* 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>
* feat: clarify CLI/docs scope as generic MT5 data and execution infrastructure
- Update app help text and module docstring to describe mt5cli as MT5 data
and execution utilities rather than export-only tooling
- Group CLI commands under rich_help_panel sections: Data / Export, Execution,
and Collection; command names are unchanged for compatibility
- Expand order-send docstring to explicitly flag it as the expert raw-request
live-trading path; preserve --yes gate
- Split docs/index.md Trading section into "Trading State" (read-only) and
"Execution (live / mutating)" with close-positions now documented
- Add TestHelpText tests verifying top-level panel grouping, order-send
expert/live language, and close-positions safety gate coverage
Closes#78
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_018yH6esaqc5D1cmo1dK2Ur9
* chore: trim trailing whitespace in docs/index.md table
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_018yH6esaqc5D1cmo1dK2Ur9
* chore: bump version to 1.0.1
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_018yH6esaqc5D1cmo1dK2Ur9
* chore: update uv.lock for version 1.0.1
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_018yH6esaqc5D1cmo1dK2Ur9
* fix: address review feedback on CLI/docs scope PR
- Remove dead help invocation in test_order_send_help_mentions_expert_and_raw
(the result was immediately overwritten by result2)
- Strengthen assertion from `or` to `and`; both "raw" and "expert" are present
in the docstring so disjunction masked a potential regression
- Split into two `assert` statements to satisfy PT018 (ruff)
- Fix docs/index.md inaccuracy: order-check has no --yes gate; clarify that
only order-send and close-positions require confirmation for live execution
- Move order-check from "Execution" rich_help_panel to "Data / Export" so the
Execution panel name is truthful (order-check is read-only)
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_018yH6esaqc5D1cmo1dK2Ur9
* docs: move order-check out of Execution section into Trading State
order-check is read-only and now lives in the CLI's Data / Export panel,
so documenting it under "Execution (live / mutating)" was inconsistent.
Moved it to the Trading State table. The Execution section now only lists
order-send and close-positions, both of which require --yes.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_018yH6esaqc5D1cmo1dK2Ur9
---------
Co-authored-by: Claude <noreply@anthropic.com>
* feat: add stable MT5Client public API and infrastructure layer
Introduce a reusable public API for downstream trading applications:
- MT5Client as the primary client abstraction with order_check/order_send
- schemas module with DataKind contracts, validation, and normalization
- converters, exceptions, retry, and storage facade modules
- CLI order commands now route through MT5Client
- connected_client made public; retry logic centralized
- Contract tests for API surface, schemas, and storage round-trips
- README and docs updated with Python API usage examples
Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com>
* fix: correct time coercion, broker-safe symbols, and execution docs
- Normalize MT5 time columns with correct second/millisecond units
- Coerce all present known MT5 time fields, including optional order times
- Preserve broker symbol casing in normalize_symbol()
- Document order_send() as a live execution primitive with clear scope boundaries
- Add contract tests for timestamp and symbol normalization behavior
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>
* 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>
---------
Co-authored-by: Cursor Agent <cursoragent@cursor.com>
Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com>
* 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>
---------
Co-authored-by: Cursor <cursoragent@cursor.com>
* 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>
---------
Co-authored-by: Cursor <cursoragent@cursor.com>
* Add incremental SQLite history SDK for automated pipelines.
Extract sqlite history helpers into a dedicated module and expose update_history APIs that resume from existing MAX(time) values instead of re-fetching fixed date ranges.
Co-authored-by: Cursor <cursoragent@cursor.com>
* Fix incremental history deals and stale rate view cleanup.
Fetch account events once during incremental updates, drop stale rate_* views when timeframes change, and avoid SQLite variable limits on wide frames.
Co-authored-by: Cursor <cursoragent@cursor.com>
* Fix incremental deal filtering edge cases
Co-authored-by: Cursor <cursoragent@cursor.com>
* Address PR review feedback for incremental SQLite history.
Make rate views collision-free, batch incremental resume queries, scope deduplication to appended boundaries, validate before opening MT5, use atomic SQLite transactions, and expand docs/tests for the new helpers.
Co-authored-by: Cursor <cursoragent@cursor.com>
* Document collect-history SQLite schema with ER diagram.
Co-authored-by: Cursor <cursoragent@cursor.com>
* Fix account-event filtering and drop legacy rates resume.
