol: Annotated[str, typer.Option(help="Symbol name.")],
+ date_from: Annotated[
+ datetime,
+ typer.Option(click_type=DATETIME_TYPE, help="Start date."),
+ ],
+ date_to: Annotated[
+ datetime,
+ typer.Option(click_type=DATETIME_TYPE, help="End date."),
+ ],
+ flags: Annotated[
+ int,
+ typer.Option(click_type=TICK_FLAGS_TYPE, help="Tick flags."),
+ ],
+) -> None:
+ """Export ticks for a date range."""
+ _export_command(
+ ctx,
+ lambda client: client.copy_ticks_range(symbol, date_from, date_to, flags),
+ )
|
cash_events and positions_reconstructed are deri
Source code in mt5cli/cli.py
- 328
-329
-330
-331
-332
-333
-334
-335
-336
-337
-338
-339
-340
-341
+ | @app.command()
-def ticks_recent(
- ctx: typer.Context,
- symbol: Annotated[str, typer.Option(help="Symbol name.")],
- seconds: Annotated[
- float,
- typer.Option(help="Lookback window in seconds."),
- ],
- date_to: Annotated[
- datetime | None,
- typer.Option(click_type=DATETIME_TYPE, help="Window end date."),
- ] = None,
- count: Annotated[
- int,
- typer.Option(help="Maximum number of ticks to return."),
- ] = 10000,
- flags: Annotated[
- int,
- typer.Option(
- click_type=TICK_FLAGS_TYPE,
- help="Tick flags (ALL, INFO, TRADE, or integer).",
- ),
- ] = "ALL", # pyright: ignore[reportArgumentType]
-) -> None:
- """Export ticks from a recent time window."""
- client = _sdk_client(ctx)
- _execute_export(
- ctx,
- lambda: client.recent_ticks(
- symbol,
- seconds,
- date_to=date_to,
- count=count,
- flags=flags,
+363
+364
+365
+366
+367
+368
+369
+370
+371
+372
+373
+374
+375
| @app.command()
+def ticks_recent(
+ ctx: typer.Context,
+ symbol: Annotated[str, typer.Option(help="Symbol name.")],
+ seconds: Annotated[
+ float,
+ typer.Option(help="Lookback window in seconds."),
+ ],
+ date_to: Annotated[
+ datetime | None,
+ typer.Option(click_type=DATETIME_TYPE, help="Window end date."),
+ ] = None,
+ count: Annotated[
+ int,
+ typer.Option(help="Maximum number of ticks to return."),
+ ] = 10000,
+ flags: Annotated[
+ int,
+ typer.Option(
+ click_type=TICK_FLAGS_TYPE,
+ help="Tick flags (ALL, INFO, TRADE, or integer).",
),
- )
+ ] = "ALL", # pyright: ignore[reportArgumentType]
+) -> None:
+ """Export ticks from a recent time window."""
+ _export_command(
+ ctx,
+ lambda client: client.recent_ticks(
+ symbol,
+ seconds,
+ date_to=date_to,
+ count=count,
+ flags=flags,
+ ),
+ )
|
cash_events and positions_reconstructed are deri
Source code in mt5cli/cli.py
- | @app.command()
-def version(ctx: typer.Context) -> None:
- """Export MetaTrader5 version information."""
- _execute_export(ctx, _sdk_client(ctx).version)
+ | @app.command()
+def version(ctx: typer.Context) -> None:
+ """Export MetaTrader5 version information."""
+ _export_command(ctx, lambda client: client.version())
|
Source code in mt5cli/history.py
- 1794
-1795
-1796
-1797
-1798
-1799
-1800
-1801
-1802
-1803
-1804
-1805
-1806
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-1808
-1809
-1810
-1811
-1812
-1813
-1814
-1815
-1816
-1817
-1818
-1819
-1820
-1821
-1822
-1823
-1824
-1825
-1826
-1827
-1828
-1829
-1830
-1831
-1832
-1833
-1834
-1835
-1836
-1837
+ | def write_collected_datasets(
- conn: sqlite3.Connection,
- client: Mt5DataClient,
- symbols: Sequence[str],
- datasets: set[Dataset],
- timeframe: int,
- flags: int,
- date_from: datetime,
- date_to: datetime,
- if_exists: IfExists,
-) -> tuple[set[Dataset], dict[Dataset, set[str]]]:
- """Collect selected datasets and stream each symbol frame into SQLite.
-
- Returns:
- Written datasets and their columns.
