* 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>
* 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>
* 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>
* 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>
Daichi Narushima