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@@ -0,0 +1,201 @@
|
||||
---
|
||||
name: pr-feedback-triage
|
||||
description: Triage pull request review comments into fixes, replies, clarification requests, or open follow-ups while respecting safe execution modes.
|
||||
---
|
||||
|
||||
# PR Feedback Triage
|
||||
|
||||
Triage pull request review feedback, decide what action each thread needs, make focused fixes when allowed, and report or resolve only what is actually handled.
|
||||
|
||||
## When to Use
|
||||
|
||||
- A PR has review comments, requested changes, unresolved review threads, or bot review findings.
|
||||
- The user asks to address, respond to, or resolve PR feedback.
|
||||
- The user provides a PR URL/number, a branch with an associated PR, or copied comments.
|
||||
|
||||
Do not use this skill for a first-pass code review with no existing feedback; use a code review skill instead.
|
||||
|
||||
## Inputs
|
||||
|
||||
- Pull request URL or number, or a current branch that has an associated pull request.
|
||||
- Repository checkout or platform access sufficient to inspect the PR diff and review feedback.
|
||||
- Optional reviewer priorities from the user, such as "only address blocking comments" or "do not reply on the PR platform".
|
||||
- Optional operating mode flags: `dry_run`, `no_push`, and `no_reply`.
|
||||
|
||||
If no PR or review comments are identifiable, ask for the target PR or the copied comments before proceeding.
|
||||
|
||||
## Modes
|
||||
|
||||
- `dry_run`: inspect review feedback and report the triage only. Do not edit files, run write-mode formatters, commit, push, post replies, or resolve review threads.
|
||||
- `no_push`: local edits and verification are allowed, but do not push commits or otherwise update the remote branch. Report the local diff or local commits that still need to be pushed. Do not resolve threads whose resolution depends on unpushed local edits.
|
||||
- `no_reply`: do not post replies, submit reviews, or resolve review threads. Provide suggested replies and resolution actions in the final report instead.
|
||||
|
||||
When a mode disables an action, skip that destructive or externally visible action even if normal workflow text would otherwise allow it.
|
||||
|
||||
## Preflight
|
||||
|
||||
1. Identify the current branch and target PR.
|
||||
2. Check tracked local changes with `git diff --name-only` and `git diff --cached --name-only`. Ignore untracked files unless the review feedback explicitly concerns them.
|
||||
3. Check unpushed commits before relying on remote review feedback.
|
||||
4. If tracked local changes or unpushed commits exist, warn that existing PR comments may not cover the latest local state. In `normal` mode, push only when the user request or repository workflow allows it; otherwise continue with a clearly reported limitation.
|
||||
|
||||
## Feedback Collection
|
||||
|
||||
Gather the complete feedback set before editing:
|
||||
|
||||
- Fetch unresolved review threads, requested-change reviews, PR-level summary comments, and copied comments.
|
||||
- Use platform-native APIs/CLI when available. Paginate results; do not inspect only the first page of threads or comments.
|
||||
- For bot reviewers that post both summary comments and inline comments, collect both. Summary comments often contain severity, rationale, and fix instructions; inline comments contain the exact file and line context.
|
||||
- Preserve every thread/comment identifier needed to reply or resolve later.
|
||||
- Compare each comment with the current diff and file contents because review lines can become outdated.
|
||||
|
||||
## Deduplication and Ordering
|
||||
|
||||
Build one triage record per distinct finding:
|
||||
|
||||
- Prefer exact review-thread identity when available.
|
||||
- For duplicate bot findings appearing in both summary and inline comments, merge by exact issue title first, then by file path plus line range as a fallback.
|
||||
- Prefer inline comments for location and current code context.
|
||||
- Prefer summary comments for severity, category, rationale, and detailed agent prompts.
|
||||
- Preserve the reviewer’s exact issue title and original wording where practical. Do not rename findings in a way that would make replies hard to map back to comments.
|
||||
- Preserve the reviewer’s original ordering unless the user asks for priority reordering. Many review bots already order findings by severity.
|
||||
|
||||
Each triage record should track: original title, reviewer, source IDs, location, current applicability, severity/priority if available, disposition, planned action, verification, reply text if any, resolution decision, platform action attempted, and final platform state.
|
||||
|
||||
## Resolution Policy
|
||||
|
||||
In normal mode, `Resolve conversation` is the default action for any review thread that has been fully handled. A thread is handled when the requested change is implemented and verified, the current code already satisfies the comment, the comment is outdated and no longer applies, or a deliberate deferral/won't-fix response has been posted with a clear reason.
|
||||
|
||||
Keep a thread open only when it still needs reviewer, maintainer, or product input, the fix is local-only and not pushed, verification is missing for a material change, or the user explicitly requested `dry_run`, `no_push`, or `no_reply` behavior that prevents resolution.
|
||||
|
||||
When resolving a thread, add a concise reply first only if it provides useful context, such as what changed, why no code change was needed, why a finding was intentionally deferred, or why the original comment is now outdated. Do not add noisy replies for self-evident fixes unless project norms require them.
|
||||
|
||||
## Platform Action Contract
|
||||
|
||||
Do not treat triage as complete until every collected source ID reaches an explicit terminal state:
|
||||
|
||||
- `resolved`: a platform resolve action succeeded, or a re-check shows the thread is already resolved.
|
||||
- `replied_left_open`: a reply or question was posted and the thread is intentionally left unresolved.
|
||||
- `not_resolvable`: the source is a PR-level summary comment or copied comment that has no platform-level resolve action; reply or post a PR summary when useful.
|
||||
- `skipped_by_mode`: `dry_run`, `no_push`, or `no_reply` prevented the external action.
|
||||
- `failed_action`: a reply or resolve action was attempted and failed; include the attempted action and failure in the final summary.
|
||||
|
||||
In normal mode, build and execute a platform action queue after fixes are verified and pushed when needed:
|
||||
|
||||
- `reply_then_resolve`: use for handled threads where the reviewer needs context before resolution.
|
||||
- `resolve_only`: use for self-evident fixes and already-addressed or outdated threads where an extra reply would add noise.
|
||||
- `reply_leave_open`: use only for clarification requests, blocked work, or intentionally open follow-ups.
|
||||
- `reply_only`: use for PR-level comments or summaries that cannot be resolved as review threads.
|
||||
|
||||
For duplicate findings, execute the terminal action for every source thread ID, not only the primary triage record. If one finding is represented by three unresolved inline threads, all three must be resolved or explicitly left open.
|
||||
|
||||
## GitHub Action Guidance
|
||||
|
||||
Prefer platform-native APIs or `gh` commands that expose review-thread resolution state. For GitHub inline review threads, use the thread node ID and the GraphQL `resolveReviewThread` mutation rather than assuming that a reply resolves the conversation.
|
||||
|
||||
A reliable pattern is:
|
||||
|
||||
1. Re-fetch review threads and comments immediately before acting.
|
||||
2. Reply to the thread when the action queue says a reply is needed.
|
||||
3. Resolve the review thread by node ID when the terminal state should be `resolved`.
|
||||
4. Re-fetch unresolved review threads after the action queue completes.
|
||||
5. Retry any expected-to-be-resolved thread that is still unresolved once; if it still remains unresolved, mark it `failed_action` instead of claiming completion.
|
||||
|
||||
Example GraphQL mutation shape:
|
||||
|
||||
```graphql
|
||||
mutation ($threadId: ID!) {
|
||||
resolveReviewThread(input: { threadId: $threadId }) {
|
||||
thread {
|
||||
id
|
||||
isResolved
|
||||
}
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
A posted reply alone is sufficient only for `reply_leave_open`, `reply_only`, or `not_resolvable` sources. For handled inline review threads, reply and resolve are separate actions.
|
||||
|
||||
## Flow
|
||||
|
||||
```mermaid
|
||||
flowchart TD
|
||||
A[Identify PR and branch state] --> B[Collect all review feedback]
|
||||
B --> C[Deduplicate and preserve source IDs]
|
||||
C --> D[Inspect current diff and code]
|
||||
D --> E{Classify each triage record}
|
||||
E -->|Fix| F[Implement minimal change]
|
||||
E -->|Answer| G[Prepare concise reply]
|
||||
E -->|Clarify| H[Prepare question and leave open]
|
||||
E -->|Already addressed or Outdated| I[Prepare evidence]
|
||||
E -->|Defer or Won't fix| J[Document reason]
|
||||
F --> K[Verify]
|
||||
G --> L{Mode}
|
||||
H --> L
|
||||
I --> L
|
||||
J --> L
|
||||
K --> L
|
||||
L -->|dry_run| M[Report triage only]
|
||||
L -->|no_push| N[Report local diff or commits]
|
||||
L -->|no_reply| O[Report suggested replies/actions]
|
||||
L -->|normal| P[Commit/push if changed]
|
||||
P --> R[Execute reply/resolve action queue]
|
||||
R --> S[Re-fetch threads and retry unresolved handled threads once]
|
||||
M --> Q[Final summary]
|
||||
N --> Q
|
||||
O --> Q
|
||||
S --> Q
|
||||
```
|
||||
|
||||
## Compact Workflow
|
||||
|
||||
1. **Collect all relevant feedback**
|
||||
- Identify the PR and gather unresolved review threads, requested-change reviews, PR-level summaries, inline comments, and copied comments.
|
||||
- Paginate all platform calls and keep comment/thread IDs for later replies and resolution.
|
||||
- For bot reviews, collect both summary and inline comments, then merge duplicates rather than fixing the same finding twice.
|
||||
|
||||
2. **Classify each triage record**
|
||||
- **Fix**: Valid requested change; make the smallest focused edit when not in `dry_run`.
|
||||
- **Answer**: No code change needed; prepare a concise explanation.
|
||||
- **Clarify**: Ambiguous, conflicting, or missing context; reply with the question and leave unresolved.
|
||||
- **Already addressed**: Current code already satisfies it; prepare evidence.
|
||||
- **Outdated**: Commented code or issue no longer exists; prepare evidence.
|
||||
- **Defer / Won't fix**: Valid concern intentionally not changed now; document a specific reason.
|
||||
|
||||
3. **Act according to the classification and mode**
|
||||
- Keep edits scoped to the review feedback.
|
||||
- Follow reviewer-provided fix instructions literally when they are still applicable; deviate only when the current code proves the instruction is stale or unsafe.
|
||||
- In `dry_run`, stop at triage, proposed fixes, suggested replies, and verification plan.
|
||||
- In `no_push`, local edits are allowed, but do not push or resolve threads whose fix is only local. Reply or resolve non-code, already-addressed, or outdated threads only when the action does not depend on unpushed work and `no_reply` is not set.
|
||||
- In `no_reply`, do not post replies or resolve threads; report suggested replies/actions instead.
|
||||
- In normal mode, commit and push changed code when appropriate, then execute the platform action queue for every collected source ID.
|
||||
|
||||
4. **Verify before claiming completion**
|
||||
- For fixes, run appropriate checks or explain why they could not run.
|
||||
- Re-inspect the updated diff and comment context to confirm the concern is resolved.
|
||||
- Re-fetch review threads after reply/resolve actions and confirm all expected-to-be-resolved thread IDs are resolved.
|
||||
- Do not mark a thread resolved if it still needs reviewer, maintainer, or product input.
|
||||
- If a resolve or reply operation fails, retry once when safe; then report `failed_action` with the affected source ID and reason.
|
||||
|
||||
5. **Finish**
|
||||
- Normal mode: commit/push changes when appropriate, post useful replies or a summary, resolve all handled threads by default, and reconcile the final unresolved set.
|
||||
- Safe modes: report the local state and the exact replies/resolution actions a human could take.
|
||||
|
||||
## Reply Guidance
|
||||
|
||||
- Keep inline replies short and tied to the original title or concern.
|
||||
- For fixed findings, mention the concrete change or commit if useful.
|
||||
- For already-addressed or outdated findings, cite the current code path or behavior that makes the finding no longer applicable.
|
||||
- For deferred or won't-fix findings, provide the reason and any follow-up issue or owner if known.
|
||||
- If a reply or resolve operation fails, continue with the remaining threads and report the failure in the final summary.
|
||||
|
||||
## Final Summary Checklist
|
||||
|
||||
- Mode used: `normal`, `dry_run`, `no_push`, or `no_reply`
|
||||
- Counts by disposition: fixed, answered, clarified/left open, already addressed, outdated, deferred/won't-fix
|
||||
- Counts by platform terminal state: resolved, replied-left-open, not-resolvable, skipped-by-mode, failed-action
|
||||
- Threads resolved, intentionally left open, already resolved, or resolution actions skipped by mode
|
||||
- Any expected-to-be-resolved thread that remained unresolved after retry
|
||||
- Verification run or planned
|
||||
- Commits pushed, local diff/commits, or "none"
|
||||
- Remaining open items and who needs to respond
|
||||
@@ -62,6 +62,19 @@ jobs:
|
||||
runs-on: ubuntu-slim
|
||||
secrets:
|
||||
GH_TOKEN: ${{ secrets.GITHUB_TOKEN }}
|
||||
github-codeql-analysis:
|
||||
if: >
|
||||
github.event_name == 'push'
|
||||
|| github.event_name == 'pull_request'
|
||||
|| (github.event_name == 'workflow_dispatch' && inputs.workflow == 'lint-and-test')
|
||||
permissions:
|
||||
contents: read
|
||||
security-events: write
|
||||
actions: read
|
||||
uses: dceoy/gh-actions-for-devops/.github/workflows/github-codeql-analysis.yml@main # zizmor: ignore[unpinned-uses]
|
||||
with:
|
||||
language: >
|
||||
["python"]
|
||||
dependabot-auto-merge:
|
||||
if: >
|
||||
github.event_name == 'pull_request' && github.actor == 'dependabot[bot]'
|
||||
@@ -73,5 +86,7 @@ jobs:
|
||||
contents: write
|
||||
pull-requests: write
|
||||
actions: read
|
||||
checks: read
|
||||
statuses: read
|
||||
with:
|
||||
unconditional: true
|
||||
|
||||
@@ -1,81 +1,37 @@
|
||||
# Repository Guidelines
|
||||
|
||||
## Commands
|
||||
## Project Structure & Module Organization
|
||||
|
||||
### Development Setup
|
||||
`mt5cli/` contains the package source. Important modules include `cli.py` for the Typer command-line app, `client.py` and `sdk.py` for public MT5 client/session APIs, `history.py` for SQLite history collection, `storage.py` and `converters.py` for export behavior, and `schemas.py` for normalized dataset contracts. `tests/` holds pytest coverage for CLI behavior, SDK contracts, trading helpers, history, and utilities. `docs/` and `mkdocs.yml` define the MkDocs site and API reference. `skills/mt5cli/SKILL.md` documents the mt5cli agent skill.
|
||||
|
||||
```bash
|
||||
uv sync
|
||||
```
|
||||
## Build, Test, and Development Commands
|
||||
|
||||
### Code Quality and Documentation
|
||||
- `uv sync` installs runtime and development dependencies from `pyproject.toml` and `uv.lock`.
|
||||
- `uv run mt5cli --help` runs the local CLI entry point.
|
||||
- `uv run ruff format .` formats Python files.
|
||||
- `uv run ruff check --fix .` lints and applies safe fixes.
|
||||
- `uv run pyright .` runs strict type checking.
|
||||
- `uv run pytest` runs doctests, branch coverage, and the test suite.
|
||||
- `uv run mkdocs serve` previews documentation locally; `uv run mkdocs build` validates the docs build.
|
||||
|
||||
**Important**: Run these before committing or creating a PR.
|
||||
Use `.agents/skills/local-qa/SKILL.md` for pre-handoff QA. It runs `.agents/skills/local-qa/scripts/qa.sh`, which formats, lints, type-checks, tests, formats Markdown, and checks GitHub workflows.
|
||||
|
||||
1. **format, lint, and test**: Use `local-qa` skill.
|
||||
2. **Documentation build** (if any public API changes): `uv run mkdocs build`
|
||||
## Coding Style & Naming Conventions
|
||||
|
||||
## Architecture
|
||||
Target Python `>=3.11,<3.14`. Use Ruff’s configured 88-character line length and Google-style docstrings. Pyright is strict, so prefer explicit public type annotations and narrow exception handling. Keep module, function, and variable names in `snake_case`; classes and enums use `PascalCase`. Preserve the package’s small, typed helper style rather than adding broad abstractions.
|
||||
|
||||
### Key Dependencies
|
||||
## Design Principles
|
||||
|
||||
- **pdmt5**: Pandas-based data handler for MetaTrader 5 (core library)
|
||||
- **typer**: CLI framework for building command-line interfaces
|
||||
- **click**: Parameter type customization for CLI options
|
||||
- **pandas**: Core data manipulation and analysis
|
||||
Apply KISS, DRY, and YAGNI when changing code. Prefer the simplest implementation that satisfies the current CLI/API contract. Remove duplication when shared behavior is already proven by at least two concrete call sites, but avoid generic helpers for speculative reuse. Do not add configuration flags, extension hooks, or alternate backends until a real repository use case requires them.
|
||||
|
||||
### Package Structure
|
||||
## Testing Guidelines
|
||||
|
||||
- `mt5cli/`: Main package directory
|
||||
- `__init__.py`: Package initialization and exports (`detect_format`, `export_dataframe`)
|
||||
- `cli.py`: CLI application with typer-based commands for data export
|
||||
- `utils.py`: Constants, enums, parameter types, parsers, and export utilities
|
||||
- `__main__.py`: Entry point for `python -m mt5cli`
|
||||
- `tests/`: Comprehensive test suite (pytest-based)
|
||||
- `test_cli.py`: Tests for CLI commands and collect-history behavior
|
||||
- `test_utils.py`: Tests for utility constants, parameter types, parsers, and export functions
|
||||
- `docs/`: MkDocs documentation with API reference
|
||||
- `docs/index.md`: Main documentation
|
||||
- `docs/api/`: Auto-generated API documentation for all modules
|
||||
- Modern Python packaging with `pyproject.toml` and uv dependency management
|
||||
|
||||
### Quality Standards
|
||||
|
||||
- Type hints required (pyright strict mode)
|
||||
- Comprehensive linting with 35+ rule categories (ruff)
|
||||
- Test coverage tracking with 100% (pytest-cov)
|
||||
- Parametrized tests for input/result matrices using `pytest.mark.parametrize` (pytest)
|
||||
- Test doubles (mocks, stubs) using `pytest_mock` for external dependencies (pytest-mock)
|
||||
- Pydantic models for data validation and configuration
|
||||
|
||||
### Documentation workflow
|
||||
|
||||
1. Add Google-style docstrings to functions/classes
|
||||
2. Local preview: `uv run mkdocs serve`
|
||||
3. Build: `uv run mkdocs build`
|
||||
4. Deploy: `uv run mkdocs gh-deploy`
|
||||
Tests use pytest, pytest-mock, doctests, and pytest-cov. Test files should match `tests/test_*.py`, classes `Test*`, and functions `test_*`. Coverage is configured with `fail_under = 100`, so add focused tests for every behavior change. Mock MT5/pdmt5 boundaries; do not require a live MetaTrader terminal in unit tests.
|
||||
|
||||
## Commit & Pull Request Guidelines
|
||||
|
||||
- Run QA checks using `local-qa` skill before committing or creating a PR.
|
||||
- Branch names use appropriate prefixes on creation (e.g., `feature/...`, `bugfix/...`, `refactor/...`, `docs/...`, `chore/...`).
|
||||
- When instructed to create a PR, create it as a draft with appropriate labels by default.
|
||||
Recent history uses concise imperative commits, sometimes with conventional prefixes such as `feat:` or `chore:` and PR numbers appended by GitHub. Keep commits scoped to one logical change. Pull requests should describe behavior changes, note tests run, link related issues, and call out MT5/live-trading risk where relevant.
|
||||
|
||||
## Code Design Principles
|
||||
## Security & Configuration Tips
|
||||
|
||||
Always prefer the simplest design that works.
|
||||
|
||||
- **KISS**: Choose straightforward solutions and avoid unnecessary abstraction.
|
||||
- **DRY**: Remove duplication when it improves clarity and maintainability.
|
||||
- **YAGNI**: Do not add features, hooks, or flexibility until they are needed.
|
||||
- **SOLID/Clean Code**: Apply these as tools, only when they keep the design simpler and easier to change.
|
||||
|
||||
## Development Methodology
|
||||
|
||||
Keep delivery incremental, test-backed, and easy to review.
|
||||
|
||||
- Make small, safe, reversible changes.
|
||||
- Prefer `Red -> Green -> Refactor`.
|
||||
- Do not mix feature work and refactoring in the same commit.
|
||||
- Refactor when it improves clarity or removes real duplication (Rule of Three).
|
||||
- Keep tests fast, focused, and self-validating.
|
||||
Never commit account credentials, broker passwords, exported private data, or local `.venv` contents. Treat `order_send` and CLI `order-send --yes` as live execution paths; gate examples and tests so they cannot place real trades accidentally.
|
||||
|
||||
@@ -2,10 +2,18 @@
|
||||
|
||||
[](https://github.com/dceoy/mt5cli/actions/workflows/ci.yml)
|
||||
|
||||
Command-line tool for exporting MetaTrader 5 data to CSV, JSON, Parquet, and SQLite3.
|
||||
Generic MT5 data and execution infrastructure for Python applications. Export from the CLI or import a small, stable Python API in downstream packages.
|
||||
|
||||
The [Public API Contract](docs/api/public-contract.md) lists stable SDK exports (`mt5cli.STABLE_SDK_EXPORTS`), CLI commands, internal helpers, and responsibilities that remain out of scope (strategy logic, backtests, optimization).
|
||||
|
||||
Built on top of [pdmt5](https://github.com/dceoy/pdmt5), a pandas-based data handler for MetaTrader 5.
|
||||
|
||||
## Architecture
|
||||
|
||||
- **pdmt5** — canonical MT5 client, DataFrame/trading primitives, and MT5 constant parsing (`TIMEFRAME_*`, `COPY_TICKS_*`, order types).
|
||||
- **mt5cli** — public `MT5Client` API, standardized dataset schemas, storage helpers, CLI commands, and SQLite history collection built on pdmt5.
|
||||
- **mt5api** — sibling HTTP adapter for remote MT5 access; not a dependency of mt5cli.
|
||||
|
||||
## Features
|
||||
|
||||
- **Multi-format export**: CSV, JSON, Parquet, and SQLite3 output formats
|
||||
@@ -13,6 +21,7 @@ Built on top of [pdmt5](https://github.com/dceoy/pdmt5), a pandas-based data han
|
||||
- **Comprehensive data access**: Rates, ticks, account info, symbols, orders, positions, and trading history
|
||||
- **Flexible timeframes**: Named timeframes (M1, H1, D1, etc.) and numeric values
|
||||
- **Connection management**: Optional credentials, server, and timeout configuration
|
||||
- **SQLite rate loading**: Load mt5cli-managed rate tables/views for offline workflows
|
||||
|
||||
## Installation
|
||||
|
||||
@@ -20,7 +29,101 @@ Built on top of [pdmt5](https://github.com/dceoy/pdmt5), a pandas-based data han
|
||||
pip install -U mt5cli MetaTrader5
|
||||
```
|
||||
|
||||
## Usage
|
||||
## Python API (downstream packages)
|
||||
|
||||
Import `MT5Client` for generic MT5 data access, schema normalization, and optional order primitives.
|
||||
|
||||
```python
|
||||
from datetime import UTC, datetime
|
||||
from pathlib import Path
|
||||
|
||||
from mt5cli import (
|
||||
DataKind,
|
||||
Dataset,
|
||||
MT5Client,
|
||||
build_config,
|
||||
collect_history,
|
||||
export_dataframe,
|
||||
mt5_session,
|
||||
normalize_dataframe,
|
||||
update_history_with_config,
|
||||
)
|
||||
|
||||
# Persistent session for multiple calls
|
||||
with mt5_session(build_config(login=12345, server="Broker-Demo")) as client:
|
||||
rates = client.copy_rates_range(
|
||||
"EURUSD",
|
||||
timeframe="H1",
|
||||
date_from="2024-01-01",
|
||||
date_to="2024-02-01",
|
||||
)
|
||||
positions = client.positions()
|
||||
check = client.order_check({"action": 1, "symbol": "EURUSD", "volume": 0.1})
|
||||
|
||||
# Normalize MT5 frames to the public schema contract before storage
|
||||
closed_rates = normalize_dataframe(
|
||||
rates, DataKind.rates, symbol="EURUSD", timeframe="H1"
|
||||
)
|
||||
export_dataframe(closed_rates, Path("rates.csv"), "csv")
|
||||
|
||||
# Bulk SQLite history (same behavior as collect-history CLI command)
|
||||
collect_history(
|
||||
Path("history.db"),
|
||||
symbols=["EURUSD"],
|
||||
date_from=datetime(2024, 1, 1, tzinfo=UTC),
|
||||
date_to=datetime(2024, 2, 1, tzinfo=UTC),
|
||||
datasets={Dataset.rates, Dataset.history_deals},
|
||||
)
|
||||
|
||||
# Incremental append for automated pipelines
|
||||
update_history_with_config(
|
||||
output="history.db",
|
||||
symbols=["EURUSD"],
|
||||
config=build_config(login=12345),
|
||||
)
|
||||
```
|
||||
|
||||
Schema contracts live in `mt5cli.schemas` (`DataKind`, `validate_schema`, `normalize_dataframe`). Storage helpers are re-exported from `mt5cli.storage` and the package root.
|
||||
|
||||
`MT5Client.order_send()` is a live execution primitive: it can place real trades on the connected account. mt5cli does not implement strategy logic, signal generation, backtesting, or optimization — downstream applications must gate live execution explicitly.
|
||||
|
||||
### Trading lifecycle and state helpers
|
||||
|
||||
Trading applications can depend on `mt5cli` imports only; terminal path,
|
||||
credentials, server, and timeout are forwarded to `pdmt5.Mt5Config`, numeric
|
||||
login strings are coerced to integers, and empty login strings are treated as
|
||||
unset. Pass `allow_whole_dollar_env=True` to expand `${ENV_VAR}` and bare
|
||||
`$ENV_NAME` placeholders in connection string parameters before coercion.
|
||||
|
||||
```python
|
||||
from mt5cli import (
|
||||
build_config,
|
||||
calculate_spread_ratio,
|
||||
create_trading_client,
|
||||
get_account_snapshot,
|
||||
mt5_trading_session,
|
||||
)
|
||||
|
||||
# Login from environment — numeric string is coerced to int automatically
|
||||
config = build_config(login="$MT5_LOGIN", allow_whole_dollar_env=True)
|
||||
|
||||
with mt5_trading_session(
|
||||
path=r"C:\Program Files\MetaTrader 5\terminal64.exe",
|
||||
login="12345",
|
||||
password="from-env-or-secret-store",
|
||||
server="Broker-Demo",
|
||||
) as client:
|
||||
account = get_account_snapshot(client)
|
||||
spread = calculate_spread_ratio(client, "EURUSD")
|
||||
|
||||
client = create_trading_client(login=12345, server="Broker-Demo")
|
||||
try:
|
||||
positions = client.positions_get_as_df(symbol="EURUSD")
|
||||
finally:
|
||||
client.shutdown()
|
||||
```
|
||||
|
||||
## CLI usage
|
||||
|
||||
```bash
|
||||
# Export account information to CSV
|
||||
@@ -50,30 +153,38 @@ python -m mt5cli -o account.csv account-info
|
||||
|
||||
## Commands
|
||||
|
||||
| Command | Description |
|
||||
| ------------------ | ------------------------------------------------------------------------------------------------------------ |
|
||||
| `rates-from` | Export rates from a start date |
|
||||
| `rates-from-pos` | Export rates from a start position |
|
||||
| `rates-range` | Export rates for a date range |
|
||||
| `ticks-from` | Export ticks from a start date |
|
||||
| `ticks-range` | Export ticks for a date range |
|
||||
| `account-info` | Export account information |
|
||||
| `terminal-info` | Export terminal information |
|
||||
| `version` | Export MetaTrader 5 version information |
|
||||
| `last-error` | Export the last error information |
|
||||
| `symbols` | Export symbol list |
|
||||
| `symbol-info` | Export symbol details |
|
||||
| `symbol-info-tick` | Export the last tick for a symbol |
|
||||
| `market-book` | Export market depth (order book) |
|
||||
| `orders` | Export active orders |
|
||||
| `positions` | Export open positions |
|
||||
| `history-orders` | Export historical orders |
|
||||
| `history-deals` | Export historical deals |
|
||||
| `order-check` | Check funds sufficiency for a trade request |
|
||||
| `order-send` | Send a trade request to the trade server (`--yes` required) |
|
||||
| `collect-history` | Bundle rates, ticks, history-orders, and history-deals for one or more symbols into a single SQLite database |
|
||||
| Command | Description |
|
||||
| ---------------------- | ------------------------------------------------------------------------------------------------------------ |
|
||||
| `rates-from` | Export rates from a start date |
|
||||
| `rates-from-pos` | Export rates from a start position |
|
||||
| `latest-rates` | Export latest rates from a start position |
|
||||
| `rates-range` | Export rates for a date range |
|
||||
| `ticks-from` | Export ticks from a start date |
|
||||
| `ticks-range` | Export ticks for a date range |
|
||||
| `ticks-recent` | Export ticks from a recent trailing window |
|
||||
| `account-info` | Export account information |
|
||||
| `terminal-info` | Export terminal information |
|
||||
| `version` | Export MetaTrader 5 version information |
|
||||
| `last-error` | Export the last error information |
|
||||
| `symbols` | Export symbol list |
|
||||
| `symbol-info` | Export symbol details |
|
||||
| `symbol-info-tick` | Export the last tick for a symbol |
|
||||
| `minimum-margins` | Export minimum-volume buy and sell margin requirements |
|
||||
| `market-book` | Export market depth (order book) |
|
||||
| `orders` | Export active orders |
|
||||
| `positions` | Export open positions |
|
||||
| `history-orders` | Export historical orders |
|
||||
| `history-deals` | Export historical deals |
|
||||
| `recent-history-deals` | Export historical deals from a recent trailing window |
|
||||
| `mt5-summary` | Export terminal/account status summary |
|
||||
| `order-check` | Check funds sufficiency for a trade request |
|
||||
| `order-send` | Send a raw trade request to the trade server (`--yes` required; expert path) |
|
||||
| `close-positions` | Close open positions by `--symbol` or `--ticket` (`--yes` required for live; `--dry-run` available) |
|
||||
| `collect-history` | Bundle rates, ticks, history-orders, and history-deals for one or more symbols into a single SQLite database |
|
||||
|
||||
Use `order-check` to validate a request payload before running `order-send --yes`.
