-

SQLite History Module

+

History Collection (SQLite)

-

- mt5cli.sqlite_history +

+ mt5cli.history -

+
-

SQLite helpers for incremental MT5 history collection.

+

SQLite storage helpers for the collect-history incremental data pipeline.

@@ -158,7 +158,7 @@ -

+

DEFAULT_HISTORY_TIMEFRAMES @@ -166,7 +166,7 @@ module-attribute -

+ 
DEFAULT_HISTORY_TIMEFRAMES: tuple[str, ...] = tuple(
     
+

             DedupScope
 
 
@@ -195,7 +195,7 @@
       module-attribute
   
 
-

+
 
DedupScope = tuple[str, tuple[object, ...]]
 

 
@@ -209,7 +209,7 @@
 
 
 
-

+

             logger
 
 
@@ -217,7 +217,7 @@
       module-attribute
   
 
-

+
 
logger = getLogger(__name__)
 

 
@@ -233,11 +233,11 @@
 

 
 
-

+

             append_dataframe
 
 
-

+
 
append_dataframe(
     conn: Connection,
     frame: DataFrame,
@@ -275,7 +275,7 @@
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -328,11 +328,11 @@
 

 
 
-

+

             augment_written_columns_from_sqlite
 
 
-

+
 
augment_written_columns_from_sqlite(
     conn: Connection,
     datasets: set[Dataset],
@@ -346,7 +346,7 @@
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -383,11 +383,11 @@
 

 
 
-

+

             build_rate_view_name
 
 
-

+
 
build_rate_view_name(
     *,
     symbol: str,
@@ -406,7 +406,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -447,11 +447,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             create_cash_events_view
 
 
-

+
 
create_cash_events_view(
     conn: Connection, deals_columns: set[str]
 ) -> bool
@@ -486,7 +486,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -531,11 +531,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             create_history_indexes
 
 
-

+
 
create_history_indexes(
     conn: Connection,
     written_columns: dict[Dataset, set[str]],
@@ -548,7 +548,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -603,11 +603,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             create_positions_reconstructed_view
 
 
-

+
 
create_positions_reconstructed_view(
     conn: Connection, deals_columns: set[str]
 ) -> bool
@@ -642,7 +642,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -745,11 +745,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             create_rate_compatibility_views
 
 
-

+
 
create_rate_compatibility_views(conn: Connection) -> None
 

 
@@ -759,7 +759,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -830,11 +830,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             deduplicate_history_tables
 
 
-

+
 
deduplicate_history_tables(
     conn: Connection,
     written_columns: dict[Dataset, set[str]],
@@ -844,7 +844,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
   
       module-attribute
-   (mt5cli.sqlite_history.DedupScope)" href="#mt5cli.sqlite_history.DedupScope">DedupScope]]
+   (mt5cli.history.DedupScope)" href="#mt5cli.history.DedupScope">DedupScope]]
     | None = None,
 ) -> None
 

@@ -855,7 +855,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -940,11 +940,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             drop_duplicates_in_table
 
 
-

+
 
drop_duplicates_in_table(
     cursor: Cursor,
     table: str,
@@ -985,7 +985,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -1062,11 +1062,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             drop_rate_compatibility_views
 
 
-

+
 
drop_rate_compatibility_views(conn: Connection) -> None
 

 
@@ -1076,7 +1076,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -1101,11 +1101,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             filter_incremental_history_deals_frame
 
 
-

+
 
filter_incremental_history_deals_frame(
     frame: DataFrame,
     symbols: Sequence[str],
@@ -1153,7 +1153,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -1218,11 +1218,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             filter_trade_history_frame
 
 
-

+
 
filter_trade_history_frame(
     frame: DataFrame,
     symbols: Sequence[str],
@@ -1260,7 +1260,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -1305,11 +1305,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             get_history_deals_account_event_start_datetime
 
 
-

+
 
get_history_deals_account_event_start_datetime(
     conn: Connection, *, fallback_start: datetime
 ) -> datetime
@@ -1321,7 +1321,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -1372,11 +1372,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             get_incremental_start_datetime
 
 
-

+
 
get_incremental_start_datetime(
     conn: Connection,
     dataset: Dataset,
@@ -1393,7 +1393,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -1438,11 +1438,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             get_table_columns
 
 
-

+
 
get_table_columns(conn: Connection, table: str) -> set[str]
 

 
@@ -1452,7 +1452,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -1469,11 +1469,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             load_incremental_start_datetimes
 
 
-

+
 
load_incremental_start_datetimes(
     conn: Connection,
     dataset: Dataset,
@@ -1490,7 +1490,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -1647,11 +1647,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             parse_sqlite_timestamp
 
 
-

+
 
parse_sqlite_timestamp(value: object) -> datetime | None
 

 
@@ -1684,7 +1684,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -1725,11 +1725,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             quote_sqlite_identifier
 
 
-

+
 
quote_sqlite_identifier(identifier: str) -> str
 

 
@@ -1739,7 +1739,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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def quote_sqlite_identifier(identifier: str) -> str:
@@ -1754,11 +1754,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             record_written_columns
 
 
-

+
 
record_written_columns(
     written_columns: dict[Dataset, set[str]],
     dataset: Dataset,
@@ -1772,7 +1772,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -1803,11 +1803,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             resolve_granularity_name
 
 
-

+
 
resolve_granularity_name(timeframe: int) -> str
 

 
@@ -1817,7 +1817,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -1838,11 +1838,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             resolve_history_datasets
 
 
-

+
 
resolve_history_datasets(
     datasets: set[Dataset] | None,
 ) -> set[Dataset]
@@ -1887,7 +1887,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -1916,11 +1916,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             resolve_history_tick_flags
 
 
-

+
 
resolve_history_tick_flags(flags: int | str) -> int
 

 
@@ -1953,7 +1953,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -1980,11 +1980,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             resolve_history_timeframes
 
 
-

+
 
resolve_history_timeframes(
     timeframes: Sequence[int | str] | None,
 ) -> list[int]
@@ -2019,7 +2019,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -2062,11 +2062,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             write_collected_datasets
 
 
-

+
 
write_collected_datasets(
     conn: Connection,
     client: Mt5DataClient,
@@ -2109,7 +2109,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -2248,11 +2248,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             write_history_dataset
 
 
-

+
 
write_history_dataset(
     conn: Connection,
     fetch: Callable[..., DataFrame],
@@ -2296,7 +2296,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -2401,11 +2401,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             write_incremental_datasets
 
 
-

+
 
write_incremental_datasets(
     conn: Connection,
     client: Mt5DataClient,
@@ -2452,7 +2452,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -2623,11 +2623,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             write_rates_dataset
 
 
-

+
 
write_rates_dataset(
     conn: Connection,
     client: Mt5DataClient,
@@ -2669,7 +2669,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -2748,11 +2748,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             write_streamed_frame
 
 
-

+
 
write_streamed_frame(
     conn: Connection,
     frame: DataFrame,
@@ -2792,7 +2792,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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@@ -2837,11 +2837,11 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 

 
 
-

+

             write_ticks_dataset
 
 
-

+
 
write_ticks_dataset(
     conn: Connection,
     client: Mt5DataClient,
@@ -2883,7 +2883,7 @@ a symbol such as EURUSD_M1 cannot collide with EURUSD
 
 
             

-              Source code in mt5cli/sqlite_history.py
+              Source code in mt5cli/history.py
               
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diff --git a/api/index.html b/api/index.html
index 0db6dd1..66f2878 100644
--- a/api/index.html
+++ b/api/index.html
@@ -55,7 +55,7 @@
 
                                     
 
  • 
-    SQLite History
+    History Collection (SQLite)
 
    • 
                                     
 
  • 
@@ -146,6 +146,8 @@
 
    Utility module providing constants, enums, Click parameter types, and helper functions for parsing and exporting data.
    
 
    SDK
    
 
    Programmatic SDK for read-only MetaTrader 5 data collection. Returns pandas DataFrames and provides collect_history for SQLite bulk collection.
    
+
    History Collection (SQLite)
    
+
    SQLite storage helpers for the collect-history command schema, incremental updates, deduplication, indexes, and optional views.
    
 
    Architecture Overview
    
 
    The package follows a simple architecture built on top of pdmt5:
    
 
      
diff --git a/api/sdk/index.html b/api/sdk/index.html
index f278a63..954f171 100644
--- a/api/sdk/index.html
+++ b/api/sdk/index.html
@@ -55,7 +55,7 @@
 
                                     
 
    1. 
-    SQLite History
+    History Collection (SQLite)
 
      2. 
                                     
 
    2. 
@@ -77,7 +77,7 @@
                                 
                             
      3. 
                             
    3. 
-                                
                             
      4. 
diff --git a/api/utils/index.html b/api/utils/index.html
index 78df00e..0579571 100644
--- a/api/utils/index.html
+++ b/api/utils/index.html
@@ -55,7 +55,7 @@
 
                                     
 
    4. 
-    SQLite History
+    History Collection (SQLite)
 
      5. 
                                     
 
    5. 
@@ -72,7 +72,7 @@
                             
                         
      6. 
                             
    6. 
-                                
                             
      7. 
diff --git a/index.html b/index.html
index 3809848..aa1cd24 100644
--- a/index.html
+++ b/index.html
@@ -55,7 +55,7 @@
 
                                     
 
    7. 
-    SQLite History
+    History Collection (SQLite)
 
      8. 
                                     
 
    8. 
@@ -419,7 +419,7 @@
 
    • 
 
    
 
    History orders and deals are fetched per symbol and concatenated, so the symbol filter is applied consistently across all datasets. The cash_events view is derived from symbol-filtered history_deals, so account-level cash events with empty or non-matching symbols may be excluded. The positions_reconstructed view excludes positions with no closing deal, uses volume-weighted open/close prices, and reports reversal deals (DEAL_ENTRY_INOUT) via volume_reversal / reversal_count.
    
-
    See the SQLite History schema diagram for a sample ER layout of the resulting database.
    
+
    See the History schema diagram for a sample ER layout of the resulting database.
    