- """
- written_columns: dict[Dataset, set[str]] = {}
- written_tables: set[Dataset] = set()
- if Dataset.rates in datasets and write_rates_dataset(
- conn,
- client,
- symbols,
- timeframe,
- date_from,
- date_to,
- if_exists,
- written_columns,
- ):
- written_tables.add(Dataset.rates)
- if Dataset.ticks in datasets and write_ticks_dataset(
- conn,
- client,
- symbols,
- flags,
- date_from,
- date_to,
- if_exists,
- written_columns,
- ):
- written_tables.add(Dataset.ticks)
- if Dataset.history_orders in datasets and write_history_dataset(
- conn,
- client.history_orders_get_as_df,
- Dataset.history_orders,
- symbols,
- date_from,
- date_to,
- if_exists,
- written_columns,
- include_account_events=False,
- ):
- written_tables.add(Dataset.history_orders)
- if Dataset.history_deals in datasets and write_history_dataset(
- conn,
- client.history_deals_get_as_df,
- Dataset.history_deals,
- symbols,
- date_from,
- date_to,
- if_exists,
- written_columns,
- include_account_events=False,
- ):
- written_tables.add(Dataset.history_deals)
- return written_tables, written_columns
+1858
+1859
+1860
+1861
+1862
+1863
+1864
+1865
+1866
+1867
+1868
+1869
+1870
+1871
+1872
+1873
+1874
+1875
+1876
+1877
+1878
+1879
+1880
+1881
+1882
+1883
+1884
+1885
+1886
+1887
+1888
+1889
+1890
+1891
+1892
+1893
+1894
+1895
+1896
+1897
+1898
+1899
+1900
+1901
| def write_collected_datasets(
+ conn: sqlite3.Connection,
+ client: Mt5DataClient,
+ symbols: Sequence[str],
+ datasets: set[Dataset],
+ timeframe: int,
+ flags: int,
+ date_from: datetime,
+ date_to: datetime,
+ if_exists: IfExists,
+) -> tuple[set[Dataset], dict[Dataset, set[str]]]:
+ """Collect selected datasets and stream each symbol frame into SQLite.
+
+ Returns:
+ Written datasets and their columns.
+ """
+ written_columns: dict[Dataset, set[str]] = {}
+ written_tables: set[Dataset] = set()
+ if Dataset.rates in datasets and write_rates_dataset(
+ conn,
+ client,
+ symbols,
+ timeframe,
+ date_from,
+ date_to,
+ if_exists,
+ written_columns,
+ ):
+ written_tables.add(Dataset.rates)
+ if Dataset.ticks in datasets and write_ticks_dataset(
+ conn,
+ client,
+ symbols,
+ flags,
+ date_from,
+ date_to,
+ if_exists,
+ written_columns,
+ ):
+ written_tables.add(Dataset.ticks)
+ if Dataset.history_orders in datasets and write_history_dataset(
+ conn,
+ client.history_orders_get_as_df,
+ Dataset.history_orders,
+ symbols,
+ date_from,
+ date_to,
+ if_exists,
+ written_columns,
+ include_account_events=False,
+ ):
+ written_tables.add(Dataset.history_orders)
+ if Dataset.history_deals in datasets and write_history_dataset(
+ conn,
+ client.history_deals_get_as_df,
+ Dataset.history_deals,
+ symbols,
+ date_from,
+ date_to,
+ if_exists,
+ written_columns,
+ include_account_events=False,
+ ):
+ written_tables.add(Dataset.history_deals)
+ return written_tables, written_columns
|
Source code in mt5cli/history.py
- | def write_history_dataset(
- conn: sqlite3.Connection,
- fetch: Callable[..., pd.DataFrame],
- dataset: Dataset,
- symbols: Sequence[str],
- date_from: datetime,
- date_to: datetime,
- if_exists: IfExists,
- written_columns: dict[Dataset, set[str]],
- *,
- include_account_events: bool = False,
-) -> bool:
- """Stream a history dataset into SQLite.
-
- Returns:
- True if the target table was written.
- """
- table_exists = False
- if include_account_events:
- frame = filter_trade_history_frame(
- fetch(date_from=date_from, date_to=date_to),
- symbols,
- include_account_events=True,
- )
- return write_streamed_frame(
- conn,
- frame,
- dataset,
- table_exists,
- if_exists,
- written_columns,
- )
- for sym in symbols:
- frame = fetch(date_from=date_from, date_to=date_to, symbol=sym)
- frame = filter_trade_history_frame(
- frame,
- [sym],
- include_account_events=False,
- )
- table_exists = write_streamed_frame(
- conn,
- frame,
- dataset,
- table_exists,
- if_exists,
- written_columns,
- )
- return table_exists
+ | def write_history_dataset(
+ conn: sqlite3.Connection,
+ fetch: Callable[..., pd.DataFrame],
+ dataset: Dataset,
+ symbols: Sequence[str],
+ date_from: datetime,
+ date_to: datetime,
+ if_exists: IfExists,
+ written_columns: dict[Dataset, set[str]],
+ *,
+ include_account_events: bool = False,
+) -> bool:
+ """Stream a history dataset into SQLite.
