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>

.agents/skills/pr-feedback-triage/SKILL.md

@@ -104,8 +104,8 @@ A reliable pattern is:
 Example GraphQL mutation shape:
 
 ```graphql
-mutation($threadId: ID!) {
-  resolveReviewThread(input: {threadId: $threadId}) {
+mutation ($threadId: ID!) {
+  resolveReviewThread(input: { threadId: $threadId }) {
     thread {
       id
       isResolved

docs/api/public-contract.md

@@ -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`
@@ -56,15 +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 |
-| `fetch_latest_closed_rates_for_trading_client`   | Closed bars from an active `Mt5TradingClient` session        |
-| `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
 
@@ -91,18 +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               |
-| `normalize_order_volume`, `estimate_order_margin`, `calculate_positions_margin`                      | Broker volume normalization and margin totals |
-| `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.
 

docs/api/sdk.md

@@ -86,6 +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

docs/api/trading.md

@@ -48,6 +48,7 @@ from mt5cli import (
     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,
@@ -78,6 +79,14 @@ closed_bars = fetch_latest_closed_rates_for_trading_client(
     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",
@@ -174,16 +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 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()` |
-| 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

mt5cli/__init__.py

@@ -119,6 +119,8 @@ from .trading import (
     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,
@@ -128,6 +130,7 @@ from .trading import (
     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,
@@ -187,6 +190,8 @@ __all__ = [
     "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",
@@ -214,6 +219,7 @@ __all__ = [
     "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",

mt5cli/contract.py

@@ -31,6 +31,8 @@ STABLE_SDK_EXPORTS: frozenset[str] = frozenset({
     "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",
@@ -56,6 +58,7 @@ STABLE_SDK_EXPORTS: frozenset[str] = frozenset({
     "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",

mt5cli/sdk.py

@@ -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
     ]

mt5cli/trading.py

@@ -2,13 +2,14 @@
 
 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
@@ -16,7 +17,9 @@ from .utils import coerce_login as _coerce_login
 from .utils import parse_timeframe
 
 if TYPE_CHECKING:
-    from collections.abc import Iterator, Sequence
+    from collections.abc import Iterator, Mapping, Sequence
+
+_logger = logging.getLogger(__name__)
 
 PositionSide = Literal["long", "short"]
 OrderSide = Literal["BUY", "SELL"]
@@ -128,6 +131,8 @@ __all__ = [
     "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",
@@ -137,6 +142,7 @@ __all__ = [
     "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",
@@ -422,6 +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
@@ -460,9 +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 = (
@@ -620,14 +651,14 @@ def estimate_order_margin(
         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 or not isfinite(price):
+    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, float(price))
+    raw_margin = client.order_calc_margin(order_type, symbol, volume, price)
     try:
         margin = float(raw_margin)
     except (TypeError, ValueError) as exc:
@@ -681,22 +712,85 @@ def calculate_positions_margin(
     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(
@@ -719,9 +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 = (
@@ -779,28 +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)
@@ -829,7 +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.
@@ -844,9 +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 = (
@@ -855,11 +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(
@@ -895,11 +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):
@@ -975,8 +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 = {
@@ -986,7 +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",
@@ -1202,6 +1307,92 @@ def fetch_latest_closed_rates_for_trading_client(
     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,

pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "mt5cli"
-version = "0.8.3"
+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

tests/test_contracts.py

@@ -44,6 +44,7 @@ from mt5cli import (
     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,
@@ -734,3 +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

tests/test_sdk.py

@@ -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."""

tests/test_trading.py

@@ -2,12 +2,14 @@
 
 from __future__ import annotations
 
+import logging
 from types import SimpleNamespace
 from typing import Any, cast
 from unittest.mock import MagicMock
 
 import pandas as pd
 import pytest
+from numpy import float64 as np_float64
 from numpy import int64 as np_int64
 from pdmt5 import Mt5RuntimeError, Mt5TradingClient, Mt5TradingError
 from pytest_mock import MockerFixture  # noqa: TC002
@@ -17,9 +19,12 @@ from mt5cli.trading import (
     MarginVolume,
     OrderExecutionResult,
     OrderLimits,
+    _valid_tick_price,  # type: ignore[reportPrivateUsage]
     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,
@@ -29,6 +34,7 @@ from mt5cli.trading import (
     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,
@@ -120,12 +126,14 @@ class TestDetectPositionSide:
 class TestCalculateMarginAndVolume:
     """Tests for calculate_margin_and_volume."""
