Consolidate duplicated export and history streaming helpers (#29)

* Consolidate duplicated export and history streaming helpers.

Reduce repeated CLI export plumbing, shared per-symbol SQLite writes, and test mock setup without changing public behavior.

Co-authored-by: Cursor <cursoragent@cursor.com>

* Bump version from 0.7.0 to 0.7.1.

Co-authored-by: Cursor <cursoragent@cursor.com>

---------

Co-authored-by: Cursor <cursoragent@cursor.com>

README.md

@@ -6,6 +6,12 @@ Command-line tool for exporting MetaTrader 5 data to CSV, JSON, Parquet, and SQL
 
 Built on top of [pdmt5](https://github.com/dceoy/pdmt5), a pandas-based data handler for MetaTrader 5.
 
+## Architecture
+
+- **pdmt5** — canonical MT5 client, DataFrame/trading primitives, and MT5 constant parsing (`TIMEFRAME_*`, `COPY_TICKS_*`, order types).
+- **mt5cli** — CLI commands, CSV/JSON/Parquet/SQLite export, SQLite history collection, rate views, and local batch/automation SDK helpers built on pdmt5.
+- **mt5api** — sibling HTTP adapter for remote MT5 access; not a dependency of mt5cli.
+
 ## Features
 
 - **Multi-format export**: CSV, JSON, Parquet, and SQLite3 output formats
@@ -137,8 +143,23 @@ update_history_with_config(
 - **Rate view loading**: use `load_rate_data()` / `load_rate_data_from_connection()` to load a SQLite rate table or view into a `DatetimeIndex` DataFrame.
 - **Multi-series rate loading**: use `build_rate_targets()` to build neutral `RateTarget(symbol, timeframe)` pairs, `resolve_rate_tables()` to map them to table/view names (pass `require_existing=True` for strict resolution), and `load_rate_series_from_sqlite()` to load them into a mapping keyed by `(symbol, integer timeframe)`. The loader requires existing managed views unless `explicit_tables` is supplied, and rejects duplicate `(symbol, timeframe)` targets.
 - **Multi-account latest rates**: use `collect_latest_rates_for_accounts()` with `AccountSpec` to read the latest bars for several account groups, merged into a `(symbol, integer timeframe)` mapping. For long-running pollers, `collect_latest_rates_for_accounts_with_retries()` adds bounded exponential backoff that retries only `pdmt5.Mt5TradingError` / `pdmt5.Mt5RuntimeError` and re-raises once `retry_count` is exhausted.
+- **Latest closed bars**: use `collect_latest_closed_rates_for_accounts()` when downstream logic must exclude the still-forming current bar. It fetches `count + 1` bars at `start_pos=0`, drops the last row with `drop_forming_rate_bar()`, and validates each series is non-empty. `collect_latest_closed_rates_by_granularity()` returns the same data keyed by `(symbol, granularity_name)` such as `("EURUSD", "M1")`.
+
+```python
+from mt5cli import AccountSpec, collect_latest_closed_rates_by_granularity
+
+rates = collect_latest_closed_rates_by_granularity(
+    [AccountSpec(symbols=["EURUSD", "GBPUSD"], login=12345)],
+    ["M1", "H1"],
+    count=500,
+    retry_count=3,
+)
+eurusd_m1 = rates["EURUSD", "M1"]  # closed bars only
+```
+
 - **Credential resolution**: use `resolve_account_spec()` / `resolve_account_specs()` to merge explicit override values over `AccountSpec` fields and expand `${ENV_VAR}` placeholders (via `substitute_env_placeholders()`), raising `ValueError` for missing variables. This keeps secrets out of plan/config files without coupling to any strategy code.
-- **Throttled history updates**: use `ThrottledHistoryUpdater` to wrap `update_history()` with a minimum `interval_seconds` between successful runs (monotonic clock). Call `should_update()` / `update(client, symbols)` from an application loop; errors propagate by default, or pass `suppress_errors=True` to swallow recoverable `Mt5*Error`/`sqlite3.Error` and let the caller decide logging.
+- **Throttled history updates**: use `ThrottledHistoryUpdater` to wrap `update_history()` with a minimum `interval_seconds` between successful runs (monotonic clock). Call `should_update()` / `update(client, symbols)` from an application loop; errors propagate by default, or pass `suppress_errors=True` to swallow recoverable `Mt5*Error`, `sqlite3.Error`, `ValueError`, `OSError`, and MT5 client capability errors for history API methods without advancing the throttle (other `AttributeError` / `TypeError` values always propagate).
+- **Trading session helpers**: use `mt5_trading_session()` for a trading-capable `pdmt5.Mt5TradingClient` that initializes/logs in via `Mt5Config.path` and always shuts down safely. Pair with `detect_position_side()`, `calculate_margin_and_volume()`, and `determine_order_limits()` for generic position and sizing utilities. The read-only `mt5_session()` / `Mt5CliClient` SDK is unchanged.
 - **Granularity-keyed rate loading**: `load_rate_series_by_granularity()` builds targets with `build_rate_targets()`, loads them with `load_rate_series_from_sqlite()`, and returns a mapping keyed by `(symbol | None, granularity_name)` such as `("EURUSD", "M1")` to reduce downstream boilerplate.
 - **MT5 session helper**: use the `mt5_session()` context manager to attach to (or, when `Mt5Config.path` is set, launch) an MT5 terminal, log in, and yield a connected `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.
@@ -150,6 +171,63 @@ update_history_with_config(
 - Windows OS (MetaTrader 5 requirement)
 - MetaTrader 5 platform installed
 
+### Migration note for mteor
+
+Replace local MT5 lifecycle and trading helper code with mt5cli imports:
+
+```python
+# Before (local mteor helpers)
+# with local_mt5_trading_session(config) as client:
+#     side = local_detect_position_side(client, symbol)
+#     sizing = local_calculate_margin_and_volume(client, symbol, unit_ratio, preserved_ratio)
+#     limits = local_determine_order_limits(client, symbol, side, sl_ratio, tp_ratio)
+
+# After (mt5cli shared layer)
+from pdmt5 import Mt5Config
+from mt5cli import (
+    calculate_margin_and_volume,
+    detect_position_side,
+    determine_order_limits,
+    mt5_trading_session,
+)
+
+with mt5_trading_session(
+    Mt5Config(path=terminal_path, login=login), retry_count=2
+) as client:
+    side = detect_position_side(client, symbol)
+    sizing = calculate_margin_and_volume(
+        client, symbol, unit_margin_ratio=0.5, preserved_margin_ratio=0.2
+    )
+    if side is not None:
+        limits = determine_order_limits(
+            client,
+            symbol,
+            side,
+            stop_loss_limit_ratio=0.01,
+            take_profit_limit_ratio=0.02,
+        )
+```
+
+Throttled history updates use a separate read-only session:
+
+```python
+from pdmt5 import Mt5Config, Mt5DataClient
+
+from mt5cli import ThrottledHistoryUpdater
+
+updater = ThrottledHistoryUpdater(
+    output="history.db", interval_seconds=60, suppress_errors=True
+)
+client = Mt5DataClient(config=Mt5Config(login=login))
+client.initialize_and_login_mt5()
+try:
+    updater.update(client, ["EURUSD"])
+finally:
+    client.shutdown()
+```
+
+Read-only collectors can keep using `mt5_session()` and `Mt5CliClient` without changes.
+
 ## Development
 
 ```bash

docs/api/index.md

@@ -18,6 +18,10 @@ Utility module providing constants, enums, Click parameter types, and helper fun
 
 Programmatic SDK for read-only MetaTrader 5 data collection. Returns pandas DataFrames and provides `collect_history` for SQLite bulk collection.
 
+### [Trading](trading.md)
+
+Trading-capable session management and operational helpers built on `pdmt5.Mt5TradingClient`. Complements the read-only SDK without changing existing `Mt5CliClient` behavior.
+
 ### [History Collection (SQLite)](history.md)
 
 SQLite storage helpers for the `collect-history` command schema, incremental updates, deduplication, indexes, and optional views.
@@ -28,8 +32,9 @@ 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.
+3. **Trading Layer** (`trading.py`): Trading-capable sessions and operational helpers on `Mt5TradingClient`.
+4. **Utils Layer** (`utils.py`): Constants, enums, custom Click parameter types, parsing helpers, and format detection/export utilities.
+5. **Data Layer** (via `pdmt5`): Uses `Mt5DataClient`, `Mt5TradingClient`, and `Mt5Config` from the pdmt5 package for MetaTrader 5 access.
 
 ## Usage Guidelines
 

docs/api/sdk.md

@@ -28,6 +28,26 @@ rates = collect_latest_rates_for_accounts_with_retries(
 )
 ```
 
+### Latest closed rate bars
+
+MetaTrader 5 `start_pos=0` includes the still-forming current bar as the last
+row. `collect_latest_closed_rates_for_accounts()` fetches `count + 1` bars,
+drops that row with `drop_forming_rate_bar()`, and validates each series is
+non-empty. Use `collect_latest_closed_rates_by_granularity()` when callers
+prefer keys such as `("EURUSD", "M1")` instead of integer timeframes.
+
+```python
+from mt5cli import AccountSpec, collect_latest_closed_rates_by_granularity
+
+rates = collect_latest_closed_rates_by_granularity(
+    [AccountSpec(symbols=["EURUSD"], login=12345)],
+    ["M1", "H1"],
+    count=500,
+    retry_count=3,
+)
+closed_m1 = rates["EURUSD", "M1"]
+```
+
 ### Resolving credentials and `${ENV_VAR}` placeholders
 