 
    Global Options
    
 
@@ -571,5 +571,5 @@
 
 
diff --git a/objects.inv b/objects.inv
index 2a72d88..bbcb934 100644
Binary files a/objects.inv and b/objects.inv differ
diff --git a/search/search_index.json b/search/search_index.json
index 442d372..689a644 100644
--- a/search/search_index.json
+++ b/search/search_index.json
@@ -1 +1 @@
-{"config":{"indexing":"full","lang":["en"],"min_search_length":3,"prebuild_index":false,"separator":"[\\s\\-]+"},"docs":[{"location":"","text":"mt5cli \u00b6 Command-line tool for MetaTrader 5 data export. Overview \u00b6 mt5cli is a CLI application that exports MetaTrader 5 trading data to multiple file formats. It is built on top of pdmt5 , a pandas-based data handler for MetaTrader 5. Features \u00b6 Multi-format export : CSV, JSON, Parquet, and SQLite3 output formats Auto-detection : Format detection from file extensions Comprehensive data access : Rates, ticks, account info, symbols, orders, positions, and trading history Flexible timeframes : Named timeframes (M1, H1, D1, etc.) and numeric values Connection management : Optional credentials, server, and timeout configuration Installation \u00b6 pip install mt5cli Programmatic usage / SDK usage \u00b6 mt5cli can be used as a small Python SDK for read-only MetaTrader 5 data collection. SDK functions return pandas DataFrames without writing files. Use export_dataframe when you need to persist results. from datetime import UTC , datetime from pathlib import Path from mt5cli import Mt5CliClient , collect_history , copy_rates_range , export_dataframe # One-off fetch with module-level helpers rates = copy_rates_range ( \"EURUSD\" , timeframe = \"H1\" , date_from = \"2024-01-01\" , date_to = \"2024-02-01\" , ) export_dataframe ( rates , Path ( \"rates.csv\" ), \"csv\" ) # Reuse one MT5 connection for multiple calls with Mt5CliClient ( login = 12345 , password = \"secret\" , server = \"Broker-Demo\" ) as client : account = client . account_info () positions = client . positions () # Bulk SQLite collection (same behavior as the collect-history CLI command) collect_history ( Path ( \"history.db\" ), symbols = [ \"EURUSD\" , \"GBPUSD\" ], date_from = datetime ( 2024 , 1 , 1 , tzinfo = UTC ), date_to = datetime ( 2024 , 2 , 1 , tzinfo = UTC ), timeframe = \"M1\" , flags = \"ALL\" , with_views = True , ) Timeframes, tick flags, and ISO 8601 date strings are accepted wherever noted in the SDK API. Quick Start \u00b6 # Export account information to CSV mt5cli -o account.csv account-info # Export EURUSD M1 rates to Parquet mt5cli -o rates.parquet rates-from --symbol EURUSD --timeframe M1 \\ --date-from 2024 -01-01 --count 1000 # Export ticks to JSON mt5cli -o ticks.json ticks-from --symbol EURUSD \\ --date-from 2024 -01-01 --count 500 --flags ALL # Export symbols to SQLite3 with custom table name mt5cli -o data.db --table symbols symbols --group \"*USD*\" # Export with connection credentials mt5cli --login 12345 --password mypass --server MyBroker-Demo \\ -o positions.csv positions Commands \u00b6 Rates \u00b6 Command Description rates-from Export rates from a start date rates-from-pos Export rates from a start position rates-range Export rates for a date range Ticks \u00b6 Command Description ticks-from Export ticks from a start date ticks-range Export ticks for a date range Information \u00b6 Command Description account-info Export account information terminal-info Export terminal information version Export MetaTrader 5 version information last-error Export the last error information symbols Export symbol list symbol-info Export symbol details symbol-info-tick Export the last tick for a symbol market-book Export market depth (order book) Trading \u00b6 Command Description orders Export active orders positions Export open positions history-orders Export historical orders history-deals Export historical deals order-check Check funds sufficiency for a trade request order-send Send a trade request to the trade server ( --yes required) Use order-check to validate a request payload before running order-send --yes . Bulk Collection \u00b6 Command Description collect-history Collect rates, ticks, history-orders, and history-deals for one or more symbols into a single SQLite database (optional cash-event/position views) mt5cli -o history.db collect-history \\ --symbol EURUSD --symbol GBPUSD \\ --date-from 2024 -01-01 --date-to 2024 -02-01 \\ --dataset rates --dataset history-deals \\ --timeframe M1 --flags ALL --if-exists append --with-views collect-history options: Option Default Description --symbol/-s required Symbol to collect (repeat for multiple). --date-from required Start date in ISO 8601. --date-to required End date in ISO 8601. --dataset all four Repeatable: rates , ticks , history-orders , history-deals . --timeframe M1 Rates timeframe; recorded in a timeframe column on the rates table. --flags ALL Tick copy flags forwarded to copy_ticks_range . --if-exists fail append , replace , or fail when a target table already exists. --with-views off Add cash_events and positions_reconstructed views (requires the history-deals dataset). History orders and deals are fetched per symbol and concatenated, so the symbol filter is applied consistently across all datasets. The cash_events view is derived from symbol-filtered history_deals , so account-level cash events with empty or non-matching symbols may be excluded. The positions_reconstructed view excludes positions with no closing deal, uses volume-weighted open/close prices, and reports reversal deals ( DEAL_ENTRY_INOUT ) via volume_reversal / reversal_count . See the SQLite History schema diagram for a sample ER layout of the resulting database. Global Options \u00b6 Option Description -o, --output Output file path (required) -f, --format Output format (auto-detected from extension if omitted) --table Table name for SQLite3 output (default: \"data\") --login Trading account login --password Trading account password --server Trading server name --path Path to MetaTrader5 terminal EXE file --timeout Connection timeout in milliseconds --log-level Logging level (DEBUG, INFO, WARNING, ERROR) Requirements \u00b6 Python 3.11+ Windows OS (MetaTrader 5 requirement) MetaTrader 5 platform API Reference \u00b6 Browse the API documentation for detailed module information: CLI Module - CLI application with export commands SDK Module - Programmatic read-only data collection API Utils Module - Constants, parameter types, parsers, and export utilities Development \u00b6 This project follows strict code quality standards: Type hints required (strict mode) Comprehensive linting with Ruff Test coverage tracking Google-style docstrings License \u00b6 MIT License - see LICENSE file for details.","title":"Home"},{"location":"#mt5cli","text":"Command-line tool for MetaTrader 5 data export.","title":"mt5cli"},{"location":"#overview","text":"mt5cli is a CLI application that exports MetaTrader 5 trading data to multiple file formats. It is built on top of pdmt5 , a pandas-based data handler for MetaTrader 5.","title":"Overview"},{"location":"#features","text":"Multi-format export : CSV, JSON, Parquet, and SQLite3 output formats Auto-detection : Format detection from file extensions Comprehensive data access : Rates, ticks, account info, symbols, orders, positions, and trading history Flexible timeframes : Named timeframes (M1, H1, D1, etc.) and numeric values Connection management : Optional credentials, server, and timeout configuration","title":"Features"},{"location":"#installation","text":"pip install mt5cli","title":"Installation"},{"location":"#programmatic-usage-sdk-usage","text":"mt5cli can be used as a small Python SDK for read-only MetaTrader 5 data collection. SDK functions return pandas DataFrames without writing files. Use export_dataframe when you need to persist results. from datetime import UTC , datetime from pathlib import Path from mt5cli import Mt5CliClient , collect_history , copy_rates_range , export_dataframe # One-off fetch with module-level helpers rates = copy_rates_range ( \"EURUSD\" , timeframe = \"H1\" , date_from = \"2024-01-01\" , date_to = \"2024-02-01\" , ) export_dataframe ( rates , Path ( \"rates.csv\" ), \"csv\" ) # Reuse one MT5 connection for multiple calls with Mt5CliClient ( login = 12345 , password = \"secret\" , server = \"Broker-Demo\" ) as client : account = client . account_info () positions = client . positions () # Bulk SQLite collection (same behavior as the collect-history CLI command) collect_history ( Path ( \"history.db\" ), symbols = [ \"EURUSD\" , \"GBPUSD\" ], date_from = datetime ( 2024 , 1 , 1 , tzinfo = UTC ), date_to = datetime ( 2024 , 2 , 1 , tzinfo = UTC ), timeframe = \"M1\" , flags = \"ALL\" , with_views = True , ) Timeframes, tick flags, and ISO 8601 date strings are accepted wherever noted in the SDK API.","title":"Programmatic usage / SDK usage"},{"location":"#quick-start","text":"# Export account information to CSV mt5cli -o account.csv account-info # Export EURUSD M1 rates to Parquet mt5cli -o rates.parquet rates-from --symbol EURUSD --timeframe M1 \\ --date-from 2024 -01-01 --count 1000 # Export ticks to JSON mt5cli -o ticks.json ticks-from --symbol EURUSD \\ --date-from 2024 -01-01 --count 500 --flags ALL # Export symbols to SQLite3 with custom table name mt5cli -o data.db --table symbols symbols --group \"*USD*\" # Export with connection credentials mt5cli --login 12345 --password mypass --server MyBroker-Demo \\ -o positions.csv positions","title":"Quick Start"},{"location":"#commands","text":"","title":"Commands"},{"location":"#rates","text":"Command Description rates-from Export rates from a start date rates-from-pos Export rates from a start position rates-range Export rates for a date range","title":"Rates"},{"location":"#ticks","text":"Command Description ticks-from Export ticks from a start date ticks-range Export ticks for a date range","title":"Ticks"},{"location":"#information","text":"Command Description account-info Export account information terminal-info Export terminal information version Export MetaTrader 5 version information last-error Export the last error information symbols Export symbol list symbol-info Export symbol details symbol-info-tick Export the last tick for a symbol market-book Export market depth (order book)","title":"Information"},{"location":"#trading","text":"Command Description orders Export active orders positions Export open positions history-orders Export historical orders history-deals Export historical deals order-check Check funds sufficiency for a trade request order-send Send a trade request to the trade server ( --yes required) Use order-check to validate a request payload before running order-send --yes .","title":"Trading"},{"location":"#bulk-collection","text":"Command Description collect-history Collect rates, ticks, history-orders, and history-deals for one or more symbols into a single SQLite database (optional cash-event/position views) mt5cli -o history.db collect-history \\ --symbol EURUSD --symbol GBPUSD \\ --date-from 2024 -01-01 --date-to 2024 -02-01 \\ --dataset rates --dataset history-deals \\ --timeframe M1 --flags ALL --if-exists append --with-views collect-history options: Option Default Description --symbol/-s required Symbol to collect (repeat for multiple). --date-from required Start date in ISO 8601. --date-to required End date in ISO 8601. --dataset all four Repeatable: rates , ticks , history-orders , history-deals . --timeframe M1 Rates timeframe; recorded in a timeframe column on the rates table. --flags ALL Tick copy flags forwarded to copy_ticks_range . --if-exists fail append , replace , or fail when a target table already exists. --with-views off Add cash_events and positions_reconstructed views (requires the history-deals dataset). History orders and deals are fetched per symbol and concatenated, so the symbol filter is applied consistently across all datasets. The cash_events view is derived from symbol-filtered history_deals , so account-level cash events with empty or non-matching symbols may be excluded. The positions_reconstructed view excludes positions with no closing deal, uses volume-weighted open/close prices, and reports reversal deals ( DEAL_ENTRY_INOUT ) via volume_reversal / reversal_count . See the SQLite History schema diagram for a sample ER layout of the resulting database.","title":"Bulk Collection"},{"location":"#global-options","text":"Option Description -o, --output Output file path (required) -f, --format Output format (auto-detected from extension if omitted) --table Table name for SQLite3 output (default: \"data\") --login Trading account login --password Trading account password --server Trading server name --path Path to MetaTrader5 terminal EXE file --timeout Connection timeout in milliseconds --log-level Logging level (DEBUG, INFO, WARNING, ERROR)","title":"Global Options"},{"location":"#requirements","text":"Python 3.11+ Windows OS (MetaTrader 5 requirement) MetaTrader 5 platform","title":"Requirements"},{"location":"#api-reference","text":"Browse the API documentation for detailed module information: CLI Module - CLI application with export commands SDK Module - Programmatic read-only data collection API Utils Module - Constants, parameter types, parsers, and export utilities","title":"API Reference"},{"location":"#development","text":"This project follows strict code quality standards: Type hints required (strict mode) Comprehensive linting with Ruff Test coverage tracking Google-style docstrings","title":"Development"},{"location":"#license","text":"MIT License - see LICENSE file for details.","title":"License"},{"location":"api/","text":"API Reference \u00b6 This section contains the complete API documentation for mt5cli. Modules \u00b6 The mt5cli package consists of the following modules: CLI \u00b6 Command-line interface module providing typer-based commands for exporting MetaTrader 5 data to CSV, JSON, Parquet, and SQLite3 formats. Utils \u00b6 Utility module providing constants, enums, Click parameter types, and helper functions for parsing and exporting data. SDK \u00b6 Programmatic SDK for read-only MetaTrader 5 data collection. Returns pandas DataFrames and provides collect_history for SQLite bulk collection. Architecture Overview \u00b6 The package follows a simple architecture built on top of pdmt5: CLI Layer ( cli.py ): Typer application with subcommands that delegate to the SDK and export results. SDK Layer ( sdk.py ): Read-only data access functions, Mt5CliClient , and collect_history orchestration. Utils Layer ( utils.py ): Constants, enums, custom Click parameter types, parsing helpers, and format detection/export utilities. Data Layer (via pdmt5 ): Uses Mt5DataClient and Mt5Config from the pdmt5 package for all MetaTrader 5 data access. Usage Guidelines \u00b6 All modules follow these conventions: Type Safety : All functions include comprehensive type hints Error Handling : User-friendly error messages via typer Documentation : Google-style docstrings with examples Validation : Custom Click parameter types for input validation Quick Start \u00b6 # Export account information to CSV mt5cli -o account.csv account-info # Export EURUSD H1 rates to Parquet mt5cli -o rates.parquet rates-from --symbol EURUSD --timeframe H1 \\ --date-from 2024 -01-01 --count 1000 # Export ticks to JSON mt5cli -o ticks.json ticks-from --symbol EURUSD \\ --date-from 2024 -01-01 --count 500 --flags ALL # Export to SQLite3 with custom table name mt5cli -o data.db --table symbols symbols --group \"*USD*\" Python API \u00b6 from datetime import UTC , datetime from pathlib import Path from mt5cli import ( Mt5CliClient , collect_history , copy_rates_range , detect_format , export_dataframe , ) # Fetch rates programmatically rates = copy_rates_range ( \"EURUSD\" , timeframe = \"H1\" , date_from = \"2024-01-01\" , date_to = \"2024-02-01\" , ) # Detect output format from file extension fmt = detect_format ( Path ( \"output.parquet\" )) # Returns \"parquet\" # Export a DataFrame export_dataframe ( rates , Path ( \"output.csv\" ), \"csv\" ) # Collect history into SQLite collect_history ( Path ( \"history.db\" ), symbols = [ \"EURUSD\" ], date_from = datetime ( 2024 , 1 , 1 , tzinfo = UTC ), date_to = datetime ( 2024 , 2 , 1 , tzinfo = UTC ), ) Examples \u00b6 See individual module pages for detailed usage examples and code samples.","title":"Overview"},{"location":"api/#api-reference","text":"This section contains the complete API documentation for mt5cli.","title":"API Reference"},{"location":"api/#modules","text":"The mt5cli package consists of the following modules:","title":"Modules"},{"location":"api/#cli","text":"Command-line interface module providing typer-based commands for exporting MetaTrader 5 data to CSV, JSON, Parquet, and SQLite3 formats.","title":"CLI"},{"location":"api/#utils","text":"Utility module providing constants, enums, Click parameter types, and helper functions for parsing and exporting data.","title":"Utils"},{"location":"api/#sdk","text":"Programmatic SDK for read-only MetaTrader 5 data collection. Returns pandas DataFrames and provides collect_history for SQLite bulk collection.","title":"SDK"},{"location":"api/#architecture-overview","text":"The package follows a simple architecture built on top of pdmt5: CLI Layer ( cli.py ): Typer application with subcommands that delegate to the SDK and export results. SDK Layer ( sdk.py ): Read-only data access functions, Mt5CliClient , and collect_history orchestration. Utils Layer ( utils.py ): Constants, enums, custom Click parameter types, parsing helpers, and format detection/export utilities. Data Layer (via pdmt5 ): Uses Mt5DataClient and Mt5Config from the pdmt5 package for all MetaTrader 5 data access.","title":"Architecture Overview"},{"location":"api/#usage-guidelines","text":"All modules follow these conventions: Type Safety : All functions include comprehensive type hints Error Handling : User-friendly error messages via typer Documentation : Google-style docstrings with examples Validation : Custom Click parameter types for input validation","title":"Usage Guidelines"},{"location":"api/#quick-start","text":"# Export account information to CSV mt5cli -o account.csv account-info # Export EURUSD H1 rates to Parquet mt5cli -o rates.parquet rates-from --symbol EURUSD --timeframe H1 \\ --date-from 2024 -01-01 --count 1000 # Export ticks to JSON mt5cli -o ticks.json ticks-from --symbol EURUSD \\ --date-from 2024 -01-01 --count 500 --flags ALL # Export to SQLite3 with custom table name mt5cli -o data.db --table symbols symbols --group \"*USD*\"","title":"Quick Start"},{"location":"api/#python-api","text":"from datetime import UTC , datetime from pathlib import Path from mt5cli import ( Mt5CliClient , collect_history , copy_rates_range , detect_format , export_dataframe , ) # Fetch rates programmatically rates = copy_rates_range ( \"EURUSD\" , timeframe = \"H1\" , date_from = \"2024-01-01\" , date_to = \"2024-02-01\" , ) # Detect output format from file extension fmt = detect_format ( Path ( \"output.parquet\" )) # Returns \"parquet\" # Export a DataFrame export_dataframe ( rates , Path ( \"output.csv\" ), \"csv\" ) # Collect history into SQLite collect_history ( Path ( \"history.db\" ), symbols = [ \"EURUSD\" ], date_from = datetime ( 2024 , 1 , 1 , tzinfo = UTC ), date_to = datetime ( 2024 , 2 , 1 , tzinfo = UTC ), )","title":"Python API"},{"location":"api/#examples","text":"See individual module pages for detailed usage examples and code samples.","title":"Examples"},{"location":"api/cli/","text":"CLI Module \u00b6 mt5cli.cli \u00b6 Command-line interface for MetaTrader 5 data export. app module-attribute \u00b6 app = Typer ( name = \"mt5cli\" , help = \"Export MetaTrader5 data to CSV, JSON, Parquet, or SQLite3.\" , ) logger module-attribute \u00b6 logger = getLogger ( __name__ ) account_info \u00b6 account_info ( ctx : Context ) -> None Export account information. Source code in mt5cli/cli.py 303 304 305 306 @app . command () def account_info ( ctx : typer . Context ) -> None : \"\"\"Export account information.\"\"\" _execute_export ( ctx , _sdk_client ( ctx ) . account_info ) collect_history \u00b6 collect_history ( ctx : Context , symbol : Annotated [ list [ str ], Option ( \"--symbol\" , \"-s\" , help = \"Symbol to collect (repeat for multiple symbols).\" , ), ], date_from : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"Start date.\" ), ], date_to : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"End date.\" ), ], dataset : Annotated [ list [ Dataset ] | None , Option ( \"--dataset\" , help = \"Dataset to include (repeat for multiple). Defaults to all: rates, ticks, history-orders, history-deals.\" , ), ] = None , timeframe : Annotated [ int , Option ( click_type = TIMEFRAME_TYPE , help = \"Rates timeframe (e.g., M1, H1, D1).\" , ), ] = 1 , flags : Annotated [ int , Option ( click_type = TICK_FLAGS_TYPE , help = \"Tick copy flags (ALL, INFO, TRADE, or integer).\" , ), ] = 1 , if_exists : Annotated [ IfExists , Option ( \"--if-exists\" , help = \"Behavior when a target table already exists.\" , ), ] = FAIL , with_views : Annotated [ bool , 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: Type Description BadParameter If the output format is not SQLite3. Source code in mt5cli/cli.py 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 @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).\" , ), ] = 1 , 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 , ) history_deals \u00b6 history_deals ( ctx : Context , date_from : Annotated [ datetime | None , Option ( click_type = DATETIME_TYPE , help = \"Start date.\" ), ] = None , date_to : Annotated [ datetime | None , Option ( click_type = DATETIME_TYPE , help = \"End date.\" ), ] = None , group : Annotated [ str | None , Option ( help = \"Group filter.\" ) ] = None , symbol : Annotated [ str | None , Option ( help = \"Symbol filter.\" ) ] = None , ticket : Annotated [ int | None , Option ( help = \"Order ticket.\" ) ] = None , position : Annotated [ int | None , Option ( help = \"Position ticket.\" ) ] = None , ) -> None Export historical deals. Source code in mt5cli/cli.py 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 @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 , ), ) history_orders \u00b6 history_orders ( ctx : Context , date_from : Annotated [ datetime | None , Option ( click_type = DATETIME_TYPE , help = \"Start date.\" ), ] = None , date_to : Annotated [ datetime | None , Option ( click_type = DATETIME_TYPE , help = \"End date.\" ), ] = None , group : Annotated [ str | None , Option ( help = \"Group filter.\" ) ] = None , symbol : Annotated [ str | None , Option ( help = \"Symbol filter.\" ) ] = None , ticket : Annotated [ int | None , Option ( help = \"Order ticket.\" ) ] = None , position : Annotated [ int | None , Option ( help = \"Position ticket.\" ) ] = None , ) -> None Export historical orders. Source code in mt5cli/cli.py 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 @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 , ), ) last_error \u00b6 last_error ( ctx : Context ) -> None Export the last error information. Source code in mt5cli/cli.py 436 437 438 439 @app . command () def last_error ( ctx : typer . Context ) -> None : \"\"\"Export the last error information.\"\"\" _execute_export ( ctx , _sdk_client ( ctx ) . last_error ) main \u00b6 main () -> None Run the mt5cli CLI. Source code in mt5cli/cli.py 610 611 612 def main () -> None : \"\"\"Run the mt5cli CLI.\"\"\" app () market_book \u00b6 market_book ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], ) -> None Export market depth (order book) for a symbol. Source code in mt5cli/cli.py 452 453 454 455 456 457 458 459 @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 )) order_check \u00b6 order_check ( ctx : Context , request : Annotated [ dict [ str , Any ], Option ( click_type = REQUEST_TYPE , help = _REQUEST_OPTION_HELP , ), ], ) -> None Check funds sufficiency for a trading operation. Source code in mt5cli/cli.py 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 @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 ) order_send \u00b6 order_send ( ctx : Context , request : Annotated [ dict [ str , Any ], Option ( click_type = REQUEST_TYPE , help = _REQUEST_OPTION_HELP , ), ], yes : Annotated [ bool , Option ( \"--yes\" , help = \"Confirm the live trade request.\" ), ] = False , ) -> None Send a trading operation request to the trade server. Raises: Type Description BadParameter If --yes is not provided. Source code in mt5cli/cli.py 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 @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 ) orders \u00b6 orders ( ctx : Context , symbol : Annotated [ str | None , Option ( help = \"Symbol filter.\" ) ] = None , group : Annotated [ str | None , Option ( help = \"Group filter.\" ) ] = None , ticket : Annotated [ int | None , Option ( help = \"Ticket filter.\" ) ] = None , ) -> None Export active orders. Source code in mt5cli/cli.py 338 339 340 341 342 343 344 345 346 347 348 349 350 @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 ), ) positions \u00b6 positions ( ctx : Context , symbol : Annotated [ str | None , Option ( help = \"Symbol filter.\" ) ] = None , group : Annotated [ str | None , Option ( help = \"Group filter.\" ) ] = None , ticket : Annotated [ int | None , Option ( help = \"Ticket filter.\" ) ] = None , ) -> None Export open positions. Source code in mt5cli/cli.py 353 354 355 356 357 358 359 360 361 362 363 364 365 @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 ), ) rates_from \u00b6 rates_from ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], timeframe : Annotated [ int , Option ( click_type = TIMEFRAME_TYPE , help = \"Timeframe (e.g., M1, H1, D1, or integer).\" , ), ], date_from : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"Start date in ISO 8601 format.\" , ), ], count : Annotated [ int , Option ( help = \"Number of records.\" ) ], ) -> None Export rates from a start date. Source code in mt5cli/cli.py 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 @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 ), ) rates_from_pos \u00b6 rates_from_pos ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], timeframe : Annotated [ int , Option ( click_type = TIMEFRAME_TYPE , help = \"Timeframe.\" ), ], start_pos : Annotated [ int , Option ( help = \"Start position (0 = current bar).\" ), ], count : Annotated [ int , Option ( help = \"Number of records.\" ) ], ) -> None Export rates from a start position. Source code in mt5cli/cli.py 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 @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 ), ) rates_range \u00b6 rates_range ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], timeframe : Annotated [ int , Option ( click_type = TIMEFRAME_TYPE , help = \"Timeframe.\" ), ], date_from : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"Start date.\" ), ], date_to : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"End date.\" ), ], ) -> None Export rates for a date range. Source code in mt5cli/cli.py 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 @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 ), ) symbol_info \u00b6 symbol_info ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], ) -> None Export symbol details. Source code in mt5cli/cli.py 328 329 330 331 332 333 334 335 @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 )) symbol_info_tick \u00b6 symbol_info_tick ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], ) -> None Export the last tick for a symbol. Source code in mt5cli/cli.py 442 443 444 445 446 447 448 449 @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 )) symbols \u00b6 symbols ( ctx : Context , group : Annotated [ str | None , Option ( help = \"Symbol group filter (e.g., *USD*).\" ), ] = None , ) -> None Export symbol list. Source code in mt5cli/cli.py 315 316 317 318 319 320 321 322 323 324 325 @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 )) terminal_info \u00b6 terminal_info ( ctx : Context ) -> None Export terminal information. Source code in mt5cli/cli.py 309 310 311 312 @app . command () def terminal_info ( ctx : typer . Context ) -> None : \"\"\"Export terminal information.\"\"\" _execute_export ( ctx , _sdk_client ( ctx ) . terminal_info ) ticks_from \u00b6 ticks_from ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], date_from : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"Start date.\" ), ], count : Annotated [ int , Option ( help = \"Number of ticks.\" )], flags : Annotated [ int , Option ( click_type = TICK_FLAGS_TYPE , help = \"Tick flags (ALL, INFO, TRADE, or integer).\" , ), ], ) -> None Export ticks from a start date. Source code in mt5cli/cli.py 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 @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 ), ) ticks_range \u00b6 ticks_range ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], date_from : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"Start date.\" ), ], date_to : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"End date.\" ), ], flags : Annotated [ int , Option ( click_type = TICK_FLAGS_TYPE , help = \"Tick flags.\" ), ], ) -> None Export ticks for a date range. Source code in mt5cli/cli.py 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 @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 ), ) version \u00b6 version ( ctx : Context ) -> None Export MetaTrader5 version information. Source code in mt5cli/cli.py 430 431 432 433 @app . command () def version ( ctx : typer . Context ) -> None : \"\"\"Export MetaTrader5 version information.\"\"\" _execute_export ( ctx , _sdk_client ( ctx ) . version )","title":"CLI"},{"location":"api/cli/#cli-module","text":"","title":"CLI Module"},{"location":"api/cli/#mt5cli.cli","text":"Command-line interface for MetaTrader 5 data export.","title":"cli"},{"location":"api/cli/#mt5cli.cli.app","text":"app = Typer ( name = \"mt5cli\" , help = \"Export MetaTrader5 data to CSV, JSON, Parquet, or SQLite3.\" , )","title":"app"},{"location":"api/cli/#mt5cli.cli.logger","text":"logger = getLogger ( __name__ )","title":"logger"},{"location":"api/cli/#mt5cli.cli.account_info","text":"account_info ( ctx : Context ) -> None Export account information. Source code in mt5cli/cli.py 303 304 305 306 @app . command () def account_info ( ctx : typer . Context ) -> None : \"\"\"Export account information.\"\"\" _execute_export ( ctx , _sdk_client ( ctx ) . account_info )","title":"account_info"},{"location":"api/cli/#mt5cli.cli.collect_history","text":"collect_history ( ctx : Context , symbol : Annotated [ list [ str ], Option ( \"--symbol\" , \"-s\" , help = \"Symbol to collect (repeat for multiple symbols).\" , ), ], date_from : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"Start date.\" ), ], date_to : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"End date.\" ), ], dataset : Annotated [ list [ Dataset ] | None , Option ( \"--dataset\" , help = \"Dataset to include (repeat for multiple). Defaults to all: rates, ticks, history-orders, history-deals.\" , ), ] = None , timeframe : Annotated [ int , Option ( click_type = TIMEFRAME_TYPE , help = \"Rates timeframe (e.g., M1, H1, D1).\" , ), ] = 1 , flags : Annotated [ int , Option ( click_type = TICK_FLAGS_TYPE , help = \"Tick copy flags (ALL, INFO, TRADE, or integer).\" , ), ] = 1 , if_exists : Annotated [ IfExists , Option ( \"--if-exists\" , help = \"Behavior when a target table already exists.\" , ), ] = FAIL , with_views : Annotated [ bool , 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: Type Description BadParameter If the output format is not SQLite3. Source code in mt5cli/cli.py 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 @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).\" , ), ] = 1 , 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 , )","title":"collect_history"},{"location":"api/cli/#mt5cli.cli.history_deals","text":"history_deals ( ctx : Context , date_from : Annotated [ datetime | None , Option ( click_type = DATETIME_TYPE , help = \"Start date.\" ), ] = None , date_to : Annotated [ datetime | None , Option ( click_type = DATETIME_TYPE , help = \"End date.\" ), ] = None , group : Annotated [ str | None , Option ( help = \"Group filter.\" ) ] = None , symbol : Annotated [ str | None , Option ( help = \"Symbol filter.\" ) ] = None , ticket : Annotated [ int | None , Option ( help = \"Order ticket.\" ) ] = None , position : Annotated [ int | None , Option ( help = \"Position ticket.\" ) ] = None , ) -> None Export historical deals. Source code in mt5cli/cli.py 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 @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 , ), )","title":"history_deals"},{"location":"api/cli/#mt5cli.cli.history_orders","text":"history_orders ( ctx : Context , date_from : Annotated [ datetime | None , Option ( click_type = DATETIME_TYPE , help = \"Start date.\" ), ] = None , date_to : Annotated [ datetime | None , Option ( click_type = DATETIME_TYPE , help = \"End date.\" ), ] = None , group : Annotated [ str | None , Option ( help = \"Group filter.\" ) ] = None , symbol : Annotated [ str | None , Option ( help = \"Symbol filter.\" ) ] = None , ticket : Annotated [ int | None , Option ( help = \"Order ticket.\" ) ] = None , position : Annotated [ int | None , Option ( help = \"Position ticket.\" ) ] = None , ) -> None Export historical orders. Source code in mt5cli/cli.py 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 @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 , ), )","title":"history_orders"},{"location":"api/cli/#mt5cli.cli.last_error","text":"last_error ( ctx : Context ) -> None Export the last error information. Source code in mt5cli/cli.py 436 437 438 439 @app . command () def last_error ( ctx : typer . Context ) -> None : \"\"\"Export the last error information.\"\"\" _execute_export ( ctx , _sdk_client ( ctx ) . last_error )","title":"last_error"},{"location":"api/cli/#mt5cli.cli.main","text":"main () -> None Run the mt5cli CLI. Source code in mt5cli/cli.py 610 611 612 def main () -> None : \"\"\"Run the mt5cli CLI.\"\"\" app ()","title":"main"},{"location":"api/cli/#mt5cli.cli.market_book","text":"market_book ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], ) -> None Export market depth (order book) for a symbol. Source code in mt5cli/cli.py 452 453 454 455 456 457 458 459 @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 ))","title":"market_book"},{"location":"api/cli/#mt5cli.cli.order_check","text":"order_check ( ctx : Context , request : Annotated [ dict [ str , Any ], Option ( click_type = REQUEST_TYPE , help = _REQUEST_OPTION_HELP , ), ], ) -> None Check funds sufficiency for a trading operation. Source code in mt5cli/cli.py 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 @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 )","title":"order_check"},{"location":"api/cli/#mt5cli.cli.order_send","text":"order_send ( ctx : Context , request : Annotated [ dict [ str , Any ], Option ( click_type = REQUEST_TYPE , help = _REQUEST_OPTION_HELP , ), ], yes : Annotated [ bool , Option ( \"--yes\" , help = \"Confirm the live trade request.\" ), ] = False , ) -> None Send a trading operation request to the trade server. Raises: Type Description BadParameter If --yes is not provided. Source code in mt5cli/cli.py 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 @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 )","title":"order_send"},{"location":"api/cli/#mt5cli.cli.orders","text":"orders ( ctx : Context , symbol : Annotated [ str | None , Option ( help = \"Symbol filter.\" ) ] = None , group : Annotated [ str | None , Option ( help = \"Group filter.\" ) ] = None , ticket : Annotated [ int | None , Option ( help = \"Ticket filter.\" ) ] = None , ) -> None Export active orders. Source code in mt5cli/cli.py 338 339 340 341 342 343 344 345 346 347 348 349 350 @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 ), )","title":"orders"},{"location":"api/cli/#mt5cli.cli.positions","text":"positions ( ctx : Context , symbol : Annotated [ str | None , Option ( help = \"Symbol filter.\" ) ] = None , group : Annotated [ str | None , Option ( help = \"Group filter.\" ) ] = None , ticket : Annotated [ int | None , Option ( help = \"Ticket filter.\" ) ] = None , ) -> None Export open positions. Source code in mt5cli/cli.py 353 354 355 356 357 358 359 360 361 362 363 364 365 @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 ), )","title":"positions"},{"location":"api/cli/#mt5cli.cli.rates_from","text":"rates_from ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], timeframe : Annotated [ int , Option ( click_type = TIMEFRAME_TYPE , help = \"Timeframe (e.g., M1, H1, D1, or integer).\" , ), ], date_from : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"Start date in ISO 8601 format.\" , ), ], count : Annotated [ int , Option ( help = \"Number of records.\" ) ], ) -> None Export rates from a start date. Source code in mt5cli/cli.py 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 @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 ), )","title":"rates_from"},{"location":"api/cli/#mt5cli.cli.rates_from_pos","text":"rates_from_pos ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], timeframe : Annotated [ int , Option ( click_type = TIMEFRAME_TYPE , help = \"Timeframe.\" ), ], start_pos : Annotated [ int , Option ( help = \"Start position (0 = current bar).\" ), ], count : Annotated [ int , Option ( help = \"Number of records.\" ) ], ) -> None Export rates from a start position. Source code in mt5cli/cli.py 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 @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 ), )","title":"rates_from_pos"},{"location":"api/cli/#mt5cli.cli.rates_range","text":"rates_range ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], timeframe : Annotated [ int , Option ( click_type = TIMEFRAME_TYPE , help = \"Timeframe.\" ), ], date_from : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"Start date.\" ), ], date_to : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"End date.\" ), ], ) -> None Export rates for a date range. Source code in mt5cli/cli.py 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 @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 ), )","title":"rates_range"},{"location":"api/cli/#mt5cli.cli.symbol_info","text":"symbol_info ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], ) -> None Export symbol details. Source code in mt5cli/cli.py 328 329 330 331 332 333 334 335 @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 ))","title":"symbol_info"},{"location":"api/cli/#mt5cli.cli.symbol_info_tick","text":"symbol_info_tick ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], ) -> None Export the last tick for a symbol. Source code in mt5cli/cli.py 442 443 444 445 446 447 448 449 @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 ))","title":"symbol_info_tick"},{"location":"api/cli/#mt5cli.cli.symbols","text":"symbols ( ctx : Context , group : Annotated [ str | None , Option ( help = \"Symbol group filter (e.g., *USD*).\" ), ] = None , ) -> None Export symbol list. Source code in mt5cli/cli.py 315 316 317 318 319 320 321 322 323 324 325 @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 ))","title":"symbols"},{"location":"api/cli/#mt5cli.cli.terminal_info","text":"terminal_info ( ctx : Context ) -> None Export terminal information. Source code in mt5cli/cli.py 309 310 311 312 @app . command () def terminal_info ( ctx : typer . Context ) -> None : \"\"\"Export terminal information.\"\"\" _execute_export ( ctx , _sdk_client ( ctx ) . terminal_info )","title":"terminal_info"},{"location":"api/cli/#mt5cli.cli.ticks_from","text":"ticks_from ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], date_from : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"Start date.\" ), ], count : Annotated [ int , Option ( help = \"Number of ticks.\" )], flags : Annotated [ int , Option ( click_type = TICK_FLAGS_TYPE , help = \"Tick flags (ALL, INFO, TRADE, or integer).\" , ), ], ) -> None Export ticks from a start date. Source code in mt5cli/cli.py 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 @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 ), )","title":"ticks_from"},{"location":"api/cli/#mt5cli.cli.ticks_range","text":"ticks_range ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], date_from : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"Start date.\" ), ], date_to : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"End date.\" ), ], flags : Annotated [ int , Option ( click_type = TICK_FLAGS_TYPE , help = \"Tick flags.\" ), ], ) -> None Export ticks for a date range. Source code in mt5cli/cli.py 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 @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 ), )","title":"ticks_range"},{"location":"api/cli/#mt5cli.cli.version","text":"version ( ctx : Context ) -> None Export MetaTrader5 version information. Source code in mt5cli/cli.py 430 431 432 433 @app . command () def version ( ctx : typer . Context ) -> None : \"\"\"Export MetaTrader5 version information.\"\"\" _execute_export ( ctx , _sdk_client ( ctx ) . version )","title":"version"},{"location":"api/sdk/","text":"SDK Module \u00b6 mt5cli.sdk \u00b6 Programmatic SDK for MetaTrader 5 data collection. T module-attribute \u00b6 T = TypeVar ( 'T' ) __all__ module-attribute \u00b6 __all__ = [ \"Mt5CliClient\" , \"account_info\" , \"build_config\" , \"collect_history\" , \"copy_rates_from\" , \"copy_rates_from_pos\" , \"copy_rates_range\" , \"copy_ticks_from\" , \"copy_ticks_range\" , \"history_deals\" , \"history_orders\" , \"last_error\" , \"market_book\" , \"orders\" , \"positions\" , \"symbol_info\" , \"symbol_info_tick\" , \"symbols\" , \"terminal_info\" , \"update_history\" , \"update_history_with_config\" , \"version\" , ] logger module-attribute \u00b6 logger = getLogger ( __name__ ) Mt5CliClient \u00b6 Mt5CliClient ( * , path : str | None = None , login : int | None = None , password : str | None = None , server : str | None = None , timeout : int | None = None , config : Mt5Config | None = None , ) Programmatic client for read-only MetaTrader 5 data access. Initialize the SDK client. Parameters: Name Type Description Default path str | None Path to MetaTrader5 terminal EXE file. None login int | None Trading account login. None password str | None Trading account password. None server str | None Trading server name. None timeout int | None Connection timeout in milliseconds. None config Mt5Config | None Optional pre-built Mt5Config (overrides other args). None Source code in mt5cli/sdk.py 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 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 , ) -> 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). \"\"\" self . _config = config or build_config ( path = path , login = login , password = password , server = server , timeout = timeout , ) self . _client : Mt5DataClient | None = None config property \u00b6 config : Mt5Config Return the underlying MT5 configuration. __enter__ \u00b6 __enter__ () -> Self Open a persistent MT5 connection for multiple calls. Returns: Type Description Self This client instance. Source code in mt5cli/sdk.py 186 187 188 189 190 191 192 193 194 195 196 197 198 199 def __enter__ ( self ) -> Self : \"\"\"Open a persistent MT5 connection for multiple calls. Returns: This client instance. \"\"\" client = Mt5DataClient ( config = self . _config ) try : client . initialize_and_login_mt5 () except Exception : client . shutdown () raise self . _client = client return self __exit__ \u00b6 __exit__ ( exc_type : type [ BaseException ] | None , exc : BaseException | None , tb : object , ) -> None Shut down the persistent MT5 connection. Source code in mt5cli/sdk.py 201 202 203 204 205 206 207 208 209 210 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 : self . _client . shutdown () self . _client = None account_info \u00b6 account_info () -> DataFrame Return account information. Source code in mt5cli/sdk.py 313 314 315 def account_info ( self ) -> pd . DataFrame : \"\"\"Return account information.\"\"\" return self . _fetch ( lambda c : c . account_info_as_df ()) copy_rates_from \u00b6 copy_rates_from ( symbol : str , timeframe : int | str , date_from : datetime | str , count : int , ) -> DataFrame Return rates starting from a date. Source code in mt5cli/sdk.py 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 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 , ), ) copy_rates_from_pos \u00b6 copy_rates_from_pos ( symbol : str , timeframe : int | str , start_pos : int , count : int , ) -> DataFrame Return rates starting from a bar position. Source code in mt5cli/sdk.py 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 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 , ), ) copy_rates_range \u00b6 copy_rates_range ( symbol : str , timeframe : int | str , date_from : datetime | str , date_to : datetime | str , ) -> DataFrame Return rates for a date range. Source code in mt5cli/sdk.py 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 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 , ), ) copy_ticks_from \u00b6 copy_ticks_from ( symbol : str , date_from : datetime | str , count : int , flags : int | str , ) -> DataFrame Return ticks starting from a date. Source code in mt5cli/sdk.py 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 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 , ), ) copy_ticks_range \u00b6 copy_ticks_range ( symbol : str , date_from : datetime | str , date_to : datetime | str , flags : int | str , ) -> DataFrame Return ticks for a date range. Source code in mt5cli/sdk.py 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 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 , ), ) history_deals \u00b6 history_deals ( 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 , ) -> DataFrame Return historical deals. Source code in mt5cli/sdk.py 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 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 , ), ) history_orders \u00b6 history_orders ( 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 , ) -> DataFrame Return historical orders. Source code in mt5cli/sdk.py 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 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 , ), ) last_error \u00b6 last_error () -> DataFrame Return the last error information. Source code in mt5cli/sdk.py 409 410 411 def last_error ( self ) -> pd . DataFrame : \"\"\"Return the last error information.\"\"\" return self . _fetch ( lambda c : c . last_error_as_df ()) market_book \u00b6 market_book ( symbol : str ) -> DataFrame Return market depth for a symbol. Source code in mt5cli/sdk.py 417 418 419 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 )) orders \u00b6 orders ( symbol : str | None = None , group : str | None = None , ticket : int | None = None , ) -> DataFrame Return active orders. Source code in mt5cli/sdk.py 329 330 331 332 333 334 335 336 337 338 339 340 341 342 def orders ( self , symbol : str | None = None , group : str | None = None , ticket : int | None = None , ) -> pd . DataFrame : \"\"\"Return active orders.\"\"\" return self . _fetch ( lambda c : c . orders_get_as_df ( symbol = symbol , group = group , ticket = ticket , ), ) positions \u00b6 positions ( symbol : str | None = None , group : str | None = None , ticket : int | None = None , ) -> DataFrame Return open positions. Source code in mt5cli/sdk.py 344 345 346 347 348 349 350 351 352 353 354 355 356 357 def positions ( self , symbol : str | None = None , group : str | None = None , ticket : int | None = None , ) -> pd . DataFrame : \"\"\"Return open positions.\"\"\" return self . _fetch ( lambda c : c . positions_get_as_df ( symbol = symbol , group = group , ticket = ticket , ), ) symbol_info \u00b6 symbol_info ( symbol : str ) -> DataFrame Return details for one symbol. Source code in mt5cli/sdk.py 325 326 327 def symbol_info ( self , symbol : str ) -> pd . DataFrame : \"\"\"Return details for one symbol.\"\"\" return self . _fetch ( lambda c : c . symbol_info_as_df ( symbol = symbol )) symbol_info_tick \u00b6 symbol_info_tick ( symbol : str ) -> DataFrame Return the last tick for a symbol. Source code in mt5cli/sdk.py 413 414 415 def symbol_info_tick ( self , symbol : str ) -> pd . DataFrame : \"\"\"Return the last tick for a symbol.\"\"\" return self . _fetch ( lambda c : c . symbol_info_tick_as_df ( symbol = symbol )) symbols \u00b6 symbols ( group : str | None = None ) -> DataFrame Return the symbol list. Source code in mt5cli/sdk.py 321 322 323 def symbols ( self , group : str | None = None ) -> pd . DataFrame : \"\"\"Return the symbol list.\"\"\" return self . _fetch ( lambda c : c . symbols_get_as_df ( group = group )) terminal_info \u00b6 terminal_info () -> DataFrame Return terminal information. Source code in mt5cli/sdk.py 317 318 319 def terminal_info ( self ) -> pd . DataFrame : \"\"\"Return terminal information.\"\"\" return self . _fetch ( lambda c : c . terminal_info_as_df ()) version \u00b6 version () -> DataFrame Return MetaTrader5 version information. Source code in mt5cli/sdk.py 405 406 407 def version ( self ) -> pd . DataFrame : \"\"\"Return MetaTrader5 version information.\"\"\" return self . _fetch ( lambda c : c . version_as_df ()) account_info \u00b6 account_info ( * , config : Mt5Config | None = None ) -> DataFrame Return account information. Source code in mt5cli/sdk.py 792 793 794 def account_info ( * , config : Mt5Config | None = None ) -> pd . DataFrame : \"\"\"Return account information.\"\"\" return _make_client ( config = config ) . account_info () build_config \u00b6 build_config ( * , path : str | None = None , login : int | None = None , password : str | None = None , server : str | None = None , timeout : int | None = None , ) -> Mt5Config Build an Mt5Config from optional connection parameters. Returns: Type Description Mt5Config Configured Mt5Config instance. Source code in mt5cli/sdk.py 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 def build_config ( * , path : str | None = None , login : int | None = None , password : str | None = None , server : str | None = None , timeout : int | None = None , ) -> Mt5Config : \"\"\"Build an ``Mt5Config`` from optional connection parameters. Returns: Configured ``Mt5Config`` instance. \"\"\" return Mt5Config ( path = path , login = login , password = password , server = server , timeout = timeout , ) collect_history \u00b6 collect_history ( output : Path , symbols : list [ str ], date_from : datetime | str , date_to : datetime | str , * , datasets : set [ Dataset ] | None = None , timeframe : int | str = 1 , flags : int | str = 1 , if_exists : IfExists = FAIL , with_views : bool = False , config : Mt5Config | None = None , ) -> None Collect historical datasets into a single SQLite database. Parameters: Name Type Description Default output Path SQLite database path. required symbols list [ str ] Symbols to collect. required date_from datetime | str Start date. required date_to datetime | str End date. required datasets set [ Dataset ] | None Datasets to include (defaults to all). None timeframe int | str Rates timeframe as integer or name (e.g. M1 ). 1 flags int | str Tick copy flags as integer or name (e.g. ALL ). 1 if_exists IfExists Behavior when a target table already exists. FAIL with_views bool Create cash_events and positions_reconstructed views. False config Mt5Config | None MT5 connection configuration. None Source code in mt5cli/sdk.py 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 def collect_history ( output : Path , symbols : list [ str ], date_from : datetime | str , date_to : datetime | str , * , datasets : set [ Dataset ] | None = None , timeframe : int | str = 1 , flags : int | str = 1 , if_exists : IfExists = IfExists . FAIL , with_views : bool = False , config : Mt5Config | None = None , ) -> None : \"\"\"Collect historical datasets into a single SQLite database. Args: output: SQLite database path. symbols: Symbols to collect. date_from: Start date. date_to: End date. datasets: Datasets to include (defaults to all). timeframe: Rates timeframe as integer or name (e.g. ``M1``). flags: Tick copy flags as integer or name (e.g. ``ALL``). if_exists: Behavior when a target table already exists. with_views: Create ``cash_events`` and ``positions_reconstructed`` views. config: MT5 connection configuration. \"\"\" start = _require_datetime ( date_from ) end = _require_datetime ( date_to ) selected = datasets if datasets is not None else set ( Dataset ) tf = _coerce_timeframe ( timeframe ) tick_flags = _coerce_tick_flags ( flags ) mt5_config = config or build_config () with _connected_client ( mt5_config ) as client , sqlite3 . connect ( output ) as conn : conn . execute ( \"PRAGMA journal_mode=WAL\" ) conn . execute ( \"PRAGMA synchronous=NORMAL\" ) written_tables , written_columns = write_collected_datasets ( conn , client , symbols , selected , tf , tick_flags , start , end , if_exists , ) create_history_indexes ( conn , written_columns ) if with_views and Dataset . history_deals in written_tables : create_cash_events_view ( conn , written_columns [ Dataset . history_deals ]) create_positions_reconstructed_view ( conn , written_columns [ Dataset . history_deals ], ) elif with_views : logger . warning ( \"--with-views ignored: history_deals table was not written\" , ) logger . info ( \"Collected %s for %d symbol(s) into %s \" , \", \" . join ( sorted ( ds . value for ds in selected )), len ( symbols ), output , ) copy_rates_from \u00b6 copy_rates_from ( symbol : str , timeframe : int | str , date_from : datetime | str , count : int , * , config : Mt5Config | None = None , ) -> DataFrame Return rates starting from a date. Source code in mt5cli/sdk.py 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 def copy_rates_from ( symbol : str , timeframe : int | str , date_from : datetime | str , count : int , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return rates starting from a date.