 
-    def test_calculates_margin_budget_and_volumes(self) -> None:
+    def test_calculates_margin_budget_and_volumes(self, mocker: MockerFixture) -> 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]
         client.symbol_info_as_dict.side_effect = AttributeError("missing")
+        mock_calc_vol = mocker.patch(
+            "mt5cli.trading.calculate_volume_by_margin", side_effect=[0.3, 0.2]
+        )
 
         result = calculate_margin_and_volume(
             client,
@@ -144,8 +152,8 @@ class TestCalculateMarginAndVolume:
             "volume_max": 0.0,
             "volume_step": 0.0,
         }
-        client.calculate_volume_by_margin.assert_any_call("EURUSD", 400.0, "BUY")
-        client.calculate_volume_by_margin.assert_any_call("EURUSD", 400.0, "SELL")
+        mock_calc_vol.assert_any_call(client, "EURUSD", 400.0, "BUY")
+        mock_calc_vol.assert_any_call(client, "EURUSD", 400.0, "SELL")
 
     @pytest.mark.parametrize(
         ("account_dict", "expected_margin_free"),
@@ -159,11 +167,15 @@ class TestCalculateMarginAndVolume:
         self,
         account_dict: dict[str, float | None],
         expected_margin_free: float,
+        mocker: MockerFixture,
     ) -> 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
+        client.symbol_info_as_dict.side_effect = AttributeError("missing")
+        mock_calc_vol = mocker.patch(
+            "mt5cli.trading.calculate_volume_by_margin", return_value=0.0
+        )
 
         result = calculate_margin_and_volume(
             client,
@@ -173,14 +185,19 @@ class TestCalculateMarginAndVolume:
         )
 
         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")
+        _assert_close(result["buy_volume"], 0.0)
+        _assert_close(result["sell_volume"], 0.0)
+        mock_calc_vol.assert_any_call(client, "EURUSD", 0.0, "BUY")
+        mock_calc_vol.assert_any_call(client, "EURUSD", 0.0, "SELL")
 
-    def test_clamps_negative_margin_free_to_zero(self) -> None:
+    def test_clamps_negative_margin_free_to_zero(self, mocker: MockerFixture) -> 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
+        client.symbol_info_as_dict.side_effect = AttributeError("missing")
+        mock_calc_vol = mocker.patch(
+            "mt5cli.trading.calculate_volume_by_margin", return_value=0.0
+        )
 
         result = calculate_margin_and_volume(
             client,
@@ -189,10 +206,11 @@ class TestCalculateMarginAndVolume:
             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")
+        _assert_close(result["margin_free"], 0.0)
+        _assert_close(result["buy_volume"], 0.0)
+        _assert_close(result["sell_volume"], 0.0)
+        mock_calc_vol.assert_any_call(client, "EURUSD", 0.0, "BUY")
+        mock_calc_vol.assert_any_call(client, "EURUSD", 0.0, "SELL")
 
     @pytest.mark.parametrize(
         ("unit_ratio", "preserved_ratio"),
@@ -410,6 +428,55 @@ class TestDetermineOrderLimits:
         with pytest.raises(Mt5TradingError, match="Tick price is unavailable"):
             determine_order_limits(client, "EURUSD", "long")
 
+    def test_accepts_numeric_string_entry(self) -> None:
+        """Test numeric string ask/bid values are accepted as entry prices."""
+        client = MagicMock()
+        client.symbol_info_tick_as_dict.return_value = {
+            "ask": "1.1010",
+            "bid": "1.1000",
+        }
+        client.symbol_info_as_dict.return_value = {"digits": 4}
+
+        result = determine_order_limits(client, "EURUSD", "long")
+
+        _assert_close(result["entry"], 1.1010)
+
+    @pytest.mark.parametrize(
+        ("side", "field", "bad_value"),
+        [
+            ("long", "ask", float("nan")),
+            ("long", "ask", float("inf")),
+            ("long", "ask", float("-inf")),
+            ("long", "ask", 0.0),
+            ("long", "ask", -1.0),
+            ("long", "ask", True),
+            ("long", "ask", False),
+            ("long", "ask", "invalid"),
+            ("short", "bid", float("nan")),
+            ("short", "bid", float("inf")),
+            ("short", "bid", float("-inf")),
+            ("short", "bid", 0.0),
+            ("short", "bid", -1.0),
+            ("short", "bid", True),
+            ("short", "bid", False),
+            ("short", "bid", "invalid"),
+        ],
+    )
+    def test_rejects_invalid_entry_tick_values(
+        self,
+        side: str,
+        field: str,
+        bad_value: object,
+    ) -> None:
+        """Test invalid entry tick values raise Mt5TradingError."""
