Bump version to v0.9.7

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

README.md

@@ -29,9 +29,15 @@ Built on top of [pdmt5](https://github.com/dceoy/pdmt5), a pandas-based data han
 pip install -U mt5cli MetaTrader5
 ```
 
+Parquet export is not included by default. To enable it, install the `parquet` extra:
+
+```bash
+pip install -U "mt5cli[parquet]" MetaTrader5
+```
+
 ## Python API (downstream packages)
 
-Import `MT5Client` for generic MT5 data access, schema normalization, and optional order primitives. `Mt5CliClient` remains available as a backward-compatible alias.
+Import `MT5Client` for generic MT5 data access, schema normalization, and optional order primitives.
 
 ```python
 from datetime import UTC, datetime
@@ -92,16 +98,21 @@ Schema contracts live in `mt5cli.schemas` (`DataKind`, `validate_schema`, `norma
 Trading applications can depend on `mt5cli` imports only; terminal path,
 credentials, server, and timeout are forwarded to `pdmt5.Mt5Config`, numeric
 login strings are coerced to integers, and empty login strings are treated as
-unset.
+unset. Pass `allow_whole_dollar_env=True` to expand `${ENV_VAR}` and bare
+`$ENV_NAME` placeholders in connection string parameters before coercion.
 
 ```python
 from mt5cli import (