test: add explicit unit tests for calculate_positions_margin_by_symbol and calculate_positions_margin_safe (#50 ) (#53 )

* test: add explicit unit tests for calculate_positions_margin_by_symbol and calculate_positions_margin_safe (#50) Covers all acceptance criteria: partial failure with warning log, all-fail, empty symbol list with no-broker-call assertion, duplicate deduplication, successful aggregation with first-seen key order, suppress_errors=False propagation, and three calculate_positions_margin_safe cases (partial skip, all-fail → 0.0, empty list → 0.0). Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * test: fix warning log assertion and parametrize suppress_errors=False test - Use record.getMessage() + levelno check instead of record.message, which is only populated after formatting and can return an empty string. - Parametrize test_one_symbol_fails_suppress_errors_false over all three exception types caught by the implementation (Mt5TradingError, Mt5RuntimeError, AttributeError) so any future narrowing of the except tuple would be caught by tests. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * style: shorten docstring to fit 88-char line limit * style: shorten docstring to fit 88-char line limit --------- Co-authored-by: agent <agent@localhost> Co-authored-by: Claude Sonnet 4.6 <noreply@anthropic.com>
Revert "Bump version to v0.9.3 (#51 )" (#52 )
2026-06-23 21:41:30 +09:00 · 2026-06-23 19:17:42 +09:00 · 2026-06-23 09:48:13 +00:00 · 2026-06-23 18:30:18 +09:00 · 2026-06-23 07:30:02 +00:00 · 2026-06-23 14:01:46 +09:00
13 changed files with 2365 additions and 148 deletions
@@ -27,7 +27,7 @@ If no PR or review comments are identifiable, ask for the target PR or the copie
 ## Modes

 - `dry_run`: inspect review feedback and report the triage only. Do not edit files, run write-mode formatters, commit, push, post replies, or resolve review threads.
- `no_push`: local edits and verification are allowed, but do not push commits or otherwise update the remote branch. Report the local diff or local commits that still need to be pushed.
+- `no_push`: local edits and verification are allowed, but do not push commits or otherwise update the remote branch. Report the local diff or local commits that still need to be pushed. Do not resolve threads whose resolution depends on unpushed local edits.
 - `no_reply`: do not post replies, submit reviews, or resolve review threads. Provide suggested replies and resolution actions in the final report instead.

 When a mode disables an action, skip that destructive or externally visible action even if normal workflow text would otherwise allow it.
@@ -46,7 +46,7 @@ Gather the complete feedback set before editing:
 - Fetch unresolved review threads, requested-change reviews, PR-level summary comments, and copied comments.
 - Use platform-native APIs/CLI when available. Paginate results; do not inspect only the first page of threads or comments.
 - For bot reviewers that post both summary comments and inline comments, collect both. Summary comments often contain severity, rationale, and fix instructions; inline comments contain the exact file and line context.
- Preserve each thread/comment identifier needed to reply or resolve later.
+- Preserve every thread/comment identifier needed to reply or resolve later.
 - Compare each comment with the current diff and file contents because review lines can become outdated.

 ## Deduplication and Ordering
@@ -60,7 +60,7 @@ Build one triage record per distinct finding:
 - Preserve the reviewer’s exact issue title and original wording where practical. Do not rename findings in a way that would make replies hard to map back to comments.
 - Preserve the reviewer’s original ordering unless the user asks for priority reordering. Many review bots already order findings by severity.

-Each triage record should track: original title, reviewer, source IDs, location, current applicability, severity/priority if available, disposition, planned action, verification, reply text if any, and resolution decision.
+Each triage record should track: original title, reviewer, source IDs, location, current applicability, severity/priority if available, disposition, planned action, verification, reply text if any, resolution decision, platform action attempted, and final platform state.

 ## Resolution Policy

@@ -70,6 +70,52 @@ Keep a thread open only when it still needs reviewer, maintainer, or product inp

 When resolving a thread, add a concise reply first only if it provides useful context, such as what changed, why no code change was needed, why a finding was intentionally deferred, or why the original comment is now outdated. Do not add noisy replies for self-evident fixes unless project norms require them.

+## Platform Action Contract
+
+Do not treat triage as complete until every collected source ID reaches an explicit terminal state:
+
+- `resolved`: a platform resolve action succeeded, or a re-check shows the thread is already resolved.
+- `replied_left_open`: a reply or question was posted and the thread is intentionally left unresolved.
+- `not_resolvable`: the source is a PR-level summary comment or copied comment that has no platform-level resolve action; reply or post a PR summary when useful.
+- `skipped_by_mode`: `dry_run`, `no_push`, or `no_reply` prevented the external action.
+- `failed_action`: a reply or resolve action was attempted and failed; include the attempted action and failure in the final summary.
+
+In normal mode, build and execute a platform action queue after fixes are verified and pushed when needed:
+
+- `reply_then_resolve`: use for handled threads where the reviewer needs context before resolution.
+- `resolve_only`: use for self-evident fixes and already-addressed or outdated threads where an extra reply would add noise.
+- `reply_leave_open`: use only for clarification requests, blocked work, or intentionally open follow-ups.
+- `reply_only`: use for PR-level comments or summaries that cannot be resolved as review threads.
+
+For duplicate findings, execute the terminal action for every source thread ID, not only the primary triage record. If one finding is represented by three unresolved inline threads, all three must be resolved or explicitly left open.
+
+## GitHub Action Guidance
+
+Prefer platform-native APIs or `gh` commands that expose review-thread resolution state. For GitHub inline review threads, use the thread node ID and the GraphQL `resolveReviewThread` mutation rather than assuming that a reply resolves the conversation.
+
+A reliable pattern is:
+
+1. Re-fetch review threads and comments immediately before acting.
+2. Reply to the thread when the action queue says a reply is needed.
+3. Resolve the review thread by node ID when the terminal state should be `resolved`.
+4. Re-fetch unresolved review threads after the action queue completes.
+5. Retry any expected-to-be-resolved thread that is still unresolved once; if it still remains unresolved, mark it `failed_action` instead of claiming completion.
+
+Example GraphQL mutation shape:
+
+```graphql
+mutation ($threadId: ID!) {
+  resolveReviewThread(input: { threadId: $threadId }) {
+    thread {
+      id
+      isResolved
+    }
+  }
+}
+```
+
+A posted reply alone is sufficient only for `reply_leave_open`, `reply_only`, or `not_resolvable` sources. For handled inline review threads, reply and resolve are separate actions.
+
 ## Flow

 ```mermaid
@@ -80,7 +126,7 @@ flowchart TD
  D --> E{Classify each triage record}
  E -->|Fix| F[Implement minimal change]
  E -->|Answer| G[Prepare concise reply]
-  E -->|Clarify| H[Leave open with question]
+  E -->|Clarify| H[Prepare question and leave open]
  E -->|Already addressed or Outdated| I[Prepare evidence]
  E -->|Defer or Won't fix| J[Document reason]
  F --> K[Verify]
@@ -92,11 +138,13 @@ flowchart TD
  L -->|dry_run| M[Report triage only]
  L -->|no_push| N[Report local diff or commits]
  L -->|no_reply| O[Report suggested replies/actions]
-  L -->|normal| P[Commit/push if changed, then batch reply and resolve handled threads]
+  L -->|normal| P[Commit/push if changed]
+  P --> R[Execute reply/resolve action queue]
+  R --> S[Re-fetch threads and retry unresolved handled threads once]
  M --> Q[Final summary]
  N --> Q
  O --> Q
-  P --> Q
+  S --> Q
 ```

 ## Compact Workflow
@@ -109,7 +157,7 @@ flowchart TD
 2. **Classify each triage record**
   - **Fix**: Valid requested change; make the smallest focused edit when not in `dry_run`.
   - **Answer**: No code change needed; prepare a concise explanation.
-   - **Clarify**: Ambiguous, conflicting, or missing context; leave open with a question.
+   - **Clarify**: Ambiguous, conflicting, or missing context; reply with the question and leave unresolved.
   - **Already addressed**: Current code already satisfies it; prepare evidence.
   - **Outdated**: Commented code or issue no longer exists; prepare evidence.
   - **Defer / Won't fix**: Valid concern intentionally not changed now; document a specific reason.
@@ -118,17 +166,19 @@ flowchart TD
   - Keep edits scoped to the review feedback.
   - Follow reviewer-provided fix instructions literally when they are still applicable; deviate only when the current code proves the instruction is stale or unsafe.
   - In `dry_run`, stop at triage, proposed fixes, suggested replies, and verification plan.
-   - In `no_push`, local edits are allowed, but do not push or resolve threads for local-only fixes.
+   - In `no_push`, local edits are allowed, but do not push or resolve threads whose fix is only local. Reply or resolve non-code, already-addressed, or outdated threads only when the action does not depend on unpushed work and `no_reply` is not set.
   - In `no_reply`, do not post replies or resolve threads; report suggested replies/actions instead.
-   - In normal mode, batch replies where practical, then resolve every handled thread by default after the fix, explanation, or deferral reason is available on the PR.
+   - In normal mode, commit and push changed code when appropriate, then execute the platform action queue for every collected source ID.

 4. **Verify before claiming completion**
   - For fixes, run appropriate checks or explain why they could not run.
   - Re-inspect the updated diff and comment context to confirm the concern is resolved.
+   - Re-fetch review threads after reply/resolve actions and confirm all expected-to-be-resolved thread IDs are resolved.
   - Do not mark a thread resolved if it still needs reviewer, maintainer, or product input.
+   - If a resolve or reply operation fails, retry once when safe; then report `failed_action` with the affected source ID and reason.

 5. **Finish**
-   - Normal mode: commit/push changes when appropriate, post useful replies or a summary, and resolve all handled threads by default.
+   - Normal mode: commit/push changes when appropriate, post useful replies or a summary, resolve all handled threads by default, and reconcile the final unresolved set.
   - Safe modes: report the local state and the exact replies/resolution actions a human could take.