+        tick: dict[str, object] = {"ask": 1.1, "bid": 1.0}
+        tick[field] = bad_value
+        client = MagicMock()
+        client.symbol_info_tick_as_dict.return_value = tick
+
+        with pytest.raises(Mt5TradingError, match="Tick price is unavailable"):
+            determine_order_limits(client, "EURUSD", side)
+
     def test_rejects_stop_loss_inside_broker_stop_level(self) -> None:
         """Test stop-loss prices closer than trade_stops_level raise Mt5TradingError."""
         client = MagicMock()
@@ -776,6 +843,50 @@ class TestSnapshotsAndState:
         with pytest.raises(Mt5TradingError):
             calculate_spread_ratio(client, "EURUSD")
 
+    def test_calculate_spread_ratio_accepts_numeric_string_tick(self) -> None:
+        """Test numeric string bid/ask values are accepted."""
+        client = MagicMock()
+        client.symbol_info_tick_as_dict.return_value = {"bid": "99.0", "ask": "101.0"}
+
+        _assert_close(calculate_spread_ratio(client, "EURUSD"), 0.02)
+
+    @pytest.mark.parametrize(
+        ("field", "bad_value"),
+        [
+            ("bid", None),
+            ("bid", float("nan")),
+            ("bid", float("inf")),
+            ("bid", float("-inf")),
+            ("bid", 0.0),
+            ("bid", -1.0),
+            ("bid", True),
+            ("bid", False),
+            ("bid", "invalid"),
+            ("ask", None),
+            ("ask", float("nan")),
+            ("ask", float("inf")),
+            ("ask", float("-inf")),
+            ("ask", 0.0),
+            ("ask", -1.0),
+            ("ask", True),
+            ("ask", False),
+            ("ask", "invalid"),
+        ],
+    )
+    def test_calculate_spread_ratio_rejects_invalid_tick_values(
+        self,
+        field: str,
+        bad_value: object,
+    ) -> None:
+        """Test invalid bid/ask values raise Mt5TradingError."""
+        tick: dict[str, object] = {"bid": 100.0, "ask": 100.0}
+        tick[field] = bad_value
+        client = MagicMock()
+        client.symbol_info_tick_as_dict.return_value = tick
+
+        with pytest.raises(Mt5TradingError, match="Tick bid/ask is unavailable"):
+            calculate_spread_ratio(client, "EURUSD")
+
 
 class TestNormalizeOrderVolume:
     """Tests for normalize_order_volume."""
@@ -1373,6 +1484,67 @@ class TestVolumeAndExecution:
         with pytest.raises(Mt5TradingError):
             calculate_volume_by_margin(client, "EURUSD", 100.0, "SELL")
 
+    def test_calculate_volume_by_margin_steps_down_when_margin_exceeds_budget(
+        self,
+    ) -> None:
+        """Tiered margin: binary search returns the largest affordable step."""
+        client = _mock_trade_client()
+        client.symbol_info_as_dict.return_value = {
+            "volume_min": 0.1,
+            "volume_max": 1.0,
+            "volume_step": 0.1,
+        }
+        client.symbol_info_tick_as_dict.return_value = {"ask": 100.0, "bid": 99.0}
+        # min_margin (0.1): 25.0 -> hi=4.
+        # Search: mid=2 (0.3)->75<=130, mid=3 (0.4)->100<=130, mid=4 (0.5)->150>130.
+        client.order_calc_margin.side_effect = [25.0, 75.0, 100.0, 150.0]
+
+        result = calculate_volume_by_margin(client, "EURUSD", 130.0, "BUY")
+
+        _assert_close(result, 0.4)
+
+    def test_calculate_volume_by_margin_returns_zero_when_all_steps_unaffordable(
+        self,
+    ) -> None:
+        """If all binary-search probes exceed budget, returns zero."""
+        client = _mock_trade_client()
+        client.symbol_info_as_dict.return_value = {
+            "volume_min": 0.1,
+            "volume_max": 0.5,
+            "volume_step": 0.1,
+        }
+        client.symbol_info_tick_as_dict.return_value = {"ask": 100.0, "bid": 99.0}
+        # min_margin (0.1): 10.0 -> hi=4.
+        # Search: mid=2 (0.3)->150>130->hi=1, mid=0 (0.1)->150>130->hi=-1.
+        client.order_calc_margin.side_effect = [10.0, 150.0, 150.0]
+
+        result = calculate_volume_by_margin(client, "EURUSD", 130.0, "BUY")
+
+        _assert_close(result, 0.0)
+
+    def test_calculate_volume_by_margin_binary_search_is_bounded(self) -> None:
+        """Binary search finds the largest affordable volume in O(log n) MT5 calls."""
