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@@ -1,22 +0,0 @@
|
||||
---
|
||||
name: local-qa
|
||||
description: Run local QA including formatting, linting, and testing for the repository. Use whenever any file has been updated.
|
||||
disable-model-invocation: false
|
||||
---
|
||||
|
||||
# Local QA (format, lint, and test)
|
||||
|
||||
Run the local QA script `scripts/qa.sh` in this skill.
|
||||
|
||||
## Procedure
|
||||
|
||||
- Execute the script exactly as shown above when this skill is triggered.
|
||||
- Capture and summarize key output (success/failure, major warnings, and any files modified).
|
||||
- If the script fails due to missing tooling (`command not found`, missing executable, or equivalent), install the missing tool(s) and rerun `./scripts/qa.sh`.
|
||||
- Install tools using this order of preference:
|
||||
1. Use the project's package manager when applicable (`uv`/`poetry` for Python, package manager scripts/dependencies for Node.js).
|
||||
2. Use a system package manager (`brew` on macOS, `apt` on Debian/Ubuntu) when project-local install is not applicable.
|
||||
3. Use language-specific installers as fallback (`pipx`/`pip`, `npm`, `go install`, etc.).
|
||||
- If multiple tools are missing, repeat install -> rerun until QA completes or you hit a blocker.
|
||||
- If installation fails or requires unavailable privileges, report what was attempted, the exact failure, and stop.
|
||||
- Do not run unrelated commands; only run commands needed for QA and missing-tool installation.
|
||||
@@ -1,26 +0,0 @@
|
||||
#!/usr/bin/env bash
|
||||
|
||||
set -euox pipefail
|
||||
cd "$(git rev-parse --show-toplevel)"
|
||||
|
||||
# Python
|
||||
uv run ruff format .
|
||||
uv run ruff check --fix .
|
||||
uv run pyright .
|
||||
uv run pytest
|
||||
|
||||
# Markdown
|
||||
npx -y prettier --write './**/*.md'
|
||||
|
||||
# GitHub Actions
|
||||
case "${OSTYPE}" in
|
||||
darwin* | linux* )
|
||||
zizmor --fix=safe .github/workflows
|
||||
git ls-files -z -- '.github/workflows/*.yml' | xargs -0 -t actionlint
|
||||
git ls-files -z -- '.github/workflows/*.yml' | xargs -0 -t yamllint -d '{"extends": "relaxed", "rules": {"line-length": "disable"}}'
|
||||
checkov --framework=all --output=github_failed_only --directory=.
|
||||
;;
|
||||
* )
|
||||
echo "GitHub Actions linting is only supported on Linux and macOS."
|
||||
;;
|
||||
esac
|
||||
@@ -1 +0,0 @@
|
||||
../../skills/mt5cli
|
||||
@@ -1,46 +0,0 @@
|
||||
# Codex Agent
|
||||
|
||||
Specialized Claude agent for autonomous development work using OpenAI's Codex CLI.
|
||||
|
||||
## Modes
|
||||
|
||||
### Ask Mode
|
||||
|
||||
Read-only code analysis: answer questions about implementation, architecture, and debugging with specific file references and code examples.
|
||||
|
||||
### Exec Mode
|
||||
|
||||
Generate and modify code: create new components, refactor existing code, fix bugs, and write tests while maintaining quality standards.
|
||||
|
||||
### Review Mode
|
||||
|
||||
Comprehensive code review: identify security vulnerabilities, bugs, performance issues, and quality improvements without making changes.
|
||||
|
||||
### Search Mode
|
||||
|
||||
Research current documentation, best practices, solutions, and technology comparisons using web resources.
|
||||
|
||||
## Core Requirements
|
||||
|
||||
- Prioritize Codex CLI as the primary execution engine.
|
||||
- Ask, Review, and Search modes are read-only; only Exec mode modifies code.
|
||||
- All answers require verification:
|
||||
- Ask mode must confirm file paths exist.
|
||||
- Exec mode requires test passage and linting.
|
||||
- Review mode needs severity prioritization.
|
||||
- Search mode demands sourced citations.
|
||||
|
||||
## Workflow
|
||||
|
||||
1. Understand the task.
|
||||
2. Gather context from the codebase.
|
||||
3. Execute via Codex CLI with specific parameters.
|
||||
4. Verify results.
|
||||
5. Communicate findings with appropriate structure and detail.
|
||||
|
||||
## Constraints
|
||||
|
||||
- No hardcoded secrets.
|
||||
- Thorough testing.
|
||||
- Specific file references.
|
||||
- Honest communication about limitations.
|
||||
@@ -1,18 +0,0 @@
|
||||
{
|
||||
"hooks": {
|
||||
"Stop": [
|
||||
{
|
||||
"matcher": "",
|
||||
"hooks": [
|
||||
{
|
||||
"type": "command",
|
||||
"command": ".claude/skills/local-qa/scripts/qa.sh"
|
||||
}
|
||||
]
|
||||
}
|
||||
]
|
||||
},
|
||||
"enabledPlugins": {
|
||||
"code-simplifier@claude-plugins-official": true
|
||||
}
|
||||
}
|
||||
@@ -1 +0,0 @@
|
||||
../.agents/skills
|
||||
@@ -1,3 +0,0 @@
|
||||
---
|
||||
github:
|
||||
- dceoy
|
||||
@@ -1,17 +0,0 @@
|
||||
---
|
||||
version: 2
|
||||
updates:
|
||||
- package-ecosystem: github-actions
|
||||
directory: /
|
||||
schedule:
|
||||
interval: daily
|
||||
cooldown:
|
||||
default-days: 7
|
||||
open-pull-requests-limit: 10
|
||||
- package-ecosystem: pip
|
||||
directory: /
|
||||
schedule:
|
||||
interval: daily
|
||||
cooldown:
|
||||
default-days: 7
|
||||
open-pull-requests-limit: 10
|
||||
@@ -1,13 +0,0 @@
|
||||
{
|
||||
"$schema": "https://docs.renovatebot.com/renovate-schema.json",
|
||||
"extends": ["config:recommended"],
|
||||
"minimumReleaseAge": "7 days",
|
||||
"packageRules": [
|
||||
{
|
||||
"description": "Automatically merge minor and patch-level updates",
|
||||
"matchUpdateTypes": ["minor", "patch", "digest"],
|
||||
"automerge": true,
|
||||
"automergeType": "branch"
|
||||
}
|
||||
]
|
||||
}
|
||||
@@ -1,77 +0,0 @@
|
||||
---
|
||||
name: CI/CD
|
||||
on:
|
||||
push:
|
||||
branches:
|
||||
- main
|
||||
pull_request:
|
||||
branches:
|
||||
- main
|
||||
types:
|
||||
- opened
|
||||
- synchronize
|
||||
- reopened
|
||||
workflow_dispatch: # checkov:skip=CKV_GHA_7:workflow_dispatch inputs are required for manual runs
|
||||
inputs:
|
||||
workflow:
|
||||
required: true
|
||||
type: choice
|
||||
options:
|
||||
- lint-and-test
|
||||
- docs-deploy
|
||||
description: Choose the workflow to run
|
||||
default: lint-and-test
|
||||
permissions:
|
||||
contents: read
|
||||
defaults:
|
||||
run:
|
||||
shell: bash -euo pipefail {0}
|
||||
working-directory: .
|
||||
jobs:
|
||||
python-lint-and-scan:
|
||||
if: >
|
||||
github.event_name == 'push'
|
||||
|| github.event_name == 'pull_request'
|
||||
|| (github.event_name == 'workflow_dispatch' && inputs.workflow == 'lint-and-test')
|
||||
permissions:
|
||||
contents: read
|
||||
uses: dceoy/gh-actions-for-devops/.github/workflows/python-package-lint-and-scan.yml@main # zizmor: ignore[unpinned-uses]
|
||||
with:
|
||||
package-path: .
|
||||
runs-on: windows-latest
|
||||
python-test:
|
||||
if: >
|
||||
github.event_name == 'push'
|
||||
|| github.event_name == 'pull_request'
|
||||
|| (github.event_name == 'workflow_dispatch' && inputs.workflow == 'lint-and-test')
|
||||
permissions:
|
||||
contents: read
|
||||
uses: dceoy/gh-actions-for-devops/.github/workflows/python-package-test.yml@main # zizmor: ignore[unpinned-uses]
|
||||
with:
|
||||
package-path: .
|
||||
runs-on: windows-latest
|
||||
python-docs-deploy:
|
||||
if: >
|
||||
github.event_name == 'push'
|
||||
|| (github.event_name == 'workflow_dispatch' && inputs.workflow == 'docs-deploy')
|
||||
permissions:
|
||||
contents: write
|
||||
uses: dceoy/gh-actions-for-devops/.github/workflows/python-package-mkdocs-gh-deploy.yml@main # zizmor: ignore[unpinned-uses]
|
||||
with:
|
||||
package-path: .
|
||||
runs-on: ubuntu-slim
|
||||
secrets:
|
||||
GH_TOKEN: ${{ secrets.GITHUB_TOKEN }}
|
||||
dependabot-auto-merge:
|
||||
if: >
|
||||
github.event_name == 'pull_request' && github.actor == 'dependabot[bot]'
|
||||
needs:
|
||||
- python-lint-and-scan
|
||||
- python-test
|
||||
uses: dceoy/gh-actions-for-devops/.github/workflows/dependabot-auto-merge.yml@main # zizmor: ignore[unpinned-uses]
|
||||
permissions:
|
||||
contents: write
|
||||
pull-requests: write
|
||||
actions: read
|
||||
with:
|
||||
unconditional: true
|
||||
@@ -1,57 +0,0 @@
|
||||
---
|
||||
name: Claude Code review and mention bot
|
||||
on:
|
||||
pull_request:
|
||||
branches:
|
||||
- main
|
||||
types:
|
||||
- opened
|
||||
- ready_for_review
|
||||
issue_comment:
|
||||
types:
|
||||
- created
|
||||
pull_request_review_comment:
|
||||
types:
|
||||
- created
|
||||
issues:
|
||||
types:
|
||||
- opened
|
||||
- assigned
|
||||
pull_request_review:
|
||||
types:
|
||||
- submitted
|
||||
permissions:
|
||||
contents: read
|
||||
jobs:
|
||||
claude-code-review:
|
||||
if: >
|
||||
github.event_name == 'pull_request'
|
||||
&& (! github.event.pull_request.draft)
|
||||
&& (! startsWith(github.head_ref, 'dependabot/'))
|
||||
&& (! startsWith(github.head_ref, 'renovate/'))
|
||||
permissions:
|
||||
contents: read
|
||||
pull-requests: write
|
||||
issues: write
|
||||
id-token: write
|
||||
actions: read
|
||||
uses: dceoy/gh-actions-for-devops/.github/workflows/claude-code-review.yml@main # zizmor: ignore[unpinned-uses]
|
||||
secrets:
|
||||
CLAUDE_CODE_OAUTH_TOKEN: ${{ secrets.CLAUDE_CODE_OAUTH_TOKEN }} # zizmor: ignore[secrets-outside-env]
|
||||
GH_TOKEN: ${{ secrets.GITHUB_TOKEN }}
|
||||
claude-code-bot:
|
||||
if: >
|
||||
(github.event_name == 'issue_comment' && contains(github.event.comment.body, '@claude'))
|
||||
|| (github.event_name == 'pull_request_review_comment' && contains(github.event.comment.body, '@claude'))
|
||||
|| (github.event_name == 'pull_request_review' && contains(github.event.review.body, '@claude'))
|
||||
|| (github.event_name == 'issues' && (contains(github.event.issue.body, '@claude') || contains(github.event.issue.title, '@claude')))
|
||||
permissions:
|
||||
contents: read
|
||||
pull-requests: write
|
||||
issues: write
|
||||
id-token: write
|
||||
actions: read
|
||||
uses: dceoy/gh-actions-for-devops/.github/workflows/claude-code-bot.yml@main # zizmor: ignore[unpinned-uses]
|
||||
secrets:
|
||||
CLAUDE_CODE_OAUTH_TOKEN: ${{ secrets.CLAUDE_CODE_OAUTH_TOKEN }} # zizmor: ignore[secrets-outside-env]
|
||||
GH_TOKEN: ${{ secrets.GITHUB_TOKEN }}
|
||||
@@ -1,44 +0,0 @@
|
||||
---
|
||||
name: Release
|
||||
on:
|
||||
workflow_dispatch:
|
||||
permissions:
|
||||
contents: read
|
||||
defaults:
|
||||
run:
|
||||
shell: bash -euo pipefail {0}
|
||||
working-directory: .
|
||||
jobs:
|
||||
build-and-release:
|
||||
permissions:
|
||||
contents: write
|
||||
id-token: write
|
||||
uses: dceoy/gh-actions-for-devops/.github/workflows/python-package-release-on-pypi-and-github.yml@main # zizmor: ignore[unpinned-uses]
|
||||
with:
|
||||
package-path: .
|
||||
create-github-release: true
|
||||
publish-to-pypi: false
|
||||
secrets:
|
||||
GH_TOKEN: ${{ secrets.GITHUB_TOKEN }}
|
||||
publish-to-pypi:
|
||||
name: Publish the Python 🐍 distribution 📦 to PyPI
|
||||
if: >
|
||||
startsWith(github.ref, 'refs/tags/')
|
||||
needs:
|
||||
- build-and-release
|
||||
runs-on: ubuntu-latest
|
||||
environment:
|
||||
name: pypi
|
||||
url: https://pypi.org/p/${{ needs.build-and-release.outputs.project-name }}
|
||||
permissions:
|
||||
id-token: write # IMPORTANT: mandatory for trusted publishing
|
||||
steps:
|
||||
- name: Download all the dists
|
||||
uses: actions/download-artifact@3e5f45b2cfb9172054b4087a40e8e0b5a5461e7c # v8.0.1
|
||||
with:
|
||||
name: ${{ needs.build-and-release.outputs.distribution-artifact-name }}
|
||||
path: dist/
|
||||
- name: Publish distribution 📦 to PyPI
|
||||
uses: pypa/gh-action-pypi-publish@cef221092ed1bacb1cc03d23a2d87d1d172e277b # v1.14.0
|
||||
with:
|
||||
verbose: true
|
||||
-207
@@ -1,207 +0,0 @@
|
||||
# Byte-compiled / optimized / DLL files
|
||||
__pycache__/
|
||||
*.py[codz]
|
||||
*$py.class
|
||||
|
||||
# C extensions
|
||||
*.so
|
||||
|
||||
# Distribution / packaging
|
||||
.Python
|
||||
build/
|
||||
develop-eggs/
|
||||
dist/
|
||||
downloads/
|
||||
eggs/
|
||||
.eggs/
|
||||
lib/
|
||||
lib64/
|
||||
parts/
|
||||
sdist/
|
||||
var/
|
||||
wheels/
|
||||
share/python-wheels/
|
||||
*.egg-info/
|
||||
.installed.cfg
|
||||
*.egg
|
||||
MANIFEST
|
||||
|
||||
# PyInstaller
|
||||
# Usually these files are written by a python script from a template
|
||||
# before PyInstaller builds the exe, so as to inject date/other infos into it.
|
||||
*.manifest
|
||||
*.spec
|
||||
|
||||
# Installer logs
|
||||
pip-log.txt
|
||||
pip-delete-this-directory.txt
|
||||
|
||||
# Unit test / coverage reports
|
||||
htmlcov/
|
||||
.tox/
|
||||
.nox/
|
||||
.coverage
|
||||
.coverage.*
|
||||
.cache
|
||||
nosetests.xml
|
||||
coverage.xml
|
||||
*.cover
|
||||
*.py.cover
|
||||
.hypothesis/
|
||||
.pytest_cache/
|
||||
cover/
|
||||
|
||||
# Translations
|
||||
*.mo
|
||||
*.pot
|
||||
|
||||
# Django stuff:
|
||||
*.log
|
||||
local_settings.py
|
||||
db.sqlite3
|
||||
db.sqlite3-journal
|
||||
|
||||
# Flask stuff:
|
||||
instance/
|
||||
.webassets-cache
|
||||
|
||||
# Scrapy stuff:
|
||||
.scrapy
|
||||
|
||||
# Sphinx documentation
|
||||
docs/_build/
|
||||
|
||||
# PyBuilder
|
||||
.pybuilder/
|
||||
target/
|
||||
|
||||
# Jupyter Notebook
|
||||
.ipynb_checkpoints
|
||||
|
||||
# IPython
|
||||
profile_default/
|
||||
ipython_config.py
|
||||
|
||||
# pyenv
|
||||
# For a library or package, you might want to ignore these files since the code is
|
||||
# intended to run in multiple environments; otherwise, check them in:
|
||||
# .python-version
|
||||
|
||||
# pipenv
|
||||
# According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
|
||||
# However, in case of collaboration, if having platform-specific dependencies or dependencies
|
||||
# having no cross-platform support, pipenv may install dependencies that don't work, or not
|
||||
# install all needed dependencies.
|
||||
#Pipfile.lock
|
||||
|
||||
# UV
|
||||
# Similar to Pipfile.lock, it is generally recommended to include uv.lock in version control.
|
||||
# This is especially recommended for binary packages to ensure reproducibility, and is more
|
||||
# commonly ignored for libraries.
|
||||
#uv.lock
|
||||
|
||||
# poetry
|
||||
# Similar to Pipfile.lock, it is generally recommended to include poetry.lock in version control.
|
||||
# This is especially recommended for binary packages to ensure reproducibility, and is more
|
||||
# commonly ignored for libraries.
|
||||
# https://python-poetry.org/docs/basic-usage/#commit-your-poetrylock-file-to-version-control
|
||||
#poetry.lock
|
||||
#poetry.toml
|
||||
|
||||
# pdm
|
||||
# Similar to Pipfile.lock, it is generally recommended to include pdm.lock in version control.
|
||||
# pdm recommends including project-wide configuration in pdm.toml, but excluding .pdm-python.
|
||||
# https://pdm-project.org/en/latest/usage/project/#working-with-version-control
|
||||
#pdm.lock
|
||||
#pdm.toml
|
||||
.pdm-python
|
||||
.pdm-build/
|
||||
|
||||
# pixi
|
||||
# Similar to Pipfile.lock, it is generally recommended to include pixi.lock in version control.
|
||||
#pixi.lock
|
||||
# Pixi creates a virtual environment in the .pixi directory, just like venv module creates one
|
||||
# in the .venv directory. It is recommended not to include this directory in version control.
|
||||
.pixi
|
||||
|
||||
# PEP 582; used by e.g. github.com/David-OConnor/pyflow and github.com/pdm-project/pdm
|
||||
__pypackages__/
|
||||
|
||||
# Celery stuff
|
||||
celerybeat-schedule
|
||||
celerybeat.pid
|
||||
|
||||
# SageMath parsed files
|
||||
*.sage.py
|
||||
|
||||
# Environments
|
||||
.env
|
||||
.envrc
|
||||
.venv
|
||||
env/
|
||||
venv/
|
||||
ENV/
|
||||
env.bak/
|
||||
venv.bak/
|
||||
|
||||
# Spyder project settings
|
||||
.spyderproject
|
||||
.spyproject
|
||||
|
||||
# Rope project settings
|
||||
.ropeproject
|
||||
|
||||
# mkdocs documentation
|
||||
/site
|
||||
|
||||
# mypy
|
||||
.mypy_cache/
|
||||
.dmypy.json
|
||||
dmypy.json
|
||||
|
||||
# Pyre type checker
|
||||
.pyre/
|
||||
|
||||
# pytype static type analyzer
|
||||
.pytype/
|
||||
|
||||
# Cython debug symbols
|
||||
cython_debug/
|
||||
|
||||
# PyCharm
|
||||
# JetBrains specific template is maintained in a separate JetBrains.gitignore that can
|
||||
# be found at https://github.com/github/gitignore/blob/main/Global/JetBrains.gitignore
|
||||
# and can be added to the global gitignore or merged into this file. For a more nuclear
|
||||
# option (not recommended) you can uncomment the following to ignore the entire idea folder.
|
||||
#.idea/
|
||||
|
||||
# Abstra
|
||||
# Abstra is an AI-powered process automation framework.
|
||||
# Ignore directories containing user credentials, local state, and settings.
|
||||
# Learn more at https://abstra.io/docs
|
||||
.abstra/
|
||||
|
||||
# Visual Studio Code
|
||||
# Visual Studio Code specific template is maintained in a separate VisualStudioCode.gitignore
|
||||
# that can be found at https://github.com/github/gitignore/blob/main/Global/VisualStudioCode.gitignore
|
||||
# and can be added to the global gitignore or merged into this file. However, if you prefer,
|
||||
# you could uncomment the following to ignore the entire vscode folder
|
||||
# .vscode/
|
||||
|
||||
# Ruff stuff:
|
||||
.ruff_cache/
|
||||
|
||||
# PyPI configuration file
|
||||
.pypirc
|
||||
|
||||
# Cursor
|
||||
# Cursor is an AI-powered code editor. `.cursorignore` specifies files/directories to
|
||||
# exclude from AI features like autocomplete and code analysis. Recommended for sensitive data
|
||||
# refer to https://docs.cursor.com/context/ignore-files
|
||||
.cursorignore
|
||||
.cursorindexingignore
|
||||
|
||||
# Marimo
|
||||
marimo/_static/
|
||||
marimo/_lsp/
|
||||
__marimo__/
|
||||
@@ -0,0 +1,202 @@
|
||||
<!DOCTYPE html>
|
||||
<html lang="en" data-bs-theme="light">
|
||||
<head>
|
||||
<meta charset="utf-8">
|
||||
<meta http-equiv="X-UA-Compatible" content="IE=edge">
|
||||
<meta name="viewport" content="width=device-width, initial-scale=1.0">
|
||||
|
||||
<meta name="author" content="dceoy">
|
||||
|
||||
<link rel="shortcut icon" href="/dceoy/mt5cli/img/favicon.ico">
|
||||
<title>mt5cli API Documentation</title>
|
||||
<link href="/dceoy/mt5cli/css/bootstrap.min.css" rel="stylesheet">
|
||||
<link href="/dceoy/mt5cli/css/fontawesome.min.css" rel="stylesheet">
|
||||
<link href="/dceoy/mt5cli/css/brands.min.css" rel="stylesheet">
|
||||
<link href="/dceoy/mt5cli/css/solid.min.css" rel="stylesheet">
|
||||
<link href="/dceoy/mt5cli/css/v4-font-face.min.css" rel="stylesheet">
|
||||
<link href="/dceoy/mt5cli/css/base.css" rel="stylesheet">
|
||||
<link id="hljs-light" rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/11.8.0/styles/github.min.css" >
|
||||
<link id="hljs-dark" rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/11.8.0/styles/github-dark.min.css" disabled>
|
||||
<link href="/dceoy/mt5cli/assets/_mkdocstrings.css" rel="stylesheet">
|
||||
<script src="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/11.8.0/highlight.min.js"></script>
|
||||
<script>hljs.highlightAll();</script>
|
||||
</head>
|
||||
|
||||
<body>
|
||||
<div class="navbar fixed-top navbar-expand-lg navbar-dark bg-primary">
|
||||
<div class="container">
|
||||
<a class="navbar-brand" href="/dceoy/mt5cli/.">mt5cli API Documentation</a>
|
||||
<!-- Expander button -->
|
||||
<button type="button" class="navbar-toggler" data-bs-toggle="collapse" data-bs-target="#navbar-collapse" aria-controls="navbar-collapse" aria-expanded="false" aria-label="Toggle navigation">
|
||||
<span class="navbar-toggler-icon"></span>
|
||||
</button>
|
||||
|
||||
<!-- Expanded navigation -->
|
||||
<div id="navbar-collapse" class="navbar-collapse collapse">
|
||||
<!-- Main navigation -->
|
||||
<ul class="nav navbar-nav">
|
||||
<li class="nav-item">
|
||||
<a href="/dceoy/mt5cli/." class="nav-link">Home</a>
|
||||
</li>
|
||||
<li class="nav-item dropdown">
|
||||
<a href="#" class="nav-link dropdown-toggle" role="button" data-bs-toggle="dropdown" aria-expanded="false">API Reference</a>
|
||||
<ul class="dropdown-menu">
|
||||
|
||||
<li>
|
||||
<a href="/dceoy/mt5cli/api/" class="dropdown-item">Overview</a>
|
||||
</li>
|
||||
|
||||
<li>
|
||||
<a href="/dceoy/mt5cli/api/public-contract/" class="dropdown-item">Public API Contract</a>
|
||||
</li>
|
||||
|
||||
<li>
|
||||
<a href="/dceoy/mt5cli/api/client/" class="dropdown-item">Client</a>
|
||||
</li>
|
||||
|
||||
<li>
|
||||
<a href="/dceoy/mt5cli/api/schemas/" class="dropdown-item">Schemas</a>
|
||||
</li>
|
||||
|
||||
<li>
|
||||
<a href="/dceoy/mt5cli/api/converters/" class="dropdown-item">Converters</a>
|
||||
</li>
|
||||
|
||||
<li>
|
||||
<a href="/dceoy/mt5cli/api/exceptions/" class="dropdown-item">Exceptions</a>
|
||||
</li>
|
||||
|
||||
<li>
|
||||
<a href="/dceoy/mt5cli/api/cli/" class="dropdown-item">CLI</a>
|
||||
</li>
|
||||
|
||||
<li>
|
||||
<a href="/dceoy/mt5cli/api/sdk/" class="dropdown-item">SDK</a>
|
||||
</li>
|
||||
|
||||
<li>
|
||||
<a href="/dceoy/mt5cli/api/trading/" class="dropdown-item">Trading</a>
|
||||
</li>
|
||||
|
||||
<li>
|
||||
<a href="/dceoy/mt5cli/api/history/" class="dropdown-item">History Collection (SQLite)</a>
|
||||
</li>
|
||||
|
||||
<li>
|
||||
<a href="/dceoy/mt5cli/api/telemetry/" class="dropdown-item">Telemetry</a>
|
||||
</li>
|
||||
|
||||
<li>
|
||||
<a href="/dceoy/mt5cli/api/grafana/" class="dropdown-item">Grafana</a>
|
||||
</li>
|
||||
|
||||
<li>
|
||||
<a href="/dceoy/mt5cli/api/utils/" class="dropdown-item">Utils</a>
|
||||
</li>
|
||||
</ul>
|
||||
</li>
|
||||
</ul>
|
||||
|
||||
<ul class="nav navbar-nav ms-md-auto">
|
||||
<li class="nav-item">
|
||||
<a href="#" class="nav-link" data-bs-toggle="modal" data-bs-target="#mkdocs_search_modal">
|
||||
<i class="fa fa-search"></i> Search
|
||||
</a>
|
||||
</li>
|
||||
<li class="nav-item">
|
||||
<a href="https://github.com/dceoy/mt5cli" class="nav-link">dceoy/mt5cli</a>
|
||||
</li>
|
||||
</ul>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div class="container">
|
||||
<div class="row">
|
||||
|
||||
<div class="row-fluid">
|
||||
<div id="main-content" class="span12">
|
||||
<h1 id="404-page-not-found" style="text-align: center">404</h1>
|
||||
<p style="text-align: center"><strong>Page not found</strong></p>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<footer class="col-md-12">
|
||||
<hr>
|
||||
<p>Documentation built with <a href="https://www.mkdocs.org/">MkDocs</a>.</p>
|
||||
</footer>
|
||||
<script src="/dceoy/mt5cli/js/bootstrap.bundle.min.js"></script>
|
||||
<script>
|
||||
var base_url = "/dceoy/mt5cli/",
|
||||
shortcuts = {"help": 191, "next": 78, "previous": 80, "search": 83};
|
||||
</script>
|
||||
<script src="/dceoy/mt5cli/js/base.js"></script>
|
||||
<script src="/dceoy/mt5cli/search/main.js"></script>
|
||||
|
||||
<div class="modal" id="mkdocs_search_modal" tabindex="-1" role="dialog" aria-labelledby="searchModalLabel" aria-hidden="true">
|
||||
<div class="modal-dialog modal-lg">
|
||||
<div class="modal-content">
|
||||
<div class="modal-header">
|
||||
<h4 class="modal-title" id="searchModalLabel">Search</h4>
|
||||
<button type="button" class="btn-close" data-bs-dismiss="modal" aria-label="Close"></button>
|
||||
</div>
|
||||
<div class="modal-body">
|
||||
<p>From here you can search these documents. Enter your search terms below.</p>
|
||||
<form>
|
||||
<div class="form-group">
|
||||
<input type="search" class="form-control" placeholder="Search..." id="mkdocs-search-query" title="Type search term here">
|
||||
</div>
|
||||
</form>
|
||||
<div id="mkdocs-search-results" data-no-results-text="No results found"></div>
|
||||
</div>
|
||||
<div class="modal-footer">
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div><div class="modal" id="mkdocs_keyboard_modal" tabindex="-1" role="dialog" aria-labelledby="keyboardModalLabel" aria-hidden="true">
|
||||
<div class="modal-dialog">
|
||||
<div class="modal-content">
|
||||
<div class="modal-header">
|
||||
<h4 class="modal-title" id="keyboardModalLabel">Keyboard Shortcuts</h4>
|
||||
<button type="button" class="btn-close" data-bs-dismiss="modal" aria-label="Close"></button>
|
||||
</div>
|
||||
<div class="modal-body">
|
||||
<table class="table">
|
||||
<thead>
|
||||
<tr>
|
||||
<th style="width: 20%;">Keys</th>
|
||||
<th>Action</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td class="help shortcut"><kbd>?</kbd></td>
|
||||
<td>Open this help</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td class="next shortcut"><kbd>n</kbd></td>
|
||||
<td>Next page</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td class="prev shortcut"><kbd>p</kbd></td>
|
||||
<td>Previous page</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td class="search shortcut"><kbd>s</kbd></td>
|
||||
<td>Search</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
<div class="modal-footer">
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
</body>
|
||||
</html>
|
||||
@@ -1,81 +0,0 @@
|
||||
# Repository Guidelines
|
||||
|
||||
## Commands
|
||||
|
||||
### Development Setup
|
||||
|
||||
```bash
|
||||
uv sync
|
||||
```
|
||||
|
||||
### Code Quality and Documentation
|
||||
|
||||
**Important**: Run these before committing or creating a PR.
|
||||
|
||||
1. **format, lint, and test**: Use `local-qa` skill.
|
||||
2. **Documentation build** (if any public API changes): `uv run mkdocs build`
|
||||
|
||||
## Architecture
|
||||
|
||||
### Key Dependencies
|
||||
|
||||
- **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
|
||||
|
||||
### Package Structure
|
||||
|
||||
- `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`
|
||||
|
||||
## 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.
|
||||
|
||||
## Code Design Principles
|
||||
|
||||
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.
|
||||
@@ -1,21 +0,0 @@
|
||||
MIT License
|
||||
|
||||
Copyright (c) 2026 Daichi Narushima
|
||||
|
||||
Permission is hereby granted, free of charge, to any person obtaining a copy
|
||||
of this software and associated documentation files (the "Software"), to deal
|
||||
in the Software without restriction, including without limitation the rights
|
||||
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
|
||||
copies of the Software, and to permit persons to whom the Software is
|
||||
furnished to do so, subject to the following conditions:
|
||||
|
||||
The above copyright notice and this permission notice shall be included in all
|
||||
copies or substantial portions of the Software.
|
||||
|
||||
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
|
||||
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
|
||||
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
|
||||
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
|
||||
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
|
||||
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
|
||||
SOFTWARE.
|
||||
@@ -1,160 +0,0 @@
|
||||
# mt5cli
|
||||
|
||||
[](https://github.com/dceoy/mt5cli/actions/workflows/ci.yml)
|
||||
|
||||
Command-line tool for exporting MetaTrader 5 data to CSV, JSON, Parquet, and SQLite3.
|
||||
|
||||
Built on top of [pdmt5](https://github.com/dceoy/pdmt5), a pandas-based data handler for MetaTrader 5.
|
||||
|
||||
## Features
|
||||
|
||||
- **Multi-format export**: CSV, JSON, Parquet, and SQLite3 output formats
|
||||
- **Auto-detection**: Format detection from file extensions
|
||||
- **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
|
||||
|
||||
```bash
|
||||
pip install -U mt5cli MetaTrader5
|
||||
```
|
||||
|
||||
## Usage
|
||||
|
||||
```bash
|
||||
# Export account information to CSV
|
||||
mt5cli -o account.csv account-info
|
||||
|
||||
# Export EURUSD M1 rates to Parquet
|
||||
mt5cli -o rates.parquet rates-from --symbol EURUSD --timeframe M1 \
|
||||
--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 symbols to SQLite3 with custom table name
|
||||
mt5cli -o data.db --table symbols symbols --group "*USD*"
|
||||
|
||||
# Export with connection credentials
|
||||
mt5cli --login 12345 --password mypass --server MyBroker-Demo \
|
||||
-o positions.csv positions
|
||||
```
|
||||
|
||||
Run as a Python module:
|
||||
|
||||
```bash
|
||||
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 |
|
||||
| `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 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 |
|
||||
|
||||
Use `order-check` to validate a request payload before running `order-send --yes`.
