Compare commits
1 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
| b2bb2ad0a0 |
@@ -57,6 +57,7 @@ python -m mt5cli -o account.csv account-info
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| `rates-range` | Export rates for a date range |
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| `rates-range` | Export rates for a date range |
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| `ticks-from` | Export ticks from a start date |
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| `ticks-from` | Export ticks from a start date |
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| `ticks-range` | Export ticks for a date range |
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| `ticks-range` | Export ticks for a date range |
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| `ticks-recent` | Export ticks from a recent trailing window |
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| `account-info` | Export account information |
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| `account-info` | Export account information |
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| `terminal-info` | Export terminal information |
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| `terminal-info` | Export terminal information |
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| `version` | Export MetaTrader 5 version information |
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| `version` | Export MetaTrader 5 version information |
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@@ -64,6 +65,7 @@ python -m mt5cli -o account.csv account-info
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| `symbols` | Export symbol list |
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| `symbols` | Export symbol list |
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| `symbol-info` | Export symbol details |
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| `symbol-info` | Export symbol details |
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| `symbol-info-tick` | Export the last tick for a symbol |
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| `symbol-info-tick` | Export the last tick for a symbol |
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| `minimum-margins` | Export minimum-volume buy and sell margin requirements |
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| `market-book` | Export market depth (order book) |
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| `market-book` | Export market depth (order book) |
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| `orders` | Export active orders |
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| `orders` | Export active orders |
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| `positions` | Export open positions |
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| `positions` | Export open positions |
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@@ -127,6 +129,9 @@ update_history_with_config(
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- **`update_history`**: incremental append based on existing SQLite `MAX(time)` per symbol (and timeframe for rates); account-level deals use a separate cursor when `include_account_events=True`.
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- **`update_history`**: incremental append based on existing SQLite `MAX(time)` per symbol (and timeframe for rates); account-level deals use a separate cursor when `include_account_events=True`.
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- **`rates` table**: normalized storage with `symbol` and `timeframe` columns.
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- **`rates` table**: normalized storage with `symbol` and `timeframe` columns.
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- **Rate compatibility views**: mt5cli manages all `rate_*` views. Naming is `rate_<symbol>__<timeframe>` when a symbol has one timeframe, otherwise `rate_<symbol>__<granularity>_<timeframe>` (for example `rate_EURUSD__M1_1`). Stale `rate_*` views are dropped and recreated when rates change for offline tools such as mteor optimize.
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- **Rate compatibility views**: mt5cli manages all `rate_*` views. Naming is `rate_<symbol>__<timeframe>` when a symbol has one timeframe, otherwise `rate_<symbol>__<granularity>_<timeframe>` (for example `rate_EURUSD__M1_1`). Stale `rate_*` views are dropped and recreated when rates change for offline tools such as mteor optimize.
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- **Rate view resolution**: use `mt5cli.history.resolve_rate_view_name()` / `resolve_rate_view_names()` to map symbols and granularities to existing SQLite compatibility views without creating databases.
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- **SQLite export helpers**: use `export_dataframe_to_sqlite()` for append mode, optional index export, and post-write deduplication by key columns.
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- **Recent ticks and margins**: `recent_ticks()` and `minimum_margins()` SDK helpers (and matching CLI commands) cover common downstream read-only queries.
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## Requirements
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## Requirements
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@@ -129,3 +129,38 @@ when required columns are missing.
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The `update_history` SDK path uses the same base tables and optional
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The `update_history` SDK path uses the same base tables and optional
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`cash_events` / `positions_reconstructed` views. It additionally maintains
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`cash_events` / `positions_reconstructed` views. It additionally maintains
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`rate_<symbol>__<timeframe>` compatibility views when `create_rate_views=True`.
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`rate_<symbol>__<timeframe>` compatibility views when `create_rate_views=True`.
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### Rate view resolution
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Downstream tools can resolve mt5cli-managed compatibility view names from an
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existing SQLite history database without creating files or guessing legacy
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naming schemes:
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```python
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from pathlib import Path
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from mt5cli.history import resolve_rate_view_name, resolve_rate_view_names
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# Single symbol and granularity
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view = resolve_rate_view_name(Path("history.db"), "EURUSD", "M1")
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# Batch resolution in row-major order
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views = resolve_rate_view_names(
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Path("history.db"),
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["EURUSD", "GBPUSD"],
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["M1", "H1"],
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)
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```
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Resolution rules:
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- Returns `rate_<symbol>__<timeframe>` when a symbol stores one timeframe.
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- Returns `rate_<symbol>__<granularity>_<timeframe>` when multiple timeframes
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are stored for the same symbol.
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- When multiple naming candidates apply, prefers an existing managed
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`rate_*__*` view from the candidate list.
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- Falls back to single-timeframe naming when the database path is missing or
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`rates` metadata is unavailable.
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- Pass `require_existing=True` to raise `ValueError` instead of returning a
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best-guess name when the database or view is missing.
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- Accepts either a SQLite path or an open `sqlite3.Connection`.
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@@ -65,12 +65,18 @@ from datetime import UTC, datetime
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from pathlib import Path
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from pathlib import Path
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from mt5cli import (
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from mt5cli import (
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Dataset,
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IfExists,
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Mt5CliClient,
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Mt5CliClient,
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collect_history,
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collect_history,
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copy_rates_range,
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copy_rates_range,
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detect_format,
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detect_format,
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export_dataframe,
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export_dataframe,
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export_dataframe_to_sqlite,
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minimum_margins,
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recent_ticks,
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)
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)
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from mt5cli.history import resolve_rate_view_name
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# Fetch rates programmatically
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# Fetch rates programmatically
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rates = copy_rates_range(
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rates = copy_rates_range(
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@@ -86,6 +92,20 @@ fmt = detect_format(Path("output.parquet")) # Returns "parquet"
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# Export a DataFrame
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# Export a DataFrame
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export_dataframe(rates, Path("output.csv"), "csv")
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export_dataframe(rates, Path("output.csv"), "csv")
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# Append to SQLite with deduplication
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export_dataframe_to_sqlite(
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rates,
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Path("history.db"),
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"rates",
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if_exists=IfExists.APPEND,
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deduplicate_on=("symbol", "timeframe", "time"),
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)
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# Resolve rate compatibility views and fetch recent ticks
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view = resolve_rate_view_name(Path("history.db"), "EURUSD", "M1")
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ticks = recent_ticks("EURUSD", seconds=300)
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margins = minimum_margins("EURUSD")
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# Collect history into SQLite
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# Collect history into SQLite
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collect_history(
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collect_history(
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Path("history.db"),
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Path("history.db"),
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+24
-6
@@ -22,13 +22,22 @@ pip install mt5cli
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## Programmatic usage / SDK usage
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## Programmatic usage / SDK usage
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mt5cli can be used as a small Python SDK for read-only MetaTrader 5 data collection. SDK functions return pandas DataFrames without writing files. Use `export_dataframe` when you need to persist results.
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mt5cli can be used as a small Python SDK for read-only MetaTrader 5 data collection. SDK functions return pandas DataFrames without writing files. Use `export_dataframe` or `export_dataframe_to_sqlite` when you need to persist results.
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```python
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```python
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from datetime import UTC, datetime
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from datetime import UTC, datetime
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from pathlib import Path
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from pathlib import Path
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from mt5cli import Mt5CliClient, collect_history, copy_rates_range, export_dataframe
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from mt5cli import (
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Mt5CliClient,
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collect_history,
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copy_rates_range,
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export_dataframe,
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export_dataframe_to_sqlite,
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minimum_margins,
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recent_ticks,
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)
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from mt5cli.history import resolve_rate_view_name
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# One-off fetch with module-level helpers
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# One-off fetch with module-level helpers
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rates = copy_rates_range(
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rates = copy_rates_range(
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@@ -39,6 +48,13 @@ rates = copy_rates_range(
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)
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)
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export_dataframe(rates, Path("rates.csv"), "csv")
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export_dataframe(rates, Path("rates.csv"), "csv")
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# Resolve SQLite rate compatibility views for downstream tools
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view = resolve_rate_view_name(Path("history.db"), "EURUSD", "M1")
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# Recent tick window and minimum margin summary
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ticks = recent_ticks("EURUSD", seconds=300)
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margins = minimum_margins("EURUSD")
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# Reuse one MT5 connection for multiple calls
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# Reuse one MT5 connection for multiple calls
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with Mt5CliClient(login=12345, password="secret", server="Broker-Demo") as client:
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with Mt5CliClient(login=12345, password="secret", server="Broker-Demo") as client:
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account = client.account_info()
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account = client.account_info()
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@@ -92,10 +108,11 @@ mt5cli --login 12345 --password mypass --server MyBroker-Demo \
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### Ticks
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### Ticks
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| Command | Description |
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| Command | Description |
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| ------------- | ------------------------------ |
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| -------------- | ----------------------------------- |
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| `ticks-from` | Export ticks from a start date |
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| `ticks-from` | Export ticks from a start date |
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| `ticks-range` | Export ticks for a date range |
|
| `ticks-range` | Export ticks for a date range |
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| `ticks-recent` | Export ticks from a trailing window |
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### Information
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### Information
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@@ -108,6 +125,7 @@ mt5cli --login 12345 --password mypass --server MyBroker-Demo \
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| `symbols` | Export symbol list |
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| `symbols` | Export symbol list |
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| `symbol-info` | Export symbol details |
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| `symbol-info` | Export symbol details |
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| `symbol-info-tick` | Export the last tick for a symbol |
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| `symbol-info-tick` | Export the last tick for a symbol |
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| `minimum-margins` | Export minimum-volume margin summary |
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| `market-book` | Export market depth (order book) |
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| `market-book` | Export market depth (order book) |
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|
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### Trading
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### Trading
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+12
-1
@@ -16,8 +16,10 @@ from .sdk import (
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history_orders,
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history_orders,
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last_error,
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last_error,
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market_book,
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market_book,
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minimum_margins,
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orders,
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orders,
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positions,
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positions,
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recent_ticks,
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symbol_info,
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symbol_info,
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symbol_info_tick,
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symbol_info_tick,
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symbols,
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symbols,
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@@ -28,7 +30,13 @@ from .sdk import (
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from .sdk import (
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from .sdk import (
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version as mt5_version,
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version as mt5_version,
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)
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)
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from .utils import Dataset, IfExists, detect_format, export_dataframe
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from .utils import (
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Dataset,
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IfExists,
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detect_format,
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export_dataframe,
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export_dataframe_to_sqlite,
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)
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|
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__version__ = version(__package__) if __package__ else None
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__version__ = version(__package__) if __package__ else None
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@@ -46,13 +54,16 @@ __all__ = [
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"copy_ticks_range",
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"copy_ticks_range",
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"detect_format",
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"detect_format",
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"export_dataframe",
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"export_dataframe",
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"export_dataframe_to_sqlite",
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"history_deals",
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"history_deals",
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"history_orders",
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"history_orders",
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"last_error",
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"last_error",
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"market_book",
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"market_book",
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"minimum_margins",
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"mt5_version",
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"mt5_version",
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"orders",
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"orders",
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"positions",
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"positions",
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|
"recent_ticks",
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"symbol_info",
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"symbol_info",
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"symbol_info_tick",
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"symbol_info_tick",
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"symbols",
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"symbols",
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@@ -300,6 +300,44 @@ def ticks_range(
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)
|
)
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|
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|
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|
@app.command()
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def ticks_recent(
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ctx: typer.Context,
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symbol: Annotated[str, typer.Option(help="Symbol name.")],
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seconds: Annotated[
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|
float,
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|
typer.Option(help="Lookback window in seconds."),
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|
],
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|
date_to: Annotated[
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|
datetime | None,
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typer.Option(click_type=DATETIME_TYPE, help="Window end date."),
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|
] = None,
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|
count: Annotated[
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|
int,
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typer.Option(help="Maximum number of ticks to return."),
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|
] = 10000,
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|
flags: Annotated[
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int,
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typer.Option(
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click_type=TICK_FLAGS_TYPE,
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help="Tick flags (ALL, INFO, TRADE, or integer).",
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|
),
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] = 1,
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) -> None:
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"""Export ticks from a recent time window."""