+        client = _mock_trade_client()
+        client.symbol_info_as_dict.return_value = {
+            "volume_min": 0.01,
+            "volume_max": 1000.0,
+            "volume_step": 0.01,
+        }
+        client.symbol_info_tick_as_dict.return_value = {"ask": 100.0, "bid": 99.0}
+        # Steps 0-50000 cost 0.001 (affordable); steps 50001+ cost 2000.0 (not).
+        # Total range: 99999 steps. Linear scan: ~50000 calls; binary search: ~17.
+        affordable_step = 50000
+
+        def _margin(_ot: int, _sym: str, volume: float, _px: float) -> float:
+            step = round((volume - 0.01) / 0.01)
+            return 0.001 if step <= affordable_step else 2000.0
+
+        client.order_calc_margin.side_effect = _margin
+        result = calculate_volume_by_margin(client, "EURUSD", 200.0, "BUY")
+
+        _assert_close(result, 500.01)  # 0.01 + 50000 * 0.01
+        assert client.order_calc_margin.call_count <= 25
+
     def test_calculate_margin_and_volume_without_native_helper(self) -> None:
         """Test margin helper uses module volume calculation when needed."""
 
@@ -1399,7 +1571,7 @@ class TestVolumeAndExecution:
             ) -> float:
                 assert order_type in {10, 11}
                 assert symbol == "EURUSD"
-                _assert_close(volume, 0.1)
+                assert 0.1 <= volume <= 1.0
                 _assert_close(price, 100.0)
                 return 10.0
 
@@ -1551,18 +1723,34 @@ class TestVolumeAndExecution:
                 preserved_margin_ratio=0.0,
             )
 
-    def test_calculate_margin_and_volume_positive_ratio_uses_existing_behavior(
+    def test_calculate_margin_and_volume_positive_ratio_avoids_oversized_native_volume(
         self,
     ) -> None:
-        """Test positive unit ratios keep proportional native sizing."""
+        """Regression: module path is used even when native helper is present.
+
+        The pdmt5 linear estimate (floor(40/10)*0.1 = 0.4) would overstate
+        affordable volume because order_calc_margin returns 45.0 for 0.4 lots,
+        exceeding the 40.0 budget.  The module's verified binary search returns
+        0.3 (margin=30.0), which is safe.
+        """
         client = _mock_trade_client()
         client.account_info_as_dict.return_value = {"margin_free": 100.0}
-        client.calculate_volume_by_margin.side_effect = [0.4, 0.3]
         client.symbol_info_as_dict.return_value = {
             "volume_min": 0.1,
             "volume_max": 1.0,
             "volume_step": 0.1,
         }
+        client.symbol_info_tick_as_dict.return_value = {"ask": 100.0, "bid": 99.0}
+        client.calculate_volume_by_margin.return_value = 0.4  # pdmt5 linear oversized
+
+        def _mock_calc_margin(
+            _order_type: int, _symbol: str, volume: float, _price: float
+        ) -> float:
+            if volume <= 0.3:
+                return round(volume * 100.0, 10)  # 0.1→10, 0.2→20, 0.3→30
+            return round(volume * 112.5, 10)  # 0.4→45 — exceeds 40.0 budget
+
+        client.order_calc_margin.side_effect = _mock_calc_margin
 
         result = calculate_margin_and_volume(
             client,
@@ -1572,30 +1760,25 @@ class TestVolumeAndExecution:
         )
 
         _assert_close(result["trade_margin"], 40.0)
-        _assert_close(result["buy_volume"], 0.4)
+        _assert_close(result["buy_volume"], 0.3)
         _assert_close(result["sell_volume"], 0.3)
-        client.calculate_volume_by_margin.assert_any_call("EURUSD", 40.0, "BUY")
-        client.calculate_volume_by_margin.assert_any_call("EURUSD", 40.0, "SELL")
+        client.calculate_volume_by_margin.assert_not_called()
 
-    def test_calculate_margin_and_volume_handles_missing_symbol_snapshot(
+    def test_calculate_margin_and_volume_positive_ratio_raises_on_missing_symbol_info(
         self,
     ) -> None:
-        """Test missing symbol metadata falls back to zero volume constraints."""
+        """Test missing symbol info propagates an error when ratio is positive."""
         client = MagicMock()
         client.account_info_as_dict.return_value = {"margin_free": 1000.0}
-        client.calculate_volume_by_margin.side_effect = [0.3, 0.2]
         client.symbol_info_as_dict.side_effect = AttributeError("missing")
 
-        result = calculate_margin_and_volume(
-            client,
-            "EURUSD",
-            unit_margin_ratio=0.5,
-            preserved_margin_ratio=0.2,
-        )
-
-        _assert_close(result["volume_min"], 0.0)
-        _assert_close(result["volume_max"], 0.0)
-        _assert_close(result["volume_step"], 0.0)
+        with pytest.raises(AttributeError, match="missing"):
+            calculate_margin_and_volume(
+                client,
+                "EURUSD",
+                unit_margin_ratio=0.5,
+                preserved_margin_ratio=0.2,
+            )
 
     def test_new_position_margin_ratio_adds_hypothetical_margin(self) -> None:
         """Test hypothetical order margin is added to account margin."""