|
||||
|
||||
### `collect-history`
|
||||
|
||||
Collect several historical datasets per symbol into one SQLite database in a single MT5 session. Pick datasets with repeatable `--dataset` (default: all four), choose conflict behavior with `--if-exists append|replace|fail` (default: `fail`), and optionally derive `cash_events` / `positions_reconstructed` views from `history_deals` via `--with-views`.
|
||||
|
||||
```bash
|
||||
mt5cli -o history.db collect-history \
|
||||
--symbol EURUSD --symbol GBPUSD \
|
||||
--date-from 2024-01-01 --date-to 2024-02-01 \
|
||||
--dataset rates --dataset history-deals \
|
||||
--timeframe M1 --flags ALL --if-exists append --with-views
|
||||
```
|
||||
|
||||
History orders and deals are fetched per symbol and concatenated, so the symbol filter is applied consistently across all datasets. The `cash_events` view is derived from symbol-filtered `history_deals`, so account-level cash events with empty or non-matching symbols may be excluded. The `rates` table records the requested `timeframe` so appended runs at different timeframes remain distinguishable. The `positions_reconstructed` view aggregates trade deals by `position_id`, excludes positions without closing-side entries, and uses volume-weighted open/close prices; reversal deals (`DEAL_ENTRY_INOUT`) are reported via `volume_reversal` / `reversal_count` columns.
|
||||
|
||||
### Incremental history SDK
|
||||
|
||||
For automated pipelines, use the importable incremental API instead of re-fetching fixed date ranges:
|
||||
|
||||
```python
|
||||
from pdmt5 import Mt5Config, Mt5DataClient
|
||||
from mt5cli import Dataset, update_history, update_history_with_config
|
||||
|
||||
# Reuse an already-connected pdmt5 client (does not open/close MT5)
|
||||
client = Mt5DataClient(config=Mt5Config(login=12345))
|
||||
client.initialize_and_login_mt5()
|
||||
try:
|
||||
update_history(
|
||||
client=client,
|
||||
output="history.db",
|
||||
symbols=["EURUSD", "GBPUSD"],
|
||||
datasets={Dataset.rates, Dataset.history_deals},
|
||||
timeframes=["M1", "H1"], # default: all fixed MT5 timeframes
|
||||
lookback_hours=24,
|
||||
create_rate_views=True,
|
||||
with_views=True,
|
||||
include_account_events=True,
|
||||
)
|
||||
finally:
|
||||
client.shutdown()
|
||||
|
||||
# Standalone wrapper that opens and closes MT5 for you
|
||||
update_history_with_config(
|
||||
output="history.db",
|
||||
symbols=["EURUSD"],
|
||||
config=Mt5Config(login=12345),
|
||||
)
|
||||
```
|
||||
|
||||
- **`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 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.
|
||||
- **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 `Mt5CliClient` 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
|
||||
|
||||
- Python 3.11+
|
||||
- Windows OS (MetaTrader 5 requirement)
|
||||
- MetaTrader 5 platform installed
|
||||
|
||||
## Development
|
||||
|
||||
```bash
|
||||
git clone https://github.com/dceoy/mt5cli.git
|
||||
cd mt5cli
|
||||
uv sync
|
||||
```
|
||||
|
||||
## License
|
||||
|
||||
[MIT](LICENSE)
|
||||
+3240
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<a href="https://github.com/dceoy/mt5cli/edit/master/docs/api/exceptions.md" class="nav-link">Edit on dceoy/mt5cli
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|
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<div class="col-md-9" role="main">
|
||||
|
||||
<h1 id="exceptions">Exceptions<a class="headerlink" href="#exceptions" title="Permanent link">¶</a></h1>
|
||||
|
||||
|
||||
<div class="doc doc-object doc-module">
|
||||
|
||||
|
||||
|
||||
<h2 id="mt5cli.exceptions" class="doc doc-heading">
|
||||
<span class="doc doc-object-name doc-module-name">mt5cli.exceptions</span>
|
||||
|
||||
|
||||
<a href="#mt5cli.exceptions" class="headerlink" title="Permanent link">¶</a></h2>
|
||||
|
||||
<div class="doc doc-contents first">
|
||||
|
||||
<p>Normalized exception types for MT5 and mt5cli operations.</p>
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
<div class="doc doc-children">
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
<div class="doc doc-object doc-attribute">
|
||||
|
||||
|
||||
|
||||
<h3 id="mt5cli.exceptions.T" class="doc doc-heading">
|
||||
<span class="doc doc-object-name doc-attribute-name">T</span>
|
||||
|
||||
|
||||
<span class="doc doc-labels">
|
||||
<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
|
||||
</span>
|
||||
|
||||
<a href="#mt5cli.exceptions.T" class="headerlink" title="Permanent link">¶</a></h3>
|
||||
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">T</span> <span class="o">=</span> <span class="n"><span title="typing.TypeVar">TypeVar</span></span><span class="p">(</span><span class="s1">'T'</span><span class="p">)</span>
|
||||
</code></pre></div>
|
||||
|
||||
<div class="doc doc-contents ">
|
||||
|
||||
</div>
|
||||
|
||||
</div>
|
||||
|
||||
<div class="doc doc-object doc-attribute">
|
||||
|
||||
|
||||
|
||||
<h3 id="mt5cli.exceptions.__all__" class="doc doc-heading">
|
||||
<span class="doc doc-object-name doc-attribute-name">__all__</span>
|
||||
|
||||
|
||||
<span class="doc doc-labels">
|
||||
<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
|
||||
</span>
|
||||
|
||||
<a href="#mt5cli.exceptions.__all__" class="headerlink" title="Permanent link">¶</a></h3>
|
||||
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">__all__</span> <span class="o">=</span> <span class="p">[</span>
|
||||
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="s2">"Mt5CliError"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="s2">"Mt5ConnectionError"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="s2">"Mt5OperationError"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="s2">"Mt5SchemaError"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="s2">"call_with_normalized_errors"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="s2">"is_recoverable_mt5_error"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="s2">"normalize_mt5_exception"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a><span class="p">]</span>
|
||||
</code></pre></div>
|
||||
|
||||
<div class="doc doc-contents ">
|
||||
|
||||
</div>
|
||||
|
||||
</div>
|
||||
|
||||
|
||||
|
||||
<div class="doc doc-object doc-class">
|
||||
|
||||
|
||||
|
||||
<h3 id="mt5cli.exceptions.Mt5CliError" class="doc doc-heading">
|
||||
<span class="doc doc-object-name doc-class-name">Mt5CliError</span>
|
||||
|
||||
|
||||
<a href="#mt5cli.exceptions.Mt5CliError" class="headerlink" title="Permanent link">¶</a></h3>
|
||||
|
||||
|
||||
<div class="doc doc-contents ">
|
||||
<p class="doc doc-class-bases">
|
||||
Bases: <code><span title="Exception">Exception</span></code></p>
|
||||
|
||||
|
||||
|
||||
<p>Base exception for mt5cli public API errors.</p>
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
</div>
|
||||
|
||||
</div>
|
||||
|
||||
<div class="doc doc-object doc-class">
|
||||
|
||||
|
||||
|
||||
<h3 id="mt5cli.exceptions.Mt5ConnectionError" class="doc doc-heading">
|
||||
<span class="doc doc-object-name doc-class-name">Mt5ConnectionError</span>
|
||||
|
||||
|
||||
<a href="#mt5cli.exceptions.Mt5ConnectionError" class="headerlink" title="Permanent link">¶</a></h3>
|
||||
|
||||
|
||||
<div class="doc doc-contents ">
|
||||
<p class="doc doc-class-bases">
|
||||
Bases: <code><a class="autorefs autorefs-internal" title="Mt5CliError (mt5cli.exceptions.Mt5CliError)" href="#mt5cli.exceptions.Mt5CliError">Mt5CliError</a></code></p>
|
||||
|
||||
|
||||
|
||||
<p>Raised when MT5 initialization, login, or shutdown fails.</p>
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
</div>
|
||||
|
||||
</div>
|
||||
|
||||
<div class="doc doc-object doc-class">
|
||||
|
||||
|
||||
|
||||
<h3 id="mt5cli.exceptions.Mt5OperationError" class="doc doc-heading">
|
||||
<span class="doc doc-object-name doc-class-name">Mt5OperationError</span>
|
||||
|
||||
|
||||
<a href="#mt5cli.exceptions.Mt5OperationError" class="headerlink" title="Permanent link">¶</a></h3>
|
||||
|
||||
|
||||
<div class="doc doc-contents ">
|
||||
<p class="doc doc-class-bases">
|
||||
Bases: <code><a class="autorefs autorefs-internal" title="Mt5CliError (mt5cli.exceptions.Mt5CliError)" href="#mt5cli.exceptions.Mt5CliError">Mt5CliError</a></code></p>
|
||||
|
||||
|
||||
|
||||
<p>Raised when an MT5 data or trading operation fails.</p>
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
</div>
|
||||
|
||||
</div>
|
||||
|
||||
<div class="doc doc-object doc-class">
|
||||
|
||||
|
||||
|
||||
<h3 id="mt5cli.exceptions.Mt5SchemaError" class="doc doc-heading">
|
||||
<span class="doc doc-object-name doc-class-name">Mt5SchemaError</span>
|
||||
|
||||
|
||||
<a href="#mt5cli.exceptions.Mt5SchemaError" class="headerlink" title="Permanent link">¶</a></h3>
|
||||
|
||||
|
||||
<div class="doc doc-contents ">
|
||||
<p class="doc doc-class-bases">
|
||||
Bases: <code><a class="autorefs autorefs-internal" title="Mt5CliError (mt5cli.exceptions.Mt5CliError)" href="#mt5cli.exceptions.Mt5CliError">Mt5CliError</a></code></p>
|
||||
|
||||
|
||||
|
||||
<p>Raised when a DataFrame does not match an expected dataset schema.</p>
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
</div>
|
||||
|
||||
</div>
|
||||
|
||||
|
||||
<div class="doc doc-object doc-function">
|
||||
|
||||
|
||||
<h3 id="mt5cli.exceptions.call_with_normalized_errors" class="doc doc-heading">
|
||||
<span class="doc doc-object-name doc-function-name">call_with_normalized_errors</span>
|
||||
|
||||
|
||||
<a href="#mt5cli.exceptions.call_with_normalized_errors" class="headerlink" title="Permanent link">¶</a></h3>
|
||||
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">call_with_normalized_errors</span><span class="p">(</span><span class="n">fn</span><span class="p">:</span> <span class="n"><span title="collections.abc.Callable">Callable</span></span><span class="p">[[],</span> <span class="n"><a class="autorefs autorefs-internal" title="T
|
||||
|
||||
|
||||
|
||||
module-attribute
|
||||
(mt5cli.exceptions.T)" href="#mt5cli.exceptions.T">T</a></span><span class="p">])</span> <span class="o">-></span> <span class="n"><a class="autorefs autorefs-internal" title="T
|
||||
|
||||
|
||||
|
||||
module-attribute
|
||||
(mt5cli.exceptions.T)" href="#mt5cli.exceptions.T">T</a></span>
|
||||
</code></pre></div>
|
||||
|
||||
<div class="doc doc-contents ">
|
||||
|
||||
<p>Run <code>fn</code> and map recoverable MT5 errors to mt5cli types.</p>
|
||||
|
||||
|
||||
<p><span class="doc-section-title">Parameters:</span></p>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Name</th>
|
||||
<th>Type</th>
|
||||
<th>Description</th>
|
||||
<th>Default</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr class="doc-section-item">
|
||||
<td>
|
||||
<code>fn</code>
|
||||
</td>
|
||||
<td>
|
||||
<code><span title="collections.abc.Callable">Callable</span>[[], <a class="autorefs autorefs-internal" title="T
|
||||
|
||||
|
||||
|
||||
module-attribute
|
||||
(mt5cli.exceptions.T)" href="#mt5cli.exceptions.T">T</a>]</code>
|
||||
</td>
|
||||
<td>
|
||||
<div class="doc-md-description">
|
||||
<p>Callable performing MT5 work.</p>
|
||||
</div>
|
||||
</td>
|
||||
<td>
|
||||
<em>required</em>
|
||||
</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
|
||||
|
||||
<p><span class="doc-section-title">Returns:</span></p>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Type</th>
|
||||
<th>Description</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr class="doc-section-item">
|
||||
<td>
|
||||
<code><a class="autorefs autorefs-internal" title="T
|
||||
|
||||
|
||||
|
||||
module-attribute
|
||||
(mt5cli.exceptions.T)" href="#mt5cli.exceptions.T">T</a></code>
|
||||
</td>
|
||||
<td>
|
||||
<div class="doc-md-description">
|
||||
<p>Value returned by <code>fn</code>.</p>
|
||||
</div>
|
||||
</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
|
||||
|
||||
<details class="mkdocstrings-source">
|
||||
<summary>Source code in <code>mt5cli/exceptions.py</code></summary>
|
||||
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-72">72</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-73">73</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-74">74</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-75">75</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-76">76</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-77">77</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-78">78</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-79">79</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-80">80</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-81">81</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-82">82</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-83">83</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-84">84</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-85">85</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-72" name="__codelineno-0-72"></a><span class="k">def</span><span class="w"> </span><span class="nf">call_with_normalized_errors</span><span class="p">(</span><span class="n">fn</span><span class="p">:</span> <span class="n">Callable</span><span class="p">[[],</span> <span class="n">T</span><span class="p">])</span> <span class="o">-></span> <span class="n">T</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-73" name="__codelineno-0-73"></a><span class="w"> </span><span class="sd">"""Run ``fn`` and map recoverable MT5 errors to mt5cli types.</span>
|
||||
<a id="__codelineno-0-74" name="__codelineno-0-74"></a>
|
||||
<a id="__codelineno-0-75" name="__codelineno-0-75"></a><span class="sd"> Args:</span>
|
||||
<a id="__codelineno-0-76" name="__codelineno-0-76"></a><span class="sd"> fn: Callable performing MT5 work.</span>
|
||||
<a id="__codelineno-0-77" name="__codelineno-0-77"></a>
|
||||
<a id="__codelineno-0-78" name="__codelineno-0-78"></a><span class="sd"> Returns:</span>
|
||||
<a id="__codelineno-0-79" name="__codelineno-0-79"></a><span class="sd"> Value returned by ``fn``.</span>
|
||||
<a id="__codelineno-0-80" name="__codelineno-0-80"></a><span class="sd"> """</span>
|
||||
<a id="__codelineno-0-81" name="__codelineno-0-81"></a> <span class="k">try</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-82" name="__codelineno-0-82"></a> <span class="k">return</span> <span class="n">fn</span><span class="p">()</span>
|
||||
<a id="__codelineno-0-83" name="__codelineno-0-83"></a> <span class="k">except</span> <span class="n">_RECOVERABLE_MT5_ERRORS</span> <span class="k">as</span> <span class="n">exc</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-84" name="__codelineno-0-84"></a> <span class="n">normalized</span> <span class="o">=</span> <span class="n">normalize_mt5_exception</span><span class="p">(</span><span class="n">exc</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-85" name="__codelineno-0-85"></a> <span class="k">raise</span> <span class="n">normalized</span> <span class="kn">from</span><span class="w"> </span><span class="nn">exc</span>
|
||||
</code></pre></div></td></tr></table></div>
|
||||
</details>
|
||||
</div>
|
||||
|
||||
</div>
|
||||
|
||||
<div class="doc doc-object doc-function">
|
||||
|
||||
|
||||
<h3 id="mt5cli.exceptions.is_recoverable_mt5_error" class="doc doc-heading">
|
||||
<span class="doc doc-object-name doc-function-name">is_recoverable_mt5_error</span>
|
||||
|
||||
|
||||
<a href="#mt5cli.exceptions.is_recoverable_mt5_error" class="headerlink" title="Permanent link">¶</a></h3>
|
||||
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">is_recoverable_mt5_error</span><span class="p">(</span><span class="n">exc</span><span class="p">:</span> <span class="n"><span title="BaseException">BaseException</span></span><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="bool">bool</span></span>
|
||||
</code></pre></div>
|
||||
|
||||
<div class="doc doc-contents ">
|
||||
|
||||
<p>Return whether an exception is a transient MT5 failure worth retrying.</p>
|
||||
|
||||
|
||||
<p><span class="doc-section-title">Parameters:</span></p>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Name</th>
|
||||
<th>Type</th>
|
||||
<th>Description</th>
|
||||
<th>Default</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr class="doc-section-item">
|
||||
<td>
|
||||
<code>exc</code>
|
||||
</td>
|
||||
<td>
|
||||
<code><span title="BaseException">BaseException</span></code>
|
||||
</td>
|
||||
<td>
|
||||
<div class="doc-md-description">
|
||||
<p>Exception raised by MT5 or pdmt5.</p>
|
||||
</div>
|
||||
</td>
|
||||
<td>
|
||||
<em>required</em>
|
||||
</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
|
||||
|
||||
<p><span class="doc-section-title">Returns:</span></p>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Type</th>
|
||||
<th>Description</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr class="doc-section-item">
|
||||
<td>
|
||||
<code><span title="bool">bool</span></code>
|
||||
</td>
|
||||
<td>
|
||||
<div class="doc-md-description">
|
||||
<p>True for <code>Mt5RuntimeError</code>.</p>
|
||||
</div>
|
||||
</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
|
||||
|
||||
<details class="mkdocstrings-source">
|
||||
<summary>Source code in <code>mt5cli/exceptions.py</code></summary>
|
||||
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-43">43</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-44">44</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-45">45</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-46">46</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-47">47</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-48">48</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-49">49</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-50">50</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-51">51</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-52">52</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-43" name="__codelineno-0-43"></a><span class="k">def</span><span class="w"> </span><span class="nf">is_recoverable_mt5_error</span><span class="p">(</span><span class="n">exc</span><span class="p">:</span> <span class="ne">BaseException</span><span class="p">)</span> <span class="o">-></span> <span class="nb">bool</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-44" name="__codelineno-0-44"></a><span class="w"> </span><span class="sd">"""Return whether an exception is a transient MT5 failure worth retrying.</span>
|
||||
<a id="__codelineno-0-45" name="__codelineno-0-45"></a>
|
||||
<a id="__codelineno-0-46" name="__codelineno-0-46"></a><span class="sd"> Args:</span>
|
||||
<a id="__codelineno-0-47" name="__codelineno-0-47"></a><span class="sd"> exc: Exception raised by MT5 or pdmt5.</span>
|
||||
<a id="__codelineno-0-48" name="__codelineno-0-48"></a>
|
||||
<a id="__codelineno-0-49" name="__codelineno-0-49"></a><span class="sd"> Returns:</span>
|
||||
<a id="__codelineno-0-50" name="__codelineno-0-50"></a><span class="sd"> True for ``Mt5RuntimeError``.</span>
|
||||
<a id="__codelineno-0-51" name="__codelineno-0-51"></a><span class="sd"> """</span>
|
||||
<a id="__codelineno-0-52" name="__codelineno-0-52"></a> <span class="k">return</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">exc</span><span class="p">,</span> <span class="n">_RECOVERABLE_MT5_ERRORS</span><span class="p">)</span>
|
||||
</code></pre></div></td></tr></table></div>
|
||||
</details>
|
||||
</div>
|
||||
|
||||
</div>
|
||||
|
||||
<div class="doc doc-object doc-function">
|
||||
|
||||
|
||||
<h3 id="mt5cli.exceptions.normalize_mt5_exception" class="doc doc-heading">
|
||||
<span class="doc doc-object-name doc-function-name">normalize_mt5_exception</span>
|
||||
|
||||
|
||||
<a href="#mt5cli.exceptions.normalize_mt5_exception" class="headerlink" title="Permanent link">¶</a></h3>
|
||||
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">normalize_mt5_exception</span><span class="p">(</span><span class="n">exc</span><span class="p">:</span> <span class="n"><span title="BaseException">BaseException</span></span><span class="p">)</span> <span class="o">-></span> <span class="n"><a class="autorefs autorefs-internal" title="Mt5CliError (mt5cli.exceptions.Mt5CliError)" href="#mt5cli.exceptions.Mt5CliError">Mt5CliError</a></span>
|
||||
</code></pre></div>
|
||||
|
||||
<div class="doc doc-contents ">
|
||||
|
||||
<p>Map pdmt5/MT5 exceptions to stable mt5cli exception types.</p>
|
||||
|
||||
|
||||
<p><span class="doc-section-title">Parameters:</span></p>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Name</th>
|
||||
<th>Type</th>
|
||||
<th>Description</th>
|
||||
<th>Default</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr class="doc-section-item">
|
||||
<td>
|
||||
<code>exc</code>
|
||||
</td>
|
||||
<td>
|
||||
<code><span title="BaseException">BaseException</span></code>
|
||||
</td>
|
||||
<td>
|
||||
<div class="doc-md-description">
|
||||
<p>Original exception from MT5 or pdmt5.</p>
|
||||
</div>
|
||||
</td>
|
||||
<td>
|
||||
<em>required</em>
|
||||
</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
|
||||
|
||||
<p><span class="doc-section-title">Returns:</span></p>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Type</th>
|
||||
<th>Description</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr class="doc-section-item">
|
||||
<td>
|
||||
<code><a class="autorefs autorefs-internal" title="Mt5CliError (mt5cli.exceptions.Mt5CliError)" href="#mt5cli.exceptions.Mt5CliError">Mt5CliError</a></code>
|
||||
</td>
|
||||
<td>
|
||||
<div class="doc-md-description">
|
||||
<p><code>Mt5ConnectionError</code> for runtime failures, or the original exception</p>
|
||||
</div>
|
||||
</td>
|
||||
</tr>
|
||||
<tr class="doc-section-item">
|
||||
<td>
|
||||
<code><a class="autorefs autorefs-internal" title="Mt5CliError (mt5cli.exceptions.Mt5CliError)" href="#mt5cli.exceptions.Mt5CliError">Mt5CliError</a></code>
|
||||
</td>
|
||||
<td>
|
||||
<div class="doc-md-description">
|
||||
<p>when it is not recognized.</p>
|
||||
</div>
|
||||
</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
|
||||
|
||||
<details class="mkdocstrings-source">
|
||||
<summary>Source code in <code>mt5cli/exceptions.py</code></summary>
|
||||
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-55">55</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-56">56</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-57">57</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-58">58</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-59">59</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-60">60</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-61">61</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-62">62</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-63">63</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-64">64</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-65">65</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-66">66</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-67">67</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-68">68</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-69">69</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-55" name="__codelineno-0-55"></a><span class="k">def</span><span class="w"> </span><span class="nf">normalize_mt5_exception</span><span class="p">(</span><span class="n">exc</span><span class="p">:</span> <span class="ne">BaseException</span><span class="p">)</span> <span class="o">-></span> <span class="n">Mt5CliError</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-56" name="__codelineno-0-56"></a><span class="w"> </span><span class="sd">"""Map pdmt5/MT5 exceptions to stable mt5cli exception types.</span>
|
||||
<a id="__codelineno-0-57" name="__codelineno-0-57"></a>
|
||||
<a id="__codelineno-0-58" name="__codelineno-0-58"></a><span class="sd"> Args:</span>
|
||||
<a id="__codelineno-0-59" name="__codelineno-0-59"></a><span class="sd"> exc: Original exception from MT5 or pdmt5.</span>
|
||||
<a id="__codelineno-0-60" name="__codelineno-0-60"></a>
|
||||
<a id="__codelineno-0-61" name="__codelineno-0-61"></a><span class="sd"> Returns:</span>
|
||||
<a id="__codelineno-0-62" name="__codelineno-0-62"></a><span class="sd"> ``Mt5ConnectionError`` for runtime failures, or the original exception</span>
|
||||
<a id="__codelineno-0-63" name="__codelineno-0-63"></a><span class="sd"> when it is not recognized.</span>
|
||||
<a id="__codelineno-0-64" name="__codelineno-0-64"></a><span class="sd"> """</span>
|
||||
<a id="__codelineno-0-65" name="__codelineno-0-65"></a> <span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">exc</span><span class="p">,</span> <span class="n">Mt5RuntimeError</span><span class="p">):</span>
|
||||
<a id="__codelineno-0-66" name="__codelineno-0-66"></a> <span class="k">return</span> <span class="n">Mt5ConnectionError</span><span class="p">(</span><span class="nb">str</span><span class="p">(</span><span class="n">exc</span><span class="p">))</span>
|
||||
<a id="__codelineno-0-67" name="__codelineno-0-67"></a> <span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">exc</span><span class="p">,</span> <span class="n">Mt5CliError</span><span class="p">):</span>
|
||||
<a id="__codelineno-0-68" name="__codelineno-0-68"></a> <span class="k">return</span> <span class="n">exc</span>
|
||||
<a id="__codelineno-0-69" name="__codelineno-0-69"></a> <span class="k">return</span> <span class="n">Mt5CliError</span><span class="p">(</span><span class="nb">str</span><span class="p">(</span><span class="n">exc</span><span class="p">))</span>
|
||||
</code></pre></div></td></tr></table></div>
|
||||
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|
||||
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|
||||
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||||
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|
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||||
<h1 id="api-reference">API Reference<a class="headerlink" href="#api-reference" title="Permanent link">¶</a></h1>
|
||||
<p>This section documents the mt5cli public Python API and CLI modules.</p>
|
||||
<p>Start with the <a href="public-contract/">Public API Contract</a> for the stable
|
||||
downstream SDK surface, CLI boundary, internal modules, and out-of-scope strategy
|
||||
responsibilities.</p>
|
||||
<h2 id="public-api-layers">Public API layers<a class="headerlink" href="#public-api-layers" title="Permanent link">¶</a></h2>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Module</th>
|
||||
<th>Purpose</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td><a href="public-contract/">Public API Contract</a></td>
|
||||
<td>Stable downstream SDK exports, CLI boundary, and out-of-scope items</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><a href="client/">Client</a></td>
|
||||
<td><code>MT5Client</code> session abstraction for data access and order primitives</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><a href="schemas/">Schemas</a></td>
|
||||
<td>Canonical DataFrame contracts and normalization helpers</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><a href="converters/">Converters</a></td>
|
||||
<td>Symbol, timeframe, timezone, and date-range utilities</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><a href="exceptions/">Exceptions</a></td>
|
||||
<td>Stable mt5cli exception types and MT5 error normalization</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><a href="sdk/">SDK</a></td>
|
||||
<td>Module-level fetch helpers, multi-account collectors, incremental history</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><a href="trading/">Trading</a></td>
|
||||
<td>Trading-capable sessions and operational helpers</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><a href="history/">History Collection (SQLite)</a></td>
|
||||
<td>SQLite schema, incremental writes, dedup, and rate views</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><a href="telemetry/">Telemetry</a></td>
|
||||
<td>OpenTelemetry metrics setup, meters, and emitted metric names</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><a href="grafana/">Grafana</a></td>
|
||||
<td>Grafana-ready SQLite schema, views, snapshots, and published copies</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><a href="cli/">CLI</a></td>
|
||||
<td>Typer commands that delegate to the Python API</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><a href="utils/">Utils</a></td>
|
||||
<td>Parsing helpers and Click parameter types</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<h2 id="architecture-overview">Architecture overview<a class="headerlink" href="#architecture-overview" title="Permanent link">¶</a></h2>
|
||||
<div class="highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a>flowchart TD
|
||||
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> App["Downstream application"] --> Client["MT5Client"]
|
||||
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> CLI["mt5cli CLI"] --> Client
|
||||
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> Client --> SDK["sdk / pdmt5"]
|
||||
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> Client --> Schemas["schemas"]
|
||||
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> History["history SQLite"] --> Utils["utils export"]
|
||||
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> SDK --> PDMT5["pdmt5.Mt5DataClient"]
|
||||
</code></pre></div>
|
||||
<p>Downstream packages should depend on the package root exports documented in the
|
||||
<a href="public-contract/">Public API Contract</a> (<code>MT5Client</code>,
|
||||
<code>collect_history</code>, <code>load_rate_series_from_sqlite</code>, etc.) rather than private
|
||||
modules. Lower-level helpers are accessible directly from their owning modules.</p>
|
||||
<p><code>MT5Client.order_send()</code> 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.</p>
|
||||
<h2 id="quick-start">Quick start<a class="headerlink" href="#quick-start" title="Permanent link">¶</a></h2>
|
||||
<div class="highlight"><pre><span></span><code><a id="__codelineno-1-1" name="__codelineno-1-1" href="#__codelineno-1-1"></a><span class="kn">from</span><span class="w"> </span><span class="nn">mt5cli</span><span class="w"> </span><span class="kn">import</span> <span class="n">MT5Client</span><span class="p">,</span> <span class="n">build_config</span><span class="p">,</span> <span class="n">mt5_session</span>
|
||||
<a id="__codelineno-1-2" name="__codelineno-1-2" href="#__codelineno-1-2"></a>
|
||||
<a id="__codelineno-1-3" name="__codelineno-1-3" href="#__codelineno-1-3"></a><span class="k">with</span> <span class="n">mt5_session</span><span class="p">(</span><span class="n">build_config</span><span class="p">(</span><span class="n">login</span><span class="o">=</span><span class="mi">12345</span><span class="p">))</span> <span class="k">as</span> <span class="n">client</span><span class="p">:</span>
|
||||
<a id="__codelineno-1-4" name="__codelineno-1-4" href="#__codelineno-1-4"></a> <span class="n">rates</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">copy_rates_range</span><span class="p">(</span><span class="s2">"EURUSD"</span><span class="p">,</span> <span class="s2">"H1"</span><span class="p">,</span> <span class="s2">"2024-01-01"</span><span class="p">,</span> <span class="s2">"2024-02-01"</span><span class="p">)</span>
|
||||
<a id="__codelineno-1-5" name="__codelineno-1-5" href="#__codelineno-1-5"></a> <span class="n">positions</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">positions</span><span class="p">()</span>
|
||||
</code></pre></div>
|
||||
<div class="highlight"><pre><span></span><code><a id="__codelineno-2-1" name="__codelineno-2-1" href="#__codelineno-2-1"></a>mt5cli<span class="w"> </span>-o<span class="w"> </span>account.csv<span class="w"> </span>account-info
|
||||
<a id="__codelineno-2-2" name="__codelineno-2-2" href="#__codelineno-2-2"></a>mt5cli<span class="w"> </span>-o<span class="w"> </span>rates.parquet<span class="w"> </span>rates-range<span class="w"> </span>--symbol<span class="w"> </span>EURUSD<span class="w"> </span>--timeframe<span class="w"> </span>H1<span class="w"> </span><span class="se">\</span>
|
||||
<a id="__codelineno-2-3" name="__codelineno-2-3" href="#__codelineno-2-3"></a><span class="w"> </span>--date-from<span class="w"> </span><span class="m">2024</span>-01-01<span class="w"> </span>--date-to<span class="w"> </span><span class="m">2024</span>-02-01
|
||||
</code></pre></div>
|
||||
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||||
<h1 id="public-api-contract">Public API Contract<a class="headerlink" href="#public-api-contract" title="Permanent link">¶</a></h1>
|
||||
<p>mt5cli is the canonical operational trading SDK and CLI/batch layer over pdmt5.