\"\"\" return _make_client ( config = config ) . copy_rates_from ( symbol , timeframe , date_from , count , ) copy_rates_from_pos \u00b6 copy_rates_from_pos ( symbol : str , timeframe : int | str , start_pos : int , count : int , * , config : Mt5Config | None = None , ) -> DataFrame Return rates starting from a bar position. Source code in mt5cli/sdk.py 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 def copy_rates_from_pos ( symbol : str , timeframe : int | str , start_pos : int , count : int , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return rates starting from a bar position.\"\"\" return _make_client ( config = config ) . copy_rates_from_pos ( symbol , timeframe , start_pos , count , ) copy_rates_range \u00b6 copy_rates_range ( symbol : str , timeframe : int | str , date_from : datetime | str , date_to : datetime | str , * , config : Mt5Config | None = None , ) -> DataFrame Return rates for a date range. Source code in mt5cli/sdk.py 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 def copy_rates_range ( symbol : str , timeframe : int | str , date_from : datetime | str , date_to : datetime | str , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return rates for a date range.\"\"\" return _make_client ( config = config ) . copy_rates_range ( symbol , timeframe , date_from , date_to , ) copy_ticks_from \u00b6 copy_ticks_from ( symbol : str , date_from : datetime | str , count : int , flags : int | str , * , config : Mt5Config | None = None , ) -> DataFrame Return ticks starting from a date. Source code in mt5cli/sdk.py 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 def copy_ticks_from ( symbol : str , date_from : datetime | str , count : int , flags : int | str , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return ticks starting from a date.\"\"\" return _make_client ( config = config ) . copy_ticks_from ( symbol , date_from , count , flags , ) copy_ticks_range \u00b6 copy_ticks_range ( symbol : str , date_from : datetime | str , date_to : datetime | str , flags : int | str , * , config : Mt5Config | None = None , ) -> DataFrame Return ticks for a date range. Source code in mt5cli/sdk.py 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 def copy_ticks_range ( symbol : str , date_from : datetime | str , date_to : datetime | str , flags : int | str , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return ticks for a date range.\"\"\" return _make_client ( config = config ) . copy_ticks_range ( symbol , date_from , date_to , flags , ) history_deals \u00b6 history_deals ( 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 , * , config : Mt5Config | None = None , ) -> DataFrame Return historical deals. Source code in mt5cli/sdk.py 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 def history_deals ( 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 , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return historical deals.\"\"\" return _make_client ( config = config ) . history_deals ( date_from = date_from , date_to = date_to , group = group , symbol = symbol , ticket = ticket , position = position , ) history_orders \u00b6 history_orders ( 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 , * , config : Mt5Config | None = None , ) -> DataFrame Return historical orders. Source code in mt5cli/sdk.py 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 def history_orders ( 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 , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return historical orders.\"\"\" return _make_client ( config = config ) . history_orders ( date_from = date_from , date_to = date_to , group = group , symbol = symbol , ticket = ticket , position = position , ) last_error \u00b6 last_error ( * , config : Mt5Config | None = None ) -> DataFrame Return the last error information. Source code in mt5cli/sdk.py 897 898 899 def last_error ( * , config : Mt5Config | None = None ) -> pd . DataFrame : \"\"\"Return the last error information.\"\"\" return _make_client ( config = config ) . last_error () market_book \u00b6 market_book ( symbol : str , * , config : Mt5Config | None = None ) -> DataFrame Return market depth for a symbol. Source code in mt5cli/sdk.py 911 912 913 914 915 916 917 def market_book ( symbol : str , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return market depth for a symbol.\"\"\" return _make_client ( config = config ) . market_book ( symbol ) orders \u00b6 orders ( symbol : str | None = None , group : str | None = None , ticket : int | None = None , * , config : Mt5Config | None = None , ) -> DataFrame Return active orders. Source code in mt5cli/sdk.py 820 821 822 823 824 825 826 827 828 829 830 831 832 def orders ( symbol : str | None = None , group : str | None = None , ticket : int | None = None , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return active orders.\"\"\" return _make_client ( config = config ) . orders ( symbol = symbol , group = group , ticket = ticket , ) positions \u00b6 positions ( symbol : str | None = None , group : str | None = None , ticket : int | None = None , * , config : Mt5Config | None = None , ) -> DataFrame Return open positions. Source code in mt5cli/sdk.py 835 836 837 838 839 840 841 842 843 844 845 846 847 def positions ( symbol : str | None = None , group : str | None = None , ticket : int | None = None , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return open positions.\"\"\" return _make_client ( config = config ) . positions ( symbol = symbol , group = group , ticket = ticket , ) symbol_info \u00b6 symbol_info ( symbol : str , * , config : Mt5Config | None = None ) -> DataFrame Return details for one symbol. Source code in mt5cli/sdk.py 811 812 813 814 815 816 817 def symbol_info ( symbol : str , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return details for one symbol.\"\"\" return _make_client ( config = config ) . symbol_info ( symbol ) symbol_info_tick \u00b6 symbol_info_tick ( symbol : str , * , config : Mt5Config | None = None ) -> DataFrame Return the last tick for a symbol. Source code in mt5cli/sdk.py 902 903 904 905 906 907 908 def symbol_info_tick ( symbol : str , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return the last tick for a symbol.\"\"\" return _make_client ( config = config ) . symbol_info_tick ( symbol ) symbols \u00b6 symbols ( group : str | None = None , * , config : Mt5Config | None = None , ) -> DataFrame Return the symbol list. Source code in mt5cli/sdk.py 802 803 804 805 806 807 808 def symbols ( group : str | None = None , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return the symbol list.\"\"\" return _make_client ( config = config ) . symbols ( group = group ) terminal_info \u00b6 terminal_info ( * , config : Mt5Config | None = None ) -> DataFrame Return terminal information. Source code in mt5cli/sdk.py 797 798 799 def terminal_info ( * , config : Mt5Config | None = None ) -> pd . DataFrame : \"\"\"Return terminal information.\"\"\" return _make_client ( config = config ) . terminal_info () update_history \u00b6 update_history ( * , client : Mt5DataClient , output : Path | str , symbols : Sequence [ str ], datasets : set [ Dataset ] | None = None , timeframes : Sequence [ int | str ] | None = None , flags : int | str = \"ALL\" , lookback_hours : float = 24.0 , date_to : datetime | str | None = None , deduplicate : bool = True , create_rate_views : bool = True , with_views : bool = False , include_account_events : bool = True , ) -> None Incrementally append MT5 history into a SQLite database. Uses an already-connected Mt5DataClient and does not create or close the MT5 connection. For first-time tables, data is fetched from date_to - lookback_hours . Subsequent runs resume from existing MAX(time) per symbol (and timeframe for rates); when include_account_events=True , account-level deals use a separate cursor over type NOT IN (0, 1) / empty-symbol rows. Parameters: Name Type Description Default client Mt5DataClient Connected MT5 data client. required output Path | str SQLite database path. required symbols Sequence [ str ] Symbols to update. required datasets set [ Dataset ] | None Datasets to include (defaults to all). None timeframes Sequence [ int | str ] | None Rate timeframes to update (defaults to all fixed MT5 timeframes when None). None flags int | str Tick copy flags as integer or name (e.g. ALL ). 'ALL' lookback_hours float First-run lookback when a table has no prior rows. 24.0 date_to datetime | str | None Optional update end datetime. Defaults to now (UTC). None deduplicate bool Remove duplicate rows after append, keeping latest ROWID. True create_rate_views bool Create rate___ views. True with_views bool Create cash_events and positions_reconstructed views. False include_account_events bool Include account-level cash events in history_deals when True. True Source code in mt5cli/sdk.py 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 def update_history ( # noqa: PLR0913 * , client : Mt5DataClient , output : Path | str , symbols : Sequence [ str ], datasets : set [ Dataset ] | None = None , timeframes : Sequence [ int | str ] | None = None , flags : int | str = \"ALL\" , lookback_hours : float = 24.0 , date_to : datetime | str | None = None , deduplicate : bool = True , create_rate_views : bool = True , with_views : bool = False , include_account_events : bool = True , ) -> None : \"\"\"Incrementally append MT5 history into a SQLite database. Uses an already-connected ``Mt5DataClient`` and does not create or close the MT5 connection. For first-time tables, data is fetched from ``date_to - lookback_hours``. Subsequent runs resume from existing ``MAX(time)`` per symbol (and timeframe for rates); when ``include_account_events=True``, account-level deals use a separate cursor over ``type NOT IN (0, 1)`` / empty-symbol rows. Args: client: Connected MT5 data client. output: SQLite database path. symbols: Symbols to update. datasets: Datasets to include (defaults to all). timeframes: Rate timeframes to update (defaults to all fixed MT5 timeframes when None). flags: Tick copy flags as integer or name (e.g. ``ALL``). lookback_hours: First-run lookback when a table has no prior rows. date_to: Optional update end datetime. Defaults to now (UTC). deduplicate: Remove duplicate rows after append, keeping latest ROWID. create_rate_views: Create ``rate___`` views. with_views: Create ``cash_events`` and ``positions_reconstructed`` views. include_account_events: Include account-level cash events in ``history_deals`` when True. \"\"\" request = _resolve_update_history_request ( output = output , symbols = symbols , datasets = datasets , timeframes = timeframes , flags = flags , lookback_hours = lookback_hours , date_to = date_to , ) if request is None : return logger . info ( \"Updating history in SQLite: symbols= %s , datasets= %s , path= %s \" , list ( symbols ), sorted ( dataset . value for dataset in request . selected ), request . output_path , ) with sqlite3 . connect ( request . output_path ) as conn : conn . execute ( \"PRAGMA journal_mode=WAL\" ) conn . execute ( \"PRAGMA synchronous=NORMAL\" ) write_incremental_datasets ( conn , client , symbols , request . selected , request . resolved_timeframes , request . resolved_tick_flags , request . fallback_start , request . end , deduplicate = deduplicate , create_rate_views = create_rate_views , with_views = with_views , include_account_events = include_account_events , ) update_history_with_config \u00b6 update_history_with_config ( * , output : Path | str , symbols : Sequence [ str ], config : Mt5Config | None = None , datasets : set [ Dataset ] | None = None , timeframes : Sequence [ int | str ] | None = None , flags : int | str = \"ALL\" , lookback_hours : float = 24.0 , date_to : datetime | str | None = None , deduplicate : bool = True , create_rate_views : bool = True , with_views : bool = False , include_account_events : bool = True , ) -> None Incrementally append MT5 history, opening and closing the MT5 connection. Convenience wrapper around :func: update_history for standalone use. Source code in mt5cli/sdk.py 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 def update_history_with_config ( # noqa: PLR0913 * , output : Path | str , symbols : Sequence [ str ], config : Mt5Config | None = None , datasets : set [ Dataset ] | None = None , timeframes : Sequence [ int | str ] | None = None , flags : int | str = \"ALL\" , lookback_hours : float = 24.0 , date_to : datetime | str | None = None , deduplicate : bool = True , create_rate_views : bool = True , with_views : bool = False , include_account_events : bool = True , ) -> None : \"\"\"Incrementally append MT5 history, opening and closing the MT5 connection. Convenience wrapper around :func:`update_history` for standalone use. \"\"\" request = _resolve_update_history_request ( output = output , symbols = symbols , datasets = datasets , timeframes = timeframes , flags = flags , lookback_hours = lookback_hours , date_to = date_to , ) if request is None : return mt5_config = config or build_config () with _connected_client ( mt5_config ) as client : update_history ( client = client , output = output , symbols = symbols , datasets = datasets , timeframes = timeframes , flags = flags , lookback_hours = lookback_hours , date_to = date_to , deduplicate = deduplicate , create_rate_views = create_rate_views , with_views = with_views , include_account_events = include_account_events , ) version \u00b6 version ( * , config : Mt5Config | None = None ) -> DataFrame Return MetaTrader5 version information. Source code in mt5cli/sdk.py 892 893 894 def version ( * , config : Mt5Config | None = None ) -> pd . DataFrame : \"\"\"Return MetaTrader5 version information.\"\"\" return _make_client ( config = config ) . version ()","title":"SDK"},{"location":"api/sdk/#sdk-module","text":"","title":"SDK Module"},{"location":"api/sdk/#mt5cli.sdk","text":"Programmatic SDK for MetaTrader 5 data collection.","title":"sdk"},{"location":"api/sdk/#mt5cli.sdk.T","text":"T = TypeVar ( 'T' )","title":"T"},{"location":"api/sdk/#mt5cli.sdk.__all__","text":"__all__ = [ \"Mt5CliClient\" , \"account_info\" , \"build_config\" , \"collect_history\" , \"copy_rates_from\" , \"copy_rates_from_pos\" , \"copy_rates_range\" , \"copy_ticks_from\" , \"copy_ticks_range\" , \"history_deals\" , \"history_orders\" , \"last_error\" , \"market_book\" , \"orders\" , \"positions\" , \"symbol_info\" , \"symbol_info_tick\" , \"symbols\" , \"terminal_info\" , \"update_history\" , \"update_history_with_config\" , \"version\" , ]","title":"__all__"},{"location":"api/sdk/#mt5cli.sdk.logger","text":"logger = getLogger ( __name__ )","title":"logger"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient","text":"Mt5CliClient ( * , path : str | None = None , login : int | None = None , password : str | None = None , server : str | None = None , timeout : int | None = None , config : Mt5Config | None = None , ) Programmatic client for read-only MetaTrader 5 data access. Initialize the SDK client. Parameters: Name Type Description Default path str | None Path to MetaTrader5 terminal EXE file. None login int | None Trading account login. None password str | None Trading account password. None server str | None Trading server name. None timeout int | None Connection timeout in milliseconds. None config Mt5Config | None Optional pre-built Mt5Config (overrides other args). None Source code in mt5cli/sdk.py 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 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 , ) -> 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). \"\"\" self . _config = config or build_config ( path = path , login = login , password = password , server = server , timeout = timeout , ) self . _client : Mt5DataClient | None = None","title":"Mt5CliClient"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.config","text":"config : Mt5Config Return the underlying MT5 configuration.","title":"config"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.__enter__","text":"__enter__ () -> Self Open a persistent MT5 connection for multiple calls. Returns: Type Description Self This client instance. Source code in mt5cli/sdk.py 186 187 188 189 190 191 192 193 194 195 196 197 198 199 def __enter__ ( self ) -> Self : \"\"\"Open a persistent MT5 connection for multiple calls. Returns: This client instance. \"\"\" client = Mt5DataClient ( config = self . _config ) try : client . initialize_and_login_mt5 () except Exception : client . shutdown () raise self . _client = client return self","title":"__enter__"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.__exit__","text":"__exit__ ( exc_type : type [ BaseException ] | None , exc : BaseException | None , tb : object , ) -> None Shut down the persistent MT5 connection. Source code in mt5cli/sdk.py 201 202 203 204 205 206 207 208 209 210 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 : self . _client . shutdown () self . _client = None","title":"__exit__"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.account_info","text":"account_info () -> DataFrame Return account information. Source code in mt5cli/sdk.py 313 314 315 def account_info ( self ) -> pd . DataFrame : \"\"\"Return account information.\"\"\" return self . _fetch ( lambda c : c . account_info_as_df ())","title":"account_info"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.copy_rates_from","text":"copy_rates_from ( symbol : str , timeframe : int | str , date_from : datetime | str , count : int , ) -> DataFrame Return rates starting from a date. Source code in mt5cli/sdk.py 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 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 , ), )","title":"copy_rates_from"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.copy_rates_from_pos","text":"copy_rates_from_pos ( symbol : str , timeframe : int | str , start_pos : int , count : int , ) -> DataFrame Return rates starting from a bar position. Source code in mt5cli/sdk.py 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 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 , ), )","title":"copy_rates_from_pos"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.copy_rates_range","text":"copy_rates_range ( symbol : str , timeframe : int | str , date_from : datetime | str , date_to : datetime | str , ) -> DataFrame Return rates for a date range. Source code in mt5cli/sdk.py 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 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 , ), )","title":"copy_rates_range"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.copy_ticks_from","text":"copy_ticks_from ( symbol : str , date_from : datetime | str , count : int , flags : int | str , ) -> DataFrame Return ticks starting from a date. Source code in mt5cli/sdk.py 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 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 , ), )","title":"copy_ticks_from"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.copy_ticks_range","text":"copy_ticks_range ( symbol : str , date_from : datetime | str , date_to : datetime | str , flags : int | str , ) -> DataFrame Return ticks for a date range. Source code in mt5cli/sdk.py 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 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 , ), )","title":"copy_ticks_range"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.history_deals","text":"history_deals ( 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 , ) -> DataFrame Return historical deals. Source code in mt5cli/sdk.py 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 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 , ), )","title":"history_deals"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.history_orders","text":"history_orders ( 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 , ) -> DataFrame Return historical orders. Source code in mt5cli/sdk.py 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 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 , ), )","title":"history_orders"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.last_error","text":"last_error () -> DataFrame Return the last error information. Source code in mt5cli/sdk.py 409 410 411 def last_error ( self ) -> pd . DataFrame : \"\"\"Return the last error information.\"\"\" return self . _fetch ( lambda c : c . last_error_as_df ())","title":"last_error"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.market_book","text":"market_book ( symbol : str ) -> DataFrame Return market depth for a symbol. Source code in mt5cli/sdk.py 417 418 419 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 ))","title":"market_book"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.orders","text":"orders ( symbol : str | None = None , group : str | None = None , ticket : int | None = None , ) -> DataFrame Return active orders. Source code in mt5cli/sdk.py 329 330 331 332 333 334 335 336 337 338 339 340 341 342 def orders ( self , symbol : str | None = None , group : str | None = None , ticket : int | None = None , ) -> pd . DataFrame : \"\"\"Return active orders.\"\"\" return self . _fetch ( lambda c : c . orders_get_as_df ( symbol = symbol , group = group , ticket = ticket , ), )","title":"orders"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.positions","text":"positions ( symbol : str | None = None , group : str | None = None , ticket : int | None = None , ) -> DataFrame Return open positions. Source code in mt5cli/sdk.py 344 345 346 347 348 349 350 351 352 353 354 355 356 357 def positions ( self , symbol : str | None = None , group : str | None = None , ticket : int | None = None , ) -> pd . DataFrame : \"\"\"Return open positions.\"\"\" return self . _fetch ( lambda c : c . positions_get_as_df ( symbol = symbol , group = group , ticket = ticket , ), )","title":"positions"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.symbol_info","text":"symbol_info ( symbol : str ) -> DataFrame Return details for one symbol. Source code in mt5cli/sdk.py 325 326 327 def symbol_info ( self , symbol : str ) -> pd . DataFrame : \"\"\"Return details for one symbol.\"\"\" return self . _fetch ( lambda c : c . symbol_info_as_df ( symbol = symbol ))","title":"symbol_info"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.symbol_info_tick","text":"symbol_info_tick ( symbol : str ) -> DataFrame Return the last tick for a symbol. Source code in mt5cli/sdk.py 413 414 415 def symbol_info_tick ( self , symbol : str ) -> pd . DataFrame : \"\"\"Return the last tick for a symbol.\"\"\" return self . _fetch ( lambda c : c . symbol_info_tick_as_df ( symbol = symbol ))","title":"symbol_info_tick"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.symbols","text":"symbols ( group : str | None = None ) -> DataFrame Return the symbol list. Source code in mt5cli/sdk.py 321 322 323 def symbols ( self , group : str | None = None ) -> pd . DataFrame : \"\"\"Return the symbol list.\"\"\" return self . _fetch ( lambda c : c . symbols_get_as_df ( group = group ))","title":"symbols"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.terminal_info","text":"terminal_info () -> DataFrame Return terminal information. Source code in mt5cli/sdk.py 317 318 319 def terminal_info ( self ) -> pd . DataFrame : \"\"\"Return terminal information.\"\"\" return self . _fetch ( lambda c : c . terminal_info_as_df ())","title":"terminal_info"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.version","text":"version () -> DataFrame Return MetaTrader5 version information. Source code in mt5cli/sdk.py 405 406 407 def version ( self ) -> pd . DataFrame : \"\"\"Return MetaTrader5 version information.\"\"\" return self . _fetch ( lambda c : c . version_as_df ())","title":"version"},{"location":"api/sdk/#mt5cli.sdk.account_info","text":"account_info ( * , config : Mt5Config | None = None ) -> DataFrame Return account information. Source code in mt5cli/sdk.py 792 793 794 def account_info ( * , config : Mt5Config | None = None ) -> pd . DataFrame : \"\"\"Return account information.\"\"\" return _make_client ( config = config ) . account_info ()","title":"account_info"},{"location":"api/sdk/#mt5cli.sdk.build_config","text":"build_config ( * , path : str | None = None , login : int | None = None , password : str | None = None , server : str | None = None , timeout : int | None = None , ) -> Mt5Config Build an Mt5Config from optional connection parameters. Returns: Type Description Mt5Config Configured Mt5Config instance. Source code in mt5cli/sdk.py 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 def build_config ( * , path : str | None = None , login : int | None = None , password : str | None = None , server : str | None = None , timeout : int | None = None , ) -> Mt5Config : \"\"\"Build an ``Mt5Config`` from optional connection parameters. Returns: Configured ``Mt5Config`` instance. \"\"\" return Mt5Config ( path = path , login = login , password = password , server = server , timeout = timeout , )","title":"build_config"},{"location":"api/sdk/#mt5cli.sdk.collect_history","text":"collect_history ( output : Path , symbols : list [ str ], date_from : datetime | str , date_to : datetime | str , * , datasets : set [ Dataset ] | None = None , timeframe : int | str = 1 , flags : int | str = 1 , if_exists : IfExists = FAIL , with_views : bool = False , config : Mt5Config | None = None , ) -> None Collect historical datasets into a single SQLite database. Parameters: Name Type Description Default output Path SQLite database path. required symbols list [ str ] Symbols to collect. required date_from datetime | str Start date. required date_to datetime | str End date. required datasets set [ Dataset ] | None Datasets to include (defaults to all). None timeframe int | str Rates timeframe as integer or name (e.g. M1 ). 1 flags int | str Tick copy flags as integer or name (e.g. ALL ). 1 if_exists IfExists Behavior when a target table already exists. FAIL with_views bool Create cash_events and positions_reconstructed views. False config Mt5Config | None MT5 connection configuration. None Source code in mt5cli/sdk.py 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 def collect_history ( output : Path , symbols : list [ str ], date_from : datetime | str , date_to : datetime | str , * , datasets : set [ Dataset ] | None = None , timeframe : int | str = 1 , flags : int | str = 1 , if_exists : IfExists = IfExists . FAIL , with_views : bool = False , config : Mt5Config | None = None , ) -> None : \"\"\"Collect historical datasets into a single SQLite database. Args: output: SQLite database path. symbols: Symbols to collect. date_from: Start date. date_to: End date. datasets: Datasets to include (defaults to all). timeframe: Rates timeframe as integer or name (e.g. ``M1``). flags: Tick copy flags as integer or name (e.g. ``ALL``). if_exists: Behavior when a target table already exists. with_views: Create ``cash_events`` and ``positions_reconstructed`` views. config: MT5 connection configuration. \"\"\" start = _require_datetime ( date_from ) end = _require_datetime ( date_to ) selected = datasets if datasets is not None else set ( Dataset ) tf = _coerce_timeframe ( timeframe ) tick_flags = _coerce_tick_flags ( flags ) mt5_config = config or build_config () with _connected_client ( mt5_config ) as client , sqlite3 . connect ( output ) as conn : conn . execute ( \"PRAGMA journal_mode=WAL\" ) conn . execute ( \"PRAGMA synchronous=NORMAL\" ) written_tables , written_columns = write_collected_datasets ( conn , client , symbols , selected , tf , tick_flags , start , end , if_exists , ) create_history_indexes ( conn , written_columns ) if with_views and Dataset . history_deals in written_tables : create_cash_events_view ( conn , written_columns [ Dataset . history_deals ]) create_positions_reconstructed_view ( conn , written_columns [ Dataset . history_deals ], ) elif with_views : logger . warning ( \"--with-views ignored: history_deals table was not written\" , ) logger . info ( \"Collected %s for %d symbol(s) into %s \" , \", \" . join ( sorted ( ds . value for ds in selected )), len ( symbols ), output , )","title":"collect_history"},{"location":"api/sdk/#mt5cli.sdk.copy_rates_from","text":"copy_rates_from ( symbol : str , timeframe : int | str , date_from : datetime | str , count : int , * , config : Mt5Config | None = None , ) -> DataFrame Return rates starting from a date. Source code in mt5cli/sdk.py 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 def copy_rates_from ( symbol : str , timeframe : int | str , date_from : datetime | str , count : int , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return rates starting from a date.\"\"\" return _make_client ( config = config ) . copy_rates_from ( symbol , timeframe , date_from , count , )","title":"copy_rates_from"},{"location":"api/sdk/#mt5cli.sdk.copy_rates_from_pos","text":"copy_rates_from_pos ( symbol : str , timeframe : int | str , start_pos : int , count : int , * , config : Mt5Config | None = None , ) -> DataFrame Return rates starting from a bar position. Source code in mt5cli/sdk.py 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 def copy_rates_from_pos ( symbol : str , timeframe : int | str , start_pos : int , count : int , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return rates starting from a bar position.\"\"\" return _make_client ( config = config ) . copy_rates_from_pos ( symbol , timeframe , start_pos , count , )","title":"copy_rates_from_pos"},{"location":"api/sdk/#mt5cli.sdk.copy_rates_range","text":"copy_rates_range ( symbol : str , timeframe : int | str , date_from : datetime | str , date_to : datetime | str , * , config : Mt5Config | None = None , ) -> DataFrame Return rates for a date range. Source code in mt5cli/sdk.py 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 def copy_rates_range ( symbol : str , timeframe : int | str , date_from : datetime | str , date_to : datetime | str , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return rates for a date range.\"\"\" return _make_client ( config = config ) . copy_rates_range ( symbol , timeframe , date_from , date_to , )","title":"copy_rates_range"},{"location":"api/sdk/#mt5cli.sdk.copy_ticks_from","text":"copy_ticks_from ( symbol : str , date_from : datetime | str , count : int , flags : int | str , * , config : Mt5Config | None = None , ) -> DataFrame Return ticks starting from a date. Source code in mt5cli/sdk.py 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 def copy_ticks_from ( symbol : str , date_from : datetime | str , count : int , flags : int | str , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return ticks starting from a date.\"\"\" return _make_client ( config = config ) . copy_ticks_from ( symbol , date_from , count , flags , )","title":"copy_ticks_from"},{"location":"api/sdk/#mt5cli.sdk.copy_ticks_range","text":"copy_ticks_range ( symbol : str , date_from : datetime | str , date_to : datetime | str , flags : int | str , * , config : Mt5Config | None = None , ) -> DataFrame Return ticks for a date range. Source code in mt5cli/sdk.py 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 def copy_ticks_range ( symbol : str , date_from : datetime | str , date_to : datetime | str , flags : int | str , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return ticks for a date range.\"\"\" return _make_client ( config = config ) . copy_ticks_range ( symbol , date_from , date_to , flags , )","title":"copy_ticks_range"},{"location":"api/sdk/#mt5cli.sdk.history_deals","text":"history_deals ( 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 , * , config : Mt5Config | None = None , ) -> DataFrame Return historical deals. Source code in mt5cli/sdk.py 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 def history_deals ( 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 , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return historical deals.\"\"\" return _make_client ( config = config ) . history_deals ( date_from = date_from , date_to = date_to , group = group , symbol = symbol , ticket = ticket , position = position , )","title":"history_deals"},{"location":"api/sdk/#mt5cli.sdk.history_orders","text":"history_orders ( 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 , * , config : Mt5Config | None = None , ) -> DataFrame Return historical orders. Source code in mt5cli/sdk.py 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 def history_orders ( 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 , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return historical orders.\"\"\" return _make_client ( config = config ) . history_orders ( date_from = date_from , date_to = date_to , group = group , symbol = symbol , ticket = ticket , position = position , )","title":"history_orders"},{"location":"api/sdk/#mt5cli.sdk.last_error","text":"last_error ( * , config : Mt5Config | None = None ) -> DataFrame Return the last error information. Source code in mt5cli/sdk.py 897 898 899 def last_error ( * , config : Mt5Config | None = None ) -> pd . DataFrame : \"\"\"Return the last error information.\"\"\" return _make_client ( config = config ) . last_error ()","title":"last_error"},{"location":"api/sdk/#mt5cli.sdk.market_book","text":"market_book ( symbol : str , * , config : Mt5Config | None = None ) -> DataFrame Return market depth for a symbol. Source code in mt5cli/sdk.py 911 912 913 914 915 916 917 def market_book ( symbol : str , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return market depth for a symbol.\"\"\" return _make_client ( config = config ) . market_book ( symbol )","title":"market_book"},{"location":"api/sdk/#mt5cli.sdk.orders","text":"orders ( symbol : str | None = None , group : str | None = None , ticket : int | None = None , * , config : Mt5Config | None = None , ) -> DataFrame Return active orders. Source code in mt5cli/sdk.py 820 821 822 823 824 825 826 827 828 829 830 831 832 def orders ( symbol : str | None = None , group : str | None = None , ticket : int | None = None , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return active orders.\"\"\" return _make_client ( config = config ) . orders ( symbol = symbol , group = group , ticket = ticket , )","title":"orders"},{"location":"api/sdk/#mt5cli.sdk.positions","text":"positions ( symbol : str | None = None , group : str | None = None , ticket : int | None = None , * , config : Mt5Config | None = None , ) -> DataFrame Return open positions. Source code in mt5cli/sdk.py 835 836 837 838 839 840 841 842 843 844 845 846 847 def positions ( symbol : str | None = None , group : str | None = None , ticket : int | None = None , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return open positions.\"\"\" return _make_client ( config = config ) . positions ( symbol = symbol , group = group , ticket = ticket , )","title":"positions"},{"location":"api/sdk/#mt5cli.sdk.symbol_info","text":"symbol_info ( symbol : str , * , config : Mt5Config | None = None ) -> DataFrame Return details for one symbol. Source code in mt5cli/sdk.py 811 812 813 814 815 816 817 def symbol_info ( symbol : str , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return details for one symbol.\"\"\" return _make_client ( config = config ) . symbol_info ( symbol )","title":"symbol_info"},{"location":"api/sdk/#mt5cli.sdk.symbol_info_tick","text":"symbol_info_tick ( symbol : str , * , config : Mt5Config | None = None ) -> DataFrame Return the last tick for a symbol. Source code in mt5cli/sdk.py 902 903 904 905 906 907 908 def symbol_info_tick ( symbol : str , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return the last tick for a symbol.\"\"\" return _make_client ( config = config ) . symbol_info_tick ( symbol )","title":"symbol_info_tick"},{"location":"api/sdk/#mt5cli.sdk.symbols","text":"symbols ( group : str | None = None , * , config : Mt5Config | None = None , ) -> DataFrame Return the symbol list. Source code in mt5cli/sdk.py 802 803 804 805 806 807 808 def symbols ( group : str | None = None , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return the symbol list.\"\"\" return _make_client ( config = config ) . symbols ( group = group )","title":"symbols"},{"location":"api/sdk/#mt5cli.sdk.terminal_info","text":"terminal_info ( * , config : Mt5Config | None = None ) -> DataFrame Return terminal information. Source code in mt5cli/sdk.py 797 798 799 def terminal_info ( * , config : Mt5Config | None = None ) -> pd . DataFrame : \"\"\"Return terminal information.\"\"\" return _make_client ( config = config ) . terminal_info ()","title":"terminal_info"},{"location":"api/sdk/#mt5cli.sdk.update_history","text":"update_history ( * , client : Mt5DataClient , output : Path | str , symbols : Sequence [ str ], datasets : set [ Dataset ] | None = None , timeframes : Sequence [ int | str ] | None = None , flags : int | str = \"ALL\" , lookback_hours : float = 24.0 , date_to : datetime | str | None = None , deduplicate : bool = True , create_rate_views : bool = True , with_views : bool = False , include_account_events : bool = True , ) -> None Incrementally append MT5 history into a SQLite database. Uses an already-connected Mt5DataClient and does not create or close the MT5 connection. For first-time tables, data is fetched from date_to - lookback_hours . Subsequent runs resume from existing MAX(time) per symbol (and timeframe for rates); when include_account_events=True , account-level deals use a separate cursor over type NOT IN (0, 1) / empty-symbol rows. Parameters: Name Type Description Default client Mt5DataClient Connected MT5 data client. required output Path | str SQLite database path. required symbols Sequence [ str ] Symbols to update. required datasets set [ Dataset ] | None Datasets to include (defaults to all). None timeframes Sequence [ int | str ] | None Rate timeframes to update (defaults to all fixed MT5 timeframes when None). None flags int | str Tick copy flags as integer or name (e.g. ALL ). 'ALL' lookback_hours float First-run lookback when a table has no prior rows. 24.0 date_to datetime | str | None Optional update end datetime. Defaults to now (UTC). None deduplicate bool Remove duplicate rows after append, keeping latest ROWID. True create_rate_views bool Create rate___ views. True with_views bool Create cash_events and positions_reconstructed views. False include_account_events bool Include account-level cash events in history_deals when True. True Source code in mt5cli/sdk.py 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 def update_history ( # noqa: PLR0913 * , client : Mt5DataClient , output : Path | str , symbols : Sequence [ str ], datasets : set [ Dataset ] | None = None , timeframes : Sequence [ int | str ] | None = None , flags : int | str = \"ALL\" , lookback_hours : float = 24.0 , date_to : datetime | str | None = None , deduplicate : bool = True , create_rate_views : bool = True , with_views : bool = False , include_account_events : bool = True , ) -> None : \"\"\"Incrementally append MT5 history into a SQLite database. Uses an already-connected ``Mt5DataClient`` and does not create or close the MT5 connection. For first-time tables, data is fetched from ``date_to - lookback_hours``. Subsequent runs resume from existing ``MAX(time)`` per symbol (and timeframe for rates); when ``include_account_events=True``, account-level deals use a separate cursor over ``type NOT IN (0, 1)`` / empty-symbol rows. Args: client: Connected MT5 data client. output: SQLite database path. symbols: Symbols to update. datasets: Datasets to include (defaults to all). timeframes: Rate timeframes to update (defaults to all fixed MT5 timeframes when None). flags: Tick copy flags as integer or name (e.g. ``ALL``). lookback_hours: First-run lookback when a table has no prior rows. date_to: Optional update end datetime. Defaults to now (UTC). deduplicate: Remove duplicate rows after append, keeping latest ROWID. create_rate_views: Create ``rate___`` views. with_views: Create ``cash_events`` and ``positions_reconstructed`` views. include_account_events: Include account-level cash events in ``history_deals`` when True. \"\"\" request = _resolve_update_history_request ( output = output , symbols = symbols , datasets = datasets , timeframes = timeframes , flags = flags , lookback_hours = lookback_hours , date_to = date_to , ) if request is None : return logger . info ( \"Updating history in SQLite: symbols= %s , datasets= %s , path= %s \" , list ( symbols ), sorted ( dataset . value for dataset in request . selected ), request . output_path , ) with sqlite3 . connect ( request . output_path ) as conn : conn . execute ( \"PRAGMA journal_mode=WAL\" ) conn . execute ( \"PRAGMA synchronous=NORMAL\" ) write_incremental_datasets ( conn , client , symbols , request . selected , request . resolved_timeframes , request . resolved_tick_flags , request . fallback_start , request . end , deduplicate = deduplicate , create_rate_views = create_rate_views , with_views = with_views , include_account_events = include_account_events , )","title":"update_history"},{"location":"api/sdk/#mt5cli.sdk.update_history_with_config","text":"update_history_with_config ( * , output : Path | str , symbols : Sequence [ str ], config : Mt5Config | None = None , datasets : set [ Dataset ] | None = None , timeframes : Sequence [ int | str ] | None = None , flags : int | str = \"ALL\" , lookback_hours : float = 24.0 , date_to : datetime | str | None = None , deduplicate : bool = True , create_rate_views : bool = True , with_views : bool = False , include_account_events : bool = True , ) -> None Incrementally append MT5 history, opening and closing the MT5 connection. Convenience wrapper around :func: update_history for standalone use. Source code in mt5cli/sdk.py 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 def update_history_with_config ( # noqa: PLR0913 * , output : Path | str , symbols : Sequence [ str ], config : Mt5Config | None = None , datasets : set [ Dataset ] | None = None , timeframes : Sequence [ int | str ] | None = None , flags : int | str = \"ALL\" , lookback_hours : float = 24.0 , date_to : datetime | str | None = None , deduplicate : bool = True , create_rate_views : bool = True , with_views : bool = False , include_account_events : bool = True , ) -> None : \"\"\"Incrementally append MT5 history, opening and closing the MT5 connection. Convenience wrapper around :func:`update_history` for standalone use. \"\"\" request = _resolve_update_history_request ( output = output , symbols = symbols , datasets = datasets , timeframes = timeframes , flags = flags , lookback_hours = lookback_hours , date_to = date_to , ) if request is None : return mt5_config = config or build_config () with _connected_client ( mt5_config ) as client : update_history ( client = client , output = output , symbols = symbols , datasets = datasets , timeframes = timeframes , flags = flags , lookback_hours = lookback_hours , date_to = date_to , deduplicate = deduplicate , create_rate_views = create_rate_views , with_views = with_views , include_account_events = include_account_events , )","title":"update_history_with_config"},{"location":"api/sdk/#mt5cli.sdk.version","text":"version ( * , config : Mt5Config | None = None ) -> DataFrame Return MetaTrader5 version information. Source code in mt5cli/sdk.py 892 893 894 def version ( * , config : Mt5Config | None = None ) -> pd . DataFrame : \"\"\"Return MetaTrader5 version information.\"\"\" return _make_client ( config = config ) . version ()","title":"version"},{"location":"api/sqlite_history/","text":"SQLite History Module \u00b6 mt5cli.sqlite_history \u00b6 SQLite helpers for incremental MT5 history collection. DEFAULT_HISTORY_TIMEFRAMES module-attribute \u00b6 DEFAULT_HISTORY_TIMEFRAMES : tuple [ str , ... ] = tuple ( TIMEFRAME_MAP ) DedupScope module-attribute \u00b6 DedupScope = tuple [ str , tuple [ object , ... ]] logger module-attribute \u00b6 logger = getLogger ( __name__ ) append_dataframe \u00b6 append_dataframe ( conn : Connection , frame : DataFrame , table_name : str , if_exists : IfExists , ) -> bool Append a DataFrame to SQLite when it has a schema. Returns: Type Description bool True if a table was written, False if the frame had no columns. Source code in mt5cli/sqlite_history.py 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 def append_dataframe ( conn : sqlite3 . Connection , frame : pd . DataFrame , table_name : str , if_exists : IfExists , ) -> bool : \"\"\"Append a DataFrame to SQLite when it has a schema. Returns: True if a table was written, False if the frame had no columns. \"\"\" if len ( frame . columns ) == 0 : logger . warning ( \"Skipping %s : dataset returned no columns\" , table_name ) return False frame . to_sql ( # type: ignore[reportUnknownMemberType] table_name , conn , if_exists = if_exists . value , index = False , chunksize = 50_000 , ) return True augment_written_columns_from_sqlite \u00b6 augment_written_columns_from_sqlite ( conn : Connection , datasets : set [ Dataset ], written_columns : dict [ Dataset , set [ str ]], ) -> None Add existing table columns to the written column map. Source code in mt5cli/sqlite_history.py 335 336 337 338 339 340 341 342 343 344 345 346 347 348 def augment_written_columns_from_sqlite ( conn : sqlite3 . Connection , datasets : set [ Dataset ], written_columns : dict [ Dataset , set [ str ]], ) -> None : \"\"\"Add existing table columns to the written column map.\"\"\" for dataset in datasets : columns = get_table_columns ( conn , dataset . table_name ) if not columns : continue if dataset in written_columns : written_columns [ dataset ] . update ( columns ) else : written_columns [ dataset ] = columns build_rate_view_name \u00b6 build_rate_view_name ( * , symbol : str , granularity : str , granularity_count : int , timeframe : int , ) -> str Return a collision-free offline optimize view name. View names always include the timeframe integer after a __ separator so a symbol such as EURUSD_M1 cannot collide with EURUSD at timeframe M1 . Source code in mt5cli/sqlite_history.py 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 def build_rate_view_name ( * , symbol : str , granularity : str , granularity_count : int , timeframe : int , ) -> str : \"\"\"Return a collision-free offline optimize view name. View names always include the timeframe integer after a ``__`` separator so a symbol such as ``EURUSD_M1`` cannot collide with ``EURUSD`` at timeframe ``M1``. \"\"\" if granularity_count == 1 : return f \"rate_ { symbol } __ { timeframe } \" return f \"rate_ { symbol } __ { granularity } _ { timeframe } \" create_cash_events_view \u00b6 create_cash_events_view ( conn : Connection , deals_columns : set [ str ] ) -> bool Create the cash_events SQLite view derived from history_deals. Returns: Type Description bool True if the view was created, False if required columns are missing. Source code in mt5cli/sqlite_history.py 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 def create_cash_events_view ( conn : sqlite3 . Connection , deals_columns : set [ str ], ) -> bool : \"\"\"Create the cash_events SQLite view derived from history_deals. Returns: True if the view was created, False if required columns are missing. \"\"\" if \"type\" not in deals_columns : logger . warning ( \"Skipping cash_events view: history_deals.type is missing\" ) return False conn . execute ( \"DROP VIEW IF EXISTS cash_events\" ) conn . execute ( \"CREATE VIEW cash_events AS\" # noqa: S608 f \" SELECT * FROM history_deals WHERE type NOT IN { _TRADE_DEAL_TYPES_SQL } \" , ) return True create_history_indexes \u00b6 create_history_indexes ( conn : Connection , written_columns : dict [ Dataset , set [ str ]], ) -> None Create useful indexes for collected history tables when present. Source code in mt5cli/sqlite_history.py 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 def create_history_indexes ( conn : sqlite3 . Connection , written_columns : dict [ Dataset , set [ str ]], ) -> None : \"\"\"Create useful indexes for collected history tables when present.\"\"\" if { \"symbol\" , \"timeframe\" , \"time\" } . issubset ( written_columns . get ( Dataset . rates , set ()), ): conn . execute ( \"CREATE INDEX IF NOT EXISTS idx_rates_symbol_timeframe_time\" \" ON rates(symbol, timeframe, time)\" , ) if { \"symbol\" , \"time\" } . issubset ( written_columns . get ( Dataset . ticks , set ())): conn . execute ( \"CREATE INDEX IF NOT EXISTS idx_ticks_symbol_time ON ticks(symbol, time)\" , ) if { \"position_id\" , \"symbol\" } . issubset ( written_columns . get ( Dataset . history_deals , set ()), ): conn . execute ( \"CREATE INDEX IF NOT EXISTS idx_history_deals_position_symbol\" \" ON history_deals(position_id, symbol)\" , ) create_positions_reconstructed_view \u00b6 create_positions_reconstructed_view ( conn : Connection , deals_columns : set [ str ] ) -> bool Create the positions_reconstructed SQLite view derived from history_deals. Returns: Type Description bool True if the view was created, False if required columns are missing. Source code in mt5cli/sqlite_history.py 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 def create_positions_reconstructed_view ( conn : sqlite3 . Connection , deals_columns : set [ str ], ) -> bool : \"\"\"Create the positions_reconstructed SQLite view derived from history_deals. Returns: True if the view was created, False if required columns are missing. \"\"\" if not _POSITIONS_VIEW_REQUIRED_COLUMNS . issubset ( deals_columns ): missing = \", \" . join ( sorted ( _POSITIONS_VIEW_REQUIRED_COLUMNS - deals_columns )) logger . warning ( \"Skipping positions_reconstructed view: history_deals missing columns: %s \" , missing , ) return False conn . execute ( \"DROP VIEW IF EXISTS positions_reconstructed\" ) conn . execute ( \"CREATE VIEW positions_reconstructed AS\" # noqa: S608 \" SELECT\" \" position_id,\" \" symbol,\" \" MIN(CASE WHEN entry = 0 THEN time END) AS open_time,\" \" MAX(CASE WHEN entry IN (1, 2, 3) THEN time END) AS close_time,\" \" MIN(CASE WHEN entry = 0 THEN type END) AS direction,\" \" SUM(CASE WHEN entry = 0 THEN volume ELSE 0 END) AS volume_open,\" \" SUM(CASE WHEN entry IN (1, 2, 3) THEN volume ELSE 0 END) AS volume_close,\" \" SUM(CASE WHEN entry = 2 THEN volume ELSE 0 END) AS volume_reversal,\" \" CASE\" \" WHEN SUM(CASE WHEN entry = 0 THEN volume ELSE 0 END) > 0\" \" THEN SUM(CASE WHEN entry = 0 THEN price * volume ELSE 0 END)\" \" / SUM(CASE WHEN entry = 0 THEN volume ELSE 0 END)\" \" END AS open_price,\" \" CASE\" \" WHEN SUM(CASE WHEN entry IN (1, 2, 3) THEN volume ELSE 0 END) > 0\" \" THEN SUM(CASE WHEN entry IN (1, 2, 3) THEN price * volume ELSE 0 END)\" \" / SUM(CASE WHEN entry IN (1, 2, 3) THEN volume ELSE 0 END)\" \" END AS close_price,\" \" SUM(profit) AS total_profit,\" \" SUM(CASE WHEN entry = 2 THEN 1 ELSE 0 END) AS reversal_count,\" \" COUNT(*) AS deals_count\" \" FROM history_deals\" f \" WHERE type IN { _TRADE_DEAL_TYPES_SQL } AND position_id != 0\" \" GROUP BY position_id, symbol\" \" HAVING SUM(CASE WHEN entry IN (1, 2, 3) THEN 1 ELSE 0 END) > 0\" , ) return True create_rate_compatibility_views \u00b6 create_rate_compatibility_views ( conn : Connection ) -> None Create rate compatibility views from the normalized rates table. Source code in mt5cli/sqlite_history.py 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 def create_rate_compatibility_views ( conn : sqlite3 . Connection ) -> None : \"\"\"Create rate compatibility views from the normalized rates table.