15 Commits

Author SHA1 Message Date
Daichi Narushima 74e3754a80 Fix mt5cli issues #92-#95 and #97 (#102)
* feat: add MT5 order metadata, coverage report, and env-backed CLI config

* fix: align review-driven trading and history contracts

* Bump pdmt5 to 1.1.0

* test: stabilize history gaps CLI assertion

* fix: address review follow-ups for gaps and filling mode
2026-07-04 14:19:56 +09:00
Daichi Narushima efc0de230a fix: stabilize history timestamps and telemetry docs (#100)
* fix: stabilize history timestamps and telemetry docs

* fix: preserve numeric epoch cursors in history SQLite queries

Normalize mixed ISO and unixepoch time values for incremental resume and scoped dedup so legacy numeric rows are not dropped by julianday filters.

Co-authored-by: Cursor <cursoragent@cursor.com>

* Bump version to v1.1.2

* fix: aggregate incremental start timestamps in SQLite

Use MAX on the normalized time expression with GROUP BY so incremental
resume loaders stay O(groups) instead of materializing every history row.

Co-authored-by: Cursor <cursoragent@cursor.com>

* test: parametrize duplicated incremental-start cases in TestIncrementalStart

Co-authored-by: Cursor <cursoragent@cursor.com>

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Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-04 01:03:40 +09:00
Daichi Narushima a5c2aa8e8f test: consolidate duplicate test cases into parameterized tests (#91)
* test: consolidate duplicate test cases into parameterized tests

- Combine test_symbol_info, test_symbol_info_tick, test_market_book into test_symbol_command with parametrize
- Combine test_order_check variants into test_order_request with parametrize
- Combine test_order_send variants into test_order_request with parametrize
- Consolidate grafana view skip tests into test_grafana_view_skipped_when_required_cols_missing
- Consolidate grafana index skip tests into test_index_skipped_when_cols_missing
- Consolidate _NoOp method tests into test_method_is_noop
- Consolidate record_*_update noop tests into test_record_update_noop_before_configure

This improves test maintainability by reducing duplication while maintaining coverage.

* test: parametrize remaining duplicated cases

* test: parameterize remaining duplicate test cases

* test: parameterize remaining duplicate test cases

* test: parameterize remaining duplicate test cases

* test: parameterize remaining duplicate test cases

* test: parameterize count and start_pos validation tests

* test: parameterize remaining duplicate test cases

- tests/test_utils.py: merge valid string/integer cases for
  parse_timeframe and parse_tick_flags.
- tests/test_cli.py: consolidate collect-history --if-exists append/fail
  tests and drop the duplicate collect-history --dataset ticks default
  flags=-1 assertion.
- tests/test_trading.py: parametrize buy/sell projected margin ratio,
  invalid place_market_order mode validation, core
  calculate_volume_by_margin boundary cases, and zero-ratio
  calculate_margin_and_volume sizing cases.

* test: parameterize remaining duplicate test cases

Consolidate the last high-value duplicate test cases outside the
already-changed areas while keeping semantics and 100% coverage.

- tests/test_sdk.py:TestMt5CliClient - merge copy_rates_range,
  copy_ticks_from, history_orders, and latest_rates delegation/
  normalization tests into test_method_delegates_with_normalization
  parameterized by call/expected_method/expected_kwargs with readable
  ids for each normalization path.
- tests/test_sdk.py:TestSubstituteEnvPlaceholders - merge
  brace/whole-dollar/plain/partial substitution cases into
  test_substitute_env_placeholders, and missing-env cases into
  test_substitute_env_placeholders_raises_on_missing_env.
- tests/test_trading.py:TestVolumeAndExecution - merge buy/sell
  trailing-stop main cases into test_calculate_trailing_stop_updates_by_side,
  opposite-side invalid-quote cases into
  test_calculate_trailing_stop_updates_ignores_opposite_side_price,
  and the two mixed-positions scenarios into the parametrized
  test_calculate_trailing_stop_updates_mixed_positions_skip_invalid_side.
  All ids explicitly describe the side and behavior.

* test: parameterize collect-history and telemetry update tests

Consolidate duplicate default-vs-ticks collect-history cases in CLI and
SDK tests, and merge history/snapshot record_*_update success and
failure tests in test_telemetry.py.