|
||||
The intended dependency direction is:</p>
|
||||
<div class="highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a>downstream app -> mt5cli -> pdmt5 -> MetaTrader 5
|
||||
</code></pre></div>
|
||||
<h2 id="responsibility-boundary">Responsibility boundary<a class="headerlink" href="#responsibility-boundary" title="Permanent link">¶</a></h2>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Layer</th>
|
||||
<th>Owns</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td><strong>pdmt5</strong></td>
|
||||
<td>MT5 core wrapper; DataFrame/dict conversion; canonical MT5 constants and parsers; direct low-level order primitives</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><strong>mt5cli</strong></td>
|
||||
<td>CLI/batch workflows; SQLite history collection; normalized datasets; closed-bar helpers; small downstream operational SDK; generic broker-facing margin/volume/order orchestration</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><strong>downstream</strong></td>
|
||||
<td>Strategy logic; signals; risk policy; backtesting; optimization; YAML/application semantics</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<p>Downstream code should import raw pdmt5 types and constants (such as
|
||||
<code>Mt5Config</code>, <code>Mt5RuntimeError</code>, <code>TIMEFRAME_MAP</code>, <code>COPY_TICKS_MAP</code>) directly
|
||||
from <code>pdmt5</code> when needed. mt5cli does not serve as a pass-through compatibility
|
||||
namespace for pdmt5. mt5cli's trading helpers type their client parameter against
|
||||
an internal protocol backed by <code>pdmt5.Mt5DataClient</code>; <code>Mt5TradingClient</code> is no
|
||||
longer required. <code>pdmt5.Mt5TradingError</code> was removed upstream in pdmt5 1.0.4;
|
||||
mt5cli raises <code>Mt5OperationError</code> for all trading-related failures.</p>
|
||||
<p>Note: the former <code>mt5cli</code> re-export <code>TICK_FLAG_MAP</code> corresponds to <code>COPY_TICKS_MAP</code>
|
||||
in pdmt5 — the name changed, it was not simply moved.</p>
|
||||
<p>Downstream packages should import from the package root (<code>from mt5cli import
|
||||
...</code>). The contract set <code>STABLE_SDK_EXPORTS</code> in <code>mt5cli.contract</code> enumerates
|
||||
every package-root symbol. Lower-level helpers (schema utilities, export
|
||||
functions, parser helpers, low-level MT5 wrappers) are available directly from
|
||||
their owning modules (<code>mt5cli.schemas</code>, <code>mt5cli.utils</code>, <code>mt5cli.converters</code>,
|
||||
<code>mt5cli.sdk</code>, etc.) and are not part of the root SDK surface.</p>
|
||||
<h2 id="stable-downstream-sdk-api">Stable downstream SDK API<a class="headerlink" href="#stable-downstream-sdk-api" title="Permanent link">¶</a></h2>
|
||||
<p>These names are exported from <code>mt5cli</code> and enumerated in
|
||||
<code>mt5cli.STABLE_SDK_EXPORTS</code> (defined in <code>mt5cli.contract</code>).</p>
|
||||
<h3 id="session-lifecycle-and-configuration">Session lifecycle and configuration<a class="headerlink" href="#session-lifecycle-and-configuration" title="Permanent link">¶</a></h3>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Symbol</th>
|
||||
<th>Role</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td><code>MT5Client</code></td>
|
||||
<td>Read-only data client with optional <code>order_check</code> / <code>order_send</code></td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>build_config</code></td>
|
||||
<td>Build <code>pdmt5.Mt5Config</code> from connection fields; <code>login</code> accepts <code>int \| str \| None</code> — numeric strings are coerced to <code>int</code>, blank strings are treated as unset, and <code>${ENV_VAR}</code> / <code>$ENV_NAME</code> placeholders in string parameters are expanded when <code>allow_whole_dollar_env=True</code></td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>mt5_session</code></td>
|
||||
<td>Context manager: initialize, login, yield client, shutdown</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>create_trading_client</code>, <code>mt5_trading_session</code></td>
|
||||
<td>Trading-capable MT5 client lifecycle; returns a raw <code>pdmt5.Mt5DataClient</code> (not <code>MT5Client</code>) supporting order execution, account management, and history deal retrieval</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>AccountSpec</code></td>
|
||||
<td>Generic account group: symbols plus optional credentials</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>resolve_account_spec</code>, <code>resolve_account_specs</code></td>
|
||||
<td>Merge overrides and expand <code>${ENV_VAR}</code> placeholders; opt-in <code>allow_whole_dollar_env</code> for bare <code>$NAME</code></td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<h3 id="closed-bar-rate-helpers">Closed-bar rate helpers<a class="headerlink" href="#closed-bar-rate-helpers" title="Permanent link">¶</a></h3>
|
||||
<p>MetaTrader 5 returns the still-forming bar as the last row when
|
||||
<code>start_pos=0</code>. Use these helpers instead of reimplementing bar trimming or
|
||||
timestamp normalization in downstream apps.</p>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Symbol</th>
|
||||
<th>Role</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td><code>drop_forming_rate_bar</code></td>
|
||||
<td>Remove the last row from chronologically ordered rate data</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>fetch_latest_closed_rates</code></td>
|
||||
<td>Single connected client: fetch <code>count + 1</code>, drop forming bar</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>fetch_latest_closed_rates_for_trading_client</code></td>
|
||||
<td>Closed bars from an active trading client session; returns RangeIndex</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>fetch_latest_closed_rates_indexed</code></td>
|
||||
<td>Same as above but returns a UTC <code>DatetimeIndex</code> named <code>"time"</code> (no time column)</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>collect_latest_closed_rates_for_accounts</code></td>
|
||||
<td>Multi-account closed bars with optional retry wrapper</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>collect_latest_closed_rates_by_granularity</code></td>
|
||||
<td>Same data keyed by <code>(symbol, granularity_name)</code></td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>collect_latest_rates_for_accounts_with_retries</code></td>
|
||||
<td>Bounded exponential backoff for transient MT5 errors</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<h3 id="sqlite-history-collection-and-rate-loading">SQLite history collection and rate loading<a class="headerlink" href="#sqlite-history-collection-and-rate-loading" title="Permanent link">¶</a></h3>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Symbol</th>
|
||||
<th>Role</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td><code>collect_history</code></td>
|
||||
<td>One-shot date-range export into SQLite</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>report_rate_gaps</code></td>
|
||||
<td>SQLite-only one-row-per-gap report for a rate table or compatibility view</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>update_history</code>, <code>update_history_with_config</code></td>
|
||||
<td>Incremental append from <code>MAX(time)</code> cursors</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>ThrottledHistoryUpdater</code></td>
|
||||
<td>Minimum interval between successful incremental updates; optional <code>update_backend</code> injection</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>RateTarget</code>, <code>build_rate_targets</code></td>
|
||||
<td>Neutral <code>(symbol, timeframe)</code> series descriptors</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>load_rate_series_from_sqlite</code>, <code>load_rate_series_by_granularity</code></td>
|
||||
<td>Load one or many series; fail clearly when managed views are missing</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<p>See <a href="../history/">History Collection (SQLite)</a> for schema, view naming, and ER
|
||||
diagrams.</p>
|
||||
<h3 id="trading-and-sizing-primitives-generic">Trading and sizing primitives (generic)<a class="headerlink" href="#trading-and-sizing-primitives-generic" title="Permanent link">¶</a></h3>
|
||||
<p>These helpers implement broker-facing calculations only. They do not encode
|
||||
strategy entries, exits, Kelly sizing, or signal logic.</p>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Symbol</th>
|
||||
<th>Role</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td><code>get_account_snapshot</code>, <code>get_symbol_snapshot</code>, <code>get_tick_snapshot</code>, <code>get_positions_frame</code></td>
|
||||
<td>Normalized account/symbol/tick/position views</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>extract_tick_price</code></td>
|
||||
<td>Positive finite bid/ask extraction from tick mappings</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>detect_position_side</code></td>
|
||||
<td>Net long / short / flat from open positions</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>calculate_spread_ratio</code></td>
|
||||
<td>Relative bid-ask spread</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>calculate_margin_and_volume</code>, <code>calculate_volume_by_margin</code>, <code>calculate_new_position_margin_ratio</code></td>
|
||||
<td>Margin budget and volume sizing</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>normalize_order_volume</code>, <code>estimate_order_margin</code>, <code>calculate_positions_margin</code></td>
|
||||
<td>Broker volume normalization and margin totals</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>calculate_positions_margin_by_symbol</code></td>
|
||||
<td>Per-symbol margin map (resilient, first-seen order)</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>calculate_positions_margin_safe</code></td>
|
||||
<td>Summed total margin across symbols (failed symbols skipped)</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>calculate_projected_margin_ratio</code></td>
|
||||
<td>Estimated symbol-scoped margin/equity after optional new exposure</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>calculate_account_projected_margin_ratio</code></td>
|
||||
<td>Account snapshot margin/equity after optional new exposure</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>calculate_symbol_group_margin_ratio</code></td>
|
||||
<td>Estimated symbol-group margin/equity with optional exposure</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>determine_order_limits</code></td>
|
||||
<td>SL/TP price levels from ratios</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>calculate_trailing_stop_updates</code></td>
|
||||
<td>Per-ticket generic trailing stop-loss update plan</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>resolve_broker_filling_mode</code></td>
|
||||
<td>Broker-supported filling-mode selection helper</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>ensure_symbol_selected</code></td>
|
||||
<td>Select/verify Market Watch visibility</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>fetch_recent_history_deals_for_trading_client</code></td>
|
||||
<td>Recent deal history from a connected trading client</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>place_market_order</code>, <code>close_open_positions</code>, <code>update_sltp_for_open_positions</code>, <code>update_trailing_stop_loss_for_open_positions</code></td>
|
||||
<td>Order execution helpers (<code>dry_run</code> supported)</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>MarginVolume</code>, <code>OrderLimits</code>, <code>OrderExecutionResult</code></td>
|
||||
<td>Typed return contracts for order helpers</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>OrderSide</code>, <code>OrderFillingMode</code>, <code>OrderTimeMode</code>, <code>PositionSide</code>, <code>ExecutionStatus</code></td>
|
||||
<td>Typed enums for order helpers</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>ProjectionMode</code></td>
|
||||
<td>Literal type for <code>calculate_symbol_group_margin_ratio</code> projection</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<p><code>calculate_symbol_group_margin_ratio</code> accepts an optional <code>projection_mode</code>
|
||||
parameter (<code>"add"</code> by default). Pass <code>projection_mode="replace_symbol"</code> to
|
||||
subtract current exposure for <code>new_symbol</code> 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.</p>
|
||||
<p><code>MT5Client.order_send()</code> and CLI <code>order-send --yes</code> are live execution paths.</p>
|
||||
<p>Order helpers validate broker stop-level distance in <code>determine_order_limits()</code> and
|
||||
raise <code>Mt5OperationError</code> when computed SL/TP prices are too close to the entry
|
||||
quote. Validation uses <code>trade_stops_level * point</code> 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 <code>trade_freeze_level</code>. Live
|
||||
<code>place_market_order()</code> and SL/TP updates call
|
||||
<code>ensure_symbol_selected()</code> so hidden symbols are added to Market Watch before
|
||||
sending requests. Failed, malformed, or unknown broker retcodes are fail-closed
|
||||
and returned as <code>status="failed"</code> with normalized <code>request</code> / <code>response</code> details;
|
||||
<code>dry_run=True</code> never calls <code>ensure_symbol_selected()</code> or <code>order_send()</code>.</p>
|
||||
<h3 id="grafana-observability-sqlite-read-model">Grafana observability (SQLite read model)<a class="headerlink" href="#grafana-observability-sqlite-read-model" title="Permanent link">¶</a></h3>
|
||||
<p>These helpers prepare a SQLite database as a Grafana datasource. All DDL is
|
||||
idempotent (<code>CREATE TABLE IF NOT EXISTS</code>, <code>DROP VIEW IF EXISTS</code> + <code>CREATE
|
||||
VIEW</code>, <code>CREATE INDEX IF NOT EXISTS</code>). Missing source tables are skipped with a
|
||||
warning rather than raising an error.</p>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Symbol</th>
|
||||
<th>Role</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td><code>update_observability</code></td>
|
||||
<td>Append one timestamped snapshot row per data type; accepts an already-connected <code>Mt5DataClient</code></td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>update_observability_with_config</code></td>
|
||||
<td>Standalone wrapper: opens/closes MT5 connection automatically around <code>update_observability</code></td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<p>Both functions write to the SQLite path given by <code>output=</code>. The optional
|
||||
<code>symbols</code> parameter filters <code>positions_get</code> / <code>orders_get</code> by symbol.
|
||||
<code>with_grafana_schema=False</code> (default) skips Grafana view/index setup; run
|
||||
<code>grafana-schema</code> once to set up the schema, then call <code>snapshot</code> repeatedly
|
||||
without this flag.</p>
|
||||
<p><strong>Snapshot tables</strong> (created by <code>create_snapshot_tables</code> in <code>mt5cli.grafana</code>):</p>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Table</th>
|
||||
<th>Content</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td><code>account_snapshots</code></td>
|
||||
<td>Balance, equity, margin, free-margin, P&L</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>position_snapshots</code></td>
|
||||
<td>Open positions: symbol, volume, profit, …</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>order_snapshots</code></td>
|
||||
<td>Active orders: symbol, type, price, …</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>terminal_snapshots</code></td>
|
||||
<td>Terminal connectivity and build info</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>snapshot_runs</code></td>
|
||||
<td>Per-run status (<code>ok</code> / <code>error</code>) timestamp</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<p><strong>Grafana time-series views</strong> (integer epoch-second <code>time</code> column; snapshot views also expose <code>run_id</code>):</p>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>View</th>
|
||||
<th>Source</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td><code>grafana_rates</code></td>
|
||||
<td><code>rates</code> table</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>grafana_ticks</code></td>
|
||||
<td><code>ticks</code> table</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>grafana_history_deals</code></td>
|
||||
<td><code>history_deals</code></td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>grafana_history_orders</code></td>
|
||||
<td><code>history_orders</code></td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>grafana_trade_deals</code></td>
|
||||
<td><code>history_deals</code> trade types only</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>grafana_cash_events</code></td>
|
||||
<td><code>history_deals</code> non-trade events</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>grafana_symbol_pnl</code></td>
|
||||
<td>Per-close-deal P&L per symbol</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>grafana_account_snapshots</code></td>
|
||||
<td><code>account_snapshots</code></td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>grafana_position_snapshots</code></td>
|
||||
<td><code>position_snapshots</code></td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>grafana_order_snapshots</code></td>
|
||||
<td><code>order_snapshots</code></td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>grafana_terminal_snapshots</code></td>
|
||||
<td><code>terminal_snapshots</code></td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<p><strong>Grafana static summary views</strong> (no <code>time</code> column; use for table/stat panels, not time-series):</p>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>View</th>
|
||||
<th>Source</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td><code>grafana_realized_pnl</code></td>
|
||||
<td>Cumulative realized PnL per symbol</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>grafana_trade_stats</code></td>
|
||||
<td>Win/loss counts and profit per symbol</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<p>Lower-level helpers (<code>ensure_grafana_schema</code>, <code>create_grafana_views</code>,
|
||||
<code>create_grafana_indexes</code>, <code>create_snapshot_tables</code>, <code>start_snapshot_run</code>,
|
||||
<code>insert_account_snapshot</code>, <code>insert_position_snapshots</code>, <code>insert_order_snapshots</code>,
|
||||
<code>insert_terminal_snapshot</code>, <code>record_snapshot_run</code>) are available directly from
|
||||
<code>mt5cli.grafana</code> and are not part of the package-root stable surface.</p>
|
||||
<h3 id="errors">Errors<a class="headerlink" href="#errors" title="Permanent link">¶</a></h3>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Symbol</th>
|
||||
<th>Role</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td><code>Mt5CliError</code>, <code>Mt5ConnectionError</code>, <code>Mt5OperationError</code>, <code>Mt5SchemaError</code></td>
|
||||
<td>Stable mt5cli exception types</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<h2 id="module-scoped-helpers">Module-scoped helpers<a class="headerlink" href="#module-scoped-helpers" title="Permanent link">¶</a></h2>
|
||||
<p>Lower-level helpers are available from their owning modules and are not part
|
||||
of the package-root stable surface. Import them directly when needed:</p>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Module</th>
|
||||
<th>Examples</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td><code>mt5cli.grafana</code></td>
|
||||
<td><code>ensure_grafana_schema</code>, <code>create_grafana_views</code>, <code>create_grafana_indexes</code>, <code>create_snapshot_tables</code>, <code>start_snapshot_run</code>, <code>insert_account_snapshot</code>, <code>record_snapshot_run</code></td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>mt5cli.history</code></td>
|
||||
<td><code>resolve_rate_view_name</code>, <code>resolve_rate_tables</code>, <code>load_rate_data</code>, <code>build_rate_view_name</code></td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>mt5cli.sdk</code></td>
|
||||
<td><code>copy_rates_from</code>, <code>copy_ticks_from</code>, <code>account_info</code>, <code>symbols</code>, <code>mt5_summary</code>, <code>latest_rates</code></td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>mt5cli.schemas</code></td>
|
||||
<td><code>DataKind</code>, <code>normalize_dataframe</code>, <code>validate_schema</code>, <code>DEDUP_KEYS</code></td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>mt5cli.utils</code></td>
|
||||
<td><code>Dataset</code>, <code>IfExists</code>, <code>detect_format</code>, <code>export_dataframe</code>, <code>export_dataframe_to_sqlite</code></td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>mt5cli.converters</code></td>
|
||||
<td><code>normalize_symbol</code>, <code>ensure_utc</code>, <code>parse_date_range</code>, <code>granularity_name</code></td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>mt5cli.exceptions</code></td>
|
||||
<td><code>normalize_mt5_exception</code>, <code>call_with_normalized_errors</code>, <code>is_recoverable_mt5_error</code></td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<h2 id="cli-commands">CLI commands<a class="headerlink" href="#cli-commands" title="Permanent link">¶</a></h2>
|
||||
<p>The Typer application in <code>mt5cli.cli</code> exposes file-export commands documented in
|
||||
<a href="../cli/">CLI Module</a> and the project README. CLI commands:</p>
|
||||
<ul>
|
||||
<li>Require <code>-o/--output</code> and write CSV, JSON, Parquet, or SQLite.</li>
|
||||
<li>Accept global MT5 connection options (<code>--login</code>, <code>--password</code>, <code>--server</code>,
|
||||
<code>--path</code>, <code>--timeout</code>).</li>
|
||||
<li>Resolve unset CLI connection options from <code>MT5_LOGIN</code>, <code>MT5_PASSWORD</code>,
|
||||
<code>MT5_SERVER</code>, and <code>MT5_PATH</code>, and expand <code>${ENV_VAR}</code> placeholders in CLI
|
||||
string fields before building the MT5 config.</li>
|
||||
<li>Delegate to the same Python APIs described here; they are not duplicated
|
||||
business logic.</li>
|
||||
</ul>
|
||||
<p><code>grafana-schema</code> initializes Grafana views, indexes, and snapshot tables in the
|
||||
target SQLite database without connecting to MT5. It is idempotent and safe to
|
||||
run repeatedly.</p>
|
||||
<p><code>snapshot</code> appends one timestamped row per enabled data type
|
||||
(<code>--with-account</code>, <code>--with-positions</code>, <code>--with-orders</code>, <code>--with-terminal</code>) and
|
||||
never places orders or modifies trading state. Both commands require
|
||||
<code>-o/--output</code> to point at a <code>.db</code> / SQLite file.</p>
|
||||
<p><code>order-send</code> is the expert raw-request path; it requires <code>--yes</code> and a fully
|
||||
constructed request payload. <code>close-positions</code> is the safer high-level helper
|
||||
that closes open positions by <code>--symbol</code> or <code>--ticket</code> using
|
||||
<code>close_open_positions()</code>. Both <code>order-send --yes</code> and <code>close-positions --yes</code>
|
||||
are live execution paths. <code>close-positions --dry-run</code> previews close orders
|
||||
without placing them and does not require <code>--yes</code>. <code>close-positions</code> also
|
||||
accepts optional <code>--deviation</code>, <code>--comment</code>, and <code>--magic</code>; <code>--magic</code> scopes
|
||||
the selected open positions fail-closed when position magic metadata is absent.</p>
|
||||
<p><code>history-gaps</code> reads an existing SQLite history database and exports one row
|
||||
per detected gap from managed rate compatibility views. It never initializes
|
||||
MT5. Pass <code>--granularity-seconds</code> for custom tables or views whose bar spacing
|
||||
cannot be inferred from the name.</p>
|
||||
<h2 id="internal-helpers-not-stable">Internal helpers (not stable)<a class="headerlink" href="#internal-helpers-not-stable" title="Permanent link">¶</a></h2>
|
||||
<p>Do not import these for downstream contracts; they may change without a semver
|
||||
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|
||||
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|
||||
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
||||
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
||||
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|
||||
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|
||||
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|
||||
The following belong in consuming applications, not in mt5cli:</p>
|
||||
<ul>
|
||||
<li>Signal detection (for example AR-GARCH or other model-specific triggers)</li>
|
||||
<li>Backtesting, walk-forward analysis, or parameter optimization</li>
|
||||
<li>Strategy-specific risk policy, position sizing systems, or Kelly fractions</li>
|
||||
<li>Entry/exit decision logic or YAML strategy semantics</li>
|
||||
<li>Entry-deal classification, Kelly fractions, or betting-specific deal transformations
|
||||
(use <code>fetch_recent_history_deals_for_trading_client</code> to retrieve raw deal data, then
|
||||
apply downstream transformations in your own adapter layer)</li>
|
||||
<li>Application-specific credential schema keys wired into mt5cli internals</li>
|
||||
</ul>
|
||||
<p>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.</p>
|
||||
<h2 id="contract-verification">Contract verification<a class="headerlink" href="#contract-verification" title="Permanent link">¶</a></h2>
|
||||
<p><code>tests/test_contracts.py</code> asserts that every name in <code>STABLE_SDK_EXPORTS</code> is
|
||||
importable from <code>mt5cli</code>, that all package-root exports are covered by the
|
||||
stable set, and documents key closed-bar, SQLite loading, account-resolution,
|
||||
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<div class="col-md-9" role="main">
|
||||
|
||||
<h1 id="telemetry">Telemetry<a class="headerlink" href="#telemetry" title="Permanent link">¶</a></h1>
|
||||
|
||||
|
||||
<div class="doc doc-object doc-module">
|
||||
|
||||
|
||||
|
||||
<h2 id="mt5cli.telemetry" class="doc doc-heading">
|
||||
<span class="doc doc-object-name doc-module-name">mt5cli.telemetry</span>
|
||||
|
||||
|
||||
<a href="#mt5cli.telemetry" class="headerlink" title="Permanent link">¶</a></h2>
|
||||
|
||||
<div class="doc doc-contents first">
|
||||
|
||||
<p>Optional OpenTelemetry metrics for MT5 history and snapshot observability.</p>
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
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|
||||
<div class="doc doc-object doc-attribute">
|
||||
|
||||
|
||||
|
||||
<h3 id="mt5cli.telemetry.logger" class="doc doc-heading">
|
||||
<span class="doc doc-object-name doc-attribute-name">logger</span>
|
||||
|
||||
|
||||
<span class="doc doc-labels">
|
||||
<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
|
||||
</span>
|
||||
|
||||
<a href="#mt5cli.telemetry.logger" class="headerlink" title="Permanent link">¶</a></h3>
|
||||
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">logger</span> <span class="o">=</span> <span class="n"><span title="logging.getLogger">getLogger</span></span><span class="p">(</span><span class="n"><span title="__name__">__name__</span></span><span class="p">)</span>
|
||||
</code></pre></div>
|
||||
|
||||
<div class="doc doc-contents ">
|
||||
|
||||
</div>
|
||||
|
||||
</div>
|
||||
|
||||
|
||||
|
||||
|
||||
<div class="doc doc-object doc-function">
|
||||
|
||||
|
||||
<h3 id="mt5cli.telemetry.configure_metrics" class="doc doc-heading">
|
||||
<span class="doc doc-object-name doc-function-name">configure_metrics</span>
|
||||
|
||||
|
||||
<a href="#mt5cli.telemetry.configure_metrics" class="headerlink" title="Permanent link">¶</a></h3>
|
||||
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">configure_metrics</span><span class="p">(</span><span class="n">meter</span><span class="p">:</span> <span class="n"><span title="typing.Any">Any</span></span><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span>
|
||||
</code></pre></div>
|
||||
|
||||
<div class="doc doc-contents ">
|
||||
|
||||
<p>Configure MT5 metrics using the provided meter.</p>
|
||||
|
||||
|
||||
<p><span class="doc-section-title">Parameters:</span></p>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Name</th>
|
||||
<th>Type</th>
|
||||
<th>Description</th>
|
||||
<th>Default</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr class="doc-section-item">
|
||||
<td>
|
||||
<code>meter</code>
|
||||
</td>
|
||||
<td>
|
||||
<code><span title="typing.Any">Any</span></code>
|
||||
</td>
|
||||
<td>
|
||||
<div class="doc-md-description">
|
||||
<p>An OpenTelemetry <code>Meter</code> or duck-typed compatible object.</p>
|
||||
</div>
|
||||
</td>
|
||||
<td>
|
||||
<em>required</em>
|
||||
</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
|
||||
|
||||
<details class="mkdocstrings-source">
|
||||
<summary>Source code in <code>mt5cli/telemetry.py</code></summary>
|
||||
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-291">291</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-292">292</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-293">293</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-294">294</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-295">295</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-296">296</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-297">297</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-291" name="__codelineno-0-291"></a><span class="k">def</span><span class="w"> </span><span class="nf">configure_metrics</span><span class="p">(</span><span class="n">meter</span><span class="p">:</span> <span class="n">Any</span><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span> <span class="c1"># noqa: ANN401</span>
|
||||
<a id="__codelineno-0-292" name="__codelineno-0-292"></a><span class="w"> </span><span class="sd">"""Configure MT5 metrics using the provided meter.</span>
|
||||
<a id="__codelineno-0-293" name="__codelineno-0-293"></a>
|
||||
<a id="__codelineno-0-294" name="__codelineno-0-294"></a><span class="sd"> Args:</span>
|
||||
<a id="__codelineno-0-295" name="__codelineno-0-295"></a><span class="sd"> meter: An OpenTelemetry ``Meter`` or duck-typed compatible object.</span>
|
||||
<a id="__codelineno-0-296" name="__codelineno-0-296"></a><span class="sd"> """</span>
|
||||
<a id="__codelineno-0-297" name="__codelineno-0-297"></a> <span class="n">_metrics</span><span class="o">.</span><span class="n">configure</span><span class="p">(</span><span class="n">meter</span><span class="p">)</span>
|
||||
</code></pre></div></td></tr></table></div>
|
||||
</details>
|
||||
</div>
|
||||
|
||||
</div>
|
||||
|
||||
<div class="doc doc-object doc-function">
|
||||
|
||||
|
||||
<h3 id="mt5cli.telemetry.enable_otel_metrics" class="doc doc-heading">
|
||||
<span class="doc doc-object-name doc-function-name">enable_otel_metrics</span>
|
||||
|
||||
|
||||
<a href="#mt5cli.telemetry.enable_otel_metrics" class="headerlink" title="Permanent link">¶</a></h3>
|
||||
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">enable_otel_metrics</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">service_name</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">=</span> <span class="s2">"mt5cli"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">readers</span><span class="p">:</span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><span title="typing.Any">Any</span></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span>
|
||||
</code></pre></div>
|
||||
|
||||
<div class="doc doc-contents ">
|
||||
|
||||
<p>Enable OTel metrics by wiring up an SDK <code>MeterProvider</code> pipeline.</p>
|
||||
<p>Requires the <code>otel</code> optional dependency group:
|
||||
<code>pip install "mt5cli[otel]"</code>.</p>
|
||||
|
||||
|
||||
<p><span class="doc-section-title">Parameters:</span></p>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Name</th>
|
||||
<th>Type</th>
|
||||
<th>Description</th>
|
||||
<th>Default</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr class="doc-section-item">
|
||||
<td>
|
||||
<code>service_name</code>
|
||||
</td>
|
||||
<td>
|
||||
<code><span title="str">str</span></code>
|
||||
</td>
|
||||
<td>
|
||||
<div class="doc-md-description">
|
||||
<p>OTel meter/service name used for the <code>Resource</code> and
|
||||
the meter itself.</p>
|
||||
</div>
|
||||
</td>
|
||||
<td>
|
||||
<code>'mt5cli'</code>
|
||||
</td>
|
||||
</tr>
|
||||
<tr class="doc-section-item">
|
||||
<td>
|
||||
<code>readers</code>
|
||||
</td>
|
||||
<td>
|
||||
<code><span title="list">list</span>[<span title="typing.Any">Any</span>] | None</code>
|
||||
</td>
|
||||
<td>
|
||||
<div class="doc-md-description">
|
||||
<p>Optional list of metric readers. When <em>None</em> (the default),
|
||||
a :class:<code>~opentelemetry.sdk.metrics.export.PeriodicExportingMetricReader</code>
|
||||
backed by an OTLP HTTP exporter is created automatically
|
||||
(reads the endpoint from <code>OTEL_EXPORTER_OTLP_ENDPOINT</code>).