|
||||
`close-positions` is the safer high-level alternative that builds correct close
|
||||
requests automatically. At least one `--symbol` or `--ticket` must be provided.
|
||||
|
||||
### `collect-history`
|
||||
|
||||
@@ -126,7 +237,32 @@ update_history_with_config(
|
||||
- **`collect-history`**: explicit date-range export into SQLite.
|
||||
- **`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`.
|
||||
- **`rates` table**: normalized storage with `symbol` and `timeframe` columns.
|
||||
- **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.
|
||||
- **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 downstream tools.
|
||||
- **Rate view resolution**: use `resolve_rate_view_name()` / `resolve_rate_view_names()` to map symbols and granularities to existing SQLite compatibility views without creating databases. Both accept `None` (or a missing path) and return deterministic default names unless `require_existing=True`.
|
||||
- **Rate view loading**: use `load_rate_data()` / `load_rate_data_from_connection()` to load a SQLite rate table or view into a `DatetimeIndex` DataFrame.
|
||||
- **Multi-series rate loading**: use `build_rate_targets()` to build neutral `RateTarget(symbol, timeframe)` pairs, `resolve_rate_tables()` to map them to table/view names (pass `require_existing=True` for strict resolution), and `load_rate_series_from_sqlite()` to load them into a mapping keyed by `(symbol, integer timeframe)`. The loader requires existing managed views unless `explicit_tables` is supplied, and rejects duplicate `(symbol, timeframe)` targets.
|
||||
- **Multi-account latest rates**: use `collect_latest_rates_for_accounts()` with `AccountSpec` to read the latest bars for several account groups, merged into a `(symbol, integer timeframe)` mapping. For long-running pollers, `collect_latest_rates_for_accounts_with_retries()` adds bounded exponential backoff that retries only `pdmt5.Mt5TradingError` / `pdmt5.Mt5RuntimeError` and re-raises once `retry_count` is exhausted.
|
||||
- **Latest closed bars**: use `collect_latest_closed_rates_for_accounts()` when downstream logic must exclude the still-forming current bar. It fetches `count + 1` bars at `start_pos=0`, drops the last row with `drop_forming_rate_bar()`, and validates each series is non-empty. `collect_latest_closed_rates_by_granularity()` returns the same data keyed by `(symbol, granularity_name)` such as `("EURUSD", "M1")`.
|
||||
|
||||
```python
|
||||
from mt5cli import AccountSpec, collect_latest_closed_rates_by_granularity
|
||||
|
||||
rates = collect_latest_closed_rates_by_granularity(
|
||||
[AccountSpec(symbols=["EURUSD", "GBPUSD"], login=12345)],
|
||||
["M1", "H1"],
|
||||
count=500,
|
||||
retry_count=3,
|
||||
)
|
||||
eurusd_m1 = rates["EURUSD", "M1"] # closed bars only
|
||||
```
|
||||
|
||||
- **Credential resolution**: use `resolve_account_spec()` / `resolve_account_specs()` to merge explicit override values over `AccountSpec` fields and expand `${ENV_VAR}` placeholders (via `substitute_env_placeholders()`), raising `ValueError` for missing variables. This keeps secrets out of plan/config files without coupling to any strategy code. For config dicts or nested structures loaded from YAML/TOML, use `substitute_mapping_values(data, keys={"login", "password"})` to expand placeholders only for caller-specified keys — key names are never hard-coded in mt5cli.
|
||||
- **Throttled history updates**: use `ThrottledHistoryUpdater` to wrap `update_history()` with a minimum `interval_seconds` between successful runs (monotonic clock). Call `should_update()` / `update(client, symbols)` from an application loop; errors propagate by default, or pass `suppress_errors=True` to swallow recoverable `Mt5*Error`, `sqlite3.Error`, `ValueError`, `OSError`, and MT5 client capability errors for history API methods without advancing the throttle (other `AttributeError` / `TypeError` values always propagate). Pass `update_backend` to inject a custom history update callable (same keyword arguments as `update_history`) instead of monkey-patching `mt5cli.sdk.update_history`.
|
||||
- **Trading session helpers**: use `mt5_trading_session()` for a trading-capable `pdmt5.Mt5TradingClient` that initializes/logs in via `Mt5Config.path` and always shuts down safely. Pair with `detect_position_side()`, `calculate_margin_and_volume()`, and `determine_order_limits()` for generic position and sizing utilities. Keep read-only collection on `mt5_session()` / `MT5Client`.
|
||||
- **Granularity-keyed rate loading**: `load_rate_series_by_granularity()` builds targets with `build_rate_targets()`, loads them with `load_rate_series_from_sqlite()`, and returns a mapping keyed by `(symbol | None, granularity_name)` such as `("EURUSD", "M1")` to reduce downstream boilerplate.
|
||||
- **MT5 session helper**: use the `mt5_session()` context manager to attach to (or, when `Mt5Config.path` is set, launch) an MT5 terminal, log in, and yield a connected `MT5Client` that shuts down on exit.
|
||||
- **SQLite export helpers**: use `export_dataframe_to_sqlite()` for append mode, optional index export, and post-write deduplication by key columns.
|
||||
- **Recent ticks and margins**: `recent_ticks()` and `minimum_margins()` SDK helpers (and matching CLI commands) cover common downstream read-only queries.
|
||||
|
||||
## Requirements
|
||||
|
||||
@@ -134,6 +270,63 @@ update_history_with_config(
|
||||
- Windows OS (MetaTrader 5 requirement)
|
||||
- MetaTrader 5 platform installed
|
||||
|
||||
### Migration note for downstream trading apps
|
||||
|
||||
Replace local MT5 lifecycle and trading helper code with mt5cli imports:
|
||||
|
||||
```python
|
||||
# Before (local application helpers)
|
||||
# with local_mt5_trading_session(config) as client:
|
||||
# side = local_detect_position_side(client, symbol)
|
||||
# sizing = local_calculate_margin_and_volume(client, symbol, unit_ratio, preserved_ratio)
|
||||
# limits = local_determine_order_limits(client, symbol, side, sl_ratio, tp_ratio)
|
||||
|
||||
# After (mt5cli shared layer)
|
||||
from pdmt5 import Mt5Config
|
||||
from mt5cli import (
|
||||
calculate_margin_and_volume,
|
||||
detect_position_side,
|
||||
determine_order_limits,
|
||||
mt5_trading_session,
|
||||
)
|
||||
|
||||
with mt5_trading_session(
|
||||
Mt5Config(path=terminal_path, login=login), retry_count=2
|
||||
) as client:
|
||||
side = detect_position_side(client, symbol)
|
||||
sizing = calculate_margin_and_volume(
|
||||
client, symbol, unit_margin_ratio=0.5, preserved_margin_ratio=0.2
|
||||
)
|
||||
if side is not None:
|
||||
limits = determine_order_limits(
|
||||
client,
|
||||
symbol,
|
||||
side,
|
||||
stop_loss_limit_ratio=0.01,
|
||||
take_profit_limit_ratio=0.02,
|
||||
)
|
||||
```
|
||||
|
||||
Throttled history updates use a separate read-only session:
|
||||
|
||||
```python
|
||||
from pdmt5 import Mt5Config, Mt5DataClient
|
||||
|
||||
from mt5cli import ThrottledHistoryUpdater
|
||||
|
||||
updater = ThrottledHistoryUpdater(
|
||||
output="history.db", interval_seconds=60, suppress_errors=True
|
||||
)
|
||||
client = Mt5DataClient(config=Mt5Config(login=login))
|
||||
client.initialize_and_login_mt5()
|
||||
try:
|
||||
updater.update(client, ["EURUSD"])
|
||||
finally:
|
||||
client.shutdown()
|
||||
```
|
||||
|
||||
Read-only collectors can keep using `mt5_session()` and `MT5Client`.
|
||||
|
||||
## Development
|
||||
|
||||
```bash
|
||||
|
||||
@@ -0,0 +1,3 @@
|
||||
# Client
|
||||
|
||||
::: mt5cli.client
|
||||
@@ -0,0 +1,3 @@
|
||||
# Converters
|
||||
|
||||
::: mt5cli.converters
|
||||
@@ -0,0 +1,3 @@
|
||||
# Exceptions
|
||||
|
||||
::: mt5cli.exceptions
|
||||
@@ -129,3 +129,127 @@ when required columns are missing.
|
||||
The `update_history` SDK path uses the same base tables and optional
|
||||
`cash_events` / `positions_reconstructed` views. It additionally maintains
|
||||
`rate_<symbol>__<timeframe>` compatibility views when `create_rate_views=True`.
|
||||
|
||||
### Rate view resolution
|
||||
|
||||
Downstream tools can resolve mt5cli-managed compatibility view names from an
|
||||
existing SQLite history database without creating files or guessing naming
|
||||
schemes:
|
||||
|
||||
```python
|
||||
from pathlib import Path
|
||||
|
||||
from mt5cli.history import resolve_rate_view_name, resolve_rate_view_names
|
||||
|
||||
# Single symbol and granularity
|
||||
view = resolve_rate_view_name(Path("history.db"), "EURUSD", "M1")
|
||||
|
||||
# Batch resolution in row-major order
|
||||
views = resolve_rate_view_names(
|
||||
Path("history.db"),
|
||||
["EURUSD", "GBPUSD"],
|
||||
["M1", "H1"],
|
||||
)
|
||||
```
|
||||
|
||||
Resolution rules:
|
||||
|
||||
- Returns `rate_<symbol>__<timeframe>` when a symbol stores one timeframe.
|
||||
- Returns `rate_<symbol>__<granularity>_<timeframe>` when multiple timeframes
|
||||
are stored for the same symbol.
|
||||
- When multiple naming candidates apply, prefers an existing managed
|
||||
`rate_*__*` view from the candidate list.
|
||||
- Falls back to single-timeframe naming when the database path is missing or
|
||||
`rates` metadata is unavailable.
|
||||
- Pass `require_existing=True` to raise `ValueError` instead of returning a
|
||||
best-guess name when the database or view is missing.
|
||||
- Accepts either a SQLite path or an open `sqlite3.Connection`.
|
||||
|
||||
### Rate data loading
|
||||
|
||||
The canonical normalized rate table is `rates`; compatibility views are named
|
||||
with `rate_<symbol>__<timeframe>` for single-timeframe symbols or
|
||||
`rate_<symbol>__<granularity>_<timeframe>` when a symbol has multiple stored
|
||||
timeframes. `resolve_rate_table_name()` returns `rates`, while
|
||||
`resolve_rate_view_name()` returns the per-symbol compatibility view name.
|
||||
|
||||
Use `load_rate_data()` or `load_rate_series_from_sqlite(..., table=...)` to load
|
||||
a single table or view from a SQLite path. Use
|
||||
`load_rate_series_by_granularity()` to load multiple instrument/granularity
|
||||
targets without hard-coding view names:
|
||||
|
||||
```python
|
||||
from pathlib import Path
|
||||
|
||||
from mt5cli import (
|
||||
load_rate_data,
|
||||
load_rate_series_by_granularity,
|
||||
load_rate_series_from_sqlite,
|
||||
resolve_rate_table_name,
|
||||
)
|
||||
from mt5cli.history import resolve_rate_view_name
|
||||
|
||||
view = resolve_rate_view_name(Path("history.db"), "EURUSD", "M1", require_existing=True)
|
||||
rates = load_rate_data(Path("history.db"), view, count=1000)
|
||||
same_rates = load_rate_series_from_sqlite(Path("history.db"), table=view, count=1000)
|
||||
|
||||
table = resolve_rate_table_name("EURUSD", "M1") # "rates"
|
||||
series = load_rate_series_by_granularity(
|
||||
Path("history.db"),
|
||||
symbols=["EURUSD", "GBPUSD"],
|
||||
granularities=["M1", "H1"],
|
||||
count=500,
|
||||
)
|
||||
```
|
||||
|
||||
`count` returns the latest rows while preserving chronological order. Missing
|
||||
tables/views and mismatched `explicit_tables` lengths raise `ValueError` with
|
||||
the requested database target in the message.
|
||||
|
||||
The loader accepts close-based OHLC rate data or tick-like bid/ask data. It
|
||||
validates that `time` exists, parses timestamps with pandas, and returns a
|
||||
DataFrame indexed by ascending `DatetimeIndex` named `time`.
|
||||
|
||||
### Multi-series rate loading
|
||||
|
||||
For loading many rate series at once, build neutral `RateTarget` pairs and load
|
||||
them from SQLite in one call. View names are resolved via the same
|
||||
compatibility-view rules, or you can pass `explicit_tables` to bypass resolution:
|
||||
|
||||
```python
|
||||
from pathlib import Path
|
||||
|
||||
from mt5cli import build_rate_targets, load_rate_series_from_sqlite
|
||||
|
||||
targets = build_rate_targets(["EURUSD", "GBPUSD"], ["M1", "H1"])
|
||||
series = load_rate_series_from_sqlite(Path("history.db"), targets, count=1000)
|
||||
frame = series["EURUSD", 1] # keyed by (symbol, integer timeframe)
|
||||
```
|
||||
|
||||
- `build_rate_targets()` returns `RateTarget(symbol, timeframe)` pairs in
|
||||
row-major order, normalizing timeframe names such as `"M1"` to their integer
|
||||
values; set `allow_missing_symbol=True` to address series solely by
|
||||
`explicit_tables` (targets carry `symbol=None`).
|
||||
- `resolve_rate_tables()` maps targets to table or view names and validates that
|
||||
any `explicit_tables` count matches the target count. Pass
|
||||
`require_existing=True` to raise `ValueError` instead of returning a
|
||||
best-guess name when the database or managed view is missing. When
|
||||
`explicit_tables` is provided, names are returned as-is and
|
||||
`require_existing` is ignored.
|
||||
- `load_rate_series_from_sqlite()` returns a mapping keyed by
|
||||
`(symbol, integer timeframe)`. Unless `explicit_tables` is supplied, it
|
||||
requires existing managed `rate_*` compatibility views and raises
|
||||
`ValueError` when they are missing. Duplicate `(symbol, timeframe)` targets
|
||||
are rejected.
|
||||
- `load_rate_series_by_granularity()` is a thin wrapper that builds the targets,
|
||||
loads the series, and rekeys the result by granularity name to avoid
|
||||
converting integer timeframes downstream:
|
||||
|
||||
```python
|
||||
from mt5cli import load_rate_series_by_granularity
|
||||
|
||||
series = load_rate_series_by_granularity(
|
||||
"history.db", ["EURUSD"], ["M1", "H1"], count=1000
|
||||
)
|
||||
frame = series["EURUSD", "M1"] # keyed by (symbol | None, granularity_name)
|
||||
```
|
||||
|
||||
+46
-85
@@ -1,100 +1,61 @@
|
||||
# API Reference
|
||||
|
||||
This section contains the complete API documentation for mt5cli.
|
||||
This section documents the mt5cli public Python API and CLI modules.
|
||||
|
||||
## Modules
|
||||
Start with the [Public API Contract](public-contract.md) for the stable
|
||||
downstream SDK surface, CLI boundary, internal modules, and out-of-scope strategy
|
||||
responsibilities.
|
||||
|
||||
The mt5cli package consists of the following modules:
|
||||
## Public API layers
|
||||
|
||||
### [CLI](cli.md)
|
||||
| Module | Purpose |
|
||||
| ----------------------------------------- | ------------------------------------------------------------------------- |
|
||||
| [Public API Contract](public-contract.md) | Stable downstream SDK exports, CLI boundary, and out-of-scope items |
|
||||
| [Client](client.md) | `MT5Client` session abstraction for data access and order primitives |
|
||||
| [Schemas](schemas.md) | Canonical DataFrame contracts and normalization helpers |
|
||||
| [Storage](storage.md) | CSV/JSON/Parquet/SQLite export and history collection helpers |
|
||||
| [Converters](converters.md) | Symbol, timeframe, timezone, and date-range utilities |
|
||||
| [Exceptions](exceptions.md) | Stable mt5cli exception types and MT5 error normalization |
|
||||
| [SDK](sdk.md) | Module-level fetch helpers, multi-account collectors, incremental history |
|
||||
| [Trading](trading.md) | Trading-capable sessions and operational helpers |
|
||||
| [History Collection (SQLite)](history.md) | SQLite schema, incremental writes, dedup, and rate views |
|
||||
| [CLI](cli.md) | Typer commands that delegate to the Python API |
|
||||
| [Utils](utils.md) | Parsing helpers and Click parameter types |
|
||||
|
||||
Command-line interface module providing typer-based commands for exporting MetaTrader 5 data to CSV, JSON, Parquet, and SQLite3 formats.
|
||||
## Architecture overview
|
||||
|
||||
### [Utils](utils.md)
|
||||
|
||||
Utility module providing constants, enums, Click parameter types, and helper functions for parsing and exporting data.
|
||||
|
||||
### [SDK](sdk.md)
|
||||
|
||||
Programmatic SDK for read-only MetaTrader 5 data collection. Returns pandas DataFrames and provides `collect_history` for SQLite bulk collection.
|
||||
|
||||
### [History Collection (SQLite)](history.md)
|
||||
|
||||
SQLite storage helpers for the `collect-history` command schema, incremental updates, deduplication, indexes, and optional views.
|
||||
|
||||
## Architecture Overview
|
||||
|
||||
The package follows a simple architecture built on top of pdmt5:
|
||||
|
||||
1. **CLI Layer** (`cli.py`): Typer application with subcommands that delegate to the SDK and export results.
|
||||
2. **SDK Layer** (`sdk.py`): Read-only data access functions, `Mt5CliClient`, and `collect_history` orchestration.
|
||||
3. **Utils Layer** (`utils.py`): Constants, enums, custom Click parameter types, parsing helpers, and format detection/export utilities.
|
||||
4. **Data Layer** (via `pdmt5`): Uses `Mt5DataClient` and `Mt5Config` from the pdmt5 package for all MetaTrader 5 data access.
|
||||
|
||||
## Usage Guidelines
|
||||
|
||||
All modules follow these conventions:
|
||||
|
||||
- **Type Safety**: All functions include comprehensive type hints
|
||||
- **Error Handling**: User-friendly error messages via typer
|
||||
- **Documentation**: Google-style docstrings with examples
|
||||
- **Validation**: Custom Click parameter types for input validation
|
||||
|
||||
## Quick Start
|
||||
|
||||
```bash
|
||||
# Export account information to CSV
|
||||
mt5cli -o account.csv account-info
|
||||
|
||||
# Export EURUSD H1 rates to Parquet
|
||||
mt5cli -o rates.parquet rates-from --symbol EURUSD --timeframe H1 \
|
||||
--date-from 2024-01-01 --count 1000
|
||||
|
||||
# Export ticks to JSON
|
||||
mt5cli -o ticks.json ticks-from --symbol EURUSD \
|
||||
--date-from 2024-01-01 --count 500 --flags ALL
|
||||
|
||||
# Export to SQLite3 with custom table name
|
||||
mt5cli -o data.db --table symbols symbols --group "*USD*"
|
||||
```mermaid
|
||||
flowchart TD
|
||||
App["Downstream application"] --> Client["MT5Client"]
|
||||
CLI["mt5cli CLI"] --> Client
|
||||
Client --> SDK["sdk / pdmt5"]
|
||||
Client --> Schemas["schemas"]
|
||||
Storage["storage"] --> History["history SQLite"]
|
||||
Storage --> Utils["utils export"]
|
||||
SDK --> PDMT5["pdmt5.Mt5DataClient"]
|
||||
```
|
||||
|
||||
## Python API
|
||||
Downstream packages should depend on the package root exports documented in the
|
||||
[Public API Contract](public-contract.md) (`MT5Client`,
|
||||
`DataKind`, `normalize_dataframe`, `collect_history`, `load_rate_data`,
|
||||
`resolve_rate_view_name`, etc.) rather than private modules.
|
||||
|
||||
`MT5Client.order_send()` is a live execution primitive that can place real trades. mt5cli exposes minimal execution helpers only; strategy logic, signals, backtests, and optimization remain out of scope and must be implemented downstream with explicit execution gating.
|
||||
|
||||
## Quick start
|
||||
|
||||
```python
|
||||
from datetime import UTC, datetime
|
||||
from pathlib import Path
|
||||
from mt5cli import MT5Client, build_config, mt5_session
|
||||
|
||||
from mt5cli import (
|
||||
Mt5CliClient,
|
||||
collect_history,
|
||||
copy_rates_range,
|
||||
detect_format,
|
||||
export_dataframe,
|
||||
)
|
||||
|
||||
# Fetch rates programmatically
|
||||
rates = copy_rates_range(
|
||||
"EURUSD",
|
||||
timeframe="H1",
|
||||
date_from="2024-01-01",
|
||||
date_to="2024-02-01",
|
||||
)
|
||||
|
||||
# Detect output format from file extension
|
||||
fmt = detect_format(Path("output.parquet")) # Returns "parquet"
|
||||
|
||||
# Export a DataFrame
|
||||
export_dataframe(rates, Path("output.csv"), "csv")
|
||||
|
||||
# Collect history into SQLite
|
||||
collect_history(
|
||||
Path("history.db"),
|
||||
symbols=["EURUSD"],
|
||||
date_from=datetime(2024, 1, 1, tzinfo=UTC),
|
||||
date_to=datetime(2024, 2, 1, tzinfo=UTC),
|
||||
)
|
||||
with mt5_session(build_config(login=12345)) as client:
|
||||
rates = client.copy_rates_range("EURUSD", "H1", "2024-01-01", "2024-02-01")
|
||||
positions = client.positions()
|
||||
```
|
||||
|
||||
## Examples
|
||||
```bash
|
||||
mt5cli -o account.csv account-info
|
||||
mt5cli -o rates.parquet rates-range --symbol EURUSD --timeframe H1 \
|
||||
--date-from 2024-01-01 --date-to 2024-02-01
|
||||
```
|
||||
|
||||
See individual module pages for detailed usage examples and code samples.
|
||||
See individual module pages for detailed usage examples.
|
||||
|
||||
@@ -0,0 +1,237 @@
|
||||
# Public API Contract
|
||||
|
||||
mt5cli is the generic MT5 data and execution infrastructure layer for downstream
|
||||
Python applications. The intended dependency direction is:
|
||||
|
||||
```text
|
||||
downstream app -> mt5cli -> pdmt5 -> MetaTrader 5
|
||||
```
|
||||
|
||||
Downstream packages should import from the package root (`from mt5cli import
|
||||
...`) and use the public tier sets in `mt5cli.contract` to distinguish API
|
||||
stability. CLI commands mirror the same behavior but are not importable Python
|
||||
APIs.
|
||||
|
||||
## Public API tiers
|
||||
|
||||
mt5cli classifies package-root imports by intended downstream use:
|
||||
|
||||
| Tier | Contract set | Meaning |
|
||||
| ---------------- | -------------------------- | ------------------------------------------------------------------------------------------------------------------------------------------- |
|
||||
| Stable core | `STABLE_SDK_EXPORTS` | Preferred SDK surface for downstream MT5 infrastructure adapters. Changes require a deliberate compatibility path. |
|
||||
| Secondary public | `SECONDARY_PUBLIC_EXPORTS` | Public helpers for CLI/export/schema integrations and lower-level MT5 wrappers. Importable, but less central to the downstream trading SDK. |
|
||||
|
||||
## Stable downstream SDK API
|
||||
|
||||
These names are exported from `mt5cli` and covered by the contract in
|
||||
`mt5cli.STABLE_SDK_EXPORTS` (defined in `mt5cli.contract`).
|
||||
|
||||
### Session lifecycle and configuration
|
||||
|
||||
| Symbol | Role |
|
||||
| ----------------------------------------------- | --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
|
||||
| `MT5Client` | Read-only data client with optional `order_check` / `order_send` |
|
||||
| `build_config` | Build `pdmt5.Mt5Config` from connection fields; `login` accepts `int \| str \| None` — numeric strings are coerced to `int`, blank strings are treated as unset, and `${ENV_VAR}` / `$ENV_NAME` placeholders in string parameters are expanded when `allow_whole_dollar_env=True` |
|
||||
| `mt5_session` | Context manager: initialize, login, yield client, shutdown |
|
||||
| `create_trading_client`, `mt5_trading_session` | Trading-capable `pdmt5.Mt5TradingClient` lifecycle |
|
||||
| `AccountSpec` | Generic account group: symbols plus optional credentials |
|
||||
| `resolve_account_spec`, `resolve_account_specs` | Merge overrides and expand `${ENV_VAR}` placeholders; opt-in `allow_whole_dollar_env` for bare `$NAME` |
|
||||
| `substitute_env_placeholders` | Replace `${NAME}` substrings from the environment; opt-in `allow_whole_dollar_env` for whole-value `$NAME` |
|
||||
| `substitute_mapping_values` | Recursively traverse a dict/list/scalar structure and substitute `${ENV_VAR}` placeholders for caller-selected mapping keys only; optionally normalise blank strings to `None` for a separate caller-selected key set; does not hard-code any application-specific key names |
|
||||
|
||||
Credential resolution is generic: any environment variable name may appear inside
|
||||
`${...}`. mt5cli does not hard-code application-specific keys such as
|
||||
`mt5_login` or `mt5_exe`.
|
||||
|
||||
Pass `allow_whole_dollar_env=True` to `substitute_env_placeholders()`,
|
||||
`substitute_mapping_values()`, `resolve_account_spec()`, `resolve_account_specs()`,
|
||||
and `build_config()` to additionally expand strings whose entire value is a bare
|
||||
`$ENV_NAME` identifier.
|
||||
Partial strings such as `"plan$pass"`, `"abc$ENV"`, or `"$ENV-suffix"` are
|
||||
**never** expanded — only an exact `$IDENTIFIER` whole-string match qualifies.
|
||||
Default is `False` to preserve backward compatibility.
|
||||
|
||||
### Closed-bar rate helpers
|
||||
|
||||
MetaTrader 5 returns the still-forming bar as the last row when
|
||||
`start_pos=0`. Use these helpers instead of reimplementing bar trimming or
|
||||
timestamp normalization in downstream apps.
|
||||
|
||||
| Symbol | Role |
|
||||
| ------------------------------------------------ | ------------------------------------------------------------------------------- |
|
||||
| `drop_forming_rate_bar` | Remove the last row from chronologically ordered rate data |
|
||||
| `fetch_latest_closed_rates` | Single connected client: fetch `count + 1`, drop forming bar |
|
||||
| `fetch_latest_closed_rates_for_trading_client` | Closed bars from an active `Mt5TradingClient` session; returns RangeIndex |
|
||||
| `fetch_latest_closed_rates_indexed` | Same as above but returns a UTC `DatetimeIndex` named `"time"` (no time column) |
|
||||
| `collect_latest_closed_rates_for_accounts` | Multi-account closed bars with optional retry wrapper |
|
||||
| `collect_latest_closed_rates_by_granularity` | Same data keyed by `(symbol, granularity_name)` |
|
||||
| `collect_latest_rates_for_accounts_with_retries` | Bounded exponential backoff for transient MT5 errors |
|
||||
|
||||
### SQLite history collection and rate loading
|
||||
|
||||
| Symbol | Role |
|
||||
| ----------------------------------------------------------------------------------------------------------------------------- | -------------------------------------------------------------------------------------------- |
|
||||
| `collect_history` | One-shot date-range export into SQLite |
|
||||
| `update_history`, `update_history_with_config` | Incremental append from `MAX(time)` cursors |
|
||||
| `ThrottledHistoryUpdater` | Minimum interval between successful incremental updates; optional `update_backend` injection |
|
||||
| `resolve_history_datasets`, `resolve_history_timeframes`, `resolve_history_tick_flags` | History pipeline configuration |
|
||||
| `build_rate_view_name`, `resolve_rate_table_name`, `resolve_rate_view_name`, `resolve_rate_view_names`, `resolve_rate_tables` | Map symbols/timeframes to mt5cli-managed table or view names |
|
||||
| `RateTarget`, `build_rate_targets` | Neutral `(symbol, timeframe)` series descriptors |
|
||||
| `load_rate_data`, `load_rate_data_from_connection` | Load one table/view into a time-indexed DataFrame |
|
||||
| `load_rate_series_from_sqlite`, `load_rate_series_by_granularity` | Load one or many series; fail clearly when managed views are missing |
|
||||
|
||||
Pass `require_existing=True` to rate view resolution helpers when downstream
|
||||
code must fail instead of receiving a best-guess view name. Multi-series loaders
|
||||
require existing managed `rate_*__*` views unless `explicit_tables` is supplied.
|
||||
|
||||
See [History Collection (SQLite)](history.md) for schema, view naming, and ER
|
||||
diagrams.
|
||||
|
||||
### Trading and sizing primitives (generic)
|
||||
|
||||
These helpers implement broker-facing calculations only. They do not encode
|
||||
strategy entries, exits, Kelly sizing, or signal logic.