+
+ Returns:
+ True if the target table was written.
+ """
+ table_exists = False
+ if include_account_events:
+ frame = filter_trade_history_frame(
+ fetch(date_from=date_from, date_to=date_to),
+ symbols,
+ include_account_events=True,
+ )
+ return write_streamed_frame(
+ conn,
+ frame,
+ dataset,
+ table_exists,
+ if_exists,
+ written_columns,
+ )
+
+ def _fetch_history_frame(sym: str) -> pd.DataFrame:
+ return filter_trade_history_frame(
+ fetch(date_from=date_from, date_to=date_to, symbol=sym),
+ [sym],
+ include_account_events=False,
+ )
+
+ return _stream_symbol_frames(
+ conn,
+ symbols,
+ dataset,
+ if_exists,
+ written_columns,
+ _fetch_history_frame,
+ )
|
Source code in mt5cli/history.py
- 1711
-1712
-1713
-1714
-1715
-1716
-1717
-1718
-1719
-1720
-1721
-1722
-1723
-1724
-1725
-1726
-1727
-1728
-1729
-1730
-1731
-1732
-1733
-1734
-1735
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-1738
-1739
-1740
-1741
-1742
-1743
-1744
-1745
-1746
-1747
-1748
-1749
-1750
-1751
-1752
-1753
-1754
+ | def write_incremental_datasets( # noqa: PLR0913
- conn: sqlite3.Connection,
- client: Mt5DataClient,
- symbols: Sequence[str],
- selected_datasets: set[Dataset],
- resolved_timeframes: list[int],
- resolved_tick_flags: int,
- fallback_start: datetime,
- end_date: datetime,
- *,
- deduplicate: bool,
- create_rate_views: bool,
- with_views: bool,
- include_account_events: bool,
-) -> tuple[set[Dataset], dict[Dataset, set[str]]]:
- """Append selected datasets incrementally and refresh indexes and views.
-
- Returns:
- Written datasets and their columns.
- """
- written_columns: dict[Dataset, set[str]] = {}
- written_tables: set[Dataset] = set()
- dedup_scopes: dict[Dataset, list[DedupScope]] = {}
- if Dataset.rates in selected_datasets:
- _write_incremental_rates(
- conn,
- client,
- symbols,
- resolved_timeframes,
- fallback_start,
- end_date,
- written_columns,
- written_tables,
- dedup_scopes,
- )
- if Dataset.ticks in selected_datasets:
- _write_incremental_ticks(
- conn,
- client,
- symbols,
- resolved_tick_flags,
- fallback_start,
- end_date,
- written_columns,
- written_tables,
- dedup_scopes,
- )
- if Dataset.history_orders in selected_datasets:
- _write_incremental_history_orders(
- conn,
- client,
- symbols,
- fallback_start,
- end_date,
- written_columns,
- written_tables,
- dedup_scopes,
- )
- if Dataset.history_deals in selected_datasets:
- _write_incremental_history_deals(
- conn,
- client,
- symbols,
- fallback_start,
- end_date,
- written_columns,
- written_tables,
- dedup_scopes,
- include_account_events=include_account_events,
- )
- _finalize_incremental_writes(
- conn,
- selected_datasets,
- written_columns,
- written_tables,
- dedup_scopes,
- deduplicate=deduplicate,
- create_rate_views=create_rate_views,
- with_views=with_views,
- )
- return written_tables, written_columns
+1791
+1792
+1793
+1794
+1795
+1796
+1797
+1798
+1799
+1800
+1801
+1802
+1803
+1804
+1805
+1806
+1807
+1808
+1809
+1810
+1811
+1812
+1813
+1814
+1815
+1816
+1817
+1818
+1819
+1820
+1821
+1822
+1823
+1824
+1825
+1826
+1827
+1828
+1829
+1830
+1831
+1832
+1833
+1834
| def write_incremental_datasets( # noqa: PLR0913
+ conn: sqlite3.Connection,
+ client: Mt5DataClient,
+ symbols: Sequence[str],
+ selected_datasets: set[Dataset],
+ resolved_timeframes: list[int],
+ resolved_tick_flags: int,
+ fallback_start: datetime,
+ end_date: datetime,
+ *,
+ deduplicate: bool,
+ create_rate_views: bool,
+ with_views: bool,
+ include_account_events: bool,
+) -> tuple[set[Dataset], dict[Dataset, set[str]]]:
+ """Append selected datasets incrementally and refresh indexes and views.
+
+ Returns:
+ Written datasets and their columns.