 ## Reply Guidance
@@ -143,7 +193,9 @@ flowchart TD

 - Mode used: `normal`, `dry_run`, `no_push`, or `no_reply`
 - Counts by disposition: fixed, answered, clarified/left open, already addressed, outdated, deferred/won't-fix
- Threads resolved, intentionally left open, or resolution actions skipped by mode
+- Counts by platform terminal state: resolved, replied-left-open, not-resolvable, skipped-by-mode, failed-action
+- Threads resolved, intentionally left open, already resolved, or resolution actions skipped by mode
+- Any expected-to-be-resolved thread that remained unresolved after retry
 - Verification run or planned
 - Commits pushed, local diff/commits, or "none"
 - Remaining open items and who needs to respond
@@ -19,20 +19,27 @@ alias for new code.

 ### Session lifecycle and configuration

-| Symbol                                          | Role                                                             |
-| ----------------------------------------------- | ---------------------------------------------------------------- |
-| `MT5Client`, `Mt5CliClient`                     | Read-only data client with optional `order_check` / `order_send` |
-| `build_config`                                  | Build `pdmt5.Mt5Config` from connection fields                   |
-| `mt5_session`                                   | Context manager: initialize, login, yield client, shutdown       |
-| `create_trading_client`, `mt5_trading_session`  | Trading-capable `pdmt5.Mt5TradingClient` lifecycle               |
-| `AccountSpec`                                   | Generic account group: symbols plus optional credentials         |
-| `resolve_account_spec`, `resolve_account_specs` | Merge overrides and expand `${ENV_VAR}` placeholders             |
-| `substitute_env_placeholders`                   | Replace `${NAME}` substrings from the environment                |
+| Symbol                                          | Role                                                                                                       |
+| ----------------------------------------------- | ---------------------------------------------------------------------------------------------------------- |
+| `MT5Client`, `Mt5CliClient`                     | Read-only data client with optional `order_check` / `order_send`                                           |
+| `build_config`                                  | Build `pdmt5.Mt5Config` from connection fields                                                             |
+| `mt5_session`                                   | Context manager: initialize, login, yield client, shutdown                                                 |
+| `create_trading_client`, `mt5_trading_session`  | Trading-capable `pdmt5.Mt5TradingClient` lifecycle                                                         |
+| `AccountSpec`                                   | Generic account group: symbols plus optional credentials                                                   |
+| `resolve_account_spec`, `resolve_account_specs` | Merge overrides and expand `${ENV_VAR}` placeholders; opt-in `allow_whole_dollar_env` for bare `$NAME`     |
+| `substitute_env_placeholders`                   | Replace `${NAME}` substrings from the environment; opt-in `allow_whole_dollar_env` for whole-value `$NAME` |

 Credential resolution is generic: any environment variable name may appear inside
 `${...}`. mt5cli does not hard-code application-specific keys such as
 `mt5_login` or `mt5_exe`.

+Pass `allow_whole_dollar_env=True` to `substitute_env_placeholders()`,
+`resolve_account_spec()`, `resolve_account_specs()`, and `build_config()` to
+additionally expand strings whose entire value is a bare `$ENV_NAME` identifier.
+Partial strings such as `"plan$pass"`, `"abc$ENV"`, or `"$ENV-suffix"` are
+**never** expanded — only an exact `$IDENTIFIER` whole-string match qualifies.
+Default is `False` to preserve backward compatibility.
+
 ### Read-only MT5 data access

 Module-level helpers open a transient connection per call. Prefer `mt5_session`
@@ -56,14 +63,16 @@ MetaTrader 5 returns the still-forming bar as the last row when
 `start_pos=0`. Use these helpers instead of reimplementing bar trimming or
 timestamp normalization in downstream apps.

-| Symbol                                           | Role                                                         |
-| ------------------------------------------------ | ------------------------------------------------------------ |
-| `drop_forming_rate_bar`                          | Remove the last row from chronologically ordered rate data   |
-| `fetch_latest_closed_rates`                      | Single connected client: fetch `count + 1`, drop forming bar |
-| `collect_latest_closed_rates_for_accounts`       | Multi-account closed bars with optional retry wrapper        |
-| `collect_latest_closed_rates_by_granularity`     | Same data keyed by `(symbol, granularity_name)`              |
-| `collect_latest_rates_for_accounts`              | Latest bars including the forming bar when `start_pos=0`     |
-| `collect_latest_rates_for_accounts_with_retries` | Bounded exponential backoff for transient MT5 errors         |
+| Symbol                                           | Role                                                                            |
+| ------------------------------------------------ | ------------------------------------------------------------------------------- |
+| `drop_forming_rate_bar`                          | Remove the last row from chronologically ordered rate data                      |
+| `fetch_latest_closed_rates`                      | Single connected client: fetch `count + 1`, drop forming bar                    |
+| `fetch_latest_closed_rates_for_trading_client`   | Closed bars from an active `Mt5TradingClient` session; returns RangeIndex       |
+| `fetch_latest_closed_rates_indexed`              | Same as above but returns a UTC `DatetimeIndex` named `"time"` (no time column) |
+| `collect_latest_closed_rates_for_accounts`       | Multi-account closed bars with optional retry wrapper                           |
+| `collect_latest_closed_rates_by_granularity`     | Same data keyed by `(symbol, granularity_name)`                                 |
+| `collect_latest_rates_for_accounts`              | Latest bars including the forming bar when `start_pos=0`                        |
+| `collect_latest_rates_for_accounts_with_retries` | Bounded exponential backoff for transient MT5 errors                            |

 ### SQLite history collection and rate loading

@@ -90,17 +99,20 @@ diagrams.
 These helpers implement broker-facing calculations only. They do not encode
 strategy entries, exits, Kelly sizing, or signal logic.

-| Symbol                                                                                             | Role                                          |
-| -------------------------------------------------------------------------------------------------- | --------------------------------------------- |
-| `get_account_snapshot`, `get_symbol_snapshot`, `get_tick_snapshot`, `get_positions_frame`          | Normalized account/symbol/tick/position views |
-| `detect_position_side`                                                                             | Net long / short / flat from open positions   |
-| `calculate_spread_ratio`                                                                           | Relative bid-ask spread                       |
-| `calculate_margin_and_volume`, `calculate_volume_by_margin`, `calculate_new_position_margin_ratio` | Margin budget and volume sizing               |
-| `determine_order_limits`                                                                           | SL/TP price levels from ratios                |
-| `ensure_symbol_selected`                                                                           | Select/verify Market Watch visibility         |
-| `place_market_order`, `close_open_positions`, `update_sltp_for_open_positions`                     | Order execution helpers (`dry_run` supported) |
-| `MarginVolume`, `OrderLimits`, `OrderExecutionResult`                                              | Typed return contracts for order helpers      |
-| `OrderSide`, `OrderFillingMode`, `OrderTimeMode`, `PositionSide`, `ExecutionStatus`                | Typed enums for order helpers                 |
+| Symbol                                                                                             | Role                                                        |
+| -------------------------------------------------------------------------------------------------- | ----------------------------------------------------------- |
+| `get_account_snapshot`, `get_symbol_snapshot`, `get_tick_snapshot`, `get_positions_frame`          | Normalized account/symbol/tick/position views               |
+| `detect_position_side`                                                                             | Net long / short / flat from open positions                 |
+| `calculate_spread_ratio`                                                                           | Relative bid-ask spread                                     |
+| `calculate_margin_and_volume`, `calculate_volume_by_margin`, `calculate_new_position_margin_ratio` | Margin budget and volume sizing                             |
+| `normalize_order_volume`, `estimate_order_margin`, `calculate_positions_margin`                    | Broker volume normalization and margin totals               |
+| `calculate_positions_margin_by_symbol`                                                             | Per-symbol margin map (resilient, first-seen order)         |
+| `calculate_positions_margin_safe`                                                                  | Summed total margin across symbols (failed symbols skipped) |
+| `determine_order_limits`                                                                           | SL/TP price levels from ratios                              |
+| `ensure_symbol_selected`                                                                           | Select/verify Market Watch visibility                       |
+| `place_market_order`, `close_open_positions`, `update_sltp_for_open_positions`                     | Order execution helpers (`dry_run` supported)               |
+| `MarginVolume`, `OrderLimits`, `OrderExecutionResult`                                              | Typed return contracts for order helpers                    |
+| `OrderSide`, `OrderFillingMode`, `OrderTimeMode`, `PositionSide`, `ExecutionStatus`                | Typed enums for order helpers                               |

 `MT5Client.order_send()` and CLI `order-send --yes` are live execution paths.

@@ -31,9 +31,10 @@ 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. `fetch_latest_closed_rates()` handles one connected client; multi-account
-helpers fetch `count + 1` bars, drop that row with `drop_forming_rate_bar()`,
-and validate each series is non-empty. Returned frames are ordered
+row. `fetch_latest_closed_rates()` handles one connected `Mt5CliClient`; use
+`fetch_latest_closed_rates_for_trading_client()` from an active
+`Mt5TradingClient` session. Multi-account helpers fetch `count + 1` bars, drop
+that row with `drop_forming_rate_bar()`, and validate each series is non-empty. Returned frames are ordered
 oldest-to-newest and may contain fewer than `count` rows only when MT5 returns
 fewer closed bars.

@@ -85,6 +86,28 @@ resolved = resolve_account_specs(accounts, server="Broker-Demo")
 # resolved[0].login == "12345", resolved[0].server == "Broker-Demo"
 ```

+Pass `allow_whole_dollar_env=True` to also expand strings whose **entire value**
+is a bare `$ENV_NAME` identifier (no braces). This opt-in covers
+`substitute_env_placeholders()`, `resolve_account_spec()`,
+`resolve_account_specs()`, and `build_config()`. Note: `build_config` cannot
+expand `login` because that parameter is `int | None`; use
+`resolve_account_spec` for a string `login` placeholder. Partial strings such as
+`"plan$pass"`, `"abc$ENV"`, or `"$ENV-suffix"` are never expanded — only an
+exact `$IDENTIFIER` whole-string match qualifies. The default is `False` to
+preserve backward compatibility.
+
+```python
+import os
+
+from mt5cli import AccountSpec, resolve_account_specs
+
+os.environ["MT5_PASSWORD"] = "secret"
+accounts = [AccountSpec(symbols=["EURUSD"], password="$MT5_PASSWORD")]
+
+resolved = resolve_account_specs(accounts, allow_whole_dollar_env=True)
+# resolved[0].password == "secret"
+```
+
 ### Throttled incremental history updates

 `ThrottledHistoryUpdater` wraps `update_history()` with a minimum interval
@@ -40,15 +40,20 @@ betting logic, or scheduling code in downstream applications.

