main
21 Commits
| Author | SHA1 | Message | Date | |
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 Daichi Narushima
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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 |
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Daichi Narushima
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c2cf0656dd |
Drop Mt5TradingError support; require pdmt5>=1.0.4 (#101)
* chore: upgrade pdmt5 to v1.0.4 pdmt5 1.0.4 removes Mt5TradingClient/Mt5TradingError entirely and wraps Mt5Config.password in pydantic SecretStr. Drop the now-dead conditional Mt5TradingError handling in mt5cli.exceptions/sdk/retry (mt5cli already type-checks trading clients against its own protocol, so no functional change), and unwrap SecretStr when forwarding a base config's password to per-account configs. Update tests and docs accordingly. * chore: declare pydantic as a direct runtime dependency mt5cli.sdk imports SecretStr directly from pydantic, so pin it explicitly instead of relying on pdmt5's transitive dependency. --------- Co-authored-by: Claude <noreply@anthropic.com> |
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Daichi Narushima
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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> --------- Co-authored-by: agent <agent@localhost> Co-authored-by: Cursor <cursoragent@cursor.com> Co-authored-by: Claude Sonnet 5 <noreply@anthropic.com> |
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Daichi Narushima
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513eb7617d |
feat: add fetch_recent_history_deals_for_trading_client to stable SDK (#90)
* refactor: collapse repeated tests with pytest.mark.parametrize Collapse 13 near-identical test methods into 4 parametrized tests across test_cli.py and test_sdk.py, keeping all 1045 cases passing. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * feat: add fetch_recent_history_deals_for_trading_client to stable SDK Adds a generic history deal retrieval helper for active trading clients, a _HistoryDealsClientProtocol describing the minimal required interface, clarified create_trading_client() docs (returns pdmt5.Mt5DataClient, not MT5Client), 9 unit tests at 100% coverage, and updated trading.md and public-contract.md with examples and out-of-scope strategy semantics note. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: narrow Mt5CliClient protocol claim and preserve empty deal DataFrame schema - _HistoryDealsClientProtocol docstring and fetch_recent_history_deals_for_trading_client docstring now explicitly state that Mt5CliClient (mt5_session) exposes history_deals() not history_deals_get_as_df() and does not satisfy the protocol; the function is for trading-client sessions (pdmt5.Mt5DataClient) only - Empty DataFrames with columns are now passed through with reset_index rather than replaced by a bare pd.DataFrame(), preserving schema for callers that rely on stable column names even in no-deal windows - Tests updated to assert schema preservation on empty results and bare empty on None Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: add combined protocol so create_trading_client() is type-safe with history deals helper Adds _TradingHistoryDealsClientProtocol combining _Mt5ClientProtocol and _HistoryDealsClientProtocol, and updates create_trading_client() and mt5_trading_session() to return/yield this combined type so the natural SDK flow `client = create_trading_client(...); fetch_recent_history_deals_for_trading_client(client)` is type-safe under pyright strict without casts. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: validate hours is finite before timedelta in fetch_recent_history_deals_for_trading_client Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * Bump version to 1.1.1 --------- Co-authored-by: agent <agent@localhost> Co-authored-by: Claude Sonnet 4.6 <noreply@anthropic.com> |
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Daichi Narushima
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4bc36d09d2 |
fix: add copy_rates_from_pos_as_df fallback for trading client rate fetch (#88)
* fix: add copy_rates_from_pos_as_df fallback in fetch_latest_closed_rates_for_trading_client Mt5DataClient (returned by create_trading_client) exposes copy_rates_from_pos_as_df, not fetch_latest_rates_as_df. Adds a fallback path that resolves the granularity string to an integer timeframe via parse_timeframe, fetches count+1 bars from start_pos=0, and applies the same drop_forming_rate_bar + tail(count) logic so callers that use the client returned by create_trading_client no longer need a compatibility shim. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * Bump version to v1.0.3 * fix: hoist parse_timeframe before dispatch and add invalid-granularity test Hoisting parse_timeframe(granularity) before the fetch_latest_rates_as_df / copy_rates_from_pos_as_df dispatch ensures invalid granularity strings fail consistently on both paths with a clear ValueError, rather than only when the fallback branch is taken. Adds test_copy_rates_from_pos_fallback_raises_on_invalid_granularity to pin the early-validation contract and confirm the underlying method is never called. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> --------- Co-authored-by: agent <agent@localhost> Co-authored-by: Claude Sonnet 4.6 <noreply@anthropic.com> |