 `resolve_account_spec()` / `resolve_account_specs()` merge explicit override
@@ -78,6 +98,17 @@ finally:
     client.shutdown()
 ```
 
-By default `Mt5TradingError`, `Mt5RuntimeError`, and `sqlite3.Error` propagate so
-the caller controls logging; pass `suppress_errors=True` to swallow them and
-return `False` without advancing the throttle.
+By default recoverable errors (`Mt5TradingError`, `Mt5RuntimeError`,
+`sqlite3.Error`, `ValueError`, `OSError`, and MT5 client capability
+`AttributeError` / `TypeError` for history API methods) propagate so the caller
+controls logging; pass `suppress_errors=True` to swallow them and return
+`False` without advancing the throttle. Other `AttributeError` / `TypeError`
+values always propagate. Input validation (`_resolve_update_history_request`)
+runs before any MT5 or SQLite calls, but when `suppress_errors=True` the
+resulting `ValueError` is suppressed along with other recoverable errors.
+
+## Trading-capable sessions
+
+For order placement and trading calculations, use the dedicated
+[Trading module](trading.md). The read-only `Mt5CliClient` and `mt5_session()`
+helpers in this module are unchanged.

docs/api/trading.md

@@ -0,0 +1,70 @@
+# Trading Module
+
+::: mt5cli.trading
+
+## Trading-capable MT5 sessions
+
+`mt5_trading_session()` complements the read-only `mt5_session()` helper in
+`sdk.py`. It yields a connected `pdmt5.Mt5TradingClient`, uses
+`Mt5Config.path` to launch the terminal when configured, and always calls
+`shutdown()` on exit.
+
+```python
+from pdmt5 import Mt5Config
+
+from mt5cli import mt5_trading_session
+
+with mt5_trading_session(
+    Mt5Config(path=r"C:\Program Files\MetaTrader 5\terminal64.exe", login=12345),
+    retry_count=2,
+) as client:
+    positions = client.positions_get_as_df(symbol="EURUSD")
+```
+
+The read-only `Mt5CliClient` / `mt5_session()` API is unchanged.
+
+## Operational trading helpers
+
+These helpers are strategy-agnostic and do not depend on signal detection,
+betting logic, or scheduling code in downstream applications.
+
+```python
+from mt5cli import (
+    calculate_margin_and_volume,
+    detect_position_side,
+    determine_order_limits,
+)
+
+side = detect_position_side(client, "EURUSD")
+sizing = calculate_margin_and_volume(
+    client,
+    "EURUSD",
+    unit_margin_ratio=0.5,
+    preserved_margin_ratio=0.2,
+)
+limits = determine_order_limits(
+    client,
+    "EURUSD",
+    side="long",
+    stop_loss_limit_ratio=0.01,
+    take_profit_limit_ratio=0.02,
+)
+```
+
+Protective ratios must satisfy `0 <= ratio < 1`; `0` omits that level.
+`calculate_margin_and_volume()` clamps negative `margin_free` to `0.0`
+before sizing.
+
+## Migration from mteor-local helpers
+
+| mteor-local concern                                      | mt5cli replacement                              |
+| -------------------------------------------------------- | ----------------------------------------------- |
+| Manual terminal spawn/kill around trading code           | `mt5_trading_session()`                         |
+| Local position-side detection                            | `detect_position_side()`                        |
+| Local margin/volume sizing                               | `calculate_margin_and_volume()`                 |
+| Local SL/TP price derivation                             | `determine_order_limits()`                      |
+| Throttled SQLite history loop with ad-hoc error handling | `ThrottledHistoryUpdater(suppress_errors=True)` |
+
+Keep read-only data collection on `mt5_session()` / `Mt5CliClient`; use
+`mt5_trading_session()` only where order placement or trading calculations are
+required.

docs/index.md

@@ -6,6 +6,12 @@ Command-line tool for MetaTrader 5 data export.
 
 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.
 
+## Architecture
+
+- **pdmt5** — canonical MT5 client, DataFrame/trading primitives, and MT5 constant parsing (`TIMEFRAME_*`, `COPY_TICKS_*`, order types).
+- **mt5cli** — CLI commands, CSV/JSON/Parquet/SQLite export, SQLite history collection, rate views, and local batch/automation SDK helpers built on pdmt5.
+- **mt5api** — sibling HTTP adapter for remote MT5 access; not a dependency of mt5cli.
+
 ## Features
 
 - **Multi-format export**: CSV, JSON, Parquet, and SQLite3 output formats

mkdocs.yml

@@ -58,6 +58,7 @@ nav:
       - Overview: api/index.md
       - CLI: api/cli.md
       - SDK: api/sdk.md
+      - Trading: api/trading.md
       - History Collection (SQLite): api/history.md
       - Utils: api/utils.md
 

mt5cli/__init__.py

@@ -6,6 +6,7 @@ from .history import (
     RateTarget,
     build_rate_targets,
     build_rate_view_name,
+    drop_forming_rate_bar,
     load_rate_data,
     load_rate_data_from_connection,
     load_rate_series_by_granularity,
@@ -24,6 +25,8 @@ from .sdk import (
     account_info,
     build_config,
     collect_history,
+    collect_latest_closed_rates_by_granularity,
+    collect_latest_closed_rates_for_accounts,
     collect_latest_rates,
     collect_latest_rates_for_accounts,
     collect_latest_rates_for_accounts_with_retries,
@@ -58,6 +61,12 @@ from .sdk import (
 from .sdk import (
     version as mt5_version,
 )
+from .trading import (
+    calculate_margin_and_volume,
+    detect_position_side,
+    determine_order_limits,
+    mt5_trading_session,
+)
 from .utils import (
     TICK_FLAG_MAP,
     TIMEFRAME_MAP,
@@ -86,7 +95,10 @@ __all__ = [
     "build_config",
     "build_rate_targets",
     "build_rate_view_name",
+    "calculate_margin_and_volume",
     "collect_history",
+    "collect_latest_closed_rates_by_granularity",
+    "collect_latest_closed_rates_for_accounts",
     "collect_latest_rates",
     "collect_latest_rates_for_accounts",
     "collect_latest_rates_for_accounts_with_retries",
@@ -96,6 +108,9 @@ __all__ = [
     "copy_ticks_from",
     "copy_ticks_range",
     "detect_format",
+    "detect_position_side",
+    "determine_order_limits",
+    "drop_forming_rate_bar",
     "export_dataframe",
     "export_dataframe_to_sqlite",
     "history_deals",
@@ -111,6 +126,7 @@ __all__ = [
     "mt5_session",
     "mt5_summary",
     "mt5_summary_as_df",
+    "mt5_trading_session",
     "mt5_version",
     "orders",
     "parse_datetime",

mt5cli/cli.py

@@ -96,6 +96,15 @@ def _sdk_client(ctx: typer.Context) -> sdk.Mt5CliClient:
     return sdk.Mt5CliClient(config=export_ctx.config)
 
 
+def _export_command(
+    ctx: typer.Context,
+    fetch_fn: Callable[[sdk.Mt5CliClient], pd.DataFrame],
+) -> None:
+    """Create an SDK client, fetch a DataFrame, and export it."""
+    client = _sdk_client(ctx)
+    _execute_export(ctx, lambda: fetch_fn(client))
+
+
 @app.callback()
 def _callback(  # pyright: ignore[reportUnusedFunction]
     ctx: typer.Context,
@@ -193,10 +202,9 @@ def rates_from(
     count: Annotated[int, typer.Option(help="Number of records.")],
 ) -> None:
     """Export rates from a start date."""
-    client = _sdk_client(ctx)
-    _execute_export(
+    _export_command(
         ctx,
-        lambda: client.copy_rates_from(symbol, timeframe, date_from, count),
+        lambda client: client.copy_rates_from(symbol, timeframe, date_from, count),
     )
 
 
@@ -215,10 +223,14 @@ def rates_from_pos(
     count: Annotated[int, typer.Option(help="Number of records.")],
 ) -> None:
     """Export rates from a start position."""
-    client = _sdk_client(ctx)
-    _execute_export(
+    _export_command(
         ctx,
-        lambda: client.copy_rates_from_pos(symbol, timeframe, start_pos, count),
+        lambda client: client.copy_rates_from_pos(
+            symbol,
+            timeframe,
+            start_pos,
+            count,
+        ),
     )
 
 
@@ -240,10 +252,14 @@ def latest_rates(
     ] = 0,
 ) -> None:
     """Export latest rates from a start position."""
-    client = _sdk_client(ctx)
-    _execute_export(
+    _export_command(
         ctx,
-        lambda: client.latest_rates(symbol, timeframe, count, start_pos=start_pos),
+        lambda client: client.latest_rates(
+            symbol,
+            timeframe,
+            count,
+            start_pos=start_pos,
+        ),
     )
 
 
@@ -268,10 +284,9 @@ def rates_range(
     ],
 ) -> None:
     """Export rates for a date range."""
-    client = _sdk_client(ctx)
-    _execute_export(
+    _export_command(
         ctx,
-        lambda: client.copy_rates_range(symbol, timeframe, date_from, date_to),
+        lambda client: client.copy_rates_range(symbol, timeframe, date_from, date_to),
     )
 
 
@@ -293,10 +308,9 @@ def ticks_from(
     ],
 ) -> None:
     """Export ticks from a start date."""
-    client = _sdk_client(ctx)
-    _execute_export(
+    _export_command(
         ctx,
-        lambda: client.copy_ticks_from(symbol, date_from, count, flags),
+        lambda client: client.copy_ticks_from(symbol, date_from, count, flags),
     )
 
 
@@ -318,10 +332,9 @@ def ticks_range(
     ],
 ) -> None:
     """Export ticks for a date range."""
-    client = _sdk_client(ctx)
-    _execute_export(
+    _export_command(
         ctx,
-        lambda: client.copy_ticks_range(symbol, date_from, date_to, flags),
+        lambda client: client.copy_ticks_range(symbol, date_from, date_to, flags),
     )
 
 
@@ -347,13 +360,12 @@ def ticks_recent(
             click_type=TICK_FLAGS_TYPE,
             help="Tick flags (ALL, INFO, TRADE, or integer).",
         ),
-    ] = 1,
+    ] = "ALL",  # pyright: ignore[reportArgumentType]
 ) -> None:
     """Export ticks from a recent time window."""
-    client = _sdk_client(ctx)
-    _execute_export(
+    _export_command(
         ctx,
-        lambda: client.recent_ticks(
+        lambda client: client.recent_ticks(
             symbol,
             seconds,
             date_to=date_to,
@@ -366,13 +378,13 @@ def ticks_recent(
 @app.command()
 def account_info(ctx: typer.Context) -> None:
     """Export account information."""
-    _execute_export(ctx, _sdk_client(ctx).account_info)
+    _export_command(ctx, lambda client: client.account_info())
 
 
 @app.command()
 def terminal_info(ctx: typer.Context) -> None:
     """Export terminal information."""
-    _execute_export(ctx, _sdk_client(ctx).terminal_info)
+    _export_command(ctx, lambda client: client.terminal_info())
 
 
 @app.command()
@@ -384,8 +396,7 @@ def symbols(
     ] = None,
 ) -> None:
     """Export symbol list."""
-    client = _sdk_client(ctx)
-    _execute_export(ctx, lambda: client.symbols(group=group))
+    _export_command(ctx, lambda client: client.symbols(group=group))
 
 
 @app.command()
@@ -394,8 +405,7 @@ def symbol_info(
     symbol: Annotated[str, typer.Option(help="Symbol name.")],
 ) -> None:
     """Export symbol details."""
-    client = _sdk_client(ctx)
-    _execute_export(ctx, lambda: client.symbol_info(symbol))
+    _export_command(ctx, lambda client: client.symbol_info(symbol))
 
 
 @app.command()
@@ -404,8 +414,7 @@ def minimum_margins(
     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))
+    _export_command(ctx, lambda client: client.minimum_margins(symbol))
 
 
 @app.command()
@@ -416,10 +425,9 @@ def orders(
     ticket: Annotated[int | None, typer.Option(help="Ticket filter.")] = None,
 ) -> None:
     """Export active orders."""
-    client = _sdk_client(ctx)
-    _execute_export(
+    _export_command(
         ctx,
-        lambda: client.orders(symbol=symbol, group=group, ticket=ticket),
+        lambda client: client.orders(symbol=symbol, group=group, ticket=ticket),
     )
 
 
@@ -431,10 +439,9 @@ def positions(
     ticket: Annotated[int | None, typer.Option(help="Ticket filter.")] = None,
 ) -> None:
     """Export open positions."""
-    client = _sdk_client(ctx)
-    _execute_export(
+    _export_command(
         ctx,
-        lambda: client.positions(symbol=symbol, group=group, ticket=ticket),
+        lambda client: client.positions(symbol=symbol, group=group, ticket=ticket),
     )
 
 
@@ -455,10 +462,9 @@ def history_orders(
     position: Annotated[int | None, typer.Option(help="Position ticket.")] = None,
 ) -> None:
     """Export historical orders."""
-    client = _sdk_client(ctx)
-    _execute_export(
+    _export_command(
         ctx,
-        lambda: client.history_orders(
+        lambda client: client.history_orders(
             date_from=date_from,
             date_to=date_to,
             group=group,
@@ -486,10 +492,9 @@ def history_deals(
     position: Annotated[int | None, typer.Option(help="Position ticket.")] = None,
 ) -> None:
     """Export historical deals."""
-    client = _sdk_client(ctx)
-    _execute_export(
+    _export_command(
         ctx,
-        lambda: client.history_deals(
+        lambda client: client.history_deals(
             date_from=date_from,
             date_to=date_to,
             group=group,
@@ -512,10 +517,9 @@ def recent_history_deals(
     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(
+    _export_command(
         ctx,
-        lambda: client.recent_history_deals(
+        lambda client: client.recent_history_deals(
             hours,
             date_to=date_to,
             group=group,
@@ -527,20 +531,19 @@ def recent_history_deals(
 @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)