 ```python
 from mt5cli import (
+    calculate_positions_margin,
    calculate_spread_ratio,
    calculate_margin_and_volume,
    close_open_positions,
    detect_position_side,
    determine_order_limits,
+    estimate_order_margin,
+    fetch_latest_closed_rates_for_trading_client,
+    fetch_latest_closed_rates_indexed,
    get_account_snapshot,
    get_positions_frame,
    get_symbol_snapshot,
    get_tick_snapshot,
+    normalize_order_volume,
    place_market_order,
 )

@@ -58,6 +63,30 @@ tick = get_tick_snapshot(client, "EURUSD")
 positions = get_positions_frame(client, "EURUSD")
 side = detect_position_side(client, "EURUSD")
 spread_ratio = calculate_spread_ratio(client, "EURUSD")
+volume = normalize_order_volume(
+    0.15,
+    volume_min=symbol["volume_min"],
+    volume_max=symbol["volume_max"],
+    volume_step=symbol["volume_step"],
+)
+buy_margin = (
+    estimate_order_margin(client, "EURUSD", "BUY", volume) if volume > 0 else 0.0
+)
+open_margin = calculate_positions_margin(client, symbols=["EURUSD"])
+closed_bars = fetch_latest_closed_rates_for_trading_client(
+    client,
+    symbol="EURUSD",
+    granularity="M1",
+    count=100,
+)
+# Or fetch with a UTC DatetimeIndex instead of a "time" column:
+indexed_bars = fetch_latest_closed_rates_indexed(
+    client,
+    symbol="EURUSD",
+    granularity="M1",
+    count=100,
+)
+# indexed_bars.index is a UTC-aware DatetimeIndex named "time"
 sizing = calculate_margin_and_volume(
    client,
    "EURUSD",
@@ -87,6 +116,12 @@ closed = close_open_positions(client, symbols="EURUSD", dry_run=True)
 sell-only exposure, and `None` for no positions or mixed long/short exposure.
 `calculate_spread_ratio()` uses `(ask - bid) / ((ask + bid) / 2)` and raises
 `Mt5TradingError` when bid or ask is missing or non-positive.
+`normalize_order_volume()` returns `0.0` for invalid constraints or
+sub-minimum requests; check the result before calling `estimate_order_margin()`,
+which requires a positive finite volume. `calculate_positions_margin()` silently
+skips rows with missing symbols, non-positive volumes, non-finite volumes, or
+unsupported position types, but propagates `Mt5TradingError` from `estimate_order_margin()` when a valid row
+encounters invalid tick data or margin results from the broker.

 SL/TP ratios for `determine_order_limits()` must satisfy `0 <= ratio < 1`; `0`
 omits that level. SL/TP prices are rounded with symbol `digits` metadata when
@@ -148,13 +183,16 @@ through the stable package root without embedding entry/exit policy.

 ## Migration from application-local helpers

-| Application-local concern                                | mt5cli replacement                              |
-| -------------------------------------------------------- | ----------------------------------------------- |
-| Manual terminal spawn/kill around trading code           | `mt5_trading_session()`                         |
-| Local position-side detection                            | `detect_position_side()`                        |
-| Local margin/volume sizing                               | `calculate_margin_and_volume()`                 |
-| Local SL/TP price derivation                             | `determine_order_limits()`                      |
-| Throttled SQLite history loop with ad-hoc error handling | `ThrottledHistoryUpdater(suppress_errors=True)` |
+| Application-local concern                                | mt5cli replacement                                                                      |
+| -------------------------------------------------------- | --------------------------------------------------------------------------------------- |
+| Manual terminal spawn/kill around trading code           | `mt5_trading_session()`                                                                 |
+| Local position-side detection                            | `detect_position_side()`                                                                |
+| Local margin/volume sizing                               | `calculate_margin_and_volume()`                                                         |
+| Local broker volume step normalization                   | `normalize_order_volume()`                                                              |
+| Local order or position margin estimation                | `estimate_order_margin()`, `calculate_positions_margin()`                               |
+| Local closed-bar fetch from a trading session            | `fetch_latest_closed_rates_for_trading_client()`, `fetch_latest_closed_rates_indexed()` |
+| Local SL/TP price derivation                             | `determine_order_limits()`                                                              |
+| Throttled SQLite history loop with ad-hoc error handling | `ThrottledHistoryUpdater(suppress_errors=True)`                                         |

 Keep read-only data collection on `mt5_session()` / `Mt5CliClient`; use
 `mt5_trading_session()` only where order placement or trading calculations are
@@ -118,6 +118,9 @@ from .trading import (
    PositionSide,
    calculate_margin_and_volume,
    calculate_new_position_margin_ratio,
+    calculate_positions_margin,
+    calculate_positions_margin_by_symbol,
+    calculate_positions_margin_safe,
    calculate_spread_ratio,
    calculate_volume_by_margin,
    close_open_positions,
@@ -125,11 +128,15 @@ from .trading import (
    detect_position_side,
    determine_order_limits,
    ensure_symbol_selected,
+    estimate_order_margin,
+    fetch_latest_closed_rates_for_trading_client,
+    fetch_latest_closed_rates_indexed,
    get_account_snapshot,
    get_positions_frame,
    get_symbol_snapshot,
    get_tick_snapshot,
    mt5_trading_session,
+    normalize_order_volume,
    place_market_order,
    update_sltp_for_open_positions,
 )
@@ -182,6 +189,9 @@ __all__ = [
    "build_rate_view_name",
    "calculate_margin_and_volume",
    "calculate_new_position_margin_ratio",
+    "calculate_positions_margin",
+    "calculate_positions_margin_by_symbol",
+    "calculate_positions_margin_safe",
    "calculate_spread_ratio",
    "calculate_volume_by_margin",
    "call_with_normalized_errors",
@@ -204,9 +214,12 @@ __all__ = [
    "drop_forming_rate_bar",
    "ensure_symbol_selected",
    "ensure_utc",
+    "estimate_order_margin",
    "export_dataframe",
    "export_dataframe_to_sqlite",
    "fetch_latest_closed_rates",
+    "fetch_latest_closed_rates_for_trading_client",
+    "fetch_latest_closed_rates_indexed",
    "get_account_snapshot",
    "get_positions_frame",
    "get_symbol_snapshot",
@@ -230,6 +243,7 @@ __all__ = [
    "mt5_version",
    "normalize_dataframe",
    "normalize_mt5_exception",
+    "normalize_order_volume",
    "normalize_symbol",
    "normalize_symbols",
    "normalize_time_columns",
@@ -30,6 +30,9 @@ STABLE_SDK_EXPORTS: frozenset[str] = frozenset({
    "build_rate_view_name",
    "calculate_margin_and_volume",
    "calculate_new_position_margin_ratio",
+    "calculate_positions_margin",
+    "calculate_positions_margin_by_symbol",
+    "calculate_positions_margin_safe",
    "calculate_spread_ratio",
    "calculate_volume_by_margin",
    "call_with_normalized_errors",
@@ -50,9 +53,12 @@ STABLE_SDK_EXPORTS: frozenset[str] = frozenset({
    "determine_order_limits",
    "drop_forming_rate_bar",
    "ensure_symbol_selected",
+    "estimate_order_margin",
    "export_dataframe",
    "export_dataframe_to_sqlite",
    "fetch_latest_closed_rates",
+    "fetch_latest_closed_rates_for_trading_client",
+    "fetch_latest_closed_rates_indexed",
    "get_account_snapshot",
    "get_positions_frame",
    "get_symbol_snapshot",
@@ -74,6 +80,7 @@ STABLE_SDK_EXPORTS: frozenset[str] = frozenset({
    "mt5_trading_session",
    "mt5_version",
    "normalize_mt5_exception",
+    "normalize_order_volume",
    "orders",
    "place_market_order",
    "positions",
@@ -309,12 +309,33 @@ def build_config(
    password: str | None = None,
    server: str | None = None,
    timeout: int | None = None,
+    allow_whole_dollar_env: bool = False,
 ) -> Mt5Config:
    """Build an ``Mt5Config`` from optional connection parameters.

+    Args:
+        path: Optional terminal executable path.
+        login: Optional trading account login.
+        password: Optional trading account password.
+        server: Optional trading server name.
+        timeout: Optional connection timeout in milliseconds.
+        allow_whole_dollar_env: When ``True``, string parameters that are
+            exactly ``$ENV_NAME`` are expanded from the environment. Applies
+            to ``path``, ``password``, and ``server``. Default ``False``
+            preserves existing behavior.
+
    Returns:
        Configured ``Mt5Config`` instance.
    """
+    if allow_whole_dollar_env:
+        if path is not None:
+            path = substitute_env_placeholders(path, allow_whole_dollar_env=True)
+        if password is not None:
+            password = substitute_env_placeholders(
+                password, allow_whole_dollar_env=True
+            )
+        if server is not None:
+            server = substitute_env_placeholders(server, allow_whole_dollar_env=True)
    return Mt5Config(
        path=path,
        login=login,
@@ -1376,13 +1397,22 @@ class AccountSpec:


 _ENV_PLACEHOLDER_PATTERN = re.compile(r"\$\{(?P<name>[A-Za-z_][A-Za-z0-9_]*)\}")
+_WHOLE_DOLLAR_PATTERN = re.compile(r"^\$(?P<name>[A-Za-z_][A-Za-z0-9_]*)$")


-def substitute_env_placeholders(value: str) -> str:
+def substitute_env_placeholders(
+    value: str,
+    *,
+    allow_whole_dollar_env: bool = False,
+) -> str:
    """Replace ``${ENV_VAR}`` placeholders in a string with environment values.