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Daichi Narushima
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93565681e1 |
fix: decouple mt5cli from pdmt5 high-level trading helpers (#76)
* fix: decouple mt5cli from pdmt5 high-level trading helpers - Replace Mt5TradingClient type annotations with internal _Mt5ClientProtocol - Lazy-import Mt5TradingClient in create_trading_client to avoid hard dependency - Replace Mt5TradingError with Mt5OperationError in mt5cli validation paths - Update exception handling to support future pdmt5 versions without Mt5TradingError - Add test to enforce that mt5cli doesn't import high-level symbols at module level - Update documentation to clarify dependency boundaries mt5cli now relies only on low-level MT5 primitives: - Mt5Config for configuration - Mt5RuntimeError for runtime errors - Raw MT5 methods (order_send, order_check, account_info, etc.) This aligns with pdmt5's direction to remove high-level trading helpers and focus on low-level MT5 access plus DataFrame/dict conversion. Fixes #75 (dceoy/mt5cli#75) Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01PcGVFTVgyqzse3LLw38ber * fix: address PR #76 review feedback on pdmt5 decoupling - Replace Mt5TradingClient with Mt5DataClient in create_trading_client() so the function no longer depends on the high-level trading client - Fix _RECOVERABLE_MT5_ERRORS in exceptions.py to use tuple unpacking form, removing the incorrect ternary assignment - Add pragma: no cover to except ImportError branches in exceptions.py and sdk.py (dead code when pdmt5 is installed) - Switch coverage exclude_lines to exclude_also so the default pragma: no cover pattern is preserved; also exclude bare ... stubs (Protocol method bodies) from coverage - Correct inaccurate note in docs/api/public-contract.md: Mt5TradingClient is no longer required internally; Mt5TradingError is conditionally available but mt5cli raises Mt5OperationError for trading failures - Update all mock patches from pdmt5.Mt5TradingClient to mt5cli.trading.Mt5DataClient to match the new module-level import --------- Co-authored-by: Claude <noreply@anthropic.com> |
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Daichi Narushima
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dfe80ce500 |
feat: add close-positions CLI and replace_symbol projection mode (#65 #66) (#67)
* feat: add close-positions CLI command and replace_symbol projection mode (#65 #66) Part 1 — close-positions CLI (#65): - Add `close-positions` subcommand delegating to `close_open_positions()`. - Accepts repeated `--symbol` and `--ticket` filters (AND semantics). - Supports `--dry-run` (no `--yes` required); live execution requires `--yes`. - Fails closed with `BadParameter` when neither `--symbol` nor `--ticket` is given. - Exports normalized `OrderExecutionResult` list as a DataFrame (request/response serialized as JSON strings for clean CSV/JSON/Parquet/SQLite output). - `order-send` remains the raw expert path; `close-positions` is the safer high-level helper that builds correct close requests automatically. Part 2 — ProjectionMode and replace_symbol (#66): - Add `ProjectionMode = Literal["add", "replace_symbol"]` type alias. - Add optional `projection_mode` parameter to `calculate_symbol_group_margin_ratio`. Default `"add"` preserves existing additive behavior. `"replace_symbol"` subtracts current margin for `new_symbol`, then adds candidate margin — the subtraction and addition are atomic (suppressed together). - Export `ProjectionMode` from `mt5cli` and add to `STABLE_SDK_EXPORTS`. - No mteor-specific strategy, risk-threshold, or policy logic added. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * chore: remove unused ProjectionMode import in test_contracts.py The parametrized test_stable_exports_are_importable_from_package_root already covers ProjectionMode via hasattr(mt5cli, name). Ruff correctly flagged the explicit top-level import as unused (F401). Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * Bump version to v0.9.6 * fix: address PR #67 review feedback - Floor replace_symbol margin subtraction at zero to prevent negative ratio - Serialize response unconditionally via json.dumps (null for dry-run rows) - Return a schema-preserving empty DataFrame when results list is empty - Add test: --dry-run --yes precedence (dry-run wins, no order_send) - Add test: zero-match filter produces empty JSON array with exit 0 - Move projection_mode prose to stable trading section in docs Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * feat: add runtime validation for projection_mode in calculate_symbol_group_margin_ratio Unsupported values previously silently fell through as "add". The new _validate_projection_mode helper raises ValueError with a message that names the bad value and the two accepted modes. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> --------- Co-authored-by: agent <agent@localhost> Co-authored-by: Claude Sonnet 4.6 <noreply@anthropic.com> |
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Daichi Narushima
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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> --------- Co-authored-by: agent <agent@localhost> Co-authored-by: Claude Sonnet 4.6 <noreply@anthropic.com> |