+ """
+ written_columns: dict[Dataset, set[str]] = {}
+ written_tables: set[Dataset] = set()
+ dedup_scopes: dict[Dataset, list[DedupScope]] = {}
+ if Dataset.rates in selected_datasets:
+ _write_incremental_rates(
+ conn,
+ client,
+ symbols,
+ resolved_timeframes,
+ fallback_start,
+ end_date,
+ written_columns,
+ written_tables,
+ dedup_scopes,
+ )
+ if Dataset.ticks in selected_datasets:
+ _write_incremental_ticks(
+ conn,
+ client,
+ symbols,
+ resolved_tick_flags,
+ fallback_start,
+ end_date,
+ written_columns,
+ written_tables,
+ dedup_scopes,
+ )
+ if Dataset.history_orders in selected_datasets:
+ _write_incremental_history_orders(
+ conn,
+ client,
+ symbols,
+ fallback_start,
+ end_date,
+ written_columns,
+ written_tables,
+ dedup_scopes,
+ )
+ if Dataset.history_deals in selected_datasets:
+ _write_incremental_history_deals(
+ conn,
+ client,
+ symbols,
+ fallback_start,
+ end_date,
+ written_columns,
+ written_tables,
+ dedup_scopes,
+ include_account_events=include_account_events,
+ )
+ _finalize_incremental_writes(
+ conn,
+ selected_datasets,
+ written_columns,
+ written_tables,
+ dedup_scopes,
+ deduplicate=deduplicate,
+ create_rate_views=create_rate_views,
+ with_views=with_views,
+ )
+ return written_tables, written_columns
|
Source code in mt5cli/history.py
- | def write_rates_dataset(
- conn: sqlite3.Connection,
- client: Mt5DataClient,
- symbols: Sequence[str],
- timeframe: int,
- date_from: datetime,
- date_to: datetime,
- if_exists: IfExists,
- written_columns: dict[Dataset, set[str]],
-) -> bool:
- """Stream rates frames into SQLite.
-
- Returns:
- True if the rates table was written.
- """
- table_exists = False
- for sym in symbols:
- frame = client.copy_rates_range_as_df(
- symbol=sym,
- timeframe=timeframe,
- date_from=date_from,
- date_to=date_to,
- ).drop(columns=["symbol", "timeframe"], errors="ignore")
- if len(frame.columns) != 0:
- frame.insert(0, "symbol", sym)
- frame.insert(1, "timeframe", timeframe)
- table_exists = write_streamed_frame(
- conn,
- frame,
- Dataset.rates,
- table_exists,
- if_exists,
- written_columns,
- )
- return table_exists
+ | def write_rates_dataset(
+ conn: sqlite3.Connection,
+ client: Mt5DataClient,
+ symbols: Sequence[str],
+ timeframe: int,
+ date_from: datetime,
+ date_to: datetime,
+ if_exists: IfExists,
+ written_columns: dict[Dataset, set[str]],
+) -> bool:
+ """Stream rates frames into SQLite.
+
+ Returns:
+ True if the rates table was written.
+ """
+
+ def _fetch_rates_frame(sym: str) -> pd.DataFrame:
+ frame = client.copy_rates_range_as_df(
+ symbol=sym,
+ timeframe=timeframe,
+ date_from=date_from,
+ date_to=date_to,
+ ).drop(columns=["symbol", "timeframe"], errors="ignore")
+ if len(frame.columns) != 0:
+ frame.insert(0, "symbol", sym)
+ frame.insert(1, "timeframe", timeframe)
+ return frame
+
+ return _stream_symbol_frames(
+ conn,
+ symbols,
+ Dataset.rates,
+ if_exists,
+ written_columns,
+ _fetch_rates_frame,
+ )
|
Source code in mt5cli/history.py
- | def write_ticks_dataset(
- conn: sqlite3.Connection,
- client: Mt5DataClient,
- symbols: Sequence[str],
- flags: int,
- date_from: datetime,
- date_to: datetime,
- if_exists: IfExists,
- written_columns: dict[Dataset, set[str]],
-) -> bool:
- """Stream ticks frames into SQLite.
-
- Returns:
- True if the ticks table was written.
- """
- table_exists = False
- for sym in symbols:
- frame = client.copy_ticks_range_as_df(
- symbol=sym,
- date_from=date_from,
- date_to=date_to,
- flags=flags,
- ).drop(columns=["symbol"], errors="ignore")
- if len(frame.columns) != 0:
- frame.insert(0, "symbol", sym)
- table_exists = write_streamed_frame(
- conn,
- frame,
- Dataset.ticks,
- table_exists,
- if_exists,
- written_columns,
- )
- return table_exists
+ | def write_ticks_dataset(
+ conn: sqlite3.Connection,
+ client: Mt5DataClient,
+ symbols: Sequence[str],
+ flags: int,
+ date_from: datetime,
+ date_to: datetime,
+ if_exists: IfExists,
+ written_columns: dict[Dataset, set[str]],
+) -> bool:
+ """Stream ticks frames into SQLite.