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client = _sdk_client(ctx)
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_execute_export(
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|
ctx,
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|
lambda: client.recent_ticks(
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|
symbol,
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|
seconds,
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|
date_to=date_to,
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count=count,
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flags=flags,
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|
),
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|
)
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|
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|
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@app.command()
|
@app.command()
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def account_info(ctx: typer.Context) -> None:
|
def account_info(ctx: typer.Context) -> None:
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"""Export account information."""
|
"""Export account information."""
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@@ -335,6 +373,16 @@ def symbol_info(
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_execute_export(ctx, lambda: client.symbol_info(symbol))
|
_execute_export(ctx, lambda: client.symbol_info(symbol))
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|
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|
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|
@app.command()
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|
def minimum_margins(
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|
ctx: typer.Context,
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|
symbol: Annotated[str, typer.Option(help="Symbol name.")],
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|
) -> None:
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|
"""Export minimum-volume buy and sell margin requirements."""
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|
client = _sdk_client(ctx)
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|
_execute_export(ctx, lambda: client.minimum_margins(symbol))
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|
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|
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@app.command()
|
@app.command()
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def orders(
|
def orders(
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ctx: typer.Context,
|
ctx: typer.Context,
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@@ -5,6 +5,7 @@ from __future__ import annotations
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import logging
|
import logging
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import sqlite3
|
import sqlite3
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from datetime import UTC, datetime
|
from datetime import UTC, datetime
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|
from pathlib import Path
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from typing import TYPE_CHECKING, Literal
|
from typing import TYPE_CHECKING, Literal
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|
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import pandas as pd
|
import pandas as pd
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@@ -122,6 +123,230 @@ def build_rate_view_name(
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return f"rate_{symbol}__{granularity}_{timeframe}"
|
return f"rate_{symbol}__{granularity}_{timeframe}"
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|
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|
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|
SqliteConnOrPath = sqlite3.Connection | Path | str
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|
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|
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|
def _open_history_connection(
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|
conn_or_path: SqliteConnOrPath,
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|
) -> tuple[sqlite3.Connection | None, bool]:
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|
"""Open a read-only SQLite connection when given a path.
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|
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|
Returns:
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|
A connection and whether the caller should close it. When the path does
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|
not exist, returns ``(None, False)`` without creating a database file.
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|
"""
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|
if isinstance(conn_or_path, sqlite3.Connection):
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|
return conn_or_path, False
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|
path = Path(conn_or_path)
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|
if not path.exists():
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|
return None, False
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|
conn = sqlite3.connect(f"{path.resolve().as_uri()}?mode=ro", uri=True)
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|
return conn, True
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|
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|
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|
def _load_rates_timeframe_counts(conn: sqlite3.Connection) -> dict[str, int] | None:
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|
"""Return distinct timeframe counts per symbol from the normalized rates table."""
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|
columns = get_table_columns(conn, Dataset.rates.table_name)
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|
if not {"symbol", "timeframe"}.issubset(columns):
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|
return None
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|
rows = conn.execute(
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|
"SELECT symbol, COUNT(DISTINCT timeframe) FROM rates GROUP BY symbol",
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|
).fetchall()
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|
return {str(symbol): int(count) for symbol, count in rows}
|
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|
|
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|
|
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|
def _load_existing_rate_views(conn: sqlite3.Connection) -> set[str]:
|
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|
"""Return mt5cli-managed ``rate_*__*`` compatibility view names."""
|
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|
rows = conn.execute(
|
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|
"SELECT name FROM sqlite_master WHERE type = 'view' AND name GLOB 'rate_*__*'",
|
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|
).fetchall()
|
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|
return {str(row[0]) for row in rows}
|
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|
|
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|
|
||||||
|
def _rate_view_name_candidates(
|
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|
*,
|
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|
symbol: str,
|
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|
granularity: str,
|
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|
granularity_count: int,
|
||||||
|
timeframe: int,
|
||||||
|
) -> list[str]:
|
||||||
|
"""Return candidate view names in preference order."""
|
||||||
|
single = build_rate_view_name(
|
||||||
|
symbol=symbol,
|
||||||
|
granularity=granularity,
|
||||||
|
granularity_count=1,
|
||||||
|
timeframe=timeframe,
|
||||||
|
)
|
||||||
|
if granularity_count <= 1:
|
||||||
|
return [single]
|
||||||
|
multi = build_rate_view_name(
|
||||||
|
symbol=symbol,
|
||||||
|
granularity=granularity,
|
||||||
|
granularity_count=granularity_count,
|
||||||
|
timeframe=timeframe,
|
||||||
|
)
|
||||||
|
return [multi, single]
|
||||||
|
|
||||||
|
|
||||||
|
def _resolve_rate_view_name_from_context(
|
||||||
|
*,
|
||||||
|
symbol: str,
|
||||||
|
timeframe: int,
|
||||||
|
granularity_name: str,
|
||||||
|
timeframe_counts: dict[str, int] | None,
|
||||||
|
existing_views: set[str],
|
||||||
|
require_existing: bool = False,
|
||||||
|
) -> str:
|
||||||
|
"""Resolve one rate view name using preloaded SQLite metadata.
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
Preferred mt5cli-managed rate compatibility view name.
|
||||||
|
|
||||||
|
Raises:
|
||||||
|
ValueError: If ``require_existing`` is True and no managed view exists.
|
||||||
|
"""
|
||||||
|
if timeframe_counts is None or symbol not in timeframe_counts:
|
||||||
|
candidates = [
|
||||||
|
build_rate_view_name(
|
||||||
|
symbol=symbol,
|
||||||
|
granularity=granularity_name,
|
||||||
|
granularity_count=1,
|
||||||
|
timeframe=timeframe,
|
||||||
|
),
|
||||||
|
build_rate_view_name(
|
||||||
|
symbol=symbol,
|
||||||
|
granularity=granularity_name,
|
||||||
|
granularity_count=2,
|
||||||
|
timeframe=timeframe,
|
||||||
|
),
|
||||||
|
]
|
||||||
|
else:
|
||||||
|
candidates = _rate_view_name_candidates(
|
||||||
|
symbol=symbol,
|
||||||
|
granularity=granularity_name,
|
||||||
|
granularity_count=timeframe_counts[symbol],
|
||||||
|
timeframe=timeframe,
|
||||||
|
)
|
||||||
|
for candidate in candidates:
|
||||||
|
if candidate in existing_views:
|
||||||
|
return candidate
|
||||||
|
if require_existing:
|
||||||
|
msg = (
|
||||||
|
f"No rate compatibility view exists for symbol {symbol!r} "
|
||||||
|
f"and granularity {granularity_name!r}; "
|
||||||
|
f"candidates: {', '.join(candidates)}."
|
||||||
|
)
|
||||||
|
raise ValueError(msg)
|
||||||
|
return candidates[0]
|
||||||
|
|
||||||
|
|
||||||
|
def resolve_rate_view_name(
|
||||||
|
conn_or_path: SqliteConnOrPath,
|
||||||
|
symbol: str,
|
||||||
|
granularity: str,
|
||||||
|
*,
|
||||||
|
require_existing: bool = False,
|
||||||
|
) -> str:
|
||||||
|
"""Resolve the mt5cli-managed rate compatibility view name.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
conn_or_path: SQLite database path or open connection.
|
||||||
|
symbol: Symbol stored in the normalized ``rates`` table.
|
||||||
|
granularity: Timeframe name (for example ``M1``) or integer string.
|
||||||
|
require_existing: When True, require the database and a managed view to exist.