|
||||
Pass a custom list (e.g. <code>InMemoryMetricReader</code> for tests)
|
||||
to override.</p>
|
||||
</div>
|
||||
</td>
|
||||
<td>
|
||||
<code>None</code>
|
||||
</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
|
||||
|
||||
<p><span class="doc-section-title">Raises:</span></p>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Type</th>
|
||||
<th>Description</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr class="doc-section-item">
|
||||
<td>
|
||||
<code><span title="ImportError">ImportError</span></code>
|
||||
</td>
|
||||
<td>
|
||||
<div class="doc-md-description">
|
||||
<p>If <code>opentelemetry-api</code> is not installed, or if
|
||||
<code>readers</code> is <em>None</em> and
|
||||
<code>opentelemetry-exporter-otlp-proto-http</code> is not installed.</p>
|
||||
</div>
|
||||
</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
|
||||
|
||||
<details class="mkdocstrings-source">
|
||||
<summary>Source code in <code>mt5cli/telemetry.py</code></summary>
|
||||
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-300">300</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-301">301</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-302">302</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-303">303</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-304">304</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-305">305</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-306">306</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-307">307</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-308">308</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-309">309</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-310">310</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-311">311</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-312">312</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-313">313</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-314">314</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-315">315</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-316">316</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-317">317</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-318">318</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-319">319</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-320">320</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-321">321</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-322">322</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-323">323</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-324">324</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-325">325</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-326">326</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-327">327</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-328">328</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-329">329</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-330">330</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-331">331</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-332">332</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-333">333</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-334">334</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-335">335</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-336">336</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-337">337</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-338">338</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-339">339</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-340">340</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-341">341</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-342">342</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-343">343</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-344">344</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-300" name="__codelineno-0-300"></a><span class="k">def</span><span class="w"> </span><span class="nf">enable_otel_metrics</span><span class="p">(</span>
|
||||
<a id="__codelineno-0-301" name="__codelineno-0-301"></a> <span class="n">service_name</span><span class="p">:</span> <span class="nb">str</span> <span class="o">=</span> <span class="s2">"mt5cli"</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-302" name="__codelineno-0-302"></a> <span class="n">readers</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="n">Any</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<a id="__codelineno-0-303" name="__codelineno-0-303"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-304" name="__codelineno-0-304"></a><span class="w"> </span><span class="sd">"""Enable OTel metrics by wiring up an SDK ``MeterProvider`` pipeline.</span>
|
||||
<a id="__codelineno-0-305" name="__codelineno-0-305"></a>
|
||||
<a id="__codelineno-0-306" name="__codelineno-0-306"></a><span class="sd"> Requires the ``otel`` optional dependency group:</span>
|
||||
<a id="__codelineno-0-307" name="__codelineno-0-307"></a><span class="sd"> ``pip install "mt5cli[otel]"``.</span>
|
||||
<a id="__codelineno-0-308" name="__codelineno-0-308"></a>
|
||||
<a id="__codelineno-0-309" name="__codelineno-0-309"></a><span class="sd"> Args:</span>
|
||||
<a id="__codelineno-0-310" name="__codelineno-0-310"></a><span class="sd"> service_name: OTel meter/service name used for the ``Resource`` and</span>
|
||||
<a id="__codelineno-0-311" name="__codelineno-0-311"></a><span class="sd"> the meter itself.</span>
|
||||
<a id="__codelineno-0-312" name="__codelineno-0-312"></a><span class="sd"> readers: Optional list of metric readers. When *None* (the default),</span>
|
||||
<a id="__codelineno-0-313" name="__codelineno-0-313"></a><span class="sd"> a :class:`~opentelemetry.sdk.metrics.export.PeriodicExportingMetricReader`</span>
|
||||
<a id="__codelineno-0-314" name="__codelineno-0-314"></a><span class="sd"> backed by an OTLP HTTP exporter is created automatically</span>
|
||||
<a id="__codelineno-0-315" name="__codelineno-0-315"></a><span class="sd"> (reads the endpoint from ``OTEL_EXPORTER_OTLP_ENDPOINT``).</span>
|
||||
<a id="__codelineno-0-316" name="__codelineno-0-316"></a><span class="sd"> Pass a custom list (e.g. ``InMemoryMetricReader`` for tests)</span>
|
||||
<a id="__codelineno-0-317" name="__codelineno-0-317"></a><span class="sd"> to override.</span>
|
||||
<a id="__codelineno-0-318" name="__codelineno-0-318"></a>
|
||||
<a id="__codelineno-0-319" name="__codelineno-0-319"></a><span class="sd"> Raises:</span>
|
||||
<a id="__codelineno-0-320" name="__codelineno-0-320"></a><span class="sd"> ImportError: If ``opentelemetry-api`` is not installed, or if</span>
|
||||
<a id="__codelineno-0-321" name="__codelineno-0-321"></a><span class="sd"> ``readers`` is *None* and</span>
|
||||
<a id="__codelineno-0-322" name="__codelineno-0-322"></a><span class="sd"> ``opentelemetry-exporter-otlp-proto-http`` is not installed.</span>
|
||||
<a id="__codelineno-0-323" name="__codelineno-0-323"></a><span class="sd"> """</span>
|
||||
<a id="__codelineno-0-324" name="__codelineno-0-324"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">_OTEL_AVAILABLE</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-325" name="__codelineno-0-325"></a> <span class="n">msg</span> <span class="o">=</span> <span class="p">(</span>
|
||||
<a id="__codelineno-0-326" name="__codelineno-0-326"></a> <span class="s2">"opentelemetry-api is not installed. "</span>
|
||||
<a id="__codelineno-0-327" name="__codelineno-0-327"></a> <span class="s1">'Install it with: pip install "mt5cli[otel]"'</span>
|
||||
<a id="__codelineno-0-328" name="__codelineno-0-328"></a> <span class="p">)</span>
|
||||
<a id="__codelineno-0-329" name="__codelineno-0-329"></a> <span class="k">raise</span> <span class="ne">ImportError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-330" name="__codelineno-0-330"></a> <span class="k">if</span> <span class="n">readers</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-331" name="__codelineno-0-331"></a> <span class="k">if</span> <span class="n">_OtelOTLPExporter</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-332" name="__codelineno-0-332"></a> <span class="n">msg</span> <span class="o">=</span> <span class="p">(</span>
|
||||
<a id="__codelineno-0-333" name="__codelineno-0-333"></a> <span class="s2">"opentelemetry-exporter-otlp-proto-http is required for the "</span>
|
||||
<a id="__codelineno-0-334" name="__codelineno-0-334"></a> <span class="s2">"default OTLP export pipeline. "</span>
|
||||
<a id="__codelineno-0-335" name="__codelineno-0-335"></a> <span class="s1">'Install it with: pip install "mt5cli[otel]" or pass a '</span>
|
||||
<a id="__codelineno-0-336" name="__codelineno-0-336"></a> <span class="s2">"custom readers list."</span>
|
||||
<a id="__codelineno-0-337" name="__codelineno-0-337"></a> <span class="p">)</span>
|
||||
<a id="__codelineno-0-338" name="__codelineno-0-338"></a> <span class="k">raise</span> <span class="ne">ImportError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-339" name="__codelineno-0-339"></a> <span class="n">readers</span> <span class="o">=</span> <span class="p">[</span><span class="n">_OtelPeriodicReader</span><span class="p">(</span><span class="n">_OtelOTLPExporter</span><span class="p">())]</span> <span class="c1"># type: ignore[misc]</span>
|
||||
<a id="__codelineno-0-340" name="__codelineno-0-340"></a> <span class="n">resource</span> <span class="o">=</span> <span class="n">_OtelResource</span><span class="o">.</span><span class="n">create</span><span class="p">({</span><span class="s2">"service.name"</span><span class="p">:</span> <span class="n">service_name</span><span class="p">})</span> <span class="c1"># type: ignore[union-attr]</span>
|
||||
<a id="__codelineno-0-341" name="__codelineno-0-341"></a> <span class="n">provider</span> <span class="o">=</span> <span class="n">_OtelMeterProvider</span><span class="p">(</span><span class="n">resource</span><span class="o">=</span><span class="n">resource</span><span class="p">,</span> <span class="n">metric_readers</span><span class="o">=</span><span class="n">readers</span><span class="p">)</span> <span class="c1"># type: ignore[misc]</span>
|
||||
<a id="__codelineno-0-342" name="__codelineno-0-342"></a> <span class="n">_otel_metrics_mod</span><span class="o">.</span><span class="n">set_meter_provider</span><span class="p">(</span><span class="n">provider</span><span class="p">)</span> <span class="c1"># type: ignore[union-attr]</span>
|
||||
<a id="__codelineno-0-343" name="__codelineno-0-343"></a> <span class="n">meter</span> <span class="o">=</span> <span class="n">provider</span><span class="o">.</span><span class="n">get_meter</span><span class="p">(</span><span class="n">service_name</span><span class="p">)</span>
|
||||
<a id="__codelineno-0-344" name="__codelineno-0-344"></a> <span class="n">configure_metrics</span><span class="p">(</span><span class="n">meter</span><span class="p">)</span>
|
||||
</code></pre></div></td></tr></table></div>
|
||||
</details>
|
||||
</div>
|
||||
|
||||
</div>
|
||||
|
||||
<div class="doc doc-object doc-function">
|
||||
|
||||
|
||||
<h3 id="mt5cli.telemetry.get_metrics" class="doc doc-heading">
|
||||
<span class="doc doc-object-name doc-function-name">get_metrics</span>
|
||||
|
||||
|
||||
<a href="#mt5cli.telemetry.get_metrics" class="headerlink" title="Permanent link">¶</a></h3>
|
||||
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">get_metrics</span><span class="p">()</span> <span class="o">-></span> <span class="n"><span title="mt5cli.telemetry._Mt5Metrics">_Mt5Metrics</span></span>
|
||||
</code></pre></div>
|
||||
|
||||
<div class="doc doc-contents ">
|
||||
|
||||
<p>Return the global :class:<code>_Mt5Metrics</code> instance.</p>
|
||||
|
||||
|
||||
<p><span class="doc-section-title">Returns:</span></p>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Type</th>
|
||||
<th>Description</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr class="doc-section-item">
|
||||
<td>
|
||||
<code><span title="mt5cli.telemetry._Mt5Metrics">_Mt5Metrics</span></code>
|
||||
</td>
|
||||
<td>
|
||||
<div class="doc-md-description">
|
||||
<p>The global metric registry (no-op until :func:<code>configure_metrics</code> is</p>
|
||||
</div>
|
||||
</td>
|
||||
</tr>
|
||||
<tr class="doc-section-item">
|
||||
<td>
|
||||
<code><span title="mt5cli.telemetry._Mt5Metrics">_Mt5Metrics</span></code>
|
||||
</td>
|
||||
<td>
|
||||
<div class="doc-md-description">
|
||||
<p>called).</p>
|
||||
</div>
|
||||
</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
|
||||
|
||||
<details class="mkdocstrings-source">
|
||||
<summary>Source code in <code>mt5cli/telemetry.py</code></summary>
|
||||
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-347">347</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-348">348</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-349">349</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-350">350</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-351">351</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-352">352</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-353">353</a></span>
|
||||
<span class="normal"><a href="#__codelineno-0-354">354</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-347" name="__codelineno-0-347"></a><span class="k">def</span><span class="w"> </span><span class="nf">get_metrics</span><span class="p">()</span> <span class="o">-></span> <span class="n">_Mt5Metrics</span><span class="p">:</span>
|
||||
<a id="__codelineno-0-348" name="__codelineno-0-348"></a><span class="w"> </span><span class="sd">"""Return the global :class:`_Mt5Metrics` instance.</span>
|
||||
<a id="__codelineno-0-349" name="__codelineno-0-349"></a>
|
||||
<a id="__codelineno-0-350" name="__codelineno-0-350"></a><span class="sd"> Returns:</span>
|
||||
<a id="__codelineno-0-351" name="__codelineno-0-351"></a><span class="sd"> The global metric registry (no-op until :func:`configure_metrics` is</span>
|
||||
<a id="__codelineno-0-352" name="__codelineno-0-352"></a><span class="sd"> called).</span>
|
||||
<a id="__codelineno-0-353" name="__codelineno-0-353"></a><span class="sd"> """</span>
|
||||
<a id="__codelineno-0-354" name="__codelineno-0-354"></a> <span class="k">return</span> <span class="n">_metrics</span>
|
||||
</code></pre></div></td></tr></table></div>
|
||||
</details>
|
||||
</div>
|
||||
|
||||
</div>
|
||||
|
||||
|
||||
|
||||
</div>
|
||||
|
||||
</div>
|
||||
|
||||
</div><h2 id="enabling-opentelemetry-metrics">Enabling OpenTelemetry metrics<a class="headerlink" href="#enabling-opentelemetry-metrics" title="Permanent link">¶</a></h2>
|
||||
<p>Install the optional exporter dependencies with:</p>
|
||||
<div class="highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a>uv<span class="w"> </span>add<span class="w"> </span><span class="s1">'mt5cli[otel]'</span>
|
||||
</code></pre></div>
|
||||
<p>Then enable the default OTLP HTTP pipeline:</p>
|
||||
<div class="highlight"><pre><span></span><code><a id="__codelineno-1-1" name="__codelineno-1-1" href="#__codelineno-1-1"></a><span class="kn">from</span><span class="w"> </span><span class="nn">mt5cli.telemetry</span><span class="w"> </span><span class="kn">import</span> <span class="n">enable_otel_metrics</span>
|
||||
<a id="__codelineno-1-2" name="__codelineno-1-2" href="#__codelineno-1-2"></a>
|
||||
<a id="__codelineno-1-3" name="__codelineno-1-3" href="#__codelineno-1-3"></a><span class="n">enable_otel_metrics</span><span class="p">(</span><span class="n">service_name</span><span class="o">=</span><span class="s2">"mt5cli"</span><span class="p">)</span>
|
||||
</code></pre></div>
|
||||
<p>When <code>readers=None</code>, <code>enable_otel_metrics()</code> builds a
|
||||
<code>PeriodicExportingMetricReader</code> backed by the OTLP HTTP exporter and reads the
|
||||
endpoint from <code>OTEL_EXPORTER_OTLP_ENDPOINT</code>.</p>
|
||||
<p>If your application already owns an OpenTelemetry <code>Meter</code>, wire mt5cli into it
|
||||
directly with <code>configure_metrics(meter)</code>.</p>
|
||||
<h2 id="emitted-metric-names">Emitted metric names<a class="headerlink" href="#emitted-metric-names" title="Permanent link">¶</a></h2>
|
||||
<p><code>enable_otel_metrics()</code> / <code>configure_metrics()</code> register these instruments:</p>
|
||||
<ul>
|
||||
<li><code>mt5_history_update_duration_seconds</code></li>
|
||||
<li><code>mt5_history_update_rows_total</code></li>
|
||||
<li><code>mt5_history_update_failures_total</code></li>
|
||||
<li><code>mt5_snapshot_update_duration_seconds</code></li>
|
||||
<li><code>mt5_snapshot_update_failures_total</code></li>
|
||||
<li><code>mt5_account_balance</code></li>
|
||||
<li><code>mt5_account_equity</code></li>
|
||||
<li><code>mt5_account_margin</code></li>
|
||||
<li><code>mt5_account_margin_free</code></li>
|
||||
<li><code>mt5_account_margin_level</code></li>
|
||||
<li><code>mt5_position_profit</code></li>
|
||||
<li><code>mt5_position_volume</code></li>
|
||||
<li><code>mt5_terminal_connected</code></li>
|
||||
<li><code>mt5_terminal_trade_allowed</code></li>
|
||||
<li><code>mt5_terminal_trade_expert</code></li>
|
||||
<li><code>mt5_last_successful_update_timestamp</code></li>
|
||||
</ul>
|
||||
<p>The history metrics use a <code>dataset</code> attribute. Account and position gauges add
|
||||
labels such as <code>login</code>, <code>server</code>, and <code>symbol</code> where applicable.</p></div>
|
||||
</div>
|
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|
||||
padding: 0;
|
||||
}
|
||||
.md-typeset .admonition.mkdocstrings-source:focus-within,
|
||||
.md-typeset details.mkdocstrings-source:focus-within {
|
||||
box-shadow: none;
|
||||
}
|
||||
.md-typeset .mkdocstrings-source > .admonition-title,
|
||||
.md-typeset .mkdocstrings-source > summary {
|
||||
background-color: inherit;
|
||||
}
|
||||
.md-typeset .mkdocstrings-source > .admonition-title::before,
|
||||
.md-typeset .mkdocstrings-source > summary::before {
|
||||
background-color: var(--md-default-fg-color);
|
||||
-webkit-mask-image: var(--md-admonition-icon--mkdocstrings-source);
|
||||
mask-image: var(--md-admonition-icon--mkdocstrings-source);
|
||||
}
|
||||
+366
@@ -0,0 +1,366 @@
|
||||
html {
|
||||
/* The nav header is 3.5rem high, plus 20px for the margin-top of the
|
||||
main container. */
|
||||
scroll-padding-top: calc(3.5rem + 20px);
|
||||
}
|
||||
|
||||
/* Replacement for `body { background-attachment: fixed; }`, which has
|
||||
performance issues when scrolling on large displays. See #1394. */
|
||||
body::before {
|
||||
content: ' ';
|
||||
position: fixed;
|
||||
width: 100%;
|
||||
height: 100%;
|
||||
top: 0;
|
||||
left: 0;
|
||||
background-color: var(--bs-body-bg);
|
||||
background: url(../img/grid.png) repeat-x;
|
||||
will-change: transform;
|
||||
z-index: -1;
|
||||
}
|
||||
|
||||
body > .container {
|
||||
margin-top: 20px;
|
||||
min-height: 400px;
|
||||
}
|
||||
|
||||
.navbar.fixed-top {
|
||||
position: -webkit-sticky;
|
||||
position: sticky;
|
||||
}
|
||||
|
||||
.source-links {
|
||||
float: right;
|
||||
}
|
||||
|
||||
.col-md-9 img {
|
||||
max-width: 100%;
|
||||
display: inline-block;
|
||||
padding: 4px;
|
||||
line-height: 1.428571429;
|
||||
background-color: var(--bs-secondary-bg-subtle);
|
||||
border: 1px solid var(--bs-secondary-border-subtle);
|
||||
border-radius: 4px;
|
||||
margin: 20px auto 30px auto;
|
||||
}
|
||||
|
||||
h1 {
|
||||
color: inherit;
|
||||
font-weight: 400;
|
||||
font-size: 42px;
|
||||
}
|
||||
|
||||
h2, h3, h4, h5, h6 {
|
||||
color: inherit;
|
||||
font-weight: 300;
|
||||
}
|
||||
|
||||
hr {
|
||||
border-top: 1px solid #aaa;
|
||||
opacity: 1;
|
||||
}
|
||||
|
||||
pre, .rst-content tt {
|
||||
max-width: 100%;
|
||||
background-color: var(--bs-body-bg);
|
||||
border: solid 1px var(--bs-border-color);
|
||||
color: var(--bs-body-color);
|
||||
overflow-x: auto;
|
||||
}
|
||||
|
||||
code.code-large, .rst-content tt.code-large {
|
||||
font-size: 90%;
|
||||
}
|
||||
|
||||
code {
|
||||
padding: 2px 5px;
|
||||
background-color: rgba(var(--bs-body-bg-rgb), 0.75);
|
||||
border: solid 1px var(--bs-border-color);
|
||||
color: var(--bs-body-color);
|
||||
white-space: pre-wrap;
|
||||
word-wrap: break-word;
|
||||
}
|
||||
|
||||
pre code {
|
||||
display: block;
|
||||
border: none;
|
||||
white-space: pre;
|
||||
word-wrap: normal;
|
||||
font-family: SFMono-Regular, Menlo, Monaco, Consolas, "Liberation Mono", "Courier New", monospace;
|
||||
font-size: 12px;
|
||||
}
|
||||
|
||||
kbd {
|
||||
padding: 2px 4px;
|
||||
font-size: 90%;
|
||||
color: var(--bs-secondary-text-emphasis);
|
||||
background-color: var(--bs-secondary-bg-subtle);
|
||||
border-radius: 3px;
|
||||
-webkit-box-shadow: inset 0 -1px 0 rgba(0,0,0,.25);
|
||||
box-shadow: inset 0 -1px 0 rgba(0,0,0,.25);
|
||||
}
|
||||
|
||||
a code {
|
||||
color: inherit;
|
||||
}
|
||||
|
||||
a:hover code, a:focus code {
|
||||
color: inherit;
|
||||
}
|
||||
|
||||
footer {
|
||||
margin-top: 30px;
|
||||
margin-bottom: 10px;
|
||||
text-align: center;
|
||||
font-weight: 200;
|
||||
}
|
||||
|
||||
.modal-dialog {
|
||||
margin-top: 60px;
|
||||
}
|
||||
|
||||
/*
|
||||
* Side navigation
|
||||
*
|
||||
* Scrollspy and affixed enhanced navigation to highlight sections and secondary
|
||||
* sections of docs content.
|
||||
*/
|
||||
|
||||
.bs-sidebar.affix {
|
||||
position: -webkit-sticky;
|
||||
position: sticky;
|
||||
/* The nav header is 3.5rem high, plus 20px for the margin-top of the
|
||||
main container. */
|
||||
top: calc(3.5rem + 20px);
|
||||
}
|
||||
|
||||
.bs-sidebar.card {
|
||||
padding: 0;
|
||||
max-height: 90%;
|
||||
overflow-y: auto;
|
||||
}
|
||||
|
||||
/* Toggle (vertically flip) sidebar collapse icon */
|
||||
.bs-sidebar .navbar-toggler span {
|
||||
-moz-transform: scale(1, -1);
|
||||
-webkit-transform: scale(1, -1);
|
||||
-o-transform: scale(1, -1);
|
||||
-ms-transform: scale(1, -1);
|
||||
transform: scale(1, -1);
|
||||
}
|
||||
|
||||
.bs-sidebar .navbar-toggler.collapsed span {
|
||||
-moz-transform: scale(1, 1);
|
||||
-webkit-transform: scale(1, 1);
|
||||
-o-transform: scale(1, 1);
|
||||
-ms-transform: scale(1, 1);
|
||||
transform: scale(1, 1);
|
||||
}
|
||||
|
||||
/* First level of nav */
|
||||
.bs-sidebar > .navbar-collapse > .nav {
|
||||
padding-top: 10px;
|
||||
padding-bottom: 10px;
|
||||
border-radius: 5px;
|
||||
width: 100%;
|
||||
}
|
||||
|
||||
/* All levels of nav */
|
||||
.bs-sidebar .nav > li > a {
|
||||
display: block;
|
||||
padding: 5px 20px;
|
||||
z-index: 1;
|
||||
}
|
||||
.bs-sidebar .nav > li > a:hover,
|
||||
.bs-sidebar .nav > li > a:focus {
|
||||
text-decoration: none;
|
||||
border-right: 1px solid;
|
||||
}
|
||||
.bs-sidebar .nav > li > a.active,
|
||||
.bs-sidebar .nav > li > a.active:hover,
|
||||
.bs-sidebar .nav > li > a.active:focus {
|
||||
font-weight: bold;
|
||||
background-color: transparent;
|
||||
border-right: 1px solid;
|
||||
}
|
||||
|
||||
.bs-sidebar .nav .nav .nav {
|
||||
margin-left: 1em;
|
||||
}
|
||||
|
||||
.bs-sidebar .nav > li > a {
|
||||
font-weight: bold;
|
||||
}
|
||||
|
||||
.bs-sidebar .nav .nav > li > a {
|
||||
font-weight: normal;
|
||||
}
|
||||
|
||||
.headerlink {
|
||||
font-family: FontAwesome;
|
||||
font-size: 14px;
|
||||
display: none;
|
||||
padding-left: .5em;
|
||||
text-decoration: none;
|
||||
vertical-align: middle;
|
||||
}
|
||||
|
||||
h1:hover .headerlink, h2:hover .headerlink, h3:hover .headerlink, h4:hover .headerlink, h5:hover .headerlink, h6:hover .headerlink {
|
||||
display:inline-block;
|
||||
}
|
||||
|
||||
blockquote {
|
||||
padding-left: 10px;
|
||||
border-left: 4px solid #e6e6e6;
|
||||
}
|
||||
|
||||
.admonition, details {
|
||||
padding: 15px;
|
||||
margin-bottom: 20px;
|
||||
border: 1px solid transparent;
|
||||
border-radius: 4px;
|
||||
text-align: left;
|
||||
}
|
||||
|
||||
.admonition.note, details.note {
|
||||
color: var(--bs-primary-text-emphasis);
|
||||
background-color: var(--bs-primary-bg-subtle);
|
||||
border-color: var(--bs-primary-border-subtle);
|
||||
}
|
||||
|
||||
.admonition.note h1, .admonition.note h2, .admonition.note h3,
|
||||
.admonition.note h4, .admonition.note h5, .admonition.note h6,
|
||||
details.note h1, details.note h2, details.note h3,
|
||||
details.note h4, details.note h5, details.note h6 {
|
||||
color: var(--bs-primary-text-emphasis);
|
||||
}
|
||||
|
||||
.admonition.info, details.info {
|
||||
color: var(--bs-info-text-emphasis);
|
||||
background-color: var(--bs-info-bg-subtle);
|
||||
border-color: var(--bs-info-border-subtle);
|
||||
}
|
||||
|
||||
.admonition.info h1, .admonition.info h2, .admonition.info h3,
|
||||
.admonition.info h4, .admonition.info h5, .admonition.info h6,
|
||||
details.info h1, details.info h2, details.info h3,
|
||||
details.info h4, details.info h5, details.info h6 {
|
||||
color: var(--bs-info-text-emphasis);
|
||||
}
|
||||
|
||||
.admonition.warning, details.warning {
|
||||
color: var(--bs-warning-text-emphasis);
|
||||
background-color: var(--bs-warning-bg-subtle);
|
||||
border-color: var(--bs-warning-border-subtle);
|
||||
}
|
||||
|
||||
.admonition.warning h1, .admonition.warning h2, .admonition.warning h3,
|
||||
.admonition.warning h4, .admonition.warning h5, .admonition.warning h6,
|
||||
details.warning h1, details.warning h2, details.warning h3,
|
||||
details.warning h4, details.warning h5, details.warning h6 {
|
||||
color: var(--bs-warning-text-emphasis);
|
||||
}
|
||||
|
||||
.admonition.danger, details.danger {
|
||||
color: var(--bs-danger-text-emphasis);
|
||||
background-color: var(--bs-danger-bg-subtle);
|
||||
border-color: var(--bs-danger-border-subtle);
|
||||
}
|
||||
|
||||
.admonition.danger h1, .admonition.danger h2, .admonition.danger h3,
|
||||
.admonition.danger h4, .admonition.danger h5, .admonition.danger h6,
|
||||
details.danger h1, details.danger h2, details.danger h3,
|
||||
details.danger h4, details.danger h5, details.danger h6 {
|
||||
color: var(--bs-danger-text-emphasis);
|
||||
}
|
||||
|
||||
.admonition, details {
|
||||
color: var(--bs-light-text-emphasis);
|
||||
background-color: var(--bs-light-bg-subtle);
|
||||
border-color: var(--bs-light-border-subtle);
|
||||
}
|
||||
|
||||
.admonition h1, .admonition h2, .admonition h3,
|
||||
.admonition h4, .admonition h5, .admonition h6,
|
||||
details h1, details h2, details h3,
|
||||
details h4, details h5, details h6 {
|
||||
color: var(--bs-light-text-emphasis);
|
||||
}
|
||||
|
||||
.admonition-title, summary {
|
||||
font-weight: bold;
|
||||
text-align: left;
|
||||
}
|
||||
|
||||
.admonition>p:last-child, details>p:last-child {
|
||||
margin-bottom: 0;
|
||||
}
|
||||
|
||||
@media (max-width: 991.98px) {
|
||||
.navbar-collapse.show {
|
||||
overflow-y: auto;
|
||||
max-height: calc(100vh - 3.5rem);
|
||||
}
|
||||
}
|
||||
|
||||
.dropdown-item.open {
|
||||
color: var(--bs-dropdown-link-active-color);
|
||||
background-color: var(--bs-dropdown-link-active-bg);
|
||||
}
|
||||
|
||||
.dropdown-submenu > .dropdown-menu {
|
||||
margin: 0 0 0 1.5rem;
|
||||
padding: 0;
|
||||
border-width: 0;
|
||||
}
|
||||
|
||||
.dropdown-submenu > a::after {
|
||||
display: block;
|
||||
content: " ";
|
||||
float: right;
|
||||
width: 0;
|
||||
height: 0;
|
||||
border-color: transparent;
|
||||
border-style: solid;
|
||||
border-width: 5px 0 5px 5px;
|
||||
border-left-color: var(--bs-dropdown-link-active-color);
|
||||
margin-top: 5px;
|
||||
margin-right: -10px;
|
||||
}
|
||||
|
||||
.dropdown-submenu:hover > a::after {
|
||||
border-left-color: var(--bs-dropdown-link-active-color);
|
||||
}
|
||||
|
||||
@media (min-width: 992px) {
|
||||
.dropdown-menu {
|
||||
overflow-y: auto;
|
||||
max-height: calc(100vh - 3.5rem);
|
||||
}
|
||||
|
||||
.dropdown-submenu {
|
||||
position: relative;
|
||||
}
|
||||
|
||||
.dropdown-submenu > .dropdown-menu {
|
||||
position: fixed !important;
|
||||
margin-top: -9px;
|
||||
margin-left: -2px;
|
||||
border-width: 1px;
|
||||
padding: 0.5rem 0;
|
||||
}
|
||||
|
||||
.dropdown-submenu.pull-left {
|
||||
float: none;
|
||||
}
|
||||
|
||||
.dropdown-submenu.pull-left > .dropdown-menu {
|
||||
left: -100%;
|
||||
margin-left: 10px;
|
||||
}
|
||||
}
|
||||
|
||||
@media print {
|
||||
/* Remove sidebar when print */
|
||||
.col-md-3 { display: none; }
|
||||
}
|
||||
Vendored
+12
File diff suppressed because one or more lines are too long
File diff suppressed because one or more lines are too long
Vendored
+6
File diff suppressed because one or more lines are too long
Vendored
+9
File diff suppressed because one or more lines are too long
Vendored
+6
@@ -0,0 +1,6 @@
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||||
/*!
|
||||
* Font Awesome Free 6.5.1 by @fontawesome - https://fontawesome.com
|
||||
* License - https://fontawesome.com/license/free (Icons: CC BY 4.0, Fonts: SIL OFL 1.1, Code: MIT License)
|
||||
* Copyright 2023 Fonticons, Inc.
|
||||
*/
|
||||
:host,:root{--fa-style-family-classic:"Font Awesome 6 Free";--fa-font-solid:normal 900 1em/1 "Font Awesome 6 Free"}@font-face{font-family:"Font Awesome 6 Free";font-style:normal;font-weight:900;font-display:block;src:url(../webfonts/fa-solid-900.woff2) format("woff2"),url(../webfonts/fa-solid-900.ttf) format("truetype")}.fa-solid,.fas{font-weight:900}
|
||||
Vendored
+6
@@ -0,0 +1,6 @@
|
||||
/*!
|
||||
* Font Awesome Free 6.5.1 by @fontawesome - https://fontawesome.com
|
||||
* License - https://fontawesome.com/license/free (Icons: CC BY 4.0, Fonts: SIL OFL 1.1, Code: MIT License)
|
||||
* Copyright 2023 Fonticons, Inc.
|
||||
*/
|
||||
@font-face{font-family:"FontAwesome";font-display:block;src:url(../webfonts/fa-solid-900.woff2) format("woff2"),url(../webfonts/fa-solid-900.ttf) format("truetype")}@font-face{font-family:"FontAwesome";font-display:block;src:url(../webfonts/fa-brands-400.woff2) format("woff2"),url(../webfonts/fa-brands-400.ttf) format("truetype")}@font-face{font-family:"FontAwesome";font-display:block;src:url(../webfonts/fa-regular-400.woff2) format("woff2"),url(../webfonts/fa-regular-400.ttf) format("truetype");unicode-range:u+f003,u+f006,u+f014,u+f016-f017,u+f01a-f01b,u+f01d,u+f022,u+f03e,u+f044,u+f046,u+f05c-f05d,u+f06e,u+f070,u+f087-f088,u+f08a,u+f094,u+f096-f097,u+f09d,u+f0a0,u+f0a2,u+f0a4-f0a7,u+f0c5,u+f0c7,u+f0e5-f0e6,u+f0eb,u+f0f6-f0f8,u+f10c,u+f114-f115,u+f118-f11a,u+f11c-f11d,u+f133,u+f147,u+f14e,u+f150-f152,u+f185-f186,u+f18e,u+f190-f192,u+f196,u+f1c1-f1c9,u+f1d9,u+f1db,u+f1e3,u+f1ea,u+f1f7,u+f1f9,u+f20a,u+f247-f248,u+f24a,u+f24d,u+f255-f25b,u+f25d,u+f271-f274,u+f278,u+f27b,u+f28c,u+f28e,u+f29c,u+f2b5,u+f2b7,u+f2ba,u+f2bc,u+f2be,u+f2c0-f2c1,u+f2c3,u+f2d0,u+f2d2,u+f2d4,u+f2dc}@font-face{font-family:"FontAwesome";font-display:block;src:url(../webfonts/fa-v4compatibility.woff2) format("woff2"),url(../webfonts/fa-v4compatibility.ttf) format("truetype");unicode-range:u+f041,u+f047,u+f065-f066,u+f07d-f07e,u+f080,u+f08b,u+f08e,u+f090,u+f09a,u+f0ac,u+f0ae,u+f0b2,u+f0d0,u+f0d6,u+f0e4,u+f0ec,u+f10a-f10b,u+f123,u+f13e,u+f148-f149,u+f14c,u+f156,u+f15e,u+f160-f161,u+f163,u+f175-f178,u+f195,u+f1f8,u+f219,u+f27a}
|
||||
@@ -1,3 +0,0 @@
|
||||
# CLI Module
|
||||
|
||||
::: mt5cli.cli
|
||||
@@ -1,217 +0,0 @@
|
||||
# History Collection (SQLite)
|
||||
|
||||
::: mt5cli.history
|
||||
|
||||
## `collect-history` schema
|
||||
|
||||
The `collect-history` command (and the matching `collect_history` SDK function) writes
|
||||
selected MT5 datasets into one SQLite database. Each dataset becomes a table; column
|
||||
names and types mirror the pdmt5 DataFrame schema for that export, with two additions:
|
||||
|
||||
- `symbol` is prepended on every table.
|
||||
- `timeframe` is prepended on `rates` so appended runs at different bar sizes stay
|
||||
distinguishable.
|
||||
|
||||
SQLite does not declare foreign keys. Rows are linked logically by `symbol`, time
|
||||
windows, and (for deals) `position_id` / `order`. Duplicate rows are removed on
|
||||
append using dataset-specific keys (for example `ticket` on history tables, or
|
||||
`(symbol, timeframe, time)` on rates).
|
||||
|
||||
Optional views are created when `--with-views` is set and the `history-deals` dataset
|
||||
was written.
|
||||
|
||||
### Entity-relationship diagram
|
||||
|
||||
Sample layout for a full collection with `--with-views`:
|
||||
|
||||
```mermaid
|
||||
erDiagram
|
||||
rates {
|
||||
TEXT symbol "dedup key"
|
||||
INTEGER timeframe "dedup key"
|
||||
TEXT time "dedup key"
|
||||
REAL open
|
||||
REAL high
|
||||
REAL low
|
||||
REAL close
|
||||
INTEGER tick_volume
|
||||
INTEGER spread
|
||||
INTEGER real_volume
|
||||
}
|
||||
|
||||
ticks {
|
||||
TEXT symbol "dedup key"
|
||||
TEXT time "dedup key"
|
||||
INTEGER time_msc "dedup key (preferred)"
|
||||
REAL bid
|
||||
REAL ask
|
||||
REAL last
|
||||
INTEGER volume
|
||||
INTEGER flags
|
||||
REAL volume_real
|
||||
}
|
||||
|
||||
history_orders {
|
||||
INTEGER ticket "dedup key"
|
||||
TEXT symbol
|
||||
TEXT time
|
||||
INTEGER type
|
||||
INTEGER state
|
||||
REAL volume_initial
|
||||
REAL price_open
|
||||
REAL price_current
|
||||
INTEGER magic
|
||||
}
|
||||
|
||||
history_deals {
|
||||
INTEGER ticket "dedup key"
|
||||
INTEGER order
|
||||
INTEGER position_id "groups position view"
|
||||
TEXT symbol
|
||||
TEXT time
|
||||
INTEGER type "0/1 trade, else cash event"
|
||||
INTEGER entry "0 IN, 1 OUT, 2 INOUT, 3 OUT_BY"
|
||||
REAL volume
|
||||
REAL price
|
||||
REAL profit
|
||||
REAL commission
|
||||
REAL swap
|
||||
REAL fee
|
||||
}
|
||||
|
||||
cash_events {
|
||||
INTEGER ticket
|
||||
TEXT symbol
|
||||
TEXT time
|
||||
INTEGER type
|
||||
REAL profit
|
||||
}
|
||||
|
||||
positions_reconstructed {
|
||||
INTEGER position_id
|
||||
TEXT symbol
|
||||
TEXT open_time
|
||||
TEXT close_time
|
||||
INTEGER direction
|
||||
REAL volume_open
|
||||
REAL volume_close
|
||||
REAL volume_reversal
|
||||
REAL open_price
|
||||
REAL close_price
|
||||
REAL total_profit
|
||||
INTEGER reversal_count
|
||||
INTEGER deals_count
|
||||
}
|
||||
|
||||
rates ||--o{ history_deals : "symbol (logical)"
|
||||
ticks ||--o{ history_deals : "symbol (logical)"
|
||||
history_orders ||--o{ history_deals : "order ~ ticket (logical)"
|
||||
history_deals ||--|| cash_events : "VIEW: type NOT IN (0,1)"
|
||||
history_deals ||--o{ positions_reconstructed : "VIEW: GROUP BY position_id"
|
||||
```
|
||||
|
||||
### Tables and views
|
||||
|
||||
| Object | Kind | Source | Notes |
|
||||
| ------------------------- | ----- | -------------------- | ------------------------------------------------------------------------------------------- |
|
||||
| `rates` | table | `copy_rates_range` | Indexed on `(symbol, timeframe, time)` when columns exist. |
|
||||
| `ticks` | table | `copy_ticks_range` | Indexed on `(symbol, time)` when columns exist. |
|
||||
| `history_orders` | table | `history_orders_get` | Fetched per `--symbol`, then concatenated. |
|
||||
| `history_deals` | table | `history_deals_get` | Fetched per `--symbol`, then concatenated. Indexed on `(position_id, symbol)` when present. |
|
||||
| `cash_events` | view | `history_deals` | Non-trade deal types (deposits, balance ops, etc.). Requires `type` column. |
|
||||
| `positions_reconstructed` | view | `history_deals` | One row per closed `position_id`; volume-weighted prices and reversal stats. |
|
||||
|
||||
Column sets can vary with terminal and pdmt5 version. Views are skipped with a warning
|
||||
when required columns are missing.