+    _export_command(ctx, lambda client: client.mt5_summary_as_df())
 
 
 @app.command()
 def version(ctx: typer.Context) -> None:
     """Export MetaTrader5 version information."""
-    _execute_export(ctx, _sdk_client(ctx).version)
+    _export_command(ctx, lambda client: client.version())
 
 
 @app.command()
 def last_error(ctx: typer.Context) -> None:
     """Export the last error information."""
-    _execute_export(ctx, _sdk_client(ctx).last_error)
+    _export_command(ctx, lambda client: client.last_error())
 
 
 @app.command()
@@ -549,8 +552,7 @@ def symbol_info_tick(
     symbol: Annotated[str, typer.Option(help="Symbol name.")],
 ) -> None:
     """Export the last tick for a symbol."""
-    client = _sdk_client(ctx)
-    _execute_export(ctx, lambda: client.symbol_info_tick(symbol))
+    _export_command(ctx, lambda client: client.symbol_info_tick(symbol))
 
 
 @app.command()
@@ -559,8 +561,7 @@ def market_book(
     symbol: Annotated[str, typer.Option(help="Symbol name.")],
 ) -> None:
     """Export market depth (order book) for a symbol."""
-    client = _sdk_client(ctx)
-    _execute_export(ctx, lambda: client.market_book(symbol))
+    _export_command(ctx, lambda client: client.market_book(symbol))
 
 
 @app.command()
@@ -656,7 +657,7 @@ def collect_history(
             click_type=TICK_FLAGS_TYPE,
             help="Tick copy flags (ALL, INFO, TRADE, or integer).",
         ),
-    ] = 1,
+    ] = "ALL",  # pyright: ignore[reportArgumentType]
     if_exists: Annotated[
         IfExists,
         typer.Option(

mt5cli/history.py

@@ -10,9 +10,10 @@ from pathlib import Path
 from typing import TYPE_CHECKING, Literal, cast
 
 import pandas as pd
+from pdmt5 import get_timeframe_name as _get_timeframe_name
 
 from .utils import (
-    TIMEFRAME_MAP,
+    TIMEFRAME_NAMES,
     Dataset,
     IfExists,
     parse_datetime,
@@ -27,7 +28,7 @@ if TYPE_CHECKING:
 
 logger = logging.getLogger(__name__)
 
-DEFAULT_HISTORY_TIMEFRAMES: tuple[str, ...] = tuple(TIMEFRAME_MAP)
+DEFAULT_HISTORY_TIMEFRAMES: tuple[str, ...] = TIMEFRAME_NAMES
 
 _HISTORY_DEDUP_KEYS: dict[Dataset, tuple[tuple[str, ...], ...]] = {
     Dataset.rates: (("symbol", "timeframe", "time"), ("symbol", "time")),
@@ -80,7 +81,7 @@ def resolve_history_timeframes(
     seen: set[int] = set()
     resolved: list[int] = []
     for value in raw:
-        tf = value if isinstance(value, int) else parse_timeframe(str(value))
+        tf = parse_timeframe(value)
         if tf not in seen:
             seen.add(tf)
             resolved.append(tf)
@@ -93,17 +94,33 @@ def resolve_history_tick_flags(flags: int | str) -> int:
     Returns:
         Integer tick flag value.
     """
-    if isinstance(flags, int):
-        return flags
     return parse_tick_flags(flags)
 
 
 def resolve_granularity_name(timeframe: int) -> str:
     """Return a granularity name for a timeframe integer when known."""
-    for name, value in TIMEFRAME_MAP.items():
-        if value == timeframe:
-            return name
-    return str(timeframe)
+    try:
+        name = _get_timeframe_name(timeframe)
+    except ValueError:
+        return str(timeframe)
+    return name.removeprefix("TIMEFRAME_")
+
+
+def drop_forming_rate_bar(df_rate: pd.DataFrame) -> pd.DataFrame:
+    """Return closed bars from chronologically ordered MT5 rate data.
+
+    MetaTrader 5 ``copy_rates_from_pos(start_pos=0)`` includes the still-forming
+    current bar as the last row. Slice it off so downstream logic only sees
+    completed bars. Empty frames and single-row frames return empty results.
+
+    Args:
+        df_rate: Rate data ordered oldest-to-newest with the forming bar last.
+
+    Returns:
+        A new DataFrame with all rows except the last. Index and columns are
+        preserved. The input frame is not modified.
+    """
+    return df_rate.iloc[:-1].copy()
 
 
 def build_rate_view_name(
@@ -1315,6 +1332,50 @@ def create_rate_compatibility_views(conn: sqlite3.Connection) -> None:
             )
 
 
+def _stream_symbol_frames(
+    conn: sqlite3.Connection,
+    symbols: Sequence[str],
+    dataset: Dataset,
+    if_exists: IfExists,
+    written_columns: dict[Dataset, set[str]],
+    fetch_frame: Callable[[str], pd.DataFrame],
+) -> bool:
+    """Stream per-symbol frames into SQLite.
+
+    Returns:
+        True if the dataset table was written.
+    """
+    table_exists = False
+    for sym in symbols:
+        table_exists = write_streamed_frame(
+            conn,
+            fetch_frame(sym),
+            dataset,
+            table_exists,
+            if_exists,
+            written_columns,
+        )
+    return table_exists
+
+
+def _record_symbol_time_dedup(
+    dedup_scopes: dict[Dataset, list[DedupScope]],
+    written_tables: set[Dataset],
+    dataset: Dataset,
+    symbol: str,
+    start_date: datetime,
+) -> None:
+    """Record a symbol-scoped deduplication window after an incremental write."""
+    written_tables.add(dataset)
+    _record_dedup_scope(
+        dedup_scopes,
+        dataset,
+        "symbol = ? AND time >= ?",
+        (symbol, start_date),
+        frozenset({"symbol", "time"}),
+    )
+
+
 def write_rates_dataset(
     conn: sqlite3.Connection,
     client: Mt5DataClient,
@@ -1330,8 +1391,8 @@ def write_rates_dataset(
     Returns:
         True if the rates table was written.
     """
-    table_exists = False
-    for sym in symbols:
+
+    def _fetch_rates_frame(sym: str) -> pd.DataFrame:
         frame = client.copy_rates_range_as_df(
             symbol=sym,
             timeframe=timeframe,
@@ -1341,15 +1402,16 @@ def write_rates_dataset(
         if len(frame.columns) != 0:
             frame.insert(0, "symbol", sym)
             frame.insert(1, "timeframe", timeframe)
-        table_exists = write_streamed_frame(
-            conn,
-            frame,
-            Dataset.rates,
-            table_exists,
-            if_exists,
-            written_columns,
-        )
-    return table_exists
+        return frame
+
+    return _stream_symbol_frames(
+        conn,
+        symbols,
+        Dataset.rates,
+        if_exists,
+        written_columns,
+        _fetch_rates_frame,
+    )
 
 
 def write_ticks_dataset(
@@ -1367,8 +1429,8 @@ def write_ticks_dataset(
     Returns:
         True if the ticks table was written.
     """
-    table_exists = False
-    for sym in symbols:
+
+    def _fetch_ticks_frame(sym: str) -> pd.DataFrame:
         frame = client.copy_ticks_range_as_df(
             symbol=sym,
             date_from=date_from,
@@ -1377,15 +1439,16 @@ def write_ticks_dataset(
         ).drop(columns=["symbol"], errors="ignore")
         if len(frame.columns) != 0:
             frame.insert(0, "symbol", sym)
-        table_exists = write_streamed_frame(
-            conn,
-            frame,
-            Dataset.ticks,
-            table_exists,
-            if_exists,
-            written_columns,
-        )
-    return table_exists
+        return frame
+
+    return _stream_symbol_frames(
+        conn,
+        symbols,
+        Dataset.ticks,
+        if_exists,
+        written_columns,
+        _fetch_ticks_frame,
+    )
 
 
 def write_history_dataset(
@@ -1420,22 +1483,22 @@ def write_history_dataset(
             if_exists,
             written_columns,
         )
-    for sym in symbols:
-        frame = fetch(date_from=date_from, date_to=date_to, symbol=sym)
-        frame = filter_trade_history_frame(
-            frame,
+
+    def _fetch_history_frame(sym: str) -> pd.DataFrame:
+        return filter_trade_history_frame(
+            fetch(date_from=date_from, date_to=date_to, symbol=sym),
             [sym],
             include_account_events=False,
         )
-        table_exists = write_streamed_frame(
-            conn,
-            frame,
-            dataset,
-            table_exists,
-            if_exists,
-            written_columns,
-        )
-    return table_exists
+
+    return _stream_symbol_frames(
+        conn,
+        symbols,
+        dataset,
+        if_exists,
+        written_columns,
+        _fetch_history_frame,
+    )
 
 
 def _write_incremental_rates(
@@ -1508,13 +1571,12 @@ def _write_incremental_ticks(
             IfExists.APPEND,
             written_columns,
         ):
-            written_tables.add(Dataset.ticks)
-            _record_dedup_scope(
+            _record_symbol_time_dedup(
                 dedup_scopes,
+                written_tables,
                 Dataset.ticks,
-                "symbol = ? AND time >= ?",
-                (symbol, start_date),
-                frozenset({"symbol", "time"}),
+                symbol,
+                start_date,
             )
 
 
@@ -1547,13 +1609,12 @@ def _write_incremental_history_orders(
             written_columns,
             include_account_events=False,
         ):
-            written_tables.add(Dataset.history_orders)
-            _record_dedup_scope(
+            _record_symbol_time_dedup(
                 dedup_scopes,
+                written_tables,
                 Dataset.history_orders,
-                "symbol = ? AND time >= ?",
-                (symbol, start_date),
-                frozenset({"symbol", "time"}),
+                symbol,
+                start_date,
             )
 
 
@@ -1645,13 +1706,12 @@ def _write_incremental_history_deals(
             written_columns,
             include_account_events=False,
         ):
-            written_tables.add(Dataset.history_deals)
-            _record_dedup_scope(
+            _record_symbol_time_dedup(
                 dedup_scopes,
+                written_tables,
                 Dataset.history_deals,
-                "symbol = ? AND time >= ?",
-                (symbol, start_date),
-                frozenset({"symbol", "time"}),
+                symbol,
+                start_date,
             )
 
 

mt5cli/sdk.py

@@ -21,6 +21,8 @@ from .history import (
     create_cash_events_view,
     create_history_indexes,
     create_positions_reconstructed_view,
+    drop_forming_rate_bar,
+    resolve_granularity_name,
     resolve_history_datasets,
     resolve_history_tick_flags,
     resolve_history_timeframes,
@@ -42,6 +44,65 @@ T = TypeVar("T")
 
 logger = logging.getLogger(__name__)
 
+_RECOVERABLE_HISTORY_UPDATE_ERRORS: tuple[type[BaseException], ...] = (
+    Mt5TradingError,
+    Mt5RuntimeError,
+    sqlite3.Error,
+    ValueError,
+    OSError,
+)
+
+_MT5_CLIENT_CAPABILITY_METHODS: frozenset[str] = frozenset({
+    "copy_rates_range_as_df",
+    "copy_ticks_range_as_df",
+    "history_deals_get_as_df",
+    "history_orders_get_as_df",
+})
+_MT5_HISTORY_MODULE = Path(__file__).with_name("history.py").resolve()
+_MT5_HISTORY_CLIENT_CALL_FUNCTIONS: frozenset[str] = frozenset({
+    "write_rates_dataset",
+    "write_ticks_dataset",
+    "write_history_dataset",
+    "_write_incremental_history_deals",
+    "_fetch_rates_frame",
+    "_fetch_ticks_frame",
+    "_fetch_history_frame",
+})
+_NON_CALLABLE_TYPE_ERROR = re.compile(r"^'[^']+' object is not callable$")
+
+
+def _is_non_callable_history_client_type_error(exc: TypeError) -> bool:
+    """Return whether a TypeError came from calling a history client API attribute."""
+    if not _NON_CALLABLE_TYPE_ERROR.match(str(exc)):
+        return False
+    tb = exc.__traceback__
+    if tb is None:
+        return False
+    while tb.tb_next is not None:
+        tb = tb.tb_next
+    frame = tb.tb_frame
+    return (
+        frame.f_code.co_name in _MT5_HISTORY_CLIENT_CALL_FUNCTIONS
+        and Path(frame.f_code.co_filename).resolve() == _MT5_HISTORY_MODULE
+    )
+
+
+def _is_mt5_client_capability_error(exc: BaseException) -> bool:
+    """Return whether an error indicates an incompatible MT5 client API surface."""
+    if isinstance(exc, AttributeError):
+        msg = str(exc)
+        if msg.startswith("MT5 client is missing required method:"):
+            return True
+        name = getattr(exc, "name", None)
+        return isinstance(name, str) and name in _MT5_CLIENT_CAPABILITY_METHODS
+    if isinstance(exc, TypeError):
+        msg = str(exc)
+        if msg.startswith("MT5 client attribute is not callable:"):
+            return True
+        return _is_non_callable_history_client_type_error(exc)
+    return False
+
+
 __all__ = [
     "AccountSpec",
     "Mt5CliClient",
@@ -49,6 +110,8 @@ __all__ = [
     "account_info",
     "build_config",
     "collect_history",
+    "collect_latest_closed_rates_by_granularity",
+    "collect_latest_closed_rates_for_accounts",
     "collect_latest_rates",
     "collect_latest_rates_for_accounts",
     "collect_latest_rates_for_accounts_with_retries",
@@ -84,14 +147,10 @@ __all__ = [
 
 
 def _coerce_timeframe(timeframe: int | str) -> int:
-    if isinstance(timeframe, int):
-        return timeframe
     return parse_timeframe(timeframe)
 
 
 def _coerce_tick_flags(flags: int | str) -> int:
-    if isinstance(flags, int):
-        return flags
     return parse_tick_flags(flags)
 
 
@@ -129,6 +188,12 @@ def _require_positive(value: float, name: str) -> None:
         raise ValueError(msg)
 
 
+def _require_non_negative(value: int, name: str) -> None:
+    if value < 0:
+        msg = f"{name} must be non-negative."
+        raise ValueError(msg)
+
+
 def _call_required_client_method(client: Mt5DataClient, name: str) -> object:
     try:
         method = getattr(client, name)
@@ -1004,10 +1069,14 @@ class ThrottledHistoryUpdater:
             include_account_events: Include account-level cash events.
             interval_seconds: Minimum seconds between successful updates. Values
                 ``<= 0`` update on every call.
-            suppress_errors: When True, ``Mt5TradingError``, ``Mt5RuntimeError``,
-                and ``sqlite3.Error`` raised during an update are swallowed and
-                :meth:`update` returns False without advancing the throttle. When
-                False (default), such errors propagate so callers control logging.
+            suppress_errors: When True, recoverable errors (``Mt5TradingError``,
+                ``Mt5RuntimeError``, ``sqlite3.Error``, ``ValueError``,
+                ``OSError``, and MT5 client capability ``AttributeError`` /
+                ``TypeError`` for history API methods) raised during an update
+                are swallowed and :meth:`update` returns False without advancing
+                the throttle. Other ``AttributeError`` / ``TypeError`` values
+                always propagate. When False (default), recoverable errors
+                propagate so callers control logging.
         """
         self.output = output
         self.datasets = datasets
@@ -1047,16 +1116,27 @@ class ThrottledHistoryUpdater:
         Returns:
             True if an update ran successfully, False if it was throttled or
             (when ``suppress_errors`` is True) failed with a recoverable error.
+            When ``suppress_errors`` is False, recoverable update failures
+            propagate to the caller.
 
         Raises:
-            Mt5TradingError: If the update fails and ``suppress_errors`` is False.
-            Mt5RuntimeError: If the update fails and ``suppress_errors`` is False.
-            sqlite3.Error: If the SQLite write fails and ``suppress_errors`` is
-                False.
+            AttributeError: MT5 client capability mismatch when
+                ``suppress_errors`` is False, or any other attribute error.
+            TypeError: MT5 client capability mismatch when ``suppress_errors``
+                is False, or any other type error.
         """
         if not self.should_update():
             return False
         try:
+            _resolve_update_history_request(
+                output=self.output,
+                symbols=symbols,
+                datasets=self.datasets,
+                timeframes=self.timeframes,
+                flags=self.flags,
+                lookback_hours=self.lookback_hours,
+                date_to=None,
+            )
             update_history(
                 client=client,
                 output=self.output,
@@ -1068,11 +1148,16 @@ class ThrottledHistoryUpdater:
                 with_views=self.with_views,
                 include_account_events=self.include_account_events,
             )
-        except (Mt5TradingError, Mt5RuntimeError, sqlite3.Error):
+        except _RECOVERABLE_HISTORY_UPDATE_ERRORS:
             if self.suppress_errors:
                 logger.warning("Suppressed history update error", exc_info=True)
                 return False
             raise
+        except (AttributeError, TypeError) as exc:
+            if self.suppress_errors and _is_mt5_client_capability_error(exc):
+                logger.warning("Suppressed history update error", exc_info=True)
+                return False
+            raise
         self._last_update_monotonic = time.monotonic()
         return True
 
@@ -1085,7 +1170,7 @@ def collect_history(
     *,
     datasets: set[Dataset] | None = None,
     timeframe: int | str = 1,
-    flags: int | str = 1,
+    flags: int | str = "ALL",
     if_exists: IfExists = IfExists.FAIL,
     with_views: bool = False,
     config: Mt5Config | None = None,
@@ -1533,6 +1618,115 @@ def collect_latest_rates_for_accounts_with_retries(
     return _collect()
 
 
+def collect_latest_closed_rates_for_accounts(
+    accounts: Sequence[AccountSpec],
+    timeframes: Sequence[int | str],
+    count: int,
+    *,
+    start_pos: int = 0,
+    base_config: Mt5Config | None = None,
+    retry_count: int = 0,
+    backoff_base: float = 2.0,
+) -> dict[tuple[str, int], pd.DataFrame]:
+    """Collect latest closed rate bars across multiple MT5 account groups.
+
+    When ``start_pos`` is ``0`` (the default), MetaTrader 5 includes the
+    still-forming current bar as the last row. This helper fetches
+    ``count + 1`` bars, drops that bar with :func:`drop_forming_rate_bar`, and
+    validates that each resulting frame is non-empty. When ``start_pos`` is
+    greater than zero the forming bar is not in range, so only ``count`` bars
+    are fetched and no row is dropped.
+
+    Wraps :func:`collect_latest_rates_for_accounts_with_retries` for transient
+    MT5 error handling.
+
+    Args:
+        accounts: Account groups to read. Each must define at least one symbol.
+        timeframes: MT5 timeframes as integers or names (for example ``M1``).
+        count: Number of closed bars to return per symbol/timeframe.
+        start_pos: Initial bar position offset passed to the underlying collector.
+        base_config: Optional base configuration whose fields fill any value not
+            set on an individual account.
+        retry_count: Maximum number of retries after the first attempt. ``0``
+            disables retries.
+        backoff_base: Base for exponential backoff between retry attempts.
+
+    Returns:
+        Mapping keyed by ``(symbol, timeframe_int)``.
+
+    Raises:
+        ValueError: If inputs are invalid, or any series is empty (after
+            dropping the still-forming bar when ``start_pos`` is ``0``).
+    """
+    _require_positive(count, "count")
+    _require_non_negative(start_pos, "start_pos")
+    fetch_count = count + 1 if start_pos == 0 else count
+    loaded = collect_latest_rates_for_accounts_with_retries(
+        accounts,
+        timeframes,
+        fetch_count,
+        start_pos=start_pos,
+        base_config=base_config,
+        retry_count=retry_count,
+        backoff_base=backoff_base,
+    )
+    result: dict[tuple[str, int], pd.DataFrame] = {}
+    for key, df_rate in loaded.items():
+        closed = drop_forming_rate_bar(df_rate) if start_pos == 0 else df_rate
+        if closed.empty:
+            symbol, timeframe = key
+            msg = f"Rate data is empty for {symbol!r} at timeframe {timeframe}."
+            raise ValueError(msg)
+        result[key] = closed
+    return result
+
+
+def collect_latest_closed_rates_by_granularity(
+    accounts: Sequence[AccountSpec],
+    granularities: Sequence[int | str],
+    count: int,
+    *,
+    start_pos: int = 0,
+    base_config: Mt5Config | None = None,
+    retry_count: int = 0,
+    backoff_base: float = 2.0,
+) -> dict[tuple[str, str], pd.DataFrame]:
+    """Collect latest closed rate bars keyed by symbol and granularity name.
+
+    Thin wrapper around :func:`collect_latest_closed_rates_for_accounts` that
+    rekeys the result by granularity name (for example ``M1``) instead of the
+    integer timeframe.
+
+    Args:
+        accounts: Account groups to read. Each must define at least one symbol.
+        granularities: MT5 timeframes as integers or names (for example ``M1``).
+        count: Number of closed bars to return per symbol/timeframe.
+        start_pos: Initial bar position offset passed to the underlying collector.
+        base_config: Optional base configuration whose fields fill any value not
+            set on an individual account.
+        retry_count: Maximum number of retries after the first attempt. ``0``
+            disables retries.
+        backoff_base: Base for exponential backoff between retry attempts.
+
+    Returns:
+        Mapping keyed by ``(symbol, granularity_name)``. Propagates
+        ``ValueError`` from :func:`collect_latest_closed_rates_for_accounts`.
+    """
+    loaded = collect_latest_closed_rates_for_accounts(
+        accounts,
+        granularities,
+        count,
+        start_pos=start_pos,
+        base_config=base_config,
+        retry_count=retry_count,
+        backoff_base=backoff_base,
+    )
+    return {
+        (symbol, resolve_granularity_name(timeframe)): frame
+        for (symbol, timeframe), frame in loaded.items()
+    }
+
+
 def copy_rates_range(
     symbol: str,
     timeframe: int | str,

mt5cli/trading.py

@@ -0,0 +1,210 @@
+"""Trading-capable MetaTrader 5 session helpers and operational utilities."""
+
+from __future__ import annotations
+
+from contextlib import contextmanager
+from typing import TYPE_CHECKING, Literal
+
+from pdmt5 import Mt5Config, Mt5TradingClient
+
+from .sdk import build_config
+
+if TYPE_CHECKING:
+    from collections.abc import Iterator
+
+    import pandas as pd
+
+PositionSide = Literal["long", "short"]
+OrderSide = Literal["long", "short"]
+
+__all__ = [
+    "OrderSide",
+    "PositionSide",
+    "calculate_margin_and_volume",
+    "detect_position_side",
+    "determine_order_limits",
+    "mt5_trading_session",
+]
+
+
+def _require_unit_ratio(value: float, name: str) -> None:
+    if not 0.0 <= value <= 1.0:
+        msg = f"{name} must be between 0 and 1 inclusive."
+        raise ValueError(msg)
+
+
+def _require_protective_ratio(value: float, name: str) -> None:
+    if not 0.0 <= value < 1.0:
+        msg = f"{name} must be at least 0 and less than 1."
+        raise ValueError(msg)
+
+
+def _sum_position_volume(positions: pd.DataFrame, position_type: object) -> float:
+    matched = positions.loc[positions["type"] == position_type, "volume"]
+    if matched.empty:
+        return 0.0
+    return float(matched.to_numpy(dtype=float).sum())
+
+
+def _normalize_order_side(side: str) -> OrderSide:
+    normalized = side.lower()
+    if normalized in {"long", "buy"}:
+        return "long"
+    if normalized in {"short", "sell"}:
+        return "short"
+    msg = (
+        f"Unsupported order side: {side!r}. Expected 'long', 'short', 'buy', or 'sell'."
+    )
+    raise ValueError(msg)
+
+
+def detect_position_side(
+    client: Mt5TradingClient,
+    symbol: str,
+) -> PositionSide | None:
+    """Detect the net open position side for a symbol.
+
+    Args:
+        client: Connected ``Mt5TradingClient`` instance.
+        symbol: Symbol to inspect.
+
+    Returns:
+        ``"long"`` when net buy volume exceeds sell volume, ``"short"`` when
+        net sell volume exceeds buy volume, or ``None`` when no positions exist
+        or buy/sell volumes are exactly balanced.
+    """
+    positions = client.positions_get_as_df(symbol=symbol)
+    if positions.empty:
+        return None
+
+    buy_type = client.mt5.POSITION_TYPE_BUY
+    sell_type = client.mt5.POSITION_TYPE_SELL
+    buy_volume = _sum_position_volume(positions, buy_type)
+    sell_volume = _sum_position_volume(positions, sell_type)
+    net_volume = buy_volume - sell_volume
+    if net_volume > 0:
+        return "long"
+    if net_volume < 0:
+        return "short"
+    return None
+
+
+def calculate_margin_and_volume(
+    client: Mt5TradingClient,
+    symbol: str,
+    unit_margin_ratio: float,
+    preserved_margin_ratio: float,
+) -> dict[str, float]:
+    """Calculate tradable margin and volumes from account free margin.
+
+    Applies ``preserved_margin_ratio`` to keep a reserve off ``margin_free``,
+    then allocates ``unit_margin_ratio`` of the remainder as the margin budget
+    for volume sizing on both buy and sell sides.
+
+    Args:
+        client: Connected ``Mt5TradingClient`` instance.
+        symbol: Symbol used for minimum-lot margin and volume calculations.
+        unit_margin_ratio: Fraction of post-reserve margin to allocate per unit.
+        preserved_margin_ratio: Fraction of ``margin_free`` to preserve.
+
+    Returns:
+        Dictionary with ``margin_free``, ``available_margin``, ``trade_margin``,
+        ``buy_volume``, and ``sell_volume``. Negative ``margin_free`` values are
+        clamped to ``0.0`` before sizing.
+    """
+    _require_unit_ratio(unit_margin_ratio, "unit_margin_ratio")
+    _require_unit_ratio(preserved_margin_ratio, "preserved_margin_ratio")
+
+    account = client.account_info_as_dict()
+    margin_free = max(0.0, float(account.get("margin_free") or 0.0))
+    available_margin = margin_free * (1.0 - preserved_margin_ratio)
+    trade_margin = available_margin * unit_margin_ratio
+    buy_volume = client.calculate_volume_by_margin(symbol, trade_margin, "BUY")
+    sell_volume = client.calculate_volume_by_margin(symbol, trade_margin, "SELL")
+    return {
+        "margin_free": margin_free,
+        "available_margin": available_margin,
+        "trade_margin": trade_margin,
+        "buy_volume": buy_volume,
+        "sell_volume": sell_volume,
+    }
+
+
+def determine_order_limits(
+    client: Mt5TradingClient,
+    symbol: str,
+    side: OrderSide | str,
+    stop_loss_limit_ratio: float,
+    take_profit_limit_ratio: float,
+) -> dict[str, float | None]:
+    """Derive entry and protective order prices from current market quotes.
+
+    Args:
+        client: Connected ``Mt5TradingClient`` instance.
+        symbol: Symbol used for the quote lookup.
+        side: Position side as ``"long"``/``"short"`` (``"buy"``/``"sell"``
+            aliases are accepted).
+        stop_loss_limit_ratio: Relative distance from entry for stop loss in
+            ``[0, 1)``. A value of ``0`` omits the stop loss.
+        take_profit_limit_ratio: Relative distance from entry for take profit in
+            ``[0, 1)``. A value of ``0`` omits the take profit.
+
+    Returns:
+        Dictionary with ``entry``, ``stop_loss``, and ``take_profit`` keys.
+        Omitted protective levels are returned as ``None``.
+    """
+    _require_protective_ratio(stop_loss_limit_ratio, "stop_loss_limit_ratio")
+    _require_protective_ratio(take_profit_limit_ratio, "take_profit_limit_ratio")
+    normalized_side = _normalize_order_side(side)
+    tick = client.symbol_info_tick_as_dict(symbol=symbol)
+    entry = float(tick["ask"] if normalized_side == "long" else tick["bid"])
+
+    stop_loss: float | None = None
+    if stop_loss_limit_ratio > 0:
+        if normalized_side == "long":
+            stop_loss = entry * (1.0 - stop_loss_limit_ratio)
+        else:
+            stop_loss = entry * (1.0 + stop_loss_limit_ratio)
+
+    take_profit: float | None = None
+    if take_profit_limit_ratio > 0:
+        if normalized_side == "long":
+            take_profit = entry * (1.0 + take_profit_limit_ratio)
+        else:
+            take_profit = entry * (1.0 - take_profit_limit_ratio)
+
+    return {
+        "entry": entry,
+        "stop_loss": stop_loss,
+        "take_profit": take_profit,
+    }
+
+
+@contextmanager
+def mt5_trading_session(
+    config: Mt5Config | None = None,
+    retry_count: int = 0,
+) -> Iterator[Mt5TradingClient]:
+    """Open a trading-capable MT5 session and always shut down safely.
+
+    Launches the MetaTrader 5 terminal using ``Mt5Config.path`` when set,
+    initializes and logs in via ``initialize_and_login_mt5()``, yields a
+    connected :class:`~pdmt5.Mt5TradingClient`, and calls ``shutdown()`` on
+    exit even when an error is raised inside the context.
+
+    Args:
+        config: MT5 connection configuration. Defaults to an empty config that
+            attaches to a running terminal.
+        retry_count: Number of initialization retries passed to
+            ``Mt5TradingClient``.
+
+    Yields:
+        Connected ``Mt5TradingClient`` bound to the session.
+    """
+    mt5_config = config or build_config()
+    client = Mt5TradingClient(config=mt5_config, retry_count=retry_count)
+    try:
+        client.initialize_and_login_mt5()
+        yield client
+    finally:
+        client.shutdown()

mt5cli/utils.py

@@ -10,6 +10,9 @@ from pathlib import Path
 from typing import TYPE_CHECKING, Any, TypeGuard
 
 import click
+from pdmt5 import COPY_TICKS_MAP, TIMEFRAME_MAP
+from pdmt5 import parse_copy_ticks as _parse_copy_ticks
+from pdmt5 import parse_timeframe as _parse_timeframe
 
 if TYPE_CHECKING:
     from collections.abc import Sequence
@@ -20,35 +23,15 @@ if TYPE_CHECKING:
 # Constants
 # ---------------------------------------------------------------------------
 
-TIMEFRAME_MAP: dict[str, int] = {
-    "M1": 1,
-    "M2": 2,
-    "M3": 3,
-    "M4": 4,
-    "M5": 5,
-    "M6": 6,
-    "M10": 10,
-    "M12": 12,
-    "M15": 15,
-    "M20": 20,
-    "M30": 30,
-    "H1": 16385,
-    "H2": 16386,
-    "H3": 16387,
-    "H4": 16388,
-    "H6": 16390,
-    "H8": 16392,
-    "H12": 16396,
-    "D1": 16408,
-    "W1": 32769,
-    "MN1": 49153,
-}
+# Backward-compatible snapshot; prefer ``COPY_TICKS_MAP`` from pdmt5 directly.
+TICK_FLAG_MAP: dict[str, int] = dict(COPY_TICKS_MAP)
 
-TICK_FLAG_MAP: dict[str, int] = {
-    "ALL": 1,
-    "INFO": 2,
-    "TRADE": 4,
-}
+TIMEFRAME_NAMES: tuple[str, ...] = tuple(
+    name for name in TIMEFRAME_MAP if not name.startswith("TIMEFRAME_")
+)
+_TICK_FLAG_NAMES: tuple[str, ...] = tuple(
+    name for name in COPY_TICKS_MAP if not name.startswith("COPY_TICKS_")
+)
 
 _FORMAT_EXTENSIONS: dict[str, str] = {
     ".csv": "csv",
@@ -160,10 +143,8 @@ class _TimeframeType(click.ParamType):
         Returns:
             Integer timeframe value.
         """
-        if isinstance(value, int):
-            return value
         try:
-            return parse_timeframe(str(value))
+            return parse_timeframe(value)
         except ValueError as exc:
             self.fail(str(exc), param, ctx)
 
@@ -189,10 +170,8 @@ class _TickFlagsType(click.ParamType):
         Returns:
             Integer tick flag value.
         """
-        if isinstance(value, int):
-            return value
         try:
-            return parse_tick_flags(str(value))
+            return parse_tick_flags(value)
         except ValueError as exc:
             self.fail(str(exc), param, ctx)
 
@@ -370,7 +349,7 @@ def parse_datetime(value: str) -> datetime:
     return dt
 
 
-def parse_timeframe(value: str) -> int:
+def parse_timeframe(value: object) -> int:
     """Parse a timeframe string or integer value.
 
     Args:
@@ -382,37 +361,39 @@ def parse_timeframe(value: str) -> int:
     Raises:
         ValueError: If the timeframe is invalid.
     """
-    upper = value.upper()
-    if upper in TIMEFRAME_MAP:
-        return TIMEFRAME_MAP[upper]
     try:
-        return int(value)
+        return _parse_timeframe(value)
     except ValueError:
-        valid = ", ".join(TIMEFRAME_MAP)
-        msg = f"Invalid timeframe: '{value}'. Use one of: {valid}, or an integer."
+        display = value if isinstance(value, str) else repr(value)
+        valid = ", ".join(TIMEFRAME_NAMES)
+        msg = (
+            f"Invalid timeframe: '{display}'. "
+            f"Use one of: {valid}, or a supported integer."
+        )
         raise ValueError(msg) from None
 
 
-def parse_tick_flags(value: str) -> int:
+def parse_tick_flags(value: object) -> int:
     """Parse tick flags string or integer value.
 
     Args:
-        value: Tick flag name (ALL, INFO, TRADE) or integer value.
+        value: Tick flag name (ALL, INFO, TRADE, COPY_TICKS_*) or integer value.
 
     Returns:
-        Integer tick flag value.
+        Integer tick flag value compatible with MetaTrader 5 ``COPY_TICKS_*``.
 
     Raises:
         ValueError: If the flag is invalid.
     """
-    upper = value.upper()
-    if upper in TICK_FLAG_MAP:
-        return TICK_FLAG_MAP[upper]
     try:
-        return int(value)
+        return _parse_copy_ticks(value)
     except ValueError:
-        valid = ", ".join(TICK_FLAG_MAP)
-        msg = f"Invalid tick flags: '{value}'. Use one of: {valid}, or an integer."
+        display = value if isinstance(value, str) else repr(value)
+        valid = ", ".join(_TICK_FLAG_NAMES)
+        msg = (
+            f"Invalid tick flags: '{display}'. "
+            f"Use one of: {valid}, or a supported integer."
+        )
         raise ValueError(msg) from None
 
 

pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "mt5cli"
-version = "0.5.3"
+version = "0.7.1"
 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"}]
@@ -9,7 +9,7 @@ license-files = ["LICENSE"]
 readme = "README.md"
 requires-python = ">= 3.11, < 3.14"
 dependencies = [
-  "pdmt5 >= 0.2.3",
+  "pdmt5>=0.3.0",
   "click >= 8.1.0",
   "pyarrow >= 19.0.0",
   "typer >= 0.15.0",

tests/conftest.py

@@ -0,0 +1,52 @@
+"""Shared pytest fixtures for mt5cli tests."""
+
+from __future__ import annotations
+
+from unittest.mock import MagicMock
+
+import pandas as pd
+import pytest
+from pytest_mock import MockerFixture  # noqa: TC002
+
+_DATAFRAME_METHODS = (
+    "copy_rates_from_as_df",
+    "copy_rates_from_pos_as_df",
+    "copy_rates_range_as_df",
+    "copy_ticks_from_as_df",
+    "copy_ticks_range_as_df",
+    "account_info_as_df",
+    "terminal_info_as_df",
+    "symbols_get_as_df",
+    "symbol_info_as_df",
+    "orders_get_as_df",
+    "positions_get_as_df",
+    "history_orders_get_as_df",
+    "history_deals_get_as_df",
+    "version_as_df",
+    "last_error_as_df",
+    "symbol_info_tick_as_df",
+    "market_book_get_as_df",
+    "order_check_as_df",
+    "order_send_as_df",
+)
+
+
+def build_mock_mt5_data_client() -> MagicMock:
+    """Return a MagicMock Mt5DataClient with common DataFrame stubs."""
+    client = MagicMock()
+    sample_df = pd.DataFrame({"col": [1]})
+    for method_name in _DATAFRAME_METHODS:
+        getattr(client, method_name).return_value = sample_df
+    client.version.return_value = (5, 0, 1)
+    client.terminal_info.return_value = {"connected": True, "paths": ["terminal.exe"]}
+    client.account_info.return_value = {"login": 123, "limits": {"modes": ["demo"]}}
+    client.symbols_total.return_value = 42
+    return client
+
+
+@pytest.fixture
+def mock_client(mocker: MockerFixture) -> MagicMock:
+    """Create and patch a mock Mt5DataClient for CLI and SDK tests."""
+    client = build_mock_mt5_data_client()
+    mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=client)
+    return client

tests/test_cli.py

@@ -69,38 +69,6 @@ class TestExecuteExport:
 # ---------------------------------------------------------------------------
 
 
-@pytest.fixture
-def mock_client(mocker: MockerFixture) -> MagicMock:
-    """Create and patch a mock Mt5DataClient for CLI tests."""
-    client = MagicMock()
-    sample_df = pd.DataFrame({"col": [1]})
-    client.copy_rates_from_as_df.return_value = sample_df
-    client.copy_rates_from_pos_as_df.return_value = sample_df
-    client.copy_rates_range_as_df.return_value = sample_df
-    client.copy_ticks_from_as_df.return_value = sample_df
-    client.copy_ticks_range_as_df.return_value = sample_df
-    client.account_info_as_df.return_value = sample_df
-    client.terminal_info_as_df.return_value = sample_df
-    client.symbols_get_as_df.return_value = sample_df
-    client.symbol_info_as_df.return_value = sample_df
-    client.orders_get_as_df.return_value = sample_df
-    client.positions_get_as_df.return_value = sample_df
-    client.history_orders_get_as_df.return_value = sample_df
-    client.history_deals_get_as_df.return_value = sample_df
-    client.version_as_df.return_value = sample_df
-    client.last_error_as_df.return_value = sample_df
-    client.symbol_info_tick_as_df.return_value = sample_df
-    client.market_book_get_as_df.return_value = sample_df
-    client.order_check_as_df.return_value = sample_df
-    client.order_send_as_df.return_value = sample_df
-    client.version.return_value = (5, 0, 1)
-    client.terminal_info.return_value = {"connected": True, "paths": ["terminal.exe"]}
-    client.account_info.return_value = {"login": 123, "limits": {"modes": ["demo"]}}
-    client.symbols_total.return_value = 42
-    mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=client)
-    return client
-
-
 class TestCommands:
     """Tests for all CLI subcommands via CliRunner."""
 
@@ -317,7 +285,7 @@ class TestCommands:
             symbol="EURUSD",
             date_from=datetime(2024, 1, 1, tzinfo=UTC),
             count=100,
-            flags=1,
+            flags=-1,
         )
 
     def test_ticks_range(
@@ -348,7 +316,7 @@ class TestCommands:
             symbol="EURUSD",
             date_from=datetime(2024, 1, 1, tzinfo=UTC),
             date_to=datetime(2024, 2, 1, tzinfo=UTC),
-            flags=2,
+            flags=1,
         )
 
     def test_ticks_recent(
@@ -381,7 +349,7 @@ class TestCommands:
             symbol="EURUSD",
             date_from=datetime(2024, 1, 2, tzinfo=UTC) - timedelta(seconds=120),
             count=500,
-            flags=1,
+            flags=-1,
         )
         mock_client.copy_ticks_range_as_df.assert_not_called()
 
@@ -1000,7 +968,7 @@ class TestCollectHistory:
             symbol="EURUSD",
             date_from=datetime(2024, 1, 1, tzinfo=UTC),
             date_to=datetime(2024, 2, 1, tzinfo=UTC),
-            flags=1,
+            flags=-1,
         )
         with sqlite3.connect(output) as conn:
             tables = {
@@ -1213,7 +1181,7 @@ class TestCollectHistory:
             symbol="EURUSD",
             date_from=datetime(2024, 1, 1, tzinfo=UTC),
             date_to=datetime(2024, 2, 1, tzinfo=UTC),
-            flags=1,
+            flags=-1,
         )
 
     def test_collect_history_with_views(

tests/test_history.py

@@ -30,6 +30,7 @@ from mt5cli.history import (
     create_rate_compatibility_views,
     deduplicate_history_tables,
     drop_duplicates_in_table,
+    drop_forming_rate_bar,
     filter_incremental_history_deals_frame,
     filter_trade_history_frame,
     get_history_deals_account_event_start_datetime,
@@ -516,6 +517,9 @@ class TestResolveHistorySettings:
         """Test default timeframes include all fixed MT5 values."""
         resolved = resolve_history_timeframes(None)
         assert len(resolved) == len(DEFAULT_HISTORY_TIMEFRAMES)
+        assert not any(
+            name.startswith("TIMEFRAME_") for name in DEFAULT_HISTORY_TIMEFRAMES
+        )
         assert 1 in resolved
         assert TIMEFRAME_MAP["H1"] in resolved
 
@@ -525,7 +529,7 @@ class TestResolveHistorySettings:
 