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
View name such as ``rate_EURUSD__1`` or ``rate_EURUSD__M1_1``.
|
||||||
|
|
||||||
|
Raises:
|
||||||
|
ValueError: If ``require_existing`` is True and the database or view is missing.
|
||||||
|
"""
|
||||||
|
timeframe = parse_timeframe(granularity)
|
||||||
|
granularity_name = resolve_granularity_name(timeframe)
|
||||||
|
conn, should_close = _open_history_connection(conn_or_path)
|
||||||
|
try:
|
||||||
|
if conn is None:
|
||||||
|
if require_existing:
|
||||||
|
path = (
|
||||||
|
conn_or_path
|
||||||
|
if isinstance(conn_or_path, (Path, str))
|
||||||
|
else "database"
|
||||||
|
)
|
||||||
|
msg = f"SQLite database not found: {path}"
|
||||||
|
raise ValueError(msg)
|
||||||
|
return build_rate_view_name(
|
||||||
|
symbol=symbol,
|
||||||
|
granularity=granularity_name,
|
||||||
|
granularity_count=1,
|
||||||
|
timeframe=timeframe,
|
||||||
|
)
|
||||||
|
return _resolve_rate_view_name_from_context(
|
||||||
|
symbol=symbol,
|
||||||
|
timeframe=timeframe,
|
||||||
|
granularity_name=granularity_name,
|
||||||
|
timeframe_counts=_load_rates_timeframe_counts(conn),
|
||||||
|
existing_views=_load_existing_rate_views(conn),
|
||||||
|
require_existing=require_existing,
|
||||||
|
)
|
||||||
|
finally:
|
||||||
|
if should_close and conn is not None:
|
||||||
|
conn.close()
|
||||||
|
|
||||||
|
|
||||||
|
def resolve_rate_view_names(
|
||||||
|
conn_or_path: SqliteConnOrPath,
|
||||||
|
symbols: Sequence[str],
|
||||||
|
granularities: Sequence[str],
|
||||||
|
*,
|
||||||
|
require_existing: bool = False,
|
||||||
|
) -> list[str]:
|
||||||
|
"""Resolve rate compatibility view names for symbol and granularity pairs.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
conn_or_path: SQLite database path or open connection.
|
||||||
|
symbols: Symbols stored in the normalized ``rates`` table.
|
||||||
|
granularities: Timeframe names (for example ``M1``) or integer strings.
|
||||||
|
require_existing: When True, require the database and managed views to exist.
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
View names in row-major order: every ``granularity`` for the first
|
||||||
|
symbol, then every granularity for the next symbol, and so on.
|
||||||
|
"""
|
||||||
|
conn, should_close = _open_history_connection(conn_or_path)
|
||||||
|
try:
|
||||||
|
if conn is None:
|
||||||
|
return [
|
||||||
|
resolve_rate_view_name(
|
||||||
|
conn_or_path,
|
||||||
|
symbol,
|
||||||
|
granularity,
|
||||||
|
require_existing=require_existing,
|
||||||
|
)
|
||||||
|
for symbol in symbols
|
||||||
|
for granularity in granularities
|
||||||
|
]
|
||||||
|
timeframe_counts = _load_rates_timeframe_counts(conn)
|
||||||
|
existing_views = _load_existing_rate_views(conn)
|
||||||
|
resolved: list[str] = []
|
||||||
|
for symbol in symbols:
|
||||||
|
for granularity in granularities:
|
||||||
|
timeframe = parse_timeframe(granularity)
|
||||||
|
resolved.append(
|
||||||
|
_resolve_rate_view_name_from_context(
|
||||||
|
symbol=symbol,
|
||||||
|
timeframe=timeframe,
|
||||||
|
granularity_name=resolve_granularity_name(timeframe),
|
||||||
|
timeframe_counts=timeframe_counts,
|
||||||
|
existing_views=existing_views,
|
||||||
|
require_existing=require_existing,
|
||||||
|
),
|
||||||
|
)
|
||||||
|
return resolved
|
||||||
|
finally:
|
||||||
|
if should_close and conn is not None:
|
||||||
|
conn.close()
|
||||||
|
|
||||||
|
|
||||||
def get_table_columns(conn: sqlite3.Connection, table: str) -> set[str]:
|
def get_table_columns(conn: sqlite3.Connection, table: str) -> set[str]:
|
||||||
"""Return existing SQLite columns for a table."""
|
"""Return existing SQLite columns for a table."""
|
||||||
rows = conn.execute(f"PRAGMA table_info({table})").fetchall()
|
rows = conn.execute(f"PRAGMA table_info({table})").fetchall()
|
||||||
|
|||||||
+171
-2
@@ -10,6 +10,7 @@ from datetime import UTC, datetime, timedelta
|
|||||||
from pathlib import Path
|
from pathlib import Path
|
||||||
from typing import TYPE_CHECKING, Self, TypeVar
|
from typing import TYPE_CHECKING, Self, TypeVar
|
||||||
|
|
||||||
|
import pandas as pd
|
||||||
from pdmt5 import Mt5Config, Mt5DataClient
|
from pdmt5 import Mt5Config, Mt5DataClient
|
||||||
|
|
||||||
from .history import (
|
from .history import (
|
||||||
@@ -33,8 +34,6 @@ from .utils import (
|
|||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from collections.abc import Callable, Iterator, Sequence
|
from collections.abc import Callable, Iterator, Sequence
|
||||||
|
|
||||||
import pandas as pd
|
|
||||||
|
|
||||||
T = TypeVar("T")
|
T = TypeVar("T")
|
||||||
|
|
||||||
logger = logging.getLogger(__name__)
|
logger = logging.getLogger(__name__)
|
||||||
@@ -53,8 +52,10 @@ __all__ = [
|
|||||||
"history_orders",
|
"history_orders",
|
||||||
"last_error",
|
"last_error",
|
||||||
"market_book",
|
"market_book",
|
||||||
|
"minimum_margins",
|
||||||
"orders",
|
"orders",
|
||||||
"positions",
|
"positions",
|
||||||
|
"recent_ticks",
|
||||||
"symbol_info",
|
"symbol_info",
|
||||||
"symbol_info_tick",
|
"symbol_info_tick",
|
||||||
"symbols",
|
"symbols",
|
||||||
@@ -89,6 +90,89 @@ def _coerce_datetime(value: datetime | str | None) -> datetime | None:
|
|||||||
return parse_datetime(value)
|
return parse_datetime(value)
|
||||||
|
|
||||||
|
|
||||||
|
def _coerce_tick_time(value: object) -> datetime:
|
||||||
|
if isinstance(value, datetime):
|
||||||
|
return value
|
||||||
|
if isinstance(value, str):
|
||||||
|
return parse_datetime(value)
|
||||||
|
if isinstance(value, (int, float)):
|
||||||
|
return datetime.fromtimestamp(value, tz=UTC)
|
||||||
|
msg = f"Unsupported tick time value: {value!r}"
|
||||||
|
raise TypeError(msg)
|
||||||
|
|
||||||
|
|
||||||
|
def _filter_ticks_to_end(frame: pd.DataFrame, end: datetime) -> pd.DataFrame:
|
||||||
|
if frame.empty or "time" not in frame.columns:
|
||||||
|
return frame
|
||||||
|
times = pd.to_datetime(frame["time"], utc=True)
|
||||||
|
return frame.loc[times <= end].reset_index(drop=True)
|
||||||
|
|
||||||
|
|
||||||
|
def _fetch_recent_ticks(
|
||||||
|
client: Mt5DataClient,
|
||||||
|
symbol: str,
|
||||||
|
seconds: float,
|
||||||
|
date_to: datetime | None,
|
||||||
|
count: int,
|
||||||
|
flags: int,
|
||||||
|
) -> pd.DataFrame:
|
||||||
|
if date_to is not None:
|
||||||
|
end = date_to
|
||||||
|
else:
|
||||||
|
tick = client.symbol_info_tick(symbol)
|
||||||
|
end = _coerce_tick_time(tick.time)
|
||||||
|
start = end - timedelta(seconds=seconds)
|
||||||
|
if count > 0:
|
||||||
|
from_frame = _filter_ticks_to_end(
|
||||||
|
client.copy_ticks_from_as_df(
|
||||||
|
symbol=symbol,
|
||||||
|
date_from=start,
|
||||||
|
count=count,
|
||||||
|
flags=flags,
|
||||||
|
),
|
||||||
|
end,
|
||||||
|
)
|
||||||
|
if len(from_frame) < count:
|
||||||
|
return from_frame
|
||||||
|
frame = client.copy_ticks_range_as_df(
|
||||||
|
symbol=symbol,
|
||||||
|
date_from=start,
|
||||||
|
date_to=end,
|
||||||
|
flags=flags,
|
||||||
|
)
|
||||||
|
if count > 0 and len(frame) > count:
|
||||||
|
return frame.tail(count).reset_index(drop=True)
|
||||||
|
return frame
|
||||||
|
|
||||||
|
|
||||||
|
def _fetch_minimum_margins(client: Mt5DataClient, symbol: str) -> pd.DataFrame:
|
||||||
|
sym = client.symbol_info(symbol)
|
||||||
|
account = client.account_info()
|
||||||
|
tick = client.symbol_info_tick(symbol)
|
||||||
|
volume_min = sym.volume_min
|
||||||
|
buy_margin = client.order_calc_margin(
|
||||||
|
client.mt5.ORDER_TYPE_BUY,
|
||||||
|
symbol,
|
||||||
|
volume_min,
|
||||||
|
tick.ask,
|
||||||
|
)
|
||||||
|
sell_margin = client.order_calc_margin(
|
||||||
|
client.mt5.ORDER_TYPE_SELL,
|
||||||
|
symbol,
|
||||||
|
volume_min,
|
||||||
|
tick.bid,
|
||||||
|
)
|
||||||
|
return pd.DataFrame([
|
||||||
|
{
|
||||||
|
"symbol": symbol,
|
||||||
|
"account_currency": account.currency,
|
||||||
|
"volume_min": volume_min,
|
||||||
|
"buy_margin": buy_margin,
|
||||||
|
"sell_margin": sell_margin,
|
||||||
|
}
|
||||||
|
])
|
||||||
|
|
||||||
|
|
||||||
def build_config(
|
def build_config(
|
||||||
*,
|
*,
|
||||||
path: str | None = None,
|
path: str | None = None,
|
||||||
@@ -418,6 +502,57 @@ class Mt5CliClient:
|
|||||||
"""Return market depth for a symbol."""