    Args:
        value: String that may contain one or more ``${ENV_VAR}`` placeholders.
+        allow_whole_dollar_env: When ``True``, a string that is exactly
+            ``$ENV_NAME`` (the whole value and nothing else) is also expanded
+            from the environment. Partial occurrences such as ``"plan$pass"``
+            or ``"$ENV-suffix"`` are left unchanged.

    Returns:
        The string with every placeholder replaced by its environment value.
@@ -1390,6 +1420,14 @@ def substitute_env_placeholders(value: str) -> str:
    Raises:
        ValueError: If a referenced environment variable is not set.
    """
+    if allow_whole_dollar_env:
+        m = _WHOLE_DOLLAR_PATTERN.match(value)
+        if m:
+            name = m.group("name")
+            if name not in os.environ:
+                msg = f"Environment variable {name!r} is not set."
+                raise ValueError(msg)
+            return os.environ[name]
    parts: list[str] = []
    last_end = 0
    for match in _ENV_PLACEHOLDER_PATTERN.finditer(value):
@@ -1404,7 +1442,12 @@ def substitute_env_placeholders(value: str) -> str:
    return "".join(parts)


-def _resolve_field(override: str | None, account_value: str | None) -> str | None:
+def _resolve_field(
+    override: str | None,
+    account_value: str | None,
+    *,
+    allow_whole_dollar_env: bool = False,
+) -> str | None:
    """Resolve a string field from an override or account value with env subst.

    Returns:
@@ -1414,12 +1457,16 @@ def _resolve_field(override: str | None, account_value: str | None) -> str | Non
    value = override if override is not None else account_value
    if value is None:
        return None
-    return substitute_env_placeholders(value)
+    return substitute_env_placeholders(
+        value, allow_whole_dollar_env=allow_whole_dollar_env
+    )


 def _resolve_login(
    override: int | str | None,
    account_login: int | str | None,
+    *,
+    allow_whole_dollar_env: bool = False,
 ) -> int | str | None:
    """Resolve a login from an override or account value with env substitution.

@@ -1431,10 +1478,14 @@ def _resolve_login(
    if override is not None:
        if isinstance(override, int):
            return override
-        return substitute_env_placeholders(override)
+        return substitute_env_placeholders(
+            override, allow_whole_dollar_env=allow_whole_dollar_env
+        )
    if account_login is None or isinstance(account_login, int):
        return account_login
-    return substitute_env_placeholders(account_login)
+    return substitute_env_placeholders(
+        account_login, allow_whole_dollar_env=allow_whole_dollar_env
+    )


 def resolve_account_spec(
@@ -1445,6 +1496,7 @@ def resolve_account_spec(
    server: str | None = None,
    path: str | None = None,
    timeout: int | None = None,
+    allow_whole_dollar_env: bool = False,
 ) -> AccountSpec:
    """Resolve an account's credentials from overrides and ``${ENV_VAR}`` values.

@@ -1460,6 +1512,9 @@ def resolve_account_spec(
        server: Optional explicit server override.
        path: Optional explicit terminal path override.
        timeout: Optional explicit connection timeout override.
+        allow_whole_dollar_env: When ``True``, string fields that are exactly
+            ``$ENV_NAME`` are also expanded from the environment. Default
+            ``False`` preserves existing behavior.

    Returns:
        A new :class:`AccountSpec` with resolved credentials and the original
@@ -1469,10 +1524,18 @@ def resolve_account_spec(
    """
    return AccountSpec(
        symbols=account.symbols,
-        login=_resolve_login(login, account.login),
-        password=_resolve_field(password, account.password),
-        server=_resolve_field(server, account.server),
-        path=_resolve_field(path, account.path),
+        login=_resolve_login(
+            login, account.login, allow_whole_dollar_env=allow_whole_dollar_env
+        ),
+        password=_resolve_field(
+            password, account.password, allow_whole_dollar_env=allow_whole_dollar_env
+        ),
+        server=_resolve_field(
+            server, account.server, allow_whole_dollar_env=allow_whole_dollar_env
+        ),
+        path=_resolve_field(
+            path, account.path, allow_whole_dollar_env=allow_whole_dollar_env
+        ),
        timeout=timeout if timeout is not None else account.timeout,
    )

@@ -1485,6 +1548,7 @@ def resolve_account_specs(
    server: str | None = None,
    path: str | None = None,
    timeout: int | None = None,
+    allow_whole_dollar_env: bool = False,
 ) -> list[AccountSpec]:
    """Resolve credentials for multiple accounts.

@@ -1498,6 +1562,9 @@ def resolve_account_specs(
        server: Optional explicit server override applied to each account.
        path: Optional explicit terminal path override applied to each account.
        timeout: Optional explicit timeout override applied to each account.
+        allow_whole_dollar_env: When ``True``, string fields that are exactly
+            ``$ENV_NAME`` are also expanded from the environment. Default
+            ``False`` preserves existing behavior.

    Returns:
        Resolved account specifications in the original order. Raises
@@ -1512,6 +1579,7 @@ def resolve_account_specs(
            server=server,
            path=path,
            timeout=timeout,
+            allow_whole_dollar_env=allow_whole_dollar_env,
        )
        for account in accounts
    ]
@@ -2,19 +2,24 @@

 from __future__ import annotations

+import logging
 from contextlib import contextmanager
 from math import floor, isfinite
-from numbers import Integral
+from numbers import Integral, Real
 from typing import TYPE_CHECKING, Literal, TypedDict, cast

 import pandas as pd
-from pdmt5 import Mt5Config, Mt5TradingClient, Mt5TradingError
+from pdmt5 import Mt5Config, Mt5RuntimeError, Mt5TradingClient, Mt5TradingError

+from .history import drop_forming_rate_bar
 from .sdk import build_config
 from .utils import coerce_login as _coerce_login
+from .utils import parse_timeframe

 if TYPE_CHECKING:
-    from collections.abc import Iterator
+    from collections.abc import Iterator, Mapping, Sequence
+
+_logger = logging.getLogger(__name__)

 PositionSide = Literal["long", "short"]
 OrderSide = Literal["BUY", "SELL"]
@@ -125,6 +130,9 @@ __all__ = [
    "PositionSide",
    "calculate_margin_and_volume",
    "calculate_new_position_margin_ratio",
+    "calculate_positions_margin",
+    "calculate_positions_margin_by_symbol",
+    "calculate_positions_margin_safe",
    "calculate_spread_ratio",
    "calculate_volume_by_margin",
    "close_open_positions",
@@ -132,11 +140,15 @@ __all__ = [
    "detect_position_side",
    "determine_order_limits",
    "ensure_symbol_selected",
+    "estimate_order_margin",
+    "fetch_latest_closed_rates_for_trading_client",
+    "fetch_latest_closed_rates_indexed",
    "get_account_snapshot",
    "get_positions_frame",
    "get_symbol_snapshot",
    "get_tick_snapshot",
    "mt5_trading_session",
+    "normalize_order_volume",
    "place_market_order",
    "update_sltp_for_open_positions",
 ]
@@ -276,6 +288,48 @@ def _normalize_order_side(side: str) -> OrderSide:
    raise ValueError(msg)


+def _is_finite_number(value: object) -> bool:
+    return isinstance(value, int | float) and isfinite(value)
+
+
+def _is_positive_finite_number(value: object) -> bool:
+    if not _is_finite_number(value):
+        return False
+    return float(cast("float | int", value)) > 0
+
+
+def normalize_order_volume(
+    volume: float,
+    *,
+    volume_min: float,
+    volume_max: float,
+    volume_step: float,
+) -> float:
+    """Normalize a requested order volume to broker volume constraints.
+
+    Returns:
+        Volume floored to the nearest valid broker step from ``volume_min``,
+        capped at ``volume_max`` when finite and positive, and rounded
+        deterministically. Returns ``0.0`` when inputs or constraints are
+        invalid, non-finite, or the capped request is below ``volume_min``.
+    """
+    if not _is_finite_number(volume):
+        return 0.0
+    if not _is_positive_finite_number(volume_min):
+        return 0.0
+    if not _is_positive_finite_number(volume_step):
+        return 0.0
+    has_volume_cap = _is_positive_finite_number(volume_max)
+    capped = min(volume, volume_max) if has_volume_cap else volume
+    if capped < volume_min:
+        return 0.0
+    steps = floor(((capped - volume_min) / volume_step) + 1e-12)
+    normalized = volume_min + max(0, steps) * volume_step
+    if has_volume_cap:
+        normalized = min(normalized, volume_max)
+    return round(normalized, 10)
+
+
 def _position_side_from_order_side(side: str) -> PositionSide:
    normalized = side.lower()
    if normalized in {"long", "buy"}:
@@ -374,6 +428,30 @@ def _optional_price(value: object) -> float | None:
    return price


+def _valid_tick_price(tick: Mapping[str, object], key: str) -> float | None:
+    """Return a positive finite float from tick[key], or None if invalid.
+
+    Accepts int, float, or numeric string values. Returns None when the key is
+    missing, the value is None, non-numeric, NaN, infinite, zero, or negative.
+    Booleans are treated as non-numeric and return None.
+    """
+    value = tick.get(key)
+    if value is None or isinstance(value, bool):
+        return None
+    if isinstance(value, int | float):
+        price = float(value)
+    elif isinstance(value, str):
+        try:
+            price = float(value)
+        except ValueError:
+            return None
+    else:
+        return None
+    if not isfinite(price) or price <= 0:
+        return None
+    return price
+
+
 def _success_retcodes(mt5: object) -> frozenset[int]:
    values = {
        value
@@ -412,9 +490,10 @@ def _calculate_min_volume_if_affordable(
        msg = f"Invalid volume constraints for {symbol!r}."
        raise Mt5TradingError(msg)
    side = _normalize_order_side(order_side)
-    tick = get_tick_snapshot(client, symbol)
-    price = tick["ask"] if side == "BUY" else tick["bid"]
-    if not isinstance(price, int | float) or price <= 0:
+    price = _valid_tick_price(
+        get_tick_snapshot(client, symbol), "ask" if side == "BUY" else "bid"
+    )
+    if price is None:
        msg = f"Tick price is unavailable for {symbol!r}."
        raise Mt5TradingError(msg)
    order_type = (
@@ -531,22 +610,187 @@ def get_positions_frame(
    return frame