Co-authored-by: Cursor <cursoragent@cursor.com>

* test: parameterize telemetry record_*_state gauge tests

Co-authored-by: Cursor <cursoragent@cursor.com>

* test: parameterize Grafana example file checks

* test: centralize remaining parametrized cases

* test: add parametrized replacements for remaining cases

* test: fix remaining parametrized lint

* Fix Ruff warnings

* test: remove duplicate parametrization sweep file

* test: remove duplicate-test deselection hook

* test: restore conftest formatting

* test: add remaining parametrized regression coverage

* test: fix lint issues in parametrization completion tests

* test: avoid dynamic SQL in parametrization completion tests

* test: format parametrization completion tests

* test: fix lint and pyright issues in parametrization coverage

* Fix a Pyright error

* Update .agents/skills/pr-feedback-triage/SKILL.md

* test: dissolve parametrize-completion catch-all into owning test files

Move the remaining consolidated cases from test_parametrize_completion.py
into their owning modules and delete the file:

- test_cli.py: merge snapshot/grafana-schema --publish-copy gating into
  one parametrized test.
- test_trading.py: merge calculate_spread_ratio numeric/numeric-string
  cases; fold non-finite volume_max into
  test_normalize_order_volume_deterministic; merge estimate_order_margin
  invalid-volume cases (0.0/nan/inf); merge calculate_positions_margin
  invalid-row filtering cases.
- test_history.py: parametrize resolve_history_tick_flags and
  resolve_granularity_name.
- test_sdk.py: parametrize collect_latest_closed_rates_for_accounts
  empty-effective-frame cases.
- test_grafana.py: merge account/terminal snapshot insert tests inside
  TestSnapshotInserts.

All remaining cases in the removed file were exact duplicates of
existing coverage, so no new test scenarios are introduced. 100%
coverage and all checks (ruff, pyright, pytest, local-qa) pass.

* test: parameterize remaining account-event, snapshot, and CLI edge cases

Consolidates six more pairs of duplicate tests flagged during PR #91
review into pytest.mark.parametrize tables (incremental history_deals
account-event edge cases, dedup scope column variants, snapshot view
status filtering, snapshot kwargs forwarding, injected-client
lifecycle, and close-positions --yes gate), preserving explicit ids
and 100% coverage.

Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>

* test: consolidate build_config login coercion into parametrized cases

Fold separate backward-compat and env-expansion tests into named
pytest.param rows for clearer failure output.

Co-authored-by: Cursor <cursoragent@cursor.com>

* test: consolidate deduplication and publish test cases into parametrized variants

Merge related test cases into single parametrized tests:
- Consolidate collect-history validation tests into a single parametrized case
- Merge snapshot-view skip conditions into one test with parametrized inputs
- Combine publish_grafana_copy target variations into one parametrized test
- Consolidate incremental-start and drop-duplicates error cases
- Remove duplicate test_drop_duplicates_rejects_invalid_identifiers

Reduces test file duplication while maintaining full coverage.

* test: consolidate remaining review-identified parameterized duplicates

Merge close-position filter, margin-ratio suppress/reraise, SQLite path
validation, and grafana_symbol_pnl schema cases into clearer parametrized tests.

Co-authored-by: Cursor <cursoragent@cursor.com>

* test: restore default if_exists coverage in SQLite append test

The default-append parametrized case now omits if_exists so the API default
remains exercised instead of passing IfExists.APPEND explicitly.

Co-authored-by: Cursor <cursoragent@cursor.com>

* test: tighten trading parametrization cleanup

* test: consolidate remaining parameterized cases

* test: consolidate additional duplicate cases into parametrized tests

Merge overlapping success-path tests in contracts, history, SDK, and
trading modules while preserving 100% coverage and explicit test ids.

Co-authored-by: Cursor <cursoragent@cursor.com>

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Co-authored-by: agent <agent@localhost>
Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: Claude Sonnet 5 <noreply@anthropic.com>
2026-07-03 03:54:26 +09:00
Daichi Narushima 80c3f3f65e Make ticks dataset opt-in for collect-history (#87)
* feat: make SQLite tick history opt-in for collect-history

Ticks can grow SQLite databases quickly, so they are excluded from the
default dataset selection. The new DEFAULT_HISTORY_DATASETS constant
(rates, history-orders, history-deals) drives resolve_history_datasets(None),
collect_history(), and update_history(). Callers must pass
--dataset ticks (CLI) or datasets={Dataset.ticks} (SDK) to include ticks.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01ALK71tg75JWrrCKaiShb7b

* chore: reformat docs/index.md table column widths

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01ALK71tg75JWrrCKaiShb7b

* fix: update stale docstrings and tighten CLI None check

- update_history and ThrottledHistoryUpdater.__init__ docstrings now
  state that ticks are opt-in, matching collect_history's wording
- cli.py collect-history uses `is not None` for explicit empty-list safety

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01ALK71tg75JWrrCKaiShb7b

* docs: update README collect-history to reflect ticks opt-in default

The command table and section intro previously stated ticks were
collected by default ("all four", "rates, ticks, history-orders, and
history-deals"). Both now reflect the new default (rates, history-orders,
history-deals) and note that --dataset ticks is required to include ticks.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01ALK71tg75JWrrCKaiShb7b

---------

Co-authored-by: Claude <noreply@anthropic.com>
2026-06-28 06:00:26 +09:00
Daichi Narushima 668f38d8aa feat: reduce package-root API surface and require pdmt5>=1.0.0 (closes #70) (#73) 2026-06-26 12:08:00 +09:00
Daichi Narushima 15bfd17db3 test: reduce test_trading.py duplication with parametrize (#64)
* test: reduce test_trading.py duplication with parametrize

Collapse repetitive individual tests in test_trading.py into
parametrized equivalents, cutting 267 lines without losing any cases.