+
+ Returns:
+ True if the ticks table was written.
+ """
+
+ def _fetch_ticks_frame(sym: str) -> pd.DataFrame:
+ frame = client.copy_ticks_range_as_df(
+ symbol=sym,
+ date_from=date_from,
+ date_to=date_to,
+ flags=flags,
+ ).drop(columns=["symbol"], errors="ignore")
+ if len(frame.columns) != 0:
+ frame.insert(0, "symbol", sym)
+ return frame
+
+ return _stream_symbol_frames(
+ conn,
+ symbols,
+ Dataset.ticks,
+ if_exists,
+ written_columns,
+ _fetch_ticks_frame,
+ )
|
Source code in mt5cli/sdk.py
- 376
-377
-378
-379
+ | def __init__(
- self,
- *,
- path: str | None = None,
- login: int | None = None,
- password: str | None = None,
- server: str | None = None,
- timeout: int | None = None,
- config: Mt5Config | None = None,
- client: Mt5DataClient | None = None,
-) -> None:
- """Initialize the SDK client.
-
- Args:
- path: Path to MetaTrader5 terminal EXE file.
- login: Trading account login.
- password: Trading account password.
- server: Trading server name.
- timeout: Connection timeout in milliseconds.
- config: Optional pre-built ``Mt5Config`` (overrides other args).
- client: Optional already-connected ``Mt5DataClient``. Injected
- clients are reused as-is and are not initialized or shut down.
- """
- self._config = config or build_config(
- path=path,
- login=login,
- password=password,
- server=server,
- timeout=timeout,
- )
- self._client = client
- self._owns_client = client is None
+407
+408
+409
+410
| def __init__(
+ self,
+ *,
+ path: str | None = None,
+ login: int | None = None,
+ password: str | None = None,
+ server: str | None = None,
+ timeout: int | None = None,
+ config: Mt5Config | None = None,
+ client: Mt5DataClient | None = None,
+) -> None:
+ """Initialize the SDK client.
+
+ Args:
+ path: Path to MetaTrader5 terminal EXE file.
+ login: Trading account login.
+ password: Trading account password.
+ server: Trading server name.
+ timeout: Connection timeout in milliseconds.
+ config: Optional pre-built ``Mt5Config`` (overrides other args).
+ client: Optional already-connected ``Mt5DataClient``. Injected
+ clients are reused as-is and are not initialized or shut down.
+ """
+ self._config = config or build_config(
+ path=path,
+ login=login,
+ password=password,
+ server=server,
+ timeout=timeout,
+ )
+ self._client = client
+ self._owns_client = client is None
|
Source code in mt5cli/sdk.py
- 426
-427
-428
-429
+ | def __enter__(self) -> Self:
- """Open a persistent MT5 connection for multiple calls.
-
- Returns:
- This client instance.
- """
- if self._client is not None:
- return self
- client = Mt5DataClient(config=self._config)
- try:
- client.initialize_and_login_mt5()
- except Exception:
- client.shutdown()
- raise
- self._client = client
- self._owns_client = True # only set when this method created the client
- return self
+442
+443
+444
+445
| def __enter__(self) -> Self:
+ """Open a persistent MT5 connection for multiple calls.
+
+ Returns:
+ This client instance.
+ """
+ if self._client is not None:
+ return self
+ client = Mt5DataClient(config=self._config)
+ try:
+ client.initialize_and_login_mt5()
+ except Exception:
+ client.shutdown()
+ raise
+ self._client = client
+ self._owns_client = True # only set when this method created the client
+ return self
|
Source code in mt5cli/sdk.py
- 444
-445
-446
-447
+ | def __exit__(
- self,
- exc_type: type[BaseException] | None,
- exc: BaseException | None,
- tb: object,
-) -> None:
- """Shut down the persistent MT5 connection."""
- if self._client is not None and self._owns_client:
- self._client.shutdown()
- self._client = None
+453
+454
+455
+456
| def __exit__(
+ self,
+ exc_type: type[BaseException] | None,
+ exc: BaseException | None,
+ tb: object,
+) -> None:
+ """Shut down the persistent MT5 connection."""
+ if self._client is not None and self._owns_client:
+ self._client.shutdown()
+ self._client = None
|
Source code in mt5cli/sdk.py
- | def account_info(self) -> pd.DataFrame:
- """Return account information."""
- return self._fetch(lambda c: c.account_info_as_df())
+ | def account_info(self) -> pd.DataFrame:
+ """Return account information."""