+def _order_side_from_position_type(
+    client: Mt5TradingClient,
+    position_type: object,
+) -> OrderSide | None:
+    if position_type == client.mt5.POSITION_TYPE_BUY:
+        return "BUY"
+    if position_type == client.mt5.POSITION_TYPE_SELL:
+        return "SELL"
+    return None
+
+
+def _ensure_rate_time_column(frame: pd.DataFrame) -> pd.DataFrame:
+    if frame.empty or "time" in frame.columns:
+        return frame
+    if frame.index.name == "time" or isinstance(frame.index, pd.DatetimeIndex):
+        normalized = frame.reset_index()
+        if "time" not in normalized.columns and not normalized.empty:
+            normalized = normalized.rename(columns={normalized.columns[0]: "time"})
+        return normalized
+    return frame
+
+
+def estimate_order_margin(
+    client: Mt5TradingClient,
+    symbol: str,
+    order_side: OrderSide | str,
+    volume: float,
+) -> float:
+    """Estimate required margin for one order at the current market price.
+
+    Returns:
+        Positive finite margin required for the order at the current quote.
+
+    Raises:
+        Mt5TradingError: If volume, tick data, or margin estimation is invalid.
+    """
+    if not _is_positive_finite_number(volume):
+        msg = "Volume must be a positive finite number to estimate order margin."
+        raise Mt5TradingError(msg)
+    side = _normalize_order_side(order_side)
+    tick = get_tick_snapshot(client, symbol)
+    price = _valid_tick_price(tick, "ask" if side == "BUY" else "bid")
+    if price is None:
+        msg = f"Tick price is unavailable for {symbol!r}."
+        raise Mt5TradingError(msg)
+    order_type = (
+        client.mt5.ORDER_TYPE_BUY if side == "BUY" else client.mt5.ORDER_TYPE_SELL
+    )
+    raw_margin = client.order_calc_margin(order_type, symbol, volume, price)
+    try:
+        margin = float(raw_margin)
+    except (TypeError, ValueError) as exc:
+        msg = f"Margin estimate is invalid for {symbol!r}."
+        raise Mt5TradingError(msg) from exc
+    if margin <= 0 or not isfinite(margin):
+        msg = f"Margin estimate is invalid for {symbol!r}."
+        raise Mt5TradingError(msg)
+    return margin
+
+
+def calculate_positions_margin(
+    client: Mt5TradingClient,
+    *,
+    symbols: Sequence[str] | None = None,
+) -> float:
+    """Return the sum of estimated current margin for open positions.
+
+    Args:
+        client: Connected ``Mt5TradingClient`` instance.
+        symbols: Optional symbol filter. When omitted, all open positions are
+            included.
+
+    Returns:
+        Total estimated margin, or ``0.0`` when no matching positions exist.
+    """
+    frame = get_positions_frame(client)
+    if frame.empty or "symbol" not in frame.columns:
+        return 0.0
+    if symbols is not None:
+        frame = frame[frame["symbol"].isin(list(symbols))]
+    if frame.empty:
+        return 0.0
+    grouped_volumes: dict[tuple[str, OrderSide], float] = {}
+    for _, row in frame.iterrows():
+        symbol = row.get("symbol")
+        if not isinstance(symbol, str) or not symbol:
+            continue
+        volume = row.get("volume")
+        if not _is_positive_finite_number(volume):
+            continue
+        order_side = _order_side_from_position_type(client, row.get("type"))
+        if order_side is None:
+            continue
+        key = (symbol, order_side)
+        finite_volume = float(cast("float | int", volume))
+        grouped_volumes[key] = grouped_volumes.get(key, 0.0) + finite_volume
+    total = 0.0
+    for (symbol, order_side), volume in grouped_volumes.items():
+        total += estimate_order_margin(client, symbol, order_side, volume)
+    return total
+
+
+def calculate_positions_margin_by_symbol(
+    client: Mt5TradingClient,
+    *,
+    symbols: Sequence[str],
+    suppress_errors: bool = True,
+) -> dict[str, float]:
+    """Return per-symbol estimated margin for open positions.
+
+    Computes margin for each unique input symbol independently using the strict
+    :func:`calculate_positions_margin` helper. Duplicates are deduplicated in
+    first-seen order.
+
+    Args:
+        client: Connected ``Mt5TradingClient`` instance.
+        symbols: Symbols to compute margin for.
+        suppress_errors: When ``True``, log and skip symbols that raise
+            ``Mt5TradingError``, ``Mt5RuntimeError``, or ``AttributeError``.
+            When ``False``, re-raise the first failure.
+
+    Returns:
+        Mapping of symbol to margin total in first-seen unique-symbol order.
+        Returns an empty dict when ``symbols`` is empty or all symbols fail
+        with ``suppress_errors=True``.
+
+    Raises:
+        Mt5TradingError: When a symbol raises ``Mt5TradingError`` and
+            ``suppress_errors=False``.
+        Mt5RuntimeError: When a symbol raises ``Mt5RuntimeError`` and
+            ``suppress_errors=False``.
+        AttributeError: When a symbol raises ``AttributeError`` and
+            ``suppress_errors=False``.
+    """
+    result: dict[str, float] = {}
+    for symbol in dict.fromkeys(symbols):
+        try:
+            result[symbol] = calculate_positions_margin(client, symbols=[symbol])
+        except (Mt5TradingError, Mt5RuntimeError, AttributeError) as exc:
+            if not suppress_errors:
+                raise
+            _logger.warning("Skipping margin for %r: %s", symbol, exc)
+    return result
+
+
+def calculate_positions_margin_safe(
+    client: Mt5TradingClient,
+    *,
+    symbols: Sequence[str],
+) -> float:
+    """Return the total estimated margin for open positions across symbols.
+
+    Internally calls :func:`calculate_positions_margin_by_symbol` with
+    ``suppress_errors=True``. Failed symbols are silently skipped.
+
+    Args:
+        client: Connected ``Mt5TradingClient`` instance.
+        symbols: Symbols to include.
+
+    Returns:
+        Sum of per-symbol margins; ``0.0`` when no symbols or all fail.
+    """
+    return sum(
+        calculate_positions_margin_by_symbol(client, symbols=symbols).values(),
+        0.0,
+    )
+
+
 def calculate_spread_ratio(client: Mt5TradingClient, symbol: str) -> float:
    """Return ``(ask - bid) / ((ask + bid) / 2)`` for the latest tick.

    Raises:
-        Mt5TradingError: If bid or ask is unavailable or non-positive.
+        Mt5TradingError: If bid or ask is unavailable.
    """
    tick = get_tick_snapshot(client, symbol)
-    bid = tick.get("bid")
-    ask = tick.get("ask")
-    if not isinstance(bid, int | float) or not isinstance(ask, int | float):
+    bid = _valid_tick_price(tick, "bid")
+    ask = _valid_tick_price(tick, "ask")
+    if bid is None or ask is None:
        msg = f"Tick bid/ask is unavailable for {symbol!r}."
        raise Mt5TradingError(msg)
-    if bid <= 0 or ask <= 0:
-        msg = f"Tick bid/ask must be positive for {symbol!r}."
-        raise Mt5TradingError(msg)
-    return (float(ask) - float(bid)) / ((float(ask) + float(bid)) / 2.0)
+    return (ask - bid) / ((ask + bid) / 2.0)


 def calculate_new_position_margin_ratio(
@@ -569,9 +813,10 @@ def calculate_new_position_margin_ratio(
    margin = float(account.get("margin") or 0.0)
    if new_position_side is not None and new_position_volume > 0:
        side = _normalize_order_side(new_position_side)
-        tick = get_tick_snapshot(client, symbol)
-        price = tick["ask"] if side == "BUY" else tick["bid"]
-        if not isinstance(price, int | float) or price <= 0:
+        price = _valid_tick_price(
+            get_tick_snapshot(client, symbol), "ask" if side == "BUY" else "bid"
+        )
+        if price is None:
            msg = f"Tick price is unavailable for {symbol!r}."
            raise Mt5TradingError(msg)
        order_type = (
@@ -629,28 +874,8 @@ def calculate_margin_and_volume(
            "SELL",
        )
    else:
-        native_calculate_volume = getattr(client, "calculate_volume_by_margin", None)
-        if callable(native_calculate_volume):
-            buy_volume = float(
-                cast(
-                    "float | int | str",
-                    native_calculate_volume(symbol, trade_margin, "BUY"),
-                ),
-            )
-            sell_volume = float(
-                cast(
-                    "float | int | str",
-                    native_calculate_volume(symbol, trade_margin, "SELL"),
-                ),
-            )
-        else:
-            buy_volume = calculate_volume_by_margin(client, symbol, trade_margin, "BUY")
-            sell_volume = calculate_volume_by_margin(
-                client,
-                symbol,
-                trade_margin,
-                "SELL",
-            )
+        buy_volume = calculate_volume_by_margin(client, symbol, trade_margin, "BUY")
+        sell_volume = calculate_volume_by_margin(client, symbol, trade_margin, "SELL")
    try:
        symbol_info = get_symbol_snapshot(client, symbol)
        volume_min = float(symbol_info.get("volume_min") or 0.0)
@@ -679,7 +904,9 @@ def calculate_volume_by_margin(
    """Calculate max normalized volume affordable for one side.

    Returns:
-        Affordable volume rounded down to symbol volume constraints.
+        Largest stepped volume whose actual margin (from ``order_calc_margin``)
+        fits within ``available_margin``, rounded down to symbol volume
+        constraints; ``0.0`` when no affordable step exists.