     def test_resolve_history_tick_flags(self) -> None:
         """Test tick flag resolution."""
-        assert resolve_history_tick_flags("ALL") == 1
+        assert resolve_history_tick_flags("ALL") == -1
         assert resolve_history_tick_flags(2) == 2
 
     def test_resolve_granularity_name_falls_back_to_integer(self) -> None:
@@ -533,6 +537,57 @@ class TestResolveHistorySettings:
         assert resolve_granularity_name(999) == "999"
         assert resolve_granularity_name(1) == "M1"
 
+    def test_resolve_granularity_name_strips_official_prefix(
+        self,
+        mocker: MockerFixture,
+    ) -> None:
+        """Test official pdmt5 timeframe names are normalized to short aliases."""
+        mocker.patch(
+            "mt5cli.history._get_timeframe_name",
+            return_value="TIMEFRAME_H1",
+        )
+        assert resolve_granularity_name(16385) == "H1"
+
+
+class TestDropFormingRateBar:
+    """Tests for drop_forming_rate_bar."""
+
+    def test_drops_still_forming_last_bar(self) -> None:
+        """Test the still-forming last bar is removed."""
+        df_rate = pd.DataFrame(
+            {"time": [1, 2, 3], "close": [1.1, 1.2, 1.3]},
+            index=pd.Index(["a", "b", "c"], name="idx"),
+        )
+
+        result = drop_forming_rate_bar(df_rate)
+
+        pd.testing.assert_frame_equal(
+            result,
+            pd.DataFrame(
+                {"time": [1, 2], "close": [1.1, 1.2]},
+                index=pd.Index(["a", "b"], name="idx"),
+            ),
+        )
+        assert df_rate.shape == (3, 2)
+
+    def test_returns_empty_frame_when_input_empty(self) -> None:
+        """Test empty frames stay empty."""
+        df_rate = pd.DataFrame(columns=["time", "close"])
+
+        result = drop_forming_rate_bar(df_rate)
+
+        assert result.empty
+        assert list(result.columns) == ["time", "close"]
+
+    def test_returns_empty_frame_when_only_forming_bar_present(self) -> None:
+        """Test a single-bar frame becomes empty after dropping the forming bar."""
+        df_rate = pd.DataFrame({"time": [1], "close": [1.1]})
+
+        result = drop_forming_rate_bar(df_rate)
+
+        assert result.empty
+        assert list(result.columns) == ["time", "close"]
+
 
 class TestParseSqliteTimestamp:
     """Tests for parse_sqlite_timestamp."""
@@ -1713,6 +1768,8 @@ class TestIncrementalIntegration:
         """Test invalid tick flags raise ValueError."""
         with pytest.raises(ValueError, match="Invalid tick flags"):
             resolve_history_tick_flags("BAD")
+        with pytest.raises(ValueError, match="Invalid tick flags"):
+            resolve_history_tick_flags(7)
 
     def test_resolve_history_timeframes_invalid(self) -> None:
         """Test invalid timeframes raise ValueError."""

tests/test_sdk.py

@@ -19,7 +19,7 @@ if TYPE_CHECKING:
     from pdmt5 import Mt5Config, Mt5DataClient
 
 from mt5cli import sdk
-from mt5cli.history import DEFAULT_HISTORY_TIMEFRAMES
+from mt5cli.history import DEFAULT_HISTORY_TIMEFRAMES, write_rates_dataset
 from mt5cli.sdk import (
     AccountSpec,
     Mt5CliClient,
@@ -27,6 +27,8 @@ from mt5cli.sdk import (
     account_info,
     build_config,
     collect_history,
+    collect_latest_closed_rates_by_granularity,
+    collect_latest_closed_rates_for_accounts,
     collect_latest_rates,
     collect_latest_rates_for_accounts,
     collect_latest_rates_for_accounts_with_retries,
@@ -59,7 +61,7 @@ from mt5cli.sdk import (
     update_history_with_config,
     version,
 )
-from mt5cli.utils import Dataset
+from mt5cli.utils import Dataset, IfExists
 
 
 class _TerminalInfo(NamedTuple):
@@ -130,32 +132,6 @@ _DEALS_FIXTURE: dict[str, list[object]] = {
 }
 
 
-@pytest.fixture
-def mock_client(mocker: MockerFixture) -> MagicMock:
-    """Create and patch a mock Mt5DataClient for SDK tests."""
-    client = MagicMock()
-    sample_df = pd.DataFrame({"col": [1]})
-    client.copy_rates_from_as_df.return_value = sample_df
-    client.copy_rates_from_pos_as_df.return_value = sample_df
-    client.copy_rates_range_as_df.return_value = sample_df
-    client.copy_ticks_from_as_df.return_value = sample_df
-    client.copy_ticks_range_as_df.return_value = sample_df
-    client.account_info_as_df.return_value = sample_df
-    client.terminal_info_as_df.return_value = sample_df
-    client.symbols_get_as_df.return_value = sample_df
-    client.symbol_info_as_df.return_value = sample_df
-    client.orders_get_as_df.return_value = sample_df
-    client.positions_get_as_df.return_value = sample_df
-    client.history_orders_get_as_df.return_value = sample_df
-    client.history_deals_get_as_df.return_value = sample_df
-    client.version_as_df.return_value = sample_df
-    client.last_error_as_df.return_value = sample_df
-    client.symbol_info_tick_as_df.return_value = sample_df
-    client.market_book_get_as_df.return_value = sample_df
-    mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=client)
-    return client
-
-
 def _build_history_client(mocker: MockerFixture) -> MagicMock:
     """Build a mocked Mt5DataClient with per-symbol history results."""
     client = MagicMock()
@@ -388,7 +364,7 @@ class TestMt5CliClient:
             symbol="EURUSD",
             date_from=datetime(2024, 1, 1, tzinfo=UTC),
             count=100,
-            flags=2,
+            flags=1,
         )
 
     def test_history_orders_accepts_string_dates(
@@ -949,7 +925,7 @@ class TestUpdateHistory:
             assert kwargs["symbol"] == "EURUSD"
             assert kwargs["date_from"] == expected_start
             assert kwargs["date_to"] == date_to
-            assert kwargs["flags"] == 1
+            assert kwargs["flags"] == -1
             return pd.DataFrame({
                 "time": ["2024-01-01T12:00:00+00:00"],
                 "time_msc": [1_704_110_400_000],
@@ -1117,7 +1093,7 @@ class TestRecentTicks:
             symbol="EURUSD",
             date_from=end - timedelta(seconds=60),
             count=100,
-            flags=2,
+            flags=1,
         )
         client.copy_ticks_range_as_df.assert_not_called()
 
@@ -1147,7 +1123,7 @@ class TestRecentTicks:
         assert kwargs["symbol"] == "EURUSD"
         assert kwargs["date_to"] == tick.time
         assert kwargs["date_from"] == tick.time - timedelta(seconds=30)
-        assert kwargs["flags"] == 1
+        assert kwargs["flags"] == -1
 
     def test_recent_ticks_rejects_unsupported_tick_time(
         self,
@@ -1217,7 +1193,7 @@ class TestRecentTicks:
             symbol="EURUSD",
             date_from=end - timedelta(seconds=60),
             date_to=end,
-            flags=1,
+            flags=-1,
         )
 
 
@@ -1523,6 +1499,199 @@ class TestCollectLatestRatesForAccountsWithRetries:
         sleep.assert_not_called()
 
 
+class TestCollectLatestClosedRatesForAccounts:
+    """Tests for collect_latest_closed_rates_for_accounts."""
+
+    def test_fetches_count_plus_one_and_drops_forming_bar(
+        self,
+        mocker: MockerFixture,
+    ) -> None:
+        """Test closed-bar collection requests one extra bar at start_pos=0."""
+        df_rate = pd.DataFrame({"time": [1, 2, 3], "close": [1.1, 1.2, 1.3]})
+        wrapped = mocker.patch(
+            "mt5cli.sdk.collect_latest_rates_for_accounts_with_retries",
+            return_value={("EURUSD", 1): df_rate},
+        )
+        accounts = [AccountSpec(symbols=["EURUSD"])]
+
+        result = collect_latest_closed_rates_for_accounts(
+            accounts,
+            ["M1"],
+            count=2,
+            retry_count=1,
+            backoff_base=3,
+        )
+
+        wrapped.assert_called_once_with(
+            accounts,
+            ["M1"],
+            3,
+            start_pos=0,
+            base_config=None,
+            retry_count=1,
+            backoff_base=3,
+        )
+        pd.testing.assert_frame_equal(
+            result["EURUSD", 1],
+            pd.DataFrame({"time": [1, 2], "close": [1.1, 1.2]}),
+        )
+
+    def test_rejects_forming_bar_only_frames(self, mocker: MockerFixture) -> None:
+        """Test empty results after dropping the forming bar raise ValueError."""
+        mocker.patch(
+            "mt5cli.sdk.collect_latest_rates_for_accounts_with_retries",
+            return_value={("EURUSD", 1): pd.DataFrame({"time": [1], "close": [1.1]})},
+        )
+
+        with pytest.raises(ValueError, match="Rate data is empty"):
+            collect_latest_closed_rates_for_accounts(
+                [AccountSpec(symbols=["EURUSD"])],
+                ["M1"],
+                count=1,
+            )
+
+    def test_skips_extra_fetch_when_start_pos_nonzero(
+        self,
+        mocker: MockerFixture,
+    ) -> None:
+        """Test start_pos > 0 fetches count bars without dropping the last row."""
+        df_rate = pd.DataFrame({"time": [1, 2], "close": [1.1, 1.2]})
+        wrapped = mocker.patch(
+            "mt5cli.sdk.collect_latest_rates_for_accounts_with_retries",
+            return_value={("EURUSD", 1): df_rate},
+        )
+
+        result = collect_latest_closed_rates_for_accounts(
+            [AccountSpec(symbols=["EURUSD"])],
+            ["M1"],
+            count=2,
+            start_pos=1,
+        )
+
+        wrapped.assert_called_once_with(
+            [AccountSpec(symbols=["EURUSD"])],
+            ["M1"],
+            2,
+            start_pos=1,
+            base_config=None,
+            retry_count=0,
+            backoff_base=2.0,
+        )
+        pd.testing.assert_frame_equal(result["EURUSD", 1], df_rate)
+
+    def test_rejects_zero_count_before_fetching(self, mocker: MockerFixture) -> None:
+        """Test count=0 is rejected before any MT5 collection attempt."""
+        wrapped = mocker.patch(
+            "mt5cli.sdk.collect_latest_rates_for_accounts_with_retries",
+        )
+
+        with pytest.raises(ValueError, match="count must be positive"):
+            collect_latest_closed_rates_for_accounts(
+                [AccountSpec(symbols=["EURUSD"])],
+                ["M1"],
+                count=0,
+            )
+
+        wrapped.assert_not_called()
+
+    def test_rejects_negative_start_pos(self, mocker: MockerFixture) -> None:
+        """Test negative start_pos is rejected before any MT5 collection attempt."""
+        wrapped = mocker.patch(
+            "mt5cli.sdk.collect_latest_rates_for_accounts_with_retries",
+        )
+
+        with pytest.raises(ValueError, match="start_pos must be non-negative"):
+            collect_latest_closed_rates_for_accounts(
+                [AccountSpec(symbols=["EURUSD"])],
+                ["M1"],
+                count=1,
+                start_pos=-1,
+            )
+
+        wrapped.assert_not_called()
+
+    def test_rejects_empty_frames_with_start_pos_nonzero(
+        self,
+        mocker: MockerFixture,
+    ) -> None:
+        """Test empty upstream frames raise ValueError when start_pos > 0."""
+        mocker.patch(
+            "mt5cli.sdk.collect_latest_rates_for_accounts_with_retries",
+            return_value={("EURUSD", 1): pd.DataFrame(columns=["time", "close"])},
+        )
+
+        with pytest.raises(ValueError, match="Rate data is empty"):
+            collect_latest_closed_rates_for_accounts(
+                [AccountSpec(symbols=["EURUSD"])],
+                ["M1"],
+                count=1,
+                start_pos=1,
+            )
+
+    def test_processes_multiple_symbol_timeframe_pairs(
+        self,
+        mocker: MockerFixture,
+    ) -> None:
+        """Test each returned series is trimmed and validated independently."""
+        mocker.patch(
+            "mt5cli.sdk.collect_latest_rates_for_accounts_with_retries",
+            return_value={
+                ("EURUSD", 1): pd.DataFrame(
+                    {"time": [1, 2, 3], "close": [1.1, 1.2, 1.3]},
+                ),
+                ("GBPUSD", 16385): pd.DataFrame(
+                    {"time": [4, 5, 6], "close": [2.1, 2.2, 2.3]},
+                ),
+            },
+        )
+
+        result = collect_latest_closed_rates_for_accounts(
+            [AccountSpec(symbols=["EURUSD", "GBPUSD"])],
+            ["M1", "H1"],
+            count=2,
+        )
+
+        assert set(result) == {("EURUSD", 1), ("GBPUSD", 16385)}
+        pd.testing.assert_frame_equal(
+            result["EURUSD", 1],
+            pd.DataFrame({"time": [1, 2], "close": [1.1, 1.2]}),
+        )
+        pd.testing.assert_frame_equal(
+            result["GBPUSD", 16385],
+            pd.DataFrame({"time": [4, 5], "close": [2.1, 2.2]}),
+        )
+
+
+class TestCollectLatestClosedRatesByGranularity:
+    """Tests for collect_latest_closed_rates_by_granularity."""
+
+    def test_rekeys_by_granularity_name(self, mocker: MockerFixture) -> None:
+        """Test closed rates are keyed by symbol and granularity name."""
+        df_rate = pd.DataFrame({"time": [1, 2], "close": [1.1, 1.2]})
+        wrapped = mocker.patch(
+            "mt5cli.sdk.collect_latest_closed_rates_for_accounts",
+            return_value={("EURUSD", 1): df_rate},
+        )
+
+        result = collect_latest_closed_rates_by_granularity(