Account events must follow only account_event_start, not per-symbol trade
cursors. Require normalized rates schema and fail fast when timeframe is missing.
Co-authored-by: Cursor <cursoragent@cursor.com>
* Validate normalized rates schema before incremental resume.
Require symbol, timeframe, and time on existing rates tables with clear
ValueError messages, and add regression tests for malformed schemas.
Co-authored-by: Cursor <cursoragent@cursor.com>
---------
Co-authored-by: Cursor <cursoragent@cursor.com>
* Refactor cli.py into cli and utils modules
Extract constants, enums, Click parameter types, and parse/export utility
functions into a new mt5cli/utils.py module, keeping the typer app, commands,
and collect-history SQLite helpers in cli.py.
https://claude.ai/code/session_016JwSEhPyq6phXySktQ1FGU
* Address review comments
* Add programmatic SDK layer for read-only MT5 data collection.
Expose Mt5CliClient and collect_history through the package API while keeping CLI commands as thin adapters over the SDK.
Co-authored-by: Cursor <cursoragent@cursor.com>
* Harden SDK connection lifecycle and scope internal helpers as private.
Co-authored-by: Cursor <cursoragent@cursor.com>
* Export build_config in the public API and bump version to 0.4.0.
Co-authored-by: Cursor <cursoragent@cursor.com>
* Remove duplicate scripts/ in favor of local-qa skill script.
Co-authored-by: Cursor <cursoragent@cursor.com>
---------
Co-authored-by: Claude <noreply@anthropic.com>
Co-authored-by: Cursor <cursoragent@cursor.com>
* Add collect-history command for bulk SQLite export
Bundles rates, ticks, history-orders, and history-deals for one or more
symbols into a single SQLite database. Tick collection uses
copy_ticks_range_as_df with a --flags option defaulting to ALL. With
--with-views, optional cash_events and positions_reconstructed views are
derived from history_deals when the required columns are present.
* Extend collect-history with datasets, if-exists, timeframe, view fixes
- Fetch history-orders and history-deals per symbol so --symbol applies
consistently across all four datasets.
- Add repeatable --dataset (rates, ticks, history-orders, history-deals)
so ticks are no longer required and any subset can be collected.
- Add --if-exists append|replace|fail to control SQLite table conflict
behavior instead of hard-coding replace.
- Record the requested timeframe in a timeframe column on the rates
table so appended runs at different timeframes stay distinguishable.
- Fix positions_reconstructed to exclude positions with no closing
deals, use volume-weighted open/close prices, and report reversal
deals (DEAL_ENTRY_INOUT) via volume_reversal / reversal_count without
contributing to weighted prices.
- Update tests, README, docs, and skill to match.
* Address collect-history review feedback
* Stream collect-history writes per symbol
* Address PR cleanup for collect-history
---------
Co-authored-by: Claude <noreply@anthropic.com>
* Add CLI commands for remaining pdmt5.dataframe methods
Add the following subcommands so the CLI fully covers pdmt5.dataframe's
public *_as_df methods:
- version
- last-error
- symbol-info-tick
- market-book
- order-check (request via inline JSON or @path/to/file.json)
- order-send (request via inline JSON or @path/to/file.json)
Also export a new parse_request helper for parsing JSON order requests,
add tests for every new command, and update the README and docs command
tables.
Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
* Bump version to 0.2.0
Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
* Address PR review feedback
Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
* Harden CLI error assertions
Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
---------
Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
Co-authored-by: Claude Haiku 4.5 <noreply@anthropic.com>
- Add pyarrow dependency for parquet export support
- Add docstring to tests/__init__.py (ruff D104)
- Disable reportMissingTypeStubs for pdmt5 in pyright config
- Exclude __main__.py from coverage measurement
- Format markdown tables with prettier
- Add uv.lock
https://claude.ai/code/session_01YW3YHru8wRH9dvHnBX7xf1
- Add MkDocs documentation with API reference for the CLI module
- Add CI/CD and Claude Code review GitHub Actions workflows
- Add Dependabot and Renovate configuration for dependency updates
- Add .claude settings, agents, and local-qa skill with QA script
- Add AGENTS.md with repository guidelines and CLAUDE.md symlink
- Update README.md with installation, usage examples, and commands
https://claude.ai/code/session_01YW3YHru8wRH9dvHnBX7xf1
Daichi Narushima