    Raises:
        Mt5TradingError: If symbol volume constraints or tick data are invalid.
@@ -694,9 +921,10 @@ def calculate_volume_by_margin(
        msg = f"Invalid volume constraints for {symbol!r}."
        raise Mt5TradingError(msg)
    side = _normalize_order_side(order_side)
-    tick = get_tick_snapshot(client, symbol)
-    price = tick["ask"] if side == "BUY" else tick["bid"]
-    if not isinstance(price, int | float) or price <= 0:
+    price = _valid_tick_price(
+        get_tick_snapshot(client, symbol), "ask" if side == "BUY" else "bid"
+    )
+    if price is None:
        msg = f"Tick price is unavailable for {symbol!r}."
        raise Mt5TradingError(msg)
    order_type = (
@@ -705,11 +933,38 @@ def calculate_volume_by_margin(
    min_margin = float(client.order_calc_margin(order_type, symbol, volume_min, price))
    if min_margin <= 0 or min_margin > available_margin:
        return 0.0
-    raw_volume = available_margin / min_margin * volume_min
-    capped = min(raw_volume, volume_max) if volume_max > 0 else raw_volume
-    steps = floor(((capped - volume_min) / volume_step) + 1e-12)
-    normalized = volume_min + max(0, steps) * volume_step
-    return round(normalized, 10) if normalized >= volume_min else 0.0
+    lo = 0
+    hi = int(
+        max(
+            0,
+            floor(
+                (
+                    (
+                        min(available_margin / min_margin * volume_min, volume_max)
+                        if volume_max > 0
+                        else available_margin / min_margin * volume_min
+                    )
+                    - volume_min
+                )
+                / volume_step
+                + 1e-12
+            ),
+        )
+    )
+    best = -1
+
+    while lo <= hi:
+        mid = (lo + hi) // 2
+        normalized = round(volume_min + mid * volume_step, 10)
+        actual = float(client.order_calc_margin(order_type, symbol, normalized, price))
+
+        if actual > 0 and actual <= available_margin:
+            best = mid
+            lo = mid + 1
+        else:
+            hi = mid - 1
+
+    return round(volume_min + best * volume_step, 10) if best >= 0 else 0.0


 def determine_order_limits(
@@ -745,11 +1000,11 @@ def determine_order_limits(
    _require_protective_ratio(take_profit_ratio, "take_profit_limit_ratio")
    normalized_side = _position_side_from_order_side(side)
    tick = get_tick_snapshot(client, symbol)
-    entry_value = tick["ask"] if normalized_side == "long" else tick["bid"]
-    if not isinstance(entry_value, int | float):
+    entry_key = "ask" if normalized_side == "long" else "bid"
+    entry = _valid_tick_price(tick, entry_key)
+    if entry is None:
        msg = f"Tick price is unavailable for {symbol!r}."
        raise Mt5TradingError(msg)
-    entry = float(entry_value)
    try:
        symbol_info = get_symbol_snapshot(client, symbol)
    except (AttributeError, KeyError, TypeError, ValueError):
@@ -825,8 +1080,8 @@ def place_market_order(
    if not dry_run:
        ensure_symbol_selected(client, symbol)
    tick = get_tick_snapshot(client, symbol)
-    price = tick["ask"] if side == "BUY" else tick["bid"]
-    if not isinstance(price, int | float) or price <= 0:
+    price = _valid_tick_price(tick, "ask" if side == "BUY" else "bid")
+    if price is None:
        msg = f"Tick price is unavailable for {symbol!r}."
        raise Mt5TradingError(msg)
    request = {
@@ -836,7 +1091,7 @@ def place_market_order(
        "type": (
            client.mt5.ORDER_TYPE_BUY if side == "BUY" else client.mt5.ORDER_TYPE_SELL
        ),
-        "price": float(price),
+        "price": price,
        "type_filling": _resolve_mt5_constant(
            client.mt5,
            "ORDER_FILLING",
@@ -997,6 +1252,147 @@ def update_sltp_for_open_positions(
    return results


+def fetch_latest_closed_rates_for_trading_client(
+    client: Mt5TradingClient,
+    *,
+    symbol: str,
+    granularity: str,
+    count: int,
+) -> pd.DataFrame:
+    """Fetch the latest closed bars from a connected trading client.
+
+    Returns:
+        Up to ``count`` closed bars ordered oldest to newest.
+
+    Raises:
+        ValueError: If ``count`` is not positive, rate data is empty or
+            malformed, or the ``time`` column is missing.
+        Mt5TradingError: If the trading client cannot fetch rate data.
+    """
+    if count <= 0:
+        msg = "count must be positive."
+        raise ValueError(msg)
+    fetch_method = getattr(client, "fetch_latest_rates_as_df", None)
+    if callable(fetch_method):
+        fetched = fetch_method(symbol, granularity, count + 1)
+    else:
+        copy_method = getattr(client, "copy_rates_from_pos_as_df", None)
+        if not callable(copy_method):
+            msg = "MT5 trading client cannot fetch rate data."
+            raise Mt5TradingError(msg)
+        fetched = copy_method(
+            symbol=symbol,
+            timeframe=parse_timeframe(granularity),
+            start_pos=0,
+            count=count + 1,
+        )
+    if not isinstance(fetched, pd.DataFrame):
+        msg = (
+            f"Malformed rate data for {symbol!r} at granularity {granularity!r}: "
+            "expected a DataFrame."
+        )
+        raise ValueError(msg)  # noqa: TRY004
+    frame = fetched
+    frame = _ensure_rate_time_column(frame)
+    if "time" not in frame.columns:
+        msg = f"Rate data is missing a time column for {symbol!r}."
+        raise ValueError(msg)
+    closed = drop_forming_rate_bar(frame)
+    if closed.empty:
+        msg = (
+            f"Rate data is empty for {symbol!r} at granularity {granularity!r} "
+            f"with count {count}."
+        )
+        raise ValueError(msg)
+    return closed.tail(count).reset_index(drop=True)
+
+
+def _rate_time_to_utc(series: pd.Series, symbol: str) -> pd.DatetimeIndex:
+    """Convert a rate time series to a UTC-aware DatetimeIndex.
+
+    Handles MT5 epoch seconds (including object-dtype Python numbers), timezone-
+    naive datetime-like values, and timezone-aware datetime-like values.
+
+    Returns:
+        UTC-aware DatetimeIndex.
+
+    Raises:
+        ValueError: If the time data is invalid, unparseable, or contains NaT.
+    """
+    try:
+        arr = series.to_numpy()
+        non_null = series.dropna()
+        object_numbers = (
+            pd.api.types.is_object_dtype(series)
+            and non_null.map(
+                lambda value: type(value) is not bool and isinstance(value, Real),
+            ).all()
+        )
+        numeric_dtype = pd.api.types.is_numeric_dtype(
+            series
+        ) and not pd.api.types.is_bool_dtype(
+            series,
+        )
+        if numeric_dtype or object_numbers:
+            idx = pd.to_datetime(arr, unit="s", utc=True)
+        else:
+            idx = pd.to_datetime(arr, utc=True)
+    except Exception as exc:
+        msg = f"Rate data for {symbol!r} has invalid or unparseable time data."
+        raise ValueError(msg) from exc
+    if any(idx.isna()):
+        msg = f"Rate data for {symbol!r} contains missing (NaT) timestamp values."
+        raise ValueError(msg)
+    return idx
+
+
+def fetch_latest_closed_rates_indexed(
+    client: Mt5TradingClient,
+    *,
+    symbol: str,
+    granularity: str,
+    count: int,
+) -> pd.DataFrame:
+    """Fetch the latest closed bars with a UTC DatetimeIndex from a trading client.
+
+    Internally reuses :func:`fetch_latest_closed_rates_for_trading_client` for
+    closed-bar detection and validation, then converts the ``time`` column to a
+    UTC-aware :class:`~pandas.DatetimeIndex` named ``"time"`` and drops the
+    original column. Intended for downstream time-series consumers that require
+    a datetime index rather than a ``time`` column.
+
+    Args:
+        client: Connected trading client with rate-fetch capability.
+        symbol: Symbol name.
+        granularity: Timeframe string (for example ``"M1"``, ``"H1"``).
+        count: Maximum number of closed bars to return.
+
+    Returns:
+        Up to ``count`` closed bars ordered oldest to newest, with a
+        UTC-aware ``DatetimeIndex`` named ``"time"``. The original ``time``
+        column is dropped.
+
+    Raises:
+        ValueError: If ``count`` is not positive, rate data is empty or
+            malformed, the ``time`` column is missing, or timestamp data
+            is invalid or unparseable.
+    """
+    frame = fetch_latest_closed_rates_for_trading_client(
+        client,
+        symbol=symbol,
+        granularity=granularity,
+        count=count,
+    )
+    if "time" not in frame.columns:
+        msg = f"Rate data is missing a time column for {symbol!r}."
+        raise ValueError(msg)
+    idx = _rate_time_to_utc(frame["time"], symbol)
+    idx.name = "time"
+    result = frame.drop(columns=["time"])
+    result.index = idx
+    return result
+
+
@contextmanager
 def mt5_trading_session(
    config: Mt5Config | None = None,
@@ -1,6 +1,6 @@
 [project]
 name = "mt5cli"
-version = "0.8.2"
+version = "0.9.2"
 description = "Generic MT5 data and execution infrastructure for Python applications"
 authors = [{name = "dceoy", email = "dceoy@users.noreply.github.com"}]
 maintainers = [{name = "dceoy", email = "dceoy@users.noreply.github.com"}]
@@ -124,7 +124,6 @@ ignore = [
 ]

 [tool.ruff.lint.per-file-ignores]
-"mt5cli/history.py" = ["TC003"]
 "tests/**/*.py" = [
  "DOC201",   # Missing return documentation
  "DOC501",   # Raised exception missing from docstring
@@ -34,6 +34,7 @@ from mt5cli import (
    build_config,
    build_rate_targets,
    calculate_margin_and_volume,
+    calculate_positions_margin,
    call_with_normalized_errors,
    detect_format,
    drop_forming_rate_bar,
@@ -42,6 +43,8 @@ from mt5cli import (
    export_dataframe,
    export_dataframe_to_sqlite,
    fetch_latest_closed_rates,
+    fetch_latest_closed_rates_for_trading_client,
+    fetch_latest_closed_rates_indexed,
    granularity_name,
    is_recoverable_mt5_error,
    load_rate_data,
@@ -50,6 +53,7 @@ from mt5cli import (
    mt5_trading_session,
    normalize_dataframe,
    normalize_mt5_exception,
+    normalize_order_volume,
    normalize_symbol,
    normalize_symbols,
    parse_date_range,
@@ -572,6 +576,45 @@ class TestStableSdkContract:
        client.latest_rates.assert_called_once_with("EURUSD", "M1", 3, start_pos=0)
        assert list(result["close"]) == [1.0, 1.1]