|
||||
|
||||
| Symbol | Role |
|
||||
| ------------------------------------------------------------------------------------------------------------------------------ | ----------------------------------------------------------------- |
|
||||
| `get_account_snapshot`, `get_symbol_snapshot`, `get_tick_snapshot`, `get_positions_frame` | Normalized account/symbol/tick/position views |
|
||||
| `extract_tick_price` | Positive finite bid/ask extraction from tick mappings |
|
||||
| `detect_position_side` | Net long / short / flat from open positions |
|
||||
| `calculate_spread_ratio` | Relative bid-ask spread |
|
||||
| `calculate_margin_and_volume`, `calculate_volume_by_margin`, `calculate_new_position_margin_ratio` | Margin budget and volume sizing |
|
||||
| `normalize_order_volume`, `estimate_order_margin`, `calculate_positions_margin` | Broker volume normalization and margin totals |
|
||||
| `calculate_positions_margin_by_symbol` | Per-symbol margin map (resilient, first-seen order) |
|
||||
| `calculate_positions_margin_safe` | Summed total margin across symbols (failed symbols skipped) |
|
||||
| `calculate_projected_margin_ratio` | Estimated symbol-scoped margin/equity after optional new exposure |
|
||||
| `calculate_account_projected_margin_ratio` | Account snapshot margin/equity after optional new exposure |
|
||||
| `calculate_symbol_group_margin_ratio` | Estimated symbol-group margin/equity with optional exposure |
|
||||
| `determine_order_limits` | SL/TP price levels from ratios |
|
||||
| `calculate_trailing_stop_updates` | Per-ticket generic trailing stop-loss update plan |
|
||||
| `ensure_symbol_selected` | Select/verify Market Watch visibility |
|
||||
| `place_market_order`, `close_open_positions`, `update_sltp_for_open_positions`, `update_trailing_stop_loss_for_open_positions` | Order execution helpers (`dry_run` supported) |
|
||||
| `MarginVolume`, `OrderLimits`, `OrderExecutionResult` | Typed return contracts for order helpers |
|
||||
| `OrderSide`, `OrderFillingMode`, `OrderTimeMode`, `PositionSide`, `ExecutionStatus` | Typed enums for order helpers |
|
||||
| `ProjectionMode` | Literal type for `calculate_symbol_group_margin_ratio` projection |
|
||||
|
||||
`calculate_symbol_group_margin_ratio` accepts an optional `projection_mode`
|
||||
parameter (`"add"` by default). Pass `projection_mode="replace_symbol"` to
|
||||
subtract current exposure for `new_symbol` before adding the candidate margin —
|
||||
useful for reversal-style projections. mt5cli only calculates broker-facing
|
||||
exposure; downstream applications own thresholds, risk guard actions, and
|
||||
strategy policy.
|
||||
|
||||
`MT5Client.order_send()` and CLI `order-send --yes` are live execution paths.
|
||||
|
||||
Order helpers validate broker stop-level distance in `determine_order_limits()` and
|
||||
raise `Mt5TradingError` when computed SL/TP prices are too close to the entry
|
||||
quote. Validation uses `trade_stops_level * point` from the current quote and
|
||||
symbol metadata as a pre-check only; it does not guarantee live order acceptance
|
||||
after price movement and does not inspect `trade_freeze_level`. Live
|
||||
`place_market_order()` and SL/TP updates call
|
||||
`ensure_symbol_selected()` so hidden symbols are added to Market Watch before
|
||||
sending requests. Failed, malformed, or unknown broker retcodes are fail-closed
|
||||
and returned as `status="failed"` with normalized `request` / `response` details;
|
||||
`dry_run=True` never calls `ensure_symbol_selected()` or `order_send()`.
|
||||
|
||||
### Errors and MT5 type re-exports
|
||||
|
||||
| Symbol | Role |
|
||||
| ------------------------------------------------------------------------------------ | ----------------------------------------------- |
|
||||
| `Mt5CliError`, `Mt5ConnectionError`, `Mt5OperationError`, `Mt5SchemaError` | Stable mt5cli exception types |
|
||||
| `normalize_mt5_exception`, `call_with_normalized_errors`, `is_recoverable_mt5_error` | Error normalization and retry classification |
|
||||
| `Mt5Config`, `Mt5RuntimeError`, `Mt5TradingClient`, `Mt5TradingError` | Re-exported pdmt5 types for adapter convenience |
|
||||
|
||||
## Secondary public exports
|
||||
|
||||
These names remain importable from `mt5cli` and are covered by
|
||||
`SECONDARY_PUBLIC_EXPORTS`, but they are oriented toward CLI/export/schema
|
||||
integrations, parsing, and lower-level MT5 access rather than the stable core
|
||||
SDK surface. Prefer the stable symbols above for downstream infrastructure
|
||||
adapters.
|
||||
|
||||
### Read-only MT5 data wrappers
|
||||
|
||||
Module-level helpers open a transient connection per call. Prefer `mt5_session`
|
||||
or `MT5Client` when making many requests in one process.
|
||||
|
||||
| Area | Symbols |
|
||||
| -------------------- | ---------------------------------------------------------------------------------------------------- |
|
||||
| Rates | `copy_rates_from`, `copy_rates_from_pos`, `copy_rates_range`, `latest_rates`, `collect_latest_rates` |
|
||||
| Ticks | `copy_ticks_from`, `copy_ticks_range`, `recent_ticks` |
|
||||
| Account / terminal | `account_info`, `terminal_info`, `mt5_version`, `last_error`, `mt5_summary`, `mt5_summary_as_df` |
|
||||
| Symbols / market | `symbols`, `symbol_info`, `symbol_info_tick`, `market_book`, `minimum_margins` |
|
||||
| Trading state (read) | `orders`, `positions`, `history_orders`, `history_deals`, `recent_history_deals` |
|
||||
| Multi-account rates | `collect_latest_rates_for_accounts` |
|
||||
|
||||
Use `mt5_version` for MetaTrader 5 terminal version data. The name `version` at
|
||||
the package root refers to `importlib.metadata.version` (package metadata), not
|
||||
the MT5 SDK helper.
|
||||
|
||||
### Schema, export, and parser helpers
|
||||
|
||||
| Area | Symbols |
|
||||
| -------------------- | ------------------------------------------------------------------------------------------------------------- |
|
||||
| Dataset contracts | `DataKind`, `Dataset`, `IfExists`, `DEDUP_KEYS`, `REQUIRED_COLUMNS`, `TIME_COLUMNS`, `KNOWN_MT5_TIME_COLUMNS` |
|
||||
| Schema normalization | `normalize_dataframe`, `normalize_time_columns`, `schema_columns`, `validate_schema` |
|
||||
| Export helpers | `detect_format`, `export_dataframe`, `export_dataframe_to_sqlite` |
|
||||
| Symbol parsing | `normalize_symbol`, `normalize_symbols` |
|
||||
| Time parsing | `ensure_utc`, `parse_date_range`, `parse_datetime`, `recent_window` |
|
||||
| MT5 parsing maps | `granularity_name`, `parse_tick_flags`, `parse_timeframe`, `TICK_FLAG_MAP`, `TIMEFRAME_MAP` |
|
||||
| Trading data shapes | `POSITION_COLUMNS` |
|
||||
|
||||
## CLI commands
|
||||
|
||||
The Typer application in `mt5cli.cli` exposes file-export commands documented in
|
||||
[CLI Module](cli.md) and the project README. CLI commands:
|
||||
|
||||
- Require `-o/--output` and write CSV, JSON, Parquet, or SQLite.
|
||||
- Accept global MT5 connection options (`--login`, `--password`, `--server`,
|
||||
`--path`, `--timeout`).
|
||||
- Delegate to the same Python APIs described here; they are not duplicated
|
||||
business logic.
|
||||
|
||||
`order-send` is the expert raw-request path; it requires `--yes` and a fully
|
||||
constructed request payload. `close-positions` is the safer high-level helper
|
||||
that closes open positions by `--symbol` or `--ticket` using
|
||||
`close_open_positions()`. Both `order-send --yes` and `close-positions --yes`
|
||||
are live execution paths. `close-positions --dry-run` previews close orders
|
||||
without placing them and does not require `--yes`.
|
||||
|
||||
## Internal helpers (not stable)
|
||||
|
||||
Do not import these for downstream contracts; they may change without a semver
|
||||
notice:
|
||||
|
||||
| Module | Examples |
|
||||
| ------------------------ | ------------------------------------------------------------------------- |
|
||||
| `mt5cli.sdk` | `connected_client`, `_run_with_client`, private coercion helpers |
|
||||
| `mt5cli.history` | `write_*_dataset`, `deduplicate_history_tables`, `parse_sqlite_timestamp` |
|
||||
| `mt5cli.retry` | `retry_with_backoff` |
|
||||
| `mt5cli.cli` | Typer command handlers and Click parameter types |
|
||||
| Leading-underscore names | Any `_`-prefixed function or method |
|
||||
|
||||
Use the package-root stable exports instead of reaching into submodule
|
||||
internals.
|
||||
|
||||
## Explicitly out of scope
|
||||
|
||||
mt5cli must **not** implement downstream strategy or research responsibilities.
|
||||
The following belong in consuming applications, not in mt5cli:
|
||||
|
||||
- Signal detection (for example AR-GARCH or other model-specific triggers)
|
||||
- Backtesting, walk-forward analysis, or parameter optimization
|
||||
- Strategy-specific risk policy, position sizing systems, or Kelly fractions
|
||||
- Entry/exit decision logic or YAML strategy semantics
|
||||
- Application-specific credential schema keys wired into mt5cli internals
|
||||
|
||||
mt5cli provides connection lifecycle, normalized data access, SQLite history
|
||||
machinery, closed-bar helpers, generic margin/volume/spread/SL/TP utilities, and
|
||||
optional order primitives so downstream apps can focus on strategy code behind
|
||||
their own adapter layer.
|
||||
|
||||
## Contract verification
|
||||
|
||||
`tests/test_contracts.py` asserts that every name in the stable and secondary
|
||||
tier sets is importable from `mt5cli`, documents key closed-bar, rate-view,
|
||||
SQLite loading, account-resolution, and trading-session behaviors, and keeps the
|
||||
tier sets aligned with `__all__`.
|
||||
@@ -0,0 +1,3 @@
|
||||
# Schemas
|
||||
|
||||
::: mt5cli.schemas
|
||||
+171
@@ -1,3 +1,174 @@
|
||||
# SDK Module
|
||||
|
||||
::: mt5cli.sdk
|
||||
|
||||
## Resilient multi-account orchestration
|
||||
|
||||
The SDK ships strategy-agnostic helpers for building long-running collectors on
|
||||
top of the read-only client. None of them depend on a particular trading
|
||||
application.
|
||||
|
||||
### Retrying transient rate collection
|
||||
|
||||
`collect_latest_rates_for_accounts_with_retries()` wraps
|
||||
`collect_latest_rates_for_accounts()` with bounded exponential backoff. Only
|
||||
`pdmt5.Mt5TradingError` and `pdmt5.Mt5RuntimeError` are retried; the final
|
||||
failure is re-raised once `retry_count` is exhausted.
|
||||
|
||||
```python
|
||||
from mt5cli import AccountSpec, collect_latest_rates_for_accounts_with_retries
|
||||
|
||||
accounts = [AccountSpec(symbols=["EURUSD"], login=12345)]
|
||||
rates = collect_latest_rates_for_accounts_with_retries(
|
||||
accounts,
|
||||
["M1", "H1"],
|
||||
count=500,
|
||||
retry_count=3,
|
||||
backoff_base=2, # sleeps 2s, 4s, 8s between attempts
|
||||
)
|
||||
```
|
||||
|
||||
### Latest closed rate bars
|
||||
|
||||
MetaTrader 5 `start_pos=0` includes the still-forming current bar as the last
|
||||
row. `fetch_latest_closed_rates()` handles one connected `MT5Client`; use
|
||||
`fetch_latest_closed_rates_for_trading_client()` from an active
|
||||
`Mt5TradingClient` session. Multi-account helpers fetch `count + 1` bars, drop
|
||||
that row with `drop_forming_rate_bar()`, and validate each series is non-empty. Returned frames are ordered
|
||||
oldest-to-newest and may contain fewer than `count` rows only when MT5 returns
|
||||
fewer closed bars.
|
||||
|
||||
```python
|
||||
from mt5cli import (
|
||||
AccountSpec,
|
||||
collect_latest_closed_rates_by_granularity,
|
||||
fetch_latest_closed_rates,
|
||||
)
|
||||
|
||||
closed = fetch_latest_closed_rates(
|
||||
client,
|
||||
symbol="EURUSD",
|
||||
granularity="M1",
|
||||
count=500,
|
||||
)
|
||||
|
||||
rates = collect_latest_closed_rates_by_granularity(
|
||||
[AccountSpec(symbols=["EURUSD"], login=12345)],
|
||||
["M1", "H1"],
|
||||
count=500,
|
||||
retry_count=3,
|
||||
)
|
||||
closed_m1 = rates["EURUSD", "M1"]
|
||||
```
|
||||
|
||||
Use `collect_latest_closed_rates_by_granularity()` when callers prefer keys such
|
||||
as `("EURUSD", "M1")` instead of integer timeframes.
|
||||
|
||||
### Resolving credentials and `${ENV_VAR}` placeholders
|
||||
|
||||
`resolve_account_spec()` / `resolve_account_specs()` merge explicit override
|
||||
values over `AccountSpec` fields and expand `${ENV_VAR}` placeholders, keeping
|
||||
secrets out of plan/config files. A missing environment variable raises
|
||||
`ValueError`.
|
||||
|
||||
```python
|
||||
import os
|
||||
|
||||
from mt5cli import AccountSpec, resolve_account_specs
|
||||
|
||||
os.environ["MT5_LOGIN"] = "12345"
|
||||
os.environ["MT5_PASSWORD"] = "secret"
|
||||
accounts = [
|
||||
AccountSpec(symbols=["EURUSD"], login="${MT5_LOGIN}", password="${MT5_PASSWORD}")
|
||||
]
|
||||
|
||||
resolved = resolve_account_specs(accounts, server="Broker-Demo")
|
||||
# resolved[0].login == "12345", resolved[0].server == "Broker-Demo"
|
||||
```
|
||||
|
||||
Pass `allow_whole_dollar_env=True` to also expand strings whose **entire value**
|
||||
is a bare `$ENV_NAME` identifier (no braces). This opt-in covers
|
||||
`substitute_env_placeholders()`, `resolve_account_spec()`,
|
||||
`resolve_account_specs()`, and `build_config()`. Note: `build_config` cannot
|
||||
expand `login` because that parameter is `int | None`; use
|
||||
`resolve_account_spec` for a string `login` placeholder. Partial strings such as
|
||||
`"plan$pass"`, `"abc$ENV"`, or `"$ENV-suffix"` are never expanded — only an
|
||||
exact `$IDENTIFIER` whole-string match qualifies. The default is `False` to
|
||||
preserve backward compatibility.
|
||||
|
||||
```python
|
||||
import os
|
||||
|
||||
from mt5cli import AccountSpec, resolve_account_specs
|
||||
|
||||
os.environ["MT5_PASSWORD"] = "secret"
|
||||
accounts = [AccountSpec(symbols=["EURUSD"], password="$MT5_PASSWORD")]
|
||||
|
||||
resolved = resolve_account_specs(accounts, allow_whole_dollar_env=True)
|
||||
# resolved[0].password == "secret"
|
||||
```
|
||||
|
||||
### Throttled incremental history updates
|
||||
|
||||
`ThrottledHistoryUpdater` wraps `update_history()` with a minimum interval
|
||||
between successful runs (using a monotonic clock), so an application loop can
|
||||
call it every iteration without over-fetching.
|
||||
|
||||
```python
|
||||
from pdmt5 import Mt5Config, Mt5DataClient
|
||||
|
||||
from mt5cli import Dataset, ThrottledHistoryUpdater
|
||||
|
||||
updater = ThrottledHistoryUpdater(
|
||||
output="history.db",
|
||||
datasets={Dataset.rates},
|
||||
timeframes=["M1"],
|
||||
interval_seconds=60, # <= 0 updates on every call
|
||||
)
|
||||
|
||||
client = Mt5DataClient(config=Mt5Config(login=12345))
|
||||
client.initialize_and_login_mt5()
|
||||
try:
|
||||
while True:
|
||||
updater.update(client, ["EURUSD", "GBPUSD"]) # no-op until 60s elapse
|
||||
# ... do other work; break when shutting down ...
|
||||
finally:
|
||||
client.shutdown()
|
||||
```
|
||||
|
||||
Pass `update_backend` to substitute the default `update_history` implementation
|
||||
without monkey-patching `mt5cli.sdk.update_history`. The callable receives the
|
||||
same keyword arguments as `update_history` (`client`, `output`, `symbols`,
|
||||
`datasets`, `timeframes`, `flags`, `lookback_hours`, `with_views`,
|
||||
`include_account_events`). The resolved backend is stored on
|
||||
`updater.update_backend` for inspection or subclassing.
|
||||
|
||||
```python
|
||||
from mt5cli import ThrottledHistoryUpdater, update_history
|
||||
|
||||
|
||||
def app_update_history(**kwargs) -> None:
|
||||
update_history(**kwargs) # or delegate to application-specific logic
|
||||
|
||||
|
||||
updater = ThrottledHistoryUpdater(
|
||||
output="history.db",
|
||||
interval_seconds=60,
|
||||
update_backend=app_update_history,
|
||||
)
|
||||
```
|
||||
|
||||
By default recoverable errors (`Mt5TradingError`, `Mt5RuntimeError`,
|
||||
`sqlite3.Error`, `ValueError`, `OSError`, and MT5 client capability
|
||||
`AttributeError` / `TypeError` for history API methods) propagate so the caller
|
||||
controls logging; pass `suppress_errors=True` to swallow them and return
|
||||
`False` without advancing the throttle. Other `AttributeError` / `TypeError`
|
||||
values always propagate. Input validation (`_resolve_update_history_request`)
|
||||
runs before any MT5 or SQLite calls, but when `suppress_errors=True` the
|
||||
resulting `ValueError` is suppressed along with other recoverable errors.
|
||||
|
||||
## Trading-capable sessions
|
||||
|
||||
For order placement and trading calculations, use the dedicated
|
||||
[Trading module](trading.md). Use `mt5_session()` / `MT5Client` for read-only
|
||||
collection.
|
||||
|
||||
@@ -0,0 +1,3 @@
|
||||
# Storage
|
||||
|
||||
::: mt5cli.storage
|
||||
@@ -0,0 +1,199 @@
|
||||
# Trading Module
|
||||
|
||||
::: mt5cli.trading
|
||||
|
||||
## Trading-capable MT5 sessions
|
||||
|
||||
`create_trading_client()` and `mt5_trading_session()` complement the read-only
|
||||
`mt5_session()` helper in `sdk.py`. They return or yield an initialized
|
||||
`pdmt5.Mt5TradingClient`, use `Mt5Config.path` to launch the terminal when
|
||||
configured, and `mt5_trading_session()` always calls `shutdown()` on exit.
|
||||
|
||||
```python
|
||||
from mt5cli import create_trading_client, mt5_trading_session
|
||||
|
||||
with mt5_trading_session(
|
||||
path=r"C:\Program Files\MetaTrader 5\terminal64.exe",
|
||||
login="12345",
|
||||
password="secret",
|
||||
server="Broker-Demo",
|
||||
retry_count=2,
|
||||
) as client:
|
||||
positions = client.positions_get_as_df(symbol="EURUSD")
|
||||
|
||||
client = create_trading_client(login=12345, server="Broker-Demo")
|
||||
try:
|
||||
account = client.account_info_as_dict()
|
||||
finally:
|
||||
client.shutdown()
|
||||
```
|
||||
|
||||
`login` accepts `int`, numeric `str`, or an empty string; empty strings are
|
||||
treated as unset. `path`, `password`, `server`, and `timeout` are forwarded to
|
||||
`pdmt5.Mt5Config`, and omitted `timeout` values keep the lower-level default.
|
||||
Use `mt5_session()` / `MT5Client` for read-only data collection.
|
||||
|
||||
## State and order helpers
|
||||
|
||||
These helpers are strategy-agnostic and do not depend on signal detection,
|
||||
betting logic, or scheduling code in downstream applications.
|
||||
|
||||
```python
|
||||
from mt5cli import (
|
||||
calculate_positions_margin,
|
||||
calculate_spread_ratio,
|
||||
calculate_margin_and_volume,
|
||||
close_open_positions,
|
||||
detect_position_side,
|
||||
determine_order_limits,
|
||||
estimate_order_margin,
|
||||
fetch_latest_closed_rates_for_trading_client,
|
||||
fetch_latest_closed_rates_indexed,
|
||||
get_account_snapshot,
|
||||
get_positions_frame,
|
||||
get_symbol_snapshot,
|
||||
get_tick_snapshot,
|
||||
normalize_order_volume,
|
||||
place_market_order,
|
||||
)
|
||||
|
||||
account = get_account_snapshot(client)
|
||||
symbol = get_symbol_snapshot(client, "EURUSD")
|
||||
tick = get_tick_snapshot(client, "EURUSD")
|
||||
positions = get_positions_frame(client, "EURUSD")
|
||||
side = detect_position_side(client, "EURUSD")
|
||||
spread_ratio = calculate_spread_ratio(client, "EURUSD")
|
||||
volume = normalize_order_volume(
|
||||
0.15,
|
||||
volume_min=symbol["volume_min"],
|
||||
volume_max=symbol["volume_max"],
|
||||
volume_step=symbol["volume_step"],
|
||||
)
|
||||
buy_margin = (
|
||||
estimate_order_margin(client, "EURUSD", "BUY", volume) if volume > 0 else 0.0
|
||||
)
|
||||
open_margin = calculate_positions_margin(client, symbols=["EURUSD"])
|
||||
closed_bars = fetch_latest_closed_rates_for_trading_client(
|
||||
client,
|
||||
symbol="EURUSD",
|
||||
granularity="M1",
|
||||
count=100,
|
||||
)
|
||||
# Or fetch with a UTC DatetimeIndex instead of a "time" column:
|
||||
indexed_bars = fetch_latest_closed_rates_indexed(
|
||||
client,
|
||||
symbol="EURUSD",
|
||||
granularity="M1",
|
||||
count=100,
|
||||
)
|
||||
# indexed_bars.index is a UTC-aware DatetimeIndex named "time"
|
||||
sizing = calculate_margin_and_volume(
|
||||
client,
|
||||
"EURUSD",
|
||||
unit_margin_ratio=0.5,
|
||||
preserved_margin_ratio=0.2,
|
||||
)
|
||||
limits = determine_order_limits(
|
||||
client,
|
||||
"EURUSD",
|
||||
side="long",
|
||||
stop_loss_limit_ratio=0.01,
|
||||
take_profit_limit_ratio=0.02,
|
||||
)
|
||||
preview = place_market_order(
|
||||
client,
|
||||
symbol="EURUSD",
|
||||
volume=sizing["buy_volume"],
|
||||
order_side="BUY",
|
||||
sl=limits["stop_loss"],
|
||||
tp=limits["take_profit"],
|
||||
dry_run=True,
|
||||
)
|
||||
closed = close_open_positions(client, symbols="EURUSD", dry_run=True)
|
||||
```
|
||||
|
||||
`detect_position_side()` returns `long` for buy-only exposure, `short` for
|
||||
sell-only exposure, and `None` for no positions or mixed long/short exposure.
|
||||
`calculate_spread_ratio()` uses `(ask - bid) / ((ask + bid) / 2)` and raises
|
||||
`Mt5TradingError` when bid or ask is missing or non-positive.
|
||||
`normalize_order_volume()` returns `0.0` for invalid constraints or
|
||||
sub-minimum requests; check the result before calling `estimate_order_margin()`,
|
||||
which requires a positive finite volume. `calculate_positions_margin()` silently
|
||||
skips rows with missing symbols, non-positive volumes, non-finite volumes, or
|
||||
unsupported position types, but propagates `Mt5TradingError` from `estimate_order_margin()` when a valid row
|
||||
encounters invalid tick data or margin results from the broker.
|
||||
|
||||
SL/TP ratios for `determine_order_limits()` must satisfy `0 <= ratio < 1`; `0`
|
||||
omits that level. SL/TP prices are rounded with symbol `digits` metadata when
|
||||
available. `determine_order_limits()` pre-validates computed SL/TP prices against
|
||||
available `trade_stops_level * point` metadata when present; violations raise
|
||||
`Mt5TradingError`. This is a planning helper only: it does not guarantee broker
|
||||
acceptance because live validation can still depend on price movement, bid/ask
|
||||
side, freeze levels, and server-side rules, and it does not validate
|
||||
`trade_freeze_level`. When symbol metadata cannot be loaded, protective prices
|
||||
still round with `digits=8` and stop-level validation is skipped.
|
||||
`unit_margin_ratio` and `preserved_margin_ratio` for `calculate_margin_and_volume()`
|
||||
accept `0 <= ratio <= 1`; `unit_margin_ratio=0` requests one minimum valid unit
|
||||
when the post-reserve margin can afford it. Negative `margin_free` is clamped to
|
||||
`0.0` before sizing. Execution helpers return normalized `OrderExecutionResult`
|
||||
dictionaries containing the request, response, status, retcode, and `dry_run`
|
||||
flag; `dry_run=True` never sends an order or mutates Market Watch visibility.
|
||||
`ensure_symbol_selected()` adds hidden symbols to Market Watch before live order
|
||||
placement and SL/TP updates. Failed, malformed, or unknown broker retcodes are
|
||||
fail-closed and returned as `status="failed"` while keeping the normalized
|
||||
response for inspection.
|
||||
|
||||
## Order planning return contracts
|
||||
|
||||
```python
|
||||
from mt5cli import MarginVolume, OrderLimits, OrderExecutionResult
|
||||
|
||||
sizing: MarginVolume = calculate_margin_and_volume(
|
||||
client,
|
||||
"EURUSD",
|
||||
unit_margin_ratio=0.5,
|
||||
preserved_margin_ratio=0.2,
|
||||
)
|
||||
limits: OrderLimits = determine_order_limits(
|
||||
client,
|
||||
"EURUSD",
|
||||
side="long",
|
||||
stop_loss_limit_ratio=0.01,
|
||||
take_profit_limit_ratio=0.02,
|
||||
)
|
||||
preview: OrderExecutionResult = place_market_order(
|
||||
client,
|
||||
symbol="EURUSD",
|
||||
volume=sizing["buy_volume"],
|
||||
order_side="BUY",
|
||||
sl=limits["stop_loss"],
|
||||
tp=limits["take_profit"],
|
||||
dry_run=True,
|
||||
)
|
||||
updates: list[OrderExecutionResult] = update_sltp_for_open_positions(
|
||||
client,
|
||||
symbol="EURUSD",
|
||||
stop_loss=limits["stop_loss"],
|
||||
dry_run=True,
|
||||
)
|
||||
```
|
||||
|
||||
Closes issue #33: strategy-neutral order planning and execution helpers exposed
|
||||
through the stable package root without embedding entry/exit policy.
|
||||
|
||||
## Migration from application-local helpers
|
||||
|
||||
| Application-local concern | mt5cli replacement |
|
||||
| -------------------------------------------------------- | --------------------------------------------------------------------------------------- |
|
||||
| Manual terminal spawn/kill around trading code | `mt5_trading_session()` |
|
||||
| Local position-side detection | `detect_position_side()` |
|
||||
| Local margin/volume sizing | `calculate_margin_and_volume()` |
|
||||
| Local broker volume step normalization | `normalize_order_volume()` |
|
||||
| Local order or position margin estimation | `estimate_order_margin()`, `calculate_positions_margin()` |
|
||||
| Local closed-bar fetch from a trading session | `fetch_latest_closed_rates_for_trading_client()`, `fetch_latest_closed_rates_indexed()` |
|
||||
| Local SL/TP price derivation | `determine_order_limits()` |
|
||||
| Throttled SQLite history loop with ad-hoc error handling | `ThrottledHistoryUpdater(suppress_errors=True)` |
|
||||
|
||||
Keep read-only data collection on `mt5_session()` / `MT5Client`; use
|
||||
`mt5_trading_session()` only where order placement or trading calculations are
|
||||
required.
|
||||
+70
-33
@@ -1,10 +1,16 @@
|
||||
# mt5cli
|
||||
|
||||
Command-line tool for MetaTrader 5 data export.
|
||||
Generic MT5 data and execution infrastructure for Python applications.
|
||||
|
||||
## Overview
|
||||
|
||||
mt5cli is a CLI application that exports MetaTrader 5 trading data to multiple file formats. It is built on top of [pdmt5](https://github.com/dceoy/pdmt5), a pandas-based data handler for MetaTrader 5.
|
||||
mt5cli provides a stable `MT5Client` Python API, standardized dataset schemas, storage helpers, and a CLI for exporting MetaTrader 5 data. It is built on top of [pdmt5](https://github.com/dceoy/pdmt5), a pandas-based data handler for MetaTrader 5.
|
||||
|
||||
## Architecture
|
||||
|
||||
- **pdmt5** — canonical MT5 client, DataFrame/trading primitives, and MT5 constant parsing (`TIMEFRAME_*`, `COPY_TICKS_*`, order types).
|
||||
- **mt5cli** — public `MT5Client` API, schema contracts, storage helpers, CLI commands, and SQLite history collection built on pdmt5.
|
||||
- **mt5api** — sibling HTTP adapter for remote MT5 access; not a dependency of mt5cli.
|
||||
|
||||
## Features
|
||||
|
||||
@@ -13,6 +19,7 @@ mt5cli is a CLI application that exports MetaTrader 5 trading data to multiple f
|
||||
- **Comprehensive data access**: Rates, ticks, account info, symbols, orders, positions, and trading history
|
||||
- **Flexible timeframes**: Named timeframes (M1, H1, D1, etc.) and numeric values
|
||||
- **Connection management**: Optional credentials, server, and timeout configuration
|
||||
- **SQLite rate loading**: Load mt5cli-managed rate tables/views for offline workflows
|
||||
|
||||
## Installation
|
||||
|
||||
@@ -20,43 +27,68 @@ mt5cli is a CLI application that exports MetaTrader 5 trading data to multiple f
|
||||
pip install mt5cli
|
||||
```
|
||||
|
||||
## Programmatic usage / SDK usage
|
||||
## Python API for downstream packages
|
||||
|
||||
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.
|
||||
Import `MT5Client` for generic MT5 data access, schema normalization, and optional order primitives.