@@ -2627,3 +2810,472 @@ class TestFetchLatestClosedRatesForTradingClient:
             )
 
         client.fetch_latest_rates_as_df.assert_not_called()
+
+    def test_returns_range_index_and_time_column_for_backward_compat(self) -> None:
+        """Test original helper returns RangeIndex with a time column."""
+        client = MagicMock()
+        client.fetch_latest_rates_as_df.return_value = pd.DataFrame(
+            {"time": [1700000000, 1700003600, 1700007200], "close": [1.1, 1.2, 1.3]},
+        )
+
+        result = fetch_latest_closed_rates_for_trading_client(
+            client,
+            symbol="EURUSD",
+            granularity="M1",
+            count=2,
+        )
+
+        assert isinstance(result.index, pd.RangeIndex)
+        assert "time" in result.columns
+        assert len(result) == 2
+
+
+class TestFetchLatestClosedRatesIndexed:
+    """Tests for fetch_latest_closed_rates_indexed."""
+
+    def test_converts_epoch_seconds_to_utc_datetime_index(
+        self, mocker: MockerFixture
+    ) -> None:
+        """Test integer epoch second timestamps become a UTC DatetimeIndex."""
+        frame = pd.DataFrame(
+            {"time": [1700000000, 1700003600], "close": [1.1, 1.2]},
+        )
+        mocker.patch(
+            "mt5cli.trading.fetch_latest_closed_rates_for_trading_client",
+            return_value=frame,
+        )
+
+        result = fetch_latest_closed_rates_indexed(
+            MagicMock(),
+            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 str(result.index.tz) == "UTC"
+        assert "time" not in result.columns
+        assert list(result["close"]) == [1.1, 1.2]
+
+    def test_converts_float_epoch_seconds_to_utc_datetime_index(
+        self, mocker: MockerFixture
+    ) -> None:
+        """Test float64 epoch second timestamps (after concat/NA upcast) become UTC."""
+        frame = pd.DataFrame(
+            {"time": [1700000000.0, 1700003600.0], "close": [1.1, 1.2]},
+        )
+        mocker.patch(
+            "mt5cli.trading.fetch_latest_closed_rates_for_trading_client",
+            return_value=frame,
+        )
+
+        result = fetch_latest_closed_rates_indexed(
+            MagicMock(),
+            symbol="EURUSD",
+            granularity="M1",
+            count=2,
+        )
+
+        assert isinstance(result.index, pd.DatetimeIndex)
+        assert result.index.tz is not None
+        assert str(result.index.tz) == "UTC"
+        assert result.index[0].year == 2023
+
+    @pytest.mark.parametrize(
+        "timestamps",
+        [
+            [1700000000, 1700003600],
+            [1700000000.0, 1700003600.0],
+            [np_int64(1700000000), np_int64(1700003600)],
+            [np_float64(1700000000.0), np_float64(1700003600.0)],
+        ],
+        ids=["integers", "floats", "numpy-integers", "numpy-floats"],
+    )
+    def test_converts_object_numeric_epoch_seconds_to_utc_datetime_index(
+        self,
+        mocker: MockerFixture,
+        timestamps: list[int] | list[float] | list[np_int64] | list[np_float64],
+    ) -> None:
+        """Test object-dtype real numbers are interpreted as epoch seconds."""
+        frame = pd.DataFrame(
+            {
+                "time": pd.Series(timestamps, dtype=object),
+                "close": [1.1, 1.2],
+            },
+        )
+        mocker.patch(
+            "mt5cli.trading.fetch_latest_closed_rates_for_trading_client",
+            return_value=frame,
+        )
+
+        result = fetch_latest_closed_rates_indexed(
+            MagicMock(), symbol="EURUSD", granularity="M1", count=2
+        )
+
+        assert list(result.index) == list(
+            pd.to_datetime([1700000000, 1700003600], unit="s", utc=True)
+        )
+
+    def test_parses_mixed_datetime_like_strings(self, mocker: MockerFixture) -> None:
+        """Test object-dtype datetime strings retain datetime-like parsing."""