+    def test_fetch_latest_closed_rates_for_trading_client_from_package_root(
+        self,
+    ) -> None:
+        """Trading-client closed-bar helper is importable from the stable surface."""
+        client = MagicMock()
+        client.fetch_latest_rates_as_df.return_value = pd.DataFrame(
+            {"time": [1, 2, 3], "close": [1.0, 1.1, 1.2]},
+        )
+
+        result = fetch_latest_closed_rates_for_trading_client(
+            client,
+            symbol="EURUSD",
+            granularity="M1",
+            count=2,
+        )
+
+        assert list(result["close"]) == [1.0, 1.1]
+
+    def test_normalize_order_volume_from_package_root(self) -> None:
+        """Volume normalization helper is importable from the stable surface."""
+        result = normalize_order_volume(
+            0.25,
+            volume_min=0.1,
+            volume_max=1.0,
+            volume_step=0.1,
+        )
+        assert abs(result - 0.2) < 1e-9
+
+    def test_calculate_positions_margin_from_package_root(self) -> None:
+        """Position margin helper is importable from the stable surface."""
+        client = MagicMock()
+        client.mt5.POSITION_TYPE_BUY = 0
+        client.mt5.POSITION_TYPE_SELL = 1
+        client.mt5.ORDER_TYPE_BUY = 10
+        client.mt5.ORDER_TYPE_SELL = 11
+        client.positions_get_as_df.return_value = pd.DataFrame()
+
+        assert calculate_positions_margin(client) == 0
+
    def test_resolve_rate_view_name_from_package_root(self, tmp_path: Path) -> None:
        """Rate view resolution is importable and honors require_existing."""
        db_path = tmp_path / "rates.db"
@@ -692,3 +735,32 @@ class TestStableSdkContract:
            raise RuntimeError(message)

        mock_client.shutdown.assert_called_once()
+
+    def test_fetch_latest_closed_rates_indexed_from_package_root(
+        self,
+        mocker: MockerFixture,
+    ) -> None:
+        """Indexed closed-bar helper returns a UTC DatetimeIndex named 'time'."""
+        client = MagicMock()
+        mocker.patch(
+            "mt5cli.trading.fetch_latest_closed_rates_for_trading_client",
+            return_value=pd.DataFrame(
+                {
+                    "time": [1704067200, 1704153600, 1704240000],
+                    "close": [1.0, 1.1, 1.2],
+                },
+            ),
+        )
+
+        result = fetch_latest_closed_rates_indexed(
+            client,
+            symbol="EURUSD",
+            granularity="M1",
+            count=2,
+        )
+
+        assert isinstance(result.index, pd.DatetimeIndex)
+        assert result.index.name == "time"
+        assert result.index.tz is not None
+        assert "time" not in result.columns
+        assert "close" in result.columns
@@ -1777,6 +1777,80 @@ class TestSubstituteEnvPlaceholders:
        with pytest.raises(ValueError, match="'MT5_MISSING' is not set"):
            substitute_env_placeholders("${MT5_MISSING}")

+    def test_whole_dollar_not_substituted_by_default(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test $ENV_NAME is not expanded without allow_whole_dollar_env=True."""
+        monkeypatch.setenv("MT5_PASSWORD", "secret")
+
+        assert substitute_env_placeholders("$MT5_PASSWORD") == "$MT5_PASSWORD"
+
+    def test_whole_dollar_substituted_with_opt_in(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test $ENV_NAME is expanded when allow_whole_dollar_env=True."""
+        monkeypatch.setenv("MT5_PASSWORD", "secret")
+
+        result = substitute_env_placeholders(
+            "$MT5_PASSWORD", allow_whole_dollar_env=True
+        )
+
+        assert result == "secret"
+
+    def test_whole_dollar_missing_variable_raises_value_error(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test missing $ENV_NAME raises ValueError when opt-in is enabled."""
+        monkeypatch.delenv("MT5_MISSING", raising=False)
+
+        with pytest.raises(ValueError, match="'MT5_MISSING' is not set"):
+            substitute_env_placeholders("$MT5_MISSING", allow_whole_dollar_env=True)
+
+    def test_partial_dollar_not_expanded_with_opt_in(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test $ENV embedded in a larger string is not expanded."""
+        monkeypatch.setenv("pass", "secret")
+        monkeypatch.setenv("ENV", "val")
+
+        assert (
+            substitute_env_placeholders("plan$pass", allow_whole_dollar_env=True)
+            == "plan$pass"
+        )
+        assert (
+            substitute_env_placeholders("abc$ENV", allow_whole_dollar_env=True)
+            == "abc$ENV"
+        )
+
+    def test_dollar_with_suffix_not_expanded_with_opt_in(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test $ENV-suffix is not expanded (not a whole-value placeholder)."""
+        monkeypatch.setenv("ENV", "val")
+
+        assert (
+            substitute_env_placeholders("$ENV-suffix", allow_whole_dollar_env=True)
+            == "$ENV-suffix"
+        )
+
+    def test_brace_format_works_with_opt_in(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test ${ENV_VAR} substitution still works when allow_whole_dollar_env=True."""
+        monkeypatch.setenv("MT5_LOGIN", "12345")
+
+        result = substitute_env_placeholders(
+            "${MT5_LOGIN}", allow_whole_dollar_env=True
+        )
+
+        assert result == "12345"
+

 class TestResolveAccountSpec:
    """Tests for resolve_account_spec and resolve_account_specs."""
@@ -1863,6 +1937,117 @@ class TestResolveAccountSpec:
        assert [a.server for a in resolved] == ["Shared", "Fixed"]
        assert all(a.timeout == 1000 for a in resolved)

+    def test_resolve_account_spec_with_whole_dollar_env(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Account spec expands $ENV_NAME when allow_whole_dollar_env=True."""
+        monkeypatch.setenv("MT5_PASSWORD", "secret")
+        account = AccountSpec(symbols=["EURUSD"], password="$MT5_PASSWORD")
+
+        resolved = resolve_account_spec(account, allow_whole_dollar_env=True)
+
+        assert resolved.password == "secret"  # noqa: S105
+
+    def test_resolve_account_spec_whole_dollar_not_expanded_by_default(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test resolve_account_spec leaves $ENV_NAME literal by default."""
+        monkeypatch.setenv("MT5_PASSWORD", "secret")
+        account = AccountSpec(symbols=["EURUSD"], password="$MT5_PASSWORD")
+
+        resolved = resolve_account_spec(account)
+
+        assert resolved.password == "$MT5_PASSWORD"  # noqa: S105
+
+    def test_resolve_account_specs_with_whole_dollar_env(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test resolve_account_specs threads allow_whole_dollar_env to each account."""
+        monkeypatch.setenv("MT5_SERVER", "Broker-Demo")
+        accounts = [
+            AccountSpec(symbols=["EURUSD"], server="$MT5_SERVER"),
+            AccountSpec(symbols=["GBPUSD"], server="Fixed"),
+        ]
+
+        resolved = resolve_account_specs(accounts, allow_whole_dollar_env=True)
+
+        assert resolved[0].server == "Broker-Demo"
+        assert resolved[1].server == "Fixed"
+
+    def test_resolve_account_spec_whole_dollar_login(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test $ENV_NAME login string is expanded when allow_whole_dollar_env=True."""
+        monkeypatch.setenv("MT5_LOGIN", "12345")
+        account = AccountSpec(symbols=["EURUSD"], login="$MT5_LOGIN")
+
+        resolved = resolve_account_spec(account, allow_whole_dollar_env=True)
+
+        assert resolved.login == "12345"
+
+
+class TestBuildConfigWholeDollarEnv:
+    """Tests for build_config with allow_whole_dollar_env."""
+
+    def test_build_config_substitutes_server_with_opt_in(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """build_config expands $ENV_NAME server when allow_whole_dollar_env=True."""
+        monkeypatch.setenv("MT5_SERVER", "Broker-Demo")
+
+        config = build_config(server="$MT5_SERVER", allow_whole_dollar_env=True)
+
+        assert config.server == "Broker-Demo"
+
+    def test_build_config_substitutes_password_with_opt_in(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """build_config expands $ENV_NAME password when allow_whole_dollar_env=True."""
+        monkeypatch.setenv("MT5_PASSWORD", "secret")
+
+        config = build_config(password="$MT5_PASSWORD", allow_whole_dollar_env=True)
+
+        assert config.password == "secret"  # noqa: S105
+
+    def test_build_config_substitutes_path_with_opt_in(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test build_config expands $ENV_NAME path when allow_whole_dollar_env=True."""
+        monkeypatch.setenv("MT5_PATH", "/opt/mt5/terminal64.exe")
+
+        config = build_config(path="$MT5_PATH", allow_whole_dollar_env=True)
+
+        assert config.path == "/opt/mt5/terminal64.exe"
+
+    def test_build_config_leaves_dollar_literal_by_default(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test build_config does not substitute $ENV without opt-in."""
+        monkeypatch.setenv("MT5_SERVER", "Broker-Demo")
+
+        config = build_config(server="$MT5_SERVER")
+
+        assert config.server == "$MT5_SERVER"
+
+    def test_build_config_none_params_not_substituted(
+        self,
+        monkeypatch: pytest.MonkeyPatch,  # noqa: ARG002
+    ) -> None:
+        """Test build_config with None params does not raise even with opt-in."""
+        config = build_config(allow_whole_dollar_env=True)
+
+        assert config.server is None
+        assert config.password is None
+        assert config.path is None
+

 class TestThrottledHistoryUpdater:
    """Tests for the throttled incremental history updater."""
@@ -487,7 +487,7 @@ wheels = [

