8 Commits

Author SHA1 Message Date
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
Daichi Narushima c4232bf44d Add incremental SQLite history SDK (#16)
* 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>

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Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-09 01:28:22 +09:00
Daichi Narushima 5b44318d55 Add programmatic SDK and refactor mt5cli into cli, sdk, and utils (#15)
* 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>

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Co-authored-by: Claude <noreply@anthropic.com>
Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-08 22:54:53 +09:00
Daichi Narushima da74c11087 Add collect-history command for bulk data collection (#14)
* 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

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Co-authored-by: Claude <noreply@anthropic.com>
2026-05-29 01:22:59 +09:00
Daichi Narushima b8ce76c9d6 Add CLI commands for remaining pdmt5.dataframe methods (#9)
* 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>

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Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
Co-authored-by: Claude Haiku 4.5 <noreply@anthropic.com>
2026-04-26 21:50:19 +09:00
Claude 5e2b71977d Fix QA issues: add pyarrow dep, docstring, type stubs, and coverage config
- 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
2026-03-28 14:59:17 +00:00
Claude 527f9213da Add mt5cli package with CLI for MetaTrader 5 data export
Create a standalone CLI package that uses pdmt5 as a dependency to export
MetaTrader 5 data to CSV, JSON, Parquet, and SQLite3 formats. Includes
12 subcommands for rates, ticks, account/terminal info, symbols, orders,
positions, and trading history, along with comprehensive test coverage.

https://claude.ai/code/session_01YW3YHru8wRH9dvHnBX7xf1
2026-03-28 12:17:16 +00:00