\"\"\" columns = get_table_columns ( conn , Dataset . rates . table_name ) if not { \"symbol\" , \"timeframe\" , \"time\" } . issubset ( columns ): return drop_rate_compatibility_views ( conn ) select_columns = sorted ( columns - { \"symbol\" , \"timeframe\" }) quoted_columns = \", \" . join ( f '\" { column } \"' for column in select_columns ) rows = conn . execute ( \"SELECT DISTINCT symbol, timeframe FROM rates ORDER BY symbol, timeframe\" , ) . fetchall () timeframes_by_symbol : dict [ str , list [ int ]] = {} for symbol , timeframe in rows : timeframes_by_symbol . setdefault ( str ( symbol ), []) . append ( int ( timeframe )) for symbol , timeframes in timeframes_by_symbol . items (): for timeframe in timeframes : granularity = resolve_granularity_name ( timeframe ) view_name = build_rate_view_name ( symbol = symbol , granularity = granularity , granularity_count = len ( timeframes ), timeframe = timeframe , ) quoted_view_name = quote_sqlite_identifier ( view_name ) escaped_symbol = symbol . replace ( \"'\" , \"''\" ) conn . execute ( f \"CREATE VIEW { quoted_view_name } AS\" # noqa: S608 f \" SELECT { quoted_columns } FROM rates\" f \" WHERE symbol = ' { escaped_symbol } '\" f \" AND timeframe = { timeframe } \" , ) deduplicate_history_tables \u00b6 deduplicate_history_tables ( conn : Connection , written_columns : dict [ Dataset , set [ str ]], written_tables : set [ Dataset ], dedup_scopes : dict [ Dataset , list [ DedupScope ]] | None = None , ) -> None Deduplicate appended history tables by stable identifiers. Source code in mt5cli/sqlite_history.py 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 def deduplicate_history_tables ( conn : sqlite3 . Connection , written_columns : dict [ Dataset , set [ str ]], written_tables : set [ Dataset ], dedup_scopes : dict [ Dataset , list [ DedupScope ]] | None = None , ) -> None : \"\"\"Deduplicate appended history tables by stable identifiers.\"\"\" cursor = conn . cursor () for dataset in written_tables : columns = written_columns . get ( dataset , set ()) table = dataset . table_name keys = next ( ( candidate for candidate in _HISTORY_DEDUP_KEYS [ dataset ] if set ( candidate ) . issubset ( columns ) ), None , ) if keys is None : logger . warning ( \"Skipping %s deduplication: no supported key columns\" , table , ) continue scopes = dedup_scopes . get ( dataset , []) if dedup_scopes else [] if scopes : for scope_where , scope_params in scopes : drop_duplicates_in_table ( cursor , table , list ( keys ), keep = \"last\" , scope_where = scope_where , scope_params = scope_params , ) continue drop_duplicates_in_table ( cursor , table , list ( keys ), keep = \"last\" ) drop_duplicates_in_table \u00b6 drop_duplicates_in_table ( cursor : Cursor , table : str , ids : list [ str ], * , keep : Literal [ \"first\" , \"last\" ] = \"last\" , scope_where : str | None = None , scope_params : tuple [ object , ... ] = (), ) -> None Remove duplicate rows, keeping the first or last ROWID per key group. Raises: Type Description ValueError If the table or column names are invalid. Source code in mt5cli/sqlite_history.py 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 def drop_duplicates_in_table ( cursor : sqlite3 . Cursor , table : str , ids : list [ str ], * , keep : Literal [ \"first\" , \"last\" ] = \"last\" , scope_where : str | None = None , scope_params : tuple [ object , ... ] = (), ) -> None : \"\"\"Remove duplicate rows, keeping the first or last ROWID per key group. Raises: ValueError: If the table or column names are invalid. \"\"\" if not table . isidentifier (): msg = f \"Invalid table name: { table } \" raise ValueError ( msg ) if invalid := { column for column in ids if not column . isidentifier ()}: msg = f \"Invalid column names: { ', ' . join ( sorted ( invalid )) } \" raise ValueError ( msg ) ids_csv = \", \" . join ( f '\" { column } \"' for column in ids ) rowid_selector = \"MIN\" if keep == \"first\" else \"MAX\" if scope_where : delete_sql = ( f \"DELETE FROM { table } WHERE { scope_where } AND ROWID NOT IN\" # noqa: S608 f \" (SELECT { rowid_selector } (ROWID) FROM { table } WHERE { scope_where } \" f \" GROUP BY { ids_csv } )\" ) cursor . execute ( delete_sql , scope_params + scope_params ) return cursor . execute ( f \"DELETE FROM { table } WHERE ROWID NOT IN\" # noqa: S608 f \" (SELECT { rowid_selector } (ROWID) FROM { table } GROUP BY { ids_csv } )\" , ) drop_rate_compatibility_views \u00b6 drop_rate_compatibility_views ( conn : Connection ) -> None Drop all mt5cli-managed rate_* compatibility views. Source code in mt5cli/sqlite_history.py 617 618 619 620 621 622 623 624 def drop_rate_compatibility_views ( conn : sqlite3 . Connection ) -> None : \"\"\"Drop all mt5cli-managed ``rate_*`` compatibility views.\"\"\" rows = conn . execute ( \"SELECT name FROM sqlite_master WHERE type = 'view' AND name GLOB 'rate_*'\" , ) . fetchall () for ( view_name ,) in rows : quoted_view_name = quote_sqlite_identifier ( str ( view_name )) conn . execute ( f \"DROP VIEW IF EXISTS { quoted_view_name } \" ) filter_incremental_history_deals_frame \u00b6 filter_incremental_history_deals_frame ( frame : DataFrame , symbols : Sequence [ str ], start_by_symbol : dict [ str , datetime ], account_event_start : datetime , ) -> DataFrame Filter incrementally fetched history_deals by symbol and event start times. Returns: Type Description DataFrame Rows for selected symbols at or after each symbol start, plus account DataFrame events at or after account_event_start . Source code in mt5cli/sqlite_history.py 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 def filter_incremental_history_deals_frame ( frame : pd . DataFrame , symbols : Sequence [ str ], start_by_symbol : dict [ str , datetime ], account_event_start : datetime , ) -> pd . DataFrame : \"\"\"Filter incrementally fetched history_deals by symbol and event start times. Returns: Rows for selected symbols at or after each symbol start, plus account events at or after ``account_event_start``. \"\"\" if frame . empty : return frame . copy () parsed_times = _frame_parsed_times ( frame ) time_valid = parsed_times . notna () account_event_mask = _history_deals_account_event_mask ( frame ) account_keep = account_event_mask & ( parsed_times >= account_event_start ) trade_keep = pd . Series ( data = False , index = frame . index ) if \"symbol\" in frame . columns : for symbol in symbols : trade_keep |= ( ( frame [ \"symbol\" ] == symbol ) & ( parsed_times >= start_by_symbol [ symbol ]) & ~ account_event_mask ) keep = ( account_keep | trade_keep ) & time_valid return frame . loc [ keep ] . copy () filter_trade_history_frame \u00b6 filter_trade_history_frame ( frame : DataFrame , symbols : Sequence [ str ], * , include_account_events : bool , ) -> DataFrame Filter trade history rows to selected symbols and account events. Returns: Type Description DataFrame Filtered history rows. Source code in mt5cli/sqlite_history.py 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 def filter_trade_history_frame ( frame : pd . DataFrame , symbols : Sequence [ str ], * , include_account_events : bool , ) -> pd . DataFrame : \"\"\"Filter trade history rows to selected symbols and account events. Returns: Filtered history rows. \"\"\" if \"symbol\" not in frame . columns : return frame symbol_mask = frame [ \"symbol\" ] . isin ( symbols ) if not include_account_events : return frame . loc [ symbol_mask ] . copy () account_event_mask = _history_deals_account_event_mask ( frame ) return frame . loc [ symbol_mask | account_event_mask ] . copy () get_history_deals_account_event_start_datetime \u00b6 get_history_deals_account_event_start_datetime ( conn : Connection , * , fallback_start : datetime ) -> datetime Return the next update start for account-level history_deals rows. Source code in mt5cli/sqlite_history.py 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 def get_history_deals_account_event_start_datetime ( conn : sqlite3 . Connection , * , fallback_start : datetime , ) -> datetime : \"\"\"Return the next update start for account-level history_deals rows.\"\"\" table = Dataset . history_deals . table_name columns = get_table_columns ( conn , table ) if \"time\" not in columns : return fallback_start if \"type\" in columns : where_clause = f \"type NOT IN { _TRADE_DEAL_TYPES_SQL } \" elif \"symbol\" in columns : where_clause = \"symbol IS NULL OR symbol = ''\" else : return fallback_start row = conn . execute ( f \"SELECT MAX(time) FROM { table } WHERE { where_clause } \" , # noqa: S608 ) . fetchone () parsed = parse_sqlite_timestamp ( row [ 0 ] if row else None ) return parsed if parsed is not None else fallback_start get_incremental_start_datetime \u00b6 get_incremental_start_datetime ( conn : Connection , dataset : Dataset , * , symbol : str , timeframe : int | None , fallback_start : datetime , ) -> datetime Return the next update start datetime from existing MAX(time). Source code in mt5cli/sqlite_history.py 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 def get_incremental_start_datetime ( conn : sqlite3 . Connection , dataset : Dataset , * , symbol : str , timeframe : int | None , fallback_start : datetime , ) -> datetime : \"\"\"Return the next update start datetime from existing MAX(time).\"\"\" timeframes = [ timeframe ] if timeframe is not None else None starts = load_incremental_start_datetimes ( conn , dataset , symbols = [ symbol ], timeframes = timeframes , fallback_start = fallback_start , ) return starts [ symbol , timeframe ] get_table_columns \u00b6 get_table_columns ( conn : Connection , table : str ) -> set [ str ] Return existing SQLite columns for a table. Source code in mt5cli/sqlite_history.py 125 126 127 128 def get_table_columns ( conn : sqlite3 . Connection , table : str ) -> set [ str ]: \"\"\"Return existing SQLite columns for a table.\"\"\" rows = conn . execute ( f \"PRAGMA table_info( { table } )\" ) . fetchall () return { str ( row [ 1 ]) for row in rows } load_incremental_start_datetimes \u00b6 load_incremental_start_datetimes ( conn : Connection , dataset : Dataset , * , symbols : Sequence [ str ], timeframes : Sequence [ int ] | None = None , fallback_start : datetime , ) -> dict [ tuple [ str , int | None ], datetime ] Return next update start datetimes keyed by symbol and optional timeframe. Source code in mt5cli/sqlite_history.py 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 def load_incremental_start_datetimes ( conn : sqlite3 . Connection , dataset : Dataset , * , symbols : Sequence [ str ], timeframes : Sequence [ int ] | None = None , fallback_start : datetime , ) -> dict [ tuple [ str , int | None ], datetime ]: \"\"\"Return next update start datetimes keyed by symbol and optional timeframe.\"\"\" table = dataset . table_name columns = get_table_columns ( conn , table ) if dataset is Dataset . rates and columns : _validate_rates_schema ( columns ) if \"time\" not in columns : if dataset is Dataset . rates and timeframes is not None : return { ( symbol , timeframe ): fallback_start for symbol in symbols for timeframe in timeframes } return {( symbol , None ): fallback_start for symbol in symbols } parsed_by_key : dict [ tuple [ str , int | None ], datetime ] = {} if ( dataset is Dataset . rates and timeframes is not None and { \"symbol\" , \"timeframe\" } . issubset ( columns ) ): symbol_placeholders = \", \" . join ( \"?\" for _ in symbols ) timeframe_placeholders = \", \" . join ( \"?\" for _ in timeframes ) grouped_rates_query = ( \"SELECT symbol, timeframe, MAX(time) FROM \" # noqa: S608 f \" { table } WHERE symbol IN ( { symbol_placeholders } )\" f \" AND timeframe IN ( { timeframe_placeholders } )\" \" GROUP BY symbol, timeframe\" ) rows = conn . execute ( grouped_rates_query , [ * symbols , * timeframes ], ) . fetchall () for row_symbol , row_timeframe , max_time in rows : parsed = parse_sqlite_timestamp ( max_time ) if parsed is not None : parsed_by_key [ str ( row_symbol ), int ( row_timeframe )] = parsed return { ( symbol , timeframe ): parsed_by_key . get ( ( symbol , timeframe ), fallback_start , ) for symbol in symbols for timeframe in timeframes } if \"symbol\" in columns : symbol_placeholders = \", \" . join ( \"?\" for _ in symbols ) rows = conn . execute ( f \"SELECT symbol, MAX(time) FROM { table } \" # noqa: S608 f \" WHERE symbol IN ( { symbol_placeholders } ) GROUP BY symbol\" , list ( symbols ), ) . fetchall () for row_symbol , max_time in rows : parsed = parse_sqlite_timestamp ( max_time ) if parsed is not None : parsed_by_key [ str ( row_symbol ), None ] = parsed return { ( symbol , None ): parsed_by_key . get (( symbol , None ), fallback_start ) for symbol in symbols } row = conn . execute ( f \"SELECT MAX(time) FROM { table } \" ) . fetchone () # noqa: S608 parsed = parse_sqlite_timestamp ( row [ 0 ] if row else None ) shared_start = parsed if parsed is not None else fallback_start return {( symbol , None ): shared_start for symbol in symbols } parse_sqlite_timestamp \u00b6 parse_sqlite_timestamp ( value : object ) -> datetime | None Parse a SQLite history timestamp value. Returns: Type Description datetime | None Parsed timezone-aware datetime, or None when parsing fails. Source code in mt5cli/sqlite_history.py 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 def parse_sqlite_timestamp ( value : object ) -> datetime | None : \"\"\"Parse a SQLite history timestamp value. Returns: Parsed timezone-aware datetime, or None when parsing fails. \"\"\" if value is None : return None if isinstance ( value , datetime ): return value if value . tzinfo is not None else value . replace ( tzinfo = UTC ) if isinstance ( value , int | float ): return datetime . fromtimestamp ( float ( value ), tz = UTC ) if isinstance ( value , str ): return _parse_string_sqlite_timestamp ( value ) logger . warning ( \"Ignoring unsupported history timestamp type: %s \" , type ( value )) return None quote_sqlite_identifier \u00b6 quote_sqlite_identifier ( identifier : str ) -> str Return a safely quoted SQLite identifier using double quotes. Source code in mt5cli/sqlite_history.py 52 53 54 def quote_sqlite_identifier ( identifier : str ) -> str : \"\"\"Return a safely quoted SQLite identifier using double quotes.\"\"\" return '\"' + identifier . replace ( '\"' , '\"\"' ) + '\"' record_written_columns \u00b6 record_written_columns ( written_columns : dict [ Dataset , set [ str ]], dataset : Dataset , frame : DataFrame , ) -> None Remember columns for datasets written during collection. Source code in mt5cli/sqlite_history.py 322 323 324 325 326 327 328 329 330 331 332 def record_written_columns ( written_columns : dict [ Dataset , set [ str ]], dataset : Dataset , frame : pd . DataFrame , ) -> None : \"\"\"Remember columns for datasets written during collection.\"\"\" columns = set ( frame . columns ) if dataset in written_columns : written_columns [ dataset ] . update ( columns ) else : written_columns [ dataset ] = columns resolve_granularity_name \u00b6 resolve_granularity_name ( timeframe : int ) -> str Return a granularity name for a timeframe integer when known. Source code in mt5cli/sqlite_history.py 99 100 101 102 103 104 def resolve_granularity_name ( timeframe : int ) -> str : \"\"\"Return a granularity name for a timeframe integer when known.\"\"\" for name , value in TIMEFRAME_MAP . items (): if value == timeframe : return name return str ( timeframe ) resolve_history_datasets \u00b6 resolve_history_datasets ( datasets : set [ Dataset ] | None , ) -> set [ Dataset ] Resolve configured history datasets. Returns: Type Description set [ Dataset ] All supported datasets when datasets is None, otherwise the set [ Dataset ] configured selection (which may be empty). Source code in mt5cli/sqlite_history.py 57 58 59 60 61 62 63 64 65 66 def resolve_history_datasets ( datasets : set [ Dataset ] | None ) -> set [ Dataset ]: \"\"\"Resolve configured history datasets. Returns: All supported datasets when ``datasets`` is None, otherwise the configured selection (which may be empty). \"\"\" if datasets is None : return set ( Dataset ) return set ( datasets ) resolve_history_tick_flags \u00b6 resolve_history_tick_flags ( flags : int | str ) -> int Resolve tick copy flags from an integer or name. Returns: Type Description int Integer tick flag value. Source code in mt5cli/sqlite_history.py 88 89 90 91 92 93 94 95 96 def resolve_history_tick_flags ( flags : int | str ) -> int : \"\"\"Resolve tick copy flags from an integer or name. Returns: Integer tick flag value. \"\"\" if isinstance ( flags , int ): return flags return parse_tick_flags ( flags ) resolve_history_timeframes \u00b6 resolve_history_timeframes ( timeframes : Sequence [ int | str ] | None , ) -> list [ int ] Resolve rate timeframes, deduplicating aliases for the same integer. Returns: Type Description list [ int ] Ordered list of unique timeframe integers. Source code in mt5cli/sqlite_history.py 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 def resolve_history_timeframes ( timeframes : Sequence [ int | str ] | None , ) -> list [ int ]: \"\"\"Resolve rate timeframes, deduplicating aliases for the same integer. Returns: Ordered list of unique timeframe integers. \"\"\" raw = timeframes if timeframes is not None else DEFAULT_HISTORY_TIMEFRAMES seen : set [ int ] = set () resolved : list [ int ] = [] for value in raw : tf = value if isinstance ( value , int ) else parse_timeframe ( str ( value )) if tf not in seen : seen . add ( tf ) resolved . append ( tf ) return resolved write_collected_datasets \u00b6 write_collected_datasets ( conn : 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: Type Description tuple [ set [ Dataset ], dict [ Dataset , set [ str ]]] Written datasets and their columns. Source code in mt5cli/sqlite_history.py 1112 1113 1114 1115 1116 1117 1118 1119 1120 1121 1122 1123 1124 1125 1126 1127 1128 1129 1130 1131 1132 1133 1134 1135 1136 1137 1138 1139 1140 1141 1142 1143 1144 1145 1146 1147 1148 1149 1150 1151 1152 1153 1154 1155 1156 1157 1158 1159 1160 1161 1162 1163 1164 1165 1166 1167 1168 1169 1170 1171 1172 1173 1174 1175 1176 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 write_history_dataset \u00b6 write_history_dataset ( conn : Connection , fetch : Callable [ ... , 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: Type Description bool True if the target table was written. Source code in mt5cli/sqlite_history.py 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 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 write_incremental_datasets \u00b6 write_incremental_datasets ( conn : 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: Type Description tuple [ set [ Dataset ], dict [ Dataset , set [ str ]]] Written datasets and their columns. Source code in mt5cli/sqlite_history.py 1029 1030 1031 1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042 1043 1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 1087 1088 1089 1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 1105 1106 1107 1108 1109 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 write_rates_dataset \u00b6 write_rates_dataset ( conn : 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: Type Description bool True if the rates table was written. Source code in mt5cli/sqlite_history.py 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 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 write_streamed_frame \u00b6 write_streamed_frame ( conn : Connection , frame : DataFrame , dataset : Dataset , table_exists : bool , if_exists : IfExists , written_columns : dict [ Dataset , set [ str ]], ) -> bool Write one streamed dataset frame and track table state. Returns: Type Description bool True if the dataset table exists after this write attempt. Source code in mt5cli/sqlite_history.py 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 def write_streamed_frame ( conn : sqlite3 . Connection , frame : pd . DataFrame , dataset : Dataset , table_exists : bool , if_exists : IfExists , written_columns : dict [ Dataset , set [ str ]], ) -> bool : \"\"\"Write one streamed dataset frame and track table state. Returns: True if the dataset table exists after this write attempt. \"\"\" write_mode = IfExists . APPEND if table_exists else if_exists if append_dataframe ( conn , frame , dataset . table_name , write_mode ): record_written_columns ( written_columns , dataset , frame ) return True return table_exists write_ticks_dataset \u00b6 write_ticks_dataset ( conn : 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: Type Description bool True if the ticks table was written. Source code in mt5cli/sqlite_history.py 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 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 collect-history schema \u00b6 The collect-history command (and the matching collect_history SDK function) writes selected MT5 datasets into one SQLite database. Each dataset becomes a table; column names and types mirror the pdmt5 DataFrame schema for that export, with two additions: symbol is prepended on every table. timeframe is prepended on rates so appended runs at different bar sizes stay distinguishable. SQLite does not declare foreign keys. Rows are linked logically by symbol , time windows, and (for deals) position_id / order . Duplicate rows are removed on append using dataset-specific keys (for example ticket on history tables, or (symbol, timeframe, time) on rates). Optional views are created when --with-views is set and the history-deals dataset was written. Entity-relationship diagram \u00b6 Sample layout for a full collection with --with-views : erDiagram rates { TEXT symbol \"dedup key\" INTEGER timeframe \"dedup key\" TEXT time \"dedup key\" REAL open REAL high REAL low REAL close INTEGER tick_volume INTEGER spread INTEGER real_volume } ticks { TEXT symbol \"dedup key\" TEXT time \"dedup key\" INTEGER time_msc \"dedup key (preferred)\" REAL bid REAL ask REAL last INTEGER volume INTEGER flags REAL volume_real } history_orders { INTEGER ticket \"dedup key\" TEXT symbol TEXT time INTEGER type INTEGER state REAL volume_initial REAL price_open REAL price_current INTEGER magic } history_deals { INTEGER ticket \"dedup key\" INTEGER order INTEGER position_id \"groups position view\" TEXT symbol TEXT time INTEGER type \"0/1 trade, else cash event\" INTEGER entry \"0 IN, 1 OUT, 2 INOUT, 3 OUT_BY\" REAL volume REAL price REAL profit REAL commission REAL swap REAL fee } cash_events { INTEGER ticket TEXT symbol TEXT time INTEGER type REAL profit } positions_reconstructed { INTEGER position_id TEXT symbol TEXT open_time TEXT close_time INTEGER direction REAL volume_open REAL volume_close REAL volume_reversal REAL open_price REAL close_price REAL total_profit INTEGER reversal_count INTEGER deals_count } rates ||--o{ history_deals : \"symbol (logical)\" ticks ||--o{ history_deals : \"symbol (logical)\" history_orders ||--o{ history_deals : \"order ~ ticket (logical)\" history_deals ||--|| cash_events : \"VIEW: type NOT IN (0,1)\" history_deals ||--o{ positions_reconstructed : \"VIEW: GROUP BY position_id\" Tables and views \u00b6 Object Kind Source Notes rates table copy_rates_range Indexed on (symbol, timeframe, time) when columns exist. ticks table copy_ticks_range Indexed on (symbol, time) when columns exist. history_orders table history_orders_get Fetched per --symbol , then concatenated. history_deals table history_deals_get Fetched per --symbol , then concatenated. Indexed on (position_id, symbol) when present. cash_events view history_deals Non-trade deal types (deposits, balance ops, etc.). Requires type column. positions_reconstructed view history_deals One row per closed position_id ; volume-weighted prices and reversal stats. Column sets can vary with terminal and pdmt5 version. Views are skipped with a warning when required columns are missing. Incremental collection \u00b6 The update_history SDK path uses the same base tables and optional cash_events / positions_reconstructed views. It additionally maintains rate___ compatibility views when create_rate_views=True .","title":"SQLite History"},{"location":"api/sqlite_history/#sqlite-history-module","text":"","title":"SQLite History Module"},{"location":"api/sqlite_history/#mt5cli.sqlite_history","text":"SQLite helpers for incremental MT5 history collection.","title":"sqlite_history"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.DEFAULT_HISTORY_TIMEFRAMES","text":"DEFAULT_HISTORY_TIMEFRAMES : tuple [ str , ... ] = tuple ( TIMEFRAME_MAP )","title":"DEFAULT_HISTORY_TIMEFRAMES"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.DedupScope","text":"DedupScope = tuple [ str , tuple [ object , ... ]]","title":"DedupScope"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.logger","text":"logger = getLogger ( __name__ )","title":"logger"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.append_dataframe","text":"append_dataframe ( conn : Connection , frame : DataFrame , table_name : str , if_exists : IfExists , ) -> bool Append a DataFrame to SQLite when it has a schema. Returns: Type Description bool True if a table was written, False if the frame had no columns. Source code in mt5cli/sqlite_history.py 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 def append_dataframe ( conn : sqlite3 . Connection , frame : pd . DataFrame , table_name : str , if_exists : IfExists , ) -> bool : \"\"\"Append a DataFrame to SQLite when it has a schema. Returns: True if a table was written, False if the frame had no columns. \"\"\" if len ( frame . columns ) == 0 : logger . warning ( \"Skipping %s : dataset returned no columns\" , table_name ) return False frame . to_sql ( # type: ignore[reportUnknownMemberType] table_name , conn , if_exists = if_exists . value , index = False , chunksize = 50_000 , ) return True","title":"append_dataframe"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.augment_written_columns_from_sqlite","text":"augment_written_columns_from_sqlite ( conn : Connection , datasets : set [ Dataset ], written_columns : dict [ Dataset , set [ str ]], ) -> None Add existing table columns to the written column map. Source code in mt5cli/sqlite_history.py 335 336 337 338 339 340 341 342 343 344 345 346 347 348 def augment_written_columns_from_sqlite ( conn : sqlite3 . Connection , datasets : set [ Dataset ], written_columns : dict [ Dataset , set [ str ]], ) -> None : \"\"\"Add existing table columns to the written column map.\"\"\" for dataset in datasets : columns = get_table_columns ( conn , dataset . table_name ) if not columns : continue if dataset in written_columns : written_columns [ dataset ] . update ( columns ) else : written_columns [ dataset ] = columns","title":"augment_written_columns_from_sqlite"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.build_rate_view_name","text":"build_rate_view_name ( * , symbol : str , granularity : str , granularity_count : int , timeframe : int , ) -> str Return a collision-free offline optimize view name. View names always include the timeframe integer after a __ separator so a symbol such as EURUSD_M1 cannot collide with EURUSD at timeframe M1 . Source code in mt5cli/sqlite_history.py 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 def build_rate_view_name ( * , symbol : str , granularity : str , granularity_count : int , timeframe : int , ) -> str : \"\"\"Return a collision-free offline optimize view name. View names always include the timeframe integer after a ``__`` separator so a symbol such as ``EURUSD_M1`` cannot collide with ``EURUSD`` at timeframe ``M1``. \"\"\" if granularity_count == 1 : return f \"rate_ { symbol } __ { timeframe } \" return f \"rate_ { symbol } __ { granularity } _ { timeframe } \"","title":"build_rate_view_name"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.create_cash_events_view","text":"create_cash_events_view ( conn : Connection , deals_columns : set [ str ] ) -> bool Create the cash_events SQLite view derived from history_deals. Returns: Type Description bool True if the view was created, False if required columns are missing. Source code in mt5cli/sqlite_history.py 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 def create_cash_events_view ( conn : sqlite3 . Connection , deals_columns : set [ str ], ) -> bool : \"\"\"Create the cash_events SQLite view derived from history_deals. Returns: True if the view was created, False if required columns are missing. \"\"\" if \"type\" not in deals_columns : logger . warning ( \"Skipping cash_events view: history_deals.type is missing\" ) return False conn . execute ( \"DROP VIEW IF EXISTS cash_events\" ) conn . execute ( \"CREATE VIEW cash_events AS\" # noqa: S608 f \" SELECT * FROM history_deals WHERE type NOT IN { _TRADE_DEAL_TYPES_SQL } \" , ) return True","title":"create_cash_events_view"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.create_history_indexes","text":"create_history_indexes ( conn : Connection , written_columns : dict [ Dataset , set [ str ]], ) -> None Create useful indexes for collected history tables when present. Source code in mt5cli/sqlite_history.py 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 def create_history_indexes ( conn : sqlite3 . Connection , written_columns : dict [ Dataset , set [ str ]], ) -> None : \"\"\"Create useful indexes for collected history tables when present.\"\"\" if { \"symbol\" , \"timeframe\" , \"time\" } . issubset ( written_columns . get ( Dataset . rates , set ()), ): conn . execute ( \"CREATE INDEX IF NOT EXISTS idx_rates_symbol_timeframe_time\" \" ON rates(symbol, timeframe, time)\" , ) if { \"symbol\" , \"time\" } . issubset ( written_columns . get ( Dataset . ticks , set ())): conn . execute ( \"CREATE INDEX IF NOT EXISTS idx_ticks_symbol_time ON ticks(symbol, time)\" , ) if { \"position_id\" , \"symbol\" } . issubset ( written_columns . get ( Dataset . history_deals , set ()), ): conn . execute ( \"CREATE INDEX IF NOT EXISTS idx_history_deals_position_symbol\" \" ON history_deals(position_id, symbol)\" , )","title":"create_history_indexes"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.create_positions_reconstructed_view","text":"create_positions_reconstructed_view ( conn : Connection , deals_columns : set [ str ] ) -> bool Create the positions_reconstructed SQLite view derived from history_deals. Returns: Type Description bool True if the view was created, False if required columns are missing. Source code in mt5cli/sqlite_history.py 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 def create_positions_reconstructed_view ( conn : sqlite3 . Connection , deals_columns : set [ str ], ) -> bool : \"\"\"Create the positions_reconstructed SQLite view derived from history_deals. Returns: True if the view was created, False if required columns are missing. \"\"\" if not _POSITIONS_VIEW_REQUIRED_COLUMNS . issubset ( deals_columns ): missing = \", \" . join ( sorted ( _POSITIONS_VIEW_REQUIRED_COLUMNS - deals_columns )) logger . warning ( \"Skipping positions_reconstructed view: history_deals missing columns: %s \" , missing , ) return False conn . execute ( \"DROP VIEW IF EXISTS positions_reconstructed\" ) conn . execute ( \"CREATE VIEW positions_reconstructed AS\" # noqa: S608 \" SELECT\" \" position_id,\" \" symbol,\" \" MIN(CASE WHEN entry = 0 THEN time END) AS open_time,\" \" MAX(CASE WHEN entry IN (1, 2, 3) THEN time END) AS close_time,\" \" MIN(CASE WHEN entry = 0 THEN type END) AS direction,\" \" SUM(CASE WHEN entry = 0 THEN volume ELSE 0 END) AS volume_open,\" \" SUM(CASE WHEN entry IN (1, 2, 3) THEN volume ELSE 0 END) AS volume_close,\" \" SUM(CASE WHEN entry = 2 THEN volume ELSE 0 END) AS volume_reversal,\" \" CASE\" \" WHEN SUM(CASE WHEN entry = 0 THEN volume ELSE 0 END) > 0\" \" THEN SUM(CASE WHEN entry = 0 THEN price * volume ELSE 0 END)\" \" / SUM(CASE WHEN entry = 0 THEN volume ELSE 0 END)\" \" END AS open_price,\" \" CASE\" \" WHEN SUM(CASE WHEN entry IN (1, 2, 3) THEN volume ELSE 0 END) > 0\" \" THEN SUM(CASE WHEN entry IN (1, 2, 3) THEN price * volume ELSE 0 END)\" \" / SUM(CASE WHEN entry IN (1, 2, 3) THEN volume ELSE 0 END)\" \" END AS close_price,\" \" SUM(profit) AS total_profit,\" \" SUM(CASE WHEN entry = 2 THEN 1 ELSE 0 END) AS reversal_count,\" \" COUNT(*) AS deals_count\" \" FROM history_deals\" f \" WHERE type IN { _TRADE_DEAL_TYPES_SQL } AND position_id != 0\" \" GROUP BY position_id, symbol\" \" HAVING SUM(CASE WHEN entry IN (1, 2, 3) THEN 1 ELSE 0 END) > 0\" , ) return True","title":"create_positions_reconstructed_view"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.create_rate_compatibility_views","text":"create_rate_compatibility_views ( conn : Connection ) -> None Create rate compatibility views from the normalized rates table. Source code in mt5cli/sqlite_history.py 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 def create_rate_compatibility_views ( conn : sqlite3 . Connection ) -> None : \"\"\"Create rate compatibility views from the normalized rates table.\"\"\" columns = get_table_columns ( conn , Dataset . rates . table_name ) if not { \"symbol\" , \"timeframe\" , \"time\" } . issubset ( columns ): return drop_rate_compatibility_views ( conn ) select_columns = sorted ( columns - { \"symbol\" , \"timeframe\" }) quoted_columns = \", \" . join ( f '\" { column } \"' for column in select_columns ) rows = conn . execute ( \"SELECT DISTINCT symbol, timeframe FROM rates ORDER BY symbol, timeframe\" , ) . fetchall () timeframes_by_symbol : dict [ str , list [ int ]] = {} for symbol , timeframe in rows : timeframes_by_symbol . setdefault ( str ( symbol ), []) . append ( int ( timeframe )) for symbol , timeframes in timeframes_by_symbol . items (): for timeframe in timeframes : granularity = resolve_granularity_name ( timeframe ) view_name = build_rate_view_name ( symbol = symbol , granularity = granularity , granularity_count = len ( timeframes ), timeframe = timeframe , ) quoted_view_name = quote_sqlite_identifier ( view_name ) escaped_symbol = symbol . replace ( \"'\" , \"''\" ) conn . execute ( f \"CREATE VIEW { quoted_view_name } AS\" # noqa: S608 f \" SELECT { quoted_columns } FROM rates\" f \" WHERE symbol = ' { escaped_symbol } '\" f \" AND timeframe = { timeframe } \" , )","title":"create_rate_compatibility_views"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.deduplicate_history_tables","text":"deduplicate_history_tables ( conn : Connection , written_columns : dict [ Dataset , set [ str ]], written_tables : set [ Dataset ], dedup_scopes : dict [ Dataset , list [ DedupScope ]] | None = None , ) -> None Deduplicate appended history tables by stable identifiers. Source code in mt5cli/sqlite_history.py 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 def deduplicate_history_tables ( conn : sqlite3 . Connection , written_columns : dict [ Dataset , set [ str ]], written_tables : set [ Dataset ], dedup_scopes : dict [ Dataset , list [ DedupScope ]] | None = None , ) -> None : \"\"\"Deduplicate appended history tables by stable identifiers.\"\"\" cursor = conn . cursor () for dataset in written_tables : columns = written_columns . get ( dataset , set ()) table = dataset . table_name keys = next ( ( candidate for candidate in _HISTORY_DEDUP_KEYS [ dataset ] if set ( candidate ) . issubset ( columns ) ), None , ) if keys is None : logger . warning ( \"Skipping %s deduplication: no supported key columns\" , table , ) continue scopes = dedup_scopes . get ( dataset , []) if dedup_scopes else [] if scopes : for scope_where , scope_params in scopes : drop_duplicates_in_table ( cursor , table , list ( keys ), keep = \"last\" , scope_where = scope_where , scope_params = scope_params , ) continue drop_duplicates_in_table ( cursor , table , list ( keys ), keep = \"last\" )","title":"deduplicate_history_tables"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.drop_duplicates_in_table","text":"drop_duplicates_in_table ( cursor : Cursor , table : str , ids : list [ str ], * , keep : Literal [ \"first\" , \"last\" ] = \"last\" , scope_where : str | None = None , scope_params : tuple [ object , ... ] = (), ) -> None Remove duplicate rows, keeping the first or last ROWID per key group. Raises: Type Description ValueError If the table or column names are invalid. Source code in mt5cli/sqlite_history.py 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 def drop_duplicates_in_table ( cursor : sqlite3 . Cursor , table : str , ids : list [ str ], * , keep : Literal [ \"first\" , \"last\" ] = \"last\" , scope_where : str | None = None , scope_params : tuple [ object , ... ] = (), ) -> None : \"\"\"Remove duplicate rows, keeping the first or last ROWID per key group. Raises: ValueError: If the table or column names are invalid. \"\"\" if not table . isidentifier (): msg = f \"Invalid table name: { table } \" raise ValueError ( msg ) if invalid := { column for column in ids if not column . isidentifier ()}: msg = f \"Invalid column names: { ', ' . join ( sorted ( invalid )) } \" raise ValueError ( msg ) ids_csv = \", \" . join ( f '\" { column } \"' for column in ids ) rowid_selector = \"MIN\" if keep == \"first\" else \"MAX\" if scope_where : delete_sql = ( f \"DELETE FROM { table } WHERE { scope_where } AND ROWID NOT IN\" # noqa: S608 f \" (SELECT { rowid_selector } (ROWID) FROM { table } WHERE { scope_where } \" f \" GROUP BY { ids_csv } )\" ) cursor . execute ( delete_sql , scope_params + scope_params ) return cursor . execute ( f \"DELETE FROM { table } WHERE ROWID NOT IN\" # noqa: S608 f \" (SELECT { rowid_selector } (ROWID) FROM { table } GROUP BY { ids_csv } )\" , )","title":"drop_duplicates_in_table"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.drop_rate_compatibility_views","text":"drop_rate_compatibility_views ( conn : Connection ) -> None Drop all mt5cli-managed rate_* compatibility views. Source code in mt5cli/sqlite_history.py 617 618 619 620 621 622 623 624 def drop_rate_compatibility_views ( conn : sqlite3 . Connection ) -> None : \"\"\"Drop all mt5cli-managed ``rate_*`` compatibility views.\"\"\" rows = conn . execute ( \"SELECT name FROM sqlite_master WHERE type = 'view' AND name GLOB 'rate_*'\" , ) . fetchall () for ( view_name ,) in rows : quoted_view_name = quote_sqlite_identifier ( str ( view_name )) conn . execute ( f \"DROP VIEW IF EXISTS { quoted_view_name } \" )","title":"drop_rate_compatibility_views"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.filter_incremental_history_deals_frame","text":"filter_incremental_history_deals_frame ( frame : DataFrame , symbols : Sequence [ str ], start_by_symbol : dict [ str , datetime ], account_event_start : datetime , ) -> DataFrame Filter incrementally fetched history_deals by symbol and event start times. Returns: Type Description DataFrame Rows for selected symbols at or after each symbol start, plus account DataFrame events at or after account_event_start . Source code in mt5cli/sqlite_history.py 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 def filter_incremental_history_deals_frame ( frame : pd . DataFrame , symbols : Sequence [ str ], start_by_symbol : dict [ str , datetime ], account_event_start : datetime , ) -> pd . DataFrame : \"\"\"Filter incrementally fetched history_deals by symbol and event start times. Returns: Rows for selected symbols at or after each symbol start, plus account events at or after ``account_event_start``. \"\"\" if frame . empty : return frame . copy () parsed_times = _frame_parsed_times ( frame ) time_valid = parsed_times . notna () account_event_mask = _history_deals_account_event_mask ( frame ) account_keep = account_event_mask & ( parsed_times >= account_event_start ) trade_keep = pd . Series ( data = False , index = frame . index ) if \"symbol\" in frame . columns : for symbol in symbols : trade_keep |= ( ( frame [ \"symbol\" ] == symbol ) & ( parsed_times >= start_by_symbol [ symbol ]) & ~ account_event_mask ) keep = ( account_keep | trade_keep ) & time_valid return frame . loc [ keep ] . copy ()","title":"filter_incremental_history_deals_frame"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.filter_trade_history_frame","text":"filter_trade_history_frame ( frame : DataFrame , symbols : Sequence [ str ], * , include_account_events : bool , ) -> DataFrame Filter trade history rows to selected symbols and account events. Returns: Type Description DataFrame Filtered history rows. Source code in mt5cli/sqlite_history.py 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 def filter_trade_history_frame ( frame : pd . DataFrame , symbols : Sequence [ str ], * , include_account_events : bool , ) -> pd . DataFrame : \"\"\"Filter trade history rows to selected symbols and account events. Returns: Filtered history rows. \"\"\" if \"symbol\" not in frame . columns : return frame symbol_mask = frame [ \"symbol\" ] . isin ( symbols ) if not include_account_events : return frame . loc [ symbol_mask ] . copy () account_event_mask = _history_deals_account_event_mask ( frame ) return frame . loc [ symbol_mask | account_event_mask ] . copy ()","title":"filter_trade_history_frame"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.get_history_deals_account_event_start_datetime","text":"get_history_deals_account_event_start_datetime ( conn : Connection , * , fallback_start : datetime ) -> datetime Return the next update start for account-level history_deals rows. Source code in mt5cli/sqlite_history.py 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 def get_history_deals_account_event_start_datetime ( conn : sqlite3 . Connection , * , fallback_start : datetime , ) -> datetime : \"\"\"Return the next update start for account-level history_deals rows.\"\"\" table = Dataset . history_deals . table_name columns = get_table_columns ( conn , table ) if \"time\" not in columns : return fallback_start if \"type\" in columns : where_clause = f \"type NOT IN { _TRADE_DEAL_TYPES_SQL } \" elif \"symbol\" in columns : where_clause = \"symbol IS NULL OR symbol = ''\" else : return fallback_start row = conn . execute ( f \"SELECT MAX(time) FROM { table } WHERE { where_clause } \" , # noqa: S608 ) . fetchone () parsed = parse_sqlite_timestamp ( row [ 0 ] if row else None ) return parsed if parsed is not None else fallback_start","title":"get_history_deals_account_event_start_datetime"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.get_incremental_start_datetime","text":"get_incremental_start_datetime ( conn : Connection , dataset : Dataset , * , symbol : str , timeframe : int | None , fallback_start : datetime , ) -> datetime Return the next update start datetime from existing MAX(time). Source code in mt5cli/sqlite_history.py 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 def get_incremental_start_datetime ( conn : sqlite3 . Connection , dataset : Dataset , * , symbol : str , timeframe : int | None , fallback_start : datetime , ) -> datetime : \"\"\"Return the next update start datetime from existing MAX(time).\"\"\" timeframes = [ timeframe ] if timeframe is not None else None starts = load_incremental_start_datetimes ( conn , dataset , symbols = [ symbol ], timeframes = timeframes , fallback_start = fallback_start , ) return starts [ symbol , timeframe ]","title":"get_incremental_start_datetime"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.get_table_columns","text":"get_table_columns ( conn : Connection , table : str ) -> set [ str ] Return existing SQLite columns for a table. Source code in mt5cli/sqlite_history.py 125 126 127 128 def get_table_columns ( conn : sqlite3 . Connection , table : str ) -> set [ str ]: \"\"\"Return existing SQLite columns for a table.\"\"\" rows = conn . execute ( f \"PRAGMA table_info( { table } )\" ) . fetchall () return { str ( row [ 1 ]) for row in rows }","title":"get_table_columns"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.load_incremental_start_datetimes","text":"load_incremental_start_datetimes ( conn : Connection , dataset : Dataset , * , symbols : Sequence [ str ], timeframes : Sequence [ int ] | None = None , fallback_start : datetime , ) -> dict [ tuple [ str , int | None ], datetime ] Return next update start datetimes keyed by symbol and optional timeframe. Source code in mt5cli/sqlite_history.py 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 def load_incremental_start_datetimes ( conn : sqlite3 . Connection , dataset : Dataset , * , symbols : Sequence [ str ], timeframes : Sequence [ int ] | None = None , fallback_start : datetime , ) -> dict [ tuple [ str , int | None ], datetime ]: \"\"\"Return next update start datetimes keyed by symbol and optional timeframe.\"\"\" table = dataset . table_name columns = get_table_columns ( conn , table ) if dataset is Dataset . rates and columns : _validate_rates_schema ( columns ) if \"time\" not in columns : if dataset is Dataset . rates and timeframes is not None : return { ( symbol , timeframe ): fallback_start for symbol in symbols for timeframe in timeframes } return {( symbol , None ): fallback_start for symbol in symbols } parsed_by_key : dict [ tuple [ str , int | None ], datetime ] = {} if ( dataset is Dataset . rates and timeframes is not None and { \"symbol\" , \"timeframe\" } . issubset ( columns ) ): symbol_placeholders = \", \" . join ( \"?\" for _ in symbols ) timeframe_placeholders = \", \" . join ( \"?\" for _ in timeframes ) grouped_rates_query = ( \"SELECT symbol, timeframe, MAX(time) FROM \" # noqa: S608 f \" { table } WHERE symbol IN ( { symbol_placeholders } )\" f \" AND timeframe IN ( { timeframe_placeholders } )\" \" GROUP BY symbol, timeframe\" ) rows = conn . execute ( grouped_rates_query , [ * symbols , * timeframes ], ) . fetchall () for row_symbol , row_timeframe , max_time in rows : parsed = parse_sqlite_timestamp ( max_time ) if parsed is not None : parsed_by_key [ str ( row_symbol ), int ( row_timeframe )] = parsed return { ( symbol , timeframe ): parsed_by_key . get ( ( symbol , timeframe ), fallback_start , ) for symbol in symbols for timeframe in timeframes } if \"symbol\" in columns : symbol_placeholders = \", \" . join ( \"?\" for _ in symbols ) rows = conn . execute ( f \"SELECT symbol, MAX(time) FROM { table } \" # noqa: S608 f \" WHERE symbol IN ( { symbol_placeholders } ) GROUP BY symbol\" , list ( symbols ), ) . fetchall () for row_symbol , max_time in rows : parsed = parse_sqlite_timestamp ( max_time ) if parsed is not None : parsed_by_key [ str ( row_symbol ), None ] = parsed return { ( symbol , None ): parsed_by_key . get (( symbol , None ), fallback_start ) for symbol in symbols } row = conn . execute ( f \"SELECT MAX(time) FROM { table } \" ) . fetchone () # noqa: S608 parsed = parse_sqlite_timestamp ( row [ 0 ] if row else None ) shared_start = parsed if parsed is not None else fallback_start return {( symbol , None ): shared_start for symbol in symbols }","title":"load_incremental_start_datetimes"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.parse_sqlite_timestamp","text":"parse_sqlite_timestamp ( value : object ) -> datetime | None Parse a SQLite history timestamp value. Returns: Type Description datetime | None Parsed timezone-aware datetime, or None when parsing fails. Source code in mt5cli/sqlite_history.py 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 def parse_sqlite_timestamp ( value : object ) -> datetime | None : \"\"\"Parse a SQLite history timestamp value. Returns: Parsed timezone-aware datetime, or None when parsing fails. \"\"\" if value is None : return None if isinstance ( value , datetime ): return value if value . tzinfo is not None else value . replace ( tzinfo = UTC ) if isinstance ( value , int | float ): return datetime . fromtimestamp ( float ( value ), tz = UTC ) if isinstance ( value , str ): return _parse_string_sqlite_timestamp ( value ) logger . warning ( \"Ignoring unsupported history timestamp type: %s \" , type ( value )) return None","title":"parse_sqlite_timestamp"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.quote_sqlite_identifier","text":"quote_sqlite_identifier ( identifier : str ) -> str Return a safely quoted SQLite identifier using double quotes. Source code in mt5cli/sqlite_history.py 52 53 54 def quote_sqlite_identifier ( identifier : str ) -> str : \"\"\"Return a safely quoted SQLite identifier using double quotes.\"\"\" return '\"' + identifier . replace ( '\"' , '\"\"' ) + '\"'","title":"quote_sqlite_identifier"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.record_written_columns","text":"record_written_columns ( written_columns : dict [ Dataset , set [ str ]], dataset : Dataset , frame : DataFrame , ) -> None Remember columns for datasets written during collection. Source code in mt5cli/sqlite_history.py 322 323 324 325 326 327 328 329 330 331 332 def record_written_columns ( written_columns : dict [ Dataset , set [ str ]], dataset : Dataset , frame : pd . DataFrame , ) -> None : \"\"\"Remember columns for datasets written during collection.\"\"\" columns = set ( frame . columns ) if dataset in written_columns : written_columns [ dataset ] . update ( columns ) else : written_columns [ dataset ] = columns","title":"record_written_columns"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.resolve_granularity_name","text":"resolve_granularity_name ( timeframe : int ) -> str Return a granularity name for a timeframe integer when known. Source code in mt5cli/sqlite_history.py 99 100 101 102 103 104 def resolve_granularity_name ( timeframe : int ) -> str : \"\"\"Return a granularity name for a timeframe integer when known.