+ return self._fetch(lambda c: c.account_info_as_df())
|
Source code in mt5cli/sdk.py
- 511
-512
-513
-514
+ | def collect_latest_rates(
- self,
- symbols: Sequence[str],
- timeframes: Sequence[int | str],
- *,
- count: int,
- start_pos: int = 0,
-) -> dict[tuple[str, int], pd.DataFrame]:
- """Return latest rates for each symbol/timeframe pair.
-
- Returns:
- Mapping keyed by ``(symbol, timeframe_int)``.
+546
+547
+548
+549
| def collect_latest_rates(
+ self,
+ symbols: Sequence[str],
+ timeframes: Sequence[int | str],
+ *,
+ count: int,
+ start_pos: int = 0,
+) -> dict[tuple[str, int], pd.DataFrame]:
+ """Return latest rates for each symbol/timeframe pair.
- Raises:
- ValueError: If ``count`` is not positive or inputs are empty.
- """
- _require_positive(count, "count")
- if not symbols:
- msg = "At least one symbol is required."
- raise ValueError(msg)
- if not timeframes:
- msg = "At least one timeframe is required."
+ Returns:
+ Mapping keyed by ``(symbol, timeframe_int)``.
+
+ Raises:
+ ValueError: If ``count`` is not positive or inputs are empty.
+ """
+ _require_positive(count, "count")
+ if not symbols:
+ msg = "At least one symbol is required."
raise ValueError(msg)
- resolved_timeframes = [_coerce_timeframe(timeframe) for timeframe in timeframes]
- return self._fetch_value(
- lambda c: {
- (symbol, timeframe): c.copy_rates_from_pos_as_df(
- symbol=symbol,
- timeframe=timeframe,
- start_pos=start_pos,
- count=count,
- )
- for symbol in symbols
- for timeframe in resolved_timeframes
- },
- )
+ if not timeframes:
+ msg = "At least one timeframe is required."
+ raise ValueError(msg)
+ resolved_timeframes = [_coerce_timeframe(timeframe) for timeframe in timeframes]
+ return self._fetch_value(
+ lambda c: {
+ (symbol, timeframe): c.copy_rates_from_pos_as_df(
+ symbol=symbol,
+ timeframe=timeframe,
+ start_pos=start_pos,
+ count=count,
+ )
+ for symbol in symbols
+ for timeframe in resolved_timeframes
+ },
+ )
|
Source code in mt5cli/sdk.py
- 463
-464
-465
-466
+ | def copy_rates_from(
- self,
- symbol: str,
- timeframe: int | str,
- date_from: datetime | str,
- count: int,
-) -> pd.DataFrame:
- """Return rates starting from a date."""
- tf = _coerce_timeframe(timeframe)
- start = _require_datetime(date_from)
- return self._fetch(
- lambda c: c.copy_rates_from_as_df(
- symbol=symbol,
- timeframe=tf,
- date_from=start,
- count=count,
- ),
- )
+480
+481
+482
+483
| def copy_rates_from(
+ self,
+ symbol: str,
+ timeframe: int | str,
+ date_from: datetime | str,
+ count: int,
+) -> pd.DataFrame:
+ """Return rates starting from a date."""
+ tf = _coerce_timeframe(timeframe)
+ start = _require_datetime(date_from)
+ return self._fetch(
+ lambda c: c.copy_rates_from_as_df(
+ symbol=symbol,
+ timeframe=tf,
+ date_from=start,
+ count=count,
+ ),
+ )
|
Source code in mt5cli/sdk.py
- 482
-483
-484
-485
+ | def copy_rates_from_pos(
- self,
- symbol: str,
- timeframe: int | str,
- start_pos: int,
- count: int,
-) -> pd.DataFrame:
- """Return rates starting from a bar position."""
- tf = _coerce_timeframe(timeframe)
- return self._fetch(
- lambda c: c.copy_rates_from_pos_as_df(
- symbol=symbol,
- timeframe=tf,
- start_pos=start_pos,
- count=count,
- ),
- )
+498
+499
+500
+501
| def copy_rates_from_pos(
+ self,
+ symbol: str,
+ timeframe: int | str,
+ start_pos: int,
+ count: int,
+) -> pd.DataFrame:
+ """Return rates starting from a bar position."""
+ tf = _coerce_timeframe(timeframe)
+ return self._fetch(
+ lambda c: c.copy_rates_from_pos_as_df(
+ symbol=symbol,
+ timeframe=tf,
+ start_pos=start_pos,
+ count=count,
+ ),
+ )
|
Source code in mt5cli/sdk.py
- 548
-549
-550
-551
+ | def copy_rates_range(
- self,
- symbol: str,
- timeframe: int | str,
- date_from: datetime | str,
- date_to: datetime | str,
-) -> pd.DataFrame:
- """Return rates for a date range."""