- TestExtractTickPrice: 13 tests → 2 parametrized (×3 valid, ×10 None)
- TestEstimateOrderMargin: 4 invalid-margin tests → 1 parametrized ×4;
  nan/inf volume tests → 1 parametrized ×2
- TestNormalizeOrderVolume: multi-assert bodies split into parametrized
  cases for non-finite volume and constraints
- TestVolumeAndExecution: 9 place_market_order retcode tests → 1 ×11;
  5 update_sltp retcode tests → 1 ×5
- test_calculate_trailing_stop_updates_missing_symbol_digits:
  inline double-assert body → 1 parametrized ×2

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

* test: further reduce test_trading.py duplication with parametrize

Merge six broker stop-level tests into two parametrized tests, collapse
two default-digits fallback tests and three symbol-filter zero-margin
tests into one each.

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

* test: address claude[bot] review on PR #64

- Consolidate _MISSING_RETCODE sentinel to one line with corrected comment
- Add comment explaining ids list is required for deterministic node IDs
- Document intentional narrower retcode coverage in update_sltp test

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

* test: reduce duplication in test_sdk, test_history, test_contracts

- TestBuildConfigWholeDollarEnv: 3 field tests (server/password/path) → 1
  parametrized ×3
- TestResolveAccountSpec: whole-dollar expand/no-expand pair → 1 parametrized ×2
- test_normalize_mt5_exception_maps_types: 2 isinstance asserts → parametrized ×2
- test_resolve_history_tick_flags_invalid: 2 pytest.raises blocks → parametrized ×2

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

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Co-authored-by: agent <agent@localhost>
Co-authored-by: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-25 01:55:04 +09:00
Daichi Narushima d156dd7176 [codex] fix mt5 adapter APIs (#36)
* fix mt5 adapter APIs

* address PR feedback

* fix zero ratio minimum volume sizing

* Bump version to v0.8.0
2026-06-15 02:47:05 +09:00
Daichi Narushima 0fad55d609 Refactor MT5 constant parsing to delegate to pdmt5 >= 0.3.0 (#28)
* Refactor MT5 constant parsing to delegate to pdmt5 >= 0.3.0

Replace local TIMEFRAME_MAP, TICK_FLAG_MAP, and parser helpers with thin
compatibility wrappers around pdmt5. COPY_TICKS flags now use real MT5 values
(ALL=-1, INFO=1, TRADE=2). Click parameter types validate all inputs through
the wrappers. Update tests and docs to describe the pdmt5/mt5cli/mt5api layering.

Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com>

* Fix timeframe defaults and COPY_TICKS flag defaults after pdmt5 migration

Use short timeframe aliases for default history collection and granularity
naming via pdmt5.get_timeframe_name. Set CLI/SDK default tick flags to ALL
(-1) instead of the legacy mt5cli-only value.

Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com>

* Address CI lint failure and PR review feedback

Fix ruff import ordering in history.py. Use ALL string defaults for CLI tick
flags, isolate TICK_FLAG_MAP as a dict snapshot, derive flag names from pdmt5,
reuse TIMEFRAME_NAMES for default history timeframes, and add tests for prefix
stripping and TIMEFRAME_ key filtering.

Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com>

* Bump version to 0.7.0

Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com>

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Co-authored-by: Cursor Agent <cursoragent@cursor.com>
Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com>
2026-06-11 23:22:50 +09:00
Daichi Narushima 18df96872b Add closed-bar rate helpers (v0.6.0) (#26)
* Add closed-bar rate helpers and bump version to 0.6.0.

Expose drop_forming_rate_bar and multi-account collectors so downstream apps no longer need count+1 fetches and manual bar trimming.

Co-authored-by: Cursor <cursoragent@cursor.com>

* Bump pygments to 2.20.0 to fix CVE-2026-4539 ReDoS advisory.

Co-authored-by: Cursor <cursoragent@cursor.com>

* Address PR review feedback on closed-bar rate collection.

Validate count and start_pos before MT5 fetches, avoid redundant frame copies, clarify empty-series errors, and expand test coverage.

Co-authored-by: Cursor <cursoragent@cursor.com>

* Include symbol and timeframe in empty closed-rate error messages.