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Daichi Narushima
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96c75f7852 |
Add account-wide projected margin ratio helper (#60)
* feat: add account projected margin ratio helper * Bump version to v0.9.4 * fix: address account margin ratio review feedback * fix: simplify account margin ratio errors |
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Daichi Narushima
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292fac899a |
Add generic trading helpers and reduce public API tiers (#58)
* feat: add generic trading helpers and API tiers * Bump version to v0.9.3 * fix: require symbol digits for trailing stops * fix: allow side-specific trailing stop ticks * test: enforce complete public export tiers * docs: align public contract tiers * refactor: remove legacy public supports |
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Daichi Narushima
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9ac3b885c3 |
test: add explicit unit tests for calculate_positions_margin_by_symbol and calculate_positions_margin_safe (#50) (#53)
* test: add explicit unit tests for calculate_positions_margin_by_symbol and calculate_positions_margin_safe (#50) Covers all acceptance criteria: partial failure with warning log, all-fail, empty symbol list with no-broker-call assertion, duplicate deduplication, successful aggregation with first-seen key order, suppress_errors=False propagation, and three calculate_positions_margin_safe cases (partial skip, all-fail → 0.0, empty list → 0.0). Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * test: fix warning log assertion and parametrize suppress_errors=False test - Use record.getMessage() + levelno check instead of record.message, which is only populated after formatting and can return an empty string. - Parametrize test_one_symbol_fails_suppress_errors_false over all three exception types caught by the implementation (Mt5TradingError, Mt5RuntimeError, AttributeError) so any future narrowing of the except tuple would be caught by tests. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * style: shorten docstring to fit 88-char line limit * style: shorten docstring to fit 88-char line limit --------- Co-authored-by: agent <agent@localhost> Co-authored-by: Claude Sonnet 4.6 <noreply@anthropic.com> |
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agent
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1c57be5c44 |
fix: centralize tick price validation in calculate_spread_ratio and determine_order_limits (#52)
Replaces manual isinstance/<=0 checks in calculate_spread_ratio() and determine_order_limits() with _valid_tick_price(), ensuring NaN, inf, -inf, zero, negative, bool, and invalid-string tick values are consistently rejected across all trading helpers. Adds regression tests covering numeric-string acceptance and every invalid-value category for both functions. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> |
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agent
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d292fbb9d9 |
feat: centralize tick price validation and add resilient position margin helpers (#49, #50)
Add _valid_tick_price() internal helper that returns a positive finite float from a tick dict or None for any invalid value (missing, None, NaN, infinite, zero, negative, or unsupported type). Refactor five existing bid/ask validation sites in trading.py to use it, removing duplicated isinstance/isfinite checks. Add calculate_positions_margin_by_symbol() which computes margin per unique symbol independently using the existing strict calculate_positions_margin(), with first-seen deduplication and configurable error suppression (Mt5TradingError, Mt5RuntimeError, AttributeError) via suppress_errors=. Add calculate_positions_margin_safe() as a thin sum wrapper with suppress_errors=True, returning 0.0 on empty or fully-failed inputs. Both new helpers are exported from mt5cli, added to STABLE_SDK_EXPORTS, and documented in docs/api/public-contract.md. Existing strict behavior of calculate_positions_margin() is unchanged. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> |
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Daichi Narushima
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8e53212a24 | fix: always use mt5cli calculate_volume_by_margin to prevent LACK OF FUNDS (#48) | ||
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Daichi Narushima
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b878a61c07 |
fix: re-verify normalized volume margin in calculate_volume_by_margin (#46)