|
||||
|
||||
```python
|
||||
from datetime import UTC, datetime
|
||||
from pathlib import Path
|
||||
|
||||
from mt5cli import Mt5CliClient, collect_history, copy_rates_range, export_dataframe
|
||||
|
||||
# One-off fetch with module-level helpers
|
||||
rates = copy_rates_range(
|
||||
"EURUSD",
|
||||
timeframe="H1",
|
||||
date_from="2024-01-01",
|
||||
date_to="2024-02-01",
|
||||
from mt5cli import (
|
||||
DataKind,
|
||||
Dataset,
|
||||
MT5Client,
|
||||
build_config,
|
||||
collect_history,
|
||||
export_dataframe,
|
||||
load_rate_data,
|
||||
minimum_margins,
|
||||
mt5_session,
|
||||
normalize_dataframe,
|
||||
recent_ticks,
|
||||
resolve_rate_view_name,
|
||||
)
|
||||
export_dataframe(rates, Path("rates.csv"), "csv")
|
||||
|
||||
# Reuse one MT5 connection for multiple calls
|
||||
with Mt5CliClient(login=12345, password="secret", server="Broker-Demo") as client:
|
||||
account = client.account_info()
|
||||
# Persistent session for multiple calls
|
||||
with mt5_session(build_config(login=12345, server="Broker-Demo")) as client:
|
||||
rates = client.copy_rates_range(
|
||||
"EURUSD",
|
||||
timeframe="H1",
|
||||
date_from="2024-01-01",
|
||||
date_to="2024-02-01",
|
||||
)
|
||||
positions = client.positions()
|
||||
check = client.order_check({"action": 1, "symbol": "EURUSD", "volume": 0.1})
|
||||
|
||||
# Normalize MT5 frames to the public schema contract before storage
|
||||
closed_rates = normalize_dataframe(
|
||||
rates, DataKind.rates, symbol="EURUSD", timeframe="H1"
|
||||
)
|
||||
export_dataframe(closed_rates, Path("rates.csv"), "csv")
|
||||
|
||||
# Offline rate loading from mt5cli-managed SQLite history
|
||||
view = resolve_rate_view_name(Path("history.db"), "EURUSD", "M1", require_existing=True)
|
||||
offline_rates = load_rate_data(Path("history.db"), view, count=1000)
|
||||
|
||||
# One-off helpers still work without instantiating a client
|
||||
ticks = recent_ticks("EURUSD", seconds=300)
|
||||
margins = minimum_margins("EURUSD")
|
||||
|
||||
# Bulk SQLite collection (same behavior as the collect-history CLI command)
|
||||
collect_history(
|
||||
Path("history.db"),
|
||||
symbols=["EURUSD", "GBPUSD"],
|
||||
date_from=datetime(2024, 1, 1, tzinfo=UTC),
|
||||
date_to=datetime(2024, 2, 1, tzinfo=UTC),
|
||||
timeframe="M1",
|
||||
flags="ALL",
|
||||
with_views=True,
|
||||
datasets={Dataset.rates, Dataset.history_deals},
|
||||
)
|
||||
```
|
||||
|
||||
Timeframes, tick flags, and ISO 8601 date strings are accepted wherever noted in the SDK API.
|
||||
Schema contracts live in `mt5cli.schemas` (`DataKind`, `validate_schema`, `normalize_dataframe`). Storage helpers are re-exported from `mt5cli.storage` and the package root.
|
||||
|
||||
`MT5Client.order_send()` is a live execution primitive: it can place real trades on the connected account. mt5cli does not implement strategy logic, signal generation, backtesting, or optimization — downstream applications must gate live execution explicitly (the CLI requires `--yes` for `order-send`).
|
||||
|
||||
`MT5Client.mt5_summary()` returns structured nested Python values. Use `MT5Client.mt5_summary_as_df()` when you need a one-row DataFrame for export.
|
||||
|
||||
## Quick Start
|
||||
|
||||
@@ -88,14 +120,16 @@ mt5cli --login 12345 --password mypass --server MyBroker-Demo \
|
||||
| ---------------- | ---------------------------------- |
|
||||
| `rates-from` | Export rates from a start date |
|
||||
| `rates-from-pos` | Export rates from a start position |
|
||||
| `latest-rates` | Export latest rates |
|
||||
| `rates-range` | Export rates for a date range |
|
||||
|
||||
### Ticks
|
||||
|
||||
| Command | Description |
|
||||
| ------------- | ------------------------------ |
|
||||
| `ticks-from` | Export ticks from a start date |
|
||||
| `ticks-range` | Export ticks for a date range |
|
||||
| Command | Description |
|
||||
| -------------- | ----------------------------------- |
|
||||
| `ticks-from` | Export ticks from a start date |
|
||||
| `ticks-range` | Export ticks for a date range |
|
||||
| `ticks-recent` | Export ticks from a trailing window |
|
||||
|
||||
### Information
|
||||
|
||||
@@ -108,18 +142,21 @@ mt5cli --login 12345 --password mypass --server MyBroker-Demo \
|
||||
| `symbols` | Export symbol list |
|
||||
| `symbol-info` | Export symbol details |
|
||||
| `symbol-info-tick` | Export the last tick for a symbol |
|
||||
| `minimum-margins` | Export minimum-volume margin summary |
|
||||
| `market-book` | Export market depth (order book) |
|
||||
|
||||
### Trading
|
||||
|
||||
| Command | Description |
|
||||
| ---------------- | ----------------------------------------------------------- |
|
||||
| `orders` | Export active orders |
|
||||
| `positions` | Export open positions |
|
||||
| `history-orders` | Export historical orders |
|
||||
| `history-deals` | Export historical deals |
|
||||
| `order-check` | Check funds sufficiency for a trade request |
|
||||
| `order-send` | Send a trade request to the trade server (`--yes` required) |
|
||||
| Command | Description |
|
||||
| ---------------------- | ----------------------------------------------------------- |
|
||||
| `orders` | Export active orders |
|
||||
| `positions` | Export open positions |
|
||||
| `history-orders` | Export historical orders |
|
||||
| `history-deals` | Export historical deals |
|
||||
| `recent-history-deals` | Export historical deals from a trailing window |
|
||||
| `mt5-summary` | Export terminal/account status summary |
|
||||
| `order-check` | Check funds sufficiency for a trade request |
|
||||
| `order-send` | Send a trade request to the trade server (`--yes` required) |
|
||||
|
||||
Use `order-check` to validate a request payload before running `order-send --yes`.
|
||||
|
||||
|
||||
+8
-1
@@ -1,5 +1,5 @@
|
||||
site_name: mt5cli API Documentation
|
||||
site_description: Command-line tool for MetaTrader 5
|
||||
site_description: Generic MT5 data and execution infrastructure for Python
|
||||
site_author: dceoy
|
||||
site_url: https://github.com/dceoy/mt5cli
|
||||
|
||||
@@ -56,8 +56,15 @@ nav:
|
||||
- Home: index.md
|
||||
- API Reference:
|
||||
- Overview: api/index.md
|
||||
- Public API Contract: api/public-contract.md
|
||||
- Client: api/client.md
|
||||
- Schemas: api/schemas.md
|
||||
- Storage: api/storage.md
|
||||
- Converters: api/converters.md
|
||||
- Exceptions: api/exceptions.md
|
||||
- CLI: api/cli.md
|
||||
- SDK: api/sdk.md
|
||||
- Trading: api/trading.md
|
||||
- History Collection (SQLite): api/history.md
|
||||
- Utils: api/utils.md
|
||||
|
||||
|
||||
+242
-5
@@ -1,23 +1,98 @@
|
||||
"""mt5cli: Command-line tool and SDK for MetaTrader 5."""
|
||||
"""mt5cli: Generic MT5 data and execution infrastructure for Python applications.
|
||||
|
||||
Downstream packages should import from this module (``from mt5cli import ...``)
|
||||
rather than private submodule helpers. See ``docs/api/public-contract.md`` for
|
||||
the stable SDK contract, CLI surface, internal modules, and out-of-scope
|
||||
strategy responsibilities.
|
||||
"""
|
||||
|
||||
from importlib.metadata import version
|
||||
|
||||
from pdmt5 import Mt5Config, Mt5RuntimeError, Mt5TradingClient, Mt5TradingError
|
||||
|
||||
from .client import MT5Client, build_config, mt5_session
|
||||
from .contract import (
|
||||
PUBLIC_EXPORT_TIERS,
|
||||
SECONDARY_PUBLIC_EXPORTS,
|
||||
STABLE_SDK_EXPORTS,
|
||||
)
|
||||
from .converters import (
|
||||
ensure_utc,
|
||||
granularity_name,
|
||||
normalize_symbol,
|
||||
normalize_symbols,
|
||||
parse_date_range,
|
||||
recent_window,
|
||||
)
|
||||
from .exceptions import (
|
||||
Mt5CliError,
|
||||
Mt5ConnectionError,
|
||||
Mt5OperationError,
|
||||
Mt5SchemaError,
|
||||
call_with_normalized_errors,
|
||||
is_recoverable_mt5_error,
|
||||
normalize_mt5_exception,
|
||||
)
|
||||
from .history import (
|
||||
RateTarget,
|
||||
build_rate_targets,
|
||||
build_rate_view_name,
|
||||
drop_forming_rate_bar,
|
||||
load_rate_data,
|
||||
load_rate_data_from_connection,
|
||||
load_rate_series_by_granularity,
|
||||
load_rate_series_from_sqlite,
|
||||
resolve_history_datasets,
|
||||
resolve_history_tick_flags,
|
||||
resolve_history_timeframes,
|
||||
resolve_rate_table_name,
|
||||
resolve_rate_tables,
|
||||
resolve_rate_view_name,
|
||||
resolve_rate_view_names,
|
||||
)
|
||||
from .schemas import (
|
||||
DEDUP_KEYS,
|
||||
KNOWN_MT5_TIME_COLUMNS,
|
||||
REQUIRED_COLUMNS,
|
||||
TIME_COLUMNS,
|
||||
DataKind,
|
||||
normalize_dataframe,
|
||||
normalize_time_columns,
|
||||
schema_columns,
|
||||
validate_schema,
|
||||
)
|
||||
from .sdk import (
|
||||
Mt5CliClient,
|
||||
AccountSpec,
|
||||
ThrottledHistoryUpdater,
|
||||
account_info,
|
||||
build_config,
|
||||
collect_history,
|
||||
collect_latest_closed_rates_by_granularity,
|
||||
collect_latest_closed_rates_for_accounts,
|
||||
collect_latest_rates,
|
||||
collect_latest_rates_for_accounts,
|
||||
collect_latest_rates_for_accounts_with_retries,
|
||||
copy_rates_from,
|
||||
copy_rates_from_pos,
|
||||
copy_rates_range,
|
||||
copy_ticks_from,
|
||||
copy_ticks_range,
|
||||
fetch_latest_closed_rates,
|
||||
history_deals,
|
||||
history_orders,
|
||||
last_error,
|
||||
latest_rates,
|
||||
market_book,
|
||||
minimum_margins,
|
||||
mt5_summary,
|
||||
mt5_summary_as_df,
|
||||
orders,
|
||||
positions,
|
||||
recent_history_deals,
|
||||
recent_ticks,
|
||||
resolve_account_spec,
|
||||
resolve_account_specs,
|
||||
substitute_env_placeholders,
|
||||
substitute_mapping_values,
|
||||
symbol_info,
|
||||
symbol_info_tick,
|
||||
symbols,
|
||||
@@ -28,35 +103,197 @@ from .sdk import (
|
||||
from .sdk import (
|
||||
version as mt5_version,
|
||||
)
|
||||
from .utils import Dataset, IfExists, detect_format, export_dataframe
|
||||
from .storage import (
|
||||
Dataset,
|
||||
IfExists,
|
||||
detect_format,
|
||||
export_dataframe,
|
||||
export_dataframe_to_sqlite,
|
||||
)
|
||||
from .trading import (
|
||||
POSITION_COLUMNS,
|
||||
ExecutionStatus,
|
||||
MarginVolume,
|
||||
OrderExecutionResult,
|
||||
OrderFillingMode,
|
||||
OrderLimits,
|
||||
OrderSide,
|
||||
OrderTimeMode,
|
||||
PositionSide,
|
||||
ProjectionMode,
|
||||
calculate_account_projected_margin_ratio,
|
||||
calculate_margin_and_volume,
|
||||
calculate_new_position_margin_ratio,
|
||||
calculate_positions_margin,
|
||||
calculate_positions_margin_by_symbol,
|
||||
calculate_positions_margin_safe,
|
||||
calculate_projected_margin_ratio,
|
||||
calculate_spread_ratio,
|
||||
calculate_symbol_group_margin_ratio,
|
||||
calculate_trailing_stop_updates,
|
||||
calculate_volume_by_margin,
|
||||
close_open_positions,
|
||||
create_trading_client,
|
||||
detect_position_side,
|
||||
determine_order_limits,
|
||||
ensure_symbol_selected,
|
||||
estimate_order_margin,
|
||||
extract_tick_price,
|
||||
fetch_latest_closed_rates_for_trading_client,
|
||||
fetch_latest_closed_rates_indexed,
|
||||
get_account_snapshot,
|
||||
get_positions_frame,
|
||||
get_symbol_snapshot,
|
||||
get_tick_snapshot,
|
||||
mt5_trading_session,
|
||||
normalize_order_volume,
|
||||
place_market_order,
|
||||
update_sltp_for_open_positions,
|
||||
update_trailing_stop_loss_for_open_positions,
|
||||
)
|
||||
from .utils import (
|
||||
TICK_FLAG_MAP,
|
||||
TIMEFRAME_MAP,
|
||||
parse_datetime,
|
||||
parse_tick_flags,
|
||||
parse_timeframe,
|
||||
)
|
||||
|
||||
__version__ = version(__package__) if __package__ else None
|
||||
|
||||
__all__ = [
|
||||
"DEDUP_KEYS",
|
||||
"KNOWN_MT5_TIME_COLUMNS",
|
||||
"POSITION_COLUMNS",
|
||||
"PUBLIC_EXPORT_TIERS",
|
||||
"REQUIRED_COLUMNS",
|
||||
"SECONDARY_PUBLIC_EXPORTS",
|
||||
"STABLE_SDK_EXPORTS",
|
||||
"TICK_FLAG_MAP",
|
||||
"TIMEFRAME_MAP",
|
||||
"TIME_COLUMNS",
|
||||
"AccountSpec",
|
||||
"DataKind",
|
||||
"Dataset",
|
||||
"ExecutionStatus",
|
||||
"IfExists",
|
||||
"Mt5CliClient",
|
||||
"MT5Client",
|
||||
"MarginVolume",
|
||||
"Mt5CliError",
|
||||
"Mt5Config",
|
||||
"Mt5ConnectionError",
|
||||
"Mt5OperationError",
|
||||
"Mt5RuntimeError",
|
||||
"Mt5SchemaError",
|
||||
"Mt5TradingClient",
|
||||
"Mt5TradingError",
|
||||
"OrderExecutionResult",
|
||||
"OrderFillingMode",
|
||||
"OrderLimits",
|
||||
"OrderSide",
|
||||
"OrderTimeMode",
|
||||
"PositionSide",
|
||||
"ProjectionMode",
|
||||
"RateTarget",
|
||||
"ThrottledHistoryUpdater",
|
||||
"account_info",
|
||||
"build_config",
|
||||
"build_rate_targets",
|
||||
"build_rate_view_name",
|
||||
"calculate_account_projected_margin_ratio",
|
||||
"calculate_margin_and_volume",
|
||||
"calculate_new_position_margin_ratio",
|
||||
"calculate_positions_margin",
|
||||
"calculate_positions_margin_by_symbol",
|
||||
"calculate_positions_margin_safe",
|
||||
"calculate_projected_margin_ratio",
|
||||
"calculate_spread_ratio",
|
||||
"calculate_symbol_group_margin_ratio",
|
||||
"calculate_trailing_stop_updates",
|
||||
"calculate_volume_by_margin",
|
||||
"call_with_normalized_errors",
|
||||
"close_open_positions",
|
||||
"collect_history",
|
||||
"collect_latest_closed_rates_by_granularity",
|
||||
"collect_latest_closed_rates_for_accounts",
|
||||
"collect_latest_rates",
|
||||
"collect_latest_rates_for_accounts",
|
||||
"collect_latest_rates_for_accounts_with_retries",
|
||||
"copy_rates_from",
|
||||
"copy_rates_from_pos",
|
||||
"copy_rates_range",
|
||||
"copy_ticks_from",
|
||||
"copy_ticks_range",
|
||||
"create_trading_client",
|
||||
"detect_format",
|
||||
"detect_position_side",
|
||||
"determine_order_limits",
|
||||
"drop_forming_rate_bar",
|
||||
"ensure_symbol_selected",
|
||||
"ensure_utc",
|
||||
"estimate_order_margin",
|
||||
"export_dataframe",
|
||||
"export_dataframe_to_sqlite",
|
||||
"extract_tick_price",
|
||||
"fetch_latest_closed_rates",
|
||||
"fetch_latest_closed_rates_for_trading_client",
|
||||
"fetch_latest_closed_rates_indexed",
|
||||
"get_account_snapshot",
|
||||
"get_positions_frame",
|
||||
"get_symbol_snapshot",
|
||||
"get_tick_snapshot",
|
||||
"granularity_name",
|
||||
"history_deals",
|
||||
"history_orders",
|
||||
"is_recoverable_mt5_error",
|
||||
"last_error",
|
||||
"latest_rates",
|
||||
"load_rate_data",
|
||||
"load_rate_data_from_connection",
|
||||
"load_rate_series_by_granularity",
|
||||
"load_rate_series_from_sqlite",
|
||||
"market_book",
|
||||
"minimum_margins",
|
||||
"mt5_session",
|
||||
"mt5_summary",
|
||||
"mt5_summary_as_df",
|
||||
"mt5_trading_session",
|
||||
"mt5_version",
|
||||
"normalize_dataframe",
|
||||
"normalize_mt5_exception",
|
||||
"normalize_order_volume",
|
||||
"normalize_symbol",
|
||||
"normalize_symbols",
|
||||
"normalize_time_columns",
|
||||
"orders",
|
||||
"parse_date_range",
|
||||
"parse_datetime",
|
||||
"parse_tick_flags",
|
||||
"parse_timeframe",
|
||||
"place_market_order",
|
||||
"positions",
|
||||
"recent_history_deals",
|
||||
"recent_ticks",
|
||||
"recent_window",
|
||||
"resolve_account_spec",
|
||||
"resolve_account_specs",
|
||||
"resolve_history_datasets",
|
||||
"resolve_history_tick_flags",
|
||||
"resolve_history_timeframes",
|
||||
"resolve_rate_table_name",
|
||||
"resolve_rate_tables",
|
||||
"resolve_rate_view_name",
|
||||
"resolve_rate_view_names",
|
||||
"schema_columns",
|
||||
"substitute_env_placeholders",
|
||||
"substitute_mapping_values",
|
||||
"symbol_info",
|
||||
"symbol_info_tick",
|
||||
"symbols",
|
||||
"terminal_info",
|
||||
"update_history",
|
||||
"update_history_with_config",
|
||||
"update_sltp_for_open_positions",
|
||||
"update_trailing_stop_loss_for_open_positions",
|
||||
"validate_schema",
|
||||
]
|
||||
|
||||
+241
-60
@@ -2,16 +2,20 @@
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import logging
|
||||
from dataclasses import dataclass
|
||||
from datetime import datetime # noqa: TC003
|
||||
from pathlib import Path # noqa: TC003
|
||||
from typing import TYPE_CHECKING, Annotated, Any, cast
|
||||
|
||||
import pandas as pd
|
||||
import typer
|
||||
from pdmt5 import Mt5Config
|
||||
|
||||
from . import sdk
|
||||
from .client import MT5Client
|
||||
from .trading import OrderExecutionResult, close_open_positions, create_trading_client
|
||||
from .utils import (
|
||||
DATETIME_TYPE,
|
||||
REQUEST_TYPE,
|
||||
@@ -28,8 +32,6 @@ from .utils import (
|
||||
if TYPE_CHECKING:
|
||||
from collections.abc import Callable
|
||||
|
||||
import pandas as pd
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
@@ -91,9 +93,18 @@ def _execute_export(
|
||||
)
|
||||
|
||||
|
||||
def _sdk_client(ctx: typer.Context) -> sdk.Mt5CliClient:
|
||||
def _sdk_client(ctx: typer.Context) -> MT5Client:
|
||||
export_ctx = _get_export_context(ctx)
|
||||
return sdk.Mt5CliClient(config=export_ctx.config)
|
||||
return MT5Client(config=export_ctx.config)
|
||||
|
||||
|
||||
def _export_command(
|
||||
ctx: typer.Context,
|
||||
fetch_fn: Callable[[MT5Client], pd.DataFrame],
|
||||
) -> None:
|
||||
"""Create an SDK client, fetch a DataFrame, and export it."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(ctx, lambda: fetch_fn(client))
|
||||
|
||||
|
||||
@app.callback()
|
||||
@@ -193,10 +204,9 @@ def rates_from(
|
||||
count: Annotated[int, typer.Option(help="Number of records.")],
|
||||
) -> None:
|
||||
"""Export rates from a start date."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(
|
||||
_export_command(
|
||||
ctx,
|
||||
lambda: client.copy_rates_from(symbol, timeframe, date_from, count),
|
||||
lambda client: client.copy_rates_from(symbol, timeframe, date_from, count),
|
||||
)
|
||||
|
||||
|
||||
@@ -215,10 +225,43 @@ def rates_from_pos(
|
||||
count: Annotated[int, typer.Option(help="Number of records.")],
|
||||
) -> None:
|
||||
"""Export rates from a start position."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(
|
||||
_export_command(
|
||||
ctx,
|
||||
lambda: client.copy_rates_from_pos(symbol, timeframe, start_pos, count),
|
||||
lambda client: client.copy_rates_from_pos(
|
||||
symbol,
|
||||
timeframe,
|
||||
start_pos,
|
||||
count,
|
||||
),
|
||||
)
|
||||
|
||||
|
||||
@app.command()
|
||||
def latest_rates(
|
||||
ctx: typer.Context,
|
||||
symbol: Annotated[str, typer.Option(help="Symbol name.")],
|
||||
timeframe: Annotated[
|
||||
int,
|
||||
typer.Option(
|
||||
click_type=TIMEFRAME_TYPE,
|
||||
help="Timeframe.",
|
||||
),
|
||||
],
|
||||
count: Annotated[int, typer.Option(help="Number of records.")],
|
||||
start_pos: Annotated[
|
||||
int,
|
||||
typer.Option(help="Start position (0 = current bar)."),
|
||||
] = 0,
|
||||
) -> None:
|
||||
"""Export latest rates from a start position."""
|
||||
_export_command(
|
||||
ctx,
|
||||
lambda client: client.latest_rates(
|
||||
symbol,
|
||||
timeframe,
|
||||
count,
|
||||
start_pos=start_pos,
|
||||
),
|
||||
)
|
||||
|
||||
|
||||
@@ -243,10 +286,9 @@ def rates_range(
|
||||
],
|
||||
) -> None:
|
||||
"""Export rates for a date range."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(
|
||||
_export_command(
|
||||
ctx,
|
||||
lambda: client.copy_rates_range(symbol, timeframe, date_from, date_to),
|
||||
lambda client: client.copy_rates_range(symbol, timeframe, date_from, date_to),
|
||||
)
|
||||
|
||||
|
||||
@@ -268,10 +310,9 @@ def ticks_from(
|
||||
],
|
||||
) -> None:
|
||||
"""Export ticks from a start date."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(
|
||||
_export_command(
|
||||
ctx,
|
||||
lambda: client.copy_ticks_from(symbol, date_from, count, flags),
|
||||
lambda client: client.copy_ticks_from(symbol, date_from, count, flags),
|
||||
)
|
||||
|
||||
|
||||
@@ -293,23 +334,59 @@ def ticks_range(
|
||||
],
|
||||
) -> None:
|
||||
"""Export ticks for a date range."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(
|
||||
_export_command(
|
||||
ctx,
|
||||
lambda: client.copy_ticks_range(symbol, date_from, date_to, flags),
|
||||
lambda client: client.copy_ticks_range(symbol, date_from, date_to, flags),
|
||||
)
|
||||
|
||||
|
||||
@app.command()
|
||||
def ticks_recent(
|
||||
ctx: typer.Context,
|
||||
symbol: Annotated[str, typer.Option(help="Symbol name.")],
|
||||
seconds: Annotated[
|
||||
float,
|
||||
typer.Option(help="Lookback window in seconds."),
|
||||
],
|
||||
date_to: Annotated[
|
||||
datetime | None,
|
||||
typer.Option(click_type=DATETIME_TYPE, help="Window end date."),
|
||||
] = None,
|
||||
count: Annotated[
|
||||
int,
|
||||
typer.Option(help="Maximum number of ticks to return."),
|
||||
] = 10000,
|
||||
flags: Annotated[
|
||||
int,
|
||||
typer.Option(
|
||||
click_type=TICK_FLAGS_TYPE,
|
||||
help="Tick flags (ALL, INFO, TRADE, or integer).",
|
||||
),
|
||||
] = "ALL", # pyright: ignore[reportArgumentType]
|
||||
) -> None:
|
||||
"""Export ticks from a recent time window."""
|
||||
_export_command(
|
||||
ctx,
|
||||
lambda client: client.recent_ticks(
|
||||
symbol,
|
||||
seconds,
|
||||
date_to=date_to,
|
||||
count=count,
|
||||
flags=flags,
|
||||
),
|
||||
)
|
||||
|
||||
|
||||
@app.command()
|
||||
def account_info(ctx: typer.Context) -> None:
|
||||
"""Export account information."""
|
||||
_execute_export(ctx, _sdk_client(ctx).account_info)
|
||||
_export_command(ctx, lambda client: client.account_info())
|
||||
|
||||
|
||||
@app.command()
|
||||
def terminal_info(ctx: typer.Context) -> None:
|
||||
"""Export terminal information."""
|
||||
_execute_export(ctx, _sdk_client(ctx).terminal_info)
|
||||
_export_command(ctx, lambda client: client.terminal_info())
|
||||
|
||||
|
||||
@app.command()
|
||||
@@ -321,8 +398,7 @@ def symbols(
|
||||
] = None,
|
||||
) -> None:
|
||||
"""Export symbol list."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(ctx, lambda: client.symbols(group=group))
|
||||
_export_command(ctx, lambda client: client.symbols(group=group))
|
||||
|
||||
|
||||
@app.command()
|
||||
@@ -331,8 +407,16 @@ def symbol_info(
|
||||
symbol: Annotated[str, typer.Option(help="Symbol name.")],
|
||||
) -> None:
|
||||
"""Export symbol details."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(ctx, lambda: client.symbol_info(symbol))
|
||||
_export_command(ctx, lambda client: client.symbol_info(symbol))
|
||||
|
||||
|
||||
@app.command()
|
||||
def minimum_margins(
|
||||
ctx: typer.Context,
|
||||
symbol: Annotated[str, typer.Option(help="Symbol name.")],
|
||||
) -> None:
|
||||
"""Export minimum-volume buy and sell margin requirements."""
|
||||
_export_command(ctx, lambda client: client.minimum_margins(symbol))
|
||||
|
||||
|
||||
@app.command()
|
||||
@@ -343,10 +427,9 @@ def orders(
|
||||
ticket: Annotated[int | None, typer.Option(help="Ticket filter.")] = None,
|
||||
) -> None:
|
||||
"""Export active orders."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(
|
||||
_export_command(
|
||||
ctx,
|
||||
lambda: client.orders(symbol=symbol, group=group, ticket=ticket),
|
||||
lambda client: client.orders(symbol=symbol, group=group, ticket=ticket),
|
||||
)
|
||||
|
||||
|
||||
@@ -358,10 +441,9 @@ def positions(
|
||||
ticket: Annotated[int | None, typer.Option(help="Ticket filter.")] = None,
|
||||
) -> None:
|
||||
"""Export open positions."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(
|
||||
_export_command(
|
||||
ctx,
|
||||
lambda: client.positions(symbol=symbol, group=group, ticket=ticket),
|
||||
lambda client: client.positions(symbol=symbol, group=group, ticket=ticket),
|
||||
)
|
||||
|
||||
|
||||
@@ -382,10 +464,9 @@ def history_orders(
|
||||
position: Annotated[int | None, typer.Option(help="Position ticket.")] = None,
|
||||
) -> None:
|
||||
"""Export historical orders."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(
|
||||
_export_command(
|
||||
ctx,
|
||||
lambda: client.history_orders(
|
||||
lambda client: client.history_orders(
|
||||
date_from=date_from,
|
||||
date_to=date_to,
|
||||
group=group,
|
||||
@@ -413,10 +494,9 @@ def history_deals(
|
||||
position: Annotated[int | None, typer.Option(help="Position ticket.")] = None,
|
||||
) -> None:
|
||||
"""Export historical deals."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(
|
||||
_export_command(
|
||||
ctx,
|
||||
lambda: client.history_deals(
|
||||
lambda client: client.history_deals(
|
||||
date_from=date_from,
|
||||
date_to=date_to,
|
||||
group=group,
|
||||
@@ -427,16 +507,45 @@ def history_deals(
|
||||
)
|
||||
|
||||
|
||||
@app.command()
|
||||
def recent_history_deals(
|
||||
ctx: typer.Context,
|
||||
hours: Annotated[float, typer.Option(help="Lookback window in hours.")],
|
||||
date_to: Annotated[
|
||||
datetime | None,
|
||||
typer.Option(click_type=DATETIME_TYPE, help="Window end date."),
|
||||
] = None,
|
||||
group: Annotated[str | None, typer.Option(help="Group filter.")] = None,
|
||||
symbol: Annotated[str | None, typer.Option(help="Symbol filter.")] = None,
|
||||
) -> None:
|
||||
"""Export historical deals from a recent trailing window."""
|
||||
_export_command(
|
||||
ctx,
|
||||
lambda client: client.recent_history_deals(
|
||||
hours,
|
||||
date_to=date_to,
|
||||
group=group,
|
||||
symbol=symbol,
|
||||
),
|
||||
)
|
||||
|
||||
|
||||
@app.command()
|
||||
def mt5_summary(ctx: typer.Context) -> None:
|
||||
"""Export a compact terminal/account status summary."""
|
||||
_export_command(ctx, lambda client: client.mt5_summary_as_df())
|
||||
|
||||
|
||||
@app.command()
|
||||
def version(ctx: typer.Context) -> None:
|
||||
"""Export MetaTrader5 version information."""
