v1.1.2
23 Commits
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c2cf0656dd |
Drop Mt5TradingError support; require pdmt5>=1.0.4 (#101)
* chore: upgrade pdmt5 to v1.0.4 pdmt5 1.0.4 removes Mt5TradingClient/Mt5TradingError entirely and wraps Mt5Config.password in pydantic SecretStr. Drop the now-dead conditional Mt5TradingError handling in mt5cli.exceptions/sdk/retry (mt5cli already type-checks trading clients against its own protocol, so no functional change), and unwrap SecretStr when forwarding a base config's password to per-account configs. Update tests and docs accordingly. * chore: declare pydantic as a direct runtime dependency mt5cli.sdk imports SecretStr directly from pydantic, so pin it explicitly instead of relying on pdmt5's transitive dependency. --------- Co-authored-by: Claude <noreply@anthropic.com> |
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a5c2aa8e8f |
test: consolidate duplicate test cases into parameterized tests (#91)
* test: consolidate duplicate test cases into parameterized tests - Combine test_symbol_info, test_symbol_info_tick, test_market_book into test_symbol_command with parametrize - Combine test_order_check variants into test_order_request with parametrize - Combine test_order_send variants into test_order_request with parametrize - Consolidate grafana view skip tests into test_grafana_view_skipped_when_required_cols_missing - Consolidate grafana index skip tests into test_index_skipped_when_cols_missing - Consolidate _NoOp method tests into test_method_is_noop - Consolidate record_*_update noop tests into test_record_update_noop_before_configure This improves test maintainability by reducing duplication while maintaining coverage. * test: parametrize remaining duplicated cases * test: parameterize remaining duplicate test cases * test: parameterize remaining duplicate test cases * test: parameterize remaining duplicate test cases * test: parameterize remaining duplicate test cases * test: parameterize count and start_pos validation tests * test: parameterize remaining duplicate test cases - tests/test_utils.py: merge valid string/integer cases for parse_timeframe and parse_tick_flags. - tests/test_cli.py: consolidate collect-history --if-exists append/fail tests and drop the duplicate collect-history --dataset ticks default flags=-1 assertion. - tests/test_trading.py: parametrize buy/sell projected margin ratio, invalid place_market_order mode validation, core calculate_volume_by_margin boundary cases, and zero-ratio calculate_margin_and_volume sizing cases. * test: parameterize remaining duplicate test cases Consolidate the last high-value duplicate test cases outside the already-changed areas while keeping semantics and 100% coverage. - tests/test_sdk.py:TestMt5CliClient - merge copy_rates_range, copy_ticks_from, history_orders, and latest_rates delegation/ normalization tests into test_method_delegates_with_normalization parameterized by call/expected_method/expected_kwargs with readable ids for each normalization path. - tests/test_sdk.py:TestSubstituteEnvPlaceholders - merge brace/whole-dollar/plain/partial substitution cases into test_substitute_env_placeholders, and missing-env cases into test_substitute_env_placeholders_raises_on_missing_env. - tests/test_trading.py:TestVolumeAndExecution - merge buy/sell trailing-stop main cases into test_calculate_trailing_stop_updates_by_side, opposite-side invalid-quote cases into test_calculate_trailing_stop_updates_ignores_opposite_side_price, and the two mixed-positions scenarios into the parametrized test_calculate_trailing_stop_updates_mixed_positions_skip_invalid_side. All ids explicitly describe the side and behavior. * test: parameterize collect-history and telemetry update tests Consolidate duplicate default-vs-ticks collect-history cases in CLI and SDK tests, and merge history/snapshot record_*_update success and failure tests in test_telemetry.py. Co-authored-by: Cursor <cursoragent@cursor.com> * test: parameterize telemetry record_*_state gauge tests Co-authored-by: Cursor <cursoragent@cursor.com> * test: parameterize Grafana example file checks * test: centralize remaining parametrized cases * test: add parametrized replacements for remaining cases * test: fix remaining parametrized lint * Fix Ruff warnings * test: remove duplicate parametrization sweep file * test: remove duplicate-test deselection hook * test: restore conftest formatting * test: add remaining parametrized regression coverage * test: fix lint issues in parametrization completion tests * test: avoid dynamic SQL in parametrization completion tests * test: format parametrization completion tests * test: fix lint and pyright issues in parametrization coverage * Fix a Pyright error * Update .agents/skills/pr-feedback-triage/SKILL.md * test: dissolve parametrize-completion catch-all into owning test files Move the remaining consolidated cases from test_parametrize_completion.py into their owning modules and delete the file: - test_cli.py: merge snapshot/grafana-schema --publish-copy gating into one parametrized test. - test_trading.py: merge calculate_spread_ratio numeric/numeric-string cases; fold non-finite volume_max into test_normalize_order_volume_deterministic; merge estimate_order_margin invalid-volume cases (0.0/nan/inf); merge calculate_positions_margin invalid-row filtering cases. - test_history.py: parametrize resolve_history_tick_flags and resolve_granularity_name. - test_sdk.py: parametrize collect_latest_closed_rates_for_accounts empty-effective-frame cases. - test_grafana.py: merge account/terminal snapshot insert tests inside TestSnapshotInserts. All remaining cases in the removed file were exact duplicates of existing coverage, so no new test scenarios are introduced. 