Commit Graph

12 Commits

Author SHA1 Message Date
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

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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