|
"""Return market depth for a symbol."""
|
||||||
return self._fetch(lambda c: c.market_book_get_as_df(symbol=symbol))
|
return self._fetch(lambda c: c.market_book_get_as_df(symbol=symbol))
|
||||||
|
|
||||||
|
def recent_ticks(
|
||||||
|
self,
|
||||||
|
symbol: str,
|
||||||
|
seconds: float,
|
||||||
|
*,
|
||||||
|
date_to: datetime | str | None = None,
|
||||||
|
count: int = 10000,
|
||||||
|
flags: int | str = "ALL",
|
||||||
|
) -> pd.DataFrame:
|
||||||
|
"""Return ticks from a recent time window.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
symbol: Symbol name.
|
||||||
|
seconds: Lookback window in seconds ending at ``date_to``.
|
||||||
|
date_to: Window end time. When ``None``, uses the latest
|
||||||
|
``symbol_info_tick().time`` rather than wall-clock now.
|
||||||
|
count: Maximum ticks to return. Values ``<= 0`` return the full
|
||||||
|
window without trimming. Positive values keep the most recent
|
||||||
|
ticks; when the window is sparse, ``copy_ticks_from`` avoids
|
||||||
|
fetching the entire range.
|
||||||
|
flags: Tick flags as ``ALL``, ``INFO``, ``TRADE``, or an integer.
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
Tick DataFrame with MT5 tick columns such as ``time``, ``bid``,
|
||||||
|
``ask``, ``last``, and ``volume``.
|
||||||
|
"""
|
||||||
|
tick_flags = _coerce_tick_flags(flags)
|
||||||
|
end = _coerce_datetime(date_to)
|
||||||
|
return self._fetch(
|
||||||
|
lambda c: _fetch_recent_ticks(
|
||||||
|
c,
|
||||||
|
symbol,
|
||||||
|
seconds,
|
||||||
|
end,
|
||||||
|
count,
|
||||||
|
tick_flags,
|
||||||
|
),
|
||||||
|
)
|
||||||
|
|
||||||
|
def minimum_margins(self, symbol: str) -> pd.DataFrame:
|
||||||
|
"""Return minimum-volume buy and sell margin requirements.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
symbol: Symbol name.
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
One-row DataFrame with columns ``symbol``, ``account_currency``,
|
||||||
|
``volume_min``, ``buy_margin``, and ``sell_margin``.
|
||||||
|
"""
|
||||||
|
return self._fetch(lambda c: _fetch_minimum_margins(c, symbol))
|
||||||
|
|
||||||
|
|
||||||
def _resolve_incremental_settings(
|
def _resolve_incremental_settings(
|
||||||
selected_datasets: set[Dataset],
|
selected_datasets: set[Dataset],
|
||||||
@@ -915,3 +1050,37 @@ def market_book(
|
|||||||
) -> pd.DataFrame:
|
) -> pd.DataFrame:
|
||||||
"""Return market depth for a symbol."""
|
"""Return market depth for a symbol."""
|
||||||
return _make_client(config=config).market_book(symbol)
|
return _make_client(config=config).market_book(symbol)
|
||||||
|
|
||||||
|
|
||||||
|
def recent_ticks(
|
||||||
|
symbol: str,
|
||||||
|
seconds: float,
|
||||||
|
*,
|
||||||
|
date_to: datetime | str | None = None,
|
||||||
|
count: int = 10000,
|
||||||
|
flags: int | str = "ALL",
|
||||||
|
config: Mt5Config | None = None,
|
||||||
|
) -> pd.DataFrame:
|
||||||
|
"""Return ticks from a recent time window ending at ``date_to`` or now.
|
||||||
|
|
||||||
|
See ``Mt5CliClient.recent_ticks`` for parameter and return details.
|
||||||
|
"""
|
||||||
|
return _make_client(config=config).recent_ticks(
|
||||||
|
symbol,
|
||||||
|
seconds,
|
||||||
|
date_to=date_to,
|
||||||
|
count=count,
|
||||||
|
flags=flags,
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
def minimum_margins(
|
||||||
|
symbol: str,
|
||||||
|
*,
|
||||||
|
config: Mt5Config | None = None,
|
||||||
|
) -> pd.DataFrame:
|
||||||
|
"""Return minimum-volume buy and sell margin requirements.
|
||||||
|
|
||||||
|
See ``Mt5CliClient.minimum_margins`` for return details.
|
||||||
|
"""
|
||||||
|
return _make_client(config=config).minimum_margins(symbol)
|
||||||
|
|||||||
+55
-10
@@ -2,16 +2,18 @@
|
|||||||
|
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
||||||
import importlib
|
|
||||||
import json
|
import json
|
||||||
|
import sqlite3
|
||||||
from datetime import UTC, datetime
|
from datetime import UTC, datetime
|
||||||
from enum import StrEnum
|
from enum import StrEnum
|
||||||
from pathlib import Path
|
from pathlib import Path
|
||||||
from typing import TYPE_CHECKING, Any, TypeGuard, cast
|
from typing import TYPE_CHECKING, Any, TypeGuard
|
||||||
|
|
||||||
import click
|
import click
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
|
from collections.abc import Sequence
|
||||||
|
|
||||||
import pandas as pd
|
import pandas as pd
|
||||||
|
|
||||||
# ---------------------------------------------------------------------------
|
# ---------------------------------------------------------------------------
|
||||||
@@ -260,6 +262,50 @@ def detect_format(
|
|||||||
raise ValueError(msg)
|
raise ValueError(msg)
|
||||||
|
|
||||||
|
|
||||||
|
def export_dataframe_to_sqlite(
|
||||||
|
df: pd.DataFrame,
|
||||||
|
output_path: Path,
|
||||||
|
table_name: str = "data",
|
||||||
|
*,
|
||||||
|
if_exists: IfExists = IfExists.APPEND,
|
||||||
|
index: bool = False,
|
||||||
|
index_label: str | None = None,
|
||||||
|
deduplicate_on: Sequence[str] | None = None,
|
||||||
|
) -> None:
|
||||||
|
"""Write a DataFrame to SQLite with configurable append and deduplication.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
df: DataFrame to export.
|
||||||
|
output_path: SQLite database path.
|
||||||
|
table_name: Target table name.
|
||||||
|
if_exists: Conflict behavior when the table already exists.
|
||||||
|
index: Whether to write the DataFrame index as a column.
|
||||||
|
index_label: Column name for the index when ``index=True``.
|
||||||
|
deduplicate_on: Optional key columns to deduplicate after writing,
|
||||||
|
keeping the latest ``ROWID`` per key group. Deduplication scans the
|
||||||
|
full table, so repeated appends cost O(table size); index the key
|
||||||
|
columns when appending frequently.
|
||||||
|
"""
|
||||||
|
with sqlite3.connect(output_path) as conn:
|
||||||
|
df.to_sql( # type: ignore[reportUnknownMemberType]
|
||||||
|
table_name,
|
||||||
|
conn,
|
||||||
|
if_exists=if_exists.value,
|
||||||
|
index=index,
|
||||||
|
index_label=index_label,
|
||||||
|
)
|
||||||
|
if deduplicate_on:
|
||||||
|
from .history import drop_duplicates_in_table # noqa: PLC0415
|
||||||
|
|
||||||
|
drop_duplicates_in_table(
|
||||||
|
conn.cursor(),
|
||||||
|
table_name,
|
||||||
|
list(deduplicate_on),
|
||||||
|
keep="last",
|
||||||
|
)
|
||||||
|
conn.commit()
|
||||||
|
|
||||||
|
|
||||||
def export_dataframe(
|
def export_dataframe(
|
||||||
df: pd.DataFrame,
|
df: pd.DataFrame,
|
||||||
output_path: Path,
|
output_path: Path,
|
||||||
@@ -289,14 +335,13 @@ def export_dataframe(
|
|||||||
elif output_format == "parquet":
|
elif output_format == "parquet":
|
||||||
df.to_parquet(output_path, index=False)
|
df.to_parquet(output_path, index=False)
|
||||||
elif output_format == "sqlite3":
|
elif output_format == "sqlite3":
|
||||||
sqlite3 = cast("Any", importlib.import_module("sqlite3"))
|
export_dataframe_to_sqlite(
|
||||||
with sqlite3.connect(output_path) as conn:
|
df,
|
||||||
df.to_sql( # type: ignore[reportUnknownMemberType]
|
output_path,
|
||||||
table_name,
|
table_name,
|
||||||
conn,
|
if_exists=IfExists.REPLACE,
|
||||||
if_exists="replace",
|
index=False,
|
||||||
index=False,
|
)
|
||||||
)
|
|
||||||
else:
|
else:
|
||||||
msg = f"Unsupported output format: {output_format}"
|
msg = f"Unsupported output format: {output_format}"
|
||||||
raise ValueError(msg)
|
raise ValueError(msg)
|
||||||
|
|||||||
+1
-1
@@ -1,6 +1,6 @@
|
|||||||
[project]
|
[project]
|
||||||
name = "mt5cli"
|
name = "mt5cli"
|
||||||
version = "0.4.2"
|
version = "0.4.3"
|
||||||
description = "Command-line tool for MetaTrader 5"
|
description = "Command-line tool for MetaTrader 5"
|
||||||
authors = [{name = "dceoy", email = "dceoy@users.noreply.github.com"}]
|
authors = [{name = "dceoy", email = "dceoy@users.noreply.github.com"}]
|
||||||
maintainers = [{name = "dceoy", email = "dceoy@users.noreply.github.com"}]
|
maintainers = [{name = "dceoy", email = "dceoy@users.noreply.github.com"}]
|
||||||
|
|||||||
+60
-1
@@ -6,7 +6,7 @@ import json
|
|||||||
import logging
|
import logging
|
||||||
import re
|
import re
|
||||||
import sqlite3
|
import sqlite3
|
||||||
from datetime import UTC, datetime
|
from datetime import UTC, datetime, timedelta
|
||||||
from typing import TYPE_CHECKING
|
from typing import TYPE_CHECKING
|
||||||
from unittest.mock import MagicMock
|
from unittest.mock import MagicMock
|
||||||
|
|
||||||
@@ -316,6 +316,65 @@ class TestCommands:
|
|||||||
flags=2,
|
flags=2,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
def test_ticks_recent(
|
||||||
|
self,
|
||||||
|
tmp_path: Path,
|
||||||
|
mock_client: MagicMock,
|
||||||
|
) -> None:
|
||||||
|
"""Test ticks-recent command."""