100% coverage and all checks (ruff, pyright, pytest, local-qa) pass. * test: parameterize remaining account-event, snapshot, and CLI edge cases Consolidates six more pairs of duplicate tests flagged during PR #91 review into pytest.mark.parametrize tables (incremental history_deals account-event edge cases, dedup scope column variants, snapshot view status filtering, snapshot kwargs forwarding, injected-client lifecycle, and close-positions --yes gate), preserving explicit ids and 100% coverage. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> * test: consolidate build_config login coercion into parametrized cases Fold separate backward-compat and env-expansion tests into named pytest.param rows for clearer failure output. Co-authored-by: Cursor <cursoragent@cursor.com> * test: consolidate deduplication and publish test cases into parametrized variants Merge related test cases into single parametrized tests: - Consolidate collect-history validation tests into a single parametrized case - Merge snapshot-view skip conditions into one test with parametrized inputs - Combine publish_grafana_copy target variations into one parametrized test - Consolidate incremental-start and drop-duplicates error cases - Remove duplicate test_drop_duplicates_rejects_invalid_identifiers Reduces test file duplication while maintaining full coverage. * test: consolidate remaining review-identified parameterized duplicates Merge close-position filter, margin-ratio suppress/reraise, SQLite path validation, and grafana_symbol_pnl schema cases into clearer parametrized tests. Co-authored-by: Cursor <cursoragent@cursor.com> * test: restore default if_exists coverage in SQLite append test The default-append parametrized case now omits if_exists so the API default remains exercised instead of passing IfExists.APPEND explicitly. Co-authored-by: Cursor <cursoragent@cursor.com> * test: tighten trading parametrization cleanup * test: consolidate remaining parameterized cases * test: consolidate additional duplicate cases into parametrized tests Merge overlapping success-path tests in contracts, history, SDK, and trading modules while preserving 100% coverage and explicit test ids. Co-authored-by: Cursor <cursoragent@cursor.com> --------- Co-authored-by: agent <agent@localhost> Co-authored-by: Cursor <cursoragent@cursor.com> Co-authored-by: Claude Sonnet 5 <noreply@anthropic.com> |
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513eb7617d |
feat: add fetch_recent_history_deals_for_trading_client to stable SDK (#90)
* refactor: collapse repeated tests with pytest.mark.parametrize Collapse 13 near-identical test methods into 4 parametrized tests across test_cli.py and test_sdk.py, keeping all 1045 cases passing. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * feat: add fetch_recent_history_deals_for_trading_client to stable SDK Adds a generic history deal retrieval helper for active trading clients, a _HistoryDealsClientProtocol describing the minimal required interface, clarified create_trading_client() docs (returns pdmt5.Mt5DataClient, not MT5Client), 9 unit tests at 100% coverage, and updated trading.md and public-contract.md with examples and out-of-scope strategy semantics note. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: narrow Mt5CliClient protocol claim and preserve empty deal DataFrame schema - _HistoryDealsClientProtocol docstring and fetch_recent_history_deals_for_trading_client docstring now explicitly state that Mt5CliClient (mt5_session) exposes history_deals() not history_deals_get_as_df() and does not satisfy the protocol; the function is for trading-client sessions (pdmt5.Mt5DataClient) only - Empty DataFrames with columns are now passed through with reset_index rather than replaced by a bare pd.DataFrame(), preserving schema for callers that rely on stable column names even in no-deal windows - Tests updated to assert schema preservation on empty results and bare empty on None Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: add combined protocol so create_trading_client() is type-safe with history deals helper Adds _TradingHistoryDealsClientProtocol combining _Mt5ClientProtocol and _HistoryDealsClientProtocol, and updates create_trading_client() and mt5_trading_session() to return/yield this combined type so the natural SDK flow `client = create_trading_client(...); fetch_recent_history_deals_for_trading_client(client)` is type-safe under pyright strict without casts. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: validate hours is finite before timedelta in fetch_recent_history_deals_for_trading_client Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * Bump version to 1.1.1 --------- Co-authored-by: agent <agent@localhost> Co-authored-by: Claude Sonnet 4.6 <noreply@anthropic.com> |