- tf = _coerce_timeframe(timeframe)
- start = _require_datetime(date_from)
- end = _require_datetime(date_to)
- return self._fetch(
- lambda c: c.copy_rates_range_as_df(
- symbol=symbol,
- timeframe=tf,
- date_from=start,
- date_to=end,
- ),
- )
+566
+567
+568
+569
| def copy_rates_range(
+ self,
+ symbol: str,
+ timeframe: int | str,
+ date_from: datetime | str,
+ date_to: datetime | str,
+) -> pd.DataFrame:
+ """Return rates for a date range."""
+ tf = _coerce_timeframe(timeframe)
+ start = _require_datetime(date_from)
+ end = _require_datetime(date_to)
+ return self._fetch(
+ lambda c: c.copy_rates_range_as_df(
+ symbol=symbol,
+ timeframe=tf,
+ date_from=start,
+ date_to=end,
+ ),
+ )
|
Source code in mt5cli/sdk.py
- 568
-569
-570
-571
+ | def copy_ticks_from(
- self,
- symbol: str,
- date_from: datetime | str,
- count: int,
- flags: int | str,
-) -> pd.DataFrame:
- """Return ticks starting from a date."""
- start = _require_datetime(date_from)
- tick_flags = _coerce_tick_flags(flags)
- return self._fetch(
- lambda c: c.copy_ticks_from_as_df(
- symbol=symbol,
- date_from=start,
- count=count,
- flags=tick_flags,
- ),
- )
+585
+586
+587
+588
| def copy_ticks_from(
+ self,
+ symbol: str,
+ date_from: datetime | str,
+ count: int,
+ flags: int | str,
+) -> pd.DataFrame:
+ """Return ticks starting from a date."""
+ start = _require_datetime(date_from)
+ tick_flags = _coerce_tick_flags(flags)
+ return self._fetch(
+ lambda c: c.copy_ticks_from_as_df(
+ symbol=symbol,
+ date_from=start,
+ count=count,
+ flags=tick_flags,
+ ),
+ )
|
Source code in mt5cli/sdk.py
- 587
-588
-589
-590
+ | def copy_ticks_range(
- self,
- symbol: str,
- date_from: datetime | str,
- date_to: datetime | str,
- flags: int | str,
-) -> pd.DataFrame:
- """Return ticks for a date range."""
- start = _require_datetime(date_from)
- end = _require_datetime(date_to)
- tick_flags = _coerce_tick_flags(flags)
- return self._fetch(
- lambda c: c.copy_ticks_range_as_df(
- symbol=symbol,
- date_from=start,
- date_to=end,
- flags=tick_flags,
- ),
- )
+605
+606
+607
+608
| def copy_ticks_range(
+ self,
+ symbol: str,
+ date_from: datetime | str,
+ date_to: datetime | str,
+ flags: int | str,
+) -> pd.DataFrame:
+ """Return ticks for a date range."""
+ start = _require_datetime(date_from)
+ end = _require_datetime(date_to)
+ tick_flags = _coerce_tick_flags(flags)
+ return self._fetch(
+ lambda c: c.copy_ticks_range_as_df(
+ symbol=symbol,
+ date_from=start,
+ date_to=end,
+ flags=tick_flags,
+ ),
+ )
|
Source code in mt5cli/sdk.py
- 409
-410
-411
-412
+ | @classmethod
-def from_connected_client(cls, client: Mt5DataClient) -> Self:
- """Bind to an already-connected ``Mt5DataClient`` without owning it.
-
- The returned ``Mt5CliClient`` never initializes or shuts down the
- injected client, including when used as a context manager.
+419
+420
+421
+422
| @classmethod
+def from_connected_client(cls, client: Mt5DataClient) -> Self:
+ """Bind to an already-connected ``Mt5DataClient`` without owning it.
- Returns:
- Client wrapper bound to the injected connection.
- """
- return cls(client=client)
+ The returned ``Mt5CliClient`` never initializes or shuts down the
+ injected client, including when used as a context manager.
+
+ Returns:
+ Client wrapper bound to the injected connection.
+ """
+ return cls(client=client)
|
Source code in mt5cli/sdk.py
- 676
-677
-678
-679
+ | def history_deals(
- self,
- date_from: datetime | str | None = None,
- date_to: datetime | str | None = None,
- group: str | None = None,
- symbol: str | None = None,
- ticket: int | None = None,
- position: int | None = None,
-) -> pd.DataFrame:
- """Return historical deals."""