|
||||||
|
output = tmp_path / "out.csv"
|
||||||
|
result = runner.invoke(
|
||||||
|
app,
|
||||||
|
[
|
||||||
|
"-o",
|
||||||
|
str(output),
|
||||||
|
"ticks-recent",
|
||||||
|
"--symbol",
|
||||||
|
"EURUSD",
|
||||||
|
"--seconds",
|
||||||
|
"120",
|
||||||
|
"--date-to",
|
||||||
|
"2024-01-02",
|
||||||
|
"--count",
|
||||||
|
"500",
|
||||||
|
"--flags",
|
||||||
|
"ALL",
|
||||||
|
],
|
||||||
|
)
|
||||||
|
assert result.exit_code == 0, result.output
|
||||||
|
mock_client.copy_ticks_from_as_df.assert_called_once_with(
|
||||||
|
symbol="EURUSD",
|
||||||
|
date_from=datetime(2024, 1, 2, tzinfo=UTC) - timedelta(seconds=120),
|
||||||
|
count=500,
|
||||||
|
flags=1,
|
||||||
|
)
|
||||||
|
mock_client.copy_ticks_range_as_df.assert_not_called()
|
||||||
|
|
||||||
|
def test_minimum_margins(
|
||||||
|
self,
|
||||||
|
tmp_path: Path,
|
||||||
|
mock_client: MagicMock,
|
||||||
|
) -> None:
|
||||||
|
"""Test minimum-margins command."""
|
||||||
|
sym = MagicMock(volume_min=0.01)
|
||||||
|
account = MagicMock(currency="USD")
|
||||||
|
tick = MagicMock(ask=1.1010, bid=1.1000)
|
||||||
|
mock_client.symbol_info.return_value = sym
|
||||||
|
mock_client.account_info.return_value = account
|
||||||
|
mock_client.symbol_info_tick.return_value = tick
|
||||||
|
mock_client.order_calc_margin.side_effect = [12.5, 12.4]
|
||||||
|
mock_client.mt5.ORDER_TYPE_BUY = 0
|
||||||
|
mock_client.mt5.ORDER_TYPE_SELL = 1
|
||||||
|
output = tmp_path / "out.csv"
|
||||||
|
result = runner.invoke(
|
||||||
|
app,
|
||||||
|
["-o", str(output), "minimum-margins", "--symbol", "EURUSD"],
|
||||||
|
)
|
||||||
|
assert result.exit_code == 0, result.output
|
||||||
|
mock_client.symbol_info.assert_called_once_with("EURUSD")
|
||||||
|
mock_client.order_calc_margin.assert_any_call(0, "EURUSD", 0.01, 1.1010)
|
||||||
|
mock_client.order_calc_margin.assert_any_call(1, "EURUSD", 0.01, 1.1000)
|
||||||
|
|
||||||
def test_orders(
|
def test_orders(
|
||||||
self,
|
self,
|
||||||
tmp_path: Path,
|
tmp_path: Path,
|
||||||
|
|||||||
@@ -38,6 +38,8 @@ from mt5cli.history import (
|
|||||||
resolve_history_datasets,
|
resolve_history_datasets,
|
||||||
resolve_history_tick_flags,
|
resolve_history_tick_flags,
|
||||||
resolve_history_timeframes,
|
resolve_history_timeframes,
|
||||||
|
resolve_rate_view_name,
|
||||||
|
resolve_rate_view_names,
|
||||||
write_collected_datasets,
|
write_collected_datasets,
|
||||||
write_history_dataset,
|
write_history_dataset,
|
||||||
write_incremental_datasets,
|
write_incremental_datasets,
|
||||||
@@ -47,6 +49,281 @@ from mt5cli.history import (
|
|||||||
from mt5cli.utils import TIMEFRAME_MAP, Dataset, IfExists
|
from mt5cli.utils import TIMEFRAME_MAP, Dataset, IfExists
|
||||||
|
|
||||||
|
|
||||||
|
class TestResolveRateViewName:
|
||||||
|
"""Tests for resolve_rate_view_name and resolve_rate_view_names."""
|
||||||
|
|
||||||
|
def test_missing_database_path_does_not_create_file(self, tmp_path: Path) -> None:
|
||||||
|
"""Test resolving against a missing path does not create a database."""
|
||||||
|
db_path = tmp_path / "missing.db"
|
||||||
|
assert resolve_rate_view_name(db_path, "EURUSD", "M1") == "rate_EURUSD__1"
|
||||||
|
assert not db_path.exists()
|
||||||
|
|
||||||
|
def test_no_rates_table_falls_back_to_single_timeframe_name(
|
||||||
|
self,
|
||||||
|
tmp_path: Path,
|
||||||
|
) -> None:
|
||||||
|
"""Test databases without a rates table use single-timeframe naming."""
|
||||||
|
db_path = tmp_path / "no-rates.db"
|
||||||
|
with sqlite3.connect(db_path) as conn:
|
||||||
|
conn.execute("CREATE TABLE ticks(symbol TEXT, time TEXT)")
|
||||||
|
assert resolve_rate_view_name(db_path, "EURUSD", "M1") == "rate_EURUSD__1"
|
||||||
|
|
||||||
|
def test_single_timeframe_for_one_symbol(self, tmp_path: Path) -> None:
|
||||||
|
"""Test one stored timeframe resolves to the short view name."""
|
||||||
|
db_path = tmp_path / "single-timeframe.db"
|
||||||
|
with sqlite3.connect(db_path) as conn:
|
||||||
|
conn.execute(
|
||||||
|
"CREATE TABLE rates("
|
||||||
|
" symbol TEXT, timeframe INTEGER, time TEXT, close REAL)",
|
||||||
|
)
|
||||||
|
conn.execute(
|
||||||
|
"INSERT INTO rates(symbol, timeframe, time, close) VALUES (?, ?, ?, ?)",
|
||||||
|
("EURUSD", 1, "2024-01-01T00:00:00+00:00", 1.0),
|
||||||
|
)
|
||||||
|
create_rate_compatibility_views(conn)
|
||||||
|
assert resolve_rate_view_name(db_path, "EURUSD", "M1") == "rate_EURUSD__1"
|
||||||
|
|
||||||
|
def test_multiple_timeframes_for_one_symbol(self, tmp_path: Path) -> None:
|
||||||
|
"""Test multiple stored timeframes resolve to disambiguated view names."""
|
||||||
|
db_path = tmp_path / "multi-timeframe.db"
|
||||||
|
with sqlite3.connect(db_path) as conn:
|
||||||
|
conn.execute(
|
||||||
|
"CREATE TABLE rates("
|
||||||
|
" symbol TEXT, timeframe INTEGER, time TEXT, close REAL)",
|
||||||
|
)
|
||||||
|
conn.executemany(
|
||||||
|
"INSERT INTO rates(symbol, timeframe, time, close) VALUES (?, ?, ?, ?)",
|
||||||
|
[
|
||||||
|
("EURUSD", 1, "2024-01-01T00:00:00+00:00", 1.0),
|
||||||
|
("EURUSD", TIMEFRAME_MAP["H1"], "2024-01-01T01:00:00+00:00", 1.1),
|
||||||
|
],
|
||||||
|
)
|
||||||
|
create_rate_compatibility_views(conn)
|
||||||
|
assert resolve_rate_view_name(db_path, "EURUSD", "M1") == "rate_EURUSD__M1_1"
|
||||||
|
assert (
|
||||||
|
resolve_rate_view_name(db_path, "EURUSD", "H1") == "rate_EURUSD__H1_16385"
|
||||||
|
)
|
||||||
|
|
||||||
|
def test_prefers_multi_name_when_both_candidate_views_exist(
|
||||||
|
self,
|
||||||
|
tmp_path: Path,
|
||||||
|
) -> None:
|
||||||
|
"""Test multi-timeframe metadata wins over stale single-timeframe views."""