+            [AccountSpec(symbols=["EURUSD"])],
+            ["M1"],
+            count=2,
+        )
+
+        wrapped.assert_called_once_with(
+            [AccountSpec(symbols=["EURUSD"])],
+            ["M1"],
+            2,
+            start_pos=0,
+            base_config=None,
+            retry_count=0,
+            backoff_base=2.0,
+        )
+        assert ("EURUSD", "M1") in result
+        pd.testing.assert_frame_equal(result["EURUSD", "M1"], df_rate)
+
+
 class TestSubstituteEnvPlaceholders:
     """Tests for ${ENV_VAR} substitution."""
 
@@ -1718,6 +1887,16 @@ class TestThrottledHistoryUpdater:
             Mt5RuntimeError("boom"),
             Mt5TradingError("trade failed"),
             sqlite3.OperationalError("locked"),
+            ValueError("invalid symbols"),
+            OSError("disk full"),
+            AttributeError(
+                "'StubClient' object has no attribute 'copy_rates_range_as_df'",
+                name="copy_rates_range_as_df",
+            ),
+            AttributeError(
+                "MT5 client is missing required method: copy_ticks_range_as_df"
+            ),
+            TypeError("MT5 client attribute is not callable: history_orders_get_as_df"),
         ],
     )
     def test_suppresses_errors_when_requested(
@@ -1737,3 +1916,130 @@ class TestThrottledHistoryUpdater:
 
         assert updater.update(MagicMock(), ["EURUSD"]) is False
         assert updater.last_update_monotonic is None
+
+    @pytest.mark.parametrize(
+        "error",
+        [
+            AttributeError("'dict' object has no attribute 'typo'"),
+            TypeError("unsupported operand types"),
+        ],
+    )
+    def test_suppress_errors_does_not_hide_programming_errors(
+        self,
+        mocker: MockerFixture,
+        error: Exception,
+    ) -> None:
+        """Test generic AttributeError/TypeError still propagate when suppressed."""
+        mocker.patch(
+            "mt5cli.sdk.update_history",
+            side_effect=error,
+        )
+        updater = ThrottledHistoryUpdater(
+            output="history.db",
+            suppress_errors=True,
+        )
+
+        with pytest.raises(type(error)):
+            updater.update(MagicMock(), ["EURUSD"])
+
+        assert updater.last_update_monotonic is None
+
+    @pytest.mark.parametrize(
+        ("error", "expected"),
+        [
+            (AttributeError("MT5 client is missing required method: version"), True),
+            (
+                AttributeError(
+                    "'Stub' object has no attribute 'copy_rates_range_as_df'",
+                    name="copy_rates_range_as_df",
+                ),
+                True,
+            ),
+            (AttributeError("'dict' object has no attribute 'typo'"), False),
+            (TypeError("MT5 client attribute is not callable: version"), True),
+            (TypeError("unsupported operand types"), False),
+            (TypeError("'NoneType' object is not callable"), False),
+            (ValueError("invalid"), False),
+        ],
+    )
+    def test_is_mt5_client_capability_error(
+        self,
+        error: BaseException,
+        expected: bool,
+    ) -> None:
+        """Test MT5 client capability error detection."""
+        assert sdk._is_mt5_client_capability_error(error) is expected  # type: ignore[reportPrivateUsage]
+
+    def test_is_mt5_client_capability_error_for_non_callable_history_client(
+        self,
+    ) -> None:
+        """Test non-callable history client attributes are capability errors."""
+        client = MagicMock()
+        client.copy_rates_range_as_df = None
+        with (
+            sqlite3.connect(":memory:") as conn,
+            pytest.raises(TypeError, match="not callable") as exc_info,
+        ):
+            write_rates_dataset(
+                conn,
+                client,
+                ["EURUSD"],
+                1,
+                datetime.now(UTC),
+                datetime.now(UTC),
+                IfExists.APPEND,
+                {},
+            )
+
+        assert sdk._is_mt5_client_capability_error(exc_info.value) is True  # type: ignore[reportPrivateUsage]
+
+    def test_suppresses_non_callable_history_client_method(
+        self,
+        tmp_path: Path,
+    ) -> None:
+        """Test suppress_errors swallows non-callable history client API attributes."""
+        client = MagicMock()
+        client.copy_rates_range_as_df = None
+        updater = ThrottledHistoryUpdater(
+            output=tmp_path / "history.db",
+            datasets={Dataset.rates},
+            timeframes=["M1"],
+            suppress_errors=True,
+        )
+
+        assert updater.update(client, ["EURUSD"]) is False
+        assert updater.last_update_monotonic is None
+
+    def test_suppress_errors_does_not_hide_internal_client_type_error(
+        self,
+        mocker: MockerFixture,
+    ) -> None:
+        """Test TypeError raised inside a callable client method still propagates."""
+        mocker.patch(
+            "mt5cli.sdk.update_history",
+            side_effect=TypeError("'int' object is not callable"),
+        )
+        updater = ThrottledHistoryUpdater(
+            output="history.db",
+            suppress_errors=True,
+        )
+
+        with pytest.raises(TypeError, match="not callable"):
+            updater.update(MagicMock(), ["EURUSD"])
+
+        assert updater.last_update_monotonic is None
+
+    def test_suppresses_validation_errors_before_update(
+        self,
+        mocker: MockerFixture,
+    ) -> None:
+        """Test validation failures are suppressed without calling update_history."""
+        update = mocker.patch("mt5cli.sdk.update_history")
+        updater = ThrottledHistoryUpdater(
+            output="history.db",
+            suppress_errors=True,
+        )
+
+        assert updater.update(MagicMock(), []) is False
+        update.assert_not_called()
+        assert updater.last_update_monotonic is None

tests/test_trading.py

@@ -0,0 +1,356 @@
+"""Tests for trading session helpers and operational utilities."""
+
+from __future__ import annotations
+
+from unittest.mock import MagicMock
+
+import pandas as pd
+import pytest
+from pdmt5 import Mt5RuntimeError
+from pytest_mock import MockerFixture  # noqa: TC002
+
+from mt5cli.sdk import build_config
+from mt5cli.trading import (
+    calculate_margin_and_volume,
+    detect_position_side,
+    determine_order_limits,
+    mt5_trading_session,
+)
+
+
+class TestDetectPositionSide:
+    """Tests for detect_position_side."""
+
+    def test_returns_none_when_no_positions(self) -> None:
+        """Test None is returned when no open positions exist."""
+        client = MagicMock()
+        client.positions_get_as_df.return_value = pd.DataFrame()
+
+        assert detect_position_side(client, "EURUSD") is None
+
+    def test_returns_long_for_net_buy_volume(self) -> None:
+        """Test long is returned when buy volume exceeds sell volume."""
+        client = MagicMock()
+        client.mt5.POSITION_TYPE_BUY = 0
+        client.mt5.POSITION_TYPE_SELL = 1
+        client.positions_get_as_df.return_value = pd.DataFrame(
+            {
+                "type": [0, 0, 1],
+                "volume": [0.2, 0.1, 0.05],
+            },
+        )
+
+        assert detect_position_side(client, "EURUSD") == "long"
+
+    def test_returns_short_for_net_sell_volume(self) -> None:
+        """Test short is returned when sell volume exceeds buy volume."""
+        client = MagicMock()
+        client.mt5.POSITION_TYPE_BUY = 0
+        client.mt5.POSITION_TYPE_SELL = 1
+        client.positions_get_as_df.return_value = pd.DataFrame(
+            {
+                "type": [1, 1],
+                "volume": [0.3, 0.1],
+            },
+        )
+
+        assert detect_position_side(client, "EURUSD") == "short"
+
+    def test_returns_none_for_balanced_hedged_positions(self) -> None:
+        """Test None is returned when buy and sell volumes net to zero."""
+        client = MagicMock()
+        client.mt5.POSITION_TYPE_BUY = 0
+        client.mt5.POSITION_TYPE_SELL = 1
+        client.positions_get_as_df.return_value = pd.DataFrame(
+            {
+                "type": [0, 1],
+                "volume": [0.2, 0.2],
+            },
+        )
+
+        assert detect_position_side(client, "EURUSD") is None
+
+
+class TestCalculateMarginAndVolume:
+    """Tests for calculate_margin_and_volume."""
+
+    def test_calculates_margin_budget_and_volumes(self) -> None:
+        """Test margin budget and buy/sell volumes are derived from ratios."""
+        client = MagicMock()
+        client.account_info_as_dict.return_value = {"margin_free": 1000.0}
+        client.calculate_volume_by_margin.side_effect = [0.3, 0.2]
+
+        result = calculate_margin_and_volume(
+            client,
+            "EURUSD",
+            unit_margin_ratio=0.5,
+            preserved_margin_ratio=0.2,
+        )
+
+        assert result == {
+            "margin_free": 1000.0,
+            "available_margin": 800.0,
+            "trade_margin": 400.0,
+            "buy_volume": 0.3,
+            "sell_volume": 0.2,
+        }
+        client.calculate_volume_by_margin.assert_any_call("EURUSD", 400.0, "BUY")
+        client.calculate_volume_by_margin.assert_any_call("EURUSD", 400.0, "SELL")
+
+    @pytest.mark.parametrize(
+        ("account_dict", "expected_margin_free"),
+        [
+            ({"margin_free": 0.0}, 0.0),
+            ({}, 0.0),
+            ({"margin_free": None}, 0.0),
+        ],
+    )
+    def test_zero_or_missing_margin_free(
+        self,
+        account_dict: dict[str, float | None],
+        expected_margin_free: float,
+    ) -> None:
+        """Test missing or zero margin_free yields zero trade margin."""
+        client = MagicMock()
+        client.account_info_as_dict.return_value = account_dict
+        client.calculate_volume_by_margin.return_value = 0.0
+
+        result = calculate_margin_and_volume(
+            client,
+            "EURUSD",
+            unit_margin_ratio=0.5,
+            preserved_margin_ratio=0.2,
+        )
+
+        assert result["margin_free"] == expected_margin_free
+        client.calculate_volume_by_margin.assert_any_call("EURUSD", 0.0, "BUY")
+        client.calculate_volume_by_margin.assert_any_call("EURUSD", 0.0, "SELL")
+
+    def test_clamps_negative_margin_free_to_zero(self) -> None:
+        """Test negative margin_free is clamped to zero before sizing."""
+        client = MagicMock()
+        client.account_info_as_dict.return_value = {"margin_free": -500.0}
+        client.calculate_volume_by_margin.return_value = 0.0
+
+        result = calculate_margin_and_volume(
+            client,
+            "EURUSD",
+            unit_margin_ratio=0.5,
+            preserved_margin_ratio=0.2,
+        )
+
+        expected_margin_free = 0.0
+        assert result["margin_free"] == expected_margin_free
+        client.calculate_volume_by_margin.assert_any_call("EURUSD", 0.0, "BUY")
+        client.calculate_volume_by_margin.assert_any_call("EURUSD", 0.0, "SELL")
+
+    @pytest.mark.parametrize(
+        ("unit_ratio", "preserved_ratio"),
+        [
+            (-0.1, 0.0),
+            (1.1, 0.0),
+            (0.5, -0.1),
+            (0.5, 1.1),
+        ],
+    )
+    def test_rejects_invalid_ratios(
+        self,
+        unit_ratio: float,
+        preserved_ratio: float,
+    ) -> None:
+        """Test invalid ratio values raise ValueError."""
+        with pytest.raises(ValueError, match="must be between 0 and 1"):
+            calculate_margin_and_volume(
+                MagicMock(),
+                "EURUSD",
+                unit_margin_ratio=unit_ratio,
+                preserved_margin_ratio=preserved_ratio,
+            )
+
+
+class TestDetermineOrderLimits:
+    """Tests for determine_order_limits."""
+
+    @pytest.mark.parametrize(
+        ("side", "expected_entry_key"),
+        [
+            ("long", "ask"),
+            ("short", "bid"),
+            ("buy", "ask"),
+            ("sell", "bid"),
+        ],
+    )
+    def test_uses_expected_quote_for_entry(
+        self,
+        side: str,
+        expected_entry_key: str,
+    ) -> None:
+        """Test entry price is taken from ask for long/buy and bid for short/sell."""
+        client = MagicMock()
+        client.symbol_info_tick_as_dict.return_value = {"ask": 1.1010, "bid": 1.1000}
+
+        result = determine_order_limits(
+            client,
+            "EURUSD",
+            side,
+            stop_loss_limit_ratio=0.0,
+            take_profit_limit_ratio=0.0,
+        )
+
+        assert (
+            result["entry"]
+            == client.symbol_info_tick_as_dict.return_value[expected_entry_key]
+        )
+        assert result["stop_loss"] is None
+        assert result["take_profit"] is None
+
+    def test_calculates_long_protective_levels(self) -> None:
+        """Test long stop loss and take profit are placed below/above entry."""
+        client = MagicMock()
+        client.symbol_info_tick_as_dict.return_value = {"ask": 100.0, "bid": 99.0}
+
+        result = determine_order_limits(
+            client,
+            "EURUSD",
+            "long",