\"\"\" for name , value in TIMEFRAME_MAP . items (): if value == timeframe : return name return str ( timeframe )","title":"resolve_granularity_name"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.resolve_history_datasets","text":"resolve_history_datasets ( datasets : set [ Dataset ] | None , ) -> set [ Dataset ] Resolve configured history datasets. Returns: Type Description set [ Dataset ] All supported datasets when datasets is None, otherwise the set [ Dataset ] configured selection (which may be empty). Source code in mt5cli/sqlite_history.py 57 58 59 60 61 62 63 64 65 66 def resolve_history_datasets ( datasets : set [ Dataset ] | None ) -> set [ Dataset ]: \"\"\"Resolve configured history datasets. Returns: All supported datasets when ``datasets`` is None, otherwise the configured selection (which may be empty). \"\"\" if datasets is None : return set ( Dataset ) return set ( datasets )","title":"resolve_history_datasets"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.resolve_history_tick_flags","text":"resolve_history_tick_flags ( flags : int | str ) -> int Resolve tick copy flags from an integer or name. Returns: Type Description int Integer tick flag value. Source code in mt5cli/sqlite_history.py 88 89 90 91 92 93 94 95 96 def resolve_history_tick_flags ( flags : int | str ) -> int : \"\"\"Resolve tick copy flags from an integer or name. Returns: Integer tick flag value. \"\"\" if isinstance ( flags , int ): return flags return parse_tick_flags ( flags )","title":"resolve_history_tick_flags"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.resolve_history_timeframes","text":"resolve_history_timeframes ( timeframes : Sequence [ int | str ] | None , ) -> list [ int ] Resolve rate timeframes, deduplicating aliases for the same integer. Returns: Type Description list [ int ] Ordered list of unique timeframe integers. Source code in mt5cli/sqlite_history.py 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 def resolve_history_timeframes ( timeframes : Sequence [ int | str ] | None , ) -> list [ int ]: \"\"\"Resolve rate timeframes, deduplicating aliases for the same integer. Returns: Ordered list of unique timeframe integers. \"\"\" raw = timeframes if timeframes is not None else DEFAULT_HISTORY_TIMEFRAMES seen : set [ int ] = set () resolved : list [ int ] = [] for value in raw : tf = value if isinstance ( value , int ) else parse_timeframe ( str ( value )) if tf not in seen : seen . add ( tf ) resolved . append ( tf ) return resolved","title":"resolve_history_timeframes"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.write_collected_datasets","text":"write_collected_datasets ( conn : 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: Type Description tuple [ set [ Dataset ], dict [ Dataset , set [ str ]]] Written datasets and their columns. Source code in mt5cli/sqlite_history.py 1112 1113 1114 1115 1116 1117 1118 1119 1120 1121 1122 1123 1124 1125 1126 1127 1128 1129 1130 1131 1132 1133 1134 1135 1136 1137 1138 1139 1140 1141 1142 1143 1144 1145 1146 1147 1148 1149 1150 1151 1152 1153 1154 1155 1156 1157 1158 1159 1160 1161 1162 1163 1164 1165 1166 1167 1168 1169 1170 1171 1172 1173 1174 1175 1176 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","title":"write_collected_datasets"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.write_history_dataset","text":"write_history_dataset ( conn : Connection , fetch : Callable [ ... , 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: Type Description bool True if the target table was written. Source code in mt5cli/sqlite_history.py 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 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","title":"write_history_dataset"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.write_incremental_datasets","text":"write_incremental_datasets ( conn : 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: Type Description tuple [ set [ Dataset ], dict [ Dataset , set [ str ]]] Written datasets and their columns. Source code in mt5cli/sqlite_history.py 1029 1030 1031 1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042 1043 1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 1087 1088 1089 1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 1105 1106 1107 1108 1109 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","title":"write_incremental_datasets"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.write_rates_dataset","text":"write_rates_dataset ( conn : 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: Type Description bool True if the rates table was written. Source code in mt5cli/sqlite_history.py 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 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","title":"write_rates_dataset"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.write_streamed_frame","text":"write_streamed_frame ( conn : Connection , frame : DataFrame , dataset : Dataset , table_exists : bool , if_exists : IfExists , written_columns : dict [ Dataset , set [ str ]], ) -> bool Write one streamed dataset frame and track table state. Returns: Type Description bool True if the dataset table exists after this write attempt. Source code in mt5cli/sqlite_history.py 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 def write_streamed_frame ( conn : sqlite3 . Connection , frame : pd . DataFrame , dataset : Dataset , table_exists : bool , if_exists : IfExists , written_columns : dict [ Dataset , set [ str ]], ) -> bool : \"\"\"Write one streamed dataset frame and track table state. Returns: True if the dataset table exists after this write attempt. \"\"\" write_mode = IfExists . APPEND if table_exists else if_exists if append_dataframe ( conn , frame , dataset . table_name , write_mode ): record_written_columns ( written_columns , dataset , frame ) return True return table_exists","title":"write_streamed_frame"},{"location":"api/sqlite_history/#mt5cli.sqlite_history.write_ticks_dataset","text":"write_ticks_dataset ( conn : 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: Type Description bool True if the ticks table was written. Source code in mt5cli/sqlite_history.py 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 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","title":"write_ticks_dataset"},{"location":"api/sqlite_history/#collect-history-schema","text":"The collect-history command (and the matching collect_history SDK function) writes selected MT5 datasets into one SQLite database. Each dataset becomes a table; column names and types mirror the pdmt5 DataFrame schema for that export, with two additions: symbol is prepended on every table. timeframe is prepended on rates so appended runs at different bar sizes stay distinguishable. SQLite does not declare foreign keys. Rows are linked logically by symbol , time windows, and (for deals) position_id / order . Duplicate rows are removed on append using dataset-specific keys (for example ticket on history tables, or (symbol, timeframe, time) on rates). Optional views are created when --with-views is set and the history-deals dataset was written.","title":"collect-history schema"},{"location":"api/sqlite_history/#entity-relationship-diagram","text":"Sample layout for a full collection with --with-views : erDiagram rates { TEXT symbol \"dedup key\" INTEGER timeframe \"dedup key\" TEXT time \"dedup key\" REAL open REAL high REAL low REAL close INTEGER tick_volume INTEGER spread INTEGER real_volume } ticks { TEXT symbol \"dedup key\" TEXT time \"dedup key\" INTEGER time_msc \"dedup key (preferred)\" REAL bid REAL ask REAL last INTEGER volume INTEGER flags REAL volume_real } history_orders { INTEGER ticket \"dedup key\" TEXT symbol TEXT time INTEGER type INTEGER state REAL volume_initial REAL price_open REAL price_current INTEGER magic } history_deals { INTEGER ticket \"dedup key\" INTEGER order INTEGER position_id \"groups position view\" TEXT symbol TEXT time INTEGER type \"0/1 trade, else cash event\" INTEGER entry \"0 IN, 1 OUT, 2 INOUT, 3 OUT_BY\" REAL volume REAL price REAL profit REAL commission REAL swap REAL fee } cash_events { INTEGER ticket TEXT symbol TEXT time INTEGER type REAL profit } positions_reconstructed { INTEGER position_id TEXT symbol TEXT open_time TEXT close_time INTEGER direction REAL volume_open REAL volume_close REAL volume_reversal REAL open_price REAL close_price REAL total_profit INTEGER reversal_count INTEGER deals_count } rates ||--o{ history_deals : \"symbol (logical)\" ticks ||--o{ history_deals : \"symbol (logical)\" history_orders ||--o{ history_deals : \"order ~ ticket (logical)\" history_deals ||--|| cash_events : \"VIEW: type NOT IN (0,1)\" history_deals ||--o{ positions_reconstructed : \"VIEW: GROUP BY position_id\"","title":"Entity-relationship diagram"},{"location":"api/sqlite_history/#tables-and-views","text":"Object Kind Source Notes rates table copy_rates_range Indexed on (symbol, timeframe, time) when columns exist. ticks table copy_ticks_range Indexed on (symbol, time) when columns exist. history_orders table history_orders_get Fetched per --symbol , then concatenated. history_deals table history_deals_get Fetched per --symbol , then concatenated. Indexed on (position_id, symbol) when present. cash_events view history_deals Non-trade deal types (deposits, balance ops, etc.). Requires type column. positions_reconstructed view history_deals One row per closed position_id ; volume-weighted prices and reversal stats. Column sets can vary with terminal and pdmt5 version. Views are skipped with a warning when required columns are missing.","title":"Tables and views"},{"location":"api/sqlite_history/#incremental-collection","text":"The update_history SDK path uses the same base tables and optional cash_events / positions_reconstructed views. It additionally maintains rate___ compatibility views when create_rate_views=True .","title":"Incremental collection"},{"location":"api/utils/","text":"Utils Module \u00b6 mt5cli.utils \u00b6 Utility constants, types, and functions for the mt5cli package. DATETIME_TYPE module-attribute \u00b6 DATETIME_TYPE = _DateTimeType () REQUEST_TYPE module-attribute \u00b6 REQUEST_TYPE = _RequestType () TICK_FLAGS_TYPE module-attribute \u00b6 TICK_FLAGS_TYPE = _TickFlagsType () TICK_FLAG_MAP module-attribute \u00b6 TICK_FLAG_MAP : dict [ str , int ] = { \"ALL\" : 1 , \"INFO\" : 2 , \"TRADE\" : 4 , } TIMEFRAME_MAP module-attribute \u00b6 TIMEFRAME_MAP : dict [ str , int ] = { \"M1\" : 1 , \"M2\" : 2 , \"M3\" : 3 , \"M4\" : 4 , \"M5\" : 5 , \"M6\" : 6 , \"M10\" : 10 , \"M12\" : 12 , \"M15\" : 15 , \"M20\" : 20 , \"M30\" : 30 , \"H1\" : 16385 , \"H2\" : 16386 , \"H3\" : 16387 , \"H4\" : 16388 , \"H6\" : 16390 , \"H8\" : 16392 , \"H12\" : 16396 , \"D1\" : 16408 , \"W1\" : 32769 , \"MN1\" : 49153 , } TIMEFRAME_TYPE module-attribute \u00b6 TIMEFRAME_TYPE = _TimeframeType () Dataset \u00b6 Bases: StrEnum Datasets supported by the collect-history command. history_deals class-attribute instance-attribute \u00b6 history_deals = 'history-deals' history_orders class-attribute instance-attribute \u00b6 history_orders = 'history-orders' rates class-attribute instance-attribute \u00b6 rates = 'rates' table_name property \u00b6 table_name : str Return the SQLite table name for this dataset. ticks class-attribute instance-attribute \u00b6 ticks = 'ticks' IfExists \u00b6 Bases: StrEnum SQLite table conflict behavior for the collect-history command. APPEND class-attribute instance-attribute \u00b6 APPEND = 'append' FAIL class-attribute instance-attribute \u00b6 FAIL = 'fail' REPLACE class-attribute instance-attribute \u00b6 REPLACE = 'replace' LogLevel \u00b6 Bases: StrEnum Logging verbosity levels. DEBUG class-attribute instance-attribute \u00b6 DEBUG = 'DEBUG' ERROR class-attribute instance-attribute \u00b6 ERROR = 'ERROR' INFO class-attribute instance-attribute \u00b6 INFO = 'INFO' WARNING class-attribute instance-attribute \u00b6 WARNING = 'WARNING' OutputFormat \u00b6 Bases: StrEnum Supported output file formats. csv class-attribute instance-attribute \u00b6 csv = 'csv' json class-attribute instance-attribute \u00b6 json = 'json' parquet class-attribute instance-attribute \u00b6 parquet = 'parquet' sqlite3 class-attribute instance-attribute \u00b6 sqlite3 = 'sqlite3' detect_format \u00b6 detect_format ( output_path : Path , explicit_format : str | None = None ) -> str Detect the output format from a file extension or explicit format string. Parameters: Name Type Description Default output_path Path Path to the output file. required explicit_format str | None Explicitly specified format, if any. None Returns: Type Description str The detected format string. Raises: Type Description ValueError If the format cannot be determined. Source code in mt5cli/utils.py 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 def detect_format ( output_path : Path , explicit_format : str | None = None , ) -> str : \"\"\"Detect the output format from a file extension or explicit format string. Args: output_path: Path to the output file. explicit_format: Explicitly specified format, if any. Returns: The detected format string. Raises: ValueError: If the format cannot be determined. \"\"\" if explicit_format is not None : return explicit_format suffix = output_path . suffix . lower () if suffix in _FORMAT_EXTENSIONS : return _FORMAT_EXTENSIONS [ suffix ] msg = ( f \"Cannot detect format from extension ' { suffix } '.\" \" Use --format to specify the output format.\" ) raise ValueError ( msg ) export_dataframe \u00b6 export_dataframe ( df : DataFrame , output_path : Path , output_format : str , table_name : str = \"data\" , ) -> None Export a pandas DataFrame to the specified file format. Parameters: Name Type Description Default df DataFrame DataFrame to export. required output_path Path Path to the output file. required output_format str Output format (csv, json, parquet, or sqlite3). required table_name str Table name for SQLite3 output. 'data' Raises: Type Description ValueError If the output format is not supported. Source code in mt5cli/utils.py 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 def export_dataframe ( df : pd . DataFrame , output_path : Path , output_format : str , table_name : str = \"data\" , ) -> None : \"\"\"Export a pandas DataFrame to the specified file format. Args: df: DataFrame to export. output_path: Path to the output file. output_format: Output format (csv, json, parquet, or sqlite3). table_name: Table name for SQLite3 output. Raises: ValueError: If the output format is not supported. \"\"\" if output_format == \"csv\" : df . to_csv ( output_path , index = False ) elif output_format == \"json\" : df . to_json ( output_path , orient = \"records\" , date_format = \"iso\" , indent = 2 , ) elif output_format == \"parquet\" : df . to_parquet ( output_path , index = False ) elif output_format == \"sqlite3\" : sqlite3 = cast ( \"Any\" , importlib . import_module ( \"sqlite3\" )) with sqlite3 . connect ( output_path ) as conn : df . to_sql ( # type: ignore[reportUnknownMemberType] table_name , conn , if_exists = \"replace\" , index = False , ) else : msg = f \"Unsupported output format: { output_format } \" raise ValueError ( msg ) parse_datetime \u00b6 parse_datetime ( value : str ) -> datetime Parse an ISO 8601 datetime string to a timezone-aware datetime. Parameters: Name Type Description Default value str ISO 8601 datetime string (e.g., '2024-01-01' or '2024-01-01T12:00:00+00:00'). required Returns: Type Description datetime Parsed datetime with UTC timezone if no timezone is specified. Raises: Type Description ValueError If the string cannot be parsed. Source code in mt5cli/utils.py 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 def parse_datetime ( value : str ) -> datetime : \"\"\"Parse an ISO 8601 datetime string to a timezone-aware datetime. Args: value: ISO 8601 datetime string (e.g., '2024-01-01' or '2024-01-01T12:00:00+00:00'). Returns: Parsed datetime with UTC timezone if no timezone is specified. Raises: ValueError: If the string cannot be parsed. \"\"\" try : dt = datetime . fromisoformat ( value ) except ValueError : msg = f \"Invalid datetime format: ' { value } '. Use ISO 8601 format.\" raise ValueError ( msg ) from None if dt . tzinfo is None : dt = dt . replace ( tzinfo = UTC ) return dt parse_request \u00b6 parse_request ( value : str ) -> dict [ str , Any ] Parse a JSON-formatted order request string or file reference. Parameters: Name Type Description Default value str JSON object string, or '@path' to read JSON from a file. required Returns: Type Description dict [ str , Any ] Parsed request dictionary. Raises: Type Description ValueError If the request file cannot be read or the value is not a JSON object. Source code in mt5cli/utils.py 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 def parse_request ( value : str ) -> dict [ str , Any ]: \"\"\"Parse a JSON-formatted order request string or file reference. Args: value: JSON object string, or '@path' to read JSON from a file. Returns: Parsed request dictionary. Raises: ValueError: If the request file cannot be read or the value is not a JSON object. \"\"\" if value . startswith ( \"@\" ): path = Path ( value [ 1 :]) try : text = path . read_text ( encoding = \"utf-8\" ) except ( OSError , UnicodeDecodeError ) as exc : msg = f \"Failed to read JSON request file ' { path } ': { exc } \" raise ValueError ( msg ) from exc else : text = value try : parsed : object = json . loads ( text ) except json . JSONDecodeError as exc : msg = f \"Invalid JSON request: { exc } \" raise ValueError ( msg ) from exc if not _is_request_dict ( parsed ): msg = \"Order request must be a JSON object.\" raise ValueError ( msg ) return parsed parse_tick_flags \u00b6 parse_tick_flags ( value : str ) -> int Parse tick flags string or integer value. Parameters: Name Type Description Default value str Tick flag name (ALL, INFO, TRADE) or integer value. required Returns: Type Description int Integer tick flag value. Raises: Type Description ValueError If the flag is invalid. Source code in mt5cli/utils.py 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 def parse_tick_flags ( value : str ) -> int : \"\"\"Parse tick flags string or integer value. Args: value: Tick flag name (ALL, INFO, TRADE) or integer value. Returns: Integer tick flag value. Raises: ValueError: If the flag is invalid. \"\"\" upper = value . upper () if upper in TICK_FLAG_MAP : return TICK_FLAG_MAP [ upper ] try : return int ( value ) except ValueError : valid = \", \" . join ( TICK_FLAG_MAP ) msg = f \"Invalid tick flags: ' { value } '. Use one of: { valid } , or an integer.\" raise ValueError ( msg ) from None parse_timeframe \u00b6 parse_timeframe ( value : str ) -> int Parse a timeframe string or integer value. Parameters: Name Type Description Default value str Timeframe name (e.g., 'M1', 'H1', 'D1') or integer value. required Returns: Type Description int Integer timeframe value. Raises: Type Description ValueError If the timeframe is invalid. Source code in mt5cli/utils.py 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 def parse_timeframe ( value : str ) -> int : \"\"\"Parse a timeframe string or integer value. Args: value: Timeframe name (e.g., 'M1', 'H1', 'D1') or integer value. Returns: Integer timeframe value. Raises: ValueError: If the timeframe is invalid. \"\"\" upper = value . upper () if upper in TIMEFRAME_MAP : return TIMEFRAME_MAP [ upper ] try : return int ( value ) except ValueError : valid = \", \" . join ( TIMEFRAME_MAP ) msg = f \"Invalid timeframe: ' { value } '. Use one of: { valid } , or an integer.\" raise ValueError ( msg ) from None","title":"Utils"},{"location":"api/utils/#utils-module","text":"","title":"Utils Module"},{"location":"api/utils/#mt5cli.utils","text":"Utility constants, types, and functions for the mt5cli package.","title":"utils"},{"location":"api/utils/#mt5cli.utils.DATETIME_TYPE","text":"DATETIME_TYPE = _DateTimeType ()","title":"DATETIME_TYPE"},{"location":"api/utils/#mt5cli.utils.REQUEST_TYPE","text":"REQUEST_TYPE = _RequestType ()","title":"REQUEST_TYPE"},{"location":"api/utils/#mt5cli.utils.TICK_FLAGS_TYPE","text":"TICK_FLAGS_TYPE = _TickFlagsType ()","title":"TICK_FLAGS_TYPE"},{"location":"api/utils/#mt5cli.utils.TICK_FLAG_MAP","text":"TICK_FLAG_MAP : dict [ str , int ] = { \"ALL\" : 1 , \"INFO\" : 2 , \"TRADE\" : 4 , }","title":"TICK_FLAG_MAP"},{"location":"api/utils/#mt5cli.utils.TIMEFRAME_MAP","text":"TIMEFRAME_MAP : dict [ str , int ] = { \"M1\" : 1 , \"M2\" : 2 , \"M3\" : 3 , \"M4\" : 4 , \"M5\" : 5 , \"M6\" : 6 , \"M10\" : 10 , \"M12\" : 12 , \"M15\" : 15 , \"M20\" : 20 , \"M30\" : 30 , \"H1\" : 16385 , \"H2\" : 16386 , \"H3\" : 16387 , \"H4\" : 16388 , \"H6\" : 16390 , \"H8\" : 16392 , \"H12\" : 16396 , \"D1\" : 16408 , \"W1\" : 32769 , \"MN1\" : 49153 , }","title":"TIMEFRAME_MAP"},{"location":"api/utils/#mt5cli.utils.TIMEFRAME_TYPE","text":"TIMEFRAME_TYPE = _TimeframeType ()","title":"TIMEFRAME_TYPE"},{"location":"api/utils/#mt5cli.utils.Dataset","text":"Bases: StrEnum Datasets supported by the collect-history command.","title":"Dataset"},{"location":"api/utils/#mt5cli.utils.Dataset.history_deals","text":"history_deals = 'history-deals'","title":"history_deals"},{"location":"api/utils/#mt5cli.utils.Dataset.history_orders","text":"history_orders = 'history-orders'","title":"history_orders"},{"location":"api/utils/#mt5cli.utils.Dataset.rates","text":"rates = 'rates'","title":"rates"},{"location":"api/utils/#mt5cli.utils.Dataset.table_name","text":"table_name : str Return the SQLite table name for this dataset.","title":"table_name"},{"location":"api/utils/#mt5cli.utils.Dataset.ticks","text":"ticks = 'ticks'","title":"ticks"},{"location":"api/utils/#mt5cli.utils.IfExists","text":"Bases: StrEnum SQLite table conflict behavior for the collect-history command.","title":"IfExists"},{"location":"api/utils/#mt5cli.utils.IfExists.APPEND","text":"APPEND = 'append'","title":"APPEND"},{"location":"api/utils/#mt5cli.utils.IfExists.FAIL","text":"FAIL = 'fail'","title":"FAIL"},{"location":"api/utils/#mt5cli.utils.IfExists.REPLACE","text":"REPLACE = 'replace'","title":"REPLACE"},{"location":"api/utils/#mt5cli.utils.LogLevel","text":"Bases: StrEnum Logging verbosity levels.","title":"LogLevel"},{"location":"api/utils/#mt5cli.utils.LogLevel.DEBUG","text":"DEBUG = 'DEBUG'","title":"DEBUG"},{"location":"api/utils/#mt5cli.utils.LogLevel.ERROR","text":"ERROR = 'ERROR'","title":"ERROR"},{"location":"api/utils/#mt5cli.utils.LogLevel.INFO","text":"INFO = 'INFO'","title":"INFO"},{"location":"api/utils/#mt5cli.utils.LogLevel.WARNING","text":"WARNING = 'WARNING'","title":"WARNING"},{"location":"api/utils/#mt5cli.utils.OutputFormat","text":"Bases: StrEnum Supported output file formats.","title":"OutputFormat"},{"location":"api/utils/#mt5cli.utils.OutputFormat.csv","text":"csv = 'csv'","title":"csv"},{"location":"api/utils/#mt5cli.utils.OutputFormat.json","text":"json = 'json'","title":"json"},{"location":"api/utils/#mt5cli.utils.OutputFormat.parquet","text":"parquet = 'parquet'","title":"parquet"},{"location":"api/utils/#mt5cli.utils.OutputFormat.sqlite3","text":"sqlite3 = 'sqlite3'","title":"sqlite3"},{"location":"api/utils/#mt5cli.utils.detect_format","text":"detect_format ( output_path : Path , explicit_format : str | None = None ) -> str Detect the output format from a file extension or explicit format string. Parameters: Name Type Description Default output_path Path Path to the output file. required explicit_format str | None Explicitly specified format, if any. None Returns: Type Description str The detected format string. Raises: Type Description ValueError If the format cannot be determined. Source code in mt5cli/utils.py 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 def detect_format ( output_path : Path , explicit_format : str | None = None , ) -> str : \"\"\"Detect the output format from a file extension or explicit format string. Args: output_path: Path to the output file. explicit_format: Explicitly specified format, if any. Returns: The detected format string. Raises: ValueError: If the format cannot be determined. \"\"\" if explicit_format is not None : return explicit_format suffix = output_path . suffix . lower () if suffix in _FORMAT_EXTENSIONS : return _FORMAT_EXTENSIONS [ suffix ] msg = ( f \"Cannot detect format from extension ' { suffix } '.\" \" Use --format to specify the output format.\" ) raise ValueError ( msg )","title":"detect_format"},{"location":"api/utils/#mt5cli.utils.export_dataframe","text":"export_dataframe ( df : DataFrame , output_path : Path , output_format : str , table_name : str = \"data\" , ) -> None Export a pandas DataFrame to the specified file format. Parameters: Name Type Description Default df DataFrame DataFrame to export. required output_path Path Path to the output file. required output_format str Output format (csv, json, parquet, or sqlite3). required table_name str Table name for SQLite3 output. 'data' Raises: Type Description ValueError If the output format is not supported. Source code in mt5cli/utils.py 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 def export_dataframe ( df : pd . DataFrame , output_path : Path , output_format : str , table_name : str = \"data\" , ) -> None : \"\"\"Export a pandas DataFrame to the specified file format. Args: df: DataFrame to export. output_path: Path to the output file. output_format: Output format (csv, json, parquet, or sqlite3). table_name: Table name for SQLite3 output. Raises: ValueError: If the output format is not supported. \"\"\" if output_format == \"csv\" : df . to_csv ( output_path , index = False ) elif output_format == \"json\" : df . to_json ( output_path , orient = \"records\" , date_format = \"iso\" , indent = 2 , ) elif output_format == \"parquet\" : df . to_parquet ( output_path , index = False ) elif output_format == \"sqlite3\" : sqlite3 = cast ( \"Any\" , importlib . import_module ( \"sqlite3\" )) with sqlite3 . connect ( output_path ) as conn : df . to_sql ( # type: ignore[reportUnknownMemberType] table_name , conn , if_exists = \"replace\" , index = False , ) else : msg = f \"Unsupported output format: { output_format } \" raise ValueError ( msg )","title":"export_dataframe"},{"location":"api/utils/#mt5cli.utils.parse_datetime","text":"parse_datetime ( value : str ) -> datetime Parse an ISO 8601 datetime string to a timezone-aware datetime. Parameters: Name Type Description Default value str ISO 8601 datetime string (e.g., '2024-01-01' or '2024-01-01T12:00:00+00:00'). required Returns: Type Description datetime Parsed datetime with UTC timezone if no timezone is specified. Raises: Type Description ValueError If the string cannot be parsed. Source code in mt5cli/utils.py 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 def parse_datetime ( value : str ) -> datetime : \"\"\"Parse an ISO 8601 datetime string to a timezone-aware datetime. Args: value: ISO 8601 datetime string (e.g., '2024-01-01' or '2024-01-01T12:00:00+00:00'). Returns: Parsed datetime with UTC timezone if no timezone is specified. Raises: ValueError: If the string cannot be parsed. \"\"\" try : dt = datetime . fromisoformat ( value ) except ValueError : msg = f \"Invalid datetime format: ' { value } '. Use ISO 8601 format.\" raise ValueError ( msg ) from None if dt . tzinfo is None : dt = dt . replace ( tzinfo = UTC ) return dt","title":"parse_datetime"},{"location":"api/utils/#mt5cli.utils.parse_request","text":"parse_request ( value : str ) -> dict [ str , Any ] Parse a JSON-formatted order request string or file reference. Parameters: Name Type Description Default value str JSON object string, or '@path' to read JSON from a file. required Returns: Type Description dict [ str , Any ] Parsed request dictionary. Raises: Type Description ValueError If the request file cannot be read or the value is not a JSON object. Source code in mt5cli/utils.py 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 def parse_request ( value : str ) -> dict [ str , Any ]: \"\"\"Parse a JSON-formatted order request string or file reference. Args: value: JSON object string, or '@path' to read JSON from a file. Returns: Parsed request dictionary. Raises: ValueError: If the request file cannot be read or the value is not a JSON object. \"\"\" if value . startswith ( \"@\" ): path = Path ( value [ 1 :]) try : text = path . read_text ( encoding = \"utf-8\" ) except ( OSError , UnicodeDecodeError ) as exc : msg = f \"Failed to read JSON request file ' { path } ': { exc } \" raise ValueError ( msg ) from exc else : text = value try : parsed : object = json . loads ( text ) except json . JSONDecodeError as exc : msg = f \"Invalid JSON request: { exc } \" raise ValueError ( msg ) from exc if not _is_request_dict ( parsed ): msg = \"Order request must be a JSON object.\" raise ValueError ( msg ) return parsed","title":"parse_request"},{"location":"api/utils/#mt5cli.utils.parse_tick_flags","text":"parse_tick_flags ( value : str ) -> int Parse tick flags string or integer value. Parameters: Name Type Description Default value str Tick flag name (ALL, INFO, TRADE) or integer value. required Returns: Type Description int Integer tick flag value. Raises: Type Description ValueError If the flag is invalid. Source code in mt5cli/utils.py 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 def parse_tick_flags ( value : str ) -> int : \"\"\"Parse tick flags string or integer value. Args: value: Tick flag name (ALL, INFO, TRADE) or integer value. Returns: Integer tick flag value. Raises: ValueError: If the flag is invalid. \"\"\" upper = value . upper () if upper in TICK_FLAG_MAP : return TICK_FLAG_MAP [ upper ] try : return int ( value ) except ValueError : valid = \", \" . join ( TICK_FLAG_MAP ) msg = f \"Invalid tick flags: ' { value } '. Use one of: { valid } , or an integer.\" raise ValueError ( msg ) from None","title":"parse_tick_flags"},{"location":"api/utils/#mt5cli.utils.parse_timeframe","text":"parse_timeframe ( value : str ) -> int Parse a timeframe string or integer value. Parameters: Name Type Description Default value str Timeframe name (e.g., 'M1', 'H1', 'D1') or integer value. required Returns: Type Description int Integer timeframe value. Raises: Type Description ValueError If the timeframe is invalid. Source code in mt5cli/utils.py 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 def parse_timeframe ( value : str ) -> int : \"\"\"Parse a timeframe string or integer value. Args: value: Timeframe name (e.g., 'M1', 'H1', 'D1') or integer value. Returns: Integer timeframe value. Raises: ValueError: If the timeframe is invalid. \"\"\" upper = value . upper () if upper in TIMEFRAME_MAP : return TIMEFRAME_MAP [ upper ] try : return int ( value ) except ValueError : valid = \", \" . join ( TIMEFRAME_MAP ) msg = f \"Invalid timeframe: ' { value } '. Use one of: { valid } , or an integer.\" raise ValueError ( msg ) from None","title":"parse_timeframe"}]}
\ No newline at end of file
+{"config":{"indexing":"full","lang":["en"],"min_search_length":3,"prebuild_index":false,"separator":"[\\s\\-]+"},"docs":[{"location":"","text":"mt5cli \u00b6 Command-line tool for MetaTrader 5 data export. Overview \u00b6 mt5cli is a CLI application that exports MetaTrader 5 trading data to multiple file formats. It is built on top of pdmt5 , a pandas-based data handler for MetaTrader 5. Features \u00b6 Multi-format export : CSV, JSON, Parquet, and SQLite3 output formats Auto-detection : Format detection from file extensions Comprehensive data access : Rates, ticks, account info, symbols, orders, positions, and trading history Flexible timeframes : Named timeframes (M1, H1, D1, etc.) and numeric values Connection management : Optional credentials, server, and timeout configuration Installation \u00b6 pip install mt5cli Programmatic usage / SDK usage \u00b6 mt5cli can be used as a small Python SDK for read-only MetaTrader 5 data collection. SDK functions return pandas DataFrames without writing files. Use export_dataframe when you need to persist results. from datetime import UTC , datetime from pathlib import Path from mt5cli import Mt5CliClient , collect_history , copy_rates_range , export_dataframe # One-off fetch with module-level helpers rates = copy_rates_range ( \"EURUSD\" , timeframe = \"H1\" , date_from = \"2024-01-01\" , date_to = \"2024-02-01\" , ) export_dataframe ( rates , Path ( \"rates.csv\" ), \"csv\" ) # Reuse one MT5 connection for multiple calls with Mt5CliClient ( login = 12345 , password = \"secret\" , server = \"Broker-Demo\" ) as client : account = client . account_info () positions = client . positions () # Bulk SQLite collection (same behavior as the collect-history CLI command) collect_history ( Path ( \"history.db\" ), symbols = [ \"EURUSD\" , \"GBPUSD\" ], date_from = datetime ( 2024 , 1 , 1 , tzinfo = UTC ), date_to = datetime ( 2024 , 2 , 1 , tzinfo = UTC ), timeframe = \"M1\" , flags = \"ALL\" , with_views = True , ) Timeframes, tick flags, and ISO 8601 date strings are accepted wherever noted in the SDK API. Quick Start \u00b6 # Export account information to CSV mt5cli -o account.csv account-info # Export EURUSD M1 rates to Parquet mt5cli -o rates.parquet rates-from --symbol EURUSD --timeframe M1 \\ --date-from 2024 -01-01 --count 1000 # Export ticks to JSON mt5cli -o ticks.json ticks-from --symbol EURUSD \\ --date-from 2024 -01-01 --count 500 --flags ALL # Export symbols to SQLite3 with custom table name mt5cli -o data.db --table symbols symbols --group \"*USD*\" # Export with connection credentials mt5cli --login 12345 --password mypass --server MyBroker-Demo \\ -o positions.csv positions Commands \u00b6 Rates \u00b6 Command Description rates-from Export rates from a start date rates-from-pos Export rates from a start position rates-range Export rates for a date range Ticks \u00b6 Command Description ticks-from Export ticks from a start date ticks-range Export ticks for a date range Information \u00b6 Command Description account-info Export account information terminal-info Export terminal information version Export MetaTrader 5 version information last-error Export the last error information symbols Export symbol list symbol-info Export symbol details symbol-info-tick Export the last tick for a symbol market-book Export market depth (order book) Trading \u00b6 Command Description orders Export active orders positions Export open positions history-orders Export historical orders history-deals Export historical deals order-check Check funds sufficiency for a trade request order-send Send a trade request to the trade server ( --yes required) Use order-check to validate a request payload before running order-send --yes . Bulk Collection \u00b6 Command Description collect-history Collect rates, ticks, history-orders, and history-deals for one or more symbols into a single SQLite database (optional cash-event/position views) mt5cli -o history.db collect-history \\ --symbol EURUSD --symbol GBPUSD \\ --date-from 2024 -01-01 --date-to 2024 -02-01 \\ --dataset rates --dataset history-deals \\ --timeframe M1 --flags ALL --if-exists append --with-views collect-history options: Option Default Description --symbol/-s required Symbol to collect (repeat for multiple). --date-from required Start date in ISO 8601. --date-to required End date in ISO 8601. --dataset all four Repeatable: rates , ticks , history-orders , history-deals . --timeframe M1 Rates timeframe; recorded in a timeframe column on the rates table. --flags ALL Tick copy flags forwarded to copy_ticks_range . --if-exists fail append , replace , or fail when a target table already exists. --with-views off Add cash_events and positions_reconstructed views (requires the history-deals dataset). History orders and deals are fetched per symbol and concatenated, so the symbol filter is applied consistently across all datasets. The cash_events view is derived from symbol-filtered history_deals , so account-level cash events with empty or non-matching symbols may be excluded. The positions_reconstructed view excludes positions with no closing deal, uses volume-weighted open/close prices, and reports reversal deals ( DEAL_ENTRY_INOUT ) via volume_reversal / reversal_count . See the History schema diagram for a sample ER layout of the resulting database. Global Options \u00b6 Option Description -o, --output Output file path (required) -f, --format Output format (auto-detected from extension if omitted) --table Table name for SQLite3 output (default: \"data\") --login Trading account login --password Trading account password --server Trading server name --path Path to MetaTrader5 terminal EXE file --timeout Connection timeout in milliseconds --log-level Logging level (DEBUG, INFO, WARNING, ERROR) Requirements \u00b6 Python 3.11+ Windows OS (MetaTrader 5 requirement) MetaTrader 5 platform API Reference \u00b6 Browse the API documentation for detailed module information: CLI Module - CLI application with export commands SDK Module - Programmatic read-only data collection API Utils Module - Constants, parameter types, parsers, and export utilities Development \u00b6 This project follows strict code quality standards: Type hints required (strict mode) Comprehensive linting with Ruff Test coverage tracking Google-style docstrings License \u00b6 MIT License - see LICENSE file for details.","title":"Home"},{"location":"#mt5cli","text":"Command-line tool for MetaTrader 5 data export.","title":"mt5cli"},{"location":"#overview","text":"mt5cli is a CLI application that exports MetaTrader 5 trading data to multiple file formats. It is built on top of pdmt5 , a pandas-based data handler for MetaTrader 5.","title":"Overview"},{"location":"#features","text":"Multi-format export : CSV, JSON, Parquet, and SQLite3 output formats Auto-detection : Format detection from file extensions Comprehensive data access : Rates, ticks, account info, symbols, orders, positions, and trading history Flexible timeframes : Named timeframes (M1, H1, D1, etc.) and numeric values Connection management : Optional credentials, server, and timeout configuration","title":"Features"},{"location":"#installation","text":"pip install mt5cli","title":"Installation"},{"location":"#programmatic-usage-sdk-usage","text":"mt5cli can be used as a small Python SDK for read-only MetaTrader 5 data collection. SDK functions return pandas DataFrames without writing files. Use export_dataframe when you need to persist results. from datetime import UTC , datetime from pathlib import Path from mt5cli import Mt5CliClient , collect_history , copy_rates_range , export_dataframe # One-off fetch with module-level helpers rates = copy_rates_range ( \"EURUSD\" , timeframe = \"H1\" , date_from = \"2024-01-01\" , date_to = \"2024-02-01\" , ) export_dataframe ( rates , Path ( \"rates.csv\" ), \"csv\" ) # Reuse one MT5 connection for multiple calls with Mt5CliClient ( login = 12345 , password = \"secret\" , server = \"Broker-Demo\" ) as client : account = client . account_info () positions = client . positions () # Bulk SQLite collection (same behavior as the collect-history CLI command) collect_history ( Path ( \"history.db\" ), symbols = [ \"EURUSD\" , \"GBPUSD\" ], date_from = datetime ( 2024 , 1 , 1 , tzinfo = UTC ), date_to = datetime ( 2024 , 2 , 1 , tzinfo = UTC ), timeframe = \"M1\" , flags = \"ALL\" , with_views = True , ) Timeframes, tick flags, and ISO 8601 date strings are accepted wherever noted in the SDK API.","title":"Programmatic usage / SDK usage"},{"location":"#quick-start","text":"# Export account information to CSV mt5cli -o account.csv account-info # Export EURUSD M1 rates to Parquet mt5cli -o rates.parquet rates-from --symbol EURUSD --timeframe M1 \\ --date-from 2024 -01-01 --count 1000 # Export ticks to JSON mt5cli -o ticks.json ticks-from --symbol EURUSD \\ --date-from 2024 -01-01 --count 500 --flags ALL # Export symbols to SQLite3 with custom table name mt5cli -o data.db --table symbols symbols --group \"*USD*\" # Export with connection credentials mt5cli --login 12345 --password mypass --server MyBroker-Demo \\ -o positions.csv positions","title":"Quick Start"},{"location":"#commands","text":"","title":"Commands"},{"location":"#rates","text":"Command Description rates-from Export rates from a start date rates-from-pos Export rates from a start position rates-range Export rates for a date range","title":"Rates"},{"location":"#ticks","text":"Command Description ticks-from Export ticks from a start date ticks-range Export ticks for a date range","title":"Ticks"},{"location":"#information","text":"Command Description account-info Export account information terminal-info Export terminal information version Export MetaTrader 5 version information last-error Export the last error information symbols Export symbol list symbol-info Export symbol details symbol-info-tick Export the last tick for a symbol market-book Export market depth (order book)","title":"Information"},{"location":"#trading","text":"Command Description orders Export active orders positions Export open positions history-orders Export historical orders history-deals Export historical deals order-check Check funds sufficiency for a trade request order-send Send a trade request to the trade server ( --yes required) Use order-check to validate a request payload before running order-send --yes .","title":"Trading"},{"location":"#bulk-collection","text":"Command Description collect-history Collect rates, ticks, history-orders, and history-deals for one or more symbols into a single SQLite database (optional cash-event/position views) mt5cli -o history.db collect-history \\ --symbol EURUSD --symbol GBPUSD \\ --date-from 2024 -01-01 --date-to 2024 -02-01 \\ --dataset rates --dataset history-deals \\ --timeframe M1 --flags ALL --if-exists append --with-views collect-history options: Option Default Description --symbol/-s required Symbol to collect (repeat for multiple). --date-from required Start date in ISO 8601. --date-to required End date in ISO 8601. --dataset all four Repeatable: rates , ticks , history-orders , history-deals . --timeframe M1 Rates timeframe; recorded in a timeframe column on the rates table. --flags ALL Tick copy flags forwarded to copy_ticks_range . --if-exists fail append , replace , or fail when a target table already exists. --with-views off Add cash_events and positions_reconstructed views (requires the history-deals dataset). History orders and deals are fetched per symbol and concatenated, so the symbol filter is applied consistently across all datasets. The cash_events view is derived from symbol-filtered history_deals , so account-level cash events with empty or non-matching symbols may be excluded. The positions_reconstructed view excludes positions with no closing deal, uses volume-weighted open/close prices, and reports reversal deals ( DEAL_ENTRY_INOUT ) via volume_reversal / reversal_count . See the History schema diagram for a sample ER layout of the resulting database.","title":"Bulk Collection"},{"location":"#global-options","text":"Option Description -o, --output Output file path (required) -f, --format Output format (auto-detected from extension if omitted) --table Table name for SQLite3 output (default: \"data\") --login Trading account login --password Trading account password --server Trading server name --path Path to MetaTrader5 terminal EXE file --timeout Connection timeout in milliseconds --log-level Logging level (DEBUG, INFO, WARNING, ERROR)","title":"Global Options"},{"location":"#requirements","text":"Python 3.11+ Windows OS (MetaTrader 5 requirement) MetaTrader 5 platform","title":"Requirements"},{"location":"#api-reference","text":"Browse the API documentation for detailed module information: CLI Module - CLI application with export commands SDK Module - Programmatic read-only data collection API Utils Module - Constants, parameter types, parsers, and export utilities","title":"API Reference"},{"location":"#development","text":"This project follows strict code quality standards: Type hints required (strict mode) Comprehensive linting with Ruff Test coverage tracking Google-style docstrings","title":"Development"},{"location":"#license","text":"MIT License - see LICENSE file for details.","title":"License"},{"location":"api/","text":"API Reference \u00b6 This section contains the complete API documentation for mt5cli. Modules \u00b6 The mt5cli package consists of the following modules: CLI \u00b6 Command-line interface module providing typer-based commands for exporting MetaTrader 5 data to CSV, JSON, Parquet, and SQLite3 formats. Utils \u00b6 Utility module providing constants, enums, Click parameter types, and helper functions for parsing and exporting data. SDK \u00b6 Programmatic SDK for read-only MetaTrader 5 data collection. Returns pandas DataFrames and provides collect_history for SQLite bulk collection. History Collection (SQLite) \u00b6 SQLite storage helpers for the collect-history command schema, incremental updates, deduplication, indexes, and optional views. Architecture Overview \u00b6 The package follows a simple architecture built on top of pdmt5: CLI Layer ( cli.py ): Typer application with subcommands that delegate to the SDK and export results. SDK Layer ( sdk.py ): Read-only data access functions, Mt5CliClient , and collect_history orchestration. Utils Layer ( utils.py ): Constants, enums, custom Click parameter types, parsing helpers, and format detection/export utilities. Data Layer (via pdmt5 ): Uses Mt5DataClient and Mt5Config from the pdmt5 package for all MetaTrader 5 data access. Usage Guidelines \u00b6 All modules follow these conventions: Type Safety : All functions include comprehensive type hints Error Handling : User-friendly error messages via typer Documentation : Google-style docstrings with examples Validation : Custom Click parameter types for input validation Quick Start \u00b6 # Export account information to CSV mt5cli -o account.csv account-info # Export EURUSD H1 rates to Parquet mt5cli -o rates.parquet rates-from --symbol EURUSD --timeframe H1 \\ --date-from 2024 -01-01 --count 1000 # Export ticks to JSON mt5cli -o ticks.json ticks-from --symbol EURUSD \\ --date-from 2024 -01-01 --count 500 --flags ALL # Export to SQLite3 with custom table name mt5cli -o data.db --table symbols symbols --group \"*USD*\" Python API \u00b6 from datetime import UTC , datetime from pathlib import Path from mt5cli import ( Mt5CliClient , collect_history , copy_rates_range , detect_format , export_dataframe , ) # Fetch rates programmatically rates = copy_rates_range ( \"EURUSD\" , timeframe = \"H1\" , date_from = \"2024-01-01\" , date_to = \"2024-02-01\" , ) # Detect output format from file extension fmt = detect_format ( Path ( \"output.parquet\" )) # Returns \"parquet\" # Export a DataFrame export_dataframe ( rates , Path ( \"output.csv\" ), \"csv\" ) # Collect history into SQLite collect_history ( Path ( \"history.db\" ), symbols = [ \"EURUSD\" ], date_from = datetime ( 2024 , 1 , 1 , tzinfo = UTC ), date_to = datetime ( 2024 , 2 , 1 , tzinfo = UTC ), ) Examples \u00b6 See individual module pages for detailed usage examples and code samples.","title":"Overview"},{"location":"api/#api-reference","text":"This section contains the complete API documentation for mt5cli.","title":"API Reference"},{"location":"api/#modules","text":"The mt5cli package consists of the following modules:","title":"Modules"},{"location":"api/#cli","text":"Command-line interface module providing typer-based commands for exporting MetaTrader 5 data to CSV, JSON, Parquet, and SQLite3 formats.","title":"CLI"},{"location":"api/#utils","text":"Utility module providing constants, enums, Click parameter types, and helper functions for parsing and exporting data.","title":"Utils"},{"location":"api/#sdk","text":"Programmatic SDK for read-only MetaTrader 5 data collection. Returns pandas DataFrames and provides collect_history for SQLite bulk collection.","title":"SDK"},{"location":"api/#history-collection-sqlite","text":"SQLite storage helpers for the collect-history command schema, incremental updates, deduplication, indexes, and optional views.","title":"History Collection (SQLite)"},{"location":"api/#architecture-overview","text":"The package follows a simple architecture built on top of pdmt5: CLI Layer ( cli.py ): Typer application with subcommands that delegate to the SDK and export results. SDK Layer ( sdk.py ): Read-only data access functions, Mt5CliClient , and collect_history orchestration. Utils Layer ( utils.py ): Constants, enums, custom Click parameter types, parsing helpers, and format detection/export utilities. Data Layer (via pdmt5 ): Uses Mt5DataClient and Mt5Config from the pdmt5 package for all MetaTrader 5 data access.","title":"Architecture Overview"},{"location":"api/#usage-guidelines","text":"All modules follow these conventions: Type Safety : All functions include comprehensive type hints Error Handling : User-friendly error messages via typer Documentation : Google-style docstrings with examples Validation : Custom Click parameter types for input validation","title":"Usage Guidelines"},{"location":"api/#quick-start","text":"# Export account information to CSV mt5cli -o account.csv account-info # Export EURUSD H1 rates to Parquet mt5cli -o rates.parquet rates-from --symbol EURUSD --timeframe H1 \\ --date-from 2024 -01-01 --count 1000 # Export ticks to JSON mt5cli -o ticks.json ticks-from --symbol EURUSD \\ --date-from 2024 -01-01 --count 500 --flags ALL # Export to SQLite3 with custom table name mt5cli -o data.db --table symbols symbols --group \"*USD*\"","title":"Quick Start"},{"location":"api/#python-api","text":"from datetime import UTC , datetime from pathlib import Path from mt5cli import ( Mt5CliClient , collect_history , copy_rates_range , detect_format , export_dataframe , ) # Fetch rates programmatically rates = copy_rates_range ( \"EURUSD\" , timeframe = \"H1\" , date_from = \"2024-01-01\" , date_to = \"2024-02-01\" , ) # Detect output format from file extension fmt = detect_format ( Path ( \"output.parquet\" )) # Returns \"parquet\" # Export a DataFrame export_dataframe ( rates , Path ( \"output.csv\" ), \"csv\" ) # Collect history into SQLite collect_history ( Path ( \"history.db\" ), symbols = [ \"EURUSD\" ], date_from = datetime ( 2024 , 1 , 1 , tzinfo = UTC ), date_to = datetime ( 2024 , 2 , 1 , tzinfo = UTC ), )","title":"Python API"},{"location":"api/#examples","text":"See individual module pages for detailed usage examples and code samples.","title":"Examples"},{"location":"api/cli/","text":"CLI Module \u00b6 mt5cli.cli \u00b6 Command-line interface for MetaTrader 5 data export. app module-attribute \u00b6 app = Typer ( name = \"mt5cli\" , help = \"Export MetaTrader5 data to CSV, JSON, Parquet, or SQLite3.\" , ) logger module-attribute \u00b6 logger = getLogger ( __name__ ) account_info \u00b6 account_info ( ctx : Context ) -> None Export account information. Source code in mt5cli/cli.py 303 304 305 306 @app . command () def account_info ( ctx : typer . Context ) -> None : \"\"\"Export account information.\"\"\" _execute_export ( ctx , _sdk_client ( ctx ) . account_info ) collect_history \u00b6 collect_history ( ctx : Context , symbol : Annotated [ list [ str ], Option ( \"--symbol\" , \"-s\" , help = \"Symbol to collect (repeat for multiple symbols).\" , ), ], date_from : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"Start date.\" ), ], date_to : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"End date.\" ), ], dataset : Annotated [ list [ Dataset ] | None , Option ( \"--dataset\" , help = \"Dataset to include (repeat for multiple). Defaults to all: rates, ticks, history-orders, history-deals.\" , ), ] = None , timeframe : Annotated [ int , Option ( click_type = TIMEFRAME_TYPE , help = \"Rates timeframe (e.g., M1, H1, D1).\" , ), ] = 1 , flags : Annotated [ int , Option ( click_type = TICK_FLAGS_TYPE , help = \"Tick copy flags (ALL, INFO, TRADE, or integer).\" , ), ] = 1 , if_exists : Annotated [ IfExists , Option ( \"--if-exists\" , help = \"Behavior when a target table already exists.\" , ), ] = FAIL , with_views : Annotated [ bool , 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: Type Description BadParameter If the output format is not SQLite3. Source code in mt5cli/cli.py 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 @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).\" , ), ] = 1 , 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 , ) history_deals \u00b6 history_deals ( ctx : Context , date_from : Annotated [ datetime | None , Option ( click_type = DATETIME_TYPE , help = \"Start date.\" ), ] = None , date_to : Annotated [ datetime | None , Option ( click_type = DATETIME_TYPE , help = \"End date.\" ), ] = None , group : Annotated [ str | None , Option ( help = \"Group filter.\" ) ] = None , symbol : Annotated [ str | None , Option ( help = \"Symbol filter.\" ) ] = None , ticket : Annotated [ int | None , Option ( help = \"Order ticket.\" ) ] = None , position : Annotated [ int | None , Option ( help = \"Position ticket.\" ) ] = None , ) -> None Export historical deals. Source code in mt5cli/cli.py 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 @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 , ), ) history_orders \u00b6 history_orders ( ctx : Context , date_from : Annotated [ datetime | None , Option ( click_type = DATETIME_TYPE , help = \"Start date.\" ), ] = None , date_to : Annotated [ datetime | None , Option ( click_type = DATETIME_TYPE , help = \"End date.\" ), ] = None , group : Annotated [ str | None , Option ( help = \"Group filter.\" ) ] = None , symbol : Annotated [ str | None , Option ( help = \"Symbol filter.\" ) ] = None , ticket : Annotated [ int | None , Option ( help = \"Order ticket.\" ) ] = None , position : Annotated [ int | None , Option ( help = \"Position ticket.\" ) ] = None , ) -> None Export historical orders. Source code in mt5cli/cli.py 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 @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 , ), ) last_error \u00b6 last_error ( ctx : Context ) -> None Export the last error information. Source code in mt5cli/cli.py 436 437 438 439 @app . command () def last_error ( ctx : typer . Context ) -> None : \"\"\"Export the last error information.\"\"\" _execute_export ( ctx , _sdk_client ( ctx ) . last_error ) main \u00b6 main () -> None Run the mt5cli CLI. Source code in mt5cli/cli.py 610 611 612 def main () -> None : \"\"\"Run the mt5cli CLI.\"\"\" app () market_book \u00b6 market_book ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], ) -> None Export market depth (order book) for a symbol. Source code in mt5cli/cli.py 452 453 454 455 456 457 458 459 @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 )) order_check \u00b6 order_check ( ctx : Context , request : Annotated [ dict [ str , Any ], Option ( click_type = REQUEST_TYPE , help = _REQUEST_OPTION_HELP , ), ], ) -> None Check funds sufficiency for a trading operation. Source code in mt5cli/cli.py 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 @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 ) order_send \u00b6 order_send ( ctx : Context , request : Annotated [ dict [ str , Any ], Option ( click_type = REQUEST_TYPE , help = _REQUEST_OPTION_HELP , ), ], yes : Annotated [ bool , Option ( \"--yes\" , help = \"Confirm the live trade request.\" ), ] = False , ) -> None Send a trading operation request to the trade server. Raises: Type Description BadParameter If --yes is not provided. Source code in mt5cli/cli.py 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 @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 ) orders \u00b6 orders ( ctx : Context , symbol : Annotated [ str | None , Option ( help = \"Symbol filter.\" ) ] = None , group : Annotated [ str | None , Option ( help = \"Group filter.\" ) ] = None , ticket : Annotated [ int | None , Option ( help = \"Ticket filter.\" ) ] = None , ) -> None Export active orders. Source code in mt5cli/cli.py 338 339 340 341 342 343 344 345 346 347 348 349 350 @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 ), ) positions \u00b6 positions ( ctx : Context , symbol : Annotated [ str | None , Option ( help = \"Symbol filter.\" ) ] = None , group : Annotated [ str | None , Option ( help = \"Group filter.\" ) ] = None , ticket : Annotated [ int | None , Option ( help = \"Ticket filter.\" ) ] = None , ) -> None Export open positions. Source code in mt5cli/cli.py 353 354 355 356 357 358 359 360 361 362 363 364 365 @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 ), ) rates_from \u00b6 rates_from ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], timeframe : Annotated [ int , Option ( click_type = TIMEFRAME_TYPE , help = \"Timeframe (e.g., M1, H1, D1, or integer).\" , ), ], date_from : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"Start date in ISO 8601 format.\" , ), ], count : Annotated [ int , Option ( help = \"Number of records.\" ) ], ) -> None Export rates from a start date. Source code in mt5cli/cli.py 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 @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 ), ) rates_from_pos \u00b6 rates_from_pos ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], timeframe : Annotated [ int , Option ( click_type = TIMEFRAME_TYPE , help = \"Timeframe.\" ), ], start_pos : Annotated [ int , Option ( help = \"Start position (0 = current bar).\" ), ], count : Annotated [ int , Option ( help = \"Number of records.