|
||||||
|
db_path = tmp_path / "stale-and-current-views.db"
|
||||||
|
with sqlite3.connect(db_path) as conn:
|
||||||
|
conn.execute(
|
||||||
|
"CREATE TABLE rates("
|
||||||
|
" symbol TEXT, timeframe INTEGER, time TEXT, close REAL)",
|
||||||
|
)
|
||||||
|
conn.executemany(
|
||||||
|
"INSERT INTO rates(symbol, timeframe, time, close) VALUES (?, ?, ?, ?)",
|
||||||
|
[
|
||||||
|
("EURUSD", 1, "2024-01-01T00:00:00+00:00", 1.0),
|
||||||
|
("EURUSD", TIMEFRAME_MAP["H1"], "2024-01-01T01:00:00+00:00", 1.1),
|
||||||
|
],
|
||||||
|
)
|
||||||
|
conn.execute(
|
||||||
|
'CREATE VIEW "rate_EURUSD__1" AS'
|
||||||
|
" SELECT time, close FROM rates"
|
||||||
|
" WHERE symbol = 'EURUSD' AND timeframe = 1",
|
||||||
|
)
|
||||||
|
conn.execute(
|
||||||
|
'CREATE VIEW "rate_EURUSD__M1_1" AS'
|
||||||
|
" SELECT time, close FROM rates"
|
||||||
|
" WHERE symbol = 'EURUSD' AND timeframe = 1",
|
||||||
|
)
|
||||||
|
assert resolve_rate_view_name(db_path, "EURUSD", "M1") == "rate_EURUSD__M1_1"
|
||||||
|
|
||||||
|
def test_prefers_existing_view_when_metadata_unavailable(
|
||||||
|
self,
|
||||||
|
tmp_path: Path,
|
||||||
|
) -> None:
|
||||||
|
"""Test an existing managed view is preferred without rates metadata."""
|
||||||
|
db_path = tmp_path / "view-only.db"
|
||||||
|
with sqlite3.connect(db_path) as conn:
|
||||||
|
conn.execute("CREATE TABLE ticks(symbol TEXT, time TEXT)")
|
||||||
|
conn.execute('CREATE VIEW "rate_EURUSD__M1_1" AS SELECT 1 AS close')
|
||||||
|
assert resolve_rate_view_name(db_path, "EURUSD", "M1") == "rate_EURUSD__M1_1"
|
||||||
|
|
||||||
|
def test_symbol_absent_from_rates_metadata_uses_candidate_pair(
|
||||||
|
self,
|
||||||
|
tmp_path: Path,
|
||||||
|
) -> None:
|
||||||
|
"""Test symbols missing from rates metadata still resolve known views."""
|
||||||
|
db_path = tmp_path / "other-symbol-only.db"
|
||||||
|
with sqlite3.connect(db_path) as conn:
|
||||||
|
conn.execute(
|
||||||
|
"CREATE TABLE rates("
|
||||||
|
" symbol TEXT, timeframe INTEGER, time TEXT, close REAL)",
|
||||||
|
)
|
||||||
|
conn.execute(
|
||||||
|
"INSERT INTO rates(symbol, timeframe, time, close) VALUES (?, ?, ?, ?)",
|
||||||
|
("GBPUSD", 1, "2024-01-01T00:00:00+00:00", 1.0),
|
||||||
|
)
|
||||||
|
conn.execute(
|
||||||
|
'CREATE VIEW "rate_EURUSD__1" AS'
|
||||||
|
" SELECT time, close FROM rates"
|
||||||
|
" WHERE symbol = 'EURUSD' AND timeframe = 1",
|
||||||
|
)
|
||||||
|
assert resolve_rate_view_name(db_path, "EURUSD", "M1") == "rate_EURUSD__1"
|
||||||
|
|
||||||
|
def test_ignores_non_compatibility_rate_views(self, tmp_path: Path) -> None:
|
||||||
|
"""Test unrelated rate_* views without the __ separator are ignored."""
|
||||||
|
db_path = tmp_path / "summary-view.db"
|
||||||
|
with sqlite3.connect(db_path) as conn:
|
||||||
|
conn.execute("CREATE TABLE ticks(symbol TEXT, time TEXT)")
|
||||||
|
conn.execute('CREATE VIEW "rate_summary" AS SELECT 1 AS close')
|
||||||
|
assert resolve_rate_view_name(db_path, "EURUSD", "M1") == "rate_EURUSD__1"
|
||||||
|
|
||||||
|
def test_invalid_granularity_propagates_value_error(self, tmp_path: Path) -> None:
|
||||||
|
"""Test invalid granularities raise ValueError from parse_timeframe."""
|
||||||
|
with pytest.raises(ValueError, match="Invalid timeframe"):
|
||||||
|
resolve_rate_view_name(tmp_path / "unused.db", "EURUSD", "BAD")
|
||||||
|
with pytest.raises(ValueError, match="Invalid timeframe"):
|
||||||
|
resolve_rate_view_names(tmp_path / "unused.db", ["EURUSD"], ["BAD"])
|
||||||
|
|
||||||
|
def test_resolve_rate_view_names_for_multiple_pairs(self, tmp_path: Path) -> None:
|
||||||
|
"""Test batch resolution returns row-major symbol/granularity pairs."""
|
||||||
|
db_path = tmp_path / "batch-resolve.db"
|
||||||
|
with sqlite3.connect(db_path) as conn:
|
||||||
|
conn.execute(
|
||||||
|
"CREATE TABLE rates("
|
||||||
|
" symbol TEXT, timeframe INTEGER, time TEXT, close REAL)",
|
||||||
|
)
|
||||||
|
conn.executemany(
|
||||||
|
"INSERT INTO rates(symbol, timeframe, time, close) VALUES (?, ?, ?, ?)",
|
||||||
|
[
|
||||||
|
("EURUSD", 1, "2024-01-01T00:00:00+00:00", 1.0),
|
||||||
|
("EURUSD", TIMEFRAME_MAP["H1"], "2024-01-01T01:00:00+00:00", 1.1),
|
||||||
|
("GBPUSD", 1, "2024-01-01T00:00:00+00:00", 1.2),
|
||||||
|
],
|
||||||
|
)
|
||||||
|
create_rate_compatibility_views(conn)
|
||||||
|
assert resolve_rate_view_names(
|
||||||
|
db_path,
|
||||||
|
["EURUSD", "GBPUSD"],
|
||||||
|
["M1", "H1"],
|
||||||
|
) == [
|
||||||
|
"rate_EURUSD__M1_1",
|
||||||
|
"rate_EURUSD__H1_16385",
|
||||||
|
"rate_GBPUSD__1",
|
||||||
|
"rate_GBPUSD__16385",
|
||||||
|
]
|
||||||
|
|
||||||
|
@pytest.mark.parametrize(
|
||||||
|
"symbol",
|
||||||
|
["EUR/USD", "US500.cash", "#US500"],
|
||||||
|
)
|
||||||
|
def test_supports_broker_specific_symbols(
|
||||||
|
self,
|
||||||
|
tmp_path: Path,
|
||||||
|
symbol: str,
|
||||||
|
) -> None:
|
||||||
|
"""Test broker-specific symbols resolve to safely created view names."""
|
||||||
|
db_path = tmp_path / "broker-symbol-resolve.db"
|
||||||
|
with sqlite3.connect(db_path) as conn:
|
||||||
|
conn.execute(
|
||||||
|
"CREATE TABLE rates("
|
||||||
|
" symbol TEXT, timeframe INTEGER, time TEXT, close REAL)",
|
||||||
|
)
|
||||||
|
conn.execute(
|
||||||
|
"INSERT INTO rates(symbol, timeframe, time, close) VALUES (?, ?, ?, ?)",
|
||||||
|
(symbol, 1, "2024-01-01T00:00:00+00:00", 1.0),
|
||||||
|
)
|
||||||
|
create_rate_compatibility_views(conn)
|
||||||
|
assert resolve_rate_view_name(db_path, symbol, "M1") == build_rate_view_name(
|
||||||
|
symbol=symbol,
|
||||||
|
granularity="M1",
|
||||||
|
granularity_count=1,
|
||||||
|
timeframe=1,
|
||||||
|
)
|
||||||
|
|
||||||
|
def test_accepts_open_sqlite_connection(self, tmp_path: Path) -> None:
|
||||||
|
"""Test resolver accepts an already-open SQLite connection."""
|
||||||
|
db_path = tmp_path / "open-connection.db"
|
||||||
|
with sqlite3.connect(db_path) as conn:
|
||||||
|
conn.execute(
|
||||||
|
"CREATE TABLE rates("
|
||||||
|
" symbol TEXT, timeframe INTEGER, time TEXT, close REAL)",
|
||||||
|
)
|
||||||
|
conn.execute(
|
||||||
|
"INSERT INTO rates(symbol, timeframe, time, close) VALUES (?, ?, ?, ?)",
|
||||||
|
("EURUSD", 1, "2024-01-01T00:00:00+00:00", 1.0),
|
||||||
|
)
|
||||||
|
create_rate_compatibility_views(conn)
|
||||||
|
assert resolve_rate_view_name(conn, "EURUSD", "M1") == "rate_EURUSD__1"
|
||||||
|
|
||||||
|
def test_require_existing_raises_when_database_missing(
|
||||||
|
self,
|
||||||
|
tmp_path: Path,
|
||||||
|
) -> None:
|
||||||
|
"""Test strict mode rejects missing database paths."""
|
||||||
|
db_path = tmp_path / "missing.db"
|
||||||
|
with pytest.raises(ValueError, match="SQLite database not found"):
|
||||||
|
resolve_rate_view_name(
|
||||||
|
db_path,
|
||||||
|
"EURUSD",
|
||||||
|
"M1",
|
||||||
|
require_existing=True,
|
||||||
|
)
|
||||||
|
with pytest.raises(ValueError, match="SQLite database not found"):
|
||||||
|
resolve_rate_view_names(
|
||||||
|
db_path,
|
||||||
|
["EURUSD"],
|
||||||
|
["M1"],
|
||||||
|
require_existing=True,
|
||||||
|
)
|
||||||
|
|
||||||
|
def test_require_existing_raises_when_view_missing(self, tmp_path: Path) -> None:
|
||||||
|
"""Test strict mode rejects databases without matching rate views."""