* fix: re-verify normalized volume margin before returning from calculate_volume_by_margin For CFDs, index products, and tiered-margin instruments, the initial min-lot margin estimate can be optimistic; the normalized stepped volume may require more margin than available_margin. After computing the normalized volume, step down by volume_step until order_calc_margin confirms affordability, or return 0.0 if no step is affordable. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * test: fix ruff line-length violations in calculate_volume_by_margin tests Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: use integer step index and add actual>0 guard in calculate_volume_by_margin Replace float-subtraction loop with integer step index to eliminate accumulation rounding error and add `actual > 0` guard so a broker returning zero/negative margin is never accepted as affordable. Inline `capped` to keep local-variable count within Ruff PLR0914 limit. Update docstring to reflect re-verification behaviour and 0.0 fallback. Tighten test assertion from `volume > 0` to the symbol's valid range. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * Bump version to v0.9.1 * perf: replace linear step-down scan with binary search in calculate_volume_by_margin Resolves the P2 review finding: the previous O(n) loop called order_calc_margin once per volume step, making sizing appear hung for symbols with a large step range or small volume_step. Binary search over the integer step index finds the largest affordable step in O(log n) IPC calls (≈17 for a 99 999-step range vs up to 99 999 in the worst case). Monotonicity of broker margin with volume is assumed, which holds for standard linear margin schedules. To stay within the PLR0914 local-variable limit the steps variable is inlined into hi and the tick temporary is eliminated by accessing the snapshot dict directly. Error messages still go via msg to satisfy EM102. Two existing tests are updated to match the binary-search call sequence. A new regression test (volume_min=0.01, volume_max=1000.0) configures a tiered-margin mock with its threshold at step 50000 and asserts that the total order_calc_margin call count does not exceed 25. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * chore: remove obsolete TC003 per-file-ignore for history.py Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> --------- Co-authored-by: agent <agent@localhost> Co-authored-by: Claude Sonnet 4.6 <noreply@anthropic.com> |
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dceoy
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0610ea732c | fix: handle NumPy object rate timestamps | ||
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Daichi Narushima
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82a39731ed |
feat: add fetch_latest_closed_rates_indexed and allow_whole_dollar_env opt-in (#45)
* feat: add fetch_latest_closed_rates_indexed and allow_whole_dollar_env opt-in (#43, #44) Closes #43: add fetch_latest_closed_rates_indexed(client, *, symbol, granularity, count) -> pd.DataFrame to mt5cli/trading.py. Internally reuses fetch_latest_closed_rates_for_trading_client(), converts the "time" column to a UTC-aware DatetimeIndex named "time", and drops the original column. Exported from trading.__all__, mt5cli.__init__, and STABLE_SDK_EXPORTS. Closes #44: extend substitute_env_placeholders() with opt-in allow_whole_dollar_env=False that expands whole-value $ENV_NAME strings (entire string must be exactly $IDENTIFIER). Threaded through build_config(), resolve_account_spec(), and resolve_account_specs() with the same default=False. Partial strings like "plan$pass", "abc$ENV", or "$ENV-suffix" are never expanded. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * chore: align Markdown table columns in docs and skill file Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: treat numeric (float64) epoch seconds as UTC in _rate_time_to_utc After DataFrame concat or NA upcast the time column becomes float64, which is still epoch seconds. Using is_numeric_dtype instead of is_integer_dtype fixes the silent misalignment. Using series.to_numpy() before passing to pd.to_datetime avoids the redundant pd.DatetimeIndex() wrapper and aligns with how existing rate-time normalization in schemas.py handles numeric timestamps. Add test_converts_float_epoch_seconds_to_utc_datetime_index to cover the regression. Add a doc note clarifying that build_config cannot expand login since that parameter is int | None. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: reject NaT values after rate timestamp conversion in _rate_time_to_utc pd.to_datetime() silently produces NaT for None/NaN inputs rather than raising, so the function could return a DatetimeIndex containing NaT despite documenting invalid timestamps as a ValueError. Check any(idx.isna()) after conversion and raise with a clear message. Add test_raises_on_nat_time_column to cover the regression. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * Bump version to v0.9.0 * fix: handle object numeric rate timestamps --------- Co-authored-by: Claude <noreply@anthropic.com> |
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Daichi Narushima
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c4a4253fbc |
feat: stable SDK helpers for volume, margin, and closed bars (#39–#41) (#42)