\" ) ], ) -> None Export rates from a start position. Source code in mt5cli/cli.py 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 @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 ), ) rates_range \u00b6 rates_range ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], timeframe : Annotated [ int , Option ( click_type = TIMEFRAME_TYPE , help = \"Timeframe.\" ), ], date_from : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"Start date.\" ), ], date_to : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"End date.\" ), ], ) -> None Export rates for a date range. Source code in mt5cli/cli.py 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 @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 ), ) symbol_info \u00b6 symbol_info ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], ) -> None Export symbol details. Source code in mt5cli/cli.py 328 329 330 331 332 333 334 335 @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 )) symbol_info_tick \u00b6 symbol_info_tick ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], ) -> None Export the last tick for a symbol. Source code in mt5cli/cli.py 442 443 444 445 446 447 448 449 @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 )) symbols \u00b6 symbols ( ctx : Context , group : Annotated [ str | None , Option ( help = \"Symbol group filter (e.g., *USD*).\" ), ] = None , ) -> None Export symbol list. Source code in mt5cli/cli.py 315 316 317 318 319 320 321 322 323 324 325 @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 )) terminal_info \u00b6 terminal_info ( ctx : Context ) -> None Export terminal information. Source code in mt5cli/cli.py 309 310 311 312 @app . command () def terminal_info ( ctx : typer . Context ) -> None : \"\"\"Export terminal information.\"\"\" _execute_export ( ctx , _sdk_client ( ctx ) . terminal_info ) ticks_from \u00b6 ticks_from ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], date_from : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"Start date.\" ), ], count : Annotated [ int , Option ( help = \"Number of ticks.\" )], flags : Annotated [ int , Option ( click_type = TICK_FLAGS_TYPE , help = \"Tick flags (ALL, INFO, TRADE, or integer).\" , ), ], ) -> None Export ticks from a start date. Source code in mt5cli/cli.py 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 @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 ), ) ticks_range \u00b6 ticks_range ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], date_from : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"Start date.\" ), ], date_to : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"End date.\" ), ], flags : Annotated [ int , Option ( click_type = TICK_FLAGS_TYPE , help = \"Tick flags.\" ), ], ) -> None Export ticks for a date range. Source code in mt5cli/cli.py 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 @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 ), ) version \u00b6 version ( ctx : Context ) -> None Export MetaTrader5 version information. Source code in mt5cli/cli.py 430 431 432 433 @app . command () def version ( ctx : typer . Context ) -> None : \"\"\"Export MetaTrader5 version information.\"\"\" _execute_export ( ctx , _sdk_client ( ctx ) . version )","title":"CLI"},{"location":"api/cli/#cli-module","text":"","title":"CLI Module"},{"location":"api/cli/#mt5cli.cli","text":"Command-line interface for MetaTrader 5 data export.","title":"cli"},{"location":"api/cli/#mt5cli.cli.app","text":"app = Typer ( name = \"mt5cli\" , help = \"Export MetaTrader5 data to CSV, JSON, Parquet, or SQLite3.\" , )","title":"app"},{"location":"api/cli/#mt5cli.cli.logger","text":"logger = getLogger ( __name__ )","title":"logger"},{"location":"api/cli/#mt5cli.cli.account_info","text":"account_info ( ctx : Context ) -> None Export account information. Source code in mt5cli/cli.py 303 304 305 306 @app . command () def account_info ( ctx : typer . Context ) -> None : \"\"\"Export account information.\"\"\" _execute_export ( ctx , _sdk_client ( ctx ) . account_info )","title":"account_info"},{"location":"api/cli/#mt5cli.cli.collect_history","text":"collect_history ( ctx : Context , symbol : Annotated [ list [ str ], Option ( \"--symbol\" , \"-s\" , help = \"Symbol to collect (repeat for multiple symbols).\" , ), ], date_from : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"Start date.\" ), ], date_to : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"End date.\" ), ], dataset : Annotated [ list [ Dataset ] | None , Option ( \"--dataset\" , help = \"Dataset to include (repeat for multiple). Defaults to all: rates, ticks, history-orders, history-deals.\" , ), ] = None , timeframe : Annotated [ int , Option ( click_type = TIMEFRAME_TYPE , help = \"Rates timeframe (e.g., M1, H1, D1).\" , ), ] = 1 , flags : Annotated [ int , Option ( click_type = TICK_FLAGS_TYPE , help = \"Tick copy flags (ALL, INFO, TRADE, or integer).\" , ), ] = 1 , if_exists : Annotated [ IfExists , Option ( \"--if-exists\" , help = \"Behavior when a target table already exists.\" , ), ] = FAIL , with_views : Annotated [ bool , 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: Type Description BadParameter If the output format is not SQLite3. Source code in mt5cli/cli.py 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 @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).\" , ), ] = 1 , 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 , )","title":"collect_history"},{"location":"api/cli/#mt5cli.cli.history_deals","text":"history_deals ( ctx : Context , date_from : Annotated [ datetime | None , Option ( click_type = DATETIME_TYPE , help = \"Start date.\" ), ] = None , date_to : Annotated [ datetime | None , Option ( click_type = DATETIME_TYPE , help = \"End date.\" ), ] = None , group : Annotated [ str | None , Option ( help = \"Group filter.\" ) ] = None , symbol : Annotated [ str | None , Option ( help = \"Symbol filter.\" ) ] = None , ticket : Annotated [ int | None , Option ( help = \"Order ticket.\" ) ] = None , position : Annotated [ int | None , Option ( help = \"Position ticket.\" ) ] = None , ) -> None Export historical deals. Source code in mt5cli/cli.py 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 @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 , ), )","title":"history_deals"},{"location":"api/cli/#mt5cli.cli.history_orders","text":"history_orders ( ctx : Context , date_from : Annotated [ datetime | None , Option ( click_type = DATETIME_TYPE , help = \"Start date.\" ), ] = None , date_to : Annotated [ datetime | None , Option ( click_type = DATETIME_TYPE , help = \"End date.\" ), ] = None , group : Annotated [ str | None , Option ( help = \"Group filter.\" ) ] = None , symbol : Annotated [ str | None , Option ( help = \"Symbol filter.\" ) ] = None , ticket : Annotated [ int | None , Option ( help = \"Order ticket.\" ) ] = None , position : Annotated [ int | None , Option ( help = \"Position ticket.\" ) ] = None , ) -> None Export historical orders. Source code in mt5cli/cli.py 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 @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 , ), )","title":"history_orders"},{"location":"api/cli/#mt5cli.cli.last_error","text":"last_error ( ctx : Context ) -> None Export the last error information. Source code in mt5cli/cli.py 436 437 438 439 @app . command () def last_error ( ctx : typer . Context ) -> None : \"\"\"Export the last error information.\"\"\" _execute_export ( ctx , _sdk_client ( ctx ) . last_error )","title":"last_error"},{"location":"api/cli/#mt5cli.cli.main","text":"main () -> None Run the mt5cli CLI. Source code in mt5cli/cli.py 610 611 612 def main () -> None : \"\"\"Run the mt5cli CLI.\"\"\" app ()","title":"main"},{"location":"api/cli/#mt5cli.cli.market_book","text":"market_book ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], ) -> None Export market depth (order book) for a symbol. Source code in mt5cli/cli.py 452 453 454 455 456 457 458 459 @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 ))","title":"market_book"},{"location":"api/cli/#mt5cli.cli.order_check","text":"order_check ( ctx : Context , request : Annotated [ dict [ str , Any ], Option ( click_type = REQUEST_TYPE , help = _REQUEST_OPTION_HELP , ), ], ) -> None Check funds sufficiency for a trading operation. Source code in mt5cli/cli.py 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 @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 )","title":"order_check"},{"location":"api/cli/#mt5cli.cli.order_send","text":"order_send ( ctx : Context , request : Annotated [ dict [ str , Any ], Option ( click_type = REQUEST_TYPE , help = _REQUEST_OPTION_HELP , ), ], yes : Annotated [ bool , Option ( \"--yes\" , help = \"Confirm the live trade request.\" ), ] = False , ) -> None Send a trading operation request to the trade server. Raises: Type Description BadParameter If --yes is not provided. Source code in mt5cli/cli.py 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 @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 )","title":"order_send"},{"location":"api/cli/#mt5cli.cli.orders","text":"orders ( ctx : Context , symbol : Annotated [ str | None , Option ( help = \"Symbol filter.\" ) ] = None , group : Annotated [ str | None , Option ( help = \"Group filter.\" ) ] = None , ticket : Annotated [ int | None , Option ( help = \"Ticket filter.\" ) ] = None , ) -> None Export active orders. Source code in mt5cli/cli.py 338 339 340 341 342 343 344 345 346 347 348 349 350 @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 ), )","title":"orders"},{"location":"api/cli/#mt5cli.cli.positions","text":"positions ( ctx : Context , symbol : Annotated [ str | None , Option ( help = \"Symbol filter.\" ) ] = None , group : Annotated [ str | None , Option ( help = \"Group filter.\" ) ] = None , ticket : Annotated [ int | None , Option ( help = \"Ticket filter.\" ) ] = None , ) -> None Export open positions. Source code in mt5cli/cli.py 353 354 355 356 357 358 359 360 361 362 363 364 365 @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 ), )","title":"positions"},{"location":"api/cli/#mt5cli.cli.rates_from","text":"rates_from ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], timeframe : Annotated [ int , Option ( click_type = TIMEFRAME_TYPE , help = \"Timeframe (e.g., M1, H1, D1, or integer).\" , ), ], date_from : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"Start date in ISO 8601 format.\" , ), ], count : Annotated [ int , Option ( help = \"Number of records.\" ) ], ) -> None Export rates from a start date. Source code in mt5cli/cli.py 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 @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 ), )","title":"rates_from"},{"location":"api/cli/#mt5cli.cli.rates_from_pos","text":"rates_from_pos ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], timeframe : Annotated [ int , Option ( click_type = TIMEFRAME_TYPE , help = \"Timeframe.\" ), ], start_pos : Annotated [ int , Option ( help = \"Start position (0 = current bar).\" ), ], count : Annotated [ int , Option ( help = \"Number of records.\" ) ], ) -> None Export rates from a start position. Source code in mt5cli/cli.py 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 @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 ), )","title":"rates_from_pos"},{"location":"api/cli/#mt5cli.cli.rates_range","text":"rates_range ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], timeframe : Annotated [ int , Option ( click_type = TIMEFRAME_TYPE , help = \"Timeframe.\" ), ], date_from : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"Start date.\" ), ], date_to : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"End date.\" ), ], ) -> None Export rates for a date range. Source code in mt5cli/cli.py 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 @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 ), )","title":"rates_range"},{"location":"api/cli/#mt5cli.cli.symbol_info","text":"symbol_info ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], ) -> None Export symbol details. Source code in mt5cli/cli.py 328 329 330 331 332 333 334 335 @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 ))","title":"symbol_info"},{"location":"api/cli/#mt5cli.cli.symbol_info_tick","text":"symbol_info_tick ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], ) -> None Export the last tick for a symbol. Source code in mt5cli/cli.py 442 443 444 445 446 447 448 449 @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 ))","title":"symbol_info_tick"},{"location":"api/cli/#mt5cli.cli.symbols","text":"symbols ( ctx : Context , group : Annotated [ str | None , Option ( help = \"Symbol group filter (e.g., *USD*).\" ), ] = None , ) -> None Export symbol list. Source code in mt5cli/cli.py 315 316 317 318 319 320 321 322 323 324 325 @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 ))","title":"symbols"},{"location":"api/cli/#mt5cli.cli.terminal_info","text":"terminal_info ( ctx : Context ) -> None Export terminal information. Source code in mt5cli/cli.py 309 310 311 312 @app . command () def terminal_info ( ctx : typer . Context ) -> None : \"\"\"Export terminal information.\"\"\" _execute_export ( ctx , _sdk_client ( ctx ) . terminal_info )","title":"terminal_info"},{"location":"api/cli/#mt5cli.cli.ticks_from","text":"ticks_from ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], date_from : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"Start date.\" ), ], count : Annotated [ int , Option ( help = \"Number of ticks.\" )], flags : Annotated [ int , Option ( click_type = TICK_FLAGS_TYPE , help = \"Tick flags (ALL, INFO, TRADE, or integer).\" , ), ], ) -> None Export ticks from a start date. Source code in mt5cli/cli.py 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 @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 ), )","title":"ticks_from"},{"location":"api/cli/#mt5cli.cli.ticks_range","text":"ticks_range ( ctx : Context , symbol : Annotated [ str , Option ( help = \"Symbol name.\" )], date_from : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"Start date.\" ), ], date_to : Annotated [ datetime , Option ( click_type = DATETIME_TYPE , help = \"End date.\" ), ], flags : Annotated [ int , Option ( click_type = TICK_FLAGS_TYPE , help = \"Tick flags.\" ), ], ) -> None Export ticks for a date range. Source code in mt5cli/cli.py 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 @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 ), )","title":"ticks_range"},{"location":"api/cli/#mt5cli.cli.version","text":"version ( ctx : Context ) -> None Export MetaTrader5 version information. Source code in mt5cli/cli.py 430 431 432 433 @app . command () def version ( ctx : typer . Context ) -> None : \"\"\"Export MetaTrader5 version information.\"\"\" _execute_export ( ctx , _sdk_client ( ctx ) . version )","title":"version"},{"location":"api/history/","text":"History Collection (SQLite) \u00b6 mt5cli.history \u00b6 SQLite storage helpers for the collect-history incremental data pipeline. DEFAULT_HISTORY_TIMEFRAMES module-attribute \u00b6 DEFAULT_HISTORY_TIMEFRAMES : tuple [ str , ... ] = tuple ( TIMEFRAME_MAP ) DedupScope module-attribute \u00b6 DedupScope = tuple [ str , tuple [ object , ... ]] logger module-attribute \u00b6 logger = getLogger ( __name__ ) append_dataframe \u00b6 append_dataframe ( conn : Connection , frame : DataFrame , table_name : str , if_exists : IfExists , ) -> bool Append a DataFrame to SQLite when it has a schema. Returns: Type Description bool True if a table was written, False if the frame had no columns. Source code in mt5cli/history.py 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 def append_dataframe ( conn : sqlite3 . Connection , frame : pd . DataFrame , table_name : str , if_exists : IfExists , ) -> bool : \"\"\"Append a DataFrame to SQLite when it has a schema. Returns: True if a table was written, False if the frame had no columns. \"\"\" if len ( frame . columns ) == 0 : logger . warning ( \"Skipping %s : dataset returned no columns\" , table_name ) return False frame . to_sql ( # type: ignore[reportUnknownMemberType] table_name , conn , if_exists = if_exists . value , index = False , chunksize = 50_000 , ) return True augment_written_columns_from_sqlite \u00b6 augment_written_columns_from_sqlite ( conn : Connection , datasets : set [ Dataset ], written_columns : dict [ Dataset , set [ str ]], ) -> None Add existing table columns to the written column map. Source code in mt5cli/history.py 335 336 337 338 339 340 341 342 343 344 345 346 347 348 def augment_written_columns_from_sqlite ( conn : sqlite3 . Connection , datasets : set [ Dataset ], written_columns : dict [ Dataset , set [ str ]], ) -> None : \"\"\"Add existing table columns to the written column map.\"\"\" for dataset in datasets : columns = get_table_columns ( conn , dataset . table_name ) if not columns : continue if dataset in written_columns : written_columns [ dataset ] . update ( columns ) else : written_columns [ dataset ] = columns build_rate_view_name \u00b6 build_rate_view_name ( * , symbol : str , granularity : str , granularity_count : int , timeframe : int , ) -> str Return a collision-free offline optimize view name. View names always include the timeframe integer after a __ separator so a symbol such as EURUSD_M1 cannot collide with EURUSD at timeframe M1 . Source code in mt5cli/history.py 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 def build_rate_view_name ( * , symbol : str , granularity : str , granularity_count : int , timeframe : int , ) -> str : \"\"\"Return a collision-free offline optimize view name. View names always include the timeframe integer after a ``__`` separator so a symbol such as ``EURUSD_M1`` cannot collide with ``EURUSD`` at timeframe ``M1``. \"\"\" if granularity_count == 1 : return f \"rate_ { symbol } __ { timeframe } \" return f \"rate_ { symbol } __ { granularity } _ { timeframe } \" create_cash_events_view \u00b6 create_cash_events_view ( conn : Connection , deals_columns : set [ str ] ) -> bool Create the cash_events SQLite view derived from history_deals. Returns: Type Description bool True if the view was created, False if required columns are missing. Source code in mt5cli/history.py 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 def create_cash_events_view ( conn : sqlite3 . Connection , deals_columns : set [ str ], ) -> bool : \"\"\"Create the cash_events SQLite view derived from history_deals. Returns: True if the view was created, False if required columns are missing. \"\"\" if \"type\" not in deals_columns : logger . warning ( \"Skipping cash_events view: history_deals.type is missing\" ) return False conn . execute ( \"DROP VIEW IF EXISTS cash_events\" ) conn . execute ( \"CREATE VIEW cash_events AS\" # noqa: S608 f \" SELECT * FROM history_deals WHERE type NOT IN { _TRADE_DEAL_TYPES_SQL } \" , ) return True create_history_indexes \u00b6 create_history_indexes ( conn : Connection , written_columns : dict [ Dataset , set [ str ]], ) -> None Create useful indexes for collected history tables when present. Source code in mt5cli/history.py 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 def create_history_indexes ( conn : sqlite3 . Connection , written_columns : dict [ Dataset , set [ str ]], ) -> None : \"\"\"Create useful indexes for collected history tables when present.\"\"\" if { \"symbol\" , \"timeframe\" , \"time\" } . issubset ( written_columns . get ( Dataset . rates , set ()), ): conn . execute ( \"CREATE INDEX IF NOT EXISTS idx_rates_symbol_timeframe_time\" \" ON rates(symbol, timeframe, time)\" , ) if { \"symbol\" , \"time\" } . issubset ( written_columns . get ( Dataset . ticks , set ())): conn . execute ( \"CREATE INDEX IF NOT EXISTS idx_ticks_symbol_time ON ticks(symbol, time)\" , ) if { \"position_id\" , \"symbol\" } . issubset ( written_columns . get ( Dataset . history_deals , set ()), ): conn . execute ( \"CREATE INDEX IF NOT EXISTS idx_history_deals_position_symbol\" \" ON history_deals(position_id, symbol)\" , ) create_positions_reconstructed_view \u00b6 create_positions_reconstructed_view ( conn : Connection , deals_columns : set [ str ] ) -> bool Create the positions_reconstructed SQLite view derived from history_deals. Returns: Type Description bool True if the view was created, False if required columns are missing. Source code in mt5cli/history.py 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 def create_positions_reconstructed_view ( conn : sqlite3 . Connection , deals_columns : set [ str ], ) -> bool : \"\"\"Create the positions_reconstructed SQLite view derived from history_deals. Returns: True if the view was created, False if required columns are missing. \"\"\" if not _POSITIONS_VIEW_REQUIRED_COLUMNS . issubset ( deals_columns ): missing = \", \" . join ( sorted ( _POSITIONS_VIEW_REQUIRED_COLUMNS - deals_columns )) logger . warning ( \"Skipping positions_reconstructed view: history_deals missing columns: %s \" , missing , ) return False conn . execute ( \"DROP VIEW IF EXISTS positions_reconstructed\" ) conn . execute ( \"CREATE VIEW positions_reconstructed AS\" # noqa: S608 \" SELECT\" \" position_id,\" \" symbol,\" \" MIN(CASE WHEN entry = 0 THEN time END) AS open_time,\" \" MAX(CASE WHEN entry IN (1, 2, 3) THEN time END) AS close_time,\" \" MIN(CASE WHEN entry = 0 THEN type END) AS direction,\" \" SUM(CASE WHEN entry = 0 THEN volume ELSE 0 END) AS volume_open,\" \" SUM(CASE WHEN entry IN (1, 2, 3) THEN volume ELSE 0 END) AS volume_close,\" \" SUM(CASE WHEN entry = 2 THEN volume ELSE 0 END) AS volume_reversal,\" \" CASE\" \" WHEN SUM(CASE WHEN entry = 0 THEN volume ELSE 0 END) > 0\" \" THEN SUM(CASE WHEN entry = 0 THEN price * volume ELSE 0 END)\" \" / SUM(CASE WHEN entry = 0 THEN volume ELSE 0 END)\" \" END AS open_price,\" \" CASE\" \" WHEN SUM(CASE WHEN entry IN (1, 2, 3) THEN volume ELSE 0 END) > 0\" \" THEN SUM(CASE WHEN entry IN (1, 2, 3) THEN price * volume ELSE 0 END)\" \" / SUM(CASE WHEN entry IN (1, 2, 3) THEN volume ELSE 0 END)\" \" END AS close_price,\" \" SUM(profit) AS total_profit,\" \" SUM(CASE WHEN entry = 2 THEN 1 ELSE 0 END) AS reversal_count,\" \" COUNT(*) AS deals_count\" \" FROM history_deals\" f \" WHERE type IN { _TRADE_DEAL_TYPES_SQL } AND position_id != 0\" \" GROUP BY position_id, symbol\" \" HAVING SUM(CASE WHEN entry IN (1, 2, 3) THEN 1 ELSE 0 END) > 0\" , ) return True create_rate_compatibility_views \u00b6 create_rate_compatibility_views ( conn : Connection ) -> None Create rate compatibility views from the normalized rates table. Source code in mt5cli/history.py 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 def create_rate_compatibility_views ( conn : sqlite3 . Connection ) -> None : \"\"\"Create rate compatibility views from the normalized rates table.\"\"\" columns = get_table_columns ( conn , Dataset . rates . table_name ) if not { \"symbol\" , \"timeframe\" , \"time\" } . issubset ( columns ): return drop_rate_compatibility_views ( conn ) select_columns = sorted ( columns - { \"symbol\" , \"timeframe\" }) quoted_columns = \", \" . join ( f '\" { column } \"' for column in select_columns ) rows = conn . execute ( \"SELECT DISTINCT symbol, timeframe FROM rates ORDER BY symbol, timeframe\" , ) . fetchall () timeframes_by_symbol : dict [ str , list [ int ]] = {} for symbol , timeframe in rows : timeframes_by_symbol . setdefault ( str ( symbol ), []) . append ( int ( timeframe )) for symbol , timeframes in timeframes_by_symbol . items (): for timeframe in timeframes : granularity = resolve_granularity_name ( timeframe ) view_name = build_rate_view_name ( symbol = symbol , granularity = granularity , granularity_count = len ( timeframes ), timeframe = timeframe , ) quoted_view_name = quote_sqlite_identifier ( view_name ) escaped_symbol = symbol . replace ( \"'\" , \"''\" ) conn . execute ( f \"CREATE VIEW { quoted_view_name } AS\" # noqa: S608 f \" SELECT { quoted_columns } FROM rates\" f \" WHERE symbol = ' { escaped_symbol } '\" f \" AND timeframe = { timeframe } \" , ) deduplicate_history_tables \u00b6 deduplicate_history_tables ( conn : Connection , written_columns : dict [ Dataset , set [ str ]], written_tables : set [ Dataset ], dedup_scopes : dict [ Dataset , list [ DedupScope ]] | None = None , ) -> None Deduplicate appended history tables by stable identifiers. Source code in mt5cli/history.py 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 def deduplicate_history_tables ( conn : sqlite3 . Connection , written_columns : dict [ Dataset , set [ str ]], written_tables : set [ Dataset ], dedup_scopes : dict [ Dataset , list [ DedupScope ]] | None = None , ) -> None : \"\"\"Deduplicate appended history tables by stable identifiers.\"\"\" cursor = conn . cursor () for dataset in written_tables : columns = written_columns . get ( dataset , set ()) table = dataset . table_name keys = next ( ( candidate for candidate in _HISTORY_DEDUP_KEYS [ dataset ] if set ( candidate ) . issubset ( columns ) ), None , ) if keys is None : logger . warning ( \"Skipping %s deduplication: no supported key columns\" , table , ) continue scopes = dedup_scopes . get ( dataset , []) if dedup_scopes else [] if scopes : for scope_where , scope_params in scopes : drop_duplicates_in_table ( cursor , table , list ( keys ), keep = \"last\" , scope_where = scope_where , scope_params = scope_params , ) continue drop_duplicates_in_table ( cursor , table , list ( keys ), keep = \"last\" ) drop_duplicates_in_table \u00b6 drop_duplicates_in_table ( cursor : Cursor , table : str , ids : list [ str ], * , keep : Literal [ \"first\" , \"last\" ] = \"last\" , scope_where : str | None = None , scope_params : tuple [ object , ... ] = (), ) -> None Remove duplicate rows, keeping the first or last ROWID per key group. Raises: Type Description ValueError If the table or column names are invalid. Source code in mt5cli/history.py 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 def drop_duplicates_in_table ( cursor : sqlite3 . Cursor , table : str , ids : list [ str ], * , keep : Literal [ \"first\" , \"last\" ] = \"last\" , scope_where : str | None = None , scope_params : tuple [ object , ... ] = (), ) -> None : \"\"\"Remove duplicate rows, keeping the first or last ROWID per key group. Raises: ValueError: If the table or column names are invalid. \"\"\" if not table . isidentifier (): msg = f \"Invalid table name: { table } \" raise ValueError ( msg ) if invalid := { column for column in ids if not column . isidentifier ()}: msg = f \"Invalid column names: { ', ' . join ( sorted ( invalid )) } \" raise ValueError ( msg ) ids_csv = \", \" . join ( f '\" { column } \"' for column in ids ) rowid_selector = \"MIN\" if keep == \"first\" else \"MAX\" if scope_where : delete_sql = ( f \"DELETE FROM { table } WHERE { scope_where } AND ROWID NOT IN\" # noqa: S608 f \" (SELECT { rowid_selector } (ROWID) FROM { table } WHERE { scope_where } \" f \" GROUP BY { ids_csv } )\" ) cursor . execute ( delete_sql , scope_params + scope_params ) return cursor . execute ( f \"DELETE FROM { table } WHERE ROWID NOT IN\" # noqa: S608 f \" (SELECT { rowid_selector } (ROWID) FROM { table } GROUP BY { ids_csv } )\" , ) drop_rate_compatibility_views \u00b6 drop_rate_compatibility_views ( conn : Connection ) -> None Drop all mt5cli-managed rate_* compatibility views. Source code in mt5cli/history.py 617 618 619 620 621 622 623 624 def drop_rate_compatibility_views ( conn : sqlite3 . Connection ) -> None : \"\"\"Drop all mt5cli-managed ``rate_*`` compatibility views.\"\"\" rows = conn . execute ( \"SELECT name FROM sqlite_master WHERE type = 'view' AND name GLOB 'rate_*'\" , ) . fetchall () for ( view_name ,) in rows : quoted_view_name = quote_sqlite_identifier ( str ( view_name )) conn . execute ( f \"DROP VIEW IF EXISTS { quoted_view_name } \" ) filter_incremental_history_deals_frame \u00b6 filter_incremental_history_deals_frame ( frame : DataFrame , symbols : Sequence [ str ], start_by_symbol : dict [ str , datetime ], account_event_start : datetime , ) -> DataFrame Filter incrementally fetched history_deals by symbol and event start times. Returns: Type Description DataFrame Rows for selected symbols at or after each symbol start, plus account DataFrame events at or after account_event_start . Source code in mt5cli/history.py 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 def filter_incremental_history_deals_frame ( frame : pd . DataFrame , symbols : Sequence [ str ], start_by_symbol : dict [ str , datetime ], account_event_start : datetime , ) -> pd . DataFrame : \"\"\"Filter incrementally fetched history_deals by symbol and event start times. Returns: Rows for selected symbols at or after each symbol start, plus account events at or after ``account_event_start``. \"\"\" if frame . empty : return frame . copy () parsed_times = _frame_parsed_times ( frame ) time_valid = parsed_times . notna () account_event_mask = _history_deals_account_event_mask ( frame ) account_keep = account_event_mask & ( parsed_times >= account_event_start ) trade_keep = pd . Series ( data = False , index = frame . index ) if \"symbol\" in frame . columns : for symbol in symbols : trade_keep |= ( ( frame [ \"symbol\" ] == symbol ) & ( parsed_times >= start_by_symbol [ symbol ]) & ~ account_event_mask ) keep = ( account_keep | trade_keep ) & time_valid return frame . loc [ keep ] . copy () filter_trade_history_frame \u00b6 filter_trade_history_frame ( frame : DataFrame , symbols : Sequence [ str ], * , include_account_events : bool , ) -> DataFrame Filter trade history rows to selected symbols and account events. Returns: Type Description DataFrame Filtered history rows. Source code in mt5cli/history.py 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 def filter_trade_history_frame ( frame : pd . DataFrame , symbols : Sequence [ str ], * , include_account_events : bool , ) -> pd . DataFrame : \"\"\"Filter trade history rows to selected symbols and account events. Returns: Filtered history rows. \"\"\" if \"symbol\" not in frame . columns : return frame symbol_mask = frame [ \"symbol\" ] . isin ( symbols ) if not include_account_events : return frame . loc [ symbol_mask ] . copy () account_event_mask = _history_deals_account_event_mask ( frame ) return frame . loc [ symbol_mask | account_event_mask ] . copy () get_history_deals_account_event_start_datetime \u00b6 get_history_deals_account_event_start_datetime ( conn : Connection , * , fallback_start : datetime ) -> datetime Return the next update start for account-level history_deals rows. Source code in mt5cli/history.py 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 def get_history_deals_account_event_start_datetime ( conn : sqlite3 . Connection , * , fallback_start : datetime , ) -> datetime : \"\"\"Return the next update start for account-level history_deals rows.\"\"\" table = Dataset . history_deals . table_name columns = get_table_columns ( conn , table ) if \"time\" not in columns : return fallback_start if \"type\" in columns : where_clause = f \"type NOT IN { _TRADE_DEAL_TYPES_SQL } \" elif \"symbol\" in columns : where_clause = \"symbol IS NULL OR symbol = ''\" else : return fallback_start row = conn . execute ( f \"SELECT MAX(time) FROM { table } WHERE { where_clause } \" , # noqa: S608 ) . fetchone () parsed = parse_sqlite_timestamp ( row [ 0 ] if row else None ) return parsed if parsed is not None else fallback_start get_incremental_start_datetime \u00b6 get_incremental_start_datetime ( conn : Connection , dataset : Dataset , * , symbol : str , timeframe : int | None , fallback_start : datetime , ) -> datetime Return the next update start datetime from existing MAX(time). Source code in mt5cli/history.py 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 def get_incremental_start_datetime ( conn : sqlite3 . Connection , dataset : Dataset , * , symbol : str , timeframe : int | None , fallback_start : datetime , ) -> datetime : \"\"\"Return the next update start datetime from existing MAX(time).\"\"\" timeframes = [ timeframe ] if timeframe is not None else None starts = load_incremental_start_datetimes ( conn , dataset , symbols = [ symbol ], timeframes = timeframes , fallback_start = fallback_start , ) return starts [ symbol , timeframe ] get_table_columns \u00b6 get_table_columns ( conn : Connection , table : str ) -> set [ str ] Return existing SQLite columns for a table. Source code in mt5cli/history.py 125 126 127 128 def get_table_columns ( conn : sqlite3 . Connection , table : str ) -> set [ str ]: \"\"\"Return existing SQLite columns for a table.\"\"\" rows = conn . execute ( f \"PRAGMA table_info( { table } )\" ) . fetchall () return { str ( row [ 1 ]) for row in rows } load_incremental_start_datetimes \u00b6 load_incremental_start_datetimes ( conn : Connection , dataset : Dataset , * , symbols : Sequence [ str ], timeframes : Sequence [ int ] | None = None , fallback_start : datetime , ) -> dict [ tuple [ str , int | None ], datetime ] Return next update start datetimes keyed by symbol and optional timeframe. Source code in mt5cli/history.py 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 def load_incremental_start_datetimes ( conn : sqlite3 . Connection , dataset : Dataset , * , symbols : Sequence [ str ], timeframes : Sequence [ int ] | None = None , fallback_start : datetime , ) -> dict [ tuple [ str , int | None ], datetime ]: \"\"\"Return next update start datetimes keyed by symbol and optional timeframe.\"\"\" table = dataset . table_name columns = get_table_columns ( conn , table ) if dataset is Dataset . rates and columns : _validate_rates_schema ( columns ) if \"time\" not in columns : if dataset is Dataset . rates and timeframes is not None : return { ( symbol , timeframe ): fallback_start for symbol in symbols for timeframe in timeframes } return {( symbol , None ): fallback_start for symbol in symbols } parsed_by_key : dict [ tuple [ str , int | None ], datetime ] = {} if ( dataset is Dataset . rates and timeframes is not None and { \"symbol\" , \"timeframe\" } . issubset ( columns ) ): symbol_placeholders = \", \" . join ( \"?\" for _ in symbols ) timeframe_placeholders = \", \" . join ( \"?\" for _ in timeframes ) grouped_rates_query = ( \"SELECT symbol, timeframe, MAX(time) FROM \" # noqa: S608 f \" { table } WHERE symbol IN ( { symbol_placeholders } )\" f \" AND timeframe IN ( { timeframe_placeholders } )\" \" GROUP BY symbol, timeframe\" ) rows = conn . execute ( grouped_rates_query , [ * symbols , * timeframes ], ) . fetchall () for row_symbol , row_timeframe , max_time in rows : parsed = parse_sqlite_timestamp ( max_time ) if parsed is not None : parsed_by_key [ str ( row_symbol ), int ( row_timeframe )] = parsed return { ( symbol , timeframe ): parsed_by_key . get ( ( symbol , timeframe ), fallback_start , ) for symbol in symbols for timeframe in timeframes } if \"symbol\" in columns : symbol_placeholders = \", \" . join ( \"?\" for _ in symbols ) rows = conn . execute ( f \"SELECT symbol, MAX(time) FROM { table } \" # noqa: S608 f \" WHERE symbol IN ( { symbol_placeholders } ) GROUP BY symbol\" , list ( symbols ), ) . fetchall () for row_symbol , max_time in rows : parsed = parse_sqlite_timestamp ( max_time ) if parsed is not None : parsed_by_key [ str ( row_symbol ), None ] = parsed return { ( symbol , None ): parsed_by_key . get (( symbol , None ), fallback_start ) for symbol in symbols } row = conn . execute ( f \"SELECT MAX(time) FROM { table } \" ) . fetchone () # noqa: S608 parsed = parse_sqlite_timestamp ( row [ 0 ] if row else None ) shared_start = parsed if parsed is not None else fallback_start return {( symbol , None ): shared_start for symbol in symbols } parse_sqlite_timestamp \u00b6 parse_sqlite_timestamp ( value : object ) -> datetime | None Parse a SQLite history timestamp value. Returns: Type Description datetime | None Parsed timezone-aware datetime, or None when parsing fails. Source code in mt5cli/history.py 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 def parse_sqlite_timestamp ( value : object ) -> datetime | None : \"\"\"Parse a SQLite history timestamp value. Returns: Parsed timezone-aware datetime, or None when parsing fails. \"\"\" if value is None : return None if isinstance ( value , datetime ): return value if value . tzinfo is not None else value . replace ( tzinfo = UTC ) if isinstance ( value , int | float ): return datetime . fromtimestamp ( float ( value ), tz = UTC ) if isinstance ( value , str ): return _parse_string_sqlite_timestamp ( value ) logger . warning ( \"Ignoring unsupported history timestamp type: %s \" , type ( value )) return None quote_sqlite_identifier \u00b6 quote_sqlite_identifier ( identifier : str ) -> str Return a safely quoted SQLite identifier using double quotes. Source code in mt5cli/history.py 52 53 54 def quote_sqlite_identifier ( identifier : str ) -> str : \"\"\"Return a safely quoted SQLite identifier using double quotes.\"\"\" return '\"' + identifier . replace ( '\"' , '\"\"' ) + '\"' record_written_columns \u00b6 record_written_columns ( written_columns : dict [ Dataset , set [ str ]], dataset : Dataset , frame : DataFrame , ) -> None Remember columns for datasets written during collection. Source code in mt5cli/history.py 322 323 324 325 326 327 328 329 330 331 332 def record_written_columns ( written_columns : dict [ Dataset , set [ str ]], dataset : Dataset , frame : pd . DataFrame , ) -> None : \"\"\"Remember columns for datasets written during collection.\"\"\" columns = set ( frame . columns ) if dataset in written_columns : written_columns [ dataset ] . update ( columns ) else : written_columns [ dataset ] = columns resolve_granularity_name \u00b6 resolve_granularity_name ( timeframe : int ) -> str Return a granularity name for a timeframe integer when known. Source code in mt5cli/history.py 99 100 101 102 103 104 def resolve_granularity_name ( timeframe : int ) -> str : \"\"\"Return a granularity name for a timeframe integer when known.\"\"\" for name , value in TIMEFRAME_MAP . items (): if value == timeframe : return name return str ( timeframe ) resolve_history_datasets \u00b6 resolve_history_datasets ( datasets : set [ Dataset ] | None , ) -> set [ Dataset ] Resolve configured history datasets. Returns: Type Description set [ Dataset ] All supported datasets when datasets is None, otherwise the set [ Dataset ] configured selection (which may be empty). Source code in mt5cli/history.py 57 58 59 60 61 62 63 64 65 66 def resolve_history_datasets ( datasets : set [ Dataset ] | None ) -> set [ Dataset ]: \"\"\"Resolve configured history datasets. Returns: All supported datasets when ``datasets`` is None, otherwise the configured selection (which may be empty). \"\"\" if datasets is None : return set ( Dataset ) return set ( datasets ) resolve_history_tick_flags \u00b6 resolve_history_tick_flags ( flags : int | str ) -> int Resolve tick copy flags from an integer or name. Returns: Type Description int Integer tick flag value. Source code in mt5cli/history.py 88 89 90 91 92 93 94 95 96 def resolve_history_tick_flags ( flags : int | str ) -> int : \"\"\"Resolve tick copy flags from an integer or name. Returns: Integer tick flag value. \"\"\" if isinstance ( flags , int ): return flags return parse_tick_flags ( flags ) resolve_history_timeframes \u00b6 resolve_history_timeframes ( timeframes : Sequence [ int | str ] | None , ) -> list [ int ] Resolve rate timeframes, deduplicating aliases for the same integer. Returns: Type Description list [ int ] Ordered list of unique timeframe integers. Source code in mt5cli/history.py 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 def resolve_history_timeframes ( timeframes : Sequence [ int | str ] | None , ) -> list [ int ]: \"\"\"Resolve rate timeframes, deduplicating aliases for the same integer. Returns: Ordered list of unique timeframe integers. \"\"\" raw = timeframes if timeframes is not None else DEFAULT_HISTORY_TIMEFRAMES seen : set [ int ] = set () resolved : list [ int ] = [] for value in raw : tf = value if isinstance ( value , int ) else parse_timeframe ( str ( value )) if tf not in seen : seen . add ( tf ) resolved . append ( tf ) return resolved write_collected_datasets \u00b6 write_collected_datasets ( conn : 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: Type Description tuple [ set [ Dataset ], dict [ Dataset , set [ str ]]] Written datasets and their columns. Source code in mt5cli/history.py 1112 1113 1114 1115 1116 1117 1118 1119 1120 1121 1122 1123 1124 1125 1126 1127 1128 1129 1130 1131 1132 1133 1134 1135 1136 1137 1138 1139 1140 1141 1142 1143 1144 1145 1146 1147 1148 1149 1150 1151 1152 1153 1154 1155 1156 1157 1158 1159 1160 1161 1162 1163 1164 1165 1166 1167 1168 1169 1170 1171 1172 1173 1174 1175 1176 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 write_history_dataset \u00b6 write_history_dataset ( conn : Connection , fetch : Callable [ ... , 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: Type Description bool True if the target table was written. Source code in mt5cli/history.py 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 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 write_incremental_datasets \u00b6 write_incremental_datasets ( conn : 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: Type Description tuple [ set [ Dataset ], dict [ Dataset , set [ str ]]] Written datasets and their columns. Source code in mt5cli/history.py 1029 1030 1031 1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042 1043 1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 1087 1088 1089 1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 1105 1106 1107 1108 1109 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 write_rates_dataset \u00b6 write_rates_dataset ( conn : 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: Type Description bool True if the rates table was written. Source code in mt5cli/history.py 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 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 write_streamed_frame \u00b6 write_streamed_frame ( conn : Connection , frame : DataFrame , dataset : Dataset , table_exists : bool , if_exists : IfExists , written_columns : dict [ Dataset , set [ str ]], ) -> bool Write one streamed dataset frame and track table state. Returns: Type Description bool True if the dataset table exists after this write attempt. Source code in mt5cli/history.py 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 def write_streamed_frame ( conn : sqlite3 . Connection , frame : pd . DataFrame , dataset : Dataset , table_exists : bool , if_exists : IfExists , written_columns : dict [ Dataset , set [ str ]], ) -> bool : \"\"\"Write one streamed dataset frame and track table state. Returns: True if the dataset table exists after this write attempt. \"\"\" write_mode = IfExists . APPEND if table_exists else if_exists if append_dataframe ( conn , frame , dataset . table_name , write_mode ): record_written_columns ( written_columns , dataset , frame ) return True return table_exists write_ticks_dataset \u00b6 write_ticks_dataset ( conn : 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: Type Description bool True if the ticks table was written. Source code in mt5cli/history.py 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 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 collect-history schema \u00b6 The collect-history command (and the matching collect_history SDK function) writes selected MT5 datasets into one SQLite database. Each dataset becomes a table; column names and types mirror the pdmt5 DataFrame schema for that export, with two additions: symbol is prepended on every table. timeframe is prepended on rates so appended runs at different bar sizes stay distinguishable. SQLite does not declare foreign keys. Rows are linked logically by symbol , time windows, and (for deals) position_id / order . Duplicate rows are removed on append using dataset-specific keys (for example ticket on history tables, or (symbol, timeframe, time) on rates). Optional views are created when --with-views is set and the history-deals dataset was written. Entity-relationship diagram \u00b6 Sample layout for a full collection with --with-views : erDiagram rates { TEXT symbol \"dedup key\" INTEGER timeframe \"dedup key\" TEXT time \"dedup key\" REAL open REAL high REAL low REAL close INTEGER tick_volume INTEGER spread INTEGER real_volume } ticks { TEXT symbol \"dedup key\" TEXT time \"dedup key\" INTEGER time_msc \"dedup key (preferred)\" REAL bid REAL ask REAL last INTEGER volume INTEGER flags REAL volume_real } history_orders { INTEGER ticket \"dedup key\" TEXT symbol TEXT time INTEGER type INTEGER state REAL volume_initial REAL price_open REAL price_current INTEGER magic } history_deals { INTEGER ticket \"dedup key\" INTEGER order INTEGER position_id \"groups position view\" TEXT symbol TEXT time INTEGER type \"0/1 trade, else cash event\" INTEGER entry \"0 IN, 1 OUT, 2 INOUT, 3 OUT_BY\" REAL volume REAL price REAL profit REAL commission REAL swap REAL fee } cash_events { INTEGER ticket TEXT symbol TEXT time INTEGER type REAL profit } positions_reconstructed { INTEGER position_id TEXT symbol TEXT open_time TEXT close_time INTEGER direction REAL volume_open REAL volume_close REAL volume_reversal REAL open_price REAL close_price REAL total_profit INTEGER reversal_count INTEGER deals_count } rates ||--o{ history_deals : \"symbol (logical)\" ticks ||--o{ history_deals : \"symbol (logical)\" history_orders ||--o{ history_deals : \"order ~ ticket (logical)\" history_deals ||--|| cash_events : \"VIEW: type NOT IN (0,1)\" history_deals ||--o{ positions_reconstructed : \"VIEW: GROUP BY position_id\" Tables and views \u00b6 Object Kind Source Notes rates table copy_rates_range Indexed on (symbol, timeframe, time) when columns exist. ticks table copy_ticks_range Indexed on (symbol, time) when columns exist. history_orders table history_orders_get Fetched per --symbol , then concatenated. history_deals table history_deals_get Fetched per --symbol , then concatenated. Indexed on (position_id, symbol) when present. cash_events view history_deals Non-trade deal types (deposits, balance ops, etc.). Requires type column. positions_reconstructed view history_deals One row per closed position_id ; volume-weighted prices and reversal stats. Column sets can vary with terminal and pdmt5 version. Views are skipped with a warning when required columns are missing. Incremental collection \u00b6 The update_history SDK path uses the same base tables and optional cash_events / positions_reconstructed views. It additionally maintains rate___ compatibility views when create_rate_views=True .","title":"History Collection (SQLite)"},{"location":"api/history/#history-collection-sqlite","text":"","title":"History Collection (SQLite)"},{"location":"api/history/#mt5cli.history","text":"SQLite storage helpers for the collect-history incremental data pipeline.","title":"history"},{"location":"api/history/#mt5cli.history.DEFAULT_HISTORY_TIMEFRAMES","text":"DEFAULT_HISTORY_TIMEFRAMES : tuple [ str , ... ] = tuple ( TIMEFRAME_MAP )","title":"DEFAULT_HISTORY_TIMEFRAMES"},{"location":"api/history/#mt5cli.history.DedupScope","text":"DedupScope = tuple [ str , tuple [ object , ... ]]","title":"DedupScope"},{"location":"api/history/#mt5cli.history.logger","text":"logger = getLogger ( __name__ )","title":"logger"},{"location":"api/history/#mt5cli.history.append_dataframe","text":"append_dataframe ( conn : Connection , frame : DataFrame , table_name : str , if_exists : IfExists , ) -> bool Append a DataFrame to SQLite when it has a schema. Returns: Type Description bool True if a table was written, False if the frame had no columns. Source code in mt5cli/history.py 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 def append_dataframe ( conn : sqlite3 . Connection , frame : pd . DataFrame , table_name : str , if_exists : IfExists , ) -> bool : \"\"\"Append a DataFrame to SQLite when it has a schema. Returns: True if a table was written, False if the frame had no columns. \"\"\" if len ( frame . columns ) == 0 : logger . warning ( \"Skipping %s : dataset returned no columns\" , table_name ) return False frame . to_sql ( # type: ignore[reportUnknownMemberType] table_name , conn , if_exists = if_exists . value , index = False , chunksize = 50_000 , ) return True","title":"append_dataframe"},{"location":"api/history/#mt5cli.history.augment_written_columns_from_sqlite","text":"augment_written_columns_from_sqlite ( conn : Connection , datasets : set [ Dataset ], written_columns : dict [ Dataset , set [ str ]], ) -> None Add existing table columns to the written column map. Source code in mt5cli/history.py 335 336 337 338 339 340 341 342 343 344 345 346 347 348 def augment_written_columns_from_sqlite ( conn : sqlite3 . Connection , datasets : set [ Dataset ], written_columns : dict [ Dataset , set [ str ]], ) -> None : \"\"\"Add existing table columns to the written column map.\"\"\" for dataset in datasets : columns = get_table_columns ( conn , dataset . table_name ) if not columns : continue if dataset in written_columns : written_columns [ dataset ] . update ( columns ) else : written_columns [ dataset ] = columns","title":"augment_written_columns_from_sqlite"},{"location":"api/history/#mt5cli.history.build_rate_view_name","text":"build_rate_view_name ( * , symbol : str , granularity : str , granularity_count : int , timeframe : int , ) -> str Return a collision-free offline optimize view name. View names always include the timeframe integer after a __ separator so a symbol such as EURUSD_M1 cannot collide with EURUSD at timeframe M1 . Source code in mt5cli/history.py 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 def build_rate_view_name ( * , symbol : str , granularity : str , granularity_count : int , timeframe : int , ) -> str : \"\"\"Return a collision-free offline optimize view name. View names always include the timeframe integer after a ``__`` separator so a symbol such as ``EURUSD_M1`` cannot collide with ``EURUSD`` at timeframe ``M1``. \"\"\" if granularity_count == 1 : return f \"rate_ { symbol } __ { timeframe } \" return f \"rate_ { symbol } __ { granularity } _ { timeframe } \"","title":"build_rate_view_name"},{"location":"api/history/#mt5cli.history.create_cash_events_view","text":"create_cash_events_view ( conn : Connection , deals_columns : set [ str ] ) -> bool Create the cash_events SQLite view derived from history_deals. Returns: Type Description bool True if the view was created, False if required columns are missing. Source code in mt5cli/history.py 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 def create_cash_events_view ( conn : sqlite3 . Connection , deals_columns : set [ str ], ) -> bool : \"\"\"Create the cash_events SQLite view derived from history_deals. Returns: True if the view was created, False if required columns are missing. \"\"\" if \"type\" not in deals_columns : logger . warning ( \"Skipping cash_events view: history_deals.type is missing\" ) return False conn . execute ( \"DROP VIEW IF EXISTS cash_events\" ) conn . execute ( \"CREATE VIEW cash_events AS\" # noqa: S608 f \" SELECT * FROM history_deals WHERE type NOT IN { _TRADE_DEAL_TYPES_SQL } \" , ) return True","title":"create_cash_events_view"},{"location":"api/history/#mt5cli.history.create_history_indexes","text":"create_history_indexes ( conn : Connection , written_columns : dict [ Dataset , set [ str ]], ) -> None Create useful indexes for collected history tables when present. Source code in mt5cli/history.py 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 def create_history_indexes ( conn : sqlite3 . Connection , written_columns : dict [ Dataset , set [ str ]], ) -> None : \"\"\"Create useful indexes for collected history tables when present.