|
||||||
|
db_path = tmp_path / "no-view.db"
|
||||||
|
with sqlite3.connect(db_path) as conn:
|
||||||
|
conn.execute("CREATE TABLE ticks(symbol TEXT, time TEXT)")
|
||||||
|
with pytest.raises(ValueError, match="No rate compatibility view exists"):
|
||||||
|
resolve_rate_view_name(
|
||||||
|
db_path,
|
||||||
|
"EURUSD",
|
||||||
|
"M1",
|
||||||
|
require_existing=True,
|
||||||
|
)
|
||||||
|
with pytest.raises(ValueError, match="No rate compatibility view exists"):
|
||||||
|
resolve_rate_view_names(
|
||||||
|
db_path,
|
||||||
|
["EURUSD"],
|
||||||
|
["M1"],
|
||||||
|
require_existing=True,
|
||||||
|
)
|
||||||
|
|
||||||
|
def test_require_existing_returns_existing_view(self, tmp_path: Path) -> None:
|
||||||
|
"""Test strict mode returns a view when one exists."""
|
||||||
|
db_path = tmp_path / "existing-view.db"
|
||||||
|
with sqlite3.connect(db_path) as conn:
|
||||||
|
conn.execute(
|
||||||
|
"CREATE TABLE rates("
|
||||||
|
" symbol TEXT, timeframe INTEGER, time TEXT, close REAL)",
|
||||||
|
)
|
||||||
|
conn.execute(
|
||||||
|
"INSERT INTO rates(symbol, timeframe, time, close) VALUES (?, ?, ?, ?)",
|
||||||
|
("EURUSD", 1, "2024-01-01T00:00:00+00:00", 1.0),
|
||||||
|
)
|
||||||
|
create_rate_compatibility_views(conn)
|
||||||
|
assert (
|
||||||
|
resolve_rate_view_name(
|
||||||
|
db_path,
|
||||||
|
"EURUSD",
|
||||||
|
"M1",
|
||||||
|
require_existing=True,
|
||||||
|
)
|
||||||
|
== "rate_EURUSD__1"
|
||||||
|
)
|
||||||
|
assert resolve_rate_view_names(
|
||||||
|
db_path,
|
||||||
|
["EURUSD"],
|
||||||
|
["M1"],
|
||||||
|
require_existing=True,
|
||||||
|
) == ["rate_EURUSD__1"]
|
||||||
|
|
||||||
|
|
||||||
class TestQuoteSqliteIdentifier:
|
class TestQuoteSqliteIdentifier:
|
||||||
"""Tests for quote_sqlite_identifier."""
|
"""Tests for quote_sqlite_identifier."""
|
||||||
|
|
||||||
|
|||||||
+173
-1
@@ -4,7 +4,7 @@ from __future__ import annotations
|
|||||||
|
|
||||||
import logging
|
import logging
|
||||||
import sqlite3
|
import sqlite3
|
||||||
from datetime import UTC, datetime
|
from datetime import UTC, datetime, timedelta
|
||||||
from typing import TYPE_CHECKING
|
from typing import TYPE_CHECKING
|
||||||
from unittest.mock import MagicMock
|
from unittest.mock import MagicMock
|
||||||
|
|
||||||
@@ -31,8 +31,10 @@ from mt5cli.sdk import (
|
|||||||
history_orders,
|
history_orders,
|
||||||
last_error,
|
last_error,
|
||||||
market_book,
|
market_book,
|
||||||
|
minimum_margins,
|
||||||
orders,
|
orders,
|
||||||
positions,
|
positions,
|
||||||
|
recent_ticks,
|
||||||
symbol_info,
|
symbol_info,
|
||||||
symbol_info_tick,
|
symbol_info_tick,
|
||||||
symbols,
|
symbols,
|
||||||
@@ -808,3 +810,173 @@ class TestUpdateHistory:
|
|||||||
)
|
)
|
||||||
after = datetime.now(UTC)
|
after = datetime.now(UTC)
|
||||||
assert before <= captured["end"] <= after
|
assert before <= captured["end"] <= after
|
||||||
|
|
||||||
|
|
||||||
|
class TestRecentTicks:
|
||||||
|
"""Tests for recent_ticks helper."""
|
||||||
|
|
||||||
|
def test_recent_ticks_uses_explicit_date_to_window(
|
||||||
|
self,
|
||||||
|
mocker: MockerFixture,
|
||||||
|
) -> None:
|
||||||
|
"""Test recent_ticks fetches the requested trailing window."""
|
||||||
|
client = MagicMock()
|
||||||
|
end = datetime(2024, 1, 2, 12, 0, 0, tzinfo=UTC)
|
||||||
|
client.copy_ticks_from_as_df.return_value = pd.DataFrame({
|
||||||
|
"time": [end],
|
||||||
|
"bid": [1.0],
|
||||||
|
})
|
||||||
|
mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=client)
|
||||||
|
result = recent_ticks(
|
||||||
|
"EURUSD",
|
||||||
|
60,
|
||||||
|
date_to=end,
|
||||||
|
count=100,
|
||||||
|
flags="INFO",
|
||||||
|
config=build_config(login=123),
|
||||||
|
)
|
||||||
|
assert isinstance(result, pd.DataFrame)
|
||||||
|
client.copy_ticks_from_as_df.assert_called_once_with(
|
||||||
|
symbol="EURUSD",
|
||||||
|
date_from=end - timedelta(seconds=60),
|
||||||
|
count=100,
|
||||||
|
flags=2,
|
||||||
|
)
|
||||||
|
client.copy_ticks_range_as_df.assert_not_called()
|
||||||
|
|
||||||
|
def test_recent_ticks_uses_latest_tick_when_date_to_omitted(
|
||||||
|
self,
|
||||||
|
mocker: MockerFixture,
|
||||||
|
) -> None:
|
||||||
|
"""Test recent_ticks anchors the window on the latest tick time."""
|
||||||
|
client = MagicMock()
|
||||||
|
tick = MagicMock()
|
||||||
|
tick.time = datetime(2024, 1, 2, 12, 0, 0, tzinfo=UTC)
|
||||||
|
client.symbol_info_tick.return_value = tick
|
||||||
|
client.copy_ticks_from_as_df.return_value = pd.DataFrame({
|
||||||
|
"time": [1, 2],
|
||||||
|
"bid": [1.0, 1.1],
|
||||||
|
})
|
||||||
|
client.copy_ticks_range_as_df.return_value = pd.DataFrame({
|
||||||
|
"time": [1, 2, 3],
|
||||||
|
"bid": [1.0, 1.1, 1.2],
|
||||||
|
})
|
||||||
|
mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=client)
|
||||||
|
result = Mt5CliClient().recent_ticks("EURUSD", 30, count=2, flags="ALL")
|
||||||
|
assert len(result) == 2
|
||||||
|
client.symbol_info_tick.assert_called_once_with("EURUSD")
|
||||||
|
client.copy_ticks_from_as_df.assert_called_once()
|
||||||
|
_, kwargs = client.copy_ticks_range_as_df.call_args
|
||||||
|
assert kwargs["symbol"] == "EURUSD"
|
||||||
|
assert kwargs["date_to"] == tick.time
|
||||||
|
assert kwargs["date_from"] == tick.time - timedelta(seconds=30)
|
||||||
|
assert kwargs["flags"] == 1
|
||||||
|
|
||||||
|
def test_recent_ticks_rejects_unsupported_tick_time(
|
||||||
|
self,
|
||||||
|
mocker: MockerFixture,
|
||||||
|
) -> None:
|
||||||
|
"""Test recent_ticks raises when the latest tick time is unsupported."""
|
||||||
|
client = MagicMock()
|
||||||
|
tick = MagicMock()
|
||||||
|
tick.time = object()
|
||||||
|
client.symbol_info_tick.return_value = tick
|
||||||
|
mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=client)
|
||||||
|
with pytest.raises(TypeError, match="Unsupported tick time value"):
|
||||||
|
Mt5CliClient().recent_ticks("EURUSD", 30)
|
||||||
|
|
||||||
|
@pytest.mark.parametrize(
|
||||||
|
"tick_time",
|
||||||
|
[
|
||||||
|
"2024-01-02T12:00:00+00:00",
|
||||||
|
1704196800,
|
||||||
|
],
|
||||||
|
)
|
||||||
|
def test_recent_ticks_coerces_string_and_unix_tick_times(
|
||||||
|
self,
|
||||||
|
mocker: MockerFixture,
|
||||||
|
tick_time: str | int,
|
||||||
|
) -> None:
|
||||||
|
"""Test recent_ticks accepts string and unix tick timestamps."""
|
||||||
|
client = MagicMock()
|
||||||
|
tick = MagicMock()
|
||||||
|
tick.time = tick_time
|
||||||
|
client.symbol_info_tick.return_value = tick
|
||||||
|
expected_end = (
|
||||||
|
datetime(2024, 1, 2, 12, 0, 0, tzinfo=UTC)
|
||||||
|
if isinstance(tick_time, str)
|
||||||
|
else datetime.fromtimestamp(tick_time, tz=UTC)
|
||||||
|
)
|
||||||
|
client.copy_ticks_from_as_df.return_value = pd.DataFrame({
|
||||||
|
"time": [expected_end],
|
||||||
|
})
|
||||||
|
mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=client)
|
||||||
|
Mt5CliClient().recent_ticks("EURUSD", 30)
|
||||||
|
_, kwargs = client.copy_ticks_from_as_df.call_args
|
||||||
|
assert kwargs["date_from"] == expected_end - timedelta(seconds=30)
|
||||||
|
|
||||||
|
def test_recent_ticks_returns_full_frame_when_count_not_positive(
|
||||||
|
self,
|
||||||
|
mocker: MockerFixture,
|
||||||
|
) -> None:
|
||||||
|
"""Test non-positive count returns the full range without trimming."""