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1ffac45d57 |
feat: add publish_grafana_copy, Grafana examples, and optional OTel metrics (#89)
* feat: Grafana copy publishing, dashboard examples, and optional OTel metrics Implements three observability improvements: #82 — publish_grafana_copy(): Uses SQLite online backup API (WAL-safe) to atomically publish a consistent read-only copy beside the target. Adds --publish-copy option to grafana-schema and snapshot CLI commands. #83 — examples/grafana/: Minimal working Grafana setup with docker-compose, provisioning datasource/dashboard YAML, and three dashboard JSON files (mt5cli-overview, mt5cli-trades, mt5cli-market). All queries use grafana_* views; no credentials or private paths included. #84 — mt5cli/telemetry.py: Optional OTel metrics behind mt5cli[otel] extra. Base install is unaffected. Adds _Mt5Metrics singleton (no-op until configure_metrics() is called), wraps update_history() and update_observability() with record_history_update / record_snapshot_update context managers, and emits account/position gauges from snapshots. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: replace ambiguous multiplication sign in comment Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * chore: normalize markdown formatting in grafana README Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: preserve file mode on Grafana copy and fix unsupported time macro - publish_grafana_copy: chmod temp file to match the existing target's permissions (or 0o644 when no prior target exists) before atomic replace, so Grafana running as a different OS user (e.g. UID 472 in Docker) can read the published database - mt5cli-market.json: replace unsupported \$__timeFilter(time) with the epoch-based filter supported by frser-sqlite-datasource: "time" >= \$__from / 1000 AND "time" < \$__to / 1000 Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: skip Windows-incompatible mode test, rename compose file to compose.yaml - Skip test_overwrite_preserves_existing_target_mode on win32 since Windows chmod does not preserve Unix group/other permission bits - Simplify test_fresh_target_has_readable_permissions to check owner read bit only (portable across platforms) - Rename docker-compose.yml -> compose.yaml (modern Compose convention) - Update README and test reference to match new filename Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * chore: rename *.yaml to *.yml in examples/grafana Renames compose.yaml, mt5cli-sqlite.yaml, and mt5cli.yaml to .yml; updates README and test references accordingly. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * chore: format Grafana dashboards and expand qa script to include JSON - Update qa.sh prettier pattern to format JSON files alongside markdown - Reformat Grafana dashboard JSONs with consistent spacing Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: address owner review comments before merge - qa.sh: fix Prettier glob from `{,d,json}` to `{md,json}` so Markdown files are actually formatted by local QA (P2) - compose.yml: add GF_INSTALL_PLUGINS env var so the frser-sqlite-datasource plugin is installed at container start (P1) - telemetry.py: replace no-op get_meter() call with a real SDK MeterProvider pipeline; add optional `readers` kwarg so callers can inject custom readers (e.g. InMemoryMetricReader in tests) without needing the OTLP package (P1) - sdk.py: aggregate profit and volume by symbol before emitting gauge values so hedging accounts with multiple same-symbol positions emit one point per symbol instead of overwriting with each row (P2) Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: emit mt5_history_update_rows_total via conn.total_changes delta The counter was registered but never incremented, making the advertised history-update throughput metric permanently zero. Add add_history_rows() to _Mt5Metrics and call it in update_history() using the SQLite total_changes delta measured around write_incremental_datasets(). Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: address three owner review comments - compose.yml: replace soft fallback with :? error expansion so Compose refuses to start when MT5CLI_DB_PATH is unset or empty (P1) - README.md: tell native Windows users to copy only the datasource provisioning file; the dashboards yml contains a Docker-specific path that is invalid on Windows (P2) - telemetry.py / sdk.py: emit mt5_terminal_connected, mt5_terminal_trade_allowed, and mt5_terminal_trade_expert gauges via a new record_terminal_state() method called from _snapshot_terminal(), completing the connection-status metric surface from issue #84 (P2) Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * feat: add snapshot freshness panel and win-rate column to dashboards - mt5cli-overview.json: add a full-width "Last Snapshot" stat panel (dateTimeFromNow unit) below the account stats, querying MAX(time)*1000 from grafana_account_snapshots so users can tell whether Grafana is reading a current published copy (#83) - mt5cli-trades.json: add win_rate_pct computed column to the Trade Statistics by Symbol table via 100.0 * winning_deals / NULLIF( total_deals, 0), with a percent unit override and "Win Rate (%)" display label (#83) Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: reject same source and target path in publish_grafana_copy Adds an early same-path guard to publish_grafana_copy: resolves both paths before any I/O and raises ValueError if they are identical, preventing the function from overwriting the live source database with its own backup copy. Also adds a unit test for the rejected case. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: address ruff EM102/TRY003/E501 in same-path guard Assigns the ValueError message to a variable before raising and shortens the test docstring to stay within the 88-char line limit. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: apply ruff format to publish_grafana_copy error message Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: remove grafana_ticks panel from default market dashboard The Tick Bid/Ask panel queried grafana_ticks which only exists when users collect tick data (opt-in). Users following the default OHLCV-only setup path hit "no such table: grafana_ticks" on dashboard load. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: close SQLite connections before atomic replace in publish_grafana_copy Wrap both src and dst connections with contextlib.closing() so they are explicitly closed before tmp_path.replace(target_path) runs. Without this, sqlite3.Connection's context manager only commits/rolls back but leaves the file handle open, which can cause PermissionError on Windows. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: rename history.grafana.db to history.mt5cli.db in Grafana examples frser-sqlite-datasource blocks paths containing "grafana.db" via its internal blocklist. Rename the recommended published filename in the README, compose comment, and datasource provisioning comment to avoid a blocked/denied datasource for native Windows users. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: update Docker Compose quick-start to pass MT5CLI_DB_PATH The compose.yml already required MT5CLI_DB_PATH via ${MT5CLI_DB_PATH:?...}, but the README still showed bare `docker compose up -d`. Update the section to show the env-var-prefixed invocation and document the .env file alternative. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> --------- Co-authored-by: agent <agent@localhost> Co-authored-by: Claude Sonnet 4.6 <noreply@anthropic.com> |
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d27da02f3f |
feat: add Grafana-ready SQLite observability (#86)
* feat: add Grafana-ready SQLite observability (#79, #80, #81) New `mt5cli/grafana.py` module with idempotent DDL helpers: - `create_snapshot_tables` — five SQLite tables for time-series account, position, order, terminal, and run-status snapshots - `create_grafana_views` — 13 `grafana_*` views with integer epoch-second `time` columns; missing source tables emit warnings and are skipped - `create_grafana_indexes` — 9 performance indexes guarded by column checks - `ensure_grafana_schema` — convenience wrapper calling all three above - Insert helpers: `insert_account_snapshot`, `insert_position_snapshots`, `insert_order_snapshots`, `insert_terminal_snapshot`, `record_snapshot_run` New stable SDK exports in `mt5cli.__init__` and `mt5cli.contract`: - `update_observability` — appends a timestamped snapshot to a SQLite db using an already-connected `Mt5DataClient`; never places orders - `update_observability_with_config` — standalone wrapper that opens and closes the MT5 connection automatically New CLI commands (Collection panel): - `grafana-schema` — idempotent schema setup, no MT5 connection required - `snapshot` — append account/position/order/terminal rows; supports `--symbol`, `--with-account/--no-account`, and equivalent flags All public modules maintain 100 % branch coverage; 968 tests pass. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * chore: apply mdformat to docs after grafana observability additions Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * chore: bump version to 1.1.0 Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: address PR #86 review feedback - Fix unaggregated time in grafana_realized_pnl GROUP BY query (MAX) - Replace O(N) per-symbol API calls with single call + client-side filter - Eliminate double create_snapshot_tables when with_grafana_schema=True - Move grafana imports to module level in sdk.py (remove PLC0415 noqa) - Default with_grafana_schema to False (run grafana-schema once for setup) - Fix README position example to use snapshot_runs for latest snapshot - Update tests to reflect new behavior and correct patch targets Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * chore: apply ruff formatting and sync lock file Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: address owner review feedback on PR #86 - Filter grafana_*_snapshots views to only expose rows from successful runs (JOIN snapshot_runs WHERE status='ok'), closing the partial-snapshot visibility gap raised in PRRT_kwDORzI_286MvDJ6 - Add issubset column guards for snapshot table index creation, consistent with the rest of