|
||||
|
||||
### Incremental collection
|
||||
|
||||
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 legacy
|
||||
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
|
||||
|
||||
Use `load_rate_data()` to load a table or view from a SQLite path, or
|
||||
`load_rate_data_from_connection()` when you already have a connection:
|
||||
|
||||
```python
|
||||
from pathlib import Path
|
||||
|
||||
from mt5cli import load_rate_data
|
||||
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)
|
||||
```
|
||||
|
||||
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.
|
||||
@@ -1,120 +0,0 @@
|
||||
# API Reference
|
||||
|
||||
This section contains the complete API documentation for mt5cli.
|
||||
|
||||
## Modules
|
||||
|
||||
The mt5cli package consists of the following modules:
|
||||
|
||||
### [CLI](cli.md)
|
||||
|
||||
Command-line interface module providing typer-based commands for exporting MetaTrader 5 data to CSV, JSON, Parquet, and SQLite3 formats.
|
||||
|
||||
### [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*"
|
||||
```
|
||||
|
||||
## Python API
|
||||
|
||||
```python
|
||||
from datetime import UTC, datetime
|
||||
from pathlib import Path
|
||||
|
||||
from mt5cli import (
|
||||
Dataset,
|
||||
IfExists,
|
||||
Mt5CliClient,
|
||||
collect_history,
|
||||
copy_rates_range,
|
||||
detect_format,
|
||||
export_dataframe,
|
||||
export_dataframe_to_sqlite,
|
||||
minimum_margins,
|
||||
recent_ticks,
|
||||
)
|
||||
from mt5cli.history import resolve_rate_view_name
|
||||
|
||||
# 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")
|
||||
|
||||
# Append to SQLite with deduplication
|
||||
export_dataframe_to_sqlite(
|
||||
rates,
|
||||
Path("history.db"),
|
||||
"rates",
|
||||
if_exists=IfExists.APPEND,
|
||||
deduplicate_on=("symbol", "timeframe", "time"),
|
||||
)
|
||||
|
||||
# Resolve rate compatibility views and fetch recent ticks
|
||||
view = resolve_rate_view_name(Path("history.db"), "EURUSD", "M1")
|
||||
ticks = recent_ticks("EURUSD", seconds=300)
|
||||
margins = minimum_margins("EURUSD")
|
||||
|
||||
# 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),
|
||||
)
|
||||
```
|
||||
|
||||
## Examples
|
||||
|
||||
See individual module pages for detailed usage examples and code samples.
|
||||
@@ -1,3 +0,0 @@
|
||||
# SDK Module
|
||||
|
||||
::: mt5cli.sdk
|
||||
@@ -1,3 +0,0 @@
|
||||
# Utils Module
|
||||
|
||||
::: mt5cli.utils
|
||||
-225
@@ -1,225 +0,0 @@
|
||||
# mt5cli
|
||||
|
||||
Command-line tool for MetaTrader 5 data export.
|
||||
|
||||
## 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.
|
||||
|
||||
## Features
|
||||
|
||||
- **Multi-format export**: CSV, JSON, Parquet, and SQLite3 output formats
|
||||
- **Auto-detection**: Format detection from file extensions
|
||||
- **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
|
||||
|
||||
```bash
|
||||
pip install mt5cli
|
||||
```
|
||||
|
||||
## Programmatic usage / SDK usage
|
||||
|
||||
mt5cli can be used as a small Python SDK for read-only MetaTrader 5 data collection. SDK functions return pandas DataFrames without writing files. Use `export_dataframe` or `export_dataframe_to_sqlite` when you need to persist results.
|
||||
|
||||
```python
|
||||
from datetime import UTC, datetime
|
||||
from pathlib import Path
|
||||
|
||||
from mt5cli import (
|
||||
Mt5CliClient,
|
||||
collect_history,
|
||||
copy_rates_range,
|
||||
export_dataframe,
|
||||
export_dataframe_to_sqlite,
|
||||
load_rate_data,
|
||||
minimum_margins,
|
||||
recent_ticks,
|
||||
)
|
||||
from mt5cli.history import resolve_rate_view_name
|
||||
|
||||
# One-off fetch with module-level helpers
|
||||
rates = copy_rates_range(
|
||||
"EURUSD",
|
||||
timeframe="H1",
|
||||
date_from="2024-01-01",
|
||||
date_to="2024-02-01",
|
||||
)
|
||||
export_dataframe(rates, Path("rates.csv"), "csv")
|
||||
|
||||
# Resolve SQLite rate compatibility views for downstream tools
|
||||
view = resolve_rate_view_name(Path("history.db"), "EURUSD", "M1", require_existing=True)
|
||||
offline_rates = load_rate_data(Path("history.db"), view, count=1000)
|
||||
|
||||
# Recent tick window and minimum margin summary
|
||||
ticks = recent_ticks("EURUSD", seconds=300)
|
||||
margins = minimum_margins("EURUSD")
|
||||
|
||||
# Reuse one MT5 connection for multiple calls
|
||||
with Mt5CliClient(login=12345, password="secret", server="Broker-Demo") as client:
|
||||
account = client.account_info()
|
||||
positions = client.positions()
|
||||
latest = client.latest_rates("EURUSD", "M1", count=100)
|
||||
summary = client.mt5_summary()
|
||||
summary_table = client.mt5_summary_as_df()
|
||||
|
||||
# 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,
|
||||
)
|
||||
```
|
||||
|
||||
Timeframes, tick flags, and ISO 8601 date strings are accepted wherever noted in the SDK API.
|
||||
|
||||
`Mt5CliClient.mt5_summary()` returns the SDK structured form as plain nested Python values. Use `Mt5CliClient.mt5_summary_as_df()` when you need a one-row DataFrame for export. The `mt5-summary` CLI command uses this tabular form, so nested terminal/account fields are JSON-encoded strings that are safe for CSV, JSON, Parquet, and SQLite output.
|
||||
|
||||
## Quick Start
|
||||
|
||||
```bash
|
||||
# Export account information to CSV
|
||||
mt5cli -o account.csv account-info
|
||||
|
||||
# Export EURUSD M1 rates to Parquet
|
||||
mt5cli -o rates.parquet rates-from --symbol EURUSD --timeframe M1 \
|
||||
--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 symbols to SQLite3 with custom table name
|
||||
mt5cli -o data.db --table symbols symbols --group "*USD*"
|
||||
|
||||
# Export with connection credentials
|
||||
mt5cli --login 12345 --password mypass --server MyBroker-Demo \
|
||||
-o positions.csv positions
|
||||
```
|
||||
|
||||
## Commands
|
||||
|
||||
### Rates
|
||||
|
||||
| Command | Description |
|
||||
| ---------------- | ---------------------------------- |
|
||||
| `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 |
|
||||
| `ticks-recent` | Export ticks from a trailing window |
|
||||
|
||||
### Information
|
||||
|
||||
| Command | Description |
|
||||
| ------------------ | --------------------------------------- |
|
||||
| `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 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 |
|
||||
| `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`.
|
||||
|
||||
### Bulk Collection
|
||||
|
||||
| Command | Description |
|
||||
| ----------------- | -------------------------------------------------------------------------------------------------------------------------------------------------- |
|
||||
| `collect-history` | Collect rates, ticks, history-orders, and history-deals for one or more symbols into a single SQLite database (optional cash-event/position views) |
|
||||
|
||||
```bash
|
||||
mt5cli -o history.db collect-history \
|
||||
--symbol EURUSD --symbol GBPUSD \
|
||||
--date-from 2024-01-01 --date-to 2024-02-01 \
|
||||
--dataset rates --dataset history-deals \
|
||||
--timeframe M1 --flags ALL --if-exists append --with-views
|
||||
```
|
||||
|
||||
`collect-history` options:
|
||||
|
||||
| Option | Default | Description |
|
||||
| -------------- | ---------- | --------------------------------------------------------------------------------------------- |
|
||||
| `--symbol/-s` | _required_ | Symbol to collect (repeat for multiple). |
|
||||
| `--date-from` | _required_ | Start date in ISO 8601. |
|
||||
| `--date-to` | _required_ | End date in ISO 8601. |
|
||||
| `--dataset` | all four | Repeatable: `rates`, `ticks`, `history-orders`, `history-deals`. |
|
||||
| `--timeframe` | `M1` | Rates timeframe; recorded in a `timeframe` column on the `rates` table. |
|
||||
| `--flags` | `ALL` | Tick copy flags forwarded to `copy_ticks_range`. |
|
||||
| `--if-exists` | `fail` | `append`, `replace`, or `fail` when a target table already exists. |
|
||||
| `--with-views` | off | Add `cash_events` and `positions_reconstructed` views (requires the `history-deals` dataset). |
|
||||
|
||||
History orders and deals are fetched per symbol and concatenated, so the symbol filter is applied consistently across all datasets. The `cash_events` view is derived from symbol-filtered `history_deals`, so account-level cash events with empty or non-matching symbols may be excluded. The `positions_reconstructed` view excludes positions with no closing deal, uses volume-weighted open/close prices, and reports reversal deals (`DEAL_ENTRY_INOUT`) via `volume_reversal` / `reversal_count`.
|
||||
|
||||
See the [History schema diagram](api/history.md#entity-relationship-diagram) for a sample ER layout of the resulting database.
|
||||
|
||||
## Global Options
|
||||
|
||||
| Option | Description |
|
||||
| -------------- | ------------------------------------------------------- |
|
||||
| `-o, --output` | Output file path (required) |
|
||||
| `-f, --format` | Output format (auto-detected from extension if omitted) |
|
||||
| `--table` | Table name for SQLite3 output (default: "data") |
|
||||
| `--login` | Trading account login |
|
||||
| `--password` | Trading account password |
|
||||
| `--server` | Trading server name |
|
||||
| `--path` | Path to MetaTrader5 terminal EXE file |
|
||||
| `--timeout` | Connection timeout in milliseconds |
|
||||
| `--log-level` | Logging level (DEBUG, INFO, WARNING, ERROR) |
|
||||
|
||||
## Requirements
|
||||
|
||||
- Python 3.11+
|
||||
- Windows OS (MetaTrader 5 requirement)
|
||||
- MetaTrader 5 platform
|
||||
|
||||
## API Reference
|
||||
|
||||
Browse the API documentation for detailed module information:
|
||||
|
||||
- [CLI Module](api/cli.md) - CLI application with export commands
|
||||
- [SDK Module](api/sdk.md) - Programmatic read-only data collection API
|
||||
- [Utils Module](api/utils.md) - Constants, parameter types, parsers, and export utilities
|
||||
|
||||
## Development
|
||||
|
||||
This project follows strict code quality standards:
|
||||
|
||||
- Type hints required (strict mode)
|
||||
- Comprehensive linting with Ruff
|
||||
- Test coverage tracking
|
||||
- Google-style docstrings
|
||||
|
||||
## License
|
||||
|
||||
MIT License - see [LICENSE](https://github.com/dceoy/mt5cli/blob/main/LICENSE) file for details.
|
||||
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<div class="col-md-9" role="main">
|
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|
||||
<h1 id="mt5cli">mt5cli<a class="headerlink" href="#mt5cli" title="Permanent link">¶</a></h1>
|
||||
<p>Generic MT5 data and execution infrastructure for Python applications.</p>
|
||||
<h2 id="overview">Overview<a class="headerlink" href="#overview" title="Permanent link">¶</a></h2>
|
||||
<p>mt5cli provides a stable <code>MT5Client</code> Python API, standardized dataset schemas, storage helpers, and a CLI for exporting MetaTrader 5 data. It is built on top of <a href="https://github.com/dceoy/pdmt5">pdmt5</a>, a pandas-based data handler for MetaTrader 5.</p>
|
||||
<h2 id="architecture">Architecture<a class="headerlink" href="#architecture" title="Permanent link">¶</a></h2>
|
||||
<ul>
|
||||
<li><strong>pdmt5</strong> — canonical MT5 client, DataFrame/trading primitives, and MT5 constant parsing (<code>TIMEFRAME_*</code>, <code>COPY_TICKS_*</code>, order types).</li>
|
||||
<li><strong>mt5cli</strong> — public <code>MT5Client</code> API, schema contracts, storage helpers, CLI commands, and SQLite history collection built on pdmt5.</li>
|
||||
<li><strong>mt5api</strong> — sibling HTTP adapter for remote MT5 access; not a dependency of mt5cli.</li>
|
||||
</ul>
|
||||
<h2 id="features">Features<a class="headerlink" href="#features" title="Permanent link">¶</a></h2>
|
||||
<ul>
|
||||
<li><strong>Multi-format export</strong>: CSV, JSON, Parquet, and SQLite3 output formats</li>
|
||||
<li><strong>Auto-detection</strong>: Format detection from file extensions</li>
|
||||
<li><strong>Comprehensive data access</strong>: Rates, ticks, account info, symbols, orders, positions, and trading history</li>
|
||||
<li><strong>Flexible timeframes</strong>: Named timeframes (M1, H1, D1, etc.) and numeric values</li>
|
||||
<li><strong>Connection management</strong>: Optional credentials, server, and timeout configuration</li>
|
||||
<li><strong>SQLite rate loading</strong>: Load mt5cli-managed rate tables/views for offline workflows</li>
|
||||
</ul>
|
||||
<h2 id="installation">Installation<a class="headerlink" href="#installation" title="Permanent link">¶</a></h2>
|
||||
<div class="highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a>pip<span class="w"> </span>install<span class="w"> </span>mt5cli
|
||||
</code></pre></div>
|
||||
<p>Parquet export is not included by default. To enable it, install the <code>parquet</code> extra:</p>
|
||||
<div class="highlight"><pre><span></span><code><a id="__codelineno-1-1" name="__codelineno-1-1" href="#__codelineno-1-1"></a>pip<span class="w"> </span>install<span class="w"> </span><span class="s2">"mt5cli[parquet]"</span>
|
||||
</code></pre></div>
|
||||
<h2 id="python-api-for-downstream-packages">Python API for downstream packages<a class="headerlink" href="#python-api-for-downstream-packages" title="Permanent link">¶</a></h2>
|
||||
<p>Import <code>MT5Client</code> for generic MT5 data access, schema normalization, and optional order primitives.</p>
|
||||
<div class="highlight"><pre><span></span><code><a id="__codelineno-2-1" name="__codelineno-2-1" href="#__codelineno-2-1"></a><span class="kn">from</span><span class="w"> </span><span class="nn">datetime</span><span class="w"> </span><span class="kn">import</span> <span class="n">UTC</span><span class="p">,</span> <span class="n">datetime</span>
|
||||
<a id="__codelineno-2-2" name="__codelineno-2-2" href="#__codelineno-2-2"></a><span class="kn">from</span><span class="w"> </span><span class="nn">pathlib</span><span class="w"> </span><span class="kn">import</span> <span class="n">Path</span>
|
||||
<a id="__codelineno-2-3" name="__codelineno-2-3" href="#__codelineno-2-3"></a>
|
||||
<a id="__codelineno-2-4" name="__codelineno-2-4" href="#__codelineno-2-4"></a><span class="kn">from</span><span class="w"> </span><span class="nn">mt5cli</span><span class="w"> </span><span class="kn">import</span> <span class="p">(</span>
|
||||
<a id="__codelineno-2-5" name="__codelineno-2-5" href="#__codelineno-2-5"></a> <span class="n">MT5Client</span><span class="p">,</span>
|
||||
<a id="__codelineno-2-6" name="__codelineno-2-6" href="#__codelineno-2-6"></a> <span class="n">build_config</span><span class="p">,</span>
|
||||
<a id="__codelineno-2-7" name="__codelineno-2-7" href="#__codelineno-2-7"></a> <span class="n">collect_history</span><span class="p">,</span>
|
||||
<a id="__codelineno-2-8" name="__codelineno-2-8" href="#__codelineno-2-8"></a> <span class="n">mt5_session</span><span class="p">,</span>
|
||||
<a id="__codelineno-2-9" name="__codelineno-2-9" href="#__codelineno-2-9"></a><span class="p">)</span>
|
||||
<a id="__codelineno-2-10" name="__codelineno-2-10" href="#__codelineno-2-10"></a><span class="kn">from</span><span class="w"> </span><span class="nn">mt5cli.history</span><span class="w"> </span><span class="kn">import</span> <span class="n">load_rate_data</span><span class="p">,</span> <span class="n">resolve_rate_view_name</span>
|
||||
<a id="__codelineno-2-11" name="__codelineno-2-11" href="#__codelineno-2-11"></a><span class="kn">from</span><span class="w"> </span><span class="nn">mt5cli.schemas</span><span class="w"> </span><span class="kn">import</span> <span class="n">DataKind</span><span class="p">,</span> <span class="n">normalize_dataframe</span>
|
||||
<a id="__codelineno-2-12" name="__codelineno-2-12" href="#__codelineno-2-12"></a><span class="kn">from</span><span class="w"> </span><span class="nn">mt5cli.sdk</span><span class="w"> </span><span class="kn">import</span> <span class="n">minimum_margins</span><span class="p">,</span> <span class="n">recent_ticks</span>
|
||||
<a id="__codelineno-2-13" name="__codelineno-2-13" href="#__codelineno-2-13"></a><span class="kn">from</span><span class="w"> </span><span class="nn">mt5cli.utils</span><span class="w"> </span><span class="kn">import</span> <span class="n">Dataset</span><span class="p">,</span> <span class="n">export_dataframe</span>
|
||||
<a id="__codelineno-2-14" name="__codelineno-2-14" href="#__codelineno-2-14"></a>
|
||||
<a id="__codelineno-2-15" name="__codelineno-2-15" href="#__codelineno-2-15"></a><span class="c1"># Persistent session for multiple calls</span>
|
||||
<a id="__codelineno-2-16" name="__codelineno-2-16" href="#__codelineno-2-16"></a><span class="k">with</span> <span class="n">mt5_session</span><span class="p">(</span><span class="n">build_config</span><span class="p">(</span><span class="n">login</span><span class="o">=</span><span class="mi">12345</span><span class="p">,</span> <span class="n">server</span><span class="o">=</span><span class="s2">"Broker-Demo"</span><span class="p">))</span> <span class="k">as</span> <span class="n">client</span><span class="p">:</span>
|
||||
<a id="__codelineno-2-17" name="__codelineno-2-17" href="#__codelineno-2-17"></a> <span class="n">rates</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">copy_rates_range</span><span class="p">(</span>
|
||||
<a id="__codelineno-2-18" name="__codelineno-2-18" href="#__codelineno-2-18"></a> <span class="s2">"EURUSD"</span><span class="p">,</span>
|
||||
<a id="__codelineno-2-19" name="__codelineno-2-19" href="#__codelineno-2-19"></a> <span class="n">timeframe</span><span class="o">=</span><span class="s2">"H1"</span><span class="p">,</span>
|
||||
<a id="__codelineno-2-20" name="__codelineno-2-20" href="#__codelineno-2-20"></a> <span class="n">date_from</span><span class="o">=</span><span class="s2">"2024-01-01"</span><span class="p">,</span>
|
||||
<a id="__codelineno-2-21" name="__codelineno-2-21" href="#__codelineno-2-21"></a> <span class="n">date_to</span><span class="o">=</span><span class="s2">"2024-02-01"</span><span class="p">,</span>
|
||||
<a id="__codelineno-2-22" name="__codelineno-2-22" href="#__codelineno-2-22"></a> <span class="p">)</span>
|
||||
<a id="__codelineno-2-23" name="__codelineno-2-23" href="#__codelineno-2-23"></a> <span class="n">positions</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">positions</span><span class="p">()</span>
|
||||
<a id="__codelineno-2-24" name="__codelineno-2-24" href="#__codelineno-2-24"></a> <span class="n">check</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">order_check</span><span class="p">({</span><span class="s2">"action"</span><span class="p">:</span> <span class="mi">1</span><span class="p">,</span> <span class="s2">"symbol"</span><span class="p">:</span> <span class="s2">"EURUSD"</span><span class="p">,</span> <span class="s2">"volume"</span><span class="p">:</span> <span class="mf">0.1</span><span class="p">})</span>
|
||||
<a id="__codelineno-2-25" name="__codelineno-2-25" href="#__codelineno-2-25"></a>
|
||||
<a id="__codelineno-2-26" name="__codelineno-2-26" href="#__codelineno-2-26"></a><span class="c1"># Normalize MT5 frames to the public schema contract before storage</span>
|
||||
<a id="__codelineno-2-27" name="__codelineno-2-27" href="#__codelineno-2-27"></a><span class="n">closed_rates</span> <span class="o">=</span> <span class="n">normalize_dataframe</span><span class="p">(</span>
|
||||
<a id="__codelineno-2-28" name="__codelineno-2-28" href="#__codelineno-2-28"></a> <span class="n">rates</span><span class="p">,</span> <span class="n">DataKind</span><span class="o">.</span><span class="n">rates</span><span class="p">,</span> <span class="n">symbol</span><span class="o">=</span><span class="s2">"EURUSD"</span><span class="p">,</span> <span class="n">timeframe</span><span class="o">=</span><span class="s2">"H1"</span>
|
||||
<a id="__codelineno-2-29" name="__codelineno-2-29" href="#__codelineno-2-29"></a><span class="p">)</span>
|
||||
<a id="__codelineno-2-30" name="__codelineno-2-30" href="#__codelineno-2-30"></a><span class="n">export_dataframe</span><span class="p">(</span><span class="n">closed_rates</span><span class="p">,</span> <span class="n">Path</span><span class="p">(</span><span class="s2">"rates.csv"</span><span class="p">),</span> <span class="s2">"csv"</span><span class="p">)</span>
|
||||
<a id="__codelineno-2-31" name="__codelineno-2-31" href="#__codelineno-2-31"></a>
|
||||
<a id="__codelineno-2-32" name="__codelineno-2-32" href="#__codelineno-2-32"></a><span class="c1"># Offline rate loading from mt5cli-managed SQLite history</span>
|
||||
<a id="__codelineno-2-33" name="__codelineno-2-33" href="#__codelineno-2-33"></a><span class="n">view</span> <span class="o">=</span> <span class="n">resolve_rate_view_name</span><span class="p">(</span><span class="n">Path</span><span class="p">(</span><span class="s2">"history.db"</span><span class="p">),</span> <span class="s2">"EURUSD"</span><span class="p">,</span> <span class="s2">"M1"</span><span class="p">,</span> <span class="n">require_existing</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span>
|
||||
<a id="__codelineno-2-34" name="__codelineno-2-34" href="#__codelineno-2-34"></a><span class="n">offline_rates</span> <span class="o">=</span> <span class="n">load_rate_data</span><span class="p">(</span><span class="n">Path</span><span class="p">(</span><span class="s2">"history.db"</span><span class="p">),</span> <span class="n">view</span><span class="p">,</span> <span class="n">count</span><span class="o">=</span><span class="mi">1000</span><span class="p">)</span>
|
||||
<a id="__codelineno-2-35" name="__codelineno-2-35" href="#__codelineno-2-35"></a>
|
||||
<a id="__codelineno-2-36" name="__codelineno-2-36" href="#__codelineno-2-36"></a><span class="c1"># One-off helpers still work without instantiating a client</span>
|
||||
<a id="__codelineno-2-37" name="__codelineno-2-37" href="#__codelineno-2-37"></a><span class="n">ticks</span> <span class="o">=</span> <span class="n">recent_ticks</span><span class="p">(</span><span class="s2">"EURUSD"</span><span class="p">,</span> <span class="n">seconds</span><span class="o">=</span><span class="mi">300</span><span class="p">)</span>
|
||||
<a id="__codelineno-2-38" name="__codelineno-2-38" href="#__codelineno-2-38"></a><span class="n">margins</span> <span class="o">=</span> <span class="n">minimum_margins</span><span class="p">(</span><span class="s2">"EURUSD"</span><span class="p">)</span>
|
||||
<a id="__codelineno-2-39" name="__codelineno-2-39" href="#__codelineno-2-39"></a>
|
||||
<a id="__codelineno-2-40" name="__codelineno-2-40" href="#__codelineno-2-40"></a><span class="n">collect_history</span><span class="p">(</span>
|
||||
<a id="__codelineno-2-41" name="__codelineno-2-41" href="#__codelineno-2-41"></a> <span class="n">Path</span><span class="p">(</span><span class="s2">"history.db"</span><span class="p">),</span>
|
||||
<a id="__codelineno-2-42" name="__codelineno-2-42" href="#__codelineno-2-42"></a> <span class="n">symbols</span><span class="o">=</span><span class="p">[</span><span class="s2">"EURUSD"</span><span class="p">,</span> <span class="s2">"GBPUSD"</span><span class="p">],</span>
|
||||
<a id="__codelineno-2-43" name="__codelineno-2-43" href="#__codelineno-2-43"></a> <span class="n">date_from</span><span class="o">=</span><span class="n">datetime</span><span class="p">(</span><span class="mi">2024</span><span class="p">,</span> <span class="mi">1</span><span class="p">,</span> <span class="mi">1</span><span class="p">,</span> <span class="n">tzinfo</span><span class="o">=</span><span class="n">UTC</span><span class="p">),</span>
|
||||
<a id="__codelineno-2-44" name="__codelineno-2-44" href="#__codelineno-2-44"></a> <span class="n">date_to</span><span class="o">=</span><span class="n">datetime</span><span class="p">(</span><span class="mi">2024</span><span class="p">,</span> <span class="mi">2</span><span class="p">,</span> <span class="mi">1</span><span class="p">,</span> <span class="n">tzinfo</span><span class="o">=</span><span class="n">UTC</span><span class="p">),</span>
|
||||
<a id="__codelineno-2-45" name="__codelineno-2-45" href="#__codelineno-2-45"></a> <span class="n">datasets</span><span class="o">=</span><span class="p">{</span><span class="n">Dataset</span><span class="o">.</span><span class="n">rates</span><span class="p">,</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span><span class="p">},</span>
|
||||
<a id="__codelineno-2-46" name="__codelineno-2-46" href="#__codelineno-2-46"></a><span class="p">)</span>
|
||||
</code></pre></div>
|
||||
<p>Schema contracts live in <code>mt5cli.schemas</code> (<code>DataKind</code>, <code>validate_schema</code>, <code>normalize_dataframe</code>). Export and storage helpers are in <code>mt5cli.utils</code> (<code>Dataset</code>, <code>export_dataframe</code>) and <code>mt5cli.history</code>.</p>
|
||||
<p><code>MT5Client.order_send()</code> 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 <code>--yes</code> for <code>order-send</code>).</p>
|
||||
<p><code>MT5Client.mt5_summary()</code> returns structured nested Python values. Use <code>MT5Client.mt5_summary_as_df()</code> when you need a one-row DataFrame for export.</p>
|
||||
<h2 id="quick-start">Quick Start<a class="headerlink" href="#quick-start" title="Permanent link">¶</a></h2>
|
||||
<div class="highlight"><pre><span></span><code><a id="__codelineno-3-1" name="__codelineno-3-1" href="#__codelineno-3-1"></a><span class="c1"># Export account information to CSV</span>
|
||||
<a id="__codelineno-3-2" name="__codelineno-3-2" href="#__codelineno-3-2"></a>mt5cli<span class="w"> </span>-o<span class="w"> </span>account.csv<span class="w"> </span>account-info
|
||||
<a id="__codelineno-3-3" name="__codelineno-3-3" href="#__codelineno-3-3"></a>
|
||||
<a id="__codelineno-3-4" name="__codelineno-3-4" href="#__codelineno-3-4"></a><span class="c1"># Export EURUSD M1 rates to Parquet</span>
|
||||
<a id="__codelineno-3-5" name="__codelineno-3-5" href="#__codelineno-3-5"></a>mt5cli<span class="w"> </span>-o<span class="w"> </span>rates.parquet<span class="w"> </span>rates-from<span class="w"> </span>--symbol<span class="w"> </span>EURUSD<span class="w"> </span>--timeframe<span class="w"> </span>M1<span class="w"> </span><span class="se">\</span>
|
||||
<a id="__codelineno-3-6" name="__codelineno-3-6" href="#__codelineno-3-6"></a><span class="w"> </span>--date-from<span class="w"> </span><span class="m">2024</span>-01-01<span class="w"> </span>--count<span class="w"> </span><span class="m">1000</span>
|
||||
<a id="__codelineno-3-7" name="__codelineno-3-7" href="#__codelineno-3-7"></a>
|
||||
<a id="__codelineno-3-8" name="__codelineno-3-8" href="#__codelineno-3-8"></a><span class="c1"># Export ticks to JSON</span>
|
||||
<a id="__codelineno-3-9" name="__codelineno-3-9" href="#__codelineno-3-9"></a>mt5cli<span class="w"> </span>-o<span class="w"> </span>ticks.json<span class="w"> </span>ticks-from<span class="w"> </span>--symbol<span class="w"> </span>EURUSD<span class="w"> </span><span class="se">\</span>
|
||||
<a id="__codelineno-3-10" name="__codelineno-3-10" href="#__codelineno-3-10"></a><span class="w"> </span>--date-from<span class="w"> </span><span class="m">2024</span>-01-01<span class="w"> </span>--count<span class="w"> </span><span class="m">500</span><span class="w"> </span>--flags<span class="w"> </span>ALL
|
||||
<a id="__codelineno-3-11" name="__codelineno-3-11" href="#__codelineno-3-11"></a>
|
||||
<a id="__codelineno-3-12" name="__codelineno-3-12" href="#__codelineno-3-12"></a><span class="c1"># Export symbols to SQLite3 with custom table name</span>
|
||||
<a id="__codelineno-3-13" name="__codelineno-3-13" href="#__codelineno-3-13"></a>mt5cli<span class="w"> </span>-o<span class="w"> </span>data.db<span class="w"> </span>--table<span class="w"> </span>symbols<span class="w"> </span>symbols<span class="w"> </span>--group<span class="w"> </span><span class="s2">"*USD*"</span>
|
||||
<a id="__codelineno-3-14" name="__codelineno-3-14" href="#__codelineno-3-14"></a>
|
||||
<a id="__codelineno-3-15" name="__codelineno-3-15" href="#__codelineno-3-15"></a><span class="c1"># Export with connection credentials from env or placeholders</span>
|
||||
<a id="__codelineno-3-16" name="__codelineno-3-16" href="#__codelineno-3-16"></a><span class="nv">MT5_LOGIN</span><span class="o">=</span><span class="m">12345</span><span class="w"> </span><span class="nv">MT5_PASSWORD</span><span class="o">=</span>secret<span class="w"> </span><span class="nv">MT5_SERVER</span><span class="o">=</span>MyBroker-Demo<span class="w"> </span><span class="se">\</span>
|
||||
<a id="__codelineno-3-17" name="__codelineno-3-17" href="#__codelineno-3-17"></a><span class="w"> </span>mt5cli<span class="w"> </span>-o<span class="w"> </span>positions.csv<span class="w"> </span>positions
|
||||
<a id="__codelineno-3-18" name="__codelineno-3-18" href="#__codelineno-3-18"></a>mt5cli<span class="w"> </span>--login<span class="w"> </span><span class="s1">'${MT5_LOGIN}'</span><span class="w"> </span>--password<span class="w"> </span><span class="s1">'${MT5_PASSWORD}'</span><span class="w"> </span>--server<span class="w"> </span><span class="s1">'${MT5_SERVER}'</span><span class="w"> </span><span class="se">\</span>
|
||||
<a id="__codelineno-3-19" name="__codelineno-3-19" href="#__codelineno-3-19"></a><span class="w"> </span>-o<span class="w"> </span>positions.csv<span class="w"> </span>positions
|
||||
</code></pre></div>
|
||||
<h2 id="commands">Commands<a class="headerlink" href="#commands" title="Permanent link">¶</a></h2>
|
||||
<h3 id="rates">Rates<a class="headerlink" href="#rates" title="Permanent link">¶</a></h3>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Command</th>
|
||||
<th>Description</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td><code>rates-from</code></td>
|
||||
<td>Export rates from a start date</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>rates-from-pos</code></td>
|
||||
<td>Export rates from a start position</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>latest-rates</code></td>
|
||||
<td>Export latest rates</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>rates-range</code></td>
|
||||
<td>Export rates for a date range</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<h3 id="ticks">Ticks<a class="headerlink" href="#ticks" title="Permanent link">¶</a></h3>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Command</th>
|
||||
<th>Description</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td><code>ticks-from</code></td>
|
||||
<td>Export ticks from a start date</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>ticks-range</code></td>
|
||||
<td>Export ticks for a date range</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>ticks-recent</code></td>
|
||||
<td>Export ticks from a trailing window</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<h3 id="information">Information<a class="headerlink" href="#information" title="Permanent link">¶</a></h3>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Command</th>
|
||||
<th>Description</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td><code>account-info</code></td>
|
||||
<td>Export account information</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>terminal-info</code></td>
|
||||
<td>Export terminal information</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>version</code></td>
|
||||
<td>Export MetaTrader 5 version information</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>last-error</code></td>
|
||||
<td>Export the last error information</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>symbols</code></td>
|
||||
<td>Export symbol list</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>symbol-info</code></td>
|
||||
<td>Export symbol details</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>symbol-info-tick</code></td>
|
||||
<td>Export the last tick for a symbol</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>minimum-margins</code></td>
|
||||
<td>Export minimum-volume margin summary</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>market-book</code></td>
|
||||
<td>Export market depth (order book)</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<h3 id="trading-state">Trading State<a class="headerlink" href="#trading-state" title="Permanent link">¶</a></h3>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Command</th>
|
||||
<th>Description</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td><code>orders</code></td>
|
||||
<td>Export active orders</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>positions</code></td>
|
||||
<td>Export open positions</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>history-orders</code></td>
|
||||
<td>Export historical orders</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>history-deals</code></td>
|
||||
<td>Export historical deals</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>recent-history-deals</code></td>
|
||||
<td>Export historical deals from a trailing window</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>mt5-summary</code></td>
|
||||
<td>Export terminal/account status summary</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>order-check</code></td>
|
||||
<td>Check funds sufficiency for a trade request (read-only, no <code>--yes</code>)</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<h3 id="execution-live-mutating">Execution (live / mutating)<a class="headerlink" href="#execution-live-mutating" title="Permanent link">¶</a></h3>
|
||||
<p>These commands send requests to the live trade server and can place or close
|
||||
real trades. Both require <code>--yes</code> for live execution.</p>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Command</th>
|
||||
<th>Description</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td><code>order-send</code></td>
|
||||
<td>Send a <strong>raw</strong> trade request directly to MT5 (<code>--yes</code> required; expert path — no extra validation)</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>close-positions</code></td>
|
||||
<td>Close open positions by <code>--symbol</code> or <code>--ticket</code> (<code>--yes</code> required for live; <code>--dry-run</code> to preview; optional <code>--deviation</code> / <code>--comment</code> / <code>--magic</code>)</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<p>Use <code>order-check</code> (Trading State) to validate funds before running <code>order-send --yes</code>.