+        timestamps = ["2024-01-01T00:00:00Z", "2024-01-01T01:00:00+01:00"]
+        frame = pd.DataFrame({"time": timestamps, "close": [1.1, 1.2]})
+        mocker.patch(
+            "mt5cli.trading.fetch_latest_closed_rates_for_trading_client",
+            return_value=frame,
+        )
+
+        result = fetch_latest_closed_rates_indexed(
+            MagicMock(), symbol="EURUSD", granularity="M1", count=2
+        )
+
+        assert list(result.index) == list(pd.to_datetime(timestamps, utc=True))
+
+    def test_does_not_treat_bool_as_epoch_seconds(self, mocker: MockerFixture) -> None:
+        """Test bool timestamps do not enter the numeric epoch-seconds path."""
+        frame = pd.DataFrame(
+            {"time": pd.Series([True, False], dtype=object), "close": [1.1, 1.2]},
+        )
+        mocker.patch(
+            "mt5cli.trading.fetch_latest_closed_rates_for_trading_client",
+            return_value=frame,
+        )
+
+        with pytest.raises(ValueError, match="invalid or unparseable time data"):
+            fetch_latest_closed_rates_indexed(
+                MagicMock(), symbol="EURUSD", granularity="M1", count=2
+            )
+
+    def test_converts_naive_datetime_to_utc_datetime_index(
+        self, mocker: MockerFixture
+    ) -> None:
+        """Test timezone-naive datetime values are localized to UTC."""
+        from datetime import datetime  # noqa: PLC0415
+
+        frame = pd.DataFrame(
+            {
+                "time": [datetime(2024, 1, 1, 0, 0), datetime(2024, 1, 1, 1, 0)],  # noqa: DTZ001
+                "close": [1.1, 1.2],
+            },
+        )
+        mocker.patch(
+            "mt5cli.trading.fetch_latest_closed_rates_for_trading_client",
+            return_value=frame,
+        )
+
+        result = fetch_latest_closed_rates_indexed(
+            MagicMock(),
+            symbol="EURUSD",
+            granularity="M1",
+            count=2,
+        )
+
+        assert isinstance(result.index, pd.DatetimeIndex)
+        assert result.index.tz is not None
+        assert str(result.index.tz) == "UTC"
+        assert result.index[0].year == 2024
+
+    def test_converts_aware_datetime_to_utc(self, mocker: MockerFixture) -> None:
+        """Test timezone-aware datetime values are converted to UTC."""
+        from datetime import datetime, timedelta, timezone  # noqa: PLC0415
+
+        tz_plus5 = timezone(timedelta(hours=5))
+        frame = pd.DataFrame(
+            {
+                "time": [datetime(2024, 1, 1, 5, 0, tzinfo=tz_plus5)],
+                "close": [1.1],
+            },
+        )
+        mocker.patch(
+            "mt5cli.trading.fetch_latest_closed_rates_for_trading_client",
+            return_value=frame,
+        )
+
+        result = fetch_latest_closed_rates_indexed(
+            MagicMock(),
+            symbol="EURUSD",
+            granularity="M1",
+            count=1,
+        )
+
+        assert isinstance(result.index, pd.DatetimeIndex)
+        assert str(result.index.tz) == "UTC"
+        assert result.index[0].hour == 0
+
+    def test_raises_on_missing_time_column(self, mocker: MockerFixture) -> None:
+        """Test missing time column after the underlying fetch raises ValueError."""
+        mocker.patch(
+            "mt5cli.trading.fetch_latest_closed_rates_for_trading_client",
+            return_value=pd.DataFrame({"close": [1.1]}),
+        )
+
+        with pytest.raises(ValueError, match="missing a time column"):
+            fetch_latest_closed_rates_indexed(
+                MagicMock(),
+                symbol="EURUSD",
+                granularity="M1",
+                count=1,
+            )
+
+    def test_raises_on_unparseable_time_column(self, mocker: MockerFixture) -> None:
+        """Test unparseable time data raises a clear ValueError."""
+        mocker.patch(
+            "mt5cli.trading.fetch_latest_closed_rates_for_trading_client",
+            return_value=pd.DataFrame({"time": ["not-a-date"], "close": [1.1]}),
+        )
+
+        with pytest.raises(ValueError, match="invalid or unparseable time data"):
+            fetch_latest_closed_rates_indexed(
+                MagicMock(),
+                symbol="EURUSD",
+                granularity="M1",
+                count=1,
+            )
+
+    def test_raises_on_nat_time_column(self, mocker: MockerFixture) -> None:
+        """Test NaT in the time column raises ValueError instead of silently passing."""
+        mocker.patch(
+            "mt5cli.trading.fetch_latest_closed_rates_for_trading_client",
+            return_value=pd.DataFrame(
+                {"time": [1700000000, None], "close": [1.1, 1.2]},
+            ),
+        )
+
+        with pytest.raises(ValueError, match=r"missing.*NaT.*timestamp"):
+            fetch_latest_closed_rates_indexed(
+                MagicMock(),
+                symbol="EURUSD",
+                granularity="M1",
+                count=2,
+            )
+
+    def test_drops_time_column_and_sets_index(self, mocker: MockerFixture) -> None:
+        """Test the returned DataFrame has the DatetimeIndex and no time column."""