create_grafana_indexes (PRRT_kwDORzI_286MvUx1) - Fix README example queries: views expose 'time' not 'observed_at' (PRRT_kwDORzI_286MvUxw) - Correct public-contract.md default for with_grafana_schema (False, not True) and point to grafana-schema command (PRRT_kwDORzI_286MvUxy) Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: add run_id to snapshot schema and fix stale-positions README query Replace second-level observed_at as the join key between snapshot_runs and snapshot tables with a stable run_id INTEGER PRIMARY KEY. Two runs in the same second now get distinct run_ids, preventing view duplication and cross-contamination from a failed run. Update README example to use snapshot_runs for latest-snapshot lookup so zero-position runs return an empty result instead of stale rows. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * chore: format markdown tables Align table column widths in README and public-contract documentation. Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com> * fix: close sqlite connections deterministically * fix: require entry filter in grafana_realized_pnl and add time to grafana_trade_stats grafana_realized_pnl now requires the entry column and filters to close-side deals (entry IN (1, 2, 3)), consistent with grafana_symbol_pnl and grafana_trade_stats. grafana_trade_stats now requires the time column and emits MAX(time_expr) AS "time" so it satisfies the documented Grafana view contract (integer epoch-second time column throughout). Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: normalize pd.Timestamp time_setup to epoch int in insert_order_snapshots orders_get_as_df() returns datetime-converted columns by default, so time_setup is a pd.Timestamp in normal use. Passing it directly to sqlite3.executemany raises ProgrammingError. Added _to_epoch_int helper that converts datetime.datetime subclasses (including pd.Timestamp) and raw int/float values to integer epoch seconds, returning None for other types. Regression tests cover all four input paths. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: pre-drop all grafana_* views at start of create_grafana_views Previously, a builder that skipped due to a missing source table or column would not drop the view it owned, leaving stale views referencing gone tables. Now create_grafana_views drops all 13 known grafana_* views before calling any builder, so a schema refresh always removes views whose source has disappeared. Regression test covers the create → drop-source → refresh cycle. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: expose run_id in snapshot views and drop time from summary views Grafana snapshot views now expose run_id so latest-state queries can use MAX(run_id) instead of the ambiguous second-level MAX(observed_at). grafana_realized_pnl and grafana_trade_stats lose their MAX(time) column and are reclassified as static summary views; their all-time aggregates are not filterable by Grafana time-range selectors. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: guard snapshot views against missing run_id and fix README view docs _build_snapshot_view now skips with a warning when the underlying snapshot table exists but lacks a run_id column, preventing a broken view that fails at query time. Adds a regression test for that path. README Grafana section now qualifies that grafana_realized_pnl and grafana_trade_stats are static summary views (no time column) and splits the view table to match docs/api/public-contract.md. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> --------- Co-authored-by: agent <agent@localhost> Co-authored-by: Claude Sonnet 4.6 <noreply@anthropic.com> |
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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
---------
Co-authored-by: Claude <noreply@anthropic.com>
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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> --------- Co-authored-by: agent <agent@localhost> Co-authored-by: Claude Sonnet 4.6 <noreply@anthropic.com> |
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37eef16e99 |
feat: support string login in build_config and add substitute_mapping_values (#63)
* feat: support string login in build_config and add substitute_mapping_values (#61, #62) Extend build_config() to accept login: int | str | None. String logins are coerced via the existing coerce_login() helper (empty/whitespace → None, numeric strings → int, non-numeric → ValueError). When allow_whole_dollar_env=True, ${ENV} and $ENV placeholders are expanded before coercion, consistent with path/password/server behavior. Add substitute_mapping_values(), a generic recursive helper that substitutes environment placeholders in nested dicts/lists only for caller-selected mapping keys. Non-selected fields (including literal dollar signs) are preserved exactly. Supports blank_string_keys_as_none to normalise empty strings to None after substitution. No application- specific key names (e.g. mt5_login) are hard-coded in mt5cli. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * Bump version to v0.9.5 Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * docs+test: clarify substitute_mapping_values docstring and pin tuple behaviour - Adds sentence noting list-element strings are never substituted (only immediate dict values are), addressing reviewer finding #1. - Rewrites Returns section to accurately describe scalar pass-through behaviour, addressing reviewer finding #2. - Adds recursion-depth caveat to the generic-utility docstring, addressing reviewer finding #4. - Adds test_tuple_container_not_traversed to pin the existing silent tuple-exclusion contract, addressing reviewer finding #3. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * docs: update public contract and README for build_config login coercion and substitute_mapping_values - Expands build_config row to document login: int | str | None, numeric-string coercion, blank-string handling, and env placeholder expansion when allow_whole_dollar_env=True. - Adds substitute_mapping_values to the stable SDK table with a note that key names are never hard-coded in mt5cli. - Extends allow_whole_dollar_env paragraph to list substitute_mapping_values. - README: adds build_config env-placeholder example and imports to the trading lifecycle snippet. - README: extends credential-resolution bullet with a substitute_mapping_values usage example using generic key names. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> --------- Co-authored-by: agent <agent@localhost> Co-authored-by: Claude Sonnet 4.6 <noreply@anthropic.com> |
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82a39731ed |
feat: add fetch_latest_closed_rates_indexed and allow_whole_dollar_env opt-in (#45)
* 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> |
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7de3ce0b7a |
feat: add injectable update_backend to ThrottledHistoryUpdater (#38)
* feat: add injectable update_backend to ThrottledHistoryUpdater Allow downstream applications to substitute the history update backend via the ThrottledHistoryUpdater constructor without monkey-patching mt5cli.sdk.update_history. Defaults to update_history for backward compatibility. Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * chore: fix lint and format after QA Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * chore: bump version to 0.8.2 Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * fix: use explicit None check for ThrottledHistoryUpdater backend Only None selects the default update_history backend so falsy callable objects with __bool__ returning False are preserved as custom backends. 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> |
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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 |
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78c49238cf |
feat: stable MT5Client public API and infrastructure layer (#30)
* 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> |
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9356d5dcdf |
Consolidate duplicated export and history streaming helpers (#29)
* Consolidate duplicated export and history streaming helpers. Reduce repeated CLI export plumbing, shared per-symbol SQLite writes, and test mock setup without changing public behavior. Co-authored-by: Cursor <cursoragent@cursor.com> * Bump version from 0.7.0 to 0.7.1. Co-authored-by: Cursor <cursoragent@cursor.com> --------- Co-authored-by: Cursor <cursoragent@cursor.com> |
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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> --------- Co-authored-by: Cursor Agent <cursoragent@cursor.com> Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> |
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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> --------- 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> --------- Co-authored-by: Cursor Agent <cursoragent@cursor.com> Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> |
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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> --------- Co-authored-by: Cursor <cursoragent@cursor.com> |
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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>
---------
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>
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1b69e8f08e | Add generic MT5 rate-loading SDK APIs for downstream reuse (#20) | ||
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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> --------- Co-authored-by: Cursor <cursoragent@cursor.com> |
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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> --------- Co-authored-by: Cursor <cursoragent@cursor.com> |
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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> --------- Co-authored-by: Cursor <cursoragent@cursor.com> |
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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> --------- Co-authored-by: Cursor <cursoragent@cursor.com> |
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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> --------- Co-authored-by: Claude <noreply@anthropic.com> Co-authored-by: Cursor <cursoragent@cursor.com> |