+            stop_loss_limit_ratio=0.02,
+            take_profit_limit_ratio=0.03,
+        )
+
+        assert result == {
+            "entry": 100.0,
+            "stop_loss": 98.0,
+            "take_profit": 103.0,
+        }
+
+    def test_calculates_short_protective_levels(self) -> None:
+        """Test short stop loss and take profit are placed above/below entry."""
+        client = MagicMock()
+        client.symbol_info_tick_as_dict.return_value = {"ask": 100.0, "bid": 99.0}
+
+        result = determine_order_limits(
+            client,
+            "EURUSD",
+            "short",
+            stop_loss_limit_ratio=0.02,
+            take_profit_limit_ratio=0.03,
+        )
+
+        assert result == {
+            "entry": 99.0,
+            "stop_loss": 100.98,
+            "take_profit": 96.03,
+        }
+
+    def test_rejects_unknown_side(self) -> None:
+        """Test unsupported side values raise ValueError."""
+        with pytest.raises(ValueError, match="Unsupported order side"):
+            determine_order_limits(
+                MagicMock(),
+                "EURUSD",
+                "flat",
+                stop_loss_limit_ratio=0.01,
+                take_profit_limit_ratio=0.01,
+            )
+
+    @pytest.mark.parametrize(
+        ("stop_loss_ratio", "take_profit_ratio"),
+        [
+            (-0.05, 0.01),
+            (0.01, 2.0),
+        ],
+    )
+    def test_rejects_invalid_protective_ratios(
+        self,
+        stop_loss_ratio: float,
+        take_profit_ratio: float,
+    ) -> None:
+        """Test out-of-range protective ratios raise ValueError."""
+        with pytest.raises(ValueError, match="must be at least 0 and less than 1"):
+            determine_order_limits(
+                MagicMock(),
+                "EURUSD",
+                "long",
+                stop_loss_limit_ratio=stop_loss_ratio,
+                take_profit_limit_ratio=take_profit_ratio,
+            )
+
+    @pytest.mark.parametrize(
+        ("field", "ratio"),
+        [
+            ("stop_loss_limit_ratio", 1.0),
+            ("take_profit_limit_ratio", 1.0),
+        ],
+    )
+    def test_rejects_unit_boundary_protective_ratios(
+        self,
+        field: str,
+        ratio: float,
+    ) -> None:
+        """Test protective ratios of exactly 1.0 are rejected."""
+        kwargs = {
+            "stop_loss_limit_ratio": 0.01,
+            "take_profit_limit_ratio": 0.01,
+            field: ratio,
+        }
+        with pytest.raises(ValueError, match="must be at least 0 and less than 1"):
+            determine_order_limits(
+                MagicMock(),
+                "EURUSD",
+                "long",
+                **kwargs,
+            )
+
+
+class TestMt5TradingSession:
+    """Tests for the mt5_trading_session context manager."""
+
+    def test_yields_connected_client_and_shuts_down(
+        self,
+        mocker: MockerFixture,
+    ) -> None:
+        """Test mt5_trading_session connects, yields a client, and shuts down."""
+        mock_client = MagicMock()
+        trading_client = mocker.patch(
+            "mt5cli.trading.Mt5TradingClient",
+            return_value=mock_client,
+        )
+
+        with mt5_trading_session(
+            build_config(path="/opt/mt5/terminal64.exe"),
+            retry_count=2,
+        ) as client:
+            mock_client.initialize_and_login_mt5.assert_called_once()
+            assert client is mock_client
+
+        trading_client.assert_called_once()
+        assert trading_client.call_args.kwargs["retry_count"] == 2
+        assert (
+            trading_client.call_args.kwargs["config"].path == "/opt/mt5/terminal64.exe"
+        )
+        mock_client.shutdown.assert_called_once()
+
+    def test_shuts_down_when_initialize_raises(
+        self,
+        mocker: MockerFixture,
+    ) -> None:
+        """Test shutdown is called when initialization fails."""
+        mock_client = MagicMock()
+        mock_client.initialize_and_login_mt5.side_effect = Mt5RuntimeError("boom")
+        mocker.patch("mt5cli.trading.Mt5TradingClient", return_value=mock_client)
+
+        with pytest.raises(Mt5RuntimeError, match="boom"), mt5_trading_session():
+            pass
+
+        mock_client.shutdown.assert_called_once()
+
+    def test_shuts_down_when_body_raises(self, mocker: MockerFixture) -> None:
+        """Test shutdown is called when the context body raises."""
+        mock_client = MagicMock()
+        mocker.patch("mt5cli.trading.Mt5TradingClient", return_value=mock_client)
+
+        body_error = "body error"
+        with pytest.raises(RuntimeError, match=body_error), mt5_trading_session():
+            raise RuntimeError(body_error)
+
+        mock_client.shutdown.assert_called_once()

tests/test_utils.py

@@ -274,8 +274,14 @@ class TestParseTimeframe:
         assert parse_timeframe(value) == expected
 
     def test_integer_timeframe(self) -> None:
-        """Test parsing integer timeframe."""
-        assert parse_timeframe("42") == 42
+        """Test parsing supported integer timeframes."""
+        assert parse_timeframe("1") == 1
+        assert parse_timeframe(16385) == 16385
+
+    def test_unsupported_integer_timeframe_raises(self) -> None:
+        """Test that unsupported integer timeframes raise ValueError."""
+        with pytest.raises(ValueError, match="Invalid timeframe"):
+            parse_timeframe("42")
 
     def test_invalid_timeframe_raises(self) -> None:
         """Test that invalid timeframe raises ValueError."""
@@ -288,15 +294,21 @@ class TestParseTickFlags:
 
     @pytest.mark.parametrize(
         ("value", "expected"),
-        [("ALL", 1), ("info", 2), ("TRADE", 4)],
+        [("ALL", -1), ("info", 1), ("TRADE", 2), ("COPY_TICKS_ALL", -1)],
     )
     def test_named_flag(self, value: str, expected: int) -> None:
         """Test parsing named tick flags."""
         assert parse_tick_flags(value) == expected
 
     def test_integer_flag(self) -> None:
-        """Test parsing integer tick flag."""
-        assert parse_tick_flags("7") == 7
+        """Test parsing supported integer tick flags."""
+        assert parse_tick_flags("-1") == -1
+        assert parse_tick_flags(2) == 2
+
+    def test_unsupported_integer_flag_raises(self) -> None:
+        """Test that unsupported integer tick flags raise ValueError."""
+        with pytest.raises(ValueError, match="Invalid tick flags"):
+            parse_tick_flags("7")
 
     def test_invalid_flag_raises(self) -> None:
         """Test that invalid flag raises ValueError."""
@@ -355,8 +367,11 @@ class TestConstants:
             assert key in TIMEFRAME_MAP
 
     def test_tick_flag_map_has_expected_keys(self) -> None:
-        """Test that TICK_FLAG_MAP contains standard flags."""
-        assert set(TICK_FLAG_MAP) == {"ALL", "INFO", "TRADE"}
+        """Test that TICK_FLAG_MAP contains standard flags with MT5 values."""
+        assert {"ALL", "INFO", "TRADE"} <= set(TICK_FLAG_MAP)
+        assert TICK_FLAG_MAP["ALL"] == -1
+        assert TICK_FLAG_MAP["INFO"] == 1
+        assert TICK_FLAG_MAP["TRADE"] == 2
 
     @pytest.mark.parametrize(
         ("dataset", "expected"),
@@ -403,26 +418,48 @@ class TestTimeframeType:
         """Test converting a string to timeframe integer."""
         assert TIMEFRAME_TYPE.convert("H1", None, None) == 16385
 
-    def test_convert_int_passthrough(self) -> None:
-        """Test that integer values pass through unchanged."""
-        assert TIMEFRAME_TYPE.convert(42, None, None) == 42
+    def test_convert_int(self) -> None:
+        """Test converting supported integer timeframe values."""
+        assert TIMEFRAME_TYPE.convert(16385, None, None) == 16385
+
+    def test_convert_unsupported_int(self) -> None:
+        """Test that unsupported integer values raise BadParameter."""
+        with pytest.raises(Exception, match="Invalid timeframe"):
+            TIMEFRAME_TYPE.convert(42, None, None)
 
     def test_convert_invalid(self) -> None:
         """Test that invalid values raise BadParameter."""
         with pytest.raises(Exception, match="Invalid timeframe"):
             TIMEFRAME_TYPE.convert("bad", None, None)
 
+    @pytest.mark.parametrize("value", [True, False, None, 1.5])
+    def test_convert_invalid_types(self, value: object) -> None:
+        """Test that bool, float, and None values raise BadParameter."""
+        with pytest.raises(Exception, match="Invalid timeframe"):
+            TIMEFRAME_TYPE.convert(value, None, None)
+
 
 class TestTickFlagsType:
     """Tests for _TickFlagsType."""
 
     def test_convert_string(self) -> None:
         """Test converting a string to tick flags integer."""
-        assert TICK_FLAGS_TYPE.convert("ALL", None, None) == 1
+        assert TICK_FLAGS_TYPE.convert("ALL", None, None) == -1
 
-    def test_convert_int_passthrough(self) -> None:
-        """Test that integer values pass through unchanged."""
-        assert TICK_FLAGS_TYPE.convert(7, None, None) == 7
+    def test_convert_int(self) -> None:
+        """Test converting supported integer tick flag values."""
+        assert TICK_FLAGS_TYPE.convert(2, None, None) == 2
+
+    def test_convert_unsupported_int(self) -> None:
+        """Test that unsupported integer values raise BadParameter."""
+        with pytest.raises(Exception, match="Invalid tick flags"):
+            TICK_FLAGS_TYPE.convert(7, None, None)
+
+    @pytest.mark.parametrize("value", [True, False, None, 1.5])
+    def test_convert_invalid_types(self, value: object) -> None:
+        """Test that bool, float, and None values raise BadParameter."""
+        with pytest.raises(Exception, match="Invalid tick flags"):
+            TICK_FLAGS_TYPE.convert(value, None, None)
 
     def test_convert_invalid(self) -> None:
         """Test that invalid values raise BadParameter."""

uv.lock

@@ -487,7 +487,7 @@ wheels = [
 
 [[package]]
 name = "mt5cli"
-version = "0.5.3"
+version = "0.7.1"
 source = { editable = "." }
 dependencies = [
     { name = "click" },
@@ -513,7 +513,7 @@ dev = [
 [package.metadata]
 requires-dist = [
     { name = "click", specifier = ">=8.1.0" },
-    { name = "pdmt5", specifier = ">=0.2.3" },
+    { name = "pdmt5", specifier = ">=0.3.0" },
     { name = "pyarrow", specifier = ">=19.0.0" },
     { name = "typer", specifier = ">=0.15.0" },
 ]
@@ -684,16 +684,16 @@ wheels = [
 
 [[package]]
 name = "pdmt5"
-version = "0.2.3"
+version = "0.3.0"
 source = { registry = "https://pypi.org/simple" }
 dependencies = [
     { name = "metatrader5", marker = "sys_platform == 'win32'" },
     { name = "pandas" },
     { name = "pydantic" },
 ]
-sdist = { url = "https://files.pythonhosted.org/packages/02/25/52d9d954504ccdd0fe91f715ab74c424d61234b237cc4160d3ebe20070f1/pdmt5-0.2.3.tar.gz", hash = "sha256:21384f5826fb0125fee3f93c90b108340f55ab53b1c819d229ceac162289d2ec", size = 226665, upload-time = "2026-02-05T13:28:21.071Z" }
+sdist = { url = "https://files.pythonhosted.org/packages/bf/cc/c8fa3a01e0e34178fec8527992f7bb8eda5881477ce23aaacaa9b2ef7bec/pdmt5-0.3.0.tar.gz", hash = "sha256:bb612d5c2695eafac9b2a7b74756e13bd383d7e5517bd90c9a2efa92492c484c", size = 215100, upload-time = "2026-06-11T13:26:46.976Z" }
 wheels = [
-    { url = "https://files.pythonhosted.org/packages/c1/75/c5e52a9cf459b85b2dd52f83e70857571b1b45805c9fe610b3959a26ac15/pdmt5-0.2.3-py3-none-any.whl", hash = "sha256:f92246a05cfc3b7feb3ab0cc5b48768a4d84aad6b02e7a68060948f5828718a1", size = 22967, upload-time = "2026-02-05T13:28:19.523Z" },
+    { url = "https://files.pythonhosted.org/packages/f2/03/b12cc4c9db983d971c9172b3765161b6d91136d0624e6718a04dd815e7a1/pdmt5-0.3.0-py3-none-any.whl", hash = "sha256:5388b406cc583202600cfe22c9d781679b1d931b1ed5a2b5dcf37c566149b49f", size = 26250, upload-time = "2026-06-11T13:26:45.689Z" },
 ]
 
 [[package]]
@@ -836,11 +836,11 @@ wheels = [
 
 [[package]]
 name = "pygments"
-version = "2.19.2"
+version = "2.20.0"
 source = { registry = "https://pypi.org/simple" }
-sdist = { url = "https://files.pythonhosted.org/packages/b0/77/a5b8c569bf593b0140bde72ea885a803b82086995367bf2037de0159d924/pygments-2.19.2.tar.gz", hash = "sha256:636cb2477cec7f8952536970bc533bc43743542f70392ae026374600add5b887", size = 4968631, upload-time = "2025-06-21T13:39:12.283Z" }
+sdist = { url = "https://files.pythonhosted.org/packages/c3/b2/bc9c9196916376152d655522fdcebac55e66de6603a76a02bca1b6414f6c/pygments-2.20.0.tar.gz", hash = "sha256:6757cd03768053ff99f3039c1a36d6c0aa0b263438fcab17520b30a303a82b5f", size = 4955991, upload-time = "2026-03-29T13:29:33.898Z" }
 wheels = [
-    { url = "https://files.pythonhosted.org/packages/c7/21/705964c7812476f378728bdf590ca4b771ec72385c533964653c68e86bdc/pygments-2.19.2-py3-none-any.whl", hash = "sha256:86540386c03d588bb81d44bc3928634ff26449851e99741617ecb9037ee5ec0b", size = 1225217, upload-time = "2025-06-21T13:39:07.939Z" },
+    { url = "https://files.pythonhosted.org/packages/f4/7e/a72dd26f3b0f4f2bf1dd8923c85f7ceb43172af56d63c7383eb62b332364/pygments-2.20.0-py3-none-any.whl", hash = "sha256:81a9e26dd42fd28a23a2d169d86d7ac03b46e2f8b59ed4698fb4785f946d0176", size = 1231151, upload-time = "2026-03-29T13:29:30.038Z" },
 ]
 
 [[package]]