+        frame = pd.DataFrame(
+            {
+                "time": [1700000000, 1700003600],
+                "open": [1.0, 1.1],
+                "close": [1.1, 1.2],
+            },
+        )
+        mocker.patch(
+            "mt5cli.trading.fetch_latest_closed_rates_for_trading_client",
+            return_value=frame,
+        )
+
+        result = fetch_latest_closed_rates_indexed(
+            MagicMock(),
+            symbol="EURUSD",
+            granularity="M1",
+            count=2,
+        )
+
+        assert "time" not in result.columns
+        assert "open" in result.columns
+        assert "close" in result.columns
+        assert isinstance(result.index, pd.DatetimeIndex)
+
+
+class TestValidTickPrice:
+    """Tests for the _valid_tick_price internal helper (#49)."""
+
+    def test_valid_positive_float(self) -> None:
+        """Returns a positive float value unchanged."""
+        _assert_close(_valid_tick_price({"bid": 1.1000}, "bid"), 1.1000)
+
+    def test_valid_positive_int(self) -> None:
+        """Accepts an integer value and returns it as float."""
+        result = _valid_tick_price({"bid": 2}, "bid")
+        _assert_close(result, 2.0)
+        assert isinstance(result, float)
+
+    def test_valid_numeric_string(self) -> None:
+        """Accepts a numeric string and returns the parsed float."""
+        _assert_close(_valid_tick_price({"bid": "1.5"}, "bid"), 1.5)
+
+    def test_missing_key(self) -> None:
+        """Returns None when the key is absent from the tick dict."""
+        assert _valid_tick_price({}, "bid") is None
+
+    def test_none_value(self) -> None:
+        """Returns None when the stored value is None."""
+        assert _valid_tick_price({"bid": None}, "bid") is None
+
+    def test_invalid_string(self) -> None:
+        """Returns None for a non-numeric string."""
+        assert _valid_tick_price({"bid": "not_a_number"}, "bid") is None
+
+    def test_nan(self) -> None:
+        """Returns None for a NaN float."""
+        assert _valid_tick_price({"bid": float("nan")}, "bid") is None
+
+    def test_positive_infinity(self) -> None:
+        """Returns None for positive infinity."""
+        assert _valid_tick_price({"bid": float("inf")}, "bid") is None
+
+    def test_negative_infinity(self) -> None:
+        """Returns None for negative infinity."""
+        assert _valid_tick_price({"bid": float("-inf")}, "bid") is None
+
+    def test_zero(self) -> None:
+        """Returns None for zero (not a valid price)."""
+        assert _valid_tick_price({"bid": 0.0}, "bid") is None
+
+    def test_negative_value(self) -> None:
+        """Returns None for a negative price."""
+        assert _valid_tick_price({"bid": -1.0}, "bid") is None
+
+    def test_unsupported_type(self) -> None:
+        """Returns None for unsupported value types such as list."""
+        assert _valid_tick_price({"bid": [1.0]}, "bid") is None
+
+
+class TestCalculatePositionsMarginBySymbol:
+    """Tests for calculate_positions_margin_by_symbol (#50)."""
+
+    def test_all_symbols_succeed(self, mocker: MockerFixture) -> None:
+        """Returns one entry per symbol in first-seen order when all calls succeed."""
+        client = _mock_trade_client()
+        mocker.patch(
+            "mt5cli.trading.calculate_positions_margin",
+            side_effect=[12.5, 30.0],
+        )
+
+        result = calculate_positions_margin_by_symbol(
+            client, symbols=["EURUSD", "GBPUSD"]
+        )
+
+        assert list(result.keys()) == ["EURUSD", "GBPUSD"]
+        _assert_close(result["EURUSD"], 12.5)
+        _assert_close(result["GBPUSD"], 30.0)
+
+    def test_one_symbol_fails_suppress_errors_true(
+        self, mocker: MockerFixture, caplog: pytest.LogCaptureFixture
+    ) -> None:
+        """Skips the failing symbol, emits a warning, and returns the successful one."""