 [[package]]
 name = "mt5cli"
-version = "0.8.2"
+version = "0.9.2"
 source = { editable = "." }
 dependencies = [
    { name = "click" },
Author	SHA1	Message	Date
Daichi Narushima	9ac3b885c3	test: add explicit unit tests for calculate_positions_margin_by_symbol and calculate_positions_margin_safe (#50 ) (#53 ) * test: add explicit unit tests for calculate_positions_margin_by_symbol and calculate_positions_margin_safe (#50) Covers all acceptance criteria: partial failure with warning log, all-fail, empty symbol list with no-broker-call assertion, duplicate deduplication, successful aggregation with first-seen key order, suppress_errors=False propagation, and three calculate_positions_margin_safe cases (partial skip, all-fail → 0.0, empty list → 0.0). Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * test: fix warning log assertion and parametrize suppress_errors=False test - Use record.getMessage() + levelno check instead of record.message, which is only populated after formatting and can return an empty string. - Parametrize test_one_symbol_fails_suppress_errors_false over all three exception types caught by the implementation (Mt5TradingError, Mt5RuntimeError, AttributeError) so any future narrowing of the except tuple would be caught by tests. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * style: shorten docstring to fit 88-char line limit * style: shorten docstring to fit 88-char line limit --------- Co-authored-by: agent <agent@localhost> Co-authored-by: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-06-23 21:41:30 +09:00
Daichi Narushima	823cb5b0a4	Revert "Bump version to v0.9.3 (#51 )" (#52 ) This reverts commit `f1ada55bce`.	2026-06-23 19:17:42 +09:00
agent	1c57be5c44	fix: centralize tick price validation in calculate_spread_ratio and determine_order_limits (#52 ) Replaces manual isinstance/<=0 checks in calculate_spread_ratio() and determine_order_limits() with _valid_tick_price(), ensuring NaN, inf, -inf, zero, negative, bool, and invalid-string tick values are consistently rejected across all trading helpers. Adds regression tests covering numeric-string acceptance and every invalid-value category for both functions. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-06-23 09:48:13 +00:00
Daichi Narushima	f1ada55bce	Bump version to v0.9.3 (#51 )	2026-06-23 18:30:18 +09:00
agent	d292fbb9d9	feat: centralize tick price validation and add resilient position margin helpers (#49 , #50 ) Add _valid_tick_price() internal helper that returns a positive finite float from a tick dict or None for any invalid value (missing, None, NaN, infinite, zero, negative, or unsupported type). Refactor five existing bid/ask validation sites in trading.py to use it, removing duplicated isinstance/isfinite checks. Add calculate_positions_margin_by_symbol() which computes margin per unique symbol independently using the existing strict calculate_positions_margin(), with first-seen deduplication and configurable error suppression (Mt5TradingError, Mt5RuntimeError, AttributeError) via suppress_errors=. Add calculate_positions_margin_safe() as a thin sum wrapper with suppress_errors=True, returning 0.0 on empty or fully-failed inputs. Both new helpers are exported from mt5cli, added to STABLE_SDK_EXPORTS, and documented in docs/api/public-contract.md. Existing strict behavior of calculate_positions_margin() is unchanged. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-06-23 07:30:02 +00:00
Daichi Narushima	8e53212a24	fix: always use mt5cli calculate_volume_by_margin to prevent LACK OF FUNDS (#48 )	2026-06-23 14:01:46 +09:00
Daichi Narushima	b878a61c07	fix: re-verify normalized volume margin in calculate_volume_by_margin (#46 ) * fix: re-verify normalized volume margin before returning from calculate_volume_by_margin For CFDs, index products, and tiered-margin instruments, the initial min-lot margin estimate can be optimistic; the normalized stepped volume may require more margin than available_margin. After computing the normalized volume, step down by volume_step until order_calc_margin confirms affordability, or return 0.0 if no step is affordable. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * test: fix ruff line-length violations in calculate_volume_by_margin tests Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: use integer step index and add actual>0 guard in calculate_volume_by_margin Replace float-subtraction loop with integer step index to eliminate accumulation rounding error and add `actual > 0` guard so a broker returning zero/negative margin is never accepted as affordable. Inline `capped` to keep local-variable count within Ruff PLR0914 limit. Update docstring to reflect re-verification behaviour and 0.0 fallback. Tighten test assertion from `volume > 0` to the symbol's valid range. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * Bump version to v0.9.1 * perf: replace linear step-down scan with binary search in calculate_volume_by_margin Resolves the P2 review finding: the previous O(n) loop called order_calc_margin once per volume step, making sizing appear hung for symbols with a large step range or small volume_step. Binary search over the integer step index finds the largest affordable step in O(log n) IPC calls (≈17 for a 99 999-step range vs up to 99 999 in the worst case). Monotonicity of broker margin with volume is assumed, which holds for standard linear margin schedules. To stay within the PLR0914 local-variable limit the steps variable is inlined into hi and the tick temporary is eliminated by accessing the snapshot dict directly. Error messages still go via msg to satisfy EM102. Two existing tests are updated to match the binary-search call sequence. A new regression test (volume_min=0.01, volume_max=1000.0) configures a tiered-margin mock with its threshold at step 50000 and asserts that the total order_calc_margin call count does not exceed 25. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * chore: remove obsolete TC003 per-file-ignore for history.py Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> --------- Co-authored-by: agent <agent@localhost> Co-authored-by: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-06-23 04:40:00 +09:00
dceoy	0610ea732c	fix: handle NumPy object rate timestamps	2026-06-22 23:01:31 +09:00
Daichi Narushima	82a39731ed	feat: add fetch_latest_closed_rates_indexed and allow_whole_dollar_env opt-in (#45 ) * feat: add fetch_latest_closed_rates_indexed and allow_whole_dollar_env opt-in (#43, #44) Closes #43: add fetch_latest_closed_rates_indexed(client, , symbol, granularity, count) -> pd.DataFrame to mt5cli/trading.py. Internally reuses fetch_latest_closed_rates_for_trading_client(), converts the "time" column to a UTC-aware DatetimeIndex named "time", and drops the original column. Exported from trading.__all__, mt5cli.__init__, and STABLE_SDK_EXPORTS. Closes #44: extend substitute_env_placeholders() with opt-in allow_whole_dollar_env=False that expands whole-value $ENV_NAME strings (entire string must be exactly $IDENTIFIER). Threaded through build_config(), resolve_account_spec(), and resolve_account_specs() with the same default=False. Partial strings like "plan$pass", "abc$ENV", or "$ENV-suffix" are never expanded. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> chore: align Markdown table columns in docs and skill file Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: treat numeric (float64) epoch seconds as UTC in _rate_time_to_utc After DataFrame concat or NA upcast the time column becomes float64, which is still epoch seconds. Using is_numeric_dtype instead of is_integer_dtype fixes the silent misalignment. Using series.to_numpy() before passing to pd.to_datetime avoids the redundant pd.DatetimeIndex() wrapper and aligns with how existing rate-time normalization in schemas.py handles numeric timestamps. Add test_converts_float_epoch_seconds_to_utc_datetime_index to cover the regression. Add a doc note clarifying that build_config cannot expand login since that parameter is int \| None. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: reject NaT values after rate timestamp conversion in _rate_time_to_utc pd.to_datetime() silently produces NaT for None/NaN inputs rather than raising, so the function could return a DatetimeIndex containing NaT despite documenting invalid timestamps as a ValueError. Check any(idx.isna()) after conversion and raise with a clear message. Add test_raises_on_nat_time_column to cover the regression. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * Bump version to v0.9.0 * fix: handle object numeric rate timestamps --------- Co-authored-by: Claude <noreply@anthropic.com>	2026-06-22 22:52:19 +09:00
Daichi Narushima	c4a4253fbc	feat: stable SDK helpers for volume, margin, and closed bars (#39–#41) (#42 ) * feat: add stable SDK helpers for volume, margin, and closed bars (#39, #40, #41) Expose generic trading utilities in the stable downstream SDK so applications like mteor can drop local MT5 adapter code: - normalize_order_volume() for broker step/min/max sizing - estimate_order_margin() and calculate_positions_margin() for margin totals - fetch_latest_closed_rates_for_trading_client() for closed bars from Mt5TradingClient Update STABLE_SDK_EXPORTS, package-root exports, docs, and unit tests. Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * chore: bump version to 0.8.3 Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * fix: address PR review feedback on volume cap, rate time, and margin grouping - Re-apply volume_max after step normalization in normalize_order_volume() - Drop misleading non-time index reset branch in _ensure_rate_time_column() - Group positions by (symbol, side) before margin estimation - Add branch-coverage tests for tick price validation and volume cap edge case Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * fix: address remaining PR review threads on docs and DatetimeIndex - Rename unnamed DatetimeIndex column to time after reset_index() - Guard estimate_order_margin example on positive normalized volume - Document calculate_positions_margin skip vs error propagation behavior - Add test for unnamed DatetimeIndex branch coverage Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * fix: harden stable SDK margin, rate fetch, and volume normalization - Wrap order_calc_margin conversion and reject None/non-numeric results - Validate fetched rate objects are DataFrames before time normalization - Return 0.0 for non-finite volume inputs and constraints in normalize_order_volume Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * fix: reject non-finite volumes in margin estimation helpers Use _is_positive_finite_number() in estimate_order_margin() and calculate_positions_margin() so NaN/inf volumes never reach broker calls. Add focused tests and document non-finite volume skipping in trading.md. Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * fix: guard symbol filter in calculate_positions_margin for empty frames Return 0.0 before filtering when positions are empty or lack a symbol column. Add regression tests for filtered calls on malformed position frames. Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> --------- Co-authored-by: Cursor Agent <cursoragent@cursor.com> Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com>	2026-06-19 01:02:18 +09:00
dceoy	9f2968cc98	Update .agents/skills/pr-feedback-triage/SKILL.md	2026-06-19 00:21:33 +09:00