|
||||
_execute_export(ctx, _sdk_client(ctx).version)
|
||||
_export_command(ctx, lambda client: client.version())
|
||||
|
||||
|
||||
@app.command()
|
||||
def last_error(ctx: typer.Context) -> None:
|
||||
"""Export the last error information."""
|
||||
_execute_export(ctx, _sdk_client(ctx).last_error)
|
||||
_export_command(ctx, lambda client: client.last_error())
|
||||
|
||||
|
||||
@app.command()
|
||||
@@ -445,8 +554,7 @@ def symbol_info_tick(
|
||||
symbol: Annotated[str, typer.Option(help="Symbol name.")],
|
||||
) -> None:
|
||||
"""Export the last tick for a symbol."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(ctx, lambda: client.symbol_info_tick(symbol))
|
||||
_export_command(ctx, lambda client: client.symbol_info_tick(symbol))
|
||||
|
||||
|
||||
@app.command()
|
||||
@@ -455,8 +563,7 @@ def market_book(
|
||||
symbol: Annotated[str, typer.Option(help="Symbol name.")],
|
||||
) -> None:
|
||||
"""Export market depth (order book) for a symbol."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(ctx, lambda: client.market_book(symbol))
|
||||
_export_command(ctx, lambda client: client.market_book(symbol))
|
||||
|
||||
|
||||
@app.command()
|
||||
@@ -468,15 +575,7 @@ def order_check(
|
||||
],
|
||||
) -> None:
|
||||
"""Check funds sufficiency for a trading operation."""
|
||||
export_ctx = _get_export_context(ctx)
|
||||
|
||||
def _fetch() -> pd.DataFrame:
|
||||
return sdk._run_with_client( # noqa: SLF001 # pyright: ignore[reportPrivateUsage]
|
||||
export_ctx.config,
|
||||
lambda c: c.order_check_as_df(request=request),
|
||||
)
|
||||
|
||||
_execute_export(ctx, _fetch)
|
||||
_export_command(ctx, lambda client: client.order_check(request))
|
||||
|
||||
|
||||
@app.command()
|
||||
@@ -499,15 +598,97 @@ def order_send(
|
||||
if not yes:
|
||||
msg = "Pass --yes to send a live trade request."
|
||||
raise typer.BadParameter(msg, param_hint="--yes")
|
||||
_export_command(ctx, lambda client: client.order_send(request))
|
||||
|
||||
|
||||
_EXECUTION_RESULT_COLUMNS: list[str] = [
|
||||
"status",
|
||||
"symbol",
|
||||
"order_side",
|
||||
"volume",
|
||||
"retcode",
|
||||
"comment",
|
||||
"request",
|
||||
"response",
|
||||
"dry_run",
|
||||
]
|
||||
|
||||
|
||||
def _execution_results_to_df(results: list[OrderExecutionResult]) -> pd.DataFrame:
|
||||
if not results:
|
||||
return pd.DataFrame(columns=_EXECUTION_RESULT_COLUMNS)
|
||||
rows = [
|
||||
{
|
||||
**r,
|
||||
"request": json.dumps(r["request"]),
|
||||
"response": json.dumps(r["response"]),
|
||||
}
|
||||
for r in results
|
||||
]
|
||||
return pd.DataFrame(rows)
|
||||
|
||||
|
||||
@app.command()
|
||||
def close_positions(
|
||||
ctx: typer.Context,
|
||||
symbol: Annotated[
|
||||
list[str] | None,
|
||||
typer.Option(
|
||||
"--symbol",
|
||||
"-s",
|
||||
help="Symbol to close (repeat for multiple symbols).",
|
||||
),
|
||||
] = None,
|
||||
ticket: Annotated[
|
||||
list[int] | None,
|
||||
typer.Option(
|
||||
"--ticket",
|
||||
"-t",
|
||||
help="Position ticket to close (repeat for multiple tickets).",
|
||||
),
|
||||
] = None,
|
||||
dry_run: Annotated[
|
||||
bool,
|
||||
typer.Option("--dry-run", help="Preview close orders without executing them."),
|
||||
] = False,
|
||||
yes: Annotated[
|
||||
bool,
|
||||
typer.Option("--yes", help="Confirm live position closing."),
|
||||
] = False,
|
||||
) -> None:
|
||||
"""Close open positions by symbol or ticket.
|
||||
|
||||
Delegates to :func:`mt5cli.trading.close_open_positions`. At least one
|
||||
``--symbol`` or ``--ticket`` must be provided to avoid accidentally closing
|
||||
all positions. Use ``--dry-run`` to preview without executing; ``--yes`` is
|
||||
required for live execution.
|
||||
|
||||
``order-send`` is the expert raw-request path. ``close-positions`` is the
|
||||
safer high-level helper that builds correct close requests automatically.
|
||||
|
||||
Raises:
|
||||
typer.BadParameter: If neither ``--symbol`` nor ``--ticket`` is given,
|
||||
or if ``--yes`` is missing for a live (non-dry-run) run.
|
||||
"""
|
||||
if not symbol and not ticket:
|
||||
msg = "Provide at least one --symbol or --ticket to close positions."
|
||||
raise typer.BadParameter(msg)
|
||||
if not dry_run and not yes:
|
||||
msg = "Pass --yes to close live positions."
|
||||
raise typer.BadParameter(msg, param_hint="--yes")
|
||||
export_ctx = _get_export_context(ctx)
|
||||
|
||||
def _fetch() -> pd.DataFrame:
|
||||
return sdk._run_with_client( # noqa: SLF001 # pyright: ignore[reportPrivateUsage]
|
||||
export_ctx.config,
|
||||
lambda c: c.order_send_as_df(request=request),
|
||||
client = create_trading_client(config=export_ctx.config)
|
||||
try:
|
||||
results = close_open_positions(
|
||||
client,
|
||||
symbols=list(symbol) if symbol else None,
|
||||
tickets=list(ticket) if ticket else None,
|
||||
dry_run=dry_run,
|
||||
)
|
||||
|
||||
_execute_export(ctx, _fetch)
|
||||
finally:
|
||||
client.shutdown()
|
||||
df = _execution_results_to_df(results)
|
||||
_execute_export(ctx, lambda: df)
|
||||
|
||||
|
||||
@app.command()
|
||||
@@ -552,7 +733,7 @@ def collect_history(
|
||||
click_type=TICK_FLAGS_TYPE,
|
||||
help="Tick copy flags (ALL, INFO, TRADE, or integer).",
|
||||
),
|
||||
] = 1,
|
||||
] = "ALL", # pyright: ignore[reportArgumentType]
|
||||
if_exists: Annotated[
|
||||
IfExists,
|
||||
typer.Option(
|
||||
|
||||
@@ -0,0 +1,86 @@
|
||||
"""Stable public client abstraction for MT5 data and execution operations."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from contextlib import contextmanager
|
||||
from typing import TYPE_CHECKING, Any, Self
|
||||
|
||||
from .sdk import Mt5CliClient, build_config, connected_client
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from collections.abc import Iterator
|
||||
|
||||
import pandas as pd
|
||||
from pdmt5 import Mt5Config, Mt5DataClient
|
||||
|
||||
__all__ = [
|
||||
"MT5Client",
|
||||
"build_config",
|
||||
"mt5_session",
|
||||
]
|
||||
|
||||
|
||||
class MT5Client(Mt5CliClient):
|
||||
"""Public client for generic MT5 data access and order primitives.
|
||||
|
||||
Extends the read-only SDK client with optional order check/send helpers and
|
||||
exposes the same connection lifecycle as :func:`mt5_session`.
|
||||
|
||||
mt5cli intentionally exposes minimal execution primitives only. Trading
|
||||
decisions, signals, strategies, backtests, and optimization remain the
|
||||
responsibility of downstream applications.
|
||||
"""
|
||||
|
||||
def order_check(self, request: dict[str, Any]) -> pd.DataFrame:
|
||||
"""Check funds sufficiency for a trade request.
|
||||
|
||||
Args:
|
||||
request: MT5 order request dictionary.
|
||||
|
||||
Returns:
|
||||
One-row DataFrame with the order-check result.
|
||||
"""
|
||||
return self._fetch(lambda client: client.order_check_as_df(request=request))
|
||||
|
||||
def order_send(self, request: dict[str, Any]) -> pd.DataFrame:
|
||||
"""Send a live trade request to the MT5 trade server.
|
||||
|
||||
Warning:
|
||||
This is a live execution primitive. A successful call can place,
|
||||
modify, or close real trades on the connected account. Downstream
|
||||
applications must gate usage explicitly (for example behind manual
|
||||
confirmation or application-specific risk controls). mt5cli does
|
||||
not implement strategy logic, signal generation, or trade sizing.
|
||||
|
||||
Args:
|
||||
request: MT5 order request dictionary.
|
||||
|
||||
Returns:
|
||||
One-row DataFrame with the order-send result.
|
||||
"""
|
||||
return self._fetch(lambda client: client.order_send_as_df(request=request))
|
||||
|
||||
@classmethod
|
||||
def from_connected_client(cls, client: Mt5DataClient) -> Self:
|
||||
"""Bind to an already-connected ``Mt5DataClient`` without owning it.
|
||||
|
||||
Returns:
|
||||
Client wrapper bound to the injected connection.
|
||||
"""
|
||||
return cls(client=client)
|
||||
|
||||
|
||||
@contextmanager
|
||||
def mt5_session(config: Mt5Config | None = None) -> Iterator[MT5Client]:
|
||||
"""Open an MT5 terminal session and yield a connected :class:`MT5Client`.
|
||||
|
||||
Args:
|
||||
config: MT5 connection configuration. Defaults to an empty config that
|
||||
attaches to a running terminal.
|
||||
|
||||
Yields:
|
||||
Connected :class:`MT5Client` bound to the session.
|
||||
"""
|
||||
mt5_config = config or build_config()
|
||||
with connected_client(mt5_config) as client:
|
||||
yield MT5Client.from_connected_client(client)
|
||||
@@ -0,0 +1,151 @@
|
||||
"""Downstream SDK export tiers for mt5cli."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
STABLE_SDK_EXPORTS: frozenset[str] = frozenset({
|
||||
"AccountSpec",
|
||||
"MT5Client",
|
||||
"Mt5CliError",
|
||||
"Mt5Config",
|
||||
"Mt5ConnectionError",
|
||||
"Mt5OperationError",
|
||||
"Mt5RuntimeError",
|
||||
"Mt5SchemaError",
|
||||
"Mt5TradingClient",
|
||||
"Mt5TradingError",
|
||||
"OrderFillingMode",
|
||||
"OrderSide",
|
||||
"OrderTimeMode",
|
||||
"PositionSide",
|
||||
"ProjectionMode",
|
||||
"ExecutionStatus",
|
||||
"MarginVolume",
|
||||
"OrderExecutionResult",
|
||||
"OrderLimits",
|
||||
"RateTarget",
|
||||
"ThrottledHistoryUpdater",
|
||||
"build_config",
|
||||
"build_rate_targets",
|
||||
"build_rate_view_name",
|
||||
"calculate_account_projected_margin_ratio",
|
||||
"calculate_margin_and_volume",
|
||||
"calculate_new_position_margin_ratio",
|
||||
"calculate_projected_margin_ratio",
|
||||
"calculate_positions_margin",
|
||||
"calculate_positions_margin_by_symbol",
|
||||
"calculate_positions_margin_safe",
|
||||
"calculate_spread_ratio",
|
||||
"calculate_symbol_group_margin_ratio",
|
||||
"calculate_trailing_stop_updates",
|
||||
"calculate_volume_by_margin",
|
||||
"call_with_normalized_errors",
|
||||
"close_open_positions",
|
||||
"collect_history",
|
||||
"collect_latest_closed_rates_by_granularity",
|
||||
"collect_latest_closed_rates_for_accounts",
|
||||
"collect_latest_rates_for_accounts_with_retries",
|
||||
"create_trading_client",
|
||||
"detect_position_side",
|
||||
"determine_order_limits",
|
||||
"drop_forming_rate_bar",
|
||||
"ensure_symbol_selected",
|
||||
"estimate_order_margin",
|
||||
"extract_tick_price",
|
||||
"fetch_latest_closed_rates",
|
||||
"fetch_latest_closed_rates_for_trading_client",
|
||||
"fetch_latest_closed_rates_indexed",
|
||||
"get_account_snapshot",
|
||||
"get_positions_frame",
|
||||
"get_symbol_snapshot",
|
||||
"get_tick_snapshot",
|
||||
"is_recoverable_mt5_error",
|
||||
"load_rate_data",
|
||||
"load_rate_data_from_connection",
|
||||
"load_rate_series_by_granularity",
|
||||
"load_rate_series_from_sqlite",
|
||||
"mt5_session",
|
||||
"mt5_trading_session",
|
||||
"normalize_mt5_exception",
|
||||
"normalize_order_volume",
|
||||
"place_market_order",
|
||||
"resolve_account_spec",
|
||||
"resolve_account_specs",
|
||||
"resolve_history_datasets",
|
||||
"resolve_history_tick_flags",
|
||||
"resolve_history_timeframes",
|
||||
"resolve_rate_table_name",
|
||||
"resolve_rate_tables",
|
||||
"resolve_rate_view_name",
|
||||
"resolve_rate_view_names",
|
||||
"substitute_env_placeholders",
|
||||
"substitute_mapping_values",
|
||||
"update_history",
|
||||
"update_history_with_config",
|
||||
"update_sltp_for_open_positions",
|
||||
"update_trailing_stop_loss_for_open_positions",
|
||||
})
|
||||
|
||||
SECONDARY_PUBLIC_EXPORTS: frozenset[str] = frozenset({
|
||||
"DEDUP_KEYS",
|
||||
"DataKind",
|
||||
"Dataset",
|
||||
"IfExists",
|
||||
"KNOWN_MT5_TIME_COLUMNS",
|
||||
"POSITION_COLUMNS",
|
||||
"REQUIRED_COLUMNS",
|
||||
"TICK_FLAG_MAP",
|
||||
"TIMEFRAME_MAP",
|
||||
"TIME_COLUMNS",
|
||||
"account_info",
|
||||
"collect_latest_rates",
|
||||
"collect_latest_rates_for_accounts",
|
||||
"copy_rates_from",
|
||||
"copy_rates_from_pos",
|
||||
"copy_rates_range",
|
||||
"copy_ticks_from",
|
||||
"copy_ticks_range",
|
||||
"detect_format",
|
||||
"ensure_utc",
|
||||
"export_dataframe",
|
||||
"export_dataframe_to_sqlite",
|
||||
"granularity_name",
|
||||
"history_deals",
|
||||
"history_orders",
|
||||
"last_error",
|
||||
"latest_rates",
|
||||
"market_book",
|
||||
"minimum_margins",
|
||||
"mt5_summary",
|
||||
"mt5_summary_as_df",
|
||||
"mt5_version",
|
||||
"normalize_dataframe",
|
||||
"normalize_symbol",
|
||||
"normalize_symbols",
|
||||
"normalize_time_columns",
|
||||
"orders",
|
||||
"parse_date_range",
|
||||
"parse_datetime",
|
||||
"parse_tick_flags",
|
||||
"parse_timeframe",
|
||||
"positions",
|
||||
"recent_history_deals",
|
||||
"recent_ticks",
|
||||
"recent_window",
|
||||
"schema_columns",
|
||||
"symbol_info",
|
||||
"symbol_info_tick",
|
||||
"symbols",
|
||||
"terminal_info",
|
||||
"validate_schema",
|
||||
})
|
||||
|
||||
PUBLIC_EXPORT_TIERS: dict[str, frozenset[str]] = {
|
||||
"stable": STABLE_SDK_EXPORTS,
|
||||
"secondary": SECONDARY_PUBLIC_EXPORTS,
|
||||
}
|
||||
|
||||
__all__ = [
|
||||
"PUBLIC_EXPORT_TIERS",
|
||||
"SECONDARY_PUBLIC_EXPORTS",
|
||||
"STABLE_SDK_EXPORTS",
|
||||
]
|
||||
@@ -0,0 +1,162 @@
|
||||
"""Shared conversion helpers for MT5 symbols, timeframes, and date ranges."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import UTC, datetime, timedelta
|
||||
from typing import TYPE_CHECKING
|
||||
|
||||
from pdmt5 import get_timeframe_name as _get_timeframe_name
|
||||
|
||||
from .utils import parse_datetime, parse_tick_flags, parse_timeframe
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from collections.abc import Sequence
|
||||
|
||||
__all__ = [
|
||||
"ensure_utc",
|
||||
"granularity_name",
|
||||
"normalize_symbol",
|
||||
"normalize_symbols",
|
||||
"parse_date_range",
|
||||
"parse_datetime",
|
||||
"parse_tick_flags",
|
||||
"parse_timeframe",
|
||||
"recent_window",
|
||||
]
|
||||
|
||||
|
||||
def normalize_symbol(symbol: str) -> str:
|
||||
"""Normalize a broker symbol name for MT5 API calls.
|
||||
|
||||
Strips surrounding whitespace while preserving broker-specific casing and
|
||||
suffixes (for example ``XAUUSDm``, ``US500.cash``, or ``EURUSD.r``).
|
||||
|
||||
Args:
|
||||
symbol: Raw symbol name.
|
||||
|
||||
Returns:
|
||||
Normalized symbol string.
|
||||
|
||||
Raises:
|
||||
ValueError: If the symbol is empty after normalization.
|
||||
"""
|
||||
normalized = symbol.strip()
|
||||
if not normalized:
|
||||
msg = "Symbol must not be empty."
|
||||
raise ValueError(msg)
|
||||
return normalized
|
||||
|
||||
|
||||
def normalize_symbols(symbols: Sequence[str]) -> list[str]:
|
||||
"""Normalize a sequence of broker symbol names.
|
||||
|
||||
Args:
|
||||
symbols: Raw symbol names.
|
||||
|
||||
Returns:
|
||||
List of normalized, de-duplicated symbols preserving first-seen order.
|
||||
"""
|
||||
seen: set[str] = set()
|
||||
resolved: list[str] = []
|
||||
for symbol in symbols:
|
||||
normalized = normalize_symbol(symbol)
|
||||
if normalized not in seen:
|
||||
seen.add(normalized)
|
||||
resolved.append(normalized)
|
||||
return resolved
|
||||
|
||||
|
||||
def ensure_utc(value: datetime | str) -> datetime:
|
||||
"""Return a timezone-aware UTC datetime.
|
||||
|
||||
Args:
|
||||
value: Datetime instance or ISO 8601 string.
|
||||
|
||||
Returns:
|
||||
UTC-aware datetime.
|
||||
"""
|
||||
if isinstance(value, str):
|
||||
return parse_datetime(value)
|
||||
if value.tzinfo is None:
|
||||
return value.replace(tzinfo=UTC)
|
||||
return value.astimezone(UTC)
|
||||
|
||||
|
||||
def parse_date_range(
|
||||
date_from: datetime | str,
|
||||
date_to: datetime | str,
|
||||
) -> tuple[datetime, datetime]:
|
||||
"""Parse and validate an inclusive UTC date range.
|
||||
|
||||
Args:
|
||||
date_from: Range start as datetime or ISO 8601 string.
|
||||
date_to: Range end as datetime or ISO 8601 string.
|
||||
|
||||
Returns:
|
||||
Tuple of UTC-aware ``(start, end)`` datetimes.
|
||||
|
||||
Raises:
|
||||
ValueError: If ``date_from`` is after ``date_to``.
|
||||
"""
|
||||
start = ensure_utc(date_from)
|
||||
end = ensure_utc(date_to)
|
||||
if start > end:
|
||||
msg = (
|
||||
f"date_from ({start.isoformat()}) must not be after "
|
||||
f"date_to ({end.isoformat()})."
|
||||
)
|
||||
raise ValueError(msg)
|
||||
return start, end
|
||||
|
||||
|
||||
def recent_window(
|
||||
*,
|
||||
hours: float | None = None,
|
||||
seconds: float | None = None,
|
||||
date_to: datetime | str | None = None,
|
||||
) -> tuple[datetime, datetime]:
|
||||
"""Build a trailing UTC window ending at ``date_to`` or now.
|
||||
|
||||
Exactly one of ``hours`` or ``seconds`` must be provided.
|
||||
|
||||
Args:
|
||||
hours: Trailing window length in hours.
|
||||
seconds: Trailing window length in seconds.
|
||||
date_to: Window end. Defaults to current UTC time.
|
||||
|
||||
Returns:
|
||||
Tuple of UTC-aware ``(start, end)`` datetimes.
|
||||
|
||||
Raises:
|
||||
ValueError: If neither or both window lengths are provided, or if a
|
||||
length is not positive.
|
||||
"""
|
||||
if (hours is None) == (seconds is None):
|
||||
msg = "Provide exactly one of hours or seconds."
|
||||
raise ValueError(msg)
|
||||
if hours is not None:
|
||||
length = timedelta(hours=hours)
|
||||
else:
|
||||
length = timedelta(seconds=seconds if seconds is not None else 0)
|
||||
if length.total_seconds() <= 0:
|
||||
msg = "Window length must be positive."
|
||||
raise ValueError(msg)
|
||||
end = ensure_utc(date_to) if date_to is not None else datetime.now(UTC)
|
||||
return end - length, end
|
||||
|
||||
|
||||
def granularity_name(timeframe: int | str) -> str:
|
||||
"""Return a short granularity label for a timeframe integer or name.
|
||||
|
||||
Args:
|
||||
timeframe: MT5 timeframe as integer or name (for example ``M1``).
|
||||
|
||||
Returns:
|
||||
Short name such as ``M1`` or the stringified integer when unknown.
|
||||
"""
|
||||
tf = parse_timeframe(timeframe)
|
||||
try:
|
||||
name = _get_timeframe_name(tf)
|
||||
except ValueError:
|
||||
return str(tf)
|
||||
return name.removeprefix("TIMEFRAME_")
|
||||
@@ -0,0 +1,90 @@
|
||||
"""Normalized exception types for MT5 and mt5cli operations."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import TYPE_CHECKING, TypeVar
|
||||
|
||||
from pdmt5 import Mt5RuntimeError, Mt5TradingError
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from collections.abc import Callable
|
||||
|
||||
T = TypeVar("T")
|
||||
|
||||
__all__ = [
|
||||
"Mt5CliError",
|
||||
"Mt5ConnectionError",
|
||||
"Mt5OperationError",
|
||||
"Mt5SchemaError",
|
||||
"call_with_normalized_errors",
|
||||
"is_recoverable_mt5_error",
|
||||
"normalize_mt5_exception",
|
||||
]
|
||||
|
||||
_RECOVERABLE_MT5_ERRORS: tuple[type[BaseException], ...] = (
|
||||
Mt5TradingError,
|
||||
Mt5RuntimeError,
|
||||
)
|
||||
|
||||
|
||||
class Mt5CliError(Exception):
|
||||
"""Base exception for mt5cli public API errors."""
|
||||
|
||||
|
||||
class Mt5ConnectionError(Mt5CliError):
|
||||
"""Raised when MT5 initialization, login, or shutdown fails."""
|
||||
|
||||
|
||||
class Mt5OperationError(Mt5CliError):
|
||||
"""Raised when an MT5 data or trading operation fails."""
|
||||
|
||||
|
||||
class Mt5SchemaError(Mt5CliError):
|
||||
"""Raised when a DataFrame does not match an expected dataset schema."""
|
||||
|
||||
|
||||
def is_recoverable_mt5_error(exc: BaseException) -> bool:
|
||||
"""Return whether an exception is a transient MT5 failure worth retrying.
|
||||
|
||||
Args:
|
||||
exc: Exception raised by MT5 or pdmt5.
|
||||
|
||||
Returns:
|
||||
True for ``Mt5RuntimeError`` and ``Mt5TradingError``.
|
||||
"""
|
||||
return isinstance(exc, _RECOVERABLE_MT5_ERRORS)
|
||||
|
||||
|
||||
def normalize_mt5_exception(exc: BaseException) -> Mt5CliError:
|
||||
"""Map pdmt5/MT5 exceptions to stable mt5cli exception types.
|
||||
|
||||
Args:
|
||||
exc: Original exception from MT5 or pdmt5.
|
||||
|
||||
Returns:
|
||||
``Mt5ConnectionError`` for runtime failures, ``Mt5OperationError`` for
|
||||
trading failures, or the original exception when it is not recognized.
|
||||
"""
|
||||
if isinstance(exc, Mt5TradingError):
|
||||
return Mt5OperationError(str(exc))
|
||||
if isinstance(exc, Mt5RuntimeError):
|
||||
return Mt5ConnectionError(str(exc))
|
||||
if isinstance(exc, Mt5CliError):
|
||||
return exc
|
||||
return Mt5CliError(str(exc))
|
||||
|
||||
|
||||
def call_with_normalized_errors(fn: Callable[[], T]) -> T:
|
||||
"""Run ``fn`` and map recoverable MT5 errors to mt5cli types.
|
||||
|
||||
Args:
|
||||
fn: Callable performing MT5 work.
|
||||
|
||||
Returns:
|
||||
Value returned by ``fn``.
|
||||
"""
|
||||
try:
|
||||
return fn()
|
||||
except _RECOVERABLE_MT5_ERRORS as exc:
|
||||
normalized = normalize_mt5_exception(exc)
|
||||
raise normalized from exc
|
||||
+859
-71
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,64 @@
|
||||
"""Retry and reconnect helpers for transient MT5 failures."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import logging
|
||||
import time
|
||||
from typing import TYPE_CHECKING, TypeVar
|
||||
|
||||
from .exceptions import is_recoverable_mt5_error
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from collections.abc import Callable
|
||||
|
||||
T = TypeVar("T")
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
__all__ = [
|
||||
"retry_with_backoff",
|
||||
]
|
||||
|
||||
|
||||
def retry_with_backoff(
|
||||
fn: Callable[[], T],
|
||||
*,
|
||||
retry_count: int = 0,
|
||||
backoff_base: float = 2.0,
|
||||
operation: str = "MT5 operation",
|
||||
) -> T:
|
||||
"""Call ``fn`` with bounded exponential backoff on recoverable MT5 errors.
|
||||
|
||||
Only ``pdmt5.Mt5RuntimeError`` and ``pdmt5.Mt5TradingError`` are retried.
|
||||
Other exceptions propagate immediately. The final failure is re-raised once
|
||||
retries are exhausted.
|
||||
|
||||
Args:
|
||||
fn: Callable performing MT5 work.
|
||||
retry_count: Maximum number of retries after the first attempt. ``0``
|
||||
disables retries.
|
||||
backoff_base: Base for exponential backoff. The delay before retry
|
||||
attempt ``n`` (1-indexed) is ``backoff_base ** n`` seconds.
|
||||
operation: Label used in warning logs.
|
||||
|
||||
Returns:
|
||||
Value returned by ``fn`` on success.
|
||||
"""
|
||||
attempts = max(retry_count, 0) + 1
|
||||
for attempt in range(attempts - 1):
|
||||
try:
|
||||
return fn()
|
||||
except Exception as exc:
|
||||
if not is_recoverable_mt5_error(exc):
|
||||
raise
|
||||
delay = backoff_base ** (attempt + 1)
|
||||
logger.warning(
|
||||
"%s failed (attempt %d/%d): %s; retrying in %.1fs",
|
||||
operation,
|
||||
attempt + 1,
|
||||
attempts,
|
||||
exc,
|
||||
delay,
|
||||
)
|
||||
time.sleep(delay)
|
||||
return fn()
|
||||
@@ -0,0 +1,291 @@
|
||||
"""Canonical DataFrame schemas for MT5 market and account datasets."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from enum import StrEnum
|
||||
from typing import TYPE_CHECKING, Final
|
||||
|
||||
import pandas as pd
|
||||
|
||||
from .converters import normalize_symbol, parse_timeframe
|
||||
from .exceptions import Mt5SchemaError
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from collections.abc import Iterable
|
||||
|
||||
__all__ = [
|
||||
"DEDUP_KEYS",
|
||||
"KNOWN_MT5_TIME_COLUMNS",
|
||||
"REQUIRED_COLUMNS",
|
||||
"TIME_COLUMNS",
|
||||
"DataKind",
|
||||
"normalize_dataframe",
|
||||
"normalize_time_columns",
|
||||
"schema_columns",
|
||||
"validate_schema",
|
||||
]
|
||||
|
||||
KNOWN_MT5_TIME_COLUMNS: Final[frozenset[str]] = frozenset({
|
||||
"time",
|
||||
"time_setup",
|
||||
"time_setup_msc",
|
||||
"time_done",
|
||||
"time_done_msc",
|
||||
"time_msc",
|
||||
})
|
||||
|
||||
_TIME_COLUMN_NAMES = KNOWN_MT5_TIME_COLUMNS
|
||||
|
||||
|
||||
class DataKind(StrEnum):
|
||||
"""Supported MT5 dataset kinds with canonical column contracts."""