+        client = _mock_trade_client()
+        mocker.patch(
+            "mt5cli.trading.calculate_positions_margin",
+            side_effect=[Mt5TradingError("tick unavailable"), 30.0],
+        )
+
+        with caplog.at_level(logging.WARNING, logger="mt5cli.trading"):
+            result = calculate_positions_margin_by_symbol(
+                client, symbols=["EURUSD", "GBPUSD"], suppress_errors=True
+            )
+
+        assert result == {"GBPUSD": 30.0}
+        assert any(
+            "EURUSD" in record.getMessage() and record.levelno == logging.WARNING
+            for record in caplog.records
+        )
+
+    @pytest.mark.parametrize(
+        "exc",
+        [
+            Mt5TradingError("trading error"),
+            Mt5RuntimeError("runtime error"),
+            AttributeError("missing attr"),
+        ],
+    )
+    def test_one_symbol_fails_suppress_errors_false(
+        self, mocker: MockerFixture, exc: Exception
+    ) -> None:
+        """Re-raises the first failure for each caught exception type."""
+        client = _mock_trade_client()
+        mocker.patch(
+            "mt5cli.trading.calculate_positions_margin",
+            side_effect=[exc, 30.0],
+        )
+
+        with pytest.raises(type(exc)):
+            calculate_positions_margin_by_symbol(
+                client, symbols=["EURUSD", "GBPUSD"], suppress_errors=False
+            )
+
+    def test_all_symbols_fail_suppress_errors_true(self, mocker: MockerFixture) -> None:
+        """Returns an empty dict when all symbols fail with suppress_errors=True."""
+        client = _mock_trade_client()
+        mocker.patch(
+            "mt5cli.trading.calculate_positions_margin",
+            side_effect=[Mt5TradingError("err1"), Mt5TradingError("err2")],
+        )
+
+        result = calculate_positions_margin_by_symbol(
+            client, symbols=["EURUSD", "GBPUSD"], suppress_errors=True
+        )
+
+        assert result == {}
+
+    def test_empty_symbol_list(self, mocker: MockerFixture) -> None:
+        """Returns an empty dict for an empty input list without any broker calls."""
+        client = _mock_trade_client()
+        mock_calc = mocker.patch("mt5cli.trading.calculate_positions_margin")
+        result = calculate_positions_margin_by_symbol(client, symbols=[])
+        assert result == {}
+        mock_calc.assert_not_called()
+
+    def test_duplicate_symbols_preserve_first_seen_order(
+        self, mocker: MockerFixture
+    ) -> None:
+        """Processes each unique symbol once in first-seen order."""
+        client = _mock_trade_client()
+        mock_calc = mocker.patch(
+            "mt5cli.trading.calculate_positions_margin",
+            return_value=12.5,
+        )
+
+        result = calculate_positions_margin_by_symbol(
+            client, symbols=["EURUSD", "GBPUSD", "EURUSD"]
+        )
+
+        assert list(result.keys()) == ["EURUSD", "GBPUSD"]
+        assert mock_calc.call_count == 2
+
+
+class TestCalculatePositionsMarginSafe:
+    """Tests for calculate_positions_margin_safe (#50)."""
+
+    def test_returns_summed_total(self, mocker: MockerFixture) -> None:
+        """Returns the sum of all per-symbol margins."""
+        client = _mock_trade_client()
+        mocker.patch(
+            "mt5cli.trading.calculate_positions_margin",
+            side_effect=[12.5, 30.0],
+        )
+
+        total = calculate_positions_margin_safe(client, symbols=["EURUSD", "GBPUSD"])
+
+        _assert_close(total, 42.5)
+
+    def test_partial_failure_skips_and_sums(self, mocker: MockerFixture) -> None:
+        """Sums only successful margins when one symbol raises."""
+        client = _mock_trade_client()
+        mocker.patch(
+            "mt5cli.trading.calculate_positions_margin",
+            side_effect=[Mt5TradingError("tick unavailable"), 30.0],
+        )
+
+        total = calculate_positions_margin_safe(client, symbols=["EURUSD", "GBPUSD"])
+
+        _assert_close(total, 30.0)
+
+    def test_all_symbols_fail_returns_zero(self, mocker: MockerFixture) -> None:
+        """Returns 0.0 when every symbol raises."""
+        client = _mock_trade_client()
+        mocker.patch(
+            "mt5cli.trading.calculate_positions_margin",
+            side_effect=[Mt5TradingError("err1"), Mt5RuntimeError("err2")],
+        )
+
+        total = calculate_positions_margin_safe(client, symbols=["EURUSD", "GBPUSD"])
+
+        _assert_close(total, 0.0)
+
+    def test_empty_symbols_returns_zero(self) -> None:
+        """Returns 0.0 for an empty symbol list."""
+        client = _mock_trade_client()
+        total = calculate_positions_margin_safe(client, symbols=[])
+        _assert_close(total, 0.0)

uv.lock

@@ -487,7 +487,7 @@ wheels = [
 
 [[package]]
 name = "mt5cli"
-version = "0.8.3"
+version = "0.9.2"
 source = { editable = "." }
 dependencies = [
     { name = "click" },