\"\"\" if { \"symbol\" , \"timeframe\" , \"time\" } . issubset ( written_columns . get ( Dataset . rates , set ()), ): conn . execute ( \"CREATE INDEX IF NOT EXISTS idx_rates_symbol_timeframe_time\" \" ON rates(symbol, timeframe, time)\" , ) if { \"symbol\" , \"time\" } . issubset ( written_columns . get ( Dataset . ticks , set ())): conn . execute ( \"CREATE INDEX IF NOT EXISTS idx_ticks_symbol_time ON ticks(symbol, time)\" , ) if { \"position_id\" , \"symbol\" } . issubset ( written_columns . get ( Dataset . history_deals , set ()), ): conn . execute ( \"CREATE INDEX IF NOT EXISTS idx_history_deals_position_symbol\" \" ON history_deals(position_id, symbol)\" , )","title":"create_history_indexes"},{"location":"api/history/#mt5cli.history.create_positions_reconstructed_view","text":"create_positions_reconstructed_view ( conn : Connection , deals_columns : set [ str ] ) -> bool Create the positions_reconstructed SQLite view derived from history_deals. Returns: Type Description bool True if the view was created, False if required columns are missing. Source code in mt5cli/history.py 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 def create_positions_reconstructed_view ( conn : sqlite3 . Connection , deals_columns : set [ str ], ) -> bool : \"\"\"Create the positions_reconstructed SQLite view derived from history_deals. Returns: True if the view was created, False if required columns are missing. \"\"\" if not _POSITIONS_VIEW_REQUIRED_COLUMNS . issubset ( deals_columns ): missing = \", \" . join ( sorted ( _POSITIONS_VIEW_REQUIRED_COLUMNS - deals_columns )) logger . warning ( \"Skipping positions_reconstructed view: history_deals missing columns: %s \" , missing , ) return False conn . execute ( \"DROP VIEW IF EXISTS positions_reconstructed\" ) conn . execute ( \"CREATE VIEW positions_reconstructed AS\" # noqa: S608 \" SELECT\" \" position_id,\" \" symbol,\" \" MIN(CASE WHEN entry = 0 THEN time END) AS open_time,\" \" MAX(CASE WHEN entry IN (1, 2, 3) THEN time END) AS close_time,\" \" MIN(CASE WHEN entry = 0 THEN type END) AS direction,\" \" SUM(CASE WHEN entry = 0 THEN volume ELSE 0 END) AS volume_open,\" \" SUM(CASE WHEN entry IN (1, 2, 3) THEN volume ELSE 0 END) AS volume_close,\" \" SUM(CASE WHEN entry = 2 THEN volume ELSE 0 END) AS volume_reversal,\" \" CASE\" \" WHEN SUM(CASE WHEN entry = 0 THEN volume ELSE 0 END) > 0\" \" THEN SUM(CASE WHEN entry = 0 THEN price * volume ELSE 0 END)\" \" / SUM(CASE WHEN entry = 0 THEN volume ELSE 0 END)\" \" END AS open_price,\" \" CASE\" \" WHEN SUM(CASE WHEN entry IN (1, 2, 3) THEN volume ELSE 0 END) > 0\" \" THEN SUM(CASE WHEN entry IN (1, 2, 3) THEN price * volume ELSE 0 END)\" \" / SUM(CASE WHEN entry IN (1, 2, 3) THEN volume ELSE 0 END)\" \" END AS close_price,\" \" SUM(profit) AS total_profit,\" \" SUM(CASE WHEN entry = 2 THEN 1 ELSE 0 END) AS reversal_count,\" \" COUNT(*) AS deals_count\" \" FROM history_deals\" f \" WHERE type IN { _TRADE_DEAL_TYPES_SQL } AND position_id != 0\" \" GROUP BY position_id, symbol\" \" HAVING SUM(CASE WHEN entry IN (1, 2, 3) THEN 1 ELSE 0 END) > 0\" , ) return True","title":"create_positions_reconstructed_view"},{"location":"api/history/#mt5cli.history.create_rate_compatibility_views","text":"create_rate_compatibility_views ( conn : Connection ) -> None Create rate compatibility views from the normalized rates table. Source code in mt5cli/history.py 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 def create_rate_compatibility_views ( conn : sqlite3 . Connection ) -> None : \"\"\"Create rate compatibility views from the normalized rates table.\"\"\" columns = get_table_columns ( conn , Dataset . rates . table_name ) if not { \"symbol\" , \"timeframe\" , \"time\" } . issubset ( columns ): return drop_rate_compatibility_views ( conn ) select_columns = sorted ( columns - { \"symbol\" , \"timeframe\" }) quoted_columns = \", \" . join ( f '\" { column } \"' for column in select_columns ) rows = conn . execute ( \"SELECT DISTINCT symbol, timeframe FROM rates ORDER BY symbol, timeframe\" , ) . fetchall () timeframes_by_symbol : dict [ str , list [ int ]] = {} for symbol , timeframe in rows : timeframes_by_symbol . setdefault ( str ( symbol ), []) . append ( int ( timeframe )) for symbol , timeframes in timeframes_by_symbol . items (): for timeframe in timeframes : granularity = resolve_granularity_name ( timeframe ) view_name = build_rate_view_name ( symbol = symbol , granularity = granularity , granularity_count = len ( timeframes ), timeframe = timeframe , ) quoted_view_name = quote_sqlite_identifier ( view_name ) escaped_symbol = symbol . replace ( \"'\" , \"''\" ) conn . execute ( f \"CREATE VIEW { quoted_view_name } AS\" # noqa: S608 f \" SELECT { quoted_columns } FROM rates\" f \" WHERE symbol = ' { escaped_symbol } '\" f \" AND timeframe = { timeframe } \" , )","title":"create_rate_compatibility_views"},{"location":"api/history/#mt5cli.history.deduplicate_history_tables","text":"deduplicate_history_tables ( conn : Connection , written_columns : dict [ Dataset , set [ str ]], written_tables : set [ Dataset ], dedup_scopes : dict [ Dataset , list [ DedupScope ]] | None = None , ) -> None Deduplicate appended history tables by stable identifiers. Source code in mt5cli/history.py 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 def deduplicate_history_tables ( conn : sqlite3 . Connection , written_columns : dict [ Dataset , set [ str ]], written_tables : set [ Dataset ], dedup_scopes : dict [ Dataset , list [ DedupScope ]] | None = None , ) -> None : \"\"\"Deduplicate appended history tables by stable identifiers.\"\"\" cursor = conn . cursor () for dataset in written_tables : columns = written_columns . get ( dataset , set ()) table = dataset . table_name keys = next ( ( candidate for candidate in _HISTORY_DEDUP_KEYS [ dataset ] if set ( candidate ) . issubset ( columns ) ), None , ) if keys is None : logger . warning ( \"Skipping %s deduplication: no supported key columns\" , table , ) continue scopes = dedup_scopes . get ( dataset , []) if dedup_scopes else [] if scopes : for scope_where , scope_params in scopes : drop_duplicates_in_table ( cursor , table , list ( keys ), keep = \"last\" , scope_where = scope_where , scope_params = scope_params , ) continue drop_duplicates_in_table ( cursor , table , list ( keys ), keep = \"last\" )","title":"deduplicate_history_tables"},{"location":"api/history/#mt5cli.history.drop_duplicates_in_table","text":"drop_duplicates_in_table ( cursor : Cursor , table : str , ids : list [ str ], * , keep : Literal [ \"first\" , \"last\" ] = \"last\" , scope_where : str | None = None , scope_params : tuple [ object , ... ] = (), ) -> None Remove duplicate rows, keeping the first or last ROWID per key group. Raises: Type Description ValueError If the table or column names are invalid. Source code in mt5cli/history.py 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 def drop_duplicates_in_table ( cursor : sqlite3 . Cursor , table : str , ids : list [ str ], * , keep : Literal [ \"first\" , \"last\" ] = \"last\" , scope_where : str | None = None , scope_params : tuple [ object , ... ] = (), ) -> None : \"\"\"Remove duplicate rows, keeping the first or last ROWID per key group. Raises: ValueError: If the table or column names are invalid. \"\"\" if not table . isidentifier (): msg = f \"Invalid table name: { table } \" raise ValueError ( msg ) if invalid := { column for column in ids if not column . isidentifier ()}: msg = f \"Invalid column names: { ', ' . join ( sorted ( invalid )) } \" raise ValueError ( msg ) ids_csv = \", \" . join ( f '\" { column } \"' for column in ids ) rowid_selector = \"MIN\" if keep == \"first\" else \"MAX\" if scope_where : delete_sql = ( f \"DELETE FROM { table } WHERE { scope_where } AND ROWID NOT IN\" # noqa: S608 f \" (SELECT { rowid_selector } (ROWID) FROM { table } WHERE { scope_where } \" f \" GROUP BY { ids_csv } )\" ) cursor . execute ( delete_sql , scope_params + scope_params ) return cursor . execute ( f \"DELETE FROM { table } WHERE ROWID NOT IN\" # noqa: S608 f \" (SELECT { rowid_selector } (ROWID) FROM { table } GROUP BY { ids_csv } )\" , )","title":"drop_duplicates_in_table"},{"location":"api/history/#mt5cli.history.drop_rate_compatibility_views","text":"drop_rate_compatibility_views ( conn : Connection ) -> None Drop all mt5cli-managed rate_* compatibility views. Source code in mt5cli/history.py 617 618 619 620 621 622 623 624 def drop_rate_compatibility_views ( conn : sqlite3 . Connection ) -> None : \"\"\"Drop all mt5cli-managed ``rate_*`` compatibility views.\"\"\" rows = conn . execute ( \"SELECT name FROM sqlite_master WHERE type = 'view' AND name GLOB 'rate_*'\" , ) . fetchall () for ( view_name ,) in rows : quoted_view_name = quote_sqlite_identifier ( str ( view_name )) conn . execute ( f \"DROP VIEW IF EXISTS { quoted_view_name } \" )","title":"drop_rate_compatibility_views"},{"location":"api/history/#mt5cli.history.filter_incremental_history_deals_frame","text":"filter_incremental_history_deals_frame ( frame : DataFrame , symbols : Sequence [ str ], start_by_symbol : dict [ str , datetime ], account_event_start : datetime , ) -> DataFrame Filter incrementally fetched history_deals by symbol and event start times. Returns: Type Description DataFrame Rows for selected symbols at or after each symbol start, plus account DataFrame events at or after account_event_start . Source code in mt5cli/history.py 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 def filter_incremental_history_deals_frame ( frame : pd . DataFrame , symbols : Sequence [ str ], start_by_symbol : dict [ str , datetime ], account_event_start : datetime , ) -> pd . DataFrame : \"\"\"Filter incrementally fetched history_deals by symbol and event start times. Returns: Rows for selected symbols at or after each symbol start, plus account events at or after ``account_event_start``. \"\"\" if frame . empty : return frame . copy () parsed_times = _frame_parsed_times ( frame ) time_valid = parsed_times . notna () account_event_mask = _history_deals_account_event_mask ( frame ) account_keep = account_event_mask & ( parsed_times >= account_event_start ) trade_keep = pd . Series ( data = False , index = frame . index ) if \"symbol\" in frame . columns : for symbol in symbols : trade_keep |= ( ( frame [ \"symbol\" ] == symbol ) & ( parsed_times >= start_by_symbol [ symbol ]) & ~ account_event_mask ) keep = ( account_keep | trade_keep ) & time_valid return frame . loc [ keep ] . copy ()","title":"filter_incremental_history_deals_frame"},{"location":"api/history/#mt5cli.history.filter_trade_history_frame","text":"filter_trade_history_frame ( frame : DataFrame , symbols : Sequence [ str ], * , include_account_events : bool , ) -> DataFrame Filter trade history rows to selected symbols and account events. Returns: Type Description DataFrame Filtered history rows. Source code in mt5cli/history.py 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 def filter_trade_history_frame ( frame : pd . DataFrame , symbols : Sequence [ str ], * , include_account_events : bool , ) -> pd . DataFrame : \"\"\"Filter trade history rows to selected symbols and account events. Returns: Filtered history rows. \"\"\" if \"symbol\" not in frame . columns : return frame symbol_mask = frame [ \"symbol\" ] . isin ( symbols ) if not include_account_events : return frame . loc [ symbol_mask ] . copy () account_event_mask = _history_deals_account_event_mask ( frame ) return frame . loc [ symbol_mask | account_event_mask ] . copy ()","title":"filter_trade_history_frame"},{"location":"api/history/#mt5cli.history.get_history_deals_account_event_start_datetime","text":"get_history_deals_account_event_start_datetime ( conn : Connection , * , fallback_start : datetime ) -> datetime Return the next update start for account-level history_deals rows. Source code in mt5cli/history.py 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 def get_history_deals_account_event_start_datetime ( conn : sqlite3 . Connection , * , fallback_start : datetime , ) -> datetime : \"\"\"Return the next update start for account-level history_deals rows.\"\"\" table = Dataset . history_deals . table_name columns = get_table_columns ( conn , table ) if \"time\" not in columns : return fallback_start if \"type\" in columns : where_clause = f \"type NOT IN { _TRADE_DEAL_TYPES_SQL } \" elif \"symbol\" in columns : where_clause = \"symbol IS NULL OR symbol = ''\" else : return fallback_start row = conn . execute ( f \"SELECT MAX(time) FROM { table } WHERE { where_clause } \" , # noqa: S608 ) . fetchone () parsed = parse_sqlite_timestamp ( row [ 0 ] if row else None ) return parsed if parsed is not None else fallback_start","title":"get_history_deals_account_event_start_datetime"},{"location":"api/history/#mt5cli.history.get_incremental_start_datetime","text":"get_incremental_start_datetime ( conn : Connection , dataset : Dataset , * , symbol : str , timeframe : int | None , fallback_start : datetime , ) -> datetime Return the next update start datetime from existing MAX(time). Source code in mt5cli/history.py 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 def get_incremental_start_datetime ( conn : sqlite3 . Connection , dataset : Dataset , * , symbol : str , timeframe : int | None , fallback_start : datetime , ) -> datetime : \"\"\"Return the next update start datetime from existing MAX(time).\"\"\" timeframes = [ timeframe ] if timeframe is not None else None starts = load_incremental_start_datetimes ( conn , dataset , symbols = [ symbol ], timeframes = timeframes , fallback_start = fallback_start , ) return starts [ symbol , timeframe ]","title":"get_incremental_start_datetime"},{"location":"api/history/#mt5cli.history.get_table_columns","text":"get_table_columns ( conn : Connection , table : str ) -> set [ str ] Return existing SQLite columns for a table. Source code in mt5cli/history.py 125 126 127 128 def get_table_columns ( conn : sqlite3 . Connection , table : str ) -> set [ str ]: \"\"\"Return existing SQLite columns for a table.\"\"\" rows = conn . execute ( f \"PRAGMA table_info( { table } )\" ) . fetchall () return { str ( row [ 1 ]) for row in rows }","title":"get_table_columns"},{"location":"api/history/#mt5cli.history.load_incremental_start_datetimes","text":"load_incremental_start_datetimes ( conn : Connection , dataset : Dataset , * , symbols : Sequence [ str ], timeframes : Sequence [ int ] | None = None , fallback_start : datetime , ) -> dict [ tuple [ str , int | None ], datetime ] Return next update start datetimes keyed by symbol and optional timeframe. Source code in mt5cli/history.py 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 def load_incremental_start_datetimes ( conn : sqlite3 . Connection , dataset : Dataset , * , symbols : Sequence [ str ], timeframes : Sequence [ int ] | None = None , fallback_start : datetime , ) -> dict [ tuple [ str , int | None ], datetime ]: \"\"\"Return next update start datetimes keyed by symbol and optional timeframe.\"\"\" table = dataset . table_name columns = get_table_columns ( conn , table ) if dataset is Dataset . rates and columns : _validate_rates_schema ( columns ) if \"time\" not in columns : if dataset is Dataset . rates and timeframes is not None : return { ( symbol , timeframe ): fallback_start for symbol in symbols for timeframe in timeframes } return {( symbol , None ): fallback_start for symbol in symbols } parsed_by_key : dict [ tuple [ str , int | None ], datetime ] = {} if ( dataset is Dataset . rates and timeframes is not None and { \"symbol\" , \"timeframe\" } . issubset ( columns ) ): symbol_placeholders = \", \" . join ( \"?\" for _ in symbols ) timeframe_placeholders = \", \" . join ( \"?\" for _ in timeframes ) grouped_rates_query = ( \"SELECT symbol, timeframe, MAX(time) FROM \" # noqa: S608 f \" { table } WHERE symbol IN ( { symbol_placeholders } )\" f \" AND timeframe IN ( { timeframe_placeholders } )\" \" GROUP BY symbol, timeframe\" ) rows = conn . execute ( grouped_rates_query , [ * symbols , * timeframes ], ) . fetchall () for row_symbol , row_timeframe , max_time in rows : parsed = parse_sqlite_timestamp ( max_time ) if parsed is not None : parsed_by_key [ str ( row_symbol ), int ( row_timeframe )] = parsed return { ( symbol , timeframe ): parsed_by_key . get ( ( symbol , timeframe ), fallback_start , ) for symbol in symbols for timeframe in timeframes } if \"symbol\" in columns : symbol_placeholders = \", \" . join ( \"?\" for _ in symbols ) rows = conn . execute ( f \"SELECT symbol, MAX(time) FROM { table } \" # noqa: S608 f \" WHERE symbol IN ( { symbol_placeholders } ) GROUP BY symbol\" , list ( symbols ), ) . fetchall () for row_symbol , max_time in rows : parsed = parse_sqlite_timestamp ( max_time ) if parsed is not None : parsed_by_key [ str ( row_symbol ), None ] = parsed return { ( symbol , None ): parsed_by_key . get (( symbol , None ), fallback_start ) for symbol in symbols } row = conn . execute ( f \"SELECT MAX(time) FROM { table } \" ) . fetchone () # noqa: S608 parsed = parse_sqlite_timestamp ( row [ 0 ] if row else None ) shared_start = parsed if parsed is not None else fallback_start return {( symbol , None ): shared_start for symbol in symbols }","title":"load_incremental_start_datetimes"},{"location":"api/history/#mt5cli.history.parse_sqlite_timestamp","text":"parse_sqlite_timestamp ( value : object ) -> datetime | None Parse a SQLite history timestamp value. Returns: Type Description datetime | None Parsed timezone-aware datetime, or None when parsing fails. Source code in mt5cli/history.py 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 def parse_sqlite_timestamp ( value : object ) -> datetime | None : \"\"\"Parse a SQLite history timestamp value. Returns: Parsed timezone-aware datetime, or None when parsing fails. \"\"\" if value is None : return None if isinstance ( value , datetime ): return value if value . tzinfo is not None else value . replace ( tzinfo = UTC ) if isinstance ( value , int | float ): return datetime . fromtimestamp ( float ( value ), tz = UTC ) if isinstance ( value , str ): return _parse_string_sqlite_timestamp ( value ) logger . warning ( \"Ignoring unsupported history timestamp type: %s \" , type ( value )) return None","title":"parse_sqlite_timestamp"},{"location":"api/history/#mt5cli.history.quote_sqlite_identifier","text":"quote_sqlite_identifier ( identifier : str ) -> str Return a safely quoted SQLite identifier using double quotes. Source code in mt5cli/history.py 52 53 54 def quote_sqlite_identifier ( identifier : str ) -> str : \"\"\"Return a safely quoted SQLite identifier using double quotes.\"\"\" return '\"' + identifier . replace ( '\"' , '\"\"' ) + '\"'","title":"quote_sqlite_identifier"},{"location":"api/history/#mt5cli.history.record_written_columns","text":"record_written_columns ( written_columns : dict [ Dataset , set [ str ]], dataset : Dataset , frame : DataFrame , ) -> None Remember columns for datasets written during collection. Source code in mt5cli/history.py 322 323 324 325 326 327 328 329 330 331 332 def record_written_columns ( written_columns : dict [ Dataset , set [ str ]], dataset : Dataset , frame : pd . DataFrame , ) -> None : \"\"\"Remember columns for datasets written during collection.\"\"\" columns = set ( frame . columns ) if dataset in written_columns : written_columns [ dataset ] . update ( columns ) else : written_columns [ dataset ] = columns","title":"record_written_columns"},{"location":"api/history/#mt5cli.history.resolve_granularity_name","text":"resolve_granularity_name ( timeframe : int ) -> str Return a granularity name for a timeframe integer when known. Source code in mt5cli/history.py 99 100 101 102 103 104 def resolve_granularity_name ( timeframe : int ) -> str : \"\"\"Return a granularity name for a timeframe integer when known.\"\"\" for name , value in TIMEFRAME_MAP . items (): if value == timeframe : return name return str ( timeframe )","title":"resolve_granularity_name"},{"location":"api/history/#mt5cli.history.resolve_history_datasets","text":"resolve_history_datasets ( datasets : set [ Dataset ] | None , ) -> set [ Dataset ] Resolve configured history datasets. Returns: Type Description set [ Dataset ] All supported datasets when datasets is None, otherwise the set [ Dataset ] configured selection (which may be empty). Source code in mt5cli/history.py 57 58 59 60 61 62 63 64 65 66 def resolve_history_datasets ( datasets : set [ Dataset ] | None ) -> set [ Dataset ]: \"\"\"Resolve configured history datasets. Returns: All supported datasets when ``datasets`` is None, otherwise the configured selection (which may be empty). \"\"\" if datasets is None : return set ( Dataset ) return set ( datasets )","title":"resolve_history_datasets"},{"location":"api/history/#mt5cli.history.resolve_history_tick_flags","text":"resolve_history_tick_flags ( flags : int | str ) -> int Resolve tick copy flags from an integer or name. Returns: Type Description int Integer tick flag value. Source code in mt5cli/history.py 88 89 90 91 92 93 94 95 96 def resolve_history_tick_flags ( flags : int | str ) -> int : \"\"\"Resolve tick copy flags from an integer or name. Returns: Integer tick flag value. \"\"\" if isinstance ( flags , int ): return flags return parse_tick_flags ( flags )","title":"resolve_history_tick_flags"},{"location":"api/history/#mt5cli.history.resolve_history_timeframes","text":"resolve_history_timeframes ( timeframes : Sequence [ int | str ] | None , ) -> list [ int ] Resolve rate timeframes, deduplicating aliases for the same integer. Returns: Type Description list [ int ] Ordered list of unique timeframe integers. Source code in mt5cli/history.py 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 def resolve_history_timeframes ( timeframes : Sequence [ int | str ] | None , ) -> list [ int ]: \"\"\"Resolve rate timeframes, deduplicating aliases for the same integer. Returns: Ordered list of unique timeframe integers. \"\"\" raw = timeframes if timeframes is not None else DEFAULT_HISTORY_TIMEFRAMES seen : set [ int ] = set () resolved : list [ int ] = [] for value in raw : tf = value if isinstance ( value , int ) else parse_timeframe ( str ( value )) if tf not in seen : seen . add ( tf ) resolved . append ( tf ) return resolved","title":"resolve_history_timeframes"},{"location":"api/history/#mt5cli.history.write_collected_datasets","text":"write_collected_datasets ( conn : 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: Type Description tuple [ set [ Dataset ], dict [ Dataset , set [ str ]]] Written datasets and their columns. Source code in mt5cli/history.py 1112 1113 1114 1115 1116 1117 1118 1119 1120 1121 1122 1123 1124 1125 1126 1127 1128 1129 1130 1131 1132 1133 1134 1135 1136 1137 1138 1139 1140 1141 1142 1143 1144 1145 1146 1147 1148 1149 1150 1151 1152 1153 1154 1155 1156 1157 1158 1159 1160 1161 1162 1163 1164 1165 1166 1167 1168 1169 1170 1171 1172 1173 1174 1175 1176 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","title":"write_collected_datasets"},{"location":"api/history/#mt5cli.history.write_history_dataset","text":"write_history_dataset ( conn : Connection , fetch : Callable [ ... , 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: Type Description bool True if the target table was written. Source code in mt5cli/history.py 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 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","title":"write_history_dataset"},{"location":"api/history/#mt5cli.history.write_incremental_datasets","text":"write_incremental_datasets ( conn : 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: Type Description tuple [ set [ Dataset ], dict [ Dataset , set [ str ]]] Written datasets and their columns. Source code in mt5cli/history.py 1029 1030 1031 1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042 1043 1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 1087 1088 1089 1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 1105 1106 1107 1108 1109 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","title":"write_incremental_datasets"},{"location":"api/history/#mt5cli.history.write_rates_dataset","text":"write_rates_dataset ( conn : 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: Type Description bool True if the rates table was written. Source code in mt5cli/history.py 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 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","title":"write_rates_dataset"},{"location":"api/history/#mt5cli.history.write_streamed_frame","text":"write_streamed_frame ( conn : Connection , frame : DataFrame , dataset : Dataset , table_exists : bool , if_exists : IfExists , written_columns : dict [ Dataset , set [ str ]], ) -> bool Write one streamed dataset frame and track table state. Returns: Type Description bool True if the dataset table exists after this write attempt. Source code in mt5cli/history.py 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 def write_streamed_frame ( conn : sqlite3 . Connection , frame : pd . DataFrame , dataset : Dataset , table_exists : bool , if_exists : IfExists , written_columns : dict [ Dataset , set [ str ]], ) -> bool : \"\"\"Write one streamed dataset frame and track table state. Returns: True if the dataset table exists after this write attempt. \"\"\" write_mode = IfExists . APPEND if table_exists else if_exists if append_dataframe ( conn , frame , dataset . table_name , write_mode ): record_written_columns ( written_columns , dataset , frame ) return True return table_exists","title":"write_streamed_frame"},{"location":"api/history/#mt5cli.history.write_ticks_dataset","text":"write_ticks_dataset ( conn : 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: Type Description bool True if the ticks table was written. Source code in mt5cli/history.py 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 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","title":"write_ticks_dataset"},{"location":"api/history/#collect-history-schema","text":"The collect-history command (and the matching collect_history SDK function) writes selected MT5 datasets into one SQLite database. Each dataset becomes a table; column names and types mirror the pdmt5 DataFrame schema for that export, with two additions: symbol is prepended on every table. timeframe is prepended on rates so appended runs at different bar sizes stay distinguishable. SQLite does not declare foreign keys. Rows are linked logically by symbol , time windows, and (for deals) position_id / order . Duplicate rows are removed on append using dataset-specific keys (for example ticket on history tables, or (symbol, timeframe, time) on rates). Optional views are created when --with-views is set and the history-deals dataset was written.","title":"collect-history schema"},{"location":"api/history/#entity-relationship-diagram","text":"Sample layout for a full collection with --with-views : erDiagram rates { TEXT symbol \"dedup key\" INTEGER timeframe \"dedup key\" TEXT time \"dedup key\" REAL open REAL high REAL low REAL close INTEGER tick_volume INTEGER spread INTEGER real_volume } ticks { TEXT symbol \"dedup key\" TEXT time \"dedup key\" INTEGER time_msc \"dedup key (preferred)\" REAL bid REAL ask REAL last INTEGER volume INTEGER flags REAL volume_real } history_orders { INTEGER ticket \"dedup key\" TEXT symbol TEXT time INTEGER type INTEGER state REAL volume_initial REAL price_open REAL price_current INTEGER magic } history_deals { INTEGER ticket \"dedup key\" INTEGER order INTEGER position_id \"groups position view\" TEXT symbol TEXT time INTEGER type \"0/1 trade, else cash event\" INTEGER entry \"0 IN, 1 OUT, 2 INOUT, 3 OUT_BY\" REAL volume REAL price REAL profit REAL commission REAL swap REAL fee } cash_events { INTEGER ticket TEXT symbol TEXT time INTEGER type REAL profit } positions_reconstructed { INTEGER position_id TEXT symbol TEXT open_time TEXT close_time INTEGER direction REAL volume_open REAL volume_close REAL volume_reversal REAL open_price REAL close_price REAL total_profit INTEGER reversal_count INTEGER deals_count } rates ||--o{ history_deals : \"symbol (logical)\" ticks ||--o{ history_deals : \"symbol (logical)\" history_orders ||--o{ history_deals : \"order ~ ticket (logical)\" history_deals ||--|| cash_events : \"VIEW: type NOT IN (0,1)\" history_deals ||--o{ positions_reconstructed : \"VIEW: GROUP BY position_id\"","title":"Entity-relationship diagram"},{"location":"api/history/#tables-and-views","text":"Object Kind Source Notes rates table copy_rates_range Indexed on (symbol, timeframe, time) when columns exist. ticks table copy_ticks_range Indexed on (symbol, time) when columns exist. history_orders table history_orders_get Fetched per --symbol , then concatenated. history_deals table history_deals_get Fetched per --symbol , then concatenated. Indexed on (position_id, symbol) when present. cash_events view history_deals Non-trade deal types (deposits, balance ops, etc.). Requires type column. positions_reconstructed view history_deals One row per closed position_id ; volume-weighted prices and reversal stats. Column sets can vary with terminal and pdmt5 version. Views are skipped with a warning when required columns are missing.","title":"Tables and views"},{"location":"api/history/#incremental-collection","text":"The update_history SDK path uses the same base tables and optional cash_events / positions_reconstructed views. It additionally maintains rate___ compatibility views when create_rate_views=True .","title":"Incremental collection"},{"location":"api/sdk/","text":"SDK Module \u00b6 mt5cli.sdk \u00b6 Programmatic SDK for MetaTrader 5 data collection. T module-attribute \u00b6 T = TypeVar ( 'T' ) __all__ module-attribute \u00b6 __all__ = [ \"Mt5CliClient\" , \"account_info\" , \"build_config\" , \"collect_history\" , \"copy_rates_from\" , \"copy_rates_from_pos\" , \"copy_rates_range\" , \"copy_ticks_from\" , \"copy_ticks_range\" , \"history_deals\" , \"history_orders\" , \"last_error\" , \"market_book\" , \"orders\" , \"positions\" , \"symbol_info\" , \"symbol_info_tick\" , \"symbols\" , \"terminal_info\" , \"update_history\" , \"update_history_with_config\" , \"version\" , ] logger module-attribute \u00b6 logger = getLogger ( __name__ ) Mt5CliClient \u00b6 Mt5CliClient ( * , path : str | None = None , login : int | None = None , password : str | None = None , server : str | None = None , timeout : int | None = None , config : Mt5Config | None = None , ) Programmatic client for read-only MetaTrader 5 data access. Initialize the SDK client. Parameters: Name Type Description Default path str | None Path to MetaTrader5 terminal EXE file. None login int | None Trading account login. None password str | None Trading account password. None server str | None Trading server name. None timeout int | None Connection timeout in milliseconds. None config Mt5Config | None Optional pre-built Mt5Config (overrides other args). None Source code in mt5cli/sdk.py 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 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 , ) -> 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). \"\"\" self . _config = config or build_config ( path = path , login = login , password = password , server = server , timeout = timeout , ) self . _client : Mt5DataClient | None = None config property \u00b6 config : Mt5Config Return the underlying MT5 configuration. __enter__ \u00b6 __enter__ () -> Self Open a persistent MT5 connection for multiple calls. Returns: Type Description Self This client instance. Source code in mt5cli/sdk.py 186 187 188 189 190 191 192 193 194 195 196 197 198 199 def __enter__ ( self ) -> Self : \"\"\"Open a persistent MT5 connection for multiple calls. Returns: This client instance. \"\"\" client = Mt5DataClient ( config = self . _config ) try : client . initialize_and_login_mt5 () except Exception : client . shutdown () raise self . _client = client return self __exit__ \u00b6 __exit__ ( exc_type : type [ BaseException ] | None , exc : BaseException | None , tb : object , ) -> None Shut down the persistent MT5 connection. Source code in mt5cli/sdk.py 201 202 203 204 205 206 207 208 209 210 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 : self . _client . shutdown () self . _client = None account_info \u00b6 account_info () -> DataFrame Return account information. Source code in mt5cli/sdk.py 313 314 315 def account_info ( self ) -> pd . DataFrame : \"\"\"Return account information.\"\"\" return self . _fetch ( lambda c : c . account_info_as_df ()) copy_rates_from \u00b6 copy_rates_from ( symbol : str , timeframe : int | str , date_from : datetime | str , count : int , ) -> DataFrame Return rates starting from a date. Source code in mt5cli/sdk.py 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 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 , ), ) copy_rates_from_pos \u00b6 copy_rates_from_pos ( symbol : str , timeframe : int | str , start_pos : int , count : int , ) -> DataFrame Return rates starting from a bar position. Source code in mt5cli/sdk.py 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 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 , ), ) copy_rates_range \u00b6 copy_rates_range ( symbol : str , timeframe : int | str , date_from : datetime | str , date_to : datetime | str , ) -> DataFrame Return rates for a date range. Source code in mt5cli/sdk.py 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 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 , ), ) copy_ticks_from \u00b6 copy_ticks_from ( symbol : str , date_from : datetime | str , count : int , flags : int | str , ) -> DataFrame Return ticks starting from a date. Source code in mt5cli/sdk.py 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 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 , ), ) copy_ticks_range \u00b6 copy_ticks_range ( symbol : str , date_from : datetime | str , date_to : datetime | str , flags : int | str , ) -> DataFrame Return ticks for a date range. Source code in mt5cli/sdk.py 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 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 , ), ) history_deals \u00b6 history_deals ( 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 , ) -> DataFrame Return historical deals. Source code in mt5cli/sdk.py 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 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 , ), ) history_orders \u00b6 history_orders ( 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 , ) -> DataFrame Return historical orders. Source code in mt5cli/sdk.py 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 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 , ), ) last_error \u00b6 last_error () -> DataFrame Return the last error information. Source code in mt5cli/sdk.py 409 410 411 def last_error ( self ) -> pd . DataFrame : \"\"\"Return the last error information.\"\"\" return self . _fetch ( lambda c : c . last_error_as_df ()) market_book \u00b6 market_book ( symbol : str ) -> DataFrame Return market depth for a symbol. Source code in mt5cli/sdk.py 417 418 419 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 )) orders \u00b6 orders ( symbol : str | None = None , group : str | None = None , ticket : int | None = None , ) -> DataFrame Return active orders. Source code in mt5cli/sdk.py 329 330 331 332 333 334 335 336 337 338 339 340 341 342 def orders ( self , symbol : str | None = None , group : str | None = None , ticket : int | None = None , ) -> pd . DataFrame : \"\"\"Return active orders.\"\"\" return self . _fetch ( lambda c : c . orders_get_as_df ( symbol = symbol , group = group , ticket = ticket , ), ) positions \u00b6 positions ( symbol : str | None = None , group : str | None = None , ticket : int | None = None , ) -> DataFrame Return open positions. Source code in mt5cli/sdk.py 344 345 346 347 348 349 350 351 352 353 354 355 356 357 def positions ( self , symbol : str | None = None , group : str | None = None , ticket : int | None = None , ) -> pd . DataFrame : \"\"\"Return open positions.\"\"\" return self . _fetch ( lambda c : c . positions_get_as_df ( symbol = symbol , group = group , ticket = ticket , ), ) symbol_info \u00b6 symbol_info ( symbol : str ) -> DataFrame Return details for one symbol. Source code in mt5cli/sdk.py 325 326 327 def symbol_info ( self , symbol : str ) -> pd . DataFrame : \"\"\"Return details for one symbol.\"\"\" return self . _fetch ( lambda c : c . symbol_info_as_df ( symbol = symbol )) symbol_info_tick \u00b6 symbol_info_tick ( symbol : str ) -> DataFrame Return the last tick for a symbol. Source code in mt5cli/sdk.py 413 414 415 def symbol_info_tick ( self , symbol : str ) -> pd . DataFrame : \"\"\"Return the last tick for a symbol.\"\"\" return self . _fetch ( lambda c : c . symbol_info_tick_as_df ( symbol = symbol )) symbols \u00b6 symbols ( group : str | None = None ) -> DataFrame Return the symbol list. Source code in mt5cli/sdk.py 321 322 323 def symbols ( self , group : str | None = None ) -> pd . DataFrame : \"\"\"Return the symbol list.\"\"\" return self . _fetch ( lambda c : c . symbols_get_as_df ( group = group )) terminal_info \u00b6 terminal_info () -> DataFrame Return terminal information. Source code in mt5cli/sdk.py 317 318 319 def terminal_info ( self ) -> pd . DataFrame : \"\"\"Return terminal information.\"\"\" return self . _fetch ( lambda c : c . terminal_info_as_df ()) version \u00b6 version () -> DataFrame Return MetaTrader5 version information. Source code in mt5cli/sdk.py 405 406 407 def version ( self ) -> pd . DataFrame : \"\"\"Return MetaTrader5 version information.\"\"\" return self . _fetch ( lambda c : c . version_as_df ()) account_info \u00b6 account_info ( * , config : Mt5Config | None = None ) -> DataFrame Return account information. Source code in mt5cli/sdk.py 792 793 794 def account_info ( * , config : Mt5Config | None = None ) -> pd . DataFrame : \"\"\"Return account information.\"\"\" return _make_client ( config = config ) . account_info () build_config \u00b6 build_config ( * , path : str | None = None , login : int | None = None , password : str | None = None , server : str | None = None , timeout : int | None = None , ) -> Mt5Config Build an Mt5Config from optional connection parameters. Returns: Type Description Mt5Config Configured Mt5Config instance. Source code in mt5cli/sdk.py 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 def build_config ( * , path : str | None = None , login : int | None = None , password : str | None = None , server : str | None = None , timeout : int | None = None , ) -> Mt5Config : \"\"\"Build an ``Mt5Config`` from optional connection parameters. Returns: Configured ``Mt5Config`` instance. \"\"\" return Mt5Config ( path = path , login = login , password = password , server = server , timeout = timeout , ) collect_history \u00b6 collect_history ( output : Path , symbols : list [ str ], date_from : datetime | str , date_to : datetime | str , * , datasets : set [ Dataset ] | None = None , timeframe : int | str = 1 , flags : int | str = 1 , if_exists : IfExists = FAIL , with_views : bool = False , config : Mt5Config | None = None , ) -> None Collect historical datasets into a single SQLite database. Parameters: Name Type Description Default output Path SQLite database path. required symbols list [ str ] Symbols to collect. required date_from datetime | str Start date. required date_to datetime | str End date. required datasets set [ Dataset ] | None Datasets to include (defaults to all). None timeframe int | str Rates timeframe as integer or name (e.g. M1 ). 1 flags int | str Tick copy flags as integer or name (e.g. ALL ). 1 if_exists IfExists Behavior when a target table already exists. FAIL with_views bool Create cash_events and positions_reconstructed views. False config Mt5Config | None MT5 connection configuration. None Source code in mt5cli/sdk.py 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 def collect_history ( output : Path , symbols : list [ str ], date_from : datetime | str , date_to : datetime | str , * , datasets : set [ Dataset ] | None = None , timeframe : int | str = 1 , flags : int | str = 1 , if_exists : IfExists = IfExists . FAIL , with_views : bool = False , config : Mt5Config | None = None , ) -> None : \"\"\"Collect historical datasets into a single SQLite database. Args: output: SQLite database path. symbols: Symbols to collect. date_from: Start date. date_to: End date. datasets: Datasets to include (defaults to all). timeframe: Rates timeframe as integer or name (e.g. ``M1``). flags: Tick copy flags as integer or name (e.g. ``ALL``). if_exists: Behavior when a target table already exists. with_views: Create ``cash_events`` and ``positions_reconstructed`` views. config: MT5 connection configuration. \"\"\" start = _require_datetime ( date_from ) end = _require_datetime ( date_to ) selected = datasets if datasets is not None else set ( Dataset ) tf = _coerce_timeframe ( timeframe ) tick_flags = _coerce_tick_flags ( flags ) mt5_config = config or build_config () with _connected_client ( mt5_config ) as client , sqlite3 . connect ( output ) as conn : conn . execute ( \"PRAGMA journal_mode=WAL\" ) conn . execute ( \"PRAGMA synchronous=NORMAL\" ) written_tables , written_columns = write_collected_datasets ( conn , client , symbols , selected , tf , tick_flags , start , end , if_exists , ) create_history_indexes ( conn , written_columns ) if with_views and Dataset . history_deals in written_tables : create_cash_events_view ( conn , written_columns [ Dataset . history_deals ]) create_positions_reconstructed_view ( conn , written_columns [ Dataset . history_deals ], ) elif with_views : logger . warning ( \"--with-views ignored: history_deals table was not written\" , ) logger . info ( \"Collected %s for %d symbol(s) into %s \" , \", \" . join ( sorted ( ds . value for ds in selected )), len ( symbols ), output , ) copy_rates_from \u00b6 copy_rates_from ( symbol : str , timeframe : int | str , date_from : datetime | str , count : int , * , config : Mt5Config | None = None , ) -> DataFrame Return rates starting from a date. Source code in mt5cli/sdk.py 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 def copy_rates_from ( symbol : str , timeframe : int | str , date_from : datetime | str , count : int , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return rates starting from a date.\"\"\" return _make_client ( config = config ) . copy_rates_from ( symbol , timeframe , date_from , count , ) copy_rates_from_pos \u00b6 copy_rates_from_pos ( symbol : str , timeframe : int | str , start_pos : int , count : int , * , config : Mt5Config | None = None , ) -> DataFrame Return rates starting from a bar position. Source code in mt5cli/sdk.py 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 def copy_rates_from_pos ( symbol : str , timeframe : int | str , start_pos : int , count : int , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return rates starting from a bar position.\"\"\" return _make_client ( config = config ) . copy_rates_from_pos ( symbol , timeframe , start_pos , count , ) copy_rates_range \u00b6 copy_rates_range ( symbol : str , timeframe : int | str , date_from : datetime | str , date_to : datetime | str , * , config : Mt5Config | None = None , ) -> DataFrame Return rates for a date range. Source code in mt5cli/sdk.py 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 def copy_rates_range ( symbol : str , timeframe : int | str , date_from : datetime | str , date_to : datetime | str , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return rates for a date range.\"\"\" return _make_client ( config = config ) . copy_rates_range ( symbol , timeframe , date_from , date_to , ) copy_ticks_from \u00b6 copy_ticks_from ( symbol : str , date_from : datetime | str , count : int , flags : int | str , * , config : Mt5Config | None = None , ) -> DataFrame Return ticks starting from a date. Source code in mt5cli/sdk.py 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 def copy_ticks_from ( symbol : str , date_from : datetime | str , count : int , flags : int | str , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return ticks starting from a date.\"\"\" return _make_client ( config = config ) . copy_ticks_from ( symbol , date_from , count , flags , ) copy_ticks_range \u00b6 copy_ticks_range ( symbol : str , date_from : datetime | str , date_to : datetime | str , flags : int | str , * , config : Mt5Config | None = None , ) -> DataFrame Return ticks for a date range. Source code in mt5cli/sdk.py 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 def copy_ticks_range ( symbol : str , date_from : datetime | str , date_to : datetime | str , flags : int | str , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return ticks for a date range.\"\"\" return _make_client ( config = config ) . copy_ticks_range ( symbol , date_from , date_to , flags , ) history_deals \u00b6 history_deals ( 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 , * , config : Mt5Config | None = None , ) -> DataFrame Return historical deals. Source code in mt5cli/sdk.py 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 def history_deals ( 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 , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return historical deals.\"\"\" return _make_client ( config = config ) . history_deals ( date_from = date_from , date_to = date_to , group = group , symbol = symbol , ticket = ticket , position = position , ) history_orders \u00b6 history_orders ( 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 , * , config : Mt5Config | None = None , ) -> DataFrame Return historical orders. Source code in mt5cli/sdk.py 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 def history_orders ( 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 , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return historical orders.\"\"\" return _make_client ( config = config ) . history_orders ( date_from = date_from , date_to = date_to , group = group , symbol = symbol , ticket = ticket , position = position , ) last_error \u00b6 last_error ( * , config : Mt5Config | None = None ) -> DataFrame Return the last error information. Source code in mt5cli/sdk.py 897 898 899 def last_error ( * , config : Mt5Config | None = None ) -> pd . DataFrame : \"\"\"Return the last error information.\"\"\" return _make_client ( config = config ) . last_error () market_book \u00b6 market_book ( symbol : str , * , config : Mt5Config | None = None ) -> DataFrame Return market depth for a symbol. Source code in mt5cli/sdk.py 911 912 913 914 915 916 917 def market_book ( symbol : str , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return market depth for a symbol.\"\"\" return _make_client ( config = config ) . market_book ( symbol ) orders \u00b6 orders ( symbol : str | None = None , group : str | None = None , ticket : int | None = None , * , config : Mt5Config | None = None , ) -> DataFrame Return active orders. Source code in mt5cli/sdk.py 820 821 822 823 824 825 826 827 828 829 830 831 832 def orders ( symbol : str | None = None , group : str | None = None , ticket : int | None = None , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return active orders.\"\"\" return _make_client ( config = config ) . orders ( symbol = symbol , group = group , ticket = ticket , ) positions \u00b6 positions ( symbol : str | None = None , group : str | None = None , ticket : int | None = None , * , config : Mt5Config | None = None , ) -> DataFrame Return open positions. Source code in mt5cli/sdk.py 835 836 837 838 839 840 841 842 843 844 845 846 847 def positions ( symbol : str | None = None , group : str | None = None , ticket : int | None = None , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return open positions.\"\"\" return _make_client ( config = config ) . positions ( symbol = symbol , group = group , ticket = ticket , ) symbol_info \u00b6 symbol_info ( symbol : str , * , config : Mt5Config | None = None ) -> DataFrame Return details for one symbol. Source code in mt5cli/sdk.py 811 812 813 814 815 816 817 def symbol_info ( symbol : str , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return details for one symbol.\"\"\" return _make_client ( config = config ) . symbol_info ( symbol ) symbol_info_tick \u00b6 symbol_info_tick ( symbol : str , * , config : Mt5Config | None = None ) -> DataFrame Return the last tick for a symbol. Source code in mt5cli/sdk.py 902 903 904 905 906 907 908 def symbol_info_tick ( symbol : str , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return the last tick for a symbol.\"\"\" return _make_client ( config = config ) . symbol_info_tick ( symbol ) symbols \u00b6 symbols ( group : str | None = None , * , config : Mt5Config | None = None , ) -> DataFrame Return the symbol list. Source code in mt5cli/sdk.py 802 803 804 805 806 807 808 def symbols ( group : str | None = None , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return the symbol list.\"\"\" return _make_client ( config = config ) . symbols ( group = group ) terminal_info \u00b6 terminal_info ( * , config : Mt5Config | None = None ) -> DataFrame Return terminal information. Source code in mt5cli/sdk.py 797 798 799 def terminal_info ( * , config : Mt5Config | None = None ) -> pd . DataFrame : \"\"\"Return terminal information.\"\"\" return _make_client ( config = config ) . terminal_info () update_history \u00b6 update_history ( * , client : Mt5DataClient , output : Path | str , symbols : Sequence [ str ], datasets : set [ Dataset ] | None = None , timeframes : Sequence [ int | str ] | None = None , flags : int | str = \"ALL\" , lookback_hours : float = 24.0 , date_to : datetime | str | None = None , deduplicate : bool = True , create_rate_views : bool = True , with_views : bool = False , include_account_events : bool = True , ) -> None Incrementally append MT5 history into a SQLite database. Uses an already-connected Mt5DataClient and does not create or close the MT5 connection. For first-time tables, data is fetched from date_to - lookback_hours . Subsequent runs resume from existing MAX(time) per symbol (and timeframe for rates); when include_account_events=True , account-level deals use a separate cursor over type NOT IN (0, 1) / empty-symbol rows. Parameters: Name Type Description Default client Mt5DataClient Connected MT5 data client. required output Path | str SQLite database path. required symbols Sequence [ str ] Symbols to update. required datasets set [ Dataset ] | None Datasets to include (defaults to all). None timeframes Sequence [ int | str ] | None Rate timeframes to update (defaults to all fixed MT5 timeframes when None). None flags int | str Tick copy flags as integer or name (e.g. ALL ). 'ALL' lookback_hours float First-run lookback when a table has no prior rows. 24.0 date_to datetime | str | None Optional update end datetime. Defaults to now (UTC). None deduplicate bool Remove duplicate rows after append, keeping latest ROWID. True create_rate_views bool Create rate___ views. True with_views bool Create cash_events and positions_reconstructed views. False include_account_events bool Include account-level cash events in history_deals when True. True Source code in mt5cli/sdk.py 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 def update_history ( # noqa: PLR0913 * , client : Mt5DataClient , output : Path | str , symbols : Sequence [ str ], datasets : set [ Dataset ] | None = None , timeframes : Sequence [ int | str ] | None = None , flags : int | str = \"ALL\" , lookback_hours : float = 24.0 , date_to : datetime | str | None = None , deduplicate : bool = True , create_rate_views : bool = True , with_views : bool = False , include_account_events : bool = True , ) -> None : \"\"\"Incrementally append MT5 history into a SQLite database. Uses an already-connected ``Mt5DataClient`` and does not create or close the MT5 connection. For first-time tables, data is fetched from ``date_to - lookback_hours``. Subsequent runs resume from existing ``MAX(time)`` per symbol (and timeframe for rates); when ``include_account_events=True``, account-level deals use a separate cursor over ``type NOT IN (0, 1)`` / empty-symbol rows. Args: client: Connected MT5 data client. output: SQLite database path. symbols: Symbols to update. datasets: Datasets to include (defaults to all). timeframes: Rate timeframes to update (defaults to all fixed MT5 timeframes when None). flags: Tick copy flags as integer or name (e.g. ``ALL``). lookback_hours: First-run lookback when a table has no prior rows. date_to: Optional update end datetime. Defaults to now (UTC). deduplicate: Remove duplicate rows after append, keeping latest ROWID. create_rate_views: Create ``rate___`` views. with_views: Create ``cash_events`` and ``positions_reconstructed`` views. include_account_events: Include account-level cash events in ``history_deals`` when True. \"\"\" request = _resolve_update_history_request ( output = output , symbols = symbols , datasets = datasets , timeframes = timeframes , flags = flags , lookback_hours = lookback_hours , date_to = date_to , ) if request is None : return logger . info ( \"Updating history in SQLite: symbols= %s , datasets= %s , path= %s \" , list ( symbols ), sorted ( dataset . value for dataset in request . selected ), request . output_path , ) with sqlite3 . connect ( request . output_path ) as conn : conn . execute ( \"PRAGMA journal_mode=WAL\" ) conn . execute ( \"PRAGMA synchronous=NORMAL\" ) write_incremental_datasets ( conn , client , symbols , request . selected , request . resolved_timeframes , request . resolved_tick_flags , request . fallback_start , request . end , deduplicate = deduplicate , create_rate_views = create_rate_views , with_views = with_views , include_account_events = include_account_events , ) update_history_with_config \u00b6 update_history_with_config ( * , output : Path | str , symbols : Sequence [ str ], config : Mt5Config | None = None , datasets : set [ Dataset ] | None = None , timeframes : Sequence [ int | str ] | None = None , flags : int | str = \"ALL\" , lookback_hours : float = 24.0 , date_to : datetime | str | None = None , deduplicate : bool = True , create_rate_views : bool = True , with_views : bool = False , include_account_events : bool = True , ) -> None Incrementally append MT5 history, opening and closing the MT5 connection. Convenience wrapper around :func: update_history for standalone use. Source code in mt5cli/sdk.py 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 def update_history_with_config ( # noqa: PLR0913 * , output : Path | str , symbols : Sequence [ str ], config : Mt5Config | None = None , datasets : set [ Dataset ] | None = None , timeframes : Sequence [ int | str ] | None = None , flags : int | str = \"ALL\" , lookback_hours : float = 24.0 , date_to : datetime | str | None = None , deduplicate : bool = True , create_rate_views : bool = True , with_views : bool = False , include_account_events : bool = True , ) -> None : \"\"\"Incrementally append MT5 history, opening and closing the MT5 connection. Convenience wrapper around :func:`update_history` for standalone use. \"\"\" request = _resolve_update_history_request ( output = output , symbols = symbols , datasets = datasets , timeframes = timeframes , flags = flags , lookback_hours = lookback_hours , date_to = date_to , ) if request is None : return mt5_config = config or build_config () with _connected_client ( mt5_config ) as client : update_history ( client = client , output = output , symbols = symbols , datasets = datasets , timeframes = timeframes , flags = flags , lookback_hours = lookback_hours , date_to = date_to , deduplicate = deduplicate , create_rate_views = create_rate_views , with_views = with_views , include_account_events = include_account_events , ) version \u00b6 version ( * , config : Mt5Config | None = None ) -> DataFrame Return MetaTrader5 version information. Source code in mt5cli/sdk.py 892 893 894 def version ( * , config : Mt5Config | None = None ) -> pd . DataFrame : \"\"\"Return MetaTrader5 version information.