|
||||
|
||||
rates = "rates"
|
||||
ticks = "ticks"
|
||||
orders = "orders"
|
||||
positions = "positions"
|
||||
history_orders = "history_orders"
|
||||
history_deals = "history_deals"
|
||||
|
||||
|
||||
REQUIRED_COLUMNS: dict[DataKind, frozenset[str]] = {
|
||||
DataKind.rates: frozenset({
|
||||
"time",
|
||||
"open",
|
||||
"high",
|
||||
"low",
|
||||
"close",
|
||||
"tick_volume",
|
||||
"spread",
|
||||
"real_volume",
|
||||
}),
|
||||
DataKind.ticks: frozenset({
|
||||
"time",
|
||||
"bid",
|
||||
"ask",
|
||||
"last",
|
||||
"volume",
|
||||
"time_msc",
|
||||
"flags",
|
||||
"volume_real",
|
||||
}),
|
||||
DataKind.orders: frozenset({
|
||||
"ticket",
|
||||
"time_setup",
|
||||
"type",
|
||||
"state",
|
||||
"symbol",
|
||||
"volume_current",
|
||||
"price_open",
|
||||
}),
|
||||
DataKind.positions: frozenset({
|
||||
"ticket",
|
||||
"time",
|
||||
"type",
|
||||
"symbol",
|
||||
"volume",
|
||||
"price_open",
|
||||
"price_current",
|
||||
"profit",
|
||||
}),
|
||||
DataKind.history_orders: frozenset({
|
||||
"ticket",
|
||||
"time_setup",
|
||||
"type",
|
||||
"state",
|
||||
"symbol",
|
||||
"volume_initial",
|
||||
"price_open",
|
||||
}),
|
||||
DataKind.history_deals: frozenset({
|
||||
"ticket",
|
||||
"order",
|
||||
"time",
|
||||
"type",
|
||||
"entry",
|
||||
"symbol",
|
||||
"volume",
|
||||
"price",
|
||||
"profit",
|
||||
}),
|
||||
}
|
||||
|
||||
_OPTIONAL_TIME_COLUMNS_BY_KIND: dict[DataKind, frozenset[str]] = {
|
||||
DataKind.orders: frozenset({
|
||||
"time_setup_msc",
|
||||
"time_done",
|
||||
"time_done_msc",
|
||||
}),
|
||||
DataKind.history_orders: frozenset({
|
||||
"time_setup_msc",
|
||||
"time_done",
|
||||
"time_done_msc",
|
||||
}),
|
||||
DataKind.positions: frozenset({"time_msc"}),
|
||||
}
|
||||
|
||||
TIME_COLUMNS: dict[DataKind, frozenset[str]] = {
|
||||
kind: (REQUIRED_COLUMNS[kind] & _TIME_COLUMN_NAMES)
|
||||
| _OPTIONAL_TIME_COLUMNS_BY_KIND.get(kind, frozenset())
|
||||
for kind in DataKind
|
||||
}
|
||||
|
||||
DEDUP_KEYS: dict[DataKind, tuple[tuple[str, ...], ...]] = {
|
||||
DataKind.rates: (("symbol", "timeframe", "time"), ("symbol", "time")),
|
||||
DataKind.ticks: (("symbol", "time_msc"), ("symbol", "time")),
|
||||
DataKind.history_orders: (("ticket",), ("symbol", "time", "type")),
|
||||
DataKind.history_deals: (("ticket",), ("symbol", "time", "type", "entry")),
|
||||
}
|
||||
|
||||
|
||||
def schema_columns(kind: DataKind) -> frozenset[str]:
|
||||
"""Return required column names for a dataset kind.
|
||||
|
||||
Args:
|
||||
kind: Dataset kind.
|
||||
|
||||
Returns:
|
||||
Required column names for ``kind``.
|
||||
"""
|
||||
return REQUIRED_COLUMNS[kind]
|
||||
|
||||
|
||||
def validate_schema(
|
||||
frame: pd.DataFrame,
|
||||
kind: DataKind,
|
||||
*,
|
||||
extra_required: Iterable[str] | None = None,
|
||||
) -> None:
|
||||
"""Validate that a DataFrame includes required columns for a dataset kind.
|
||||
|
||||
Args:
|
||||
frame: DataFrame to validate.
|
||||
kind: Expected dataset kind.
|
||||
extra_required: Additional columns that must be present (for example
|
||||
``symbol`` and ``timeframe`` on stored rate history).
|
||||
|
||||
Raises:
|
||||
Mt5SchemaError: If required columns are missing.
|
||||
"""
|
||||
if frame.empty and len(frame.columns) == 0:
|
||||
return
|
||||
required = set(REQUIRED_COLUMNS[kind])
|
||||
if extra_required is not None:
|
||||
required.update(extra_required)
|
||||
missing = required - set(frame.columns)
|
||||
if missing:
|
||||
msg = (
|
||||
f"{kind.value} schema is missing required columns: "
|
||||
f"{', '.join(sorted(missing))}."
|
||||
)
|
||||
raise Mt5SchemaError(msg)
|
||||
|
||||
|
||||
def _coerce_mt5_time_column(series: pd.Series, column: str) -> pd.Series:
|
||||
"""Coerce one MT5 time column to UTC-aware datetimes.
|
||||
|
||||
Returns:
|
||||
Series with UTC-aware datetime values.
|
||||
"""
|
||||
if pd.api.types.is_datetime64_any_dtype(series):
|
||||
return pd.to_datetime(series, utc=True, errors="coerce")
|
||||
if pd.api.types.is_numeric_dtype(series):
|
||||
unit = "ms" if column.endswith("_msc") else "s"
|
||||
return pd.to_datetime(series, unit=unit, utc=True, errors="coerce")
|
||||
return pd.to_datetime(series, utc=True, errors="coerce")
|
||||
|
||||
|
||||
def normalize_time_columns(frame: pd.DataFrame, kind: DataKind) -> pd.DataFrame:
|
||||
"""Coerce dataset time columns to UTC-aware datetimes when present.
|
||||
|
||||
Any column in :data:`KNOWN_MT5_TIME_COLUMNS` that is present in ``frame``
|
||||
is normalized. Numeric MT5 epoch values use seconds for ``time``,
|
||||
``time_setup``, and ``time_done``, and milliseconds for ``*_msc`` columns.
|
||||
|
||||
Args:
|
||||
frame: Source DataFrame from MT5 or pdmt5.
|
||||
kind: Dataset kind (retained for API compatibility).
|
||||
|
||||
Returns:
|
||||
DataFrame copy with normalized time columns.
|
||||
"""
|
||||
del kind
|
||||
normalized = frame.copy()
|
||||
for column in normalized.columns:
|
||||
if column not in _TIME_COLUMN_NAMES:
|
||||
continue
|
||||
normalized[column] = _coerce_mt5_time_column(normalized[column], column)
|
||||
return normalized
|
||||
|
||||
|
||||
def normalize_dataframe(
|
||||
frame: pd.DataFrame,
|
||||
kind: DataKind,
|
||||
*,
|
||||
symbol: str | None = None,
|
||||
timeframe: int | str | None = None,
|
||||
sort: bool = True,
|
||||
) -> pd.DataFrame:
|
||||
"""Normalize MT5 DataFrame columns, timestamps, and storage metadata.
|
||||
|
||||
Ensures UTC timestamps, optionally injects ``symbol`` / ``timeframe`` for
|
||||
storage-oriented datasets, and sorts chronologically when a ``time`` column
|
||||
exists.
|
||||
|
||||
Args:
|
||||
frame: Source DataFrame from MT5 or pdmt5.
|
||||
kind: Dataset kind guiding normalization rules.
|
||||
symbol: Optional symbol to inject when missing.
|
||||
timeframe: Optional timeframe integer or name to inject for rates.
|
||||
sort: Whether to sort by ``time`` or ``time_msc`` when present.
|
||||
|
||||
Returns:
|
||||
Normalized DataFrame copy.
|
||||
"""
|
||||
if frame.empty and len(frame.columns) == 0:
|
||||
return frame.copy()
|
||||
|
||||
normalized = normalize_time_columns(frame, kind)
|
||||
|
||||
if symbol is not None and "symbol" not in normalized.columns:
|
||||
normalized.insert(0, "symbol", normalize_symbol(symbol))
|
||||
|
||||
if timeframe is not None and kind is DataKind.rates:
|
||||
tf = parse_timeframe(timeframe)
|
||||
if "timeframe" not in normalized.columns:
|
||||
insert_at = 1 if "symbol" in normalized.columns else 0
|
||||
normalized.insert(insert_at, "timeframe", tf)
|
||||
|
||||
validate_schema(normalized, kind)
|
||||
|
||||
if sort:
|
||||
if "time" in normalized.columns:
|
||||
normalized = normalized.sort_values("time", kind="stable")
|
||||
elif "time_msc" in normalized.columns:
|
||||
normalized = normalized.sort_values("time_msc", kind="stable")
|
||||
normalized = normalized.reset_index(drop=True)
|
||||
|
||||
return normalized
|
||||
|
||||
|
||||
def ensure_utc_columns(frame: pd.DataFrame, columns: Iterable[str]) -> pd.DataFrame:
|
||||
"""Return a copy with selected columns coerced to UTC datetimes.
|
||||
|
||||
Args:
|
||||
frame: Source DataFrame.
|
||||
columns: Column names to coerce.
|
||||
|
||||
Returns:
|
||||
DataFrame copy with UTC-aware datetime columns.
|
||||
"""
|
||||
normalized = frame.copy()
|
||||
for column in columns:
|
||||
if column not in normalized.columns:
|
||||
continue
|
||||
if column in _TIME_COLUMN_NAMES:
|
||||
normalized[column] = _coerce_mt5_time_column(normalized[column], column)
|
||||
else:
|
||||
normalized[column] = pd.to_datetime(
|
||||
normalized[column], utc=True, errors="coerce"
|
||||
)
|
||||
return normalized
|
||||
+1245
-20
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,49 @@
|
||||
"""Generic storage helpers for MT5 market and account history."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from .history import (
|
||||
RateTarget,
|
||||
build_rate_targets,
|
||||
build_rate_view_name,
|
||||
drop_forming_rate_bar,
|
||||
load_rate_data,
|
||||
load_rate_data_from_connection,
|
||||
load_rate_series_by_granularity,
|
||||
load_rate_series_from_sqlite,
|
||||
resolve_rate_tables,
|
||||
resolve_rate_view_name,
|
||||
resolve_rate_view_names,
|
||||
)
|
||||
from .sdk import collect_history, update_history, update_history_with_config
|
||||
from .utils import (
|
||||
Dataset,
|
||||
IfExists,
|
||||
OutputFormat,
|
||||
detect_format,
|
||||
export_dataframe,
|
||||
export_dataframe_to_sqlite,
|
||||
)
|
||||
|
||||
__all__ = [
|
||||
"Dataset",
|
||||
"IfExists",
|
||||
"OutputFormat",
|
||||
"RateTarget",
|
||||
"build_rate_targets",
|
||||
"build_rate_view_name",
|
||||
"collect_history",
|
||||
"detect_format",
|
||||
"drop_forming_rate_bar",
|
||||
"export_dataframe",
|
||||
"export_dataframe_to_sqlite",
|
||||
"load_rate_data",
|
||||
"load_rate_data_from_connection",
|
||||
"load_rate_series_by_granularity",
|
||||
"load_rate_series_from_sqlite",
|
||||
"resolve_rate_tables",
|
||||
"resolve_rate_view_name",
|
||||
"resolve_rate_view_names",
|
||||
"update_history",
|
||||
"update_history_with_config",
|
||||
]
|
||||
+1720
File diff suppressed because it is too large
Load Diff
+100
-60
@@ -2,51 +2,36 @@
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import importlib
|
||||
import json
|
||||
import sqlite3
|
||||
from datetime import UTC, datetime
|
||||
from enum import StrEnum
|
||||
from pathlib import Path
|
||||
from typing import TYPE_CHECKING, Any, TypeGuard, cast
|
||||
from typing import TYPE_CHECKING, Any, TypeGuard
|
||||
|
||||
import click
|
||||
from pdmt5 import COPY_TICKS_MAP, TIMEFRAME_MAP
|
||||
from pdmt5 import parse_copy_ticks as _parse_copy_ticks
|
||||
from pdmt5 import parse_timeframe as _parse_timeframe
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from collections.abc import Sequence
|
||||
|
||||
import pandas as pd
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Constants
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
TIMEFRAME_MAP: dict[str, int] = {
|
||||
"M1": 1,
|
||||
"M2": 2,
|
||||
"M3": 3,
|
||||
"M4": 4,
|
||||
"M5": 5,
|
||||
"M6": 6,
|
||||
"M10": 10,
|
||||
"M12": 12,
|
||||
"M15": 15,
|
||||
"M20": 20,
|
||||
"M30": 30,
|
||||
"H1": 16385,
|
||||
"H2": 16386,
|
||||
"H3": 16387,
|
||||
"H4": 16388,
|
||||
"H6": 16390,
|
||||
"H8": 16392,
|
||||
"H12": 16396,
|
||||
"D1": 16408,
|
||||
"W1": 32769,
|
||||
"MN1": 49153,
|
||||
}
|
||||
# Backward-compatible snapshot; prefer ``COPY_TICKS_MAP`` from pdmt5 directly.
|
||||
TICK_FLAG_MAP: dict[str, int] = dict(COPY_TICKS_MAP)
|
||||
|
||||
TICK_FLAG_MAP: dict[str, int] = {
|
||||
"ALL": 1,
|
||||
"INFO": 2,
|
||||
"TRADE": 4,
|
||||
}
|
||||
TIMEFRAME_NAMES: tuple[str, ...] = tuple(
|
||||
name for name in TIMEFRAME_MAP if not name.startswith("TIMEFRAME_")
|
||||
)
|
||||
_TICK_FLAG_NAMES: tuple[str, ...] = tuple(
|
||||
name for name in COPY_TICKS_MAP if not name.startswith("COPY_TICKS_")
|
||||
)
|
||||
|
||||
_FORMAT_EXTENSIONS: dict[str, str] = {
|
||||
".csv": "csv",
|
||||
@@ -158,10 +143,8 @@ class _TimeframeType(click.ParamType):
|
||||
Returns:
|
||||
Integer timeframe value.
|
||||
"""
|
||||
if isinstance(value, int):
|
||||
return value
|
||||
try:
|
||||
return parse_timeframe(str(value))
|
||||
return parse_timeframe(value)
|
||||
except ValueError as exc:
|
||||
self.fail(str(exc), param, ctx)
|
||||
|
||||
@@ -187,10 +170,8 @@ class _TickFlagsType(click.ParamType):
|
||||
Returns:
|
||||
Integer tick flag value.
|
||||
"""
|
||||
if isinstance(value, int):
|
||||
return value
|
||||
try:
|
||||
return parse_tick_flags(str(value))
|
||||
return parse_tick_flags(value)
|
||||
except ValueError as exc:
|
||||
self.fail(str(exc), param, ctx)
|
||||
|
||||
@@ -260,6 +241,64 @@ def detect_format(
|
||||
raise ValueError(msg)
|
||||
|
||||
|
||||
def coerce_login(login: int | str | None) -> int | None:
|
||||
"""Coerce a login value to int, treating empty strings as unset.
|
||||
|
||||
Returns:
|
||||
Integer login, or None when unset or an empty string.
|
||||
"""
|
||||
if login is None or isinstance(login, int):
|
||||
return login
|
||||
text = login.strip()
|
||||
if not text:
|
||||
return None
|
||||
return int(text)
|
||||
|
||||
|
||||
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(
|
||||
df: pd.DataFrame,
|
||||
output_path: Path,
|
||||
@@ -289,14 +328,13 @@ def export_dataframe(
|
||||
elif output_format == "parquet":
|
||||
df.to_parquet(output_path, index=False)
|
||||
elif output_format == "sqlite3":
|
||||
sqlite3 = cast("Any", importlib.import_module("sqlite3"))
|
||||
with sqlite3.connect(output_path) as conn:
|
||||
df.to_sql( # type: ignore[reportUnknownMemberType]
|
||||
table_name,
|
||||
conn,
|
||||
if_exists="replace",
|
||||
index=False,
|
||||
)
|
||||
export_dataframe_to_sqlite(
|
||||
df,
|
||||
output_path,
|
||||
table_name,
|
||||
if_exists=IfExists.REPLACE,
|
||||
index=False,
|
||||
)
|
||||
else:
|
||||
msg = f"Unsupported output format: {output_format}"
|
||||
raise ValueError(msg)
|
||||
@@ -325,7 +363,7 @@ def parse_datetime(value: str) -> datetime:
|
||||
return dt
|
||||
|
||||
|
||||
def parse_timeframe(value: str) -> int:
|
||||
def parse_timeframe(value: object) -> int:
|
||||
"""Parse a timeframe string or integer value.
|
||||
|
||||
Args:
|
||||
@@ -337,37 +375,39 @@ def parse_timeframe(value: str) -> int:
|
||||
Raises:
|
||||
ValueError: If the timeframe is invalid.
|
||||
"""
|
||||
upper = value.upper()
|
||||
if upper in TIMEFRAME_MAP:
|
||||
return TIMEFRAME_MAP[upper]
|
||||
try:
|
||||
return int(value)
|
||||
return _parse_timeframe(value)
|
||||
except ValueError:
|
||||
valid = ", ".join(TIMEFRAME_MAP)
|
||||
msg = f"Invalid timeframe: '{value}'. Use one of: {valid}, or an integer."
|
||||
display = value if isinstance(value, str) else repr(value)
|
||||
valid = ", ".join(TIMEFRAME_NAMES)
|
||||
msg = (
|
||||
f"Invalid timeframe: '{display}'. "
|
||||
f"Use one of: {valid}, or a supported integer."
|
||||
)
|
||||
raise ValueError(msg) from None
|
||||
|
||||
|
||||
def parse_tick_flags(value: str) -> int:
|
||||
def parse_tick_flags(value: object) -> int:
|
||||
"""Parse tick flags string or integer value.
|
||||
|
||||
Args:
|
||||
value: Tick flag name (ALL, INFO, TRADE) or integer value.
|
||||
value: Tick flag name (ALL, INFO, TRADE, COPY_TICKS_*) or integer value.
|
||||
|
||||
Returns:
|
||||
Integer tick flag value.
|
||||
Integer tick flag value compatible with MetaTrader 5 ``COPY_TICKS_*``.
|
||||
|
||||
Raises:
|
||||
ValueError: If the flag is invalid.
|
||||
"""
|
||||
upper = value.upper()
|
||||
if upper in TICK_FLAG_MAP:
|
||||
return TICK_FLAG_MAP[upper]
|
||||
try:
|
||||
return int(value)
|
||||
return _parse_copy_ticks(value)
|
||||
except ValueError:
|
||||
valid = ", ".join(TICK_FLAG_MAP)
|
||||
msg = f"Invalid tick flags: '{value}'. Use one of: {valid}, or an integer."
|
||||
display = value if isinstance(value, str) else repr(value)
|
||||
valid = ", ".join(_TICK_FLAG_NAMES)
|
||||
msg = (
|
||||
f"Invalid tick flags: '{display}'. "
|
||||
f"Use one of: {valid}, or a supported integer."
|
||||
)
|
||||
raise ValueError(msg) from None
|
||||
|
||||
|
||||
|
||||
+3
-4
@@ -1,7 +1,7 @@
|
||||
[project]
|
||||
name = "mt5cli"
|
||||
version = "0.4.2"
|
||||
description = "Command-line tool for MetaTrader 5"
|
||||
version = "0.9.6"
|
||||
description = "Generic MT5 data and execution infrastructure for Python applications"
|
||||
authors = [{name = "dceoy", email = "dceoy@users.noreply.github.com"}]
|
||||
maintainers = [{name = "dceoy", email = "dceoy@users.noreply.github.com"}]
|
||||
license = "MIT"
|
||||
@@ -9,7 +9,7 @@ license-files = ["LICENSE"]
|
||||
readme = "README.md"
|
||||
requires-python = ">= 3.11, < 3.14"
|
||||
dependencies = [
|
||||
"pdmt5 >= 0.2.3",
|
||||
"pdmt5>=0.3.0",
|
||||
"click >= 8.1.0",
|
||||
"pyarrow >= 19.0.0",
|
||||
"typer >= 0.15.0",
|
||||
@@ -124,7 +124,6 @@ ignore = [
|
||||
]
|
||||
|
||||
[tool.ruff.lint.per-file-ignores]
|
||||
"mt5cli/history.py" = ["TC003"]
|
||||
"tests/**/*.py" = [
|
||||
"DOC201", # Missing return documentation
|
||||
"DOC501", # Raised exception missing from docstring
|
||||
|
||||
@@ -0,0 +1,52 @@
|
||||
"""Shared pytest fixtures for mt5cli tests."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from unittest.mock import MagicMock
|
||||
|
||||
import pandas as pd
|
||||
import pytest
|
||||
from pytest_mock import MockerFixture # noqa: TC002
|
||||
|
||||
_DATAFRAME_METHODS = (
|
||||
"copy_rates_from_as_df",
|
||||
"copy_rates_from_pos_as_df",
|
||||
"copy_rates_range_as_df",
|
||||
"copy_ticks_from_as_df",
|
||||
"copy_ticks_range_as_df",
|
||||
"account_info_as_df",
|
||||
"terminal_info_as_df",
|
||||
"symbols_get_as_df",
|
||||
"symbol_info_as_df",
|
||||
"orders_get_as_df",
|
||||
"positions_get_as_df",
|
||||
"history_orders_get_as_df",
|
||||
"history_deals_get_as_df",
|
||||
"version_as_df",
|
||||
"last_error_as_df",
|
||||
"symbol_info_tick_as_df",
|
||||
"market_book_get_as_df",
|
||||
"order_check_as_df",
|
||||
"order_send_as_df",
|
||||
)
|
||||
|
||||
|
||||
def build_mock_mt5_data_client() -> MagicMock:
|
||||
"""Return a MagicMock Mt5DataClient with common DataFrame stubs."""
|
||||
client = MagicMock()
|
||||
sample_df = pd.DataFrame({"col": [1]})
|
||||
for method_name in _DATAFRAME_METHODS:
|
||||
getattr(client, method_name).return_value = sample_df
|
||||
client.version.return_value = (5, 0, 1)
|
||||
client.terminal_info.return_value = {"connected": True, "paths": ["terminal.exe"]}
|
||||
client.account_info.return_value = {"login": 123, "limits": {"modes": ["demo"]}}
|
||||
client.symbols_total.return_value = 42
|
||||
return client
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
def mock_client(mocker: MockerFixture) -> MagicMock:
|
||||
"""Create and patch a mock Mt5DataClient for CLI and SDK tests."""
|
||||
client = build_mock_mt5_data_client()
|
||||
mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=client)
|
||||
return client
|
||||
+473
-33
@@ -6,7 +6,7 @@ import json
|
||||
import logging
|
||||
import re
|
||||
import sqlite3
|
||||
from datetime import UTC, datetime
|
||||
from datetime import UTC, datetime, timedelta
|
||||
from typing import TYPE_CHECKING
|
||||
from unittest.mock import MagicMock
|
||||
|
||||
@@ -69,34 +69,6 @@ class TestExecuteExport:
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
def mock_client(mocker: MockerFixture) -> MagicMock:
|
||||
"""Create and patch a mock Mt5DataClient for CLI tests."""
|
||||
client = MagicMock()
|
||||
sample_df = pd.DataFrame({"col": [1]})
|
||||
client.copy_rates_from_as_df.return_value = sample_df
|
||||
client.copy_rates_from_pos_as_df.return_value = sample_df
|
||||
client.copy_rates_range_as_df.return_value = sample_df
|
||||
client.copy_ticks_from_as_df.return_value = sample_df
|
||||
client.copy_ticks_range_as_df.return_value = sample_df
|
||||
client.account_info_as_df.return_value = sample_df
|
||||
client.terminal_info_as_df.return_value = sample_df
|
||||
client.symbols_get_as_df.return_value = sample_df
|
||||
client.symbol_info_as_df.return_value = sample_df
|
||||
client.orders_get_as_df.return_value = sample_df
|
||||
client.positions_get_as_df.return_value = sample_df
|
||||
client.history_orders_get_as_df.return_value = sample_df
|
||||
client.history_deals_get_as_df.return_value = sample_df
|
||||
client.version_as_df.return_value = sample_df
|
||||
client.last_error_as_df.return_value = sample_df
|
||||
client.symbol_info_tick_as_df.return_value = sample_df
|
||||
client.market_book_get_as_df.return_value = sample_df
|
||||
client.order_check_as_df.return_value = sample_df
|
||||
client.order_send_as_df.return_value = sample_df
|
||||
mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=client)
|
||||
return client
|
||||
|
||||
|
||||
class TestCommands:
|
||||
"""Tests for all CLI subcommands via CliRunner."""
|
||||
|
||||
@@ -223,6 +195,37 @@ class TestCommands:
|
||||
count=50,
|
||||
)
|
||||
|
||||
def test_latest_rates(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
mock_client: MagicMock,
|
||||
) -> None:
|
||||
"""Test latest-rates command."""
|
||||
output = tmp_path / "out.csv"
|
||||
result = runner.invoke(
|
||||
app,
|
||||
[
|
||||
"-o",
|
||||
str(output),
|
||||
"latest-rates",
|
||||
"--symbol",
|
||||
"GBPUSD",
|
||||
"--timeframe",
|
||||
"H1",
|
||||
"--count",
|
||||
"50",
|
||||
"--start-pos",
|
||||
"2",
|
||||
],
|
||||
)
|
||||
assert result.exit_code == 0, result.output
|
||||
mock_client.copy_rates_from_pos_as_df.assert_called_once_with(
|
||||
symbol="GBPUSD",
|
||||
timeframe=16385,
|
||||
start_pos=2,
|
||||
count=50,
|
||||
)
|
||||
|
||||
def test_rates_range(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
@@ -282,7 +285,7 @@ class TestCommands:
|
||||
symbol="EURUSD",
|
||||
date_from=datetime(2024, 1, 1, tzinfo=UTC),
|
||||
count=100,
|
||||
flags=1,
|
||||
flags=-1,
|
||||
)
|
||||
|
||||
def test_ticks_range(
|
||||
@@ -313,9 +316,68 @@ class TestCommands:
|
||||
symbol="EURUSD",
|
||||
date_from=datetime(2024, 1, 1, tzinfo=UTC),
|
||||
date_to=datetime(2024, 2, 1, tzinfo=UTC),
|
||||
flags=2,
|
||||
flags=1,
|
||||
)
|
||||
|
||||
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(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
@@ -392,6 +454,84 @@ class TestCommands:
|
||||
assert result.exit_code == 0, result.output
|
||||
mock_client.history_deals_get_as_df.assert_called_once()
|
||||
|
||||
def test_recent_history_deals(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
mock_client: MagicMock,
|
||||
) -> None:
|
||||
"""Test recent-history-deals command."""
|
||||
output = tmp_path / "out.csv"
|
||||
result = runner.invoke(
|
||||
app,
|
||||
[
|
||||
"-o",
|
||||
str(output),
|
||||
"recent-history-deals",
|
||||
"--hours",
|
||||
"6",
|
||||
"--date-to",
|
||||
"2024-01-02",
|
||||
"--symbol",
|
||||
"EURUSD",
|
||||
],
|
||||
)
|
||||
assert result.exit_code == 0, result.output
|
||||
mock_client.history_deals_get_as_df.assert_called_once_with(
|
||||
date_from=datetime(2024, 1, 1, 18, tzinfo=UTC),
|
||||
date_to=datetime(2024, 1, 2, tzinfo=UTC),
|
||||
group=None,
|
||||
symbol="EURUSD",
|
||||
ticket=None,
|
||||
position=None,
|
||||
)
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
("filename", "reader"),
|
||||
[
|
||||
("summary.csv", "csv"),
|
||||
("summary.json", "json"),
|
||||
("summary.db", "sqlite3"),
|
||||
("summary.parquet", "parquet"),
|
||||
],
|
||||
)
|
||||
def test_mt5_summary_export_formats(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
mock_client: MagicMock,
|
||||
filename: str,
|
||||
reader: str,
|
||||
) -> None:
|
||||
"""Test mt5-summary writes export-safe files for supported formats."""
|
||||
output = tmp_path / filename
|
||||
result = runner.invoke(app, ["-o", str(output), "mt5-summary"])
|
||||
assert result.exit_code == 0, result.output
|
||||
assert output.exists()
|
||||
mock_client.version.assert_called_once()
|
||||
mock_client.terminal_info.assert_called_once()
|
||||
mock_client.account_info.assert_called_once()
|
||||
mock_client.symbols_total.assert_called_once()
|
||||
if reader == "csv":
|
||||
frame = pd.read_csv(output)
|
||||
elif reader == "json":
|
||||
with output.open() as f:
|
||||
records = json.load(f)
|
||||
frame = pd.DataFrame(records)
|
||||
elif reader == "sqlite3":
|
||||
with sqlite3.connect(output) as conn:
|
||||
frame = pd.read_sql( # type: ignore[reportUnknownMemberType]
|
||||
"SELECT * FROM data",
|
||||
conn,
|
||||
)
|
||||
else:
|
||||
frame = pd.read_parquet(output)
|
||||
assert len(frame) == 1
|
||||
assert frame.iloc[0].to_dict() == {
|
||||
"version": "[5,0,1]",
|
||||
"terminal_info": '{"connected":true,"paths":["terminal.exe"]}',
|
||||
"account_info": '{"limits":{"modes":["demo"]},"login":123}',
|
||||
"symbols_total": 42,
|
||||
}
|
||||
|
||||
def test_version(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
@@ -600,6 +740,306 @@ class TestCommands:
|
||||
assert "must be a JSON object" in normalize_cli_output(result.output)
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# close-positions command
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
def _build_mock_trading_client() -> MagicMock:
|
||||
"""Return a MagicMock Mt5TradingClient with trading constants set."""
|
||||
client = MagicMock()
|
||||
client.mt5.POSITION_TYPE_BUY = 0
|
||||
client.mt5.POSITION_TYPE_SELL = 1
|
||||
client.mt5.ORDER_TYPE_BUY = 10
|
||||
client.mt5.ORDER_TYPE_SELL = 11
|
||||
client.mt5.TRADE_ACTION_DEAL = 20
|
||||
client.mt5.ORDER_FILLING_IOC = 30
|
||||
client.mt5.ORDER_TIME_GTC = 40
|
||||
client.mt5.TRADE_RETCODE_DONE = 10009
|
||||
client.mt5.TRADE_RETCODE_PLACED = 10008
|
||||
client.mt5.TRADE_RETCODE_DONE_PARTIAL = 10010
|
||||
return client
|
||||
|
||||
|
||||
class TestClosePositions:
|
||||
"""Tests for the close-positions command."""
|
||||
|
||||
@pytest.fixture
|
||||
def trading_client(self, mocker: MockerFixture) -> MagicMock:
|
||||
"""Patch create_trading_client and return a mock trading client."""
