4 Commits

Author SHA1 Message Date
Daichi Narushima 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>

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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>

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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 19:32:52 +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 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