|
||||
<code>close-positions</code> is the safer high-level alternative that builds correct close
|
||||
requests automatically. <code>order-send</code> is the expert raw path — downstream
|
||||
applications should prefer dedicated closing helpers or their own risk controls.</p>
|
||||
<h3 id="bulk-collection">Bulk Collection<a class="headerlink" href="#bulk-collection" title="Permanent link">¶</a></h3>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Command</th>
|
||||
<th>Description</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td><code>collect-history</code></td>
|
||||
<td>Collect rates, history-orders, and history-deals (ticks opt-in via <code>--dataset ticks</code>) for one or more symbols into a single SQLite database (optional cash-event/position views)</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>history-gaps</code></td>
|
||||
<td>Export a SQLite-only one-row-per-gap report from managed rate compatibility views without connecting to MT5</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<div class="highlight"><pre><span></span><code><a id="__codelineno-4-1" name="__codelineno-4-1" href="#__codelineno-4-1"></a>mt5cli<span class="w"> </span>-o<span class="w"> </span>history.db<span class="w"> </span>collect-history<span class="w"> </span><span class="se">\</span>
|
||||
<a id="__codelineno-4-2" name="__codelineno-4-2" href="#__codelineno-4-2"></a><span class="w"> </span>--symbol<span class="w"> </span>EURUSD<span class="w"> </span>--symbol<span class="w"> </span>GBPUSD<span class="w"> </span><span class="se">\</span>
|
||||
<a id="__codelineno-4-3" name="__codelineno-4-3" href="#__codelineno-4-3"></a><span class="w"> </span>--date-from<span class="w"> </span><span class="m">2024</span>-01-01<span class="w"> </span>--date-to<span class="w"> </span><span class="m">2024</span>-02-01<span class="w"> </span><span class="se">\</span>
|
||||
<a id="__codelineno-4-4" name="__codelineno-4-4" href="#__codelineno-4-4"></a><span class="w"> </span>--dataset<span class="w"> </span>rates<span class="w"> </span>--dataset<span class="w"> </span>history-deals<span class="w"> </span><span class="se">\</span>
|
||||
<a id="__codelineno-4-5" name="__codelineno-4-5" href="#__codelineno-4-5"></a><span class="w"> </span>--timeframe<span class="w"> </span>M1<span class="w"> </span>--flags<span class="w"> </span>ALL<span class="w"> </span>--if-exists<span class="w"> </span>append<span class="w"> </span>--with-views
|
||||
</code></pre></div>
|
||||
<p><code>collect-history</code> options:</p>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Option</th>
|
||||
<th>Default</th>
|
||||
<th>Description</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td><code>--symbol/-s</code></td>
|
||||
<td><em>required</em></td>
|
||||
<td>Symbol to collect (repeat for multiple).</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>--date-from</code></td>
|
||||
<td><em>required</em></td>
|
||||
<td>Start date in ISO 8601.</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>--date-to</code></td>
|
||||
<td><em>required</em></td>
|
||||
<td>End date in ISO 8601.</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>--dataset</code></td>
|
||||
<td>rates, history-orders, history-deals</td>
|
||||
<td>Repeatable: <code>rates</code>, <code>ticks</code>, <code>history-orders</code>, <code>history-deals</code>. Ticks are opt-in: pass <code>--dataset ticks</code> to include them.</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>--timeframe</code></td>
|
||||
<td><code>M1</code></td>
|
||||
<td>Rates timeframe; recorded in a <code>timeframe</code> column on the <code>rates</code> table.</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>--flags</code></td>
|
||||
<td><code>ALL</code></td>
|
||||
<td>Tick copy flags forwarded to <code>copy_ticks_range</code>.</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>--if-exists</code></td>
|
||||
<td><code>fail</code></td>
|
||||
<td><code>append</code>, <code>replace</code>, or <code>fail</code> when a target table already exists.</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>--with-views</code></td>
|
||||
<td>off</td>
|
||||
<td>Add <code>cash_events</code> and <code>positions_reconstructed</code> views (requires the <code>history-deals</code> dataset).</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<p>History orders and deals are fetched per symbol and concatenated, so the symbol filter is applied consistently across all datasets. The <code>cash_events</code> view is derived from symbol-filtered <code>history_deals</code>, so account-level cash events with empty or non-matching symbols may be excluded. The <code>positions_reconstructed</code> view excludes positions with no closing deal, uses volume-weighted open/close prices, and reports reversal deals (<code>DEAL_ENTRY_INOUT</code>) via <code>volume_reversal</code> / <code>reversal_count</code>.</p>
|
||||
<p>See the <a href="api/history/#entity-relationship-diagram">History schema diagram</a> for a sample ER layout of the resulting database.</p>
|
||||
<h2 id="global-options">Global Options<a class="headerlink" href="#global-options" title="Permanent link">¶</a></h2>
|
||||
<table>
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Option</th>
|
||||
<th>Description</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td><code>-o, --output</code></td>
|
||||
<td>Output file path (required)</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>-f, --format</code></td>
|
||||
<td>Output format (auto-detected from extension if omitted)</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>--table</code></td>
|
||||
<td>Table name for SQLite3 output (default: "data")</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>--login</code></td>
|
||||
<td>Trading account login</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>--password</code></td>
|
||||
<td>Trading account password (<code>MT5_PASSWORD</code>)</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>--server</code></td>
|
||||
<td>Trading server name</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>--path</code></td>
|
||||
<td>Path to MetaTrader5 terminal EXE file</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>--timeout</code></td>
|
||||
<td>Connection timeout in milliseconds</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td><code>--log-level</code></td>
|
||||
<td>Logging level (DEBUG, INFO, WARNING, ERROR)</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<h2 id="requirements">Requirements<a class="headerlink" href="#requirements" title="Permanent link">¶</a></h2>
|
||||
<ul>
|
||||
<li>Python 3.11+</li>
|
||||
<li>Windows OS (MetaTrader 5 requirement)</li>
|
||||
<li>MetaTrader 5 platform</li>
|
||||
</ul>
|
||||
<h2 id="api-reference">API Reference<a class="headerlink" href="#api-reference" title="Permanent link">¶</a></h2>
|
||||
<p>Browse the API documentation for detailed module information:</p>
|
||||
<ul>
|
||||
<li><a href="api/cli/">CLI Module</a> - CLI application with data export and execution commands</li>
|
||||
<li><a href="api/sdk/">SDK Module</a> - Programmatic read-only data collection API</li>
|
||||
<li><a href="api/utils/">Utils Module</a> - Constants, parameter types, parsers, and export utilities</li>
|
||||
</ul>
|
||||
<h2 id="development">Development<a class="headerlink" href="#development" title="Permanent link">¶</a></h2>
|
||||
<p>This project follows strict code quality standards:</p>
|
||||
<ul>
|
||||
<li>Type hints required (strict mode)</li>
|
||||
<li>Comprehensive linting with Ruff</li>
|
||||
<li>Test coverage tracking</li>
|
||||
<li>Google-style docstrings</li>
|
||||
</ul>
|
||||
<h2 id="license">License<a class="headerlink" href="#license" title="Permanent link">¶</a></h2>
|
||||
<p>MIT License - see <a href="https://github.com/dceoy/mt5cli/blob/main/LICENSE">LICENSE</a> file for details.</p></div>
|
||||
</div>
|
||||
</div>
|
||||
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<footer class="col-md-12">
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<hr>
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<td class="next shortcut"><kbd>n</kbd></td>
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<td>Next page</td>
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<tr>
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<td>Previous page</td>
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</tr>
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<td class="search shortcut"><kbd>s</kbd></td>
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<td>Search</td>
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+287
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// that pushes the main container down.
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if (item.nextElementSibling.classList.contains('show')) {
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hideInnerDropdown(item);
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} else {
|
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showInnerDropdown(item);
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}
|
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|
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e.stopPropagation();
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e.preventDefault();
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document.querySelectorAll('.dropdown-menu').forEach(function(menu) {
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// See https://www.cambiaresearch.com/articles/15/javascript-char-codes-key-codes
|
||||
// We only list common keys below. Obscure keys are omitted and their use is discouraged.
|
||||
var keyCodes = {
|
||||
8: 'backspace',
|
||||
9: 'tab',
|
||||
13: 'enter',
|
||||
16: 'shift',
|
||||
17: 'ctrl',
|
||||
18: 'alt',
|
||||
19: 'pause/break',
|
||||
20: 'caps lock',
|
||||
27: 'escape',
|
||||
32: 'spacebar',
|
||||
33: 'page up',
|
||||
34: 'page down',
|
||||
35: 'end',
|
||||
36: 'home',
|
||||
37: '←',
|
||||
38: '↑',
|
||||
39: '→',
|
||||
40: '↓',
|
||||
45: 'insert',
|
||||
46: 'delete',
|
||||
48: '0',
|
||||
49: '1',
|
||||
50: '2',
|
||||
51: '3',
|
||||
52: '4',
|
||||
53: '5',
|
||||
54: '6',
|
||||
55: '7',
|
||||
56: '8',
|
||||
57: '9',
|
||||
65: 'a',
|
||||
66: 'b',
|
||||
67: 'c',
|
||||
68: 'd',
|
||||
69: 'e',
|
||||
70: 'f',
|
||||
71: 'g',
|
||||
72: 'h',
|
||||
73: 'i',
|
||||
74: 'j',
|
||||
75: 'k',
|
||||
76: 'l',
|
||||
77: 'm',
|
||||
78: 'n',
|
||||
79: 'o',
|
||||
80: 'p',
|
||||
81: 'q',
|
||||
82: 'r',
|
||||
83: 's',
|
||||
84: 't',
|
||||
85: 'u',
|
||||
86: 'v',
|
||||
87: 'w',
|
||||
88: 'x',
|
||||
89: 'y',
|
||||
90: 'z',
|
||||
91: 'Left Windows Key / Left ⌘',
|
||||
92: 'Right Windows Key',
|
||||
93: 'Windows Menu / Right ⌘',
|
||||
96: 'numpad 0',
|
||||
97: 'numpad 1',
|
||||
98: 'numpad 2',
|
||||
99: 'numpad 3',
|
||||
100: 'numpad 4',
|
||||
101: 'numpad 5',
|
||||
102: 'numpad 6',
|
||||
103: 'numpad 7',
|
||||
104: 'numpad 8',
|
||||
105: 'numpad 9',
|
||||
106: 'multiply',
|
||||
107: 'add',
|
||||
109: 'subtract',
|
||||
110: 'decimal point',
|
||||
111: 'divide',
|
||||
112: 'f1',
|
||||
113: 'f2',
|
||||
114: 'f3',
|
||||
115: 'f4',
|
||||
116: 'f5',
|
||||
117: 'f6',
|
||||
118: 'f7',
|
||||
119: 'f8',
|
||||
120: 'f9',
|
||||
121: 'f10',
|
||||
122: 'f11',
|
||||
123: 'f12',
|
||||
124: 'f13',
|
||||
125: 'f14',
|
||||
126: 'f15',
|
||||
127: 'f16',
|
||||
128: 'f17',
|
||||
129: 'f18',
|
||||
130: 'f19',
|
||||
131: 'f20',
|
||||
132: 'f21',
|
||||
133: 'f22',
|
||||
134: 'f23',
|
||||
135: 'f24',
|
||||
144: 'num lock',
|
||||
145: 'scroll lock',
|
||||
186: ';',
|
||||
187: '=',
|
||||
188: ',',
|
||||
189: '‐',
|
||||
190: '.',
|
||||
191: '?',
|
||||
192: '`',
|
||||
219: '[',
|
||||
220: '\',
|
||||
221: ']',
|
||||
222: ''',
|
||||
};
|
||||
Vendored
+7
File diff suppressed because one or more lines are too long
File diff suppressed because one or more lines are too long
@@ -0,0 +1,65 @@
|
||||
function setColorMode(mode) {
|
||||
// Switch between light/dark theme. `mode` is a string value of either 'dark' or 'light'.
|
||||
var hljs_light = document.getElementById('hljs-light'),
|
||||
hljs_dark = document.getElementById('hljs-dark');
|
||||
document.documentElement.setAttribute('data-bs-theme', mode);
|
||||
if (mode == 'dark') {
|
||||
hljs_light.disabled = true;
|
||||
hljs_dark.disabled = false;
|
||||
} else {
|
||||
hljs_dark.disabled = true;
|
||||
hljs_light.disabled = false;
|
||||
}
|
||||
}
|
||||
|
||||
function updateModeToggle(mode) {
|
||||
// Update icon and toggle checkmarks of color mode selector.
|
||||
var menu = document.getElementById('theme-menu');
|
||||
document.querySelectorAll('[data-bs-theme-value]')
|
||||
.forEach(function(toggle) {
|
||||
if (mode == toggle.getAttribute('data-bs-theme-value')) {
|
||||
toggle.setAttribute('aria-pressed', 'true');
|
||||
toggle.lastElementChild.classList.remove('d-none');
|
||||
menu.firstElementChild.setAttribute('class', toggle.firstElementChild.getAttribute('class'));
|
||||
} else {
|
||||
toggle.setAttribute('aria-pressed', 'false');
|
||||
toggle.lastElementChild.classList.add('d-none');
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
function onSystemColorSchemeChange(event) {
|
||||
// Update site color mode to match system color mode.
|
||||
setColorMode(event.matches ? 'dark' : 'light');
|
||||
}
|
||||
|
||||
var mql = window.matchMedia('(prefers-color-scheme: dark)'),
|
||||
defaultMode = document.documentElement.getAttribute('data-bs-theme'),
|
||||
storedMode = localStorage.getItem('mkdocs-colormode');
|
||||
if (storedMode && storedMode != 'auto') {
|
||||
setColorMode(storedMode);
|
||||
updateModeToggle(storedMode);
|
||||
} else if (storedMode == 'auto' || defaultMode == 'auto') {
|
||||
setColorMode(mql.matches ? 'dark' : 'light');
|
||||
updateModeToggle('auto');
|
||||
mql.addEventListener('change', onSystemColorSchemeChange);
|
||||
} else {
|
||||
setColorMode(defaultMode);
|
||||
updateModeToggle(defaultMode);
|
||||
}
|
||||
|
||||
document.querySelectorAll('[data-bs-theme-value]')
|
||||
.forEach(function(toggle) {
|
||||
toggle.addEventListener('click', function (e) {
|
||||
var mode = e.currentTarget.getAttribute('data-bs-theme-value');
|
||||
localStorage.setItem('mkdocs-colormode', mode);
|
||||
if (mode == 'auto') {
|
||||
setColorMode(mql.matches ? 'dark' : 'light');
|
||||
mql.addEventListener('change', onSystemColorSchemeChange);
|
||||
} else {
|
||||
setColorMode(mode);
|
||||
mql.removeEventListener('change', onSystemColorSchemeChange);
|
||||
}
|
||||
updateModeToggle(mode);
|
||||
});
|
||||
});
|
||||
-75
@@ -1,75 +0,0 @@
|
||||
site_name: mt5cli API Documentation
|
||||
site_description: Command-line tool for MetaTrader 5
|
||||
site_author: dceoy
|
||||
site_url: https://github.com/dceoy/mt5cli
|
||||
|
||||
repo_name: dceoy/mt5cli
|
||||
repo_url: https://github.com/dceoy/mt5cli
|
||||
|
||||
theme:
|
||||
name: material
|
||||
palette:
|
||||
- scheme: default
|
||||
primary: blue
|
||||
accent: blue
|
||||
toggle:
|
||||
icon: material/brightness-7
|
||||
name: Switch to dark mode
|
||||
- scheme: slate
|
||||
primary: blue
|
||||
accent: blue
|
||||
toggle:
|
||||
icon: material/brightness-4
|
||||
name: Switch to light mode
|
||||
features:
|
||||
- content.code.annotate
|
||||
- content.code.copy
|
||||
- content.code.mermaid
|
||||
- navigation.indexes
|
||||
- navigation.sections
|
||||
- navigation.tabs
|
||||
- navigation.top
|
||||
- search.highlight
|
||||
- search.share
|
||||
- search.suggest
|
||||
- toc.follow
|
||||
|
||||
plugins:
|
||||
- search
|
||||
- mkdocstrings:
|
||||
handlers:
|
||||
python:
|
||||
paths: [.]
|
||||
options:
|
||||
show_source: true
|
||||
show_root_heading: true
|
||||
show_root_toc_entry: true
|
||||
docstring_style: google
|
||||
docstring_section_style: table
|
||||
separate_signature: true
|
||||
show_signature_annotations: true
|
||||
signature_crossrefs: true
|
||||
merge_init_into_class: true
|
||||
show_if_no_docstring: true
|
||||
|
||||
nav:
|
||||
- Home: index.md
|
||||
- API Reference:
|
||||
- Overview: api/index.md
|
||||
- CLI: api/cli.md
|
||||
- SDK: api/sdk.md
|
||||
- History Collection (SQLite): api/history.md
|
||||
- Utils: api/utils.md
|
||||
|
||||
markdown_extensions:
|
||||
- admonition
|
||||
- pymdownx.details
|
||||
- pymdownx.superfences
|
||||
- pymdownx.highlight:
|
||||
anchor_linenums: true
|
||||
- pymdownx.inlinehilite
|
||||
- pymdownx.snippets
|
||||
- pymdownx.tabbed:
|
||||
alternate_style: true
|
||||
- toc:
|
||||
permalink: true
|
||||
@@ -1,125 +0,0 @@
|
||||
"""mt5cli: Command-line tool and SDK for MetaTrader 5."""
|
||||
|
||||
from importlib.metadata import version
|
||||
|
||||
from .history import (
|
||||
RateTarget,
|
||||
build_rate_targets,
|
||||
build_rate_view_name,
|
||||
load_rate_data,
|
||||
load_rate_data_from_connection,
|
||||
load_rate_series_from_sqlite,
|
||||
resolve_history_datasets,
|
||||
resolve_history_tick_flags,
|
||||
resolve_history_timeframes,
|
||||
resolve_rate_tables,
|
||||
resolve_rate_view_name,
|
||||
resolve_rate_view_names,
|
||||
)
|
||||
from .sdk import (
|
||||
AccountSpec,
|
||||
Mt5CliClient,
|
||||
account_info,
|
||||
build_config,
|
||||
collect_history,
|
||||
collect_latest_rates,
|
||||
collect_latest_rates_for_accounts,
|
||||
copy_rates_from,
|
||||
copy_rates_from_pos,
|
||||
copy_rates_range,
|
||||
copy_ticks_from,
|
||||
copy_ticks_range,
|
||||
history_deals,
|
||||
history_orders,
|
||||
last_error,
|
||||
latest_rates,
|
||||
market_book,
|
||||
minimum_margins,
|
||||
mt5_session,
|
||||
mt5_summary,
|
||||
mt5_summary_as_df,
|
||||
orders,
|
||||
positions,
|
||||
recent_history_deals,
|
||||
recent_ticks,
|
||||
symbol_info,
|
||||
symbol_info_tick,
|
||||
symbols,
|
||||
terminal_info,
|
||||
update_history,
|
||||
update_history_with_config,
|
||||
)
|
||||
from .sdk import (
|
||||
version as mt5_version,
|
||||
)
|
||||
from .utils import (
|
||||
TICK_FLAG_MAP,
|
||||
TIMEFRAME_MAP,
|
||||
Dataset,
|
||||
IfExists,
|
||||
detect_format,
|
||||
export_dataframe,
|
||||
export_dataframe_to_sqlite,
|
||||
parse_datetime,
|
||||
parse_tick_flags,
|
||||
parse_timeframe,
|
||||
)
|
||||
|
||||
__version__ = version(__package__) if __package__ else None
|
||||
|
||||
__all__ = [
|
||||
"TICK_FLAG_MAP",
|
||||
"TIMEFRAME_MAP",
|
||||
"AccountSpec",
|
||||
"Dataset",
|
||||
"IfExists",
|
||||
"Mt5CliClient",
|
||||
"RateTarget",
|
||||
"account_info",
|
||||
"build_config",
|
||||
"build_rate_targets",
|
||||
"build_rate_view_name",
|
||||
"collect_history",
|
||||
"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",
|
||||
"export_dataframe",
|
||||
"export_dataframe_to_sqlite",
|
||||
"history_deals",
|
||||
"history_orders",
|
||||
"last_error",
|
||||
"latest_rates",
|
||||
"load_rate_data",
|
||||
"load_rate_data_from_connection",
|
||||
"load_rate_series_from_sqlite",
|
||||
"market_book",
|
||||
"minimum_margins",
|
||||
"mt5_session",
|
||||
"mt5_summary",
|
||||
"mt5_summary_as_df",
|
||||
"mt5_version",
|
||||
"orders",
|
||||
"parse_datetime",
|
||||
"parse_tick_flags",
|
||||
"parse_timeframe",
|
||||
"positions",
|
||||
"recent_history_deals",
|
||||
"recent_ticks",
|
||||
"resolve_history_datasets",
|
||||
"resolve_history_tick_flags",
|
||||
"resolve_history_timeframes",
|
||||
"resolve_rate_tables",
|
||||
"resolve_rate_view_name",
|
||||
"resolve_rate_view_names",
|
||||
"symbol_info",
|
||||
"symbol_info_tick",
|
||||
"symbols",
|
||||
"terminal_info",
|
||||
"update_history",
|
||||
"update_history_with_config",
|
||||
]
|
||||
@@ -1,5 +0,0 @@
|
||||
"""Entry point for running mt5cli as a module via ``python -m mt5cli``."""
|
||||
|
||||
from mt5cli.cli import main
|
||||
|
||||
main()
|
||||
-716
@@ -1,716 +0,0 @@
|
||||
"""Command-line interface for MetaTrader 5 data export."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
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 typer
|
||||
from pdmt5 import Mt5Config
|
||||
|
||||
from . import sdk
|
||||
from .utils import (
|
||||
DATETIME_TYPE,
|
||||
REQUEST_TYPE,
|
||||
TICK_FLAGS_TYPE,
|
||||
TIMEFRAME_TYPE,
|
||||
Dataset,
|
||||
IfExists,
|
||||
LogLevel,
|
||||
OutputFormat,
|
||||
detect_format,
|
||||
export_dataframe,
|
||||
)
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from collections.abc import Callable
|
||||
|
||||
import pandas as pd
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Export context
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
@dataclass
|
||||
class _ExportContext:
|
||||
"""Shared context data passed from the callback to each subcommand."""
|
||||
|
||||
output: Path
|
||||
output_format: str
|
||||
table: str
|
||||
config: Mt5Config
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Typer application
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
app = typer.Typer(
|
||||
name="mt5cli",
|
||||
help="Export MetaTrader5 data to CSV, JSON, Parquet, or SQLite3.",
|
||||
)
|
||||
|
||||
_REQUEST_OPTION_HELP = (
|
||||
"Order request as a JSON object string, or '@path' to load JSON from a file."
|
||||
)
|
||||
|
||||
|
||||
def _get_export_context(ctx: typer.Context) -> _ExportContext:
|
||||
return cast("_ExportContext", ctx.obj)
|
||||
|
||||
|
||||
def _execute_export(
|
||||
ctx: typer.Context,
|
||||
fetch_fn: Callable[[], pd.DataFrame],
|
||||
) -> None:
|
||||
"""Execute the common fetch-export workflow.
|
||||
|
||||
Args:
|
||||
ctx: Typer context carrying shared options.
|
||||
fetch_fn: Callable that returns a DataFrame via the SDK layer.
|
||||
"""
|
||||
export_ctx = _get_export_context(ctx)
|
||||
df = fetch_fn()
|
||||
export_dataframe(
|
||||
df=df,
|
||||
output_path=export_ctx.output,
|
||||
output_format=export_ctx.output_format,
|
||||
table_name=export_ctx.table,
|
||||
)
|
||||
logger.info(
|
||||
"Exported %d rows to %s (%s)",
|
||||
len(df),
|
||||
export_ctx.output,
|
||||
export_ctx.output_format,
|
||||
)
|
||||
|
||||
|
||||
def _sdk_client(ctx: typer.Context) -> sdk.Mt5CliClient:
|
||||
export_ctx = _get_export_context(ctx)
|
||||
return sdk.Mt5CliClient(config=export_ctx.config)
|
||||
|
||||
|
||||
@app.callback()
|
||||
def _callback( # pyright: ignore[reportUnusedFunction]
|
||||
ctx: typer.Context,
|
||||
output: Annotated[
|
||||
Path,
|
||||
typer.Option("--output", "-o", help="Output file path."),
|
||||
],
|
||||
fmt: Annotated[
|
||||
OutputFormat | None,
|
||||
typer.Option(
|
||||
"--format",
|
||||
"-f",
|
||||
help="Output format (auto-detected from extension if omitted).",
|
||||
),
|
||||
] = None,
|
||||
table: Annotated[
|
||||
str,
|
||||
typer.Option(help="Table name for SQLite3 output."),
|
||||
] = "data",
|
||||
login: Annotated[
|
||||
int | None,
|
||||
typer.Option(help="Trading account login."),
|
||||
] = None,
|
||||
password: Annotated[
|
||||
str | None,
|
||||
typer.Option(help="Trading account password."),
|
||||
] = None,
|
||||
server: Annotated[
|
||||
str | None,
|
||||
typer.Option(help="Trading server name."),
|
||||
] = None,
|
||||
path: Annotated[
|
||||
str | None,
|
||||
typer.Option(help="Path to MetaTrader5 terminal EXE file."),
|
||||
] = None,
|
||||
timeout: Annotated[
|
||||
int | None,
|
||||
typer.Option(help="Connection timeout in milliseconds."),
|
||||
] = None,
|
||||
log_level: Annotated[
|
||||
LogLevel,
|
||||
typer.Option("--log-level", help="Logging level."),
|
||||
] = LogLevel.WARNING,
|
||||
) -> None:
|
||||
"""Configure shared options for all export commands.
|
||||
|
||||
Raises:
|
||||
typer.BadParameter: If the output format cannot be determined.
|
||||
"""
|
||||
logging.basicConfig(level=getattr(logging, log_level.value))
|
||||
try:
|
||||
output_format = detect_format(
|
||||
output,
|
||||
explicit_format=fmt.value if fmt is not None else None,
|
||||
)
|
||||
except ValueError as exc:
|
||||
raise typer.BadParameter(str(exc)) from exc
|
||||
ctx.obj = _ExportContext(
|
||||
output=output,
|
||||
output_format=output_format,
|
||||
table=table,
|
||||
config=Mt5Config(
|
||||
path=path,
|
||||
login=login,
|
||||
password=password,
|
||||
server=server,
|
||||
timeout=timeout,
|
||||
),
|
||||
)
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Subcommands
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
@app.command()
|
||||
def rates_from(
|
||||
ctx: typer.Context,
|
||||
symbol: Annotated[str, typer.Option(help="Symbol name.")],
|
||||
timeframe: Annotated[
|
||||
int,
|
||||
typer.Option(
|
||||
click_type=TIMEFRAME_TYPE,
|
||||
help="Timeframe (e.g., M1, H1, D1, or integer).",
|
||||
),
|
||||
],
|
||||
date_from: Annotated[
|
||||
datetime,
|
||||
typer.Option(
|
||||
click_type=DATETIME_TYPE,
|
||||
help="Start date in ISO 8601 format.",
|
||||
),
|
||||
],
|
||||
count: Annotated[int, typer.Option(help="Number of records.")],
|
||||
) -> None:
|
||||
"""Export rates from a start date."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(
|
||||
ctx,
|
||||
lambda: client.copy_rates_from(symbol, timeframe, date_from, count),
|
||||
)
|
||||
|
||||
|
||||
@app.command()
|
||||
def rates_from_pos(
|
||||
ctx: typer.Context,
|
||||
symbol: Annotated[str, typer.Option(help="Symbol name.")],
|
||||
timeframe: Annotated[
|
||||
int,
|
||||
typer.Option(
|
||||
click_type=TIMEFRAME_TYPE,
|
||||
help="Timeframe.",
|
||||
),
|
||||
],
|
||||
start_pos: Annotated[int, typer.Option(help="Start position (0 = current bar).")],
|
||||
count: Annotated[int, typer.Option(help="Number of records.")],
|
||||
) -> None:
|
||||
"""Export rates from a start position."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(
|
||||
ctx,
|
||||
lambda: 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."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(
|
||||
ctx,
|
||||
lambda: client.latest_rates(symbol, timeframe, count, start_pos=start_pos),
|
||||
)
|
||||
|
||||
|
||||
@app.command()
|
||||
def rates_range(
|
||||
ctx: typer.Context,
|
||||
symbol: Annotated[str, typer.Option(help="Symbol name.")],
|
||||
timeframe: Annotated[
|
||||
int,
|
||||
typer.Option(
|
||||
click_type=TIMEFRAME_TYPE,
|
||||
help="Timeframe.",
|
||||
),
|
||||
],
|
||||
date_from: Annotated[
|
||||
datetime,
|
||||
typer.Option(click_type=DATETIME_TYPE, help="Start date."),
|
||||
],
|
||||
date_to: Annotated[
|
||||
datetime,
|
||||
typer.Option(click_type=DATETIME_TYPE, help="End date."),
|
||||
],
|
||||
) -> None:
|
||||
"""Export rates for a date range."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(
|
||||
ctx,
|
||||
lambda: client.copy_rates_range(symbol, timeframe, date_from, date_to),
|
||||
)
|
||||
|
||||
|
||||
@app.command()
|
||||
def ticks_from(
|
||||
ctx: typer.Context,
|
||||
symbol: Annotated[str, typer.Option(help="Symbol name.")],
|
||||
date_from: Annotated[
|
||||
datetime,
|
||||
typer.Option(click_type=DATETIME_TYPE, help="Start date."),
|
||||
],
|
||||
count: Annotated[int, typer.Option(help="Number of ticks.")],
|
||||
flags: Annotated[
|
||||
int,
|
||||
typer.Option(
|
||||
click_type=TICK_FLAGS_TYPE,
|
||||
help="Tick flags (ALL, INFO, TRADE, or integer).",
|
||||
),
|
||||
],
|
||||
) -> None:
|
||||
"""Export ticks from a start date."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(
|
||||
ctx,
|
||||
lambda: client.copy_ticks_from(symbol, date_from, count, flags),
|
||||
)
|
||||
|
||||
|
||||
@app.command()
|
||||
def ticks_range(
|
||||
ctx: typer.Context,
|
||||
symbol: Annotated[str, typer.Option(help="Symbol name.")],
|
||||
date_from: Annotated[
|
||||
datetime,
|
||||
typer.Option(click_type=DATETIME_TYPE, help="Start date."),
|
||||
],
|
||||
date_to: Annotated[
|
||||
datetime,
|
||||
typer.Option(click_type=DATETIME_TYPE, help="End date."),
|
||||
],
|
||||
flags: Annotated[
|
||||
int,
|
||||
typer.Option(click_type=TICK_FLAGS_TYPE, help="Tick flags."),
|
||||
],
|
||||
) -> None:
|
||||
"""Export ticks for a date range."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(
|
||||
ctx,
|
||||
lambda: 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).",
|
||||
),
|
||||
] = 1,
|
||||
) -> None:
|
||||
"""Export ticks from a recent time window."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(
|
||||
ctx,
|
||||
lambda: 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)
|
||||
|
||||
|
||||
@app.command()
|
||||
def terminal_info(ctx: typer.Context) -> None:
|
||||
"""Export terminal information."""