* feat: add stable SDK helpers for volume, margin, and closed bars (#39, #40, #41) Expose generic trading utilities in the stable downstream SDK so applications like mteor can drop local MT5 adapter code: - normalize_order_volume() for broker step/min/max sizing - estimate_order_margin() and calculate_positions_margin() for margin totals - fetch_latest_closed_rates_for_trading_client() for closed bars from Mt5TradingClient Update STABLE_SDK_EXPORTS, package-root exports, docs, and unit tests. Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * chore: bump version to 0.8.3 Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * fix: address PR review feedback on volume cap, rate time, and margin grouping - Re-apply volume_max after step normalization in normalize_order_volume() - Drop misleading non-time index reset branch in _ensure_rate_time_column() - Group positions by (symbol, side) before margin estimation - Add branch-coverage tests for tick price validation and volume cap edge case Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * fix: address remaining PR review threads on docs and DatetimeIndex - Rename unnamed DatetimeIndex column to time after reset_index() - Guard estimate_order_margin example on positive normalized volume - Document calculate_positions_margin skip vs error propagation behavior - Add test for unnamed DatetimeIndex branch coverage Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * fix: harden stable SDK margin, rate fetch, and volume normalization - Wrap order_calc_margin conversion and reject None/non-numeric results - Validate fetched rate objects are DataFrames before time normalization - Return 0.0 for non-finite volume inputs and constraints in normalize_order_volume Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * fix: reject non-finite volumes in margin estimation helpers Use _is_positive_finite_number() in estimate_order_margin() and calculate_positions_margin() so NaN/inf volumes never reach broker calls. Add focused tests and document non-finite volume skipping in trading.md. Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * fix: guard symbol filter in calculate_positions_margin for empty frames Return 0.0 before filtering when positions are empty or lack a symbol column. Add regression tests for filtered calls on malformed position frames. Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> --------- Co-authored-by: Cursor Agent <cursoragent@cursor.com> Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> |
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Daichi Narushima
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897f7f0a0d | docs: stable SDK contract and strategy-neutral order helpers (#37) | ||
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Daichi Narushima
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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 |
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Daichi Narushima
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b5e82e71c7 |
Add trading session helpers and extend ThrottledHistoryUpdater (#25)
* Add trading session helpers and extend ThrottledHistoryUpdater Introduce mt5cli.trading with mt5_trading_session() for Mt5TradingClient lifecycle management and reusable operational helpers for position-side detection, margin/volume sizing, and protective order price derivation. Extend ThrottledHistoryUpdater to validate inputs before updates and to optionally suppress ValueError, OSError, and missing-method errors without advancing the throttle timestamp. Export the new helpers from mt5cli.__init__, add unit tests with mocked clients, and document migration guidance for downstream projects such as mteor. Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * Narrow ThrottledHistoryUpdater suppress_errors handling (#27) * Narrow ThrottledHistoryUpdater suppress_errors for MT5 capability only Remove broad AttributeError/TypeError handling from recoverable errors. Add _is_mt5_client_capability_error() to detect missing history API methods or non-callable client attributes by message and attribute name. Generic AttributeError/TypeError values always propagate even when suppress_errors=True. Update docs and tests accordingly. Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * Detect non-callable history client methods in suppress_errors Address review feedback: when a history API attribute exists but is not callable, Python raises a generic TypeError. Inspect the traceback for mt5cli.history client call sites so these capability mismatches are still suppressed without matching all TypeError values. Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> --------- Co-authored-by: Cursor Agent <cursoragent@cursor.com> Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * Address PR review feedback on trading helpers - Resolve history module path once at import time - Only treat non-callable TypeErrors as capability errors at the raise site - Validate SL/TP ratios in determine_order_limits - Add tests for margin_free edge cases, body-raise shutdown, and internal TypeError propagation - Clarify ThrottledHistoryUpdater suppress_errors docs - Split README migration example into trading vs read-only history sessions Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * Tighten protective ratio validation and clamp negative margin_free Add _require_protective_ratio enforcing 0 <= ratio < 1 for SL/TP limits so a ratio of 1.0 cannot produce zero protective prices. Clamp negative margin_free to 0.0 in calculate_margin_and_volume before sizing. Add boundary and negative-margin tests; document constraints in trading API docs. Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> --------- Co-authored-by: Cursor Agent <cursoragent@cursor.com> Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> |