|
||||
client = _build_mock_trading_client()
|
||||
client.positions_get_as_df.return_value = pd.DataFrame([
|
||||
{"ticket": 1, "symbol": "JP225", "type": 0, "volume": 1.0},
|
||||
{"ticket": 2, "symbol": "EURUSD", "type": 1, "volume": 0.5},
|
||||
])
|
||||
client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
|
||||
mocker.patch("mt5cli.cli.create_trading_client", return_value=client)
|
||||
return client
|
||||
|
||||
def test_dry_run_does_not_require_yes(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
trading_client: MagicMock,
|
||||
) -> None:
|
||||
"""Test --dry-run mode succeeds without --yes."""
|
||||
output = tmp_path / "close.json"
|
||||
result = runner.invoke(
|
||||
app,
|
||||
["-o", str(output), "close-positions", "--symbol", "JP225", "--dry-run"],
|
||||
)
|
||||
assert result.exit_code == 0, result.output
|
||||
assert output.exists()
|
||||
trading_client.order_send.assert_not_called()
|
||||
trading_client.shutdown.assert_called_once()
|
||||
|
||||
def test_live_requires_yes(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
trading_client: MagicMock,
|
||||
) -> None:
|
||||
"""Test live close-positions fails without --yes."""
|
||||
output = tmp_path / "close.json"
|
||||
result = runner.invoke(
|
||||
app,
|
||||
["-o", str(output), "close-positions", "--symbol", "JP225"],
|
||||
)
|
||||
assert result.exit_code != 0
|
||||
assert "Pass --yes" in normalize_cli_output(result.output)
|
||||
trading_client.order_send.assert_not_called()
|
||||
|
||||
def test_live_with_yes_calls_order_send(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
trading_client: MagicMock,
|
||||
) -> None:
|
||||
"""Test --yes triggers live execution for matching positions."""
|
||||
trading_client.order_send.return_value = {"retcode": 10009, "comment": "ok"}
|
||||
output = tmp_path / "close.json"
|
||||
result = runner.invoke(
|
||||
app,
|
||||
["-o", str(output), "close-positions", "--symbol", "JP225", "--yes"],
|
||||
)
|
||||
assert result.exit_code == 0, result.output
|
||||
trading_client.order_send.assert_called_once()
|
||||
trading_client.shutdown.assert_called_once()
|
||||
|
||||
def test_symbol_filter_passed_through(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
trading_client: MagicMock,
|
||||
) -> None:
|
||||
"""Test --symbol values are used to filter positions."""
|
||||
output = tmp_path / "close.json"
|
||||
result = runner.invoke(
|
||||
app,
|
||||
[
|
||||
"-o",
|
||||
str(output),
|
||||
"close-positions",
|
||||
"--symbol",
|
||||
"JP225",
|
||||
"--dry-run",
|
||||
],
|
||||
)
|
||||
assert result.exit_code == 0, result.output
|
||||
data = json.loads(output.read_text())
|
||||
assert len(data) == 1
|
||||
assert data[0]["symbol"] == "JP225"
|
||||
trading_client.shutdown.assert_called_once()
|
||||
|
||||
def test_multiple_symbols_filter(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
trading_client: MagicMock,
|
||||
) -> None:
|
||||
"""Test multiple --symbol options are combined."""
|
||||
output = tmp_path / "close.json"
|
||||
result = runner.invoke(
|
||||
app,
|
||||
[
|
||||
"-o",
|
||||
str(output),
|
||||
"close-positions",
|
||||
"--symbol",
|
||||
"JP225",
|
||||
"--symbol",
|
||||
"EURUSD",
|
||||
"--dry-run",
|
||||
],
|
||||
)
|
||||
assert result.exit_code == 0, result.output
|
||||
data = json.loads(output.read_text())
|
||||
assert len(data) == 2
|
||||
symbols = {row["symbol"] for row in data}
|
||||
assert symbols == {"JP225", "EURUSD"}
|
||||
trading_client.shutdown.assert_called_once()
|
||||
|
||||
def test_ticket_filter_passed_through(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
trading_client: MagicMock,
|
||||
) -> None:
|
||||
"""Test --ticket values are used to filter positions."""
|
||||
output = tmp_path / "close.json"
|
||||
result = runner.invoke(
|
||||
app,
|
||||
[
|
||||
"-o",
|
||||
str(output),
|
||||
"close-positions",
|
||||
"--ticket",
|
||||
"2",
|
||||
"--dry-run",
|
||||
],
|
||||
)
|
||||
assert result.exit_code == 0, result.output
|
||||
data = json.loads(output.read_text())
|
||||
assert len(data) == 1
|
||||
assert data[0]["symbol"] == "EURUSD"
|
||||
trading_client.shutdown.assert_called_once()
|
||||
|
||||
def test_symbol_and_ticket_combined(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
trading_client: MagicMock,
|
||||
) -> None:
|
||||
"""Test --symbol and --ticket apply AND semantics when combined."""
|
||||
output = tmp_path / "close.json"
|
||||
result = runner.invoke(
|
||||
app,
|
||||
[
|
||||
"-o",
|
||||
str(output),
|
||||
"close-positions",
|
||||
"--symbol",
|
||||
"JP225",
|
||||
"--ticket",
|
||||
"1",
|
||||
"--dry-run",
|
||||
],
|
||||
)
|
||||
assert result.exit_code == 0, result.output
|
||||
data = json.loads(output.read_text())
|
||||
# symbol=JP225 AND ticket=1 → exactly one match
|
||||
assert len(data) == 1
|
||||
assert data[0]["symbol"] == "JP225"
|
||||
trading_client.shutdown.assert_called_once()
|
||||
|
||||
def test_missing_symbol_and_ticket_fails(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
mocker: MockerFixture,
|
||||
) -> None:
|
||||
"""Test that omitting both --symbol and --ticket fails closed."""
|
||||
mocker.patch("mt5cli.cli.create_trading_client")
|
||||
output = tmp_path / "close.json"
|
||||
result = runner.invoke(
|
||||
app,
|
||||
["-o", str(output), "close-positions", "--dry-run"],
|
||||
)
|
||||
assert result.exit_code != 0
|
||||
assert "symbol" in normalize_cli_output(result.output).lower()
|
||||
|
||||
def test_output_export_dry_run(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
trading_client: MagicMock,
|
||||
) -> None:
|
||||
"""Test dry-run results export with status=dry_run."""
|
||||
output = tmp_path / "close.json"
|
||||
result = runner.invoke(
|
||||
app,
|
||||
["-o", str(output), "close-positions", "--symbol", "JP225", "--dry-run"],
|
||||
)
|
||||
assert result.exit_code == 0, result.output
|
||||
trading_client.shutdown.assert_called_once()
|
||||
data = json.loads(output.read_text())
|
||||
assert data[0]["status"] == "dry_run"
|
||||
assert data[0]["dry_run"] is True
|
||||
assert data[0]["order_side"] == "SELL"
|
||||
|
||||
def test_order_send_unchanged(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
mock_client: MagicMock,
|
||||
) -> None:
|
||||
"""Test that order-send behavior is unchanged by close-positions addition."""
|
||||
output = tmp_path / "out.csv"
|
||||
request = json.dumps({"action": 1, "symbol": "EURUSD", "volume": 0.1})
|
||||
result = runner.invoke(
|
||||
app,
|
||||
["-o", str(output), "order-send", "--request", request, "--yes"],
|
||||
)
|
||||
assert result.exit_code == 0, result.output
|
||||
mock_client.order_send_as_df.assert_called_once()
|
||||
|
||||
def test_shutdown_called_on_close_error(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
mocker: MockerFixture,
|
||||
) -> None:
|
||||
"""Test that shutdown is called even when close_open_positions raises."""
|
||||
client = _build_mock_trading_client()
|
||||
client.positions_get_as_df.side_effect = RuntimeError("connection lost")
|
||||
mocker.patch("mt5cli.cli.create_trading_client", return_value=client)
|
||||
output = tmp_path / "close.json"
|
||||
result = runner.invoke(
|
||||
app,
|
||||
["-o", str(output), "close-positions", "--symbol", "JP225", "--dry-run"],
|
||||
)
|
||||
assert result.exit_code != 0
|
||||
client.shutdown.assert_called_once()
|
||||
|
||||
def test_dry_run_wins_over_yes(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
trading_client: MagicMock,
|
||||
) -> None:
|
||||
"""Test that --dry-run takes precedence when combined with --yes."""
|
||||
output = tmp_path / "close.json"
|
||||
result = runner.invoke(
|
||||
app,
|
||||
[
|
||||
"-o",
|
||||
str(output),
|
||||
"close-positions",
|
||||
"--symbol",
|
||||
"JP225",
|
||||
"--dry-run",
|
||||
"--yes",
|
||||
],
|
||||
)
|
||||
assert result.exit_code == 0, result.output
|
||||
trading_client.order_send.assert_not_called()
|
||||
trading_client.shutdown.assert_called_once()
|
||||
|
||||
def test_no_matching_positions_exports_empty_result(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
trading_client: MagicMock,
|
||||
) -> None:
|
||||
"""Test that zero filter matches produces an empty JSON array."""
|
||||
trading_client.positions_get_as_df.return_value = pd.DataFrame([
|
||||
{"ticket": 1, "symbol": "JP225", "type": 0, "volume": 1.0},
|
||||
])
|
||||
output = tmp_path / "close.json"
|
||||
result = runner.invoke(
|
||||
app,
|
||||
[
|
||||
"-o",
|
||||
str(output),
|
||||
"close-positions",
|
||||
"--symbol",
|
||||
"NONEXISTENT",
|
||||
"--dry-run",
|
||||
],
|
||||
)
|
||||
assert result.exit_code == 0, result.output
|
||||
trading_client.shutdown.assert_called_once()
|
||||
assert output.exists()
|
||||
assert json.loads(output.read_text()) == []
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Callback / shared options
|
||||
# ---------------------------------------------------------------------------
|
||||
@@ -828,7 +1268,7 @@ class TestCollectHistory:
|
||||
symbol="EURUSD",
|
||||
date_from=datetime(2024, 1, 1, tzinfo=UTC),
|
||||
date_to=datetime(2024, 2, 1, tzinfo=UTC),
|
||||
flags=1,
|
||||
flags=-1,
|
||||
)
|
||||
with sqlite3.connect(output) as conn:
|
||||
tables = {
|
||||
@@ -1041,7 +1481,7 @@ class TestCollectHistory:
|
||||
symbol="EURUSD",
|
||||
date_from=datetime(2024, 1, 1, tzinfo=UTC),
|
||||
date_to=datetime(2024, 2, 1, tzinfo=UTC),
|
||||
flags=1,
|
||||
flags=-1,
|
||||
)
|
||||
|
||||
def test_collect_history_with_views(
|
||||
|
||||
@@ -0,0 +1,834 @@
|
||||
"""Contract tests for the mt5cli public API and dataset schemas."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import re
|
||||
import sqlite3
|
||||
from datetime import UTC, datetime
|
||||
from pathlib import Path
|
||||
from typing import get_type_hints
|
||||
from unittest.mock import MagicMock
|
||||
|
||||
import pandas as pd
|
||||
import pytest
|
||||
from pdmt5 import Mt5RuntimeError, Mt5TradingError
|
||||
from pytest_mock import MockerFixture # noqa: TC002
|
||||
|
||||
import mt5cli
|
||||
from mt5cli import (
|
||||
DEDUP_KEYS,
|
||||
PUBLIC_EXPORT_TIERS,
|
||||
REQUIRED_COLUMNS,
|
||||
SECONDARY_PUBLIC_EXPORTS,
|
||||
STABLE_SDK_EXPORTS,
|
||||
TIME_COLUMNS,
|
||||
AccountSpec,
|
||||
DataKind,
|
||||
Dataset,
|
||||
ExecutionStatus,
|
||||
MarginVolume,
|
||||
MT5Client,
|
||||
Mt5CliError,
|
||||
Mt5ConnectionError,
|
||||
Mt5OperationError,
|
||||
Mt5SchemaError,
|
||||
OrderExecutionResult,
|
||||
OrderLimits,
|
||||
RateTarget,
|
||||
build_config,
|
||||
build_rate_targets,
|
||||
calculate_account_projected_margin_ratio,
|
||||
calculate_margin_and_volume,
|
||||
calculate_positions_margin,
|
||||
calculate_projected_margin_ratio,
|
||||
calculate_symbol_group_margin_ratio,
|
||||
calculate_trailing_stop_updates,
|
||||
call_with_normalized_errors,
|
||||
detect_format,
|
||||
drop_forming_rate_bar,
|
||||
ensure_symbol_selected,
|
||||
ensure_utc,
|
||||
export_dataframe,
|
||||
export_dataframe_to_sqlite,
|
||||
extract_tick_price,
|
||||
fetch_latest_closed_rates,
|
||||
fetch_latest_closed_rates_for_trading_client,
|
||||
fetch_latest_closed_rates_indexed,
|
||||
granularity_name,
|
||||
is_recoverable_mt5_error,
|
||||
load_rate_data,
|
||||
load_rate_series_from_sqlite,
|
||||
mt5_session,
|
||||
mt5_trading_session,
|
||||
normalize_dataframe,
|
||||
normalize_mt5_exception,
|
||||
normalize_order_volume,
|
||||
normalize_symbol,
|
||||
normalize_symbols,
|
||||
parse_date_range,
|
||||
place_market_order,
|
||||
recent_window,
|
||||
resolve_account_spec,
|
||||
resolve_account_specs,
|
||||
resolve_rate_view_name,
|
||||
schema_columns,
|
||||
validate_schema,
|
||||
)
|
||||
from mt5cli.history import create_rate_compatibility_views
|
||||
from mt5cli.retry import retry_with_backoff
|
||||
from mt5cli.schemas import ensure_utc_columns, normalize_time_columns
|
||||
|
||||
|
||||
def _sample_frame(kind: DataKind) -> pd.DataFrame:
|
||||
if kind is DataKind.rates:
|
||||
return pd.DataFrame({
|
||||
"time": [datetime(2024, 1, 1, tzinfo=UTC)],
|
||||
"open": [1.1],
|
||||
"high": [1.2],
|
||||
"low": [1.0],
|
||||
"close": [1.15],
|
||||
"tick_volume": [10],
|
||||
"spread": [1],
|
||||
"real_volume": [0],
|
||||
})
|
||||
if kind is DataKind.ticks:
|
||||
return pd.DataFrame({
|
||||
"time": [datetime(2024, 1, 1, tzinfo=UTC)],
|
||||
"bid": [1.1],
|
||||
"ask": [1.11],
|
||||
"last": [1.105],
|
||||
"volume": [1],
|
||||
"time_msc": [datetime(2024, 1, 1, tzinfo=UTC)],
|
||||
"flags": [2],
|
||||
"volume_real": [0.0],
|
||||
})
|
||||
if kind is DataKind.orders:
|
||||
return pd.DataFrame({
|
||||
"ticket": [1],
|
||||
"time_setup": [datetime(2024, 1, 1, tzinfo=UTC)],
|
||||
"type": [0],
|
||||
"state": [1],
|
||||
"symbol": ["EURUSD"],
|
||||
"volume_current": [0.1],
|
||||
"price_open": [1.1],
|
||||
})
|
||||
if kind is DataKind.positions:
|
||||
return pd.DataFrame({
|
||||
"ticket": [1],
|
||||
"time": [datetime(2024, 1, 1, tzinfo=UTC)],
|
||||
"type": [0],
|
||||
"symbol": ["EURUSD"],
|
||||
"volume": [0.1],
|
||||
"price_open": [1.1],
|
||||
"price_current": [1.11],
|
||||
"profit": [1.0],
|
||||
})
|
||||
if kind is DataKind.history_orders:
|
||||
return pd.DataFrame({
|
||||
"ticket": [1],
|
||||
"time_setup": [datetime(2024, 1, 1, tzinfo=UTC)],
|
||||
"type": [0],
|
||||
"state": [3],
|
||||
"symbol": ["EURUSD"],
|
||||
"volume_initial": [0.1],
|
||||
"price_open": [1.1],
|
||||
})
|
||||
return pd.DataFrame({
|
||||
"ticket": [1],
|
||||
"order": [2],
|
||||
"time": [datetime(2024, 1, 1, tzinfo=UTC)],
|
||||
"type": [0],
|
||||
"entry": [0],
|
||||
"symbol": ["EURUSD"],
|
||||
"volume": [0.1],
|
||||
"price": [1.1],
|
||||
"profit": [0.0],
|
||||
})
|
||||
|
||||
|
||||
@pytest.mark.parametrize("kind", list(DataKind))
|
||||
def test_required_columns_contract(kind: DataKind) -> None:
|
||||
"""Each dataset kind exposes a non-empty required column contract."""
|
||||
assert REQUIRED_COLUMNS[kind]
|
||||
validate_schema(_sample_frame(kind), kind)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("kind", list(DataKind))
|
||||
def test_normalize_dataframe_injects_storage_metadata(kind: DataKind) -> None:
|
||||
"""Normalization accepts MT5 frames and optional storage metadata."""
|
||||
frame = _sample_frame(kind)
|
||||
normalized = normalize_dataframe(
|
||||
frame,
|
||||
kind,
|
||||
symbol="eurusd",
|
||||
timeframe="M1" if kind is DataKind.rates else None,
|
||||
)
|
||||
if kind is DataKind.rates:
|
||||
assert normalized.loc[0, "symbol"] == "eurusd"
|
||||
assert normalized.loc[0, "timeframe"] == 1
|
||||
validate_schema(normalized, kind)
|
||||
|
||||
|
||||
def test_validate_schema_raises_for_missing_columns() -> None:
|
||||
"""Schema validation fails fast on missing required columns."""
|
||||
with pytest.raises(Mt5SchemaError, match="missing required columns"):
|
||||
validate_schema(pd.DataFrame({"time": [1]}), DataKind.rates)
|
||||
|
||||
|
||||
def test_history_dedup_keys_match_schema_contract() -> None:
|
||||
"""SQLite history dedup keys stay aligned with schema contracts."""
|
||||
assert DEDUP_KEYS[DataKind.rates][0] == ("symbol", "timeframe", "time")
|
||||
assert DEDUP_KEYS[DataKind.ticks][0] == ("symbol", "time_msc")
|
||||
assert Dataset.rates.table_name == "rates"
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
("raw", "expected"),
|
||||
[
|
||||
(" eurusd ", "eurusd"),
|
||||
("GbpJpy", "GbpJpy"),
|
||||
("XAUUSDm", "XAUUSDm"),
|
||||
("US500.cash", "US500.cash"),
|
||||
("EURUSD.r", "EURUSD.r"),
|
||||
],
|
||||
)
|
||||
def test_normalize_symbol(raw: str, expected: str) -> None:
|
||||
"""Symbol normalization trims whitespace and preserves broker casing."""
|
||||
assert normalize_symbol(raw) == expected
|
||||
|
||||
|
||||
def test_normalize_symbols_deduplicates() -> None:
|
||||
"""Symbol lists are normalized and de-duplicated in order."""
|
||||
assert normalize_symbols(["XAUUSDm", " XAUUSDm ", "EURUSD.r", "eurusd"]) == [
|
||||
"XAUUSDm",
|
||||
"EURUSD.r",
|
||||
"eurusd",
|
||||
]
|
||||
|
||||
|
||||
def test_parse_date_range_rejects_inverted_bounds() -> None:
|
||||
"""Date ranges must not be inverted."""
|
||||
with pytest.raises(ValueError, match="must not be after"):
|
||||
parse_date_range("2024-02-01", "2024-01-01")
|
||||
|
||||
|
||||
def test_recent_window_builds_trailing_bounds() -> None:
|
||||
"""Recent windows end at the provided timestamp."""
|
||||
end = datetime(2024, 1, 2, tzinfo=UTC)
|
||||
start, resolved_end = recent_window(hours=24, date_to=end)
|
||||
assert resolved_end == end
|
||||
assert start < end
|
||||
|
||||
|
||||
def test_granularity_name_maps_timeframe_alias() -> None:
|
||||
"""Granularity labels resolve MT5 timeframe aliases."""
|
||||
assert granularity_name("M1") == "M1"
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
"exc",
|
||||
[Mt5RuntimeError("init failed"), Mt5TradingError("trade failed")],
|
||||
)
|
||||
def test_is_recoverable_mt5_error(exc: Exception) -> None:
|
||||
"""Recoverable MT5 errors are classified consistently."""
|
||||
assert is_recoverable_mt5_error(exc)
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
("exc", "expected_type"),
|
||||
[
|
||||
(Mt5RuntimeError("x"), Mt5ConnectionError),
|
||||
(Mt5TradingError("x"), Mt5OperationError),
|
||||
],
|
||||
)
|
||||
def test_normalize_mt5_exception_maps_types(
|
||||
exc: Exception,
|
||||
expected_type: type[Mt5ConnectionError | Mt5OperationError],
|
||||
) -> None:
|
||||
"""MT5 exceptions map to stable mt5cli types."""
|
||||
assert isinstance(normalize_mt5_exception(exc), expected_type)
|
||||
|
||||
|
||||
def test_call_with_normalized_errors_reraises_mapped_type() -> None:
|
||||
"""Normalized error helper re-raises mapped mt5cli exceptions."""
|
||||
|
||||
def _raise() -> None:
|
||||
message = "boom"
|
||||
raise Mt5RuntimeError(message)
|
||||
|
||||
with pytest.raises(Mt5ConnectionError):
|
||||
call_with_normalized_errors(_raise)
|
||||
|
||||
|
||||
def test_retry_with_backoff_retries_recoverable_errors(
|
||||
mocker: MockerFixture,
|
||||
) -> None:
|
||||
"""Retry helper retries recoverable MT5 failures."""
|
||||
calls = {"count": 0}
|
||||
|
||||
def _flaky() -> str:
|
||||
calls["count"] += 1
|
||||
if calls["count"] == 1:
|
||||
message = "transient"
|
||||
raise Mt5RuntimeError(message)
|
||||
return "ok"
|
||||
|
||||
mocker.patch("mt5cli.retry.time.sleep")
|
||||
assert retry_with_backoff(_flaky, retry_count=1) == "ok"
|
||||
assert calls["count"] == 2
|
||||
|
||||
|
||||
def test_public_api_exports_mt5_client() -> None:
|
||||
"""MT5Client is the primary importable client abstraction."""
|
||||
client = MT5Client(config=build_config())
|
||||
assert isinstance(client, MT5Client)
|
||||
assert isinstance(client, MT5Client.__mro__[1])
|
||||
|
||||
|
||||
def test_mt5_client_order_primitives_use_connected_client(
|
||||
mock_client: object,
|
||||
) -> None:
|
||||
"""Order check/send route through the same client fetch path as exports."""
|
||||
request = {"action": 1}
|
||||
client = MT5Client()
|
||||
client.order_check(request)
|
||||
client.order_send(request)
|
||||
assert mock_client.order_check_as_df.call_count == 1 # type: ignore[attr-defined]
|
||||
assert mock_client.order_send_as_df.call_count == 1 # type: ignore[attr-defined]
|
||||
|
||||
|
||||
def test_storage_export_round_trip_csv(tmp_path: Path) -> None:
|
||||
"""Storage helpers export normalized rate frames to CSV."""
|
||||
frame = normalize_dataframe(
|
||||
_sample_frame(DataKind.rates),
|
||||
DataKind.rates,
|
||||
symbol="EURUSD",
|
||||
timeframe="M1",
|
||||
)
|
||||
output = tmp_path / "rates.csv"
|
||||
export_dataframe(frame, output, detect_format(output))
|
||||
loaded = pd.read_csv(output)
|
||||
assert len(loaded) == 1
|
||||
assert "close" in loaded.columns
|
||||
|
||||
|
||||
def test_normalize_symbol_rejects_empty_value() -> None:
|
||||
"""Empty symbols are rejected after trimming."""
|
||||
with pytest.raises(ValueError, match="must not be empty"):
|
||||
normalize_symbol(" ")
|
||||
|
||||
|
||||
def test_ensure_utc_handles_naive_and_aware_datetimes() -> None:
|
||||
"""UTC coercion accepts naive and timezone-aware datetimes."""
|
||||
naive = datetime(2024, 1, 1, tzinfo=UTC).replace(tzinfo=None)
|
||||
aware = datetime(2024, 1, 1, tzinfo=UTC)
|
||||
assert ensure_utc(naive).tzinfo == UTC
|
||||
assert ensure_utc(aware).tzinfo == UTC
|
||||
assert ensure_utc("2024-01-01T00:00:00+00:00").tzinfo == UTC
|
||||
|
||||
|
||||
def test_recent_window_validation_errors() -> None:
|
||||
"""Recent window helpers validate mutually exclusive length arguments."""
|
||||
with pytest.raises(ValueError, match="exactly one"):
|
||||
recent_window()
|
||||
with pytest.raises(ValueError, match="exactly one"):
|
||||
recent_window(hours=1, seconds=1)
|
||||
with pytest.raises(ValueError, match="positive"):
|
||||
recent_window(hours=0)
|
||||
|
||||
|
||||
def test_recent_window_supports_seconds_argument() -> None:
|
||||
"""Recent windows can be built from a seconds-based length."""
|
||||
end = datetime(2024, 1, 2, tzinfo=UTC)
|
||||
start, resolved_end = recent_window(seconds=3600, date_to=end)
|
||||
assert resolved_end == end
|
||||
assert start < end
|
||||
|
||||
|
||||
def test_parse_date_range_returns_ordered_bounds() -> None:
|
||||
"""Valid date ranges return UTC-aware bounds."""
|
||||
start, end = parse_date_range("2024-01-01", "2024-02-01")
|
||||
assert start < end
|
||||
|
||||
|
||||
def test_granularity_name_falls_back_for_unknown_timeframe(
|
||||
mocker: MockerFixture,
|
||||
) -> None:
|
||||
"""Unknown timeframe integers stringify as granularity labels."""
|
||||
mocker.patch(
|
||||
"mt5cli.converters._get_timeframe_name",
|
||||
side_effect=ValueError("unknown"),
|
||||
)
|
||||
assert granularity_name(1) == "1"
|
||||
|
||||
|
||||
def test_normalize_mt5_exception_passthrough_and_generic() -> None:
|
||||
"""Normalization preserves mt5cli errors and wraps unknown exceptions."""
|
||||
original = Mt5CliError("known")
|
||||
assert normalize_mt5_exception(original) is original
|
||||
assert isinstance(normalize_mt5_exception(ValueError("x")), Mt5CliError)
|
||||
|
||||
|
||||
def test_schema_columns_and_extra_required_validation() -> None:
|
||||
"""Schema helpers expose contracts and honor extra required columns."""
|
||||
assert schema_columns(DataKind.rates) == REQUIRED_COLUMNS[DataKind.rates]
|
||||
validate_schema(pd.DataFrame(), DataKind.rates)
|
||||
frame = _sample_frame(DataKind.rates)
|
||||
with pytest.raises(Mt5SchemaError, match="storage_symbol"):
|
||||
validate_schema(frame, DataKind.rates, extra_required=["storage_symbol"])
|
||||
|
||||
|
||||
def test_normalize_dataframe_empty_and_tick_sort_paths() -> None:
|
||||
"""Normalization handles empty frames and tick time_msc sorting."""
|
||||
empty = pd.DataFrame()
|
||||
assert normalize_dataframe(empty, DataKind.rates).empty
|
||||
|
||||
ticks = _sample_frame(DataKind.ticks)
|
||||
ticks = pd.concat([ticks, ticks], ignore_index=True)
|
||||
sorted_ticks = normalize_dataframe(ticks, DataKind.ticks, sort=True)
|
||||
assert len(sorted_ticks) == 2
|
||||
unsorted_ticks = normalize_dataframe(ticks, DataKind.ticks, sort=False)
|
||||
assert len(unsorted_ticks) == 2
|
||||
|
||||
|
||||
def test_normalize_dataframe_rate_timeframe_without_symbol() -> None:
|
||||
"""Rate normalization can inject timeframe without symbol metadata."""
|
||||
frame = _sample_frame(DataKind.rates)
|
||||
normalized = normalize_dataframe(frame, DataKind.rates, timeframe="M1")
|
||||
assert "timeframe" in normalized.columns
|
||||
|
||||
|
||||
def test_normalize_dataframe_keeps_existing_symbol_and_timeframe() -> None:
|
||||
"""Normalization does not duplicate existing storage metadata columns."""
|
||||
frame = normalize_dataframe(
|
||||
_sample_frame(DataKind.rates),
|
||||
DataKind.rates,
|
||||
symbol="EURUSD",
|
||||
timeframe="M1",
|
||||
)
|
||||
normalized = normalize_dataframe(
|
||||
frame,
|
||||
DataKind.rates,
|
||||
symbol="GBPUSD",
|
||||
timeframe="H1",
|
||||
)
|
||||
assert normalized.loc[0, "symbol"] == "EURUSD"
|
||||
assert normalized.loc[0, "timeframe"] == 1
|
||||
|
||||
|
||||
def test_normalize_time_columns_skips_absent_time_fields() -> None:
|
||||
"""Time normalization ignores absent optional time columns."""
|
||||
frame = pd.DataFrame({"open": [1.0]})
|
||||
result = normalize_time_columns(frame, DataKind.rates)
|
||||
assert list(result.columns) == ["open"]
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
("col", "value", "kind"),
|
||||
[
|
||||
("time", 1704067200, DataKind.rates),
|
||||
("time_msc", 1704067200000, DataKind.ticks),
|
||||
("time", datetime(2024, 1, 1, tzinfo=UTC), DataKind.rates),
|
||||
("time", "2024-01-01T00:00:00+00:00", DataKind.rates),
|
||||
],
|
||||
)
|
||||
def test_normalize_time_columns_coerces_value(
|
||||
col: str,
|
||||
value: object,
|
||||
kind: DataKind,
|
||||
) -> None:
|
||||
"""Time column values are coerced to UTC timestamps regardless of input type."""
|
||||
frame = pd.DataFrame({col: [value]})
|
||||
result = normalize_time_columns(frame, kind)
|
||||
assert result.loc[0, col] == pd.Timestamp("2024-01-01T00:00:00+00:00")
|
||||
|
||||
|
||||
def test_normalize_time_columns_handles_optional_order_times() -> None:
|
||||
"""Optional order/history time columns are normalized when present."""