Co-authored-by: Cursor <cursoragent@cursor.com>

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Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-11 02:30:48 +09:00
Daichi Narushima 5b1d54bfe9 Add resilient multi-account orchestration helpers (#22)
* Add SDK orchestration helpers for resilient multi-account collection

- collect_latest_rates_for_accounts_with_retries(): exponential-backoff
  retries around collect_latest_rates_for_accounts(), retrying only
  Mt5TradingError/Mt5RuntimeError and re-raising on exhaustion.
- resolve_account_spec()/resolve_account_specs() and
  substitute_env_placeholders(): merge explicit overrides over AccountSpec
  fields and expand ${ENV_VAR} placeholders, raising ValueError on missing
  variables.
- ThrottledHistoryUpdater: monotonic-clock throttled wrapper around
  update_history() with should_update()/update() and opt-in suppress_errors.
- load_rate_series_by_granularity(): rate-series loader keyed by
  (symbol | None, granularity_name).
- Export new APIs, add unit tests (100% coverage), and document in README
  and docs/api.

* chore: bump version from 0.5.1 to 0.5.3 (#24)

Co-authored-by: Cursor Agent <cursoragent@cursor.com>
Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com>

* fix: resolve leftover merge conflict markers in version files

Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com>

* fix: address PR review feedback on SDK orchestration helpers

- Use single-pass env substitution to avoid TOCTOU KeyError
- Apply backoff_base to all retry delays (backoff_base ** (attempt + 1))
- Preserve integer logins in resolve_account_spec; hide login in repr
- Fix docs examples (env ordering, while True loop, backoff comment)
- Parametrize suppress_errors tests for MT5 and SQLite errors

Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com>

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Co-authored-by: Claude <noreply@anthropic.com>
Co-authored-by: Cursor Agent <cursoragent@cursor.com>
Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com>
2026-06-10 00:15:07 +09:00
Daichi Narushima ad9e513253 [codex] Guard dedup scopes by written columns (#23)
* Guard dedup scopes by written columns

* Address dedup scope review feedback

* Remove legacy dedup scope support

* Remove stale legacy descriptions

* chore: bump version from 0.5.1 to 0.5.2
2026-06-09 23:27:54 +09:00
Daichi Narushima 1b69e8f08e Add generic MT5 rate-loading SDK APIs for downstream reuse (#20) 2026-06-09 15:37:24 +09:00
Daichi Narushima 9957b0a1de [codex] Add generic MT5 SDK and SQLite rate loader (#19)
* Add generic MT5 SDK and SQLite rate loader

* Fix MT5 latest rates connection reuse

* Make MT5 summary export safe

* Address PR review feedback for SDK and SQLite rate loader.

Reuse parse_sqlite_timestamp for rate time parsing, document empty-table
errors, tighten tests, and align docs with require_existing=True.

Co-authored-by: Cursor <cursoragent@cursor.com>

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Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-09 11:27:29 +09:00
Daichi Narushima b2bb2ad0a0 Add rate view resolution and downstream SDK helpers (#18)
* Add public helpers to resolve rate compatibility view names.

Expose resolve_rate_view_name and resolve_rate_view_names in mt5cli.history so consumers can derive mt5cli-managed SQLite view names from stored rates metadata without reimplementing the naming rules.

Co-authored-by: Cursor <cursoragent@cursor.com>

* Add reusable export, tick-window, and margin helpers for downstream tools.

Expose SQLite append/dedup export, recent tick retrieval, and minimum margin
summary through the SDK and CLI so projects like mteor can depend on mt5cli
instead of duplicating MT5 data plumbing.

Co-authored-by: Cursor <cursoragent@cursor.com>

* Bump version to 0.4.3.

Co-authored-by: Cursor <cursoragent@cursor.com>

* Address PR review feedback for rate view resolution and SDK helpers.

Harden SQLite read-only connections, tighten view discovery, improve recent_ticks
fetch efficiency, default SQLite export to append, and expand tests and docs.

Co-authored-by: Cursor <cursoragent@cursor.com>

* Fix read-only SQLite URI construction on Windows.

Use Path.as_uri() so encoded file URIs work cross-platform with mode=ro.

Co-authored-by: Cursor <cursoragent@cursor.com>

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Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-09 03:29:03 +09:00
Daichi Narushima 756faf747b Rename sqlite_history module to history (#17)
* Rename sqlite_history module to history.

Drop the sqlite-specific prefix now that history collection is the primary module name across SDK, tests, and docs.

Co-authored-by: Cursor <cursoragent@cursor.com>

* Address PR review feedback for history module rename.

Add a sqlite_history compatibility shim, clarify docs naming, and align the
module docstring with the collect-history SQLite scope.

Co-authored-by: Cursor <cursoragent@cursor.com>

* Remove sqlite_history compatibility shim.

The rename to mt5cli.history is intentionally breaking; downstream code
should update imports rather than rely on a deprecated re-export path.

Co-authored-by: Cursor <cursoragent@cursor.com>

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Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-09 02:40:25 +09:00