\"\"\" return _make_client ( config = config ) . version ()","title":"SDK"},{"location":"api/sdk/#sdk-module","text":"","title":"SDK Module"},{"location":"api/sdk/#mt5cli.sdk","text":"Programmatic SDK for MetaTrader 5 data collection.","title":"sdk"},{"location":"api/sdk/#mt5cli.sdk.T","text":"T = TypeVar ( 'T' )","title":"T"},{"location":"api/sdk/#mt5cli.sdk.__all__","text":"__all__ = [ \"Mt5CliClient\" , \"account_info\" , \"build_config\" , \"collect_history\" , \"copy_rates_from\" , \"copy_rates_from_pos\" , \"copy_rates_range\" , \"copy_ticks_from\" , \"copy_ticks_range\" , \"history_deals\" , \"history_orders\" , \"last_error\" , \"market_book\" , \"orders\" , \"positions\" , \"symbol_info\" , \"symbol_info_tick\" , \"symbols\" , \"terminal_info\" , \"update_history\" , \"update_history_with_config\" , \"version\" , ]","title":"__all__"},{"location":"api/sdk/#mt5cli.sdk.logger","text":"logger = getLogger ( __name__ )","title":"logger"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient","text":"Mt5CliClient ( * , path : str | None = None , login : int | None = None , password : str | None = None , server : str | None = None , timeout : int | None = None , config : Mt5Config | None = None , ) Programmatic client for read-only MetaTrader 5 data access. Initialize the SDK client. Parameters: Name Type Description Default path str | None Path to MetaTrader5 terminal EXE file. None login int | None Trading account login. None password str | None Trading account password. None server str | None Trading server name. None timeout int | None Connection timeout in milliseconds. None config Mt5Config | None Optional pre-built Mt5Config (overrides other args). None Source code in mt5cli/sdk.py 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 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 , ) -> 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). \"\"\" self . _config = config or build_config ( path = path , login = login , password = password , server = server , timeout = timeout , ) self . _client : Mt5DataClient | None = None","title":"Mt5CliClient"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.config","text":"config : Mt5Config Return the underlying MT5 configuration.","title":"config"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.__enter__","text":"__enter__ () -> Self Open a persistent MT5 connection for multiple calls. Returns: Type Description Self This client instance. Source code in mt5cli/sdk.py 186 187 188 189 190 191 192 193 194 195 196 197 198 199 def __enter__ ( self ) -> Self : \"\"\"Open a persistent MT5 connection for multiple calls. Returns: This client instance. \"\"\" client = Mt5DataClient ( config = self . _config ) try : client . initialize_and_login_mt5 () except Exception : client . shutdown () raise self . _client = client return self","title":"__enter__"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.__exit__","text":"__exit__ ( exc_type : type [ BaseException ] | None , exc : BaseException | None , tb : object , ) -> None Shut down the persistent MT5 connection. Source code in mt5cli/sdk.py 201 202 203 204 205 206 207 208 209 210 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 : self . _client . shutdown () self . _client = None","title":"__exit__"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.account_info","text":"account_info () -> DataFrame Return account information. Source code in mt5cli/sdk.py 313 314 315 def account_info ( self ) -> pd . DataFrame : \"\"\"Return account information.\"\"\" return self . _fetch ( lambda c : c . account_info_as_df ())","title":"account_info"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.copy_rates_from","text":"copy_rates_from ( symbol : str , timeframe : int | str , date_from : datetime | str , count : int , ) -> DataFrame Return rates starting from a date. Source code in mt5cli/sdk.py 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 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 , ), )","title":"copy_rates_from"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.copy_rates_from_pos","text":"copy_rates_from_pos ( symbol : str , timeframe : int | str , start_pos : int , count : int , ) -> DataFrame Return rates starting from a bar position. Source code in mt5cli/sdk.py 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 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 , ), )","title":"copy_rates_from_pos"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.copy_rates_range","text":"copy_rates_range ( symbol : str , timeframe : int | str , date_from : datetime | str , date_to : datetime | str , ) -> DataFrame Return rates for a date range. Source code in mt5cli/sdk.py 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 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 , ), )","title":"copy_rates_range"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.copy_ticks_from","text":"copy_ticks_from ( symbol : str , date_from : datetime | str , count : int , flags : int | str , ) -> DataFrame Return ticks starting from a date. Source code in mt5cli/sdk.py 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 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 , ), )","title":"copy_ticks_from"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.copy_ticks_range","text":"copy_ticks_range ( symbol : str , date_from : datetime | str , date_to : datetime | str , flags : int | str , ) -> DataFrame Return ticks for a date range. Source code in mt5cli/sdk.py 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 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 , ), )","title":"copy_ticks_range"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.history_deals","text":"history_deals ( 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 , ) -> DataFrame Return historical deals. Source code in mt5cli/sdk.py 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 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 , ), )","title":"history_deals"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.history_orders","text":"history_orders ( 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 , ) -> DataFrame Return historical orders. Source code in mt5cli/sdk.py 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 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 , ), )","title":"history_orders"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.last_error","text":"last_error () -> DataFrame Return the last error information. Source code in mt5cli/sdk.py 409 410 411 def last_error ( self ) -> pd . DataFrame : \"\"\"Return the last error information.\"\"\" return self . _fetch ( lambda c : c . last_error_as_df ())","title":"last_error"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.market_book","text":"market_book ( symbol : str ) -> DataFrame Return market depth for a symbol. Source code in mt5cli/sdk.py 417 418 419 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 ))","title":"market_book"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.orders","text":"orders ( symbol : str | None = None , group : str | None = None , ticket : int | None = None , ) -> DataFrame Return active orders. Source code in mt5cli/sdk.py 329 330 331 332 333 334 335 336 337 338 339 340 341 342 def orders ( self , symbol : str | None = None , group : str | None = None , ticket : int | None = None , ) -> pd . DataFrame : \"\"\"Return active orders.\"\"\" return self . _fetch ( lambda c : c . orders_get_as_df ( symbol = symbol , group = group , ticket = ticket , ), )","title":"orders"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.positions","text":"positions ( symbol : str | None = None , group : str | None = None , ticket : int | None = None , ) -> DataFrame Return open positions. Source code in mt5cli/sdk.py 344 345 346 347 348 349 350 351 352 353 354 355 356 357 def positions ( self , symbol : str | None = None , group : str | None = None , ticket : int | None = None , ) -> pd . DataFrame : \"\"\"Return open positions.\"\"\" return self . _fetch ( lambda c : c . positions_get_as_df ( symbol = symbol , group = group , ticket = ticket , ), )","title":"positions"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.symbol_info","text":"symbol_info ( symbol : str ) -> DataFrame Return details for one symbol. Source code in mt5cli/sdk.py 325 326 327 def symbol_info ( self , symbol : str ) -> pd . DataFrame : \"\"\"Return details for one symbol.\"\"\" return self . _fetch ( lambda c : c . symbol_info_as_df ( symbol = symbol ))","title":"symbol_info"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.symbol_info_tick","text":"symbol_info_tick ( symbol : str ) -> DataFrame Return the last tick for a symbol. Source code in mt5cli/sdk.py 413 414 415 def symbol_info_tick ( self , symbol : str ) -> pd . DataFrame : \"\"\"Return the last tick for a symbol.\"\"\" return self . _fetch ( lambda c : c . symbol_info_tick_as_df ( symbol = symbol ))","title":"symbol_info_tick"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.symbols","text":"symbols ( group : str | None = None ) -> DataFrame Return the symbol list. Source code in mt5cli/sdk.py 321 322 323 def symbols ( self , group : str | None = None ) -> pd . DataFrame : \"\"\"Return the symbol list.\"\"\" return self . _fetch ( lambda c : c . symbols_get_as_df ( group = group ))","title":"symbols"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.terminal_info","text":"terminal_info () -> DataFrame Return terminal information. Source code in mt5cli/sdk.py 317 318 319 def terminal_info ( self ) -> pd . DataFrame : \"\"\"Return terminal information.\"\"\" return self . _fetch ( lambda c : c . terminal_info_as_df ())","title":"terminal_info"},{"location":"api/sdk/#mt5cli.sdk.Mt5CliClient.version","text":"version () -> DataFrame Return MetaTrader5 version information. Source code in mt5cli/sdk.py 405 406 407 def version ( self ) -> pd . DataFrame : \"\"\"Return MetaTrader5 version information.\"\"\" return self . _fetch ( lambda c : c . version_as_df ())","title":"version"},{"location":"api/sdk/#mt5cli.sdk.account_info","text":"account_info ( * , config : Mt5Config | None = None ) -> DataFrame Return account information. Source code in mt5cli/sdk.py 792 793 794 def account_info ( * , config : Mt5Config | None = None ) -> pd . DataFrame : \"\"\"Return account information.\"\"\" return _make_client ( config = config ) . account_info ()","title":"account_info"},{"location":"api/sdk/#mt5cli.sdk.build_config","text":"build_config ( * , path : str | None = None , login : int | None = None , password : str | None = None , server : str | None = None , timeout : int | None = None , ) -> Mt5Config Build an Mt5Config from optional connection parameters. Returns: Type Description Mt5Config Configured Mt5Config instance. Source code in mt5cli/sdk.py 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 def build_config ( * , path : str | None = None , login : int | None = None , password : str | None = None , server : str | None = None , timeout : int | None = None , ) -> Mt5Config : \"\"\"Build an ``Mt5Config`` from optional connection parameters. Returns: Configured ``Mt5Config`` instance. \"\"\" return Mt5Config ( path = path , login = login , password = password , server = server , timeout = timeout , )","title":"build_config"},{"location":"api/sdk/#mt5cli.sdk.collect_history","text":"collect_history ( output : Path , symbols : list [ str ], date_from : datetime | str , date_to : datetime | str , * , datasets : set [ Dataset ] | None = None , timeframe : int | str = 1 , flags : int | str = 1 , if_exists : IfExists = FAIL , with_views : bool = False , config : Mt5Config | None = None , ) -> None Collect historical datasets into a single SQLite database. Parameters: Name Type Description Default output Path SQLite database path. required symbols list [ str ] Symbols to collect. required date_from datetime | str Start date. required date_to datetime | str End date. required datasets set [ Dataset ] | None Datasets to include (defaults to all). None timeframe int | str Rates timeframe as integer or name (e.g. M1 ). 1 flags int | str Tick copy flags as integer or name (e.g. ALL ). 1 if_exists IfExists Behavior when a target table already exists. FAIL with_views bool Create cash_events and positions_reconstructed views. False config Mt5Config | None MT5 connection configuration. None Source code in mt5cli/sdk.py 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 def collect_history ( output : Path , symbols : list [ str ], date_from : datetime | str , date_to : datetime | str , * , datasets : set [ Dataset ] | None = None , timeframe : int | str = 1 , flags : int | str = 1 , if_exists : IfExists = IfExists . FAIL , with_views : bool = False , config : Mt5Config | None = None , ) -> None : \"\"\"Collect historical datasets into a single SQLite database. Args: output: SQLite database path. symbols: Symbols to collect. date_from: Start date. date_to: End date. datasets: Datasets to include (defaults to all). timeframe: Rates timeframe as integer or name (e.g. ``M1``). flags: Tick copy flags as integer or name (e.g. ``ALL``). if_exists: Behavior when a target table already exists. with_views: Create ``cash_events`` and ``positions_reconstructed`` views. config: MT5 connection configuration. \"\"\" start = _require_datetime ( date_from ) end = _require_datetime ( date_to ) selected = datasets if datasets is not None else set ( Dataset ) tf = _coerce_timeframe ( timeframe ) tick_flags = _coerce_tick_flags ( flags ) mt5_config = config or build_config () with _connected_client ( mt5_config ) as client , sqlite3 . connect ( output ) as conn : conn . execute ( \"PRAGMA journal_mode=WAL\" ) conn . execute ( \"PRAGMA synchronous=NORMAL\" ) written_tables , written_columns = write_collected_datasets ( conn , client , symbols , selected , tf , tick_flags , start , end , if_exists , ) create_history_indexes ( conn , written_columns ) if with_views and Dataset . history_deals in written_tables : create_cash_events_view ( conn , written_columns [ Dataset . history_deals ]) create_positions_reconstructed_view ( conn , written_columns [ Dataset . history_deals ], ) elif with_views : logger . warning ( \"--with-views ignored: history_deals table was not written\" , ) logger . info ( \"Collected %s for %d symbol(s) into %s \" , \", \" . join ( sorted ( ds . value for ds in selected )), len ( symbols ), output , )","title":"collect_history"},{"location":"api/sdk/#mt5cli.sdk.copy_rates_from","text":"copy_rates_from ( symbol : str , timeframe : int | str , date_from : datetime | str , count : int , * , config : Mt5Config | None = None , ) -> DataFrame Return rates starting from a date. Source code in mt5cli/sdk.py 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 def copy_rates_from ( symbol : str , timeframe : int | str , date_from : datetime | str , count : int , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return rates starting from a date.\"\"\" return _make_client ( config = config ) . copy_rates_from ( symbol , timeframe , date_from , count , )","title":"copy_rates_from"},{"location":"api/sdk/#mt5cli.sdk.copy_rates_from_pos","text":"copy_rates_from_pos ( symbol : str , timeframe : int | str , start_pos : int , count : int , * , config : Mt5Config | None = None , ) -> DataFrame Return rates starting from a bar position. Source code in mt5cli/sdk.py 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 def copy_rates_from_pos ( symbol : str , timeframe : int | str , start_pos : int , count : int , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return rates starting from a bar position.\"\"\" return _make_client ( config = config ) . copy_rates_from_pos ( symbol , timeframe , start_pos , count , )","title":"copy_rates_from_pos"},{"location":"api/sdk/#mt5cli.sdk.copy_rates_range","text":"copy_rates_range ( symbol : str , timeframe : int | str , date_from : datetime | str , date_to : datetime | str , * , config : Mt5Config | None = None , ) -> DataFrame Return rates for a date range. Source code in mt5cli/sdk.py 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 def copy_rates_range ( symbol : str , timeframe : int | str , date_from : datetime | str , date_to : datetime | str , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return rates for a date range.\"\"\" return _make_client ( config = config ) . copy_rates_range ( symbol , timeframe , date_from , date_to , )","title":"copy_rates_range"},{"location":"api/sdk/#mt5cli.sdk.copy_ticks_from","text":"copy_ticks_from ( symbol : str , date_from : datetime | str , count : int , flags : int | str , * , config : Mt5Config | None = None , ) -> DataFrame Return ticks starting from a date. Source code in mt5cli/sdk.py 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 def copy_ticks_from ( symbol : str , date_from : datetime | str , count : int , flags : int | str , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return ticks starting from a date.\"\"\" return _make_client ( config = config ) . copy_ticks_from ( symbol , date_from , count , flags , )","title":"copy_ticks_from"},{"location":"api/sdk/#mt5cli.sdk.copy_ticks_range","text":"copy_ticks_range ( symbol : str , date_from : datetime | str , date_to : datetime | str , flags : int | str , * , config : Mt5Config | None = None , ) -> DataFrame Return ticks for a date range. Source code in mt5cli/sdk.py 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 def copy_ticks_range ( symbol : str , date_from : datetime | str , date_to : datetime | str , flags : int | str , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return ticks for a date range.\"\"\" return _make_client ( config = config ) . copy_ticks_range ( symbol , date_from , date_to , flags , )","title":"copy_ticks_range"},{"location":"api/sdk/#mt5cli.sdk.history_deals","text":"history_deals ( 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 , * , config : Mt5Config | None = None , ) -> DataFrame Return historical deals. Source code in mt5cli/sdk.py 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 def history_deals ( 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 , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return historical deals.\"\"\" return _make_client ( config = config ) . history_deals ( date_from = date_from , date_to = date_to , group = group , symbol = symbol , ticket = ticket , position = position , )","title":"history_deals"},{"location":"api/sdk/#mt5cli.sdk.history_orders","text":"history_orders ( 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 , * , config : Mt5Config | None = None , ) -> DataFrame Return historical orders. Source code in mt5cli/sdk.py 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 def history_orders ( 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 , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return historical orders.\"\"\" return _make_client ( config = config ) . history_orders ( date_from = date_from , date_to = date_to , group = group , symbol = symbol , ticket = ticket , position = position , )","title":"history_orders"},{"location":"api/sdk/#mt5cli.sdk.last_error","text":"last_error ( * , config : Mt5Config | None = None ) -> DataFrame Return the last error information. Source code in mt5cli/sdk.py 897 898 899 def last_error ( * , config : Mt5Config | None = None ) -> pd . DataFrame : \"\"\"Return the last error information.\"\"\" return _make_client ( config = config ) . last_error ()","title":"last_error"},{"location":"api/sdk/#mt5cli.sdk.market_book","text":"market_book ( symbol : str , * , config : Mt5Config | None = None ) -> DataFrame Return market depth for a symbol. Source code in mt5cli/sdk.py 911 912 913 914 915 916 917 def market_book ( symbol : str , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return market depth for a symbol.\"\"\" return _make_client ( config = config ) . market_book ( symbol )","title":"market_book"},{"location":"api/sdk/#mt5cli.sdk.orders","text":"orders ( symbol : str | None = None , group : str | None = None , ticket : int | None = None , * , config : Mt5Config | None = None , ) -> DataFrame Return active orders. Source code in mt5cli/sdk.py 820 821 822 823 824 825 826 827 828 829 830 831 832 def orders ( symbol : str | None = None , group : str | None = None , ticket : int | None = None , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return active orders.\"\"\" return _make_client ( config = config ) . orders ( symbol = symbol , group = group , ticket = ticket , )","title":"orders"},{"location":"api/sdk/#mt5cli.sdk.positions","text":"positions ( symbol : str | None = None , group : str | None = None , ticket : int | None = None , * , config : Mt5Config | None = None , ) -> DataFrame Return open positions. Source code in mt5cli/sdk.py 835 836 837 838 839 840 841 842 843 844 845 846 847 def positions ( symbol : str | None = None , group : str | None = None , ticket : int | None = None , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return open positions.\"\"\" return _make_client ( config = config ) . positions ( symbol = symbol , group = group , ticket = ticket , )","title":"positions"},{"location":"api/sdk/#mt5cli.sdk.symbol_info","text":"symbol_info ( symbol : str , * , config : Mt5Config | None = None ) -> DataFrame Return details for one symbol. Source code in mt5cli/sdk.py 811 812 813 814 815 816 817 def symbol_info ( symbol : str , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return details for one symbol.\"\"\" return _make_client ( config = config ) . symbol_info ( symbol )","title":"symbol_info"},{"location":"api/sdk/#mt5cli.sdk.symbol_info_tick","text":"symbol_info_tick ( symbol : str , * , config : Mt5Config | None = None ) -> DataFrame Return the last tick for a symbol. Source code in mt5cli/sdk.py 902 903 904 905 906 907 908 def symbol_info_tick ( symbol : str , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return the last tick for a symbol.\"\"\" return _make_client ( config = config ) . symbol_info_tick ( symbol )","title":"symbol_info_tick"},{"location":"api/sdk/#mt5cli.sdk.symbols","text":"symbols ( group : str | None = None , * , config : Mt5Config | None = None , ) -> DataFrame Return the symbol list. Source code in mt5cli/sdk.py 802 803 804 805 806 807 808 def symbols ( group : str | None = None , * , config : Mt5Config | None = None , ) -> pd . DataFrame : \"\"\"Return the symbol list.\"\"\" return _make_client ( config = config ) . symbols ( group = group )","title":"symbols"},{"location":"api/sdk/#mt5cli.sdk.terminal_info","text":"terminal_info ( * , config : Mt5Config | None = None ) -> DataFrame Return terminal information. Source code in mt5cli/sdk.py 797 798 799 def terminal_info ( * , config : Mt5Config | None = None ) -> pd . DataFrame : \"\"\"Return terminal information.\"\"\" return _make_client ( config = config ) . terminal_info ()","title":"terminal_info"},{"location":"api/sdk/#mt5cli.sdk.update_history","text":"update_history ( * , client : Mt5DataClient , output : Path | str , symbols : Sequence [ str ], datasets : set [ Dataset ] | None = None , timeframes : Sequence [ int | str ] | None = None , flags : int | str = \"ALL\" , lookback_hours : float = 24.0 , date_to : datetime | str | None = None , deduplicate : bool = True , create_rate_views : bool = True , with_views : bool = False , include_account_events : bool = True , ) -> None Incrementally append MT5 history into a SQLite database. Uses an already-connected Mt5DataClient and does not create or close the MT5 connection. For first-time tables, data is fetched from date_to - lookback_hours . Subsequent runs resume from existing MAX(time) per symbol (and timeframe for rates); when include_account_events=True , account-level deals use a separate cursor over type NOT IN (0, 1) / empty-symbol rows. Parameters: Name Type Description Default client Mt5DataClient Connected MT5 data client. required output Path | str SQLite database path. required symbols Sequence [ str ] Symbols to update. required datasets set [ Dataset ] | None Datasets to include (defaults to all). None timeframes Sequence [ int | str ] | None Rate timeframes to update (defaults to all fixed MT5 timeframes when None). None flags int | str Tick copy flags as integer or name (e.g. ALL ). 'ALL' lookback_hours float First-run lookback when a table has no prior rows. 24.0 date_to datetime | str | None Optional update end datetime. Defaults to now (UTC). None deduplicate bool Remove duplicate rows after append, keeping latest ROWID. True create_rate_views bool Create rate___ views. True with_views bool Create cash_events and positions_reconstructed views. False include_account_events bool Include account-level cash events in history_deals when True. True Source code in mt5cli/sdk.py 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 def update_history ( # noqa: PLR0913 * , client : Mt5DataClient , output : Path | str , symbols : Sequence [ str ], datasets : set [ Dataset ] | None = None , timeframes : Sequence [ int | str ] | None = None , flags : int | str = \"ALL\" , lookback_hours : float = 24.0 , date_to : datetime | str | None = None , deduplicate : bool = True , create_rate_views : bool = True , with_views : bool = False , include_account_events : bool = True , ) -> None : \"\"\"Incrementally append MT5 history into a SQLite database. Uses an already-connected ``Mt5DataClient`` and does not create or close the MT5 connection. For first-time tables, data is fetched from ``date_to - lookback_hours``. Subsequent runs resume from existing ``MAX(time)`` per symbol (and timeframe for rates); when ``include_account_events=True``, account-level deals use a separate cursor over ``type NOT IN (0, 1)`` / empty-symbol rows. Args: client: Connected MT5 data client. output: SQLite database path. symbols: Symbols to update. datasets: Datasets to include (defaults to all). timeframes: Rate timeframes to update (defaults to all fixed MT5 timeframes when None). flags: Tick copy flags as integer or name (e.g. ``ALL``). lookback_hours: First-run lookback when a table has no prior rows. date_to: Optional update end datetime. Defaults to now (UTC). deduplicate: Remove duplicate rows after append, keeping latest ROWID. create_rate_views: Create ``rate___`` views. with_views: Create ``cash_events`` and ``positions_reconstructed`` views. include_account_events: Include account-level cash events in ``history_deals`` when True. \"\"\" request = _resolve_update_history_request ( output = output , symbols = symbols , datasets = datasets , timeframes = timeframes , flags = flags , lookback_hours = lookback_hours , date_to = date_to , ) if request is None : return logger . info ( \"Updating history in SQLite: symbols= %s , datasets= %s , path= %s \" , list ( symbols ), sorted ( dataset . value for dataset in request . selected ), request . output_path , ) with sqlite3 . connect ( request . output_path ) as conn : conn . execute ( \"PRAGMA journal_mode=WAL\" ) conn . execute ( \"PRAGMA synchronous=NORMAL\" ) write_incremental_datasets ( conn , client , symbols , request . selected , request . resolved_timeframes , request . resolved_tick_flags , request . fallback_start , request . end , deduplicate = deduplicate , create_rate_views = create_rate_views , with_views = with_views , include_account_events = include_account_events , )","title":"update_history"},{"location":"api/sdk/#mt5cli.sdk.update_history_with_config","text":"update_history_with_config ( * , output : Path | str , symbols : Sequence [ str ], config : Mt5Config | None = None , datasets : set [ Dataset ] | None = None , timeframes : Sequence [ int | str ] | None = None , flags : int | str = \"ALL\" , lookback_hours : float = 24.0 , date_to : datetime | str | None = None , deduplicate : bool = True , create_rate_views : bool = True , with_views : bool = False , include_account_events : bool = True , ) -> None Incrementally append MT5 history, opening and closing the MT5 connection. Convenience wrapper around :func: update_history for standalone use. Source code in mt5cli/sdk.py 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 def update_history_with_config ( # noqa: PLR0913 * , output : Path | str , symbols : Sequence [ str ], config : Mt5Config | None = None , datasets : set [ Dataset ] | None = None , timeframes : Sequence [ int | str ] | None = None , flags : int | str = \"ALL\" , lookback_hours : float = 24.0 , date_to : datetime | str | None = None , deduplicate : bool = True , create_rate_views : bool = True , with_views : bool = False , include_account_events : bool = True , ) -> None : \"\"\"Incrementally append MT5 history, opening and closing the MT5 connection. Convenience wrapper around :func:`update_history` for standalone use. \"\"\" request = _resolve_update_history_request ( output = output , symbols = symbols , datasets = datasets , timeframes = timeframes , flags = flags , lookback_hours = lookback_hours , date_to = date_to , ) if request is None : return mt5_config = config or build_config () with _connected_client ( mt5_config ) as client : update_history ( client = client , output = output , symbols = symbols , datasets = datasets , timeframes = timeframes , flags = flags , lookback_hours = lookback_hours , date_to = date_to , deduplicate = deduplicate , create_rate_views = create_rate_views , with_views = with_views , include_account_events = include_account_events , )","title":"update_history_with_config"},{"location":"api/sdk/#mt5cli.sdk.version","text":"version ( * , config : Mt5Config | None = None ) -> DataFrame Return MetaTrader5 version information. Source code in mt5cli/sdk.py 892 893 894 def version ( * , config : Mt5Config | None = None ) -> pd . DataFrame : \"\"\"Return MetaTrader5 version information.\"\"\" return _make_client ( config = config ) . version ()","title":"version"},{"location":"api/utils/","text":"Utils Module \u00b6 mt5cli.utils \u00b6 Utility constants, types, and functions for the mt5cli package. DATETIME_TYPE module-attribute \u00b6 DATETIME_TYPE = _DateTimeType () REQUEST_TYPE module-attribute \u00b6 REQUEST_TYPE = _RequestType () TICK_FLAGS_TYPE module-attribute \u00b6 TICK_FLAGS_TYPE = _TickFlagsType () TICK_FLAG_MAP module-attribute \u00b6 TICK_FLAG_MAP : dict [ str , int ] = { \"ALL\" : 1 , \"INFO\" : 2 , \"TRADE\" : 4 , } TIMEFRAME_MAP module-attribute \u00b6 TIMEFRAME_MAP : dict [ str , int ] = { \"M1\" : 1 , \"M2\" : 2 , \"M3\" : 3 , \"M4\" : 4 , \"M5\" : 5 , \"M6\" : 6 , \"M10\" : 10 , \"M12\" : 12 , \"M15\" : 15 , \"M20\" : 20 , \"M30\" : 30 , \"H1\" : 16385 , \"H2\" : 16386 , \"H3\" : 16387 , \"H4\" : 16388 , \"H6\" : 16390 , \"H8\" : 16392 , \"H12\" : 16396 , \"D1\" : 16408 , \"W1\" : 32769 , \"MN1\" : 49153 , } TIMEFRAME_TYPE module-attribute \u00b6 TIMEFRAME_TYPE = _TimeframeType () Dataset \u00b6 Bases: StrEnum Datasets supported by the collect-history command. history_deals class-attribute instance-attribute \u00b6 history_deals = 'history-deals' history_orders class-attribute instance-attribute \u00b6 history_orders = 'history-orders' rates class-attribute instance-attribute \u00b6 rates = 'rates' table_name property \u00b6 table_name : str Return the SQLite table name for this dataset. ticks class-attribute instance-attribute \u00b6 ticks = 'ticks' IfExists \u00b6 Bases: StrEnum SQLite table conflict behavior for the collect-history command. APPEND class-attribute instance-attribute \u00b6 APPEND = 'append' FAIL class-attribute instance-attribute \u00b6 FAIL = 'fail' REPLACE class-attribute instance-attribute \u00b6 REPLACE = 'replace' LogLevel \u00b6 Bases: StrEnum Logging verbosity levels. DEBUG class-attribute instance-attribute \u00b6 DEBUG = 'DEBUG' ERROR class-attribute instance-attribute \u00b6 ERROR = 'ERROR' INFO class-attribute instance-attribute \u00b6 INFO = 'INFO' WARNING class-attribute instance-attribute \u00b6 WARNING = 'WARNING' OutputFormat \u00b6 Bases: StrEnum Supported output file formats. csv class-attribute instance-attribute \u00b6 csv = 'csv' json class-attribute instance-attribute \u00b6 json = 'json' parquet class-attribute instance-attribute \u00b6 parquet = 'parquet' sqlite3 class-attribute instance-attribute \u00b6 sqlite3 = 'sqlite3' detect_format \u00b6 detect_format ( output_path : Path , explicit_format : str | None = None ) -> str Detect the output format from a file extension or explicit format string. Parameters: Name Type Description Default output_path Path Path to the output file. required explicit_format str | None Explicitly specified format, if any. None Returns: Type Description str The detected format string. Raises: Type Description ValueError If the format cannot be determined. Source code in mt5cli/utils.py 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 def detect_format ( output_path : Path , explicit_format : str | None = None , ) -> str : \"\"\"Detect the output format from a file extension or explicit format string. Args: output_path: Path to the output file. explicit_format: Explicitly specified format, if any. Returns: The detected format string. Raises: ValueError: If the format cannot be determined. \"\"\" if explicit_format is not None : return explicit_format suffix = output_path . suffix . lower () if suffix in _FORMAT_EXTENSIONS : return _FORMAT_EXTENSIONS [ suffix ] msg = ( f \"Cannot detect format from extension ' { suffix } '.\" \" Use --format to specify the output format.\" ) raise ValueError ( msg ) export_dataframe \u00b6 export_dataframe ( df : DataFrame , output_path : Path , output_format : str , table_name : str = \"data\" , ) -> None Export a pandas DataFrame to the specified file format. Parameters: Name Type Description Default df DataFrame DataFrame to export. required output_path Path Path to the output file. required output_format str Output format (csv, json, parquet, or sqlite3). required table_name str Table name for SQLite3 output. 'data' Raises: Type Description ValueError If the output format is not supported. Source code in mt5cli/utils.py 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 def export_dataframe ( df : pd . DataFrame , output_path : Path , output_format : str , table_name : str = \"data\" , ) -> None : \"\"\"Export a pandas DataFrame to the specified file format. Args: df: DataFrame to export. output_path: Path to the output file. output_format: Output format (csv, json, parquet, or sqlite3). table_name: Table name for SQLite3 output. Raises: ValueError: If the output format is not supported. \"\"\" if output_format == \"csv\" : df . to_csv ( output_path , index = False ) elif output_format == \"json\" : df . to_json ( output_path , orient = \"records\" , date_format = \"iso\" , indent = 2 , ) elif output_format == \"parquet\" : df . to_parquet ( output_path , index = False ) elif output_format == \"sqlite3\" : sqlite3 = cast ( \"Any\" , importlib . import_module ( \"sqlite3\" )) with sqlite3 . connect ( output_path ) as conn : df . to_sql ( # type: ignore[reportUnknownMemberType] table_name , conn , if_exists = \"replace\" , index = False , ) else : msg = f \"Unsupported output format: { output_format } \" raise ValueError ( msg ) parse_datetime \u00b6 parse_datetime ( value : str ) -> datetime Parse an ISO 8601 datetime string to a timezone-aware datetime. Parameters: Name Type Description Default value str ISO 8601 datetime string (e.g., '2024-01-01' or '2024-01-01T12:00:00+00:00'). required Returns: Type Description datetime Parsed datetime with UTC timezone if no timezone is specified. Raises: Type Description ValueError If the string cannot be parsed. Source code in mt5cli/utils.py 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 def parse_datetime ( value : str ) -> datetime : \"\"\"Parse an ISO 8601 datetime string to a timezone-aware datetime. Args: value: ISO 8601 datetime string (e.g., '2024-01-01' or '2024-01-01T12:00:00+00:00'). Returns: Parsed datetime with UTC timezone if no timezone is specified. Raises: ValueError: If the string cannot be parsed. \"\"\" try : dt = datetime . fromisoformat ( value ) except ValueError : msg = f \"Invalid datetime format: ' { value } '. Use ISO 8601 format.\" raise ValueError ( msg ) from None if dt . tzinfo is None : dt = dt . replace ( tzinfo = UTC ) return dt parse_request \u00b6 parse_request ( value : str ) -> dict [ str , Any ] Parse a JSON-formatted order request string or file reference. Parameters: Name Type Description Default value str JSON object string, or '@path' to read JSON from a file. required Returns: Type Description dict [ str , Any ] Parsed request dictionary. Raises: Type Description ValueError If the request file cannot be read or the value is not a JSON object. Source code in mt5cli/utils.py 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 def parse_request ( value : str ) -> dict [ str , Any ]: \"\"\"Parse a JSON-formatted order request string or file reference. Args: value: JSON object string, or '@path' to read JSON from a file. Returns: Parsed request dictionary. Raises: ValueError: If the request file cannot be read or the value is not a JSON object. \"\"\" if value . startswith ( \"@\" ): path = Path ( value [ 1 :]) try : text = path . read_text ( encoding = \"utf-8\" ) except ( OSError , UnicodeDecodeError ) as exc : msg = f \"Failed to read JSON request file ' { path } ': { exc } \" raise ValueError ( msg ) from exc else : text = value try : parsed : object = json . loads ( text ) except json . JSONDecodeError as exc : msg = f \"Invalid JSON request: { exc } \" raise ValueError ( msg ) from exc if not _is_request_dict ( parsed ): msg = \"Order request must be a JSON object.\" raise ValueError ( msg ) return parsed parse_tick_flags \u00b6 parse_tick_flags ( value : str ) -> int Parse tick flags string or integer value. Parameters: Name Type Description Default value str Tick flag name (ALL, INFO, TRADE) or integer value. required Returns: Type Description int Integer tick flag value. Raises: Type Description ValueError If the flag is invalid. Source code in mt5cli/utils.py 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 def parse_tick_flags ( value : str ) -> int : \"\"\"Parse tick flags string or integer value. Args: value: Tick flag name (ALL, INFO, TRADE) or integer value. Returns: Integer tick flag value. Raises: ValueError: If the flag is invalid. \"\"\" upper = value . upper () if upper in TICK_FLAG_MAP : return TICK_FLAG_MAP [ upper ] try : return int ( value ) except ValueError : valid = \", \" . join ( TICK_FLAG_MAP ) msg = f \"Invalid tick flags: ' { value } '. Use one of: { valid } , or an integer.\" raise ValueError ( msg ) from None parse_timeframe \u00b6 parse_timeframe ( value : str ) -> int Parse a timeframe string or integer value. Parameters: Name Type Description Default value str Timeframe name (e.g., 'M1', 'H1', 'D1') or integer value. required Returns: Type Description int Integer timeframe value. Raises: Type Description ValueError If the timeframe is invalid. Source code in mt5cli/utils.py 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 def parse_timeframe ( value : str ) -> int : \"\"\"Parse a timeframe string or integer value. Args: value: Timeframe name (e.g., 'M1', 'H1', 'D1') or integer value. Returns: Integer timeframe value. Raises: ValueError: If the timeframe is invalid. \"\"\" upper = value . upper () if upper in TIMEFRAME_MAP : return TIMEFRAME_MAP [ upper ] try : return int ( value ) except ValueError : valid = \", \" . join ( TIMEFRAME_MAP ) msg = f \"Invalid timeframe: ' { value } '. Use one of: { valid } , or an integer.\" raise ValueError ( msg ) from None","title":"Utils"},{"location":"api/utils/#utils-module","text":"","title":"Utils Module"},{"location":"api/utils/#mt5cli.utils","text":"Utility constants, types, and functions for the mt5cli package.","title":"utils"},{"location":"api/utils/#mt5cli.utils.DATETIME_TYPE","text":"DATETIME_TYPE = _DateTimeType ()","title":"DATETIME_TYPE"},{"location":"api/utils/#mt5cli.utils.REQUEST_TYPE","text":"REQUEST_TYPE = _RequestType ()","title":"REQUEST_TYPE"},{"location":"api/utils/#mt5cli.utils.TICK_FLAGS_TYPE","text":"TICK_FLAGS_TYPE = _TickFlagsType ()","title":"TICK_FLAGS_TYPE"},{"location":"api/utils/#mt5cli.utils.TICK_FLAG_MAP","text":"TICK_FLAG_MAP : dict [ str , int ] = { \"ALL\" : 1 , \"INFO\" : 2 , \"TRADE\" : 4 , }","title":"TICK_FLAG_MAP"},{"location":"api/utils/#mt5cli.utils.TIMEFRAME_MAP","text":"TIMEFRAME_MAP : dict [ str , int ] = { \"M1\" : 1 , \"M2\" : 2 , \"M3\" : 3 , \"M4\" : 4 , \"M5\" : 5 , \"M6\" : 6 , \"M10\" : 10 , \"M12\" : 12 , \"M15\" : 15 , \"M20\" : 20 , \"M30\" : 30 , \"H1\" : 16385 , \"H2\" : 16386 , \"H3\" : 16387 , \"H4\" : 16388 , \"H6\" : 16390 , \"H8\" : 16392 , \"H12\" : 16396 , \"D1\" : 16408 , \"W1\" : 32769 , \"MN1\" : 49153 , }","title":"TIMEFRAME_MAP"},{"location":"api/utils/#mt5cli.utils.TIMEFRAME_TYPE","text":"TIMEFRAME_TYPE = _TimeframeType ()","title":"TIMEFRAME_TYPE"},{"location":"api/utils/#mt5cli.utils.Dataset","text":"Bases: StrEnum Datasets supported by the collect-history command.","title":"Dataset"},{"location":"api/utils/#mt5cli.utils.Dataset.history_deals","text":"history_deals = 'history-deals'","title":"history_deals"},{"location":"api/utils/#mt5cli.utils.Dataset.history_orders","text":"history_orders = 'history-orders'","title":"history_orders"},{"location":"api/utils/#mt5cli.utils.Dataset.rates","text":"rates = 'rates'","title":"rates"},{"location":"api/utils/#mt5cli.utils.Dataset.table_name","text":"table_name : str Return the SQLite table name for this dataset.","title":"table_name"},{"location":"api/utils/#mt5cli.utils.Dataset.ticks","text":"ticks = 'ticks'","title":"ticks"},{"location":"api/utils/#mt5cli.utils.IfExists","text":"Bases: StrEnum SQLite table conflict behavior for the collect-history command.","title":"IfExists"},{"location":"api/utils/#mt5cli.utils.IfExists.APPEND","text":"APPEND = 'append'","title":"APPEND"},{"location":"api/utils/#mt5cli.utils.IfExists.FAIL","text":"FAIL = 'fail'","title":"FAIL"},{"location":"api/utils/#mt5cli.utils.IfExists.REPLACE","text":"REPLACE = 'replace'","title":"REPLACE"},{"location":"api/utils/#mt5cli.utils.LogLevel","text":"Bases: StrEnum Logging verbosity levels.","title":"LogLevel"},{"location":"api/utils/#mt5cli.utils.LogLevel.DEBUG","text":"DEBUG = 'DEBUG'","title":"DEBUG"},{"location":"api/utils/#mt5cli.utils.LogLevel.ERROR","text":"ERROR = 'ERROR'","title":"ERROR"},{"location":"api/utils/#mt5cli.utils.LogLevel.INFO","text":"INFO = 'INFO'","title":"INFO"},{"location":"api/utils/#mt5cli.utils.LogLevel.WARNING","text":"WARNING = 'WARNING'","title":"WARNING"},{"location":"api/utils/#mt5cli.utils.OutputFormat","text":"Bases: StrEnum Supported output file formats.","title":"OutputFormat"},{"location":"api/utils/#mt5cli.utils.OutputFormat.csv","text":"csv = 'csv'","title":"csv"},{"location":"api/utils/#mt5cli.utils.OutputFormat.json","text":"json = 'json'","title":"json"},{"location":"api/utils/#mt5cli.utils.OutputFormat.parquet","text":"parquet = 'parquet'","title":"parquet"},{"location":"api/utils/#mt5cli.utils.OutputFormat.sqlite3","text":"sqlite3 = 'sqlite3'","title":"sqlite3"},{"location":"api/utils/#mt5cli.utils.detect_format","text":"detect_format ( output_path : Path , explicit_format : str | None = None ) -> str Detect the output format from a file extension or explicit format string. Parameters: Name Type Description Default output_path Path Path to the output file. required explicit_format str | None Explicitly specified format, if any. None Returns: Type Description str The detected format string. Raises: Type Description ValueError If the format cannot be determined. Source code in mt5cli/utils.py 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 def detect_format ( output_path : Path , explicit_format : str | None = None , ) -> str : \"\"\"Detect the output format from a file extension or explicit format string. Args: output_path: Path to the output file. explicit_format: Explicitly specified format, if any. Returns: The detected format string. Raises: ValueError: If the format cannot be determined. \"\"\" if explicit_format is not None : return explicit_format suffix = output_path . suffix . lower () if suffix in _FORMAT_EXTENSIONS : return _FORMAT_EXTENSIONS [ suffix ] msg = ( f \"Cannot detect format from extension ' { suffix } '.\" \" Use --format to specify the output format.\" ) raise ValueError ( msg )","title":"detect_format"},{"location":"api/utils/#mt5cli.utils.export_dataframe","text":"export_dataframe ( df : DataFrame , output_path : Path , output_format : str , table_name : str = \"data\" , ) -> None Export a pandas DataFrame to the specified file format. Parameters: Name Type Description Default df DataFrame DataFrame to export. required output_path Path Path to the output file. required output_format str Output format (csv, json, parquet, or sqlite3). required table_name str Table name for SQLite3 output. 'data' Raises: Type Description ValueError If the output format is not supported. Source code in mt5cli/utils.py 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 def export_dataframe ( df : pd . DataFrame , output_path : Path , output_format : str , table_name : str = \"data\" , ) -> None : \"\"\"Export a pandas DataFrame to the specified file format. Args: df: DataFrame to export. output_path: Path to the output file. output_format: Output format (csv, json, parquet, or sqlite3). table_name: Table name for SQLite3 output. Raises: ValueError: If the output format is not supported. \"\"\" if output_format == \"csv\" : df . to_csv ( output_path , index = False ) elif output_format == \"json\" : df . to_json ( output_path , orient = \"records\" , date_format = \"iso\" , indent = 2 , ) elif output_format == \"parquet\" : df . to_parquet ( output_path , index = False ) elif output_format == \"sqlite3\" : sqlite3 = cast ( \"Any\" , importlib . import_module ( \"sqlite3\" )) with sqlite3 . connect ( output_path ) as conn : df . to_sql ( # type: ignore[reportUnknownMemberType] table_name , conn , if_exists = \"replace\" , index = False , ) else : msg = f \"Unsupported output format: { output_format } \" raise ValueError ( msg )","title":"export_dataframe"},{"location":"api/utils/#mt5cli.utils.parse_datetime","text":"parse_datetime ( value : str ) -> datetime Parse an ISO 8601 datetime string to a timezone-aware datetime. Parameters: Name Type Description Default value str ISO 8601 datetime string (e.g., '2024-01-01' or '2024-01-01T12:00:00+00:00'). required Returns: Type Description datetime Parsed datetime with UTC timezone if no timezone is specified. Raises: Type Description ValueError If the string cannot be parsed. Source code in mt5cli/utils.py 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 def parse_datetime ( value : str ) -> datetime : \"\"\"Parse an ISO 8601 datetime string to a timezone-aware datetime. Args: value: ISO 8601 datetime string (e.g., '2024-01-01' or '2024-01-01T12:00:00+00:00'). Returns: Parsed datetime with UTC timezone if no timezone is specified. Raises: ValueError: If the string cannot be parsed. \"\"\" try : dt = datetime . fromisoformat ( value ) except ValueError : msg = f \"Invalid datetime format: ' { value } '. Use ISO 8601 format.\" raise ValueError ( msg ) from None if dt . tzinfo is None : dt = dt . replace ( tzinfo = UTC ) return dt","title":"parse_datetime"},{"location":"api/utils/#mt5cli.utils.parse_request","text":"parse_request ( value : str ) -> dict [ str , Any ] Parse a JSON-formatted order request string or file reference. Parameters: Name Type Description Default value str JSON object string, or '@path' to read JSON from a file. required Returns: Type Description dict [ str , Any ] Parsed request dictionary. Raises: Type Description ValueError If the request file cannot be read or the value is not a JSON object. Source code in mt5cli/utils.py 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 def parse_request ( value : str ) -> dict [ str , Any ]: \"\"\"Parse a JSON-formatted order request string or file reference. Args: value: JSON object string, or '@path' to read JSON from a file. Returns: Parsed request dictionary. Raises: ValueError: If the request file cannot be read or the value is not a JSON object. \"\"\" if value . startswith ( \"@\" ): path = Path ( value [ 1 :]) try : text = path . read_text ( encoding = \"utf-8\" ) except ( OSError , UnicodeDecodeError ) as exc : msg = f \"Failed to read JSON request file ' { path } ': { exc } \" raise ValueError ( msg ) from exc else : text = value try : parsed : object = json . loads ( text ) except json . JSONDecodeError as exc : msg = f \"Invalid JSON request: { exc } \" raise ValueError ( msg ) from exc if not _is_request_dict ( parsed ): msg = \"Order request must be a JSON object.\" raise ValueError ( msg ) return parsed","title":"parse_request"},{"location":"api/utils/#mt5cli.utils.parse_tick_flags","text":"parse_tick_flags ( value : str ) -> int Parse tick flags string or integer value. Parameters: Name Type Description Default value str Tick flag name (ALL, INFO, TRADE) or integer value. required Returns: Type Description int Integer tick flag value. Raises: Type Description ValueError If the flag is invalid. Source code in mt5cli/utils.py 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 def parse_tick_flags ( value : str ) -> int : \"\"\"Parse tick flags string or integer value. Args: value: Tick flag name (ALL, INFO, TRADE) or integer value. Returns: Integer tick flag value. Raises: ValueError: If the flag is invalid. \"\"\" upper = value . upper () if upper in TICK_FLAG_MAP : return TICK_FLAG_MAP [ upper ] try : return int ( value ) except ValueError : valid = \", \" . join ( TICK_FLAG_MAP ) msg = f \"Invalid tick flags: ' { value } '. Use one of: { valid } , or an integer.\" raise ValueError ( msg ) from None","title":"parse_tick_flags"},{"location":"api/utils/#mt5cli.utils.parse_timeframe","text":"parse_timeframe ( value : str ) -> int Parse a timeframe string or integer value. Parameters: Name Type Description Default value str Timeframe name (e.g., 'M1', 'H1', 'D1') or integer value. required Returns: Type Description int Integer timeframe value. Raises: Type Description ValueError If the timeframe is invalid. Source code in mt5cli/utils.py 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 def parse_timeframe ( value : str ) -> int : \"\"\"Parse a timeframe string or integer value. Args: value: Timeframe name (e.g., 'M1', 'H1', 'D1') or integer value. Returns: Integer timeframe value. Raises: ValueError: If the timeframe is invalid. \"\"\" upper = value . upper () if upper in TIMEFRAME_MAP : return TIMEFRAME_MAP [ upper ] try : return int ( value ) except ValueError : valid = \", \" . join ( TIMEFRAME_MAP ) msg = f \"Invalid timeframe: ' { value } '. Use one of: { valid } , or an integer.\" raise ValueError ( msg ) from None","title":"parse_timeframe"}]}
\ No newline at end of file
diff --git a/sitemap.xml b/sitemap.xml
index 88fc75a..1b66a39 100644
--- a/sitemap.xml
+++ b/sitemap.xml
@@ -13,11 +13,11 @@
          2026-06-08
     
     
-         https://github.com/dceoy/mt5cli/api/sdk/
+         https://github.com/dceoy/mt5cli/api/history/
          2026-06-08
     
     
-         https://github.com/dceoy/mt5cli/api/sqlite_history/
+         https://github.com/dceoy/mt5cli/api/sdk/
          2026-06-08
     
     
diff --git a/sitemap.xml.gz b/sitemap.xml.gz
index 2a278eb..7a93fbc 100644
Binary files a/sitemap.xml.gz and b/sitemap.xml.gz differ