|
||||
_execute_export(ctx, _sdk_client(ctx).terminal_info)
|
||||
|
||||
|
||||
@app.command()
|
||||
def symbols(
|
||||
ctx: typer.Context,
|
||||
group: Annotated[
|
||||
str | None,
|
||||
typer.Option(help="Symbol group filter (e.g., *USD*)."),
|
||||
] = None,
|
||||
) -> None:
|
||||
"""Export symbol list."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(ctx, lambda: client.symbols(group=group))
|
||||
|
||||
|
||||
@app.command()
|
||||
def symbol_info(
|
||||
ctx: typer.Context,
|
||||
symbol: Annotated[str, typer.Option(help="Symbol name.")],
|
||||
) -> None:
|
||||
"""Export symbol details."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(ctx, lambda: 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."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(ctx, lambda: client.minimum_margins(symbol))
|
||||
|
||||
|
||||
@app.command()
|
||||
def orders(
|
||||
ctx: typer.Context,
|
||||
symbol: Annotated[str | None, typer.Option(help="Symbol filter.")] = None,
|
||||
group: Annotated[str | None, typer.Option(help="Group filter.")] = None,
|
||||
ticket: Annotated[int | None, typer.Option(help="Ticket filter.")] = None,
|
||||
) -> None:
|
||||
"""Export active orders."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(
|
||||
ctx,
|
||||
lambda: client.orders(symbol=symbol, group=group, ticket=ticket),
|
||||
)
|
||||
|
||||
|
||||
@app.command()
|
||||
def positions(
|
||||
ctx: typer.Context,
|
||||
symbol: Annotated[str | None, typer.Option(help="Symbol filter.")] = None,
|
||||
group: Annotated[str | None, typer.Option(help="Group filter.")] = None,
|
||||
ticket: Annotated[int | None, typer.Option(help="Ticket filter.")] = None,
|
||||
) -> None:
|
||||
"""Export open positions."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(
|
||||
ctx,
|
||||
lambda: client.positions(symbol=symbol, group=group, ticket=ticket),
|
||||
)
|
||||
|
||||
|
||||
@app.command()
|
||||
def history_orders(
|
||||
ctx: typer.Context,
|
||||
date_from: Annotated[
|
||||
datetime | None,
|
||||
typer.Option(click_type=DATETIME_TYPE, help="Start date."),
|
||||
] = None,
|
||||
date_to: Annotated[
|
||||
datetime | None,
|
||||
typer.Option(click_type=DATETIME_TYPE, help="End date."),
|
||||
] = None,
|
||||
group: Annotated[str | None, typer.Option(help="Group filter.")] = None,
|
||||
symbol: Annotated[str | None, typer.Option(help="Symbol filter.")] = None,
|
||||
ticket: Annotated[int | None, typer.Option(help="Order ticket.")] = None,
|
||||
position: Annotated[int | None, typer.Option(help="Position ticket.")] = None,
|
||||
) -> None:
|
||||
"""Export historical orders."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(
|
||||
ctx,
|
||||
lambda: client.history_orders(
|
||||
date_from=date_from,
|
||||
date_to=date_to,
|
||||
group=group,
|
||||
symbol=symbol,
|
||||
ticket=ticket,
|
||||
position=position,
|
||||
),
|
||||
)
|
||||
|
||||
|
||||
@app.command()
|
||||
def history_deals(
|
||||
ctx: typer.Context,
|
||||
date_from: Annotated[
|
||||
datetime | None,
|
||||
typer.Option(click_type=DATETIME_TYPE, help="Start date."),
|
||||
] = None,
|
||||
date_to: Annotated[
|
||||
datetime | None,
|
||||
typer.Option(click_type=DATETIME_TYPE, help="End date."),
|
||||
] = None,
|
||||
group: Annotated[str | None, typer.Option(help="Group filter.")] = None,
|
||||
symbol: Annotated[str | None, typer.Option(help="Symbol filter.")] = None,
|
||||
ticket: Annotated[int | None, typer.Option(help="Order ticket.")] = None,
|
||||
position: Annotated[int | None, typer.Option(help="Position ticket.")] = None,
|
||||
) -> None:
|
||||
"""Export historical deals."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(
|
||||
ctx,
|
||||
lambda: client.history_deals(
|
||||
date_from=date_from,
|
||||
date_to=date_to,
|
||||
group=group,
|
||||
symbol=symbol,
|
||||
ticket=ticket,
|
||||
position=position,
|
||||
),
|
||||
)
|
||||
|
||||
|
||||
@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."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(
|
||||
ctx,
|
||||
lambda: 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."""
|
||||
client = _sdk_client(ctx)
|
||||
_execute_export(ctx, client.mt5_summary_as_df)
|
||||
|
||||
|
||||
@app.command()
|
||||
def version(ctx: typer.Context) -> None:
|
||||
"""Export MetaTrader5 version information."""
|
||||
_execute_export(ctx, _sdk_client(ctx).version)
|
||||
|
||||
|
||||
@app.command()
|
||||
def last_error(ctx: typer.Context) -> None:
|
||||
"""Export the last error information."""
|
||||
_execute_export(ctx, _sdk_client(ctx).last_error)
|
||||
|
||||
|
||||
@app.command()
|
||||
def symbol_info_tick(
|
||||
ctx: typer.Context,
|
||||
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))
|
||||
|
||||
|
||||
@app.command()
|
||||
def market_book(
|
||||
ctx: typer.Context,
|
||||
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))
|
||||
|
||||
|
||||
@app.command()
|
||||
def order_check(
|
||||
ctx: typer.Context,
|
||||
request: Annotated[
|
||||
dict[str, Any],
|
||||
typer.Option(click_type=REQUEST_TYPE, help=_REQUEST_OPTION_HELP),
|
||||
],
|
||||
) -> 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)
|
||||
|
||||
|
||||
@app.command()
|
||||
def order_send(
|
||||
ctx: typer.Context,
|
||||
request: Annotated[
|
||||
dict[str, Any],
|
||||
typer.Option(click_type=REQUEST_TYPE, help=_REQUEST_OPTION_HELP),
|
||||
],
|
||||
yes: Annotated[
|
||||
bool,
|
||||
typer.Option("--yes", help="Confirm the live trade request."),
|
||||
] = False,
|
||||
) -> None:
|
||||
"""Send a trading operation request to the trade server.
|
||||
|
||||
Raises:
|
||||
typer.BadParameter: If --yes is not provided.
|
||||
"""
|
||||
if not yes:
|
||||
msg = "Pass --yes to send a live trade request."
|
||||
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),
|
||||
)
|
||||
|
||||
_execute_export(ctx, _fetch)
|
||||
|
||||
|
||||
@app.command()
|
||||
def collect_history(
|
||||
ctx: typer.Context,
|
||||
symbol: Annotated[
|
||||
list[str],
|
||||
typer.Option(
|
||||
"--symbol",
|
||||
"-s",
|
||||
help="Symbol to collect (repeat for multiple symbols).",
|
||||
),
|
||||
],
|
||||
date_from: Annotated[
|
||||
datetime,
|
||||
typer.Option(click_type=DATETIME_TYPE, help="Start date."),
|
||||
],
|
||||
date_to: Annotated[
|
||||
datetime,
|
||||
typer.Option(click_type=DATETIME_TYPE, help="End date."),
|
||||
],
|
||||
dataset: Annotated[
|
||||
list[Dataset] | None,
|
||||
typer.Option(
|
||||
"--dataset",
|
||||
help=(
|
||||
"Dataset to include (repeat for multiple)."
|
||||
" Defaults to all: rates, ticks, history-orders, history-deals."
|
||||
),
|
||||
),
|
||||
] = None,
|
||||
timeframe: Annotated[
|
||||
int,
|
||||
typer.Option(
|
||||
click_type=TIMEFRAME_TYPE,
|
||||
help="Rates timeframe (e.g., M1, H1, D1).",
|
||||
),
|
||||
] = 1,
|
||||
flags: Annotated[
|
||||
int,
|
||||
typer.Option(
|
||||
click_type=TICK_FLAGS_TYPE,
|
||||
help="Tick copy flags (ALL, INFO, TRADE, or integer).",
|
||||
),
|
||||
] = 1,
|
||||
if_exists: Annotated[
|
||||
IfExists,
|
||||
typer.Option(
|
||||
"--if-exists",
|
||||
help="Behavior when a target table already exists.",
|
||||
),
|
||||
] = IfExists.FAIL,
|
||||
with_views: Annotated[
|
||||
bool,
|
||||
typer.Option(
|
||||
"--with-views",
|
||||
help=(
|
||||
"Add cash_events and positions_reconstructed SQLite views"
|
||||
" derived from history_deals."
|
||||
),
|
||||
),
|
||||
] = False,
|
||||
) -> None:
|
||||
"""Collect historical datasets into a single SQLite database.
|
||||
|
||||
Tables written depend on ``--dataset``: ``rates``, ``ticks``,
|
||||
``history_orders``, ``history_deals``. History datasets are fetched per
|
||||
symbol and concatenated. Rates rows carry the requested ``timeframe`` so
|
||||
appended runs at different timeframes remain distinguishable.
|
||||
|
||||
With ``--with-views`` (requires the ``history-deals`` dataset), optional
|
||||
views ``cash_events`` and ``positions_reconstructed`` are derived from
|
||||
``history_deals`` when the required columns are present.
|
||||
|
||||
Raises:
|
||||
typer.BadParameter: If the output format is not SQLite3.
|
||||
"""
|
||||
export_ctx = _get_export_context(ctx)
|
||||
if export_ctx.output_format != "sqlite3":
|
||||
msg = (
|
||||
"collect-history requires SQLite3 output."
|
||||
" Use a .db/.sqlite/.sqlite3 extension or --format sqlite3."
|
||||
)
|
||||
raise typer.BadParameter(msg)
|
||||
datasets = set(dataset) if dataset else set(Dataset)
|
||||
sdk.collect_history(
|
||||
output=export_ctx.output,
|
||||
symbols=symbol,
|
||||
date_from=date_from,
|
||||
date_to=date_to,
|
||||
datasets=datasets,
|
||||
timeframe=timeframe,
|
||||
flags=flags,
|
||||
if_exists=if_exists,
|
||||
with_views=with_views,
|
||||
config=export_ctx.config,
|
||||
)
|
||||
|
||||
|
||||
def main() -> None:
|
||||
"""Run the mt5cli CLI."""
|
||||
app()
|
||||
-1761
File diff suppressed because it is too large
Load Diff
-1452
File diff suppressed because it is too large
Load Diff
-453
@@ -1,453 +0,0 @@
|
||||
"""Utility constants, types, and functions for the mt5cli package."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import sqlite3
|
||||
from datetime import UTC, datetime
|
||||
from enum import StrEnum
|
||||
from pathlib import Path
|
||||
from typing import TYPE_CHECKING, Any, TypeGuard
|
||||
|
||||
import click
|
||||
|
||||
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,
|
||||
}
|
||||
|
||||
TICK_FLAG_MAP: dict[str, int] = {
|
||||
"ALL": 1,
|
||||
"INFO": 2,
|
||||
"TRADE": 4,
|
||||
}
|
||||
|
||||
_FORMAT_EXTENSIONS: dict[str, str] = {
|
||||
".csv": "csv",
|
||||
".json": "json",
|
||||
".parquet": "parquet",
|
||||
".pq": "parquet",
|
||||
".db": "sqlite3",
|
||||
".sqlite": "sqlite3",
|
||||
".sqlite3": "sqlite3",
|
||||
}
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Enums
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
class OutputFormat(StrEnum):
|
||||
"""Supported output file formats."""
|
||||
|
||||
csv = "csv"
|
||||
json = "json"
|
||||
parquet = "parquet"
|
||||
sqlite3 = "sqlite3"
|
||||
|
||||
|
||||
class LogLevel(StrEnum):
|
||||
"""Logging verbosity levels."""
|
||||
|
||||
DEBUG = "DEBUG"
|
||||
INFO = "INFO"
|
||||
WARNING = "WARNING"
|
||||
ERROR = "ERROR"
|
||||
|
||||
|
||||
class Dataset(StrEnum):
|
||||
"""Datasets supported by the ``collect-history`` command."""
|
||||
|
||||
rates = "rates"
|
||||
ticks = "ticks"
|
||||
history_orders = "history-orders"
|
||||
history_deals = "history-deals"
|
||||
|
||||
@property
|
||||
def table_name(self) -> str:
|
||||
"""Return the SQLite table name for this dataset."""
|
||||
return self.value.replace("-", "_")
|
||||
|
||||
|
||||
class IfExists(StrEnum):
|
||||
"""SQLite table conflict behavior for the ``collect-history`` command."""
|
||||
|
||||
APPEND = "append"
|
||||
REPLACE = "replace"
|
||||
FAIL = "fail"
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Click parameter types
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
class _DateTimeType(click.ParamType):
|
||||
"""Click parameter type for ISO 8601 datetime strings."""
|
||||
|
||||
name = "DATETIME"
|
||||
|
||||
def convert(
|
||||
self,
|
||||
value: object,
|
||||
param: click.Parameter | None,
|
||||
ctx: click.Context | None,
|
||||
) -> datetime:
|
||||
"""Convert a string value to a timezone-aware datetime.
|
||||
|
||||
Args:
|
||||
value: Raw value from the command line.
|
||||
param: Click parameter instance.
|
||||
ctx: Click context.
|
||||
|
||||
Returns:
|
||||
Parsed datetime.
|
||||
"""
|
||||
if isinstance(value, datetime):
|
||||
return value
|
||||
try:
|
||||
return parse_datetime(str(value))
|
||||
except ValueError as exc:
|
||||
self.fail(str(exc), param, ctx)
|
||||
|
||||
|
||||
class _TimeframeType(click.ParamType):
|
||||
"""Click parameter type for MT5 timeframe values."""
|
||||
|
||||
name = "TIMEFRAME"
|
||||
|
||||
def convert(
|
||||
self,
|
||||
value: object,
|
||||
param: click.Parameter | None,
|
||||
ctx: click.Context | None,
|
||||
) -> int:
|
||||
"""Convert a string or integer value to a timeframe integer.
|
||||
|
||||
Args:
|
||||
value: Raw value from the command line.
|
||||
param: Click parameter instance.
|
||||
ctx: Click context.
|
||||
|
||||
Returns:
|
||||
Integer timeframe value.
|
||||
"""
|
||||
if isinstance(value, int):
|
||||
return value
|
||||
try:
|
||||
return parse_timeframe(str(value))
|
||||
except ValueError as exc:
|
||||
self.fail(str(exc), param, ctx)
|
||||
|
||||
|
||||
class _TickFlagsType(click.ParamType):
|
||||
"""Click parameter type for MT5 tick copy flags."""
|
||||
|
||||
name = "FLAGS"
|
||||
|
||||
def convert(
|
||||
self,
|
||||
value: object,
|
||||
param: click.Parameter | None,
|
||||
ctx: click.Context | None,
|
||||
) -> int:
|
||||
"""Convert a string or integer value to a tick flags integer.
|
||||
|
||||
Args:
|
||||
value: Raw value from the command line.
|
||||
param: Click parameter instance.
|
||||
ctx: Click context.
|
||||
|
||||
Returns:
|
||||
Integer tick flag value.
|
||||
"""
|
||||
if isinstance(value, int):
|
||||
return value
|
||||
try:
|
||||
return parse_tick_flags(str(value))
|
||||
except ValueError as exc:
|
||||
self.fail(str(exc), param, ctx)
|
||||
|
||||
|
||||
class _RequestType(click.ParamType):
|
||||
"""Click parameter type for JSON order requests."""
|
||||
|
||||
name = "REQUEST"
|
||||
|
||||
def convert(
|
||||
self,
|
||||
value: object,
|
||||
param: click.Parameter | None,
|
||||
ctx: click.Context | None,
|
||||
) -> dict[str, Any]:
|
||||
"""Convert a raw CLI value to an order request dictionary.
|
||||
|
||||
Args:
|
||||
value: Raw value from the command line.
|
||||
param: Click parameter instance.
|
||||
ctx: Click context.
|
||||
|
||||
Returns:
|
||||
Parsed request dictionary.
|
||||
"""
|
||||
try:
|
||||
return parse_request(str(value))
|
||||
except ValueError as exc:
|
||||
self.fail(str(exc), param, ctx)
|
||||
|
||||
|
||||
DATETIME_TYPE = _DateTimeType()
|
||||
TIMEFRAME_TYPE = _TimeframeType()
|
||||
TICK_FLAGS_TYPE = _TickFlagsType()
|
||||
REQUEST_TYPE = _RequestType()
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Public utility functions
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
def detect_format(
|
||||
output_path: Path,
|
||||
explicit_format: str | None = None,
|
||||
) -> str:
|
||||
"""Detect the output format from a file extension or explicit format string.
|
||||
|
||||
Args:
|
||||
output_path: Path to the output file.
|
||||
explicit_format: Explicitly specified format, if any.
|
||||
|
||||
Returns:
|
||||
The detected format string.
|
||||
|
||||
Raises:
|
||||
ValueError: If the format cannot be determined.
|
||||
"""
|
||||
if explicit_format is not None:
|
||||
return explicit_format
|
||||
suffix = output_path.suffix.lower()
|
||||
if suffix in _FORMAT_EXTENSIONS:
|
||||
return _FORMAT_EXTENSIONS[suffix]
|
||||
msg = (
|
||||
f"Cannot detect format from extension '{suffix}'."
|
||||
" Use --format to specify the output format."
|
||||
)
|
||||
raise ValueError(msg)
|
||||
|
||||
|
||||
def export_dataframe_to_sqlite(
|
||||
df: pd.DataFrame,
|
||||
output_path: Path,
|
||||
table_name: str = "data",
|
||||
*,
|
||||
if_exists: IfExists = IfExists.APPEND,
|
||||
index: bool = False,
|
||||
index_label: str | None = None,
|
||||
deduplicate_on: Sequence[str] | None = None,
|
||||
) -> None:
|
||||
"""Write a DataFrame to SQLite with configurable append and deduplication.
|
||||
|
||||
Args:
|
||||
df: DataFrame to export.
|
||||
output_path: SQLite database path.
|
||||
table_name: Target table name.
|
||||
if_exists: Conflict behavior when the table already exists.
|
||||
index: Whether to write the DataFrame index as a column.
|
||||
index_label: Column name for the index when ``index=True``.
|
||||
deduplicate_on: Optional key columns to deduplicate after writing,
|
||||
keeping the latest ``ROWID`` per key group. Deduplication scans the
|
||||
full table, so repeated appends cost O(table size); index the key
|
||||
columns when appending frequently.
|
||||
"""
|
||||
with sqlite3.connect(output_path) as conn:
|
||||
df.to_sql( # type: ignore[reportUnknownMemberType]
|
||||
table_name,
|
||||
conn,
|
||||
if_exists=if_exists.value,
|
||||
index=index,
|
||||
index_label=index_label,
|
||||
)
|
||||
if deduplicate_on:
|
||||
from .history import drop_duplicates_in_table # noqa: PLC0415
|
||||
|
||||
drop_duplicates_in_table(
|
||||
conn.cursor(),
|
||||
table_name,
|
||||
list(deduplicate_on),
|
||||
keep="last",
|
||||
)
|
||||
conn.commit()
|
||||
|
||||
|
||||
def export_dataframe(
|
||||
df: pd.DataFrame,
|
||||
output_path: Path,
|
||||
output_format: str,
|
||||
table_name: str = "data",
|
||||
) -> None:
|
||||
"""Export a pandas DataFrame to the specified file format.
|
||||
|
||||
Args:
|
||||
df: DataFrame to export.
|
||||
output_path: Path to the output file.
|
||||
output_format: Output format (csv, json, parquet, or sqlite3).
|
||||
table_name: Table name for SQLite3 output.
|
||||
|
||||
Raises:
|
||||
ValueError: If the output format is not supported.
|
||||
"""
|
||||
if output_format == "csv":
|
||||
df.to_csv(output_path, index=False)
|
||||
elif output_format == "json":
|
||||
df.to_json(
|
||||
output_path,
|
||||
orient="records",
|
||||
date_format="iso",
|
||||
indent=2,
|
||||
)
|
||||
elif output_format == "parquet":
|
||||
df.to_parquet(output_path, index=False)
|
||||
elif output_format == "sqlite3":
|
||||
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)
|
||||
|
||||
|
||||
def parse_datetime(value: str) -> datetime:
|
||||
"""Parse an ISO 8601 datetime string to a timezone-aware datetime.
|
||||
|
||||
Args:
|
||||
value: ISO 8601 datetime string (e.g., '2024-01-01' or
|
||||
'2024-01-01T12:00:00+00:00').
|
||||
|
||||
Returns:
|
||||
Parsed datetime with UTC timezone if no timezone is specified.
|
||||
|
||||
Raises:
|
||||
ValueError: If the string cannot be parsed.
|
||||
"""
|
||||
try:
|
||||
dt = datetime.fromisoformat(value)
|
||||
except ValueError:
|
||||
msg = f"Invalid datetime format: '{value}'. Use ISO 8601 format."
|
||||
raise ValueError(msg) from None
|
||||
if dt.tzinfo is None:
|
||||
dt = dt.replace(tzinfo=UTC)
|
||||
return dt
|
||||
|
||||
|
||||
def parse_timeframe(value: str) -> int:
|
||||
"""Parse a timeframe string or integer value.
|
||||
|
||||
Args:
|
||||
value: Timeframe name (e.g., 'M1', 'H1', 'D1') or integer value.
|
||||
|
||||
Returns:
|
||||
Integer timeframe value.
|
||||
|
||||
Raises:
|
||||
ValueError: If the timeframe is invalid.
|
||||
"""
|
||||
upper = value.upper()
|
||||
if upper in TIMEFRAME_MAP:
|
||||
return TIMEFRAME_MAP[upper]
|
||||
try:
|
||||
return int(value)
|
||||
except ValueError:
|
||||
valid = ", ".join(TIMEFRAME_MAP)
|
||||
msg = f"Invalid timeframe: '{value}'. Use one of: {valid}, or an integer."
|
||||
raise ValueError(msg) from None
|
||||
|
||||
|
||||
def parse_tick_flags(value: str) -> int:
|
||||
"""Parse tick flags string or integer value.
|
||||
|
||||
Args:
|
||||
value: Tick flag name (ALL, INFO, TRADE) or integer value.
|
||||
|
||||
Returns:
|
||||
Integer tick flag value.
|
||||
|
||||
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)
|
||||
except ValueError:
|
||||
valid = ", ".join(TICK_FLAG_MAP)
|
||||
msg = f"Invalid tick flags: '{value}'. Use one of: {valid}, or an integer."
|
||||
raise ValueError(msg) from None
|
||||
|
||||
|
||||
def _is_request_dict(value: object) -> TypeGuard[dict[str, Any]]:
|
||||
return isinstance(value, dict)
|
||||
|
||||
|
||||
def parse_request(value: str) -> dict[str, Any]:
|
||||
"""Parse a JSON-formatted order request string or file reference.
|
||||
|
||||
Args:
|
||||
value: JSON object string, or '@path' to read JSON from a file.
|
||||
|
||||
Returns:
|
||||
Parsed request dictionary.
|
||||
|
||||
Raises:
|
||||
ValueError: If the request file cannot be read or the value is not a
|
||||
JSON object.
|
||||
"""
|
||||
if value.startswith("@"):
|
||||
path = Path(value[1:])
|
||||
try:
|
||||
text = path.read_text(encoding="utf-8")
|
||||
except (OSError, UnicodeDecodeError) as exc:
|
||||
msg = f"Failed to read JSON request file '{path}': {exc}"
|
||||
raise ValueError(msg) from exc
|
||||
else:
|
||||
text = value
|
||||
try:
|
||||
parsed: object = json.loads(text)
|
||||
except json.JSONDecodeError as exc:
|
||||
msg = f"Invalid JSON request: {exc}"
|
||||
raise ValueError(msg) from exc
|
||||
if not _is_request_dict(parsed):
|
||||
msg = "Order request must be a JSON object."
|
||||
raise ValueError(msg)
|
||||
return parsed
|
||||
BIN
Binary file not shown.
-183
@@ -1,183 +0,0 @@
|
||||
[project]
|
||||
name = "mt5cli"
|
||||
version = "0.5.1"
|
||||
description = "Command-line tool for MetaTrader 5"
|
||||
authors = [{name = "dceoy", email = "dceoy@users.noreply.github.com"}]
|
||||
maintainers = [{name = "dceoy", email = "dceoy@users.noreply.github.com"}]
|
||||
license = "MIT"
|
||||
license-files = ["LICENSE"]
|
||||
readme = "README.md"
|
||||
requires-python = ">= 3.11, < 3.14"
|
||||
dependencies = [
|
||||
"pdmt5 >= 0.2.3",
|
||||
"click >= 8.1.0",
|
||||
"pyarrow >= 19.0.0",
|
||||
"typer >= 0.15.0",
|
||||
]
|
||||
classifiers = [
|
||||
"Development Status :: 3 - Alpha",
|
||||
"Environment :: Console",
|
||||
"License :: OSI Approved :: MIT License",
|
||||
"Operating System :: Microsoft :: Windows",
|
||||
"Programming Language :: Python",
|
||||
"Programming Language :: Python :: 3",
|
||||
"Intended Audience :: Financial and Insurance Industry",
|
||||
"Topic :: Office/Business :: Financial :: Investment",
|
||||
]
|
||||
|
||||
[project.scripts]
|
||||
mt5cli = "mt5cli.cli:main"
|
||||
|
||||
[project.urls]
|
||||
Repository = "https://github.com/dceoy/mt5cli.git"
|
||||
|
||||
[tool.uv]
|
||||
required-environments = ["platform_system == 'Windows'"]
|
||||
|
||||
[dependency-groups]
|
||||
dev = [
|
||||
"ruff >= 0.11.0",
|
||||
"pyright >= 1.1.407",
|
||||
"pytest>=9.0.3",
|
||||
"pytest-mock >= 3.12.0",
|
||||
"pytest-cov >= 5.0.0",
|
||||
"pandas-stubs >= 2.2.3.250527",
|
||||
"mkdocs >= 1.6.1",
|
||||
"mkdocs-material >= 9.7.6",
|
||||
"mkdocstrings[python] >= 1.0.4",
|
||||
"pymdown-extensions >= 10.21.2",
|
||||
]
|
||||
|
||||
[tool.ruff]
|
||||
line-length = 88
|
||||
exclude = ["build", ".venv"]
|
||||
preview = true
|
||||
|
||||
[tool.ruff.lint]
|
||||
select = [
|
||||
"F", # Pyflakes (F)
|
||||
"E", # pycodestyle error (E)
|
||||
"W", # pycodestyle warning (W)
|
||||
"C90", # mccabe (C90)
|
||||
"I", # isort (I)
|
||||
"N", # pep8-naming (N)
|
||||
"D", # pydocstyle (D)
|
||||
"UP", # pyupgrade (UP)
|
||||
"S", # flake8-bandit (S)
|
||||
"B", # flake8-bugbear (B)
|
||||
"C4", # flake8-comprehensions (C4)
|
||||
"SIM", # flake8-simplify (SIM)
|
||||
"ARG", # flake8-unused-arguments (ARG)
|
||||
"PD", # pandas-vet (PD)
|
||||
"PLC", # Pylint convention (PLC)
|
||||
"PLE", # Pylint error (PLE)
|
||||
"PLR", # Pylint refactor (PLR)
|
||||
"PLW", # Pylint warning (PLW)
|
||||
"FLY", # flynt (FLY)
|
||||
"NPY", # NumPy-specific rules (NPY)
|
||||
"PERF", # Perflint (PERF)
|
||||
"FURB", # refurb (FURB)
|
||||
"RUF", # Ruff-specific rules (RUF)
|
||||
"YTT", # flake8-2020 (YTT)
|
||||
"ANN", # flake8-annotations (ANN)
|
||||
"ASYNC", # flake8-async (ASYNC)
|
||||
"BLE", # flake8-blind-except (BLE)
|
||||
"FBT", # flake8-boolean-trap (FBT)
|
||||
"A", # flake8-builtins (A)
|
||||
"COM", # flake8-commas (COM)
|
||||
"DTZ", # flake8-datetimez (DTZ)
|
||||
"T10", # flake8-debugger (T10)
|
||||
"DJ", # flake8-django (DJ)
|
||||
"EM", # flake8-errmsg (EM)
|
||||
"EXE", # flake8-executable (EXE)
|
||||
"FA", # flake8-future-annotations (FA)
|
||||
"ISC", # flake8-implicit-str-concat (ISC)
|
||||
"ICN", # flake8-import-conventions (ICN)
|
||||
"LOG", # flake8-logging (LOG)
|
||||
"G", # flake8-logging-format (G)
|
||||
"INP", # flake8-no-pep420 (INP)
|
||||
"PIE", # flake8-pie (PIE)
|
||||
"T20", # flake8-print (T20)
|
||||
"PYI", # flake8-pyi (PYI)
|
||||
"PT", # flake8-pytest-style (PT)
|
||||
"Q", # flake8-quotes (Q)
|
||||
"RSE", # flake8-raise (RSE)
|
||||
"SLF", # flake8-self (SLF)
|
||||
"SLOT", # flake8-slots (SLOT)
|
||||
"TID", # flake8-tidy-imports (TID)
|
||||
"TCH", # flake8-type-checking (TCH)
|
||||
"INT", # flake8-gettext (INT)
|
||||
"PTH", # flake8-use-pathlib (PTH)
|
||||
"TD", # flake8-todos (TD)
|
||||
"FIX", # flake8-fixme (FIX)
|
||||
"ERA", # eradicate (ERA)
|
||||
"PGH", # pygrep-hooks (PGH)
|
||||
"TRY", # tryceratops (TRY)
|
||||
"FAST", # FastAPI (FAST)
|
||||
"AIR", # Airflow (AIR)
|
||||
"DOC", # pydoclint (DOC)
|
||||
]
|
||||
ignore = [
|
||||
"COM812", # missing-trailing-comma
|
||||
"FBT001", # boolean-type-hint-positional-argument
|
||||
"FBT002", # boolean-default-value-positional-argument
|
||||
]
|
||||
|
||||
[tool.ruff.lint.per-file-ignores]
|
||||
"mt5cli/history.py" = ["TC003"]
|
||||
"tests/**/*.py" = [
|
||||
"DOC201", # Missing return documentation
|
||||
"DOC501", # Raised exception missing from docstring
|
||||
"PLC2701", # Private name import
|
||||
"PLR0904", # Too many public methods
|
||||
"PLR2004", # Magic value used in comparison
|
||||
"PLR6301", # Method could be function/static/classmethod
|
||||
"S101", # Use of assert (acceptable in tests)
|
||||
"S106", # Possible hardcoded password
|
||||
"SLF001", # Private member accessed
|
||||
]
|
||||
|
||||
[tool.ruff.lint.pydocstyle]
|
||||
convention = "google"
|
||||
|
||||
[tool.ruff.lint.pylint]
|
||||
max-args = 10
|
||||
max-public-methods = 40
|
||||
|
||||
[tool.pyright]
|
||||
exclude = ["build", ".venv"]
|
||||
venvPath = "."