|
||||
frame = pd.DataFrame({
|
||||
"time_setup": [1704067200],
|
||||
"time_setup_msc": [1704067200000],
|
||||
"time_done": [1704153600],
|
||||
"time_done_msc": [1704153600000],
|
||||
})
|
||||
result = normalize_time_columns(frame, DataKind.orders)
|
||||
assert result.loc[0, "time_setup"] == pd.Timestamp("2024-01-01T00:00:00+00:00")
|
||||
assert result.loc[0, "time_setup_msc"] == pd.Timestamp(
|
||||
"2024-01-01T00:00:00+00:00",
|
||||
)
|
||||
assert result.loc[0, "time_done"] == pd.Timestamp("2024-01-02T00:00:00+00:00")
|
||||
assert result.loc[0, "time_done_msc"] == pd.Timestamp(
|
||||
"2024-01-02T00:00:00+00:00",
|
||||
)
|
||||
|
||||
|
||||
def test_time_columns_include_optional_order_fields() -> None:
|
||||
"""Schema contracts document optional MT5 time columns per dataset kind."""
|
||||
assert "time_done" in TIME_COLUMNS[DataKind.orders]
|
||||
assert "time_setup_msc" in TIME_COLUMNS[DataKind.history_orders]
|
||||
|
||||
|
||||
def test_normalize_dataframe_sorts_ticks_by_time_msc(
|
||||
mocker: MockerFixture,
|
||||
) -> None:
|
||||
"""Tick frames without ``time`` can still sort on ``time_msc``."""
|
||||
mocker.patch("mt5cli.schemas.validate_schema")
|
||||
ticks = pd.concat([_sample_frame(DataKind.ticks)] * 2, ignore_index=True).drop(
|
||||
columns=["time"],
|
||||
)
|
||||
ticks.loc[0, "time_msc"] = datetime(2024, 1, 1, tzinfo=UTC)
|
||||
ticks.loc[1, "time_msc"] = datetime(2024, 1, 2, tzinfo=UTC)
|
||||
ticks = pd.concat([ticks.iloc[[1]], ticks.iloc[[0]]], ignore_index=True)
|
||||
normalized = normalize_dataframe(ticks, DataKind.ticks, sort=True)
|
||||
assert normalized.iloc[0]["time_msc"] <= normalized.iloc[1]["time_msc"]
|
||||
|
||||
|
||||
def test_ensure_utc_columns_skips_missing_columns() -> None:
|
||||
"""UTC column coercion ignores absent columns."""
|
||||
frame = _sample_frame(DataKind.rates)
|
||||
result = ensure_utc_columns(frame, ["time", "missing"])
|
||||
assert "time" in result.columns
|
||||
|
||||
|
||||
def test_ensure_utc_columns_coerces_non_mt5_columns() -> None:
|
||||
"""Non-MT5 columns still coerce to UTC datetimes."""
|
||||
frame = pd.DataFrame({"created_at": ["2024-01-01T00:00:00+00:00"]})
|
||||
result = ensure_utc_columns(frame, ["created_at"])
|
||||
assert result.loc[0, "created_at"] == pd.Timestamp("2024-01-01T00:00:00+00:00")
|
||||
|
||||
|
||||
def test_mt5_session_yields_connected_client(mocker: MockerFixture) -> None:
|
||||
"""Public mt5_session yields an MT5Client bound to a connected session."""
|
||||
connected = mocker.MagicMock()
|
||||
context = mocker.MagicMock()
|
||||
context.__enter__.return_value = connected
|
||||
context.__exit__.return_value = False
|
||||
mocker.patch("mt5cli.client.connected_client", return_value=context)
|
||||
with mt5_session(build_config()) as client:
|
||||
assert isinstance(client, MT5Client)
|
||||
|
||||
|
||||
def test_retry_with_backoff_reraises_non_recoverable_errors() -> None:
|
||||
"""Non-MT5 errors are not retried."""
|
||||
|
||||
def _raise() -> None:
|
||||
message = "fatal"
|
||||
raise ValueError(message)
|
||||
|
||||
with pytest.raises(ValueError, match="fatal"):
|
||||
retry_with_backoff(_raise, retry_count=2)
|
||||
|
||||
|
||||
def test_storage_export_round_trip_sqlite(tmp_path: Path) -> None:
|
||||
"""Storage helpers append deduplicated frames to SQLite."""
|
||||
frame = normalize_dataframe(
|
||||
_sample_frame(DataKind.rates),
|
||||
DataKind.rates,
|
||||
symbol="EURUSD",
|
||||
timeframe="M1",
|
||||
)
|
||||
output = tmp_path / "rates.db"
|
||||
export_dataframe_to_sqlite(
|
||||
frame,
|
||||
output,
|
||||
"rates",
|
||||
deduplicate_on=DEDUP_KEYS[DataKind.rates][0],
|
||||
)
|
||||
with __import__("sqlite3").connect(output) as conn:
|
||||
count = conn.execute("SELECT COUNT(*) FROM rates").fetchone()[0]
|
||||
assert count == 1
|
||||
|
||||
|
||||
class TestStableSdkContract:
|
||||
"""Tests for the documented stable downstream SDK contract."""
|
||||
|
||||
def test_stable_exports_are_subset_of_all(self) -> None:
|
||||
"""Every stable export is also listed in the package __all__."""
|
||||
missing = sorted(STABLE_SDK_EXPORTS - set(mt5cli.__all__))
|
||||
assert not missing, f"STABLE_SDK_EXPORTS missing from __all__: {missing}"
|
||||
|
||||
def test_public_export_tiers_are_disjoint_and_complete(self) -> None:
|
||||
"""Documented public tiers do not overlap and classify root exports."""
|
||||
assert PUBLIC_EXPORT_TIERS == {
|
||||
"stable": STABLE_SDK_EXPORTS,
|
||||
"secondary": SECONDARY_PUBLIC_EXPORTS,
|
||||
}
|
||||
assert not (STABLE_SDK_EXPORTS & SECONDARY_PUBLIC_EXPORTS)
|
||||
tiered_exports = STABLE_SDK_EXPORTS | SECONDARY_PUBLIC_EXPORTS
|
||||
root_exports = set(mt5cli.__all__)
|
||||
|
||||
missing_from_root = sorted(tiered_exports - root_exports)
|
||||
assert not missing_from_root, (
|
||||
f"Tiered exports missing from __all__: {missing_from_root}"
|
||||
)
|
||||
|
||||
tier_metadata_exports = {
|
||||
"PUBLIC_EXPORT_TIERS",
|
||||
"SECONDARY_PUBLIC_EXPORTS",
|
||||
"STABLE_SDK_EXPORTS",
|
||||
}
|
||||
unclassified_root_exports = sorted(
|
||||
root_exports - tiered_exports - tier_metadata_exports,
|
||||
)
|
||||
assert not unclassified_root_exports, (
|
||||
f"Root exports missing from public API tiers: {unclassified_root_exports}"
|
||||
)
|
||||
|
||||
def test_stable_docs_do_not_document_nonstable_exports(self) -> None:
|
||||
"""Stable docs do not promote secondary root exports."""
|
||||
docs_path = Path("docs/api/public-contract.md")
|
||||
docs = docs_path.read_text(encoding="utf-8")
|
||||
stable_section = docs.split("## Stable downstream SDK API", maxsplit=1)[
|
||||
1
|
||||
].split(
|
||||
"## Secondary public exports",
|
||||
maxsplit=1,
|
||||
)[0]
|
||||
documented_symbols = set(
|
||||
re.findall(r"`([A-Za-z_][A-Za-z0-9_]*)`", stable_section)
|
||||
)
|
||||
nonstable_exports = SECONDARY_PUBLIC_EXPORTS
|
||||
|
||||
wrongly_stable = sorted(documented_symbols & nonstable_exports)
|
||||
assert not wrongly_stable, (
|
||||
f"Non-stable exports documented in stable section: {wrongly_stable}"
|
||||
)
|
||||
|
||||
@pytest.mark.parametrize("name", sorted(STABLE_SDK_EXPORTS))
|
||||
def test_stable_exports_are_importable_from_package_root(self, name: str) -> None:
|
||||
"""Stable SDK names resolve through ``from mt5cli import ...``."""
|
||||
assert hasattr(mt5cli, name), f"{name!r} missing from mt5cli package root"
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
"name",
|
||||
sorted(SECONDARY_PUBLIC_EXPORTS),
|
||||
)
|
||||
def test_secondary_exports_are_importable(
|
||||
self,
|
||||
name: str,
|
||||
) -> None:
|
||||
"""Non-stable public names remain available from the package root."""
|
||||
assert hasattr(mt5cli, name), f"{name!r} missing from mt5cli package root"
|
||||
|
||||
def test_drop_forming_rate_bar_from_package_root(self) -> None:
|
||||
"""Closed-bar trimming is available from the stable package surface."""
|
||||
frame = pd.DataFrame({"time": [1, 2, 3], "close": [1.0, 1.1, 1.2]})
|
||||
closed = drop_forming_rate_bar(frame)
|
||||
assert list(closed["close"]) == [1.0, 1.1]
|
||||
assert len(closed) == 2
|
||||
|
||||
def test_fetch_latest_closed_rates_from_package_root(self) -> None:
|
||||
"""Single-client closed-bar helper drops the forming row."""
|
||||
client = MagicMock()
|
||||
client.latest_rates.return_value = pd.DataFrame(
|
||||
{"time": [1, 2, 3], "close": [1.0, 1.1, 1.2]},
|
||||
)
|
||||
|
||||
result = fetch_latest_closed_rates(
|
||||
client,
|
||||
symbol="EURUSD",
|
||||
granularity="M1",
|
||||
count=2,
|
||||
)
|
||||
|
||||
client.latest_rates.assert_called_once_with("EURUSD", "M1", 3, start_pos=0)
|
||||
assert list(result["close"]) == [1.0, 1.1]
|
||||
|
||||
def test_fetch_latest_closed_rates_for_trading_client_from_package_root(
|
||||
self,
|
||||
) -> None:
|
||||
"""Trading-client closed-bar helper is importable from the stable surface."""
|
||||
client = MagicMock()
|
||||
client.fetch_latest_rates_as_df.return_value = pd.DataFrame(
|
||||
{"time": [1, 2, 3], "close": [1.0, 1.1, 1.2]},
|
||||
)
|
||||
|
||||
result = fetch_latest_closed_rates_for_trading_client(
|
||||
client,
|
||||
symbol="EURUSD",
|
||||
granularity="M1",
|
||||
count=2,
|
||||
)
|
||||
|
||||
assert list(result["close"]) == [1.0, 1.1]
|
||||
|
||||
def test_normalize_order_volume_from_package_root(self) -> None:
|
||||
"""Volume normalization helper is importable from the stable surface."""
|
||||
result = normalize_order_volume(
|
||||
0.25,
|
||||
volume_min=0.1,
|
||||
volume_max=1.0,
|
||||
volume_step=0.1,
|
||||
)
|
||||
assert abs(result - 0.2) < 1e-9
|
||||
|
||||
def test_calculate_positions_margin_from_package_root(self) -> None:
|
||||
"""Position margin helper is importable from the stable surface."""
|
||||
client = MagicMock()
|
||||
client.mt5.POSITION_TYPE_BUY = 0
|
||||
client.mt5.POSITION_TYPE_SELL = 1
|
||||
client.mt5.ORDER_TYPE_BUY = 10
|
||||
client.mt5.ORDER_TYPE_SELL = 11
|
||||
client.positions_get_as_df.return_value = pd.DataFrame()
|
||||
|
||||
assert calculate_positions_margin(client) == 0
|
||||
|
||||
def test_generic_trading_helpers_from_package_root(self) -> None:
|
||||
"""New generic trading helpers resolve through the stable surface."""
|
||||
price = extract_tick_price({"bid": "1.2"}, "bid")
|
||||
assert price is not None
|
||||
assert abs(price - 1.2) < 1e-9
|
||||
assert callable(calculate_trailing_stop_updates)
|
||||
assert callable(calculate_account_projected_margin_ratio)
|
||||
assert callable(calculate_projected_margin_ratio)
|
||||
assert callable(calculate_symbol_group_margin_ratio)
|
||||
|
||||
def test_resolve_rate_view_name_from_package_root(self, tmp_path: Path) -> None:
|
||||
"""Rate view resolution is importable and honors require_existing."""
|
||||
db_path = tmp_path / "rates.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"
|
||||
missing = tmp_path / "missing.db"
|
||||
with pytest.raises(ValueError, match="SQLite database not found"):
|
||||
resolve_rate_view_name(missing, "EURUSD", "M1", require_existing=True)
|
||||
|
||||
def test_load_rate_data_from_package_root(self, tmp_path: Path) -> None:
|
||||
"""SQLite rate loading normalizes timestamps through the stable API."""
|
||||
db_path = tmp_path / "view.db"
|
||||
with sqlite3.connect(db_path) as conn:
|
||||
conn.execute(
|
||||
'CREATE VIEW "rate_EURUSD__1" AS'
|
||||
" SELECT '2024-01-01T00:00:00+00:00' AS time, 1.1 AS close",
|
||||
)
|
||||
|
||||
frame = load_rate_data(db_path, "rate_EURUSD__1")
|
||||
assert frame.index.name == "time"
|
||||
assert abs(float(frame.iloc[0]["close"]) - 1.1) < 1e-9
|
||||
|
||||
def test_load_rate_series_from_sqlite_requires_managed_views(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
) -> None:
|
||||
"""Multi-series loading fails clearly when managed views are absent."""
|
||||
db_path = tmp_path / "empty-views.db"
|
||||
with sqlite3.connect(db_path) as conn:
|
||||
conn.execute(
|
||||
"CREATE TABLE rates("
|
||||
" symbol TEXT, timeframe INTEGER, time TEXT, close REAL)",
|
||||
)
|
||||
|
||||
targets = build_rate_targets(["EURUSD"], ["M1"])
|
||||
with pytest.raises(ValueError, match="No rate compatibility view exists"):
|
||||
load_rate_series_from_sqlite(db_path, targets, count=10)
|
||||
|
||||
assert targets == [RateTarget(symbol="EURUSD", timeframe=1)]
|
||||
|
||||
def test_resolve_account_spec_from_package_root(
|
||||
self,
|
||||
monkeypatch: pytest.MonkeyPatch,
|
||||
) -> None:
|
||||
"""Account credential resolution uses generic ${ENV_VAR} placeholders."""
|
||||
monkeypatch.setenv("APP_MT5_LOGIN", "555")
|
||||
monkeypatch.setenv("APP_MT5_PASSWORD", "secret")
|
||||
account = AccountSpec(
|
||||
symbols=["EURUSD"],
|
||||
login="${APP_MT5_LOGIN}",
|
||||
password="${APP_MT5_PASSWORD}",
|
||||
server="Broker-Demo",
|
||||
)
|
||||
|
||||
resolved = resolve_account_spec(account, timeout=3000)
|
||||
assert resolved.login == "555"
|
||||
assert resolved.password == "secret" # noqa: S105
|
||||
assert resolved.timeout == 3000
|
||||
|
||||
batch = resolve_account_specs([account], server="Override")
|
||||
assert batch[0].server == "Override"
|
||||
|
||||
def test_mt5_trading_session_lifecycle_from_package_root(
|
||||
self,
|
||||
mocker: MockerFixture,
|
||||
) -> None:
|
||||
"""Trading session helper initializes and always shuts down."""
|
||||
mock_client = MagicMock()
|
||||
mocker.patch(
|
||||
"mt5cli.trading.Mt5TradingClient",
|
||||
return_value=mock_client,
|
||||
)
|
||||
|
||||
with mt5_trading_session(login=12345, server="Broker-Demo") as client:
|
||||
assert client is mock_client
|
||||
mock_client.initialize_and_login_mt5.assert_called_once()
|
||||
|
||||
mock_client.shutdown.assert_called_once()
|
||||
|
||||
def test_trading_order_helpers_importable_from_package_root(self) -> None:
|
||||
"""Order planning helpers resolve through the stable package surface."""
|
||||
assert callable(calculate_margin_and_volume)
|
||||
assert callable(ensure_symbol_selected)
|
||||
assert callable(place_market_order)
|
||||
margin_hints = get_type_hints(MarginVolume)
|
||||
limits_hints = get_type_hints(OrderLimits)
|
||||
execution_hints = get_type_hints(OrderExecutionResult)
|
||||
assert margin_hints["buy_volume"] is float
|
||||
assert limits_hints["stop_loss"] == float | None
|
||||
assert execution_hints["status"] == ExecutionStatus
|
||||
|
||||
def test_mt5_trading_session_shuts_down_on_exception(
|
||||
self,
|
||||
mocker: MockerFixture,
|
||||
) -> None:
|
||||
"""Trading session helper shuts down even when the body raises."""
|
||||
mock_client = MagicMock()
|
||||
mocker.patch(
|
||||
"mt5cli.trading.Mt5TradingClient",
|
||||
return_value=mock_client,
|
||||
)
|
||||
|
||||
message = "strategy error"
|
||||
with (
|
||||
pytest.raises(RuntimeError, match=message),
|
||||
mt5_trading_session(login=12345, server="Broker-Demo"),
|
||||
):
|
||||
raise RuntimeError(message)
|
||||
|
||||
mock_client.shutdown.assert_called_once()
|
||||
|
||||
def test_fetch_latest_closed_rates_indexed_from_package_root(
|
||||
self,
|
||||
mocker: MockerFixture,
|
||||
) -> None:
|
||||
"""Indexed closed-bar helper returns a UTC DatetimeIndex named 'time'."""
|
||||
client = MagicMock()
|
||||
mocker.patch(
|
||||
"mt5cli.trading.fetch_latest_closed_rates_for_trading_client",
|
||||
return_value=pd.DataFrame(
|
||||
{
|
||||
"time": [1704067200, 1704153600, 1704240000],
|
||||
"close": [1.0, 1.1, 1.2],
|
||||
},
|
||||
),
|
||||
)
|
||||
|
||||
result = fetch_latest_closed_rates_indexed(
|
||||
client,
|
||||
symbol="EURUSD",
|
||||
granularity="M1",
|
||||
count=2,
|
||||
)
|
||||
|
||||
assert isinstance(result.index, pd.DatetimeIndex)
|
||||
assert result.index.name == "time"
|
||||
assert result.index.tz is not None
|
||||
assert "time" not in result.columns
|
||||
assert "close" in result.columns
|
||||
+1040
-55
File diff suppressed because it is too large
Load Diff
+1912
-35
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
+159
-14
@@ -21,8 +21,10 @@ from mt5cli.utils import (
|
||||
TIMEFRAME_MAP,
|
||||
TIMEFRAME_TYPE,
|
||||
Dataset,
|
||||
IfExists,
|
||||
detect_format,
|
||||
export_dataframe,
|
||||
export_dataframe_to_sqlite,
|
||||
parse_datetime,
|
||||
parse_request,
|
||||
parse_tick_flags,
|
||||
@@ -130,6 +132,112 @@ class TestExportDataframe:
|
||||
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
|
||||
# ---------------------------------------------------------------------------
|
||||
@@ -166,8 +274,14 @@ class TestParseTimeframe:
|
||||
assert parse_timeframe(value) == expected
|
||||
|
||||
def test_integer_timeframe(self) -> None:
|
||||
"""Test parsing integer timeframe."""
|
||||
assert parse_timeframe("42") == 42
|
||||
"""Test parsing supported integer timeframes."""
|
||||
assert parse_timeframe("1") == 1
|
||||
assert parse_timeframe(16385) == 16385
|
||||
|
||||
def test_unsupported_integer_timeframe_raises(self) -> None:
|
||||
"""Test that unsupported integer timeframes raise ValueError."""
|
||||
with pytest.raises(ValueError, match="Invalid timeframe"):
|
||||
parse_timeframe("42")
|
||||
|
||||
def test_invalid_timeframe_raises(self) -> None:
|
||||
"""Test that invalid timeframe raises ValueError."""
|
||||
@@ -180,15 +294,21 @@ class TestParseTickFlags:
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
("value", "expected"),
|
||||
[("ALL", 1), ("info", 2), ("TRADE", 4)],
|
||||
[("ALL", -1), ("info", 1), ("TRADE", 2), ("COPY_TICKS_ALL", -1)],
|
||||
)
|
||||
def test_named_flag(self, value: str, expected: int) -> None:
|
||||
"""Test parsing named tick flags."""
|
||||
assert parse_tick_flags(value) == expected
|
||||
|
||||
def test_integer_flag(self) -> None:
|
||||
"""Test parsing integer tick flag."""
|
||||
assert parse_tick_flags("7") == 7
|
||||
"""Test parsing supported integer tick flags."""
|
||||
assert parse_tick_flags("-1") == -1
|
||||
assert parse_tick_flags(2) == 2
|
||||
|
||||
def test_unsupported_integer_flag_raises(self) -> None:
|
||||
"""Test that unsupported integer tick flags raise ValueError."""
|
||||
with pytest.raises(ValueError, match="Invalid tick flags"):
|
||||
parse_tick_flags("7")
|
||||
|
||||
def test_invalid_flag_raises(self) -> None:
|
||||
"""Test that invalid flag raises ValueError."""
|
||||
@@ -247,8 +367,11 @@ class TestConstants:
|
||||
assert key in TIMEFRAME_MAP
|
||||
|
||||
def test_tick_flag_map_has_expected_keys(self) -> None:
|
||||
"""Test that TICK_FLAG_MAP contains standard flags."""
|
||||
assert set(TICK_FLAG_MAP) == {"ALL", "INFO", "TRADE"}
|
||||
"""Test that TICK_FLAG_MAP contains standard flags with MT5 values."""
|
||||
assert {"ALL", "INFO", "TRADE"} <= set(TICK_FLAG_MAP)
|
||||
assert TICK_FLAG_MAP["ALL"] == -1
|
||||
assert TICK_FLAG_MAP["INFO"] == 1
|
||||
assert TICK_FLAG_MAP["TRADE"] == 2
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
("dataset", "expected"),
|
||||
@@ -295,26 +418,48 @@ class TestTimeframeType:
|
||||
"""Test converting a string to timeframe integer."""
|
||||
assert TIMEFRAME_TYPE.convert("H1", None, None) == 16385
|
||||
|
||||
def test_convert_int_passthrough(self) -> None:
|
||||
"""Test that integer values pass through unchanged."""
|
||||
assert TIMEFRAME_TYPE.convert(42, None, None) == 42
|
||||
def test_convert_int(self) -> None:
|
||||
"""Test converting supported integer timeframe values."""
|
||||
assert TIMEFRAME_TYPE.convert(16385, None, None) == 16385
|
||||
|
||||
def test_convert_unsupported_int(self) -> None:
|
||||
"""Test that unsupported integer values raise BadParameter."""
|
||||
with pytest.raises(Exception, match="Invalid timeframe"):
|
||||
TIMEFRAME_TYPE.convert(42, None, None)
|
||||
|
||||
def test_convert_invalid(self) -> None:
|
||||
"""Test that invalid values raise BadParameter."""
|
||||
with pytest.raises(Exception, match="Invalid timeframe"):
|
||||
TIMEFRAME_TYPE.convert("bad", None, None)
|
||||
|
||||
@pytest.mark.parametrize("value", [True, False, None, 1.5])
|
||||
def test_convert_invalid_types(self, value: object) -> None:
|
||||
"""Test that bool, float, and None values raise BadParameter."""
|
||||
with pytest.raises(Exception, match="Invalid timeframe"):
|
||||
TIMEFRAME_TYPE.convert(value, None, None)
|
||||
|
||||
|
||||
class TestTickFlagsType:
|
||||
"""Tests for _TickFlagsType."""
|
||||
|
||||
def test_convert_string(self) -> None:
|
||||
"""Test converting a string to tick flags integer."""
|
||||
assert TICK_FLAGS_TYPE.convert("ALL", None, None) == 1
|
||||
assert TICK_FLAGS_TYPE.convert("ALL", None, None) == -1
|
||||
|
||||
def test_convert_int_passthrough(self) -> None:
|
||||
"""Test that integer values pass through unchanged."""
|
||||
assert TICK_FLAGS_TYPE.convert(7, None, None) == 7
|
||||
def test_convert_int(self) -> None:
|
||||
"""Test converting supported integer tick flag values."""
|
||||
assert TICK_FLAGS_TYPE.convert(2, None, None) == 2
|
||||
|
||||
def test_convert_unsupported_int(self) -> None:
|
||||
"""Test that unsupported integer values raise BadParameter."""
|
||||
with pytest.raises(Exception, match="Invalid tick flags"):
|
||||
TICK_FLAGS_TYPE.convert(7, None, None)
|
||||
|
||||
@pytest.mark.parametrize("value", [True, False, None, 1.5])
|
||||
def test_convert_invalid_types(self, value: object) -> None:
|
||||
"""Test that bool, float, and None values raise BadParameter."""
|
||||
with pytest.raises(Exception, match="Invalid tick flags"):
|
||||
TICK_FLAGS_TYPE.convert(value, None, None)
|
||||
|
||||
def test_convert_invalid(self) -> None:
|
||||
"""Test that invalid values raise BadParameter."""
|
||||
|
||||
@@ -487,7 +487,7 @@ wheels = [
|
||||
|
||||
[[package]]
|
||||
name = "mt5cli"
|
||||
version = "0.4.2"
|
||||
version = "0.9.6"
|
||||
source = { editable = "." }
|
||||
dependencies = [
|
||||
{ name = "click" },
|
||||
@@ -513,7 +513,7 @@ dev = [
|
||||
[package.metadata]
|
||||
requires-dist = [
|
||||
{ name = "click", specifier = ">=8.1.0" },
|
||||
{ name = "pdmt5", specifier = ">=0.2.3" },
|
||||
{ name = "pdmt5", specifier = ">=0.3.0" },
|
||||
{ name = "pyarrow", specifier = ">=19.0.0" },
|
||||
{ name = "typer", specifier = ">=0.15.0" },
|
||||
]
|
||||
@@ -684,16 +684,16 @@ wheels = [
|
||||
|
||||
[[package]]
|
||||
name = "pdmt5"
|
||||
version = "0.2.3"
|
||||
version = "0.3.0"
|
||||
source = { registry = "https://pypi.org/simple" }
|
||||
dependencies = [
|
||||
{ name = "metatrader5", marker = "sys_platform == 'win32'" },
|
||||
{ name = "pandas" },
|
||||
{ name = "pydantic" },
|
||||
]
|
||||
sdist = { url = "https://files.pythonhosted.org/packages/02/25/52d9d954504ccdd0fe91f715ab74c424d61234b237cc4160d3ebe20070f1/pdmt5-0.2.3.tar.gz", hash = "sha256:21384f5826fb0125fee3f93c90b108340f55ab53b1c819d229ceac162289d2ec", size = 226665, upload-time = "2026-02-05T13:28:21.071Z" }
|
||||
sdist = { url = "https://files.pythonhosted.org/packages/bf/cc/c8fa3a01e0e34178fec8527992f7bb8eda5881477ce23aaacaa9b2ef7bec/pdmt5-0.3.0.tar.gz", hash = "sha256:bb612d5c2695eafac9b2a7b74756e13bd383d7e5517bd90c9a2efa92492c484c", size = 215100, upload-time = "2026-06-11T13:26:46.976Z" }
|
||||
wheels = [
|
||||
{ url = "https://files.pythonhosted.org/packages/c1/75/c5e52a9cf459b85b2dd52f83e70857571b1b45805c9fe610b3959a26ac15/pdmt5-0.2.3-py3-none-any.whl", hash = "sha256:f92246a05cfc3b7feb3ab0cc5b48768a4d84aad6b02e7a68060948f5828718a1", size = 22967, upload-time = "2026-02-05T13:28:19.523Z" },
|
||||
{ url = "https://files.pythonhosted.org/packages/f2/03/b12cc4c9db983d971c9172b3765161b6d91136d0624e6718a04dd815e7a1/pdmt5-0.3.0-py3-none-any.whl", hash = "sha256:5388b406cc583202600cfe22c9d781679b1d931b1ed5a2b5dcf37c566149b49f", size = 26250, upload-time = "2026-06-11T13:26:45.689Z" },
|
||||
]
|
||||
|
||||
[[package]]
|
||||
@@ -836,11 +836,11 @@ wheels = [
|
||||
|
||||
[[package]]
|
||||
name = "pygments"
|
||||
version = "2.19.2"
|
||||
version = "2.20.0"
|
||||
source = { registry = "https://pypi.org/simple" }
|
||||
sdist = { url = "https://files.pythonhosted.org/packages/b0/77/a5b8c569bf593b0140bde72ea885a803b82086995367bf2037de0159d924/pygments-2.19.2.tar.gz", hash = "sha256:636cb2477cec7f8952536970bc533bc43743542f70392ae026374600add5b887", size = 4968631, upload-time = "2025-06-21T13:39:12.283Z" }
|
||||
sdist = { url = "https://files.pythonhosted.org/packages/c3/b2/bc9c9196916376152d655522fdcebac55e66de6603a76a02bca1b6414f6c/pygments-2.20.0.tar.gz", hash = "sha256:6757cd03768053ff99f3039c1a36d6c0aa0b263438fcab17520b30a303a82b5f", size = 4955991, upload-time = "2026-03-29T13:29:33.898Z" }
|
||||
wheels = [
|
||||
{ url = "https://files.pythonhosted.org/packages/c7/21/705964c7812476f378728bdf590ca4b771ec72385c533964653c68e86bdc/pygments-2.19.2-py3-none-any.whl", hash = "sha256:86540386c03d588bb81d44bc3928634ff26449851e99741617ecb9037ee5ec0b", size = 1225217, upload-time = "2025-06-21T13:39:07.939Z" },
|
||||
{ url = "https://files.pythonhosted.org/packages/f4/7e/a72dd26f3b0f4f2bf1dd8923c85f7ceb43172af56d63c7383eb62b332364/pygments-2.20.0-py3-none-any.whl", hash = "sha256:81a9e26dd42fd28a23a2d169d86d7ac03b46e2f8b59ed4698fb4785f946d0176", size = 1231151, upload-time = "2026-03-29T13:29:30.038Z" },
|
||||
]
|
||||
|
||||
[[package]]
|
||||
|
||||
Reference in New Issue
Block a user