- start = _coerce_datetime(date_from)
- end = _coerce_datetime(date_to)
- return self._fetch(
- lambda c: c.history_deals_get_as_df(
- date_from=start,
- date_to=end,
- group=group,
- symbol=symbol,
- ticket=ticket,
- position=position,
- ),
- )
+697
+698
+699
+700
| def history_deals(
+ self,
+ date_from: datetime | str | None = None,
+ date_to: datetime | str | None = None,
+ group: str | None = None,
+ symbol: str | None = None,
+ ticket: int | None = None,
+ position: int | None = None,
+) -> pd.DataFrame:
+ """Return historical deals."""
+ start = _coerce_datetime(date_from)
+ end = _coerce_datetime(date_to)
+ return self._fetch(
+ lambda c: c.history_deals_get_as_df(
+ date_from=start,
+ date_to=end,
+ group=group,
+ symbol=symbol,
+ ticket=ticket,
+ position=position,
+ ),
+ )
|
Source code in mt5cli/sdk.py
- 653
-654
-655
-656
+ | def history_orders(
- self,
- date_from: datetime | str | None = None,
- date_to: datetime | str | None = None,
- group: str | None = None,
- symbol: str | None = None,
- ticket: int | None = None,
- position: int | None = None,
-) -> pd.DataFrame:
- """Return historical orders."""
- start = _coerce_datetime(date_from)
- end = _coerce_datetime(date_to)
- return self._fetch(
- lambda c: c.history_orders_get_as_df(
- date_from=start,
- date_to=end,
- group=group,
- symbol=symbol,
- ticket=ticket,
- position=position,
- ),
- )
+674
+675
+676
+677
| def history_orders(
+ self,
+ date_from: datetime | str | None = None,
+ date_to: datetime | str | None = None,
+ group: str | None = None,
+ symbol: str | None = None,
+ ticket: int | None = None,
+ position: int | None = None,
+) -> pd.DataFrame:
+ """Return historical orders."""
+ start = _coerce_datetime(date_from)
+ end = _coerce_datetime(date_to)
+ return self._fetch(
+ lambda c: c.history_orders_get_as_df(
+ date_from=start,
+ date_to=end,
+ group=group,
+ symbol=symbol,
+ ticket=ticket,
+ position=position,
+ ),
+ )
|
Source code in mt5cli/sdk.py
- | def last_error(self) -> pd.DataFrame:
- """Return the last error information."""
- return self._fetch(lambda c: c.last_error_as_df())
+ | def last_error(self) -> pd.DataFrame:
+ """Return the last error information."""
+ return self._fetch(lambda c: c.last_error_as_df())
|
Source code in mt5cli/sdk.py
- 500
-501
-502
-503
+ | def latest_rates(
- self,
- symbol: str,
- timeframe: int | str,
- count: int,
- start_pos: int = 0,
-) -> pd.DataFrame:
- """Return the latest rates from a bar position."""
- _require_positive(count, "count")
- return self.copy_rates_from_pos(symbol, timeframe, start_pos, count)
+509
+510
+511
+512
| def latest_rates(
+ self,
+ symbol: str,
+ timeframe: int | str,
+ count: int,
+ start_pos: int = 0,
+) -> pd.DataFrame:
+ """Return the latest rates from a bar position."""
+ _require_positive(count, "count")
+ return self.copy_rates_from_pos(symbol, timeframe, start_pos, count)
|
Source code in mt5cli/sdk.py
- | def market_book(self, symbol: str) -> pd.DataFrame:
- """Return market depth for a symbol."""
- return self._fetch(lambda c: c.market_book_get_as_df(symbol=symbol))
+ | def market_book(self, symbol: str) -> pd.DataFrame:
+ """Return market depth for a symbol."""
+ return self._fetch(lambda c: c.market_book_get_as_df(symbol=symbol))
|
Source code in mt5cli/sdk.py
- 772
-773
-774
-775
+ | def minimum_margins(self, symbol: str) -> pd.DataFrame:
- """Return minimum-volume buy and sell margin requirements.
-
- Args:
- symbol: Symbol name.
+782
+783
+784
+785
| def minimum_margins(self, symbol: str) -> pd.DataFrame:
+ """Return minimum-volume buy and sell margin requirements.
- Returns:
- One-row DataFrame with columns ``symbol``, ``account_currency``,
- ``volume_min``, ``buy_margin``, and ``sell_margin``.
- """
- return self._fetch(lambda c: _fetch_minimum_margins(c, symbol))
+ Args:
+ symbol: Symbol name.
+
+ Returns:
+ One-row DataFrame with columns ``symbol``, ``account_currency``,
+ ``volume_min``, ``buy_margin``, and ``sell_margin``.
+ """
+ return self._fetch(lambda c: _fetch_minimum_margins(c, symbol))
|
Source code in mt5cli/sdk.py
- |
|
|
|
|
|
|
|
|
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