|
||||||
|
client = MagicMock()
|
||||||
|
end = datetime(2024, 1, 2, 12, 0, 0, tzinfo=UTC)
|
||||||
|
client.copy_ticks_range_as_df.return_value = pd.DataFrame({
|
||||||
|
"time": [1, 2, 3],
|
||||||
|
"bid": [1.0, 1.1, 1.2],
|
||||||
|
})
|
||||||
|
mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=client)
|
||||||
|
result = recent_ticks(
|
||||||
|
"EURUSD",
|
||||||
|
60,
|
||||||
|
date_to=end,
|
||||||
|
count=0,
|
||||||
|
config=build_config(login=123),
|
||||||
|
)
|
||||||
|
assert len(result) == 3
|
||||||
|
client.copy_ticks_from_as_df.assert_not_called()
|
||||||
|
client.copy_ticks_range_as_df.assert_called_once_with(
|
||||||
|
symbol="EURUSD",
|
||||||
|
date_from=end - timedelta(seconds=60),
|
||||||
|
date_to=end,
|
||||||
|
flags=1,
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
class TestMinimumMargins:
|
||||||
|
"""Tests for minimum_margins helper."""
|
||||||
|
|
||||||
|
def test_minimum_margins_shape(
|
||||||
|
self,
|
||||||
|
mocker: MockerFixture,
|
||||||
|
) -> None:
|
||||||
|
"""Test minimum_margins returns the expected summary columns."""
|
||||||
|
client = MagicMock()
|
||||||
|
sym = MagicMock(volume_min=0.01)
|
||||||
|
account = MagicMock(currency="USD")
|
||||||
|
tick = MagicMock(ask=1.1010, bid=1.1000)
|
||||||
|
client.symbol_info.return_value = sym
|
||||||
|
client.account_info.return_value = account
|
||||||
|
client.symbol_info_tick.return_value = tick
|
||||||
|
client.order_calc_margin.side_effect = [12.5, 12.4]
|
||||||
|
client.mt5.ORDER_TYPE_BUY = 0
|
||||||
|
client.mt5.ORDER_TYPE_SELL = 1
|
||||||
|
mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=client)
|
||||||
|
|
||||||
|
result = minimum_margins("EURUSD", config=build_config(login=123))
|
||||||
|
|
||||||
|
pd.testing.assert_frame_equal(
|
||||||
|
result,
|
||||||
|
pd.DataFrame([
|
||||||
|
{
|
||||||
|
"symbol": "EURUSD",
|
||||||
|
"account_currency": "USD",
|
||||||
|
"volume_min": 0.01,
|
||||||
|
"buy_margin": 12.5,
|
||||||
|
"sell_margin": 12.4,
|
||||||
|
}
|
||||||
|
]),
|
||||||
|
)
|
||||||
|
client.order_calc_margin.assert_any_call(0, "EURUSD", 0.01, 1.1010)
|
||||||
|
client.order_calc_margin.assert_any_call(1, "EURUSD", 0.01, 1.1000)
|
||||||
|
|||||||
@@ -21,8 +21,10 @@ from mt5cli.utils import (
|
|||||||
TIMEFRAME_MAP,
|
TIMEFRAME_MAP,
|
||||||
TIMEFRAME_TYPE,
|
TIMEFRAME_TYPE,
|
||||||
Dataset,
|
Dataset,
|
||||||
|
IfExists,
|
||||||
detect_format,
|
detect_format,
|
||||||
export_dataframe,
|
export_dataframe,
|
||||||
|
export_dataframe_to_sqlite,
|
||||||
parse_datetime,
|
parse_datetime,
|
||||||
parse_request,
|
parse_request,
|
||||||
parse_tick_flags,
|
parse_tick_flags,
|
||||||
@@ -130,6 +132,112 @@ class TestExportDataframe:
|
|||||||
export_dataframe(sample_df, tmp_path / "out.txt", "xml")
|
export_dataframe(sample_df, tmp_path / "out.txt", "xml")
|
||||||
|
|
||||||
|
|
||||||
|
class TestExportDataframeToSqlite:
|
||||||
|
"""Tests for export_dataframe_to_sqlite."""
|
||||||
|
|
||||||
|
def test_append_preserves_existing_rows(self, tmp_path: Path) -> None:
|
||||||
|
"""Test append mode keeps prior rows in the SQLite table."""
|
||||||
|
output = tmp_path / "append.db"
|
||||||
|
first = pd.DataFrame({"id": [1], "value": ["a"]})
|
||||||
|
second = pd.DataFrame({"id": [2], "value": ["b"]})
|
||||||
|
export_dataframe_to_sqlite(first, output, "items", if_exists=IfExists.REPLACE)
|
||||||
|
export_dataframe_to_sqlite(second, output, "items", if_exists=IfExists.APPEND)
|
||||||
|
with sqlite3.connect(output) as conn:
|
||||||
|
result = pd.read_sql( # type: ignore[reportUnknownMemberType]
|
||||||
|
"SELECT id, value FROM items ORDER BY id",
|
||||||
|
conn,
|
||||||
|
)
|
||||||
|
pd.testing.assert_frame_equal(
|
||||||
|
result,
|
||||||
|
pd.DataFrame({"id": [1, 2], "value": ["a", "b"]}),
|
||||||
|
)
|
||||||
|
|
||||||
|
def test_deduplicate_keeps_latest_row(self, tmp_path: Path) -> None:
|
||||||
|
"""Test deduplication keeps the latest ROWID for key columns."""
|
||||||
|
output = tmp_path / "dedup.db"
|
||||||
|
first = pd.DataFrame({
|
||||||
|
"symbol": ["EURUSD", "EURUSD"],
|
||||||
|
"time": ["2024-01-01", "2024-01-01"],
|
||||||
|
"bid": [1.0, 1.1],
|
||||||
|
})
|
||||||
|
second = pd.DataFrame({
|
||||||
|
"symbol": ["EURUSD"],
|
||||||
|
"time": ["2024-01-01"],
|
||||||
|
"bid": [1.2],
|
||||||
|
})
|
||||||
|
export_dataframe_to_sqlite(
|
||||||
|
first,
|
||||||
|
output,
|
||||||
|
"ticks",
|
||||||
|
if_exists=IfExists.REPLACE,
|
||||||
|
deduplicate_on=("symbol", "time"),
|
||||||
|
)
|
||||||
|
export_dataframe_to_sqlite(
|
||||||
|
second,
|
||||||
|
output,
|
||||||
|
"ticks",
|
||||||
|
if_exists=IfExists.APPEND,
|
||||||
|
deduplicate_on=("symbol", "time"),
|
||||||
|
)
|
||||||
|
with sqlite3.connect(output) as conn:
|
||||||
|
result = pd.read_sql( # type: ignore[reportUnknownMemberType]
|
||||||
|
"SELECT symbol, time, bid FROM ticks",
|
||||||
|
conn,
|
||||||
|
)
|
||||||
|
pd.testing.assert_frame_equal(
|
||||||
|
result.reset_index(drop=True),
|
||||||
|
pd.DataFrame({
|
||||||
|
"symbol": ["EURUSD"],
|
||||||
|
"time": ["2024-01-01"],
|
||||||
|
"bid": [1.2],
|
||||||
|
}),
|
||||||
|
)
|
||||||
|
|
||||||
|
def test_default_if_exists_appends_without_dropping_rows(
|
||||||
|
self,
|
||||||
|
tmp_path: Path,
|
||||||
|
) -> None:
|
||||||
|
"""Test the default append mode keeps prior rows."""
|
||||||
|
output = tmp_path / "default-append.db"
|
||||||
|
first = pd.DataFrame({"id": [1], "value": ["a"]})
|
||||||
|
second = pd.DataFrame({"id": [2], "value": ["b"]})
|
||||||
|
export_dataframe_to_sqlite(first, output, "items")
|
||||||
|
export_dataframe_to_sqlite(second, output, "items")
|
||||||
|
with sqlite3.connect(output) as conn:
|
||||||
|
result = pd.read_sql( # type: ignore[reportUnknownMemberType]
|
||||||
|
"SELECT id, value FROM items ORDER BY id",
|
||||||
|
conn,
|
||||||
|
)
|
||||||
|
pd.testing.assert_frame_equal(
|
||||||
|
result,
|
||||||
|
pd.DataFrame({"id": [1, 2], "value": ["a", "b"]}),
|
||||||
|
)
|
||||||
|
|
||||||
|
def test_writes_index_with_label(self, tmp_path: Path) -> None:
|
||||||
|
"""Test optional index export with a custom label."""
|
||||||
|
output = tmp_path / "index.db"
|
||||||
|
frame = pd.DataFrame(
|
||||||
|
{"value": [1.0]}, index=pd.Index(["EURUSD"], name="symbol")
|
||||||
|
)
|
||||||
|
export_dataframe_to_sqlite(
|
||||||
|
frame,
|
||||||
|
output,
|
||||||
|
"margins",
|
||||||
|
if_exists=IfExists.REPLACE,
|
||||||
|
index=True,
|
||||||
|
index_label="symbol",
|
||||||
|
)
|
||||||
|
with sqlite3.connect(output) as conn:
|
||||||
|
result = pd.read_sql( # type: ignore[reportUnknownMemberType]
|
||||||
|
"SELECT symbol, value FROM margins",
|
||||||
|
conn,
|
||||||
|
)
|
||||||
|
pd.testing.assert_frame_equal(
|
||||||
|
result,
|
||||||
|
pd.DataFrame({"symbol": ["EURUSD"], "value": [1.0]}),
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
# ---------------------------------------------------------------------------
|
# ---------------------------------------------------------------------------
|
||||||
# Parse helpers
|
# Parse helpers
|
||||||
# ---------------------------------------------------------------------------
|
# ---------------------------------------------------------------------------
|
||||||
|
|||||||
Reference in New Issue
Block a user