|
||||
venv = ".venv"
|
||||
typeCheckingMode = "strict"
|
||||
reportMissingTypeStubs = false
|
||||
|
||||
[tool.pytest.ini_options]
|
||||
addopts = [
|
||||
"--cov=mt5cli",
|
||||
"--cov-branch",
|
||||
"--doctest-modules",
|
||||
"--capture=no",
|
||||
]
|
||||
pythonpath = ["."]
|
||||
testpaths = ["tests"]
|
||||
python_files = ["test_*.py", "*_test.py"]
|
||||
python_classes = ["Test*"]
|
||||
python_functions = ["test_*"]
|
||||
minversion = "6.0"
|
||||
|
||||
[tool.coverage.run]
|
||||
source = ["mt5cli"]
|
||||
omit = [
|
||||
"**/__init__.py",
|
||||
"**/__main__.py",
|
||||
"tests/**",
|
||||
]
|
||||
|
||||
[tool.coverage.report]
|
||||
show_missing = true
|
||||
fail_under = 100
|
||||
exclude_lines = ["if TYPE_CHECKING:"]
|
||||
|
||||
[build-system]
|
||||
requires = ["hatchling"]
|
||||
build-backend = "hatchling.build"
|
||||
+3475
File diff suppressed because it is too large
Load Diff
+109
@@ -0,0 +1,109 @@
|
||||
function getSearchTermFromLocation() {
|
||||
var sPageURL = window.location.search.substring(1);
|
||||
var sURLVariables = sPageURL.split('&');
|
||||
for (var i = 0; i < sURLVariables.length; i++) {
|
||||
var sParameterName = sURLVariables[i].split('=');
|
||||
if (sParameterName[0] == 'q') {
|
||||
return decodeURIComponent(sParameterName[1].replace(/\+/g, '%20'));
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
function joinUrl (base, path) {
|
||||
if (path.substring(0, 1) === "/") {
|
||||
// path starts with `/`. Thus it is absolute.
|
||||
return path;
|
||||
}
|
||||
if (base.substring(base.length-1) === "/") {
|
||||
// base ends with `/`
|
||||
return base + path;
|
||||
}
|
||||
return base + "/" + path;
|
||||
}
|
||||
|
||||
function escapeHtml (value) {
|
||||
return value.replace(/&/g, '&')
|
||||
.replace(/"/g, '"')
|
||||
.replace(/</g, '<')
|
||||
.replace(/>/g, '>');
|
||||
}
|
||||
|
||||
function formatResult (location, title, summary) {
|
||||
return '<article><h3><a href="' + joinUrl(base_url, location) + '">'+ escapeHtml(title) + '</a></h3><p>' + escapeHtml(summary) +'</p></article>';
|
||||
}
|
||||
|
||||
function displayResults (results) {
|
||||
var search_results = document.getElementById("mkdocs-search-results");
|
||||
while (search_results.firstChild) {
|
||||
search_results.removeChild(search_results.firstChild);
|
||||
}
|
||||
if (results.length > 0){
|
||||
for (var i=0; i < results.length; i++){
|
||||
var result = results[i];
|
||||
var html = formatResult(result.location, result.title, result.summary);
|
||||
search_results.insertAdjacentHTML('beforeend', html);
|
||||
}
|
||||
} else {
|
||||
var noResultsText = search_results.getAttribute('data-no-results-text');
|
||||
if (!noResultsText) {
|
||||
noResultsText = "No results found";
|
||||
}
|
||||
search_results.insertAdjacentHTML('beforeend', '<p>' + noResultsText + '</p>');
|
||||
}
|
||||
}
|
||||
|
||||
function doSearch () {
|
||||
var query = document.getElementById('mkdocs-search-query').value;
|
||||
if (query.length > min_search_length) {
|
||||
if (!window.Worker) {
|
||||
displayResults(search(query));
|
||||
} else {
|
||||
searchWorker.postMessage({query: query});
|
||||
}
|
||||
} else {
|
||||
// Clear results for short queries
|
||||
displayResults([]);
|
||||
}
|
||||
}
|
||||
|
||||
function initSearch () {
|
||||
var search_input = document.getElementById('mkdocs-search-query');
|
||||
if (search_input) {
|
||||
search_input.addEventListener("keyup", doSearch);
|
||||
}
|
||||
var term = getSearchTermFromLocation();
|
||||
if (term) {
|
||||
search_input.value = term;
|
||||
doSearch();
|
||||
}
|
||||
}
|
||||
|
||||
function onWorkerMessage (e) {
|
||||
if (e.data.allowSearch) {
|
||||
initSearch();
|
||||
} else if (e.data.results) {
|
||||
var results = e.data.results;
|
||||
displayResults(results);
|
||||
} else if (e.data.config) {
|
||||
min_search_length = e.data.config.min_search_length-1;
|
||||
}
|
||||
}
|
||||
|
||||
if (!window.Worker) {
|
||||
console.log('Web Worker API not supported');
|
||||
// load index in main thread
|
||||
$.getScript(joinUrl(base_url, "search/worker.js")).done(function () {
|
||||
console.log('Loaded worker');
|
||||
init();
|
||||
window.postMessage = function (msg) {
|
||||
onWorkerMessage({data: msg});
|
||||
};
|
||||
}).fail(function (jqxhr, settings, exception) {
|
||||
console.error('Could not load worker.js');
|
||||
});
|
||||
} else {
|
||||
// Wrap search in a web worker
|
||||
var searchWorker = new Worker(joinUrl(base_url, "search/worker.js"));
|
||||
searchWorker.postMessage({init: true});
|
||||
searchWorker.onmessage = onWorkerMessage;
|
||||
}
|
||||
File diff suppressed because one or more lines are too long
@@ -0,0 +1,133 @@
|
||||
var base_path = 'function' === typeof importScripts ? '.' : '/search/';
|
||||
var allowSearch = false;
|
||||
var index;
|
||||
var documents = {};
|
||||
var lang = ['en'];
|
||||
var data;
|
||||
|
||||
function getScript(script, callback) {
|
||||
console.log('Loading script: ' + script);
|
||||
$.getScript(base_path + script).done(function () {
|
||||
callback();
|
||||
}).fail(function (jqxhr, settings, exception) {
|
||||
console.log('Error: ' + exception);
|
||||
});
|
||||
}
|
||||
|
||||
function getScriptsInOrder(scripts, callback) {
|
||||
if (scripts.length === 0) {
|
||||
callback();
|
||||
return;
|
||||
}
|
||||
getScript(scripts[0], function() {
|
||||
getScriptsInOrder(scripts.slice(1), callback);
|
||||
});
|
||||
}
|
||||
|
||||
function loadScripts(urls, callback) {
|
||||
if( 'function' === typeof importScripts ) {
|
||||
importScripts.apply(null, urls);
|
||||
callback();
|
||||
} else {
|
||||
getScriptsInOrder(urls, callback);
|
||||
}
|
||||
}
|
||||
|
||||
function onJSONLoaded () {
|
||||
data = JSON.parse(this.responseText);
|
||||
var scriptsToLoad = ['lunr.js'];
|
||||
if (data.config && data.config.lang && data.config.lang.length) {
|
||||
lang = data.config.lang;
|
||||
}
|
||||
if (lang.length > 1 || lang[0] !== "en") {
|
||||
scriptsToLoad.push('lunr.stemmer.support.js');
|
||||
if (lang.length > 1) {
|
||||
scriptsToLoad.push('lunr.multi.js');
|
||||
}
|
||||
if (lang.includes("ja") || lang.includes("jp")) {
|
||||
scriptsToLoad.push('tinyseg.js');
|
||||
}
|
||||
for (var i=0; i < lang.length; i++) {
|
||||
if (lang[i] != 'en') {
|
||||
scriptsToLoad.push(['lunr', lang[i], 'js'].join('.'));
|
||||
}
|
||||
}
|
||||
}
|
||||
loadScripts(scriptsToLoad, onScriptsLoaded);
|
||||
}
|
||||
|
||||
function onScriptsLoaded () {
|
||||
console.log('All search scripts loaded, building Lunr index...');
|
||||
if (data.config && data.config.separator && data.config.separator.length) {
|
||||
lunr.tokenizer.separator = new RegExp(data.config.separator);
|
||||
}
|
||||
|
||||
if (data.index) {
|
||||
index = lunr.Index.load(data.index);
|
||||
data.docs.forEach(function (doc) {
|
||||
documents[doc.location] = doc;
|
||||
});
|
||||
console.log('Lunr pre-built index loaded, search ready');
|
||||
} else {
|
||||
index = lunr(function () {
|
||||
if (lang.length === 1 && lang[0] !== "en" && lunr[lang[0]]) {
|
||||
this.use(lunr[lang[0]]);
|
||||
} else if (lang.length > 1) {
|
||||
this.use(lunr.multiLanguage.apply(null, lang)); // spread operator not supported in all browsers: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Operators/Spread_operator#Browser_compatibility
|
||||
}
|
||||
this.field('title');
|
||||
this.field('text');
|
||||
this.ref('location');
|
||||
|
||||
for (var i=0; i < data.docs.length; i++) {
|
||||
var doc = data.docs[i];
|
||||
this.add(doc);
|
||||
documents[doc.location] = doc;
|
||||
}
|
||||
});
|
||||
console.log('Lunr index built, search ready');
|
||||
}
|
||||
allowSearch = true;
|
||||
postMessage({config: data.config});
|
||||
postMessage({allowSearch: allowSearch});
|
||||
}
|
||||
|
||||
function init () {
|
||||
var oReq = new XMLHttpRequest();
|
||||
oReq.addEventListener("load", onJSONLoaded);
|
||||
var index_path = base_path + '/search_index.json';
|
||||
if( 'function' === typeof importScripts ){
|
||||
index_path = 'search_index.json';
|
||||
}
|
||||
oReq.open("GET", index_path);
|
||||
oReq.send();
|
||||
}
|
||||
|
||||
function search (query) {
|
||||
if (!allowSearch) {
|
||||
console.error('Assets for search still loading');
|
||||
return;
|
||||
}
|
||||
|
||||
var resultDocuments = [];
|
||||
var results = index.search(query);
|
||||
for (var i=0; i < results.length; i++){
|
||||
var result = results[i];
|
||||
doc = documents[result.ref];
|
||||
doc.summary = doc.text.substring(0, 200);
|
||||
resultDocuments.push(doc);
|
||||
}
|
||||
return resultDocuments;
|
||||
}
|
||||
|
||||
if( 'function' === typeof importScripts ) {
|
||||
onmessage = function (e) {
|
||||
if (e.data.init) {
|
||||
init();
|
||||
} else if (e.data.query) {
|
||||
postMessage({ results: search(e.data.query) });
|
||||
} else {
|
||||
console.error("Worker - Unrecognized message: " + e);
|
||||
}
|
||||
};
|
||||
}
|
||||
+59
@@ -0,0 +1,59 @@
|
||||
<?xml version="1.0" encoding="UTF-8"?>
|
||||
<urlset xmlns="http://www.sitemaps.org/schemas/sitemap/0.9">
|
||||
<url>
|
||||
<loc>https://github.com/dceoy/mt5cli/</loc>
|
||||
<lastmod>2026-07-04</lastmod>
|
||||
</url>
|
||||
<url>
|
||||
<loc>https://github.com/dceoy/mt5cli/api/</loc>
|
||||
<lastmod>2026-07-04</lastmod>
|
||||
</url>
|
||||
<url>
|
||||
<loc>https://github.com/dceoy/mt5cli/api/cli/</loc>
|
||||
<lastmod>2026-07-04</lastmod>
|
||||
</url>
|
||||
<url>
|
||||
<loc>https://github.com/dceoy/mt5cli/api/client/</loc>
|
||||
<lastmod>2026-07-04</lastmod>
|
||||
</url>
|
||||
<url>
|
||||
<loc>https://github.com/dceoy/mt5cli/api/converters/</loc>
|
||||
<lastmod>2026-07-04</lastmod>
|
||||
</url>
|
||||
<url>
|
||||
<loc>https://github.com/dceoy/mt5cli/api/exceptions/</loc>
|
||||
<lastmod>2026-07-04</lastmod>
|
||||
</url>
|
||||
<url>
|
||||
<loc>https://github.com/dceoy/mt5cli/api/grafana/</loc>
|
||||
<lastmod>2026-07-04</lastmod>
|
||||
</url>
|
||||
<url>
|
||||
<loc>https://github.com/dceoy/mt5cli/api/history/</loc>
|
||||
<lastmod>2026-07-04</lastmod>
|
||||
</url>
|
||||
<url>
|
||||
<loc>https://github.com/dceoy/mt5cli/api/public-contract/</loc>
|
||||
<lastmod>2026-07-04</lastmod>
|
||||
</url>
|
||||
<url>
|
||||
<loc>https://github.com/dceoy/mt5cli/api/schemas/</loc>
|
||||
<lastmod>2026-07-04</lastmod>
|
||||
</url>
|
||||
<url>
|
||||
<loc>https://github.com/dceoy/mt5cli/api/sdk/</loc>
|
||||
<lastmod>2026-07-04</lastmod>
|
||||
</url>
|
||||
<url>
|
||||
<loc>https://github.com/dceoy/mt5cli/api/telemetry/</loc>
|
||||
<lastmod>2026-07-04</lastmod>
|
||||
</url>
|
||||
<url>
|
||||
<loc>https://github.com/dceoy/mt5cli/api/trading/</loc>
|
||||
<lastmod>2026-07-04</lastmod>
|
||||
</url>
|
||||
<url>
|
||||
<loc>https://github.com/dceoy/mt5cli/api/utils/</loc>
|
||||
<lastmod>2026-07-04</lastmod>
|
||||
</url>
|
||||
</urlset>
|
||||
Binary file not shown.
@@ -1,113 +0,0 @@
|
||||
---
|
||||
name: mt5cli
|
||||
description: Use the `mt5cli` CLI to export MetaTrader 5 data (rates, ticks, account, symbols, orders, positions, history) to CSV, JSON, Parquet, or SQLite3. Invoke when the user asks to export, dump, download, or fetch MT5 market data or account data to a file.
|
||||
---
|
||||
|
||||
# mt5cli
|
||||
|
||||
Export MetaTrader 5 data to CSV, JSON, Parquet, or SQLite3 via the `mt5cli`
|
||||
command. Output format is auto-detected from the file extension (`.csv`,
|
||||
`.json`, `.parquet`/`.pq`, `.db`/`.sqlite`/`.sqlite3`) or overridden with
|
||||
`--format/-f`.
|
||||
|
||||
## Requirements
|
||||
|
||||
- Python 3.11+ on Windows with MetaTrader 5 installed (pdmt5 requires the
|
||||
MT5 terminal).
|
||||
- Install: `pip install -U mt5cli MetaTrader5`.
|
||||
- In this repo, run via `uv run mt5cli ...` or `uv run python -m mt5cli ...`.
|
||||
|
||||
## Invocation shape
|
||||
|
||||
```
|
||||
mt5cli [GLOBAL OPTIONS] -o OUTPUT COMMAND [COMMAND OPTIONS]
|
||||
```
|
||||
|
||||
Global options MUST precede the subcommand.
|
||||
|
||||
### Global options (apply to every subcommand)
|
||||
|
||||
| Option | Purpose |
|
||||
| --------------------- | ------------------------------------------------------------- |
|
||||
| `-o, --output PATH` | Output file path (required). |
|
||||
| `-f, --format FORMAT` | `csv`, `json`, `parquet`, or `sqlite3` (auto from extension). |
|
||||
| `--table NAME` | Table name for SQLite3 output (default: `data`). |
|
||||
| `--login INT` | MT5 trading account login. |
|
||||
| `--password TEXT` | MT5 trading account password. |
|
||||
| `--server TEXT` | MT5 trading server name. |
|
||||
| `--path TEXT` | Path to MetaTrader 5 terminal EXE. |
|
||||
| `--timeout INT` | Connection timeout in milliseconds. |
|
||||
| `--log-level LEVEL` | `DEBUG`, `INFO`, `WARNING` (default), `ERROR`. |
|
||||
|
||||
### Parameter value formats
|
||||
|
||||
- **Datetimes** (`--date-from`, `--date-to`): ISO 8601 (`2024-01-01` or
|
||||
`2024-01-01T12:00:00+00:00`). Naive values are treated as UTC.
|
||||
- **Timeframe** (`--timeframe`): `M1`, `M2`, `M3`, `M4`, `M5`, `M6`, `M10`,
|
||||
`M12`, `M15`, `M20`, `M30`, `H1`, `H2`, `H3`, `H4`, `H6`, `H8`, `H12`,
|
||||
`D1`, `W1`, `MN1`, or the raw integer.
|
||||
- **Tick flags** (`--flags`): `ALL`, `INFO`, `TRADE`, or the raw integer.
|
||||
|
||||
## Commands
|
||||
|
||||
| Command | Required options | Optional options |
|
||||
| ----------------- | ----------------------------------------------------- | -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
|
||||
| `rates-from` | `--symbol`, `--timeframe`, `--date-from`, `--count` | — |
|
||||
| `rates-from-pos` | `--symbol`, `--timeframe`, `--start-pos`, `--count` | — |
|
||||
| `rates-range` | `--symbol`, `--timeframe`, `--date-from`, `--date-to` | — |
|
||||
| `ticks-from` | `--symbol`, `--date-from`, `--count`, `--flags` | — |
|
||||
| `ticks-range` | `--symbol`, `--date-from`, `--date-to`, `--flags` | — |
|
||||
| `account-info` | — | — |
|
||||
| `terminal-info` | — | — |
|
||||
| `symbols` | — | `--group` (e.g., `*USD*`) |
|
||||
| `symbol-info` | `--symbol` | — |
|
||||
| `orders` | — | `--symbol`, `--group`, `--ticket` |
|
||||
| `positions` | — | `--symbol`, `--group`, `--ticket` |
|
||||
| `history-orders` | — | `--date-from`, `--date-to`, `--group`, `--symbol`, `--ticket`, `--position` |
|
||||
| `history-deals` | — | `--date-from`, `--date-to`, `--group`, `--symbol`, `--ticket`, `--position` |
|
||||
| `collect-history` | `--symbol` (repeatable), `--date-from`, `--date-to` | `--dataset` (repeatable; rates/ticks/history-orders/history-deals; default all), `--timeframe` (M1; recorded on rates), `--flags` (ALL), `--if-exists` (append/replace/fail; default fail), `--with-views` (SQLite3 output only) |
|
||||
|
||||
## Examples
|
||||
|
||||
```bash
|
||||
# Account snapshot as CSV.
|
||||
mt5cli -o account.csv account-info
|
||||
|
||||
# EURUSD M1 bars (1000 rows) from a start date to Parquet.
|
||||
mt5cli -o rates.parquet rates-from \
|
||||
--symbol EURUSD --timeframe M1 --date-from 2024-01-01 --count 1000
|
||||
|
||||
# EURUSD tick stream for a date range to JSON.
|
||||
mt5cli -o ticks.json ticks-range \
|
||||
--symbol EURUSD --date-from 2024-01-01 --date-to 2024-01-02 --flags ALL
|
||||
|
||||
# USD symbols into a named table in SQLite3.
|
||||
mt5cli -o data.db --table symbols symbols --group "*USD*"
|
||||
|
||||
# Historical deals filtered by symbol (using an already-logged-in MT5 terminal).
|
||||
mt5cli -o deals.csv history-deals --symbol EURUSD --date-from 2024-01-01
|
||||
|
||||
# Bundle selected historical datasets into one SQLite db, appending to any
|
||||
# existing tables, plus cash_events and positions_reconstructed views.
|
||||
mt5cli -o history.db collect-history \
|
||||
--symbol EURUSD --symbol GBPUSD \
|
||||
--date-from 2024-01-01 --date-to 2024-02-01 \
|
||||
--dataset rates --dataset history-deals \
|
||||
--timeframe M1 --flags ALL --if-exists append --with-views
|
||||
```
|
||||
|
||||
## Guidelines
|
||||
|
||||
- Pick the output extension to avoid passing `--format`.
|
||||
- Use `--table` only with SQLite3 outputs; it is otherwise ignored.
|
||||
- `--count` is required for `rates-from`, `rates-from-pos`, and `ticks-from`.
|
||||
Prefer `rates-range` / `ticks-range` when a fixed window is known.
|
||||
- Credentials (`--login`, `--password`, `--server`) are optional when the
|
||||
local MT5 terminal is already logged in.
|
||||
- Avoid passing `--password` on the command line in shared or logged
|
||||
environments — it is visible in `ps`, shell history, and CI logs. Prefer
|
||||
logging in through the MT5 terminal first, then omit credentials here.
|
||||
- Reach for `--log-level DEBUG` when a command fails silently — MT5
|
||||
connection errors surface there.
|
||||
- If the user asks to run from source in this repo, prefix with `uv run`
|
||||
(e.g., `uv run mt5cli -o out.csv account-info`).
|
||||
@@ -1 +0,0 @@
|
||||
"""Test suite for mt5cli."""
|
||||
-1500
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
-1427
File diff suppressed because it is too large
Load Diff
@@ -1,443 +0,0 @@
|
||||
"""Tests for mt5cli.utils module."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import sqlite3
|
||||
from datetime import UTC, datetime
|
||||
from typing import TYPE_CHECKING
|
||||
|
||||
import pandas as pd
|
||||
import pytest
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from pathlib import Path
|
||||
|
||||
from mt5cli.utils import (
|
||||
DATETIME_TYPE,
|
||||
REQUEST_TYPE,
|
||||
TICK_FLAG_MAP,
|
||||
TICK_FLAGS_TYPE,
|
||||
TIMEFRAME_MAP,
|
||||
TIMEFRAME_TYPE,
|
||||
Dataset,
|
||||
IfExists,
|
||||
detect_format,
|
||||
export_dataframe,
|
||||
export_dataframe_to_sqlite,
|
||||
parse_datetime,
|
||||
parse_request,
|
||||
parse_tick_flags,
|
||||
parse_timeframe,
|
||||
)
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# detect_format
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
class TestDetectFormat:
|
||||
"""Tests for detect_format."""
|
||||
|
||||
def test_explicit_format_returned(self, tmp_path: Path) -> None:
|
||||
"""Test that explicit format overrides extension."""
|
||||
result = detect_format(tmp_path / "data.txt", explicit_format="csv")
|
||||
assert result == "csv"
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
("filename", "expected"),
|
||||
[
|
||||
("data.csv", "csv"),
|
||||
("data.json", "json"),
|
||||
("data.parquet", "parquet"),
|
||||
("data.pq", "parquet"),
|
||||
("data.db", "sqlite3"),
|
||||
("data.sqlite", "sqlite3"),
|
||||
("data.sqlite3", "sqlite3"),
|
||||
("DATA.CSV", "csv"),
|
||||
("DATA.JSON", "json"),
|
||||
("DATA.PARQUET", "parquet"),
|
||||
],
|
||||
)
|
||||
def test_auto_detect_from_extension(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
filename: str,
|
||||
expected: str,
|
||||
) -> None:
|
||||
"""Test format auto-detection from file extension."""
|
||||
result = detect_format(tmp_path / filename)
|
||||
assert result == expected
|
||||
|
||||
def test_unknown_extension_raises(self, tmp_path: Path) -> None:
|
||||
"""Test that unknown extension raises ValueError."""
|
||||
with pytest.raises(ValueError, match="Cannot detect format"):
|
||||
detect_format(tmp_path / "data.xyz")
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# export_dataframe
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
class TestExportDataframe:
|
||||
"""Tests for export_dataframe."""
|
||||
|
||||
@pytest.fixture
|
||||
def sample_df(self) -> pd.DataFrame:
|
||||
"""Create a sample DataFrame for testing."""
|
||||
return pd.DataFrame({"a": [1, 2, 3], "b": ["x", "y", "z"]})
|
||||
|
||||
def test_export_csv(self, tmp_path: Path, sample_df: pd.DataFrame) -> None:
|
||||
"""Test CSV export."""
|
||||
output = tmp_path / "out.csv"
|
||||
export_dataframe(sample_df, output, "csv")
|
||||
result = pd.read_csv(output)
|
||||
pd.testing.assert_frame_equal(result, sample_df)
|
||||
|
||||
def test_export_json(self, tmp_path: Path, sample_df: pd.DataFrame) -> None:
|
||||
"""Test JSON export."""
|
||||
output = tmp_path / "out.json"
|
||||
export_dataframe(sample_df, output, "json")
|
||||
with output.open() as f:
|
||||
records = json.load(f)
|
||||
assert len(records) == 3
|
||||
assert records[0]["a"] == 1
|
||||
|
||||
def test_export_parquet(self, tmp_path: Path, sample_df: pd.DataFrame) -> None:
|
||||
"""Test Parquet export."""
|
||||
output = tmp_path / "out.parquet"
|
||||
export_dataframe(sample_df, output, "parquet")
|
||||
result = pd.read_parquet(output)
|
||||
pd.testing.assert_frame_equal(result, sample_df)
|
||||
|
||||
def test_export_sqlite3(self, tmp_path: Path, sample_df: pd.DataFrame) -> None:
|
||||
"""Test SQLite3 export."""
|
||||
output = tmp_path / "out.db"
|
||||
export_dataframe(sample_df, output, "sqlite3", table_name="test_table")
|
||||
with sqlite3.connect(output) as conn:
|
||||
result = pd.read_sql( # type: ignore[reportUnknownMemberType]
|
||||
"SELECT * FROM test_table",
|
||||
conn,
|
||||
)
|
||||
pd.testing.assert_frame_equal(result, sample_df)
|
||||
|
||||
def test_unsupported_format_raises(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
sample_df: pd.DataFrame,
|
||||
) -> None:
|
||||
"""Test that unsupported format raises ValueError."""
|
||||
with pytest.raises(ValueError, match="Unsupported output format"):
|
||||
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
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
class TestParseDatetime:
|
||||
"""Tests for parse_datetime."""
|
||||
|
||||
def test_valid_date(self) -> None:
|
||||
"""Test parsing a date string."""
|
||||
result = parse_datetime("2024-01-15")
|
||||
assert result == datetime(2024, 1, 15, tzinfo=UTC)
|
||||
|
||||
def test_valid_datetime_with_tz(self) -> None:
|
||||
"""Test parsing a datetime with timezone."""
|
||||
result = parse_datetime("2024-01-15T12:00:00+00:00")
|
||||
assert result == datetime(2024, 1, 15, 12, 0, 0, tzinfo=UTC)
|
||||
|
||||
def test_invalid_format_raises(self) -> None:
|
||||
"""Test that invalid format raises ValueError."""
|
||||
with pytest.raises(ValueError, match="Invalid datetime"):
|
||||
parse_datetime("not-a-date")
|
||||
|
||||
|
||||
class TestParseTimeframe:
|
||||
"""Tests for parse_timeframe."""
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
("value", "expected"),
|
||||
[("M1", 1), ("h1", 16385), ("D1", 16408), ("MN1", 49153)],
|
||||
)
|
||||
def test_named_timeframe(self, value: str, expected: int) -> None:
|
||||
"""Test parsing named timeframes."""
|
||||
assert parse_timeframe(value) == expected
|
||||
|
||||
def test_integer_timeframe(self) -> None:
|
||||
"""Test parsing integer timeframe."""
|
||||
assert parse_timeframe("42") == 42
|
||||
|
||||
def test_invalid_timeframe_raises(self) -> None:
|
||||
"""Test that invalid timeframe raises ValueError."""
|
||||
with pytest.raises(ValueError, match="Invalid timeframe"):
|
||||
parse_timeframe("INVALID")
|
||||
|
||||
|
||||
class TestParseTickFlags:
|
||||
"""Tests for parse_tick_flags."""
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
("value", "expected"),
|
||||
[("ALL", 1), ("info", 2), ("TRADE", 4)],
|
||||
)
|
||||
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
|
||||
|
||||
def test_invalid_flag_raises(self) -> None:
|
||||
"""Test that invalid flag raises ValueError."""
|
||||
with pytest.raises(ValueError, match="Invalid tick flags"):
|
||||
parse_tick_flags("INVALID")
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# parse_request
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
class TestParseRequest:
|
||||
"""Tests for parse_request."""
|
||||
|
||||
def test_inline_json(self) -> None:
|
||||
"""Test parsing an inline JSON object string."""
|
||||
result = parse_request('{"action": 1, "symbol": "EURUSD"}')
|
||||
assert result == {"action": 1, "symbol": "EURUSD"}
|
||||
|
||||
def test_file_reference(self, tmp_path: Path) -> None:
|
||||
"""Test parsing JSON from a file via the @path syntax."""
|
||||
path = tmp_path / "req.json"
|
||||
path.write_text('{"action": 2}', encoding="utf-8")
|
||||
result = parse_request(f"@{path}")
|
||||
assert result == {"action": 2}
|
||||
|
||||
def test_invalid_json_raises(self) -> None:
|
||||
"""Test that invalid JSON raises ValueError."""
|
||||
with pytest.raises(ValueError, match="Invalid JSON request"):
|
||||
parse_request("not json")
|
||||
|
||||
def test_non_object_raises(self) -> None:
|
||||
"""Test that a non-object JSON raises ValueError."""
|
||||
with pytest.raises(ValueError, match="must be a JSON object"):
|
||||
parse_request("[1, 2, 3]")
|
||||
|
||||
def test_missing_file_raises(self, tmp_path: Path) -> None:
|
||||
"""Test that a missing request file raises ValueError."""
|
||||
path = tmp_path / "missing.json"
|
||||
with pytest.raises(ValueError, match="Failed to read JSON request file"):
|
||||
parse_request(f"@{path}")
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Constants
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
class TestConstants:
|
||||
"""Tests for module constants."""
|
||||
|
||||
def test_timeframe_map_has_expected_keys(self) -> None:
|
||||
"""Test that TIMEFRAME_MAP contains standard timeframes."""
|
||||
for key in ("M1", "M5", "M15", "M30", "H1", "H4", "D1", "W1", "MN1"):
|
||||
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"}
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
("dataset", "expected"),
|
||||
[
|
||||
(Dataset.rates, "rates"),
|
||||
(Dataset.ticks, "ticks"),
|
||||
(Dataset.history_orders, "history_orders"),
|
||||
(Dataset.history_deals, "history_deals"),
|
||||
],
|
||||
)
|
||||
def test_dataset_table_name(self, dataset: Dataset, expected: str) -> None:
|
||||
"""Test dataset SQLite table names."""
|
||||
assert dataset.table_name == expected
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Click ParamTypes
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
class TestDateTimeType:
|
||||
"""Tests for _DateTimeType."""
|
||||
|
||||
def test_convert_string(self) -> None:
|
||||
"""Test converting a string to datetime."""
|
||||
result = DATETIME_TYPE.convert("2024-06-15", None, None)
|
||||
assert result == datetime(2024, 6, 15, tzinfo=UTC)
|
||||
|
||||
def test_convert_datetime_passthrough(self) -> None:
|
||||
"""Test that datetime values pass through unchanged."""
|
||||
dt = datetime(2024, 1, 1, tzinfo=UTC)
|
||||
assert DATETIME_TYPE.convert(dt, None, None) is dt
|
||||
|
||||
def test_convert_invalid(self) -> None:
|
||||
"""Test that invalid values raise BadParameter."""
|
||||
with pytest.raises(Exception, match="Invalid datetime"):
|
||||
DATETIME_TYPE.convert("bad", None, None)
|
||||
|
||||
|
||||
class TestTimeframeType:
|
||||
"""Tests for _TimeframeType."""
|
||||
|
||||
def test_convert_string(self) -> None:
|
||||
"""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_invalid(self) -> None:
|
||||
"""Test that invalid values raise BadParameter."""
|
||||
with pytest.raises(Exception, match="Invalid timeframe"):
|
||||
TIMEFRAME_TYPE.convert("bad", 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
|
||||
|
||||
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_invalid(self) -> None:
|
||||
"""Test that invalid values raise BadParameter."""
|
||||
with pytest.raises(Exception, match="Invalid tick flags"):
|
||||
TICK_FLAGS_TYPE.convert("bad", None, None)
|
||||
|
||||
|
||||
class TestRequestType:
|
||||
"""Tests for _RequestType."""
|
||||
|
||||
def test_convert_string(self) -> None:
|
||||
"""Test converting a JSON string to a request dictionary."""
|
||||
assert REQUEST_TYPE.convert('{"action": 1}', None, None) == {"action": 1}
|
||||
|
||||
def test_convert_invalid(self) -> None:
|
||||
"""Test that invalid values raise BadParameter."""
|
||||
with pytest.raises(Exception, match="Invalid JSON request"):
|
||||
REQUEST_TYPE.convert("bad", None, None)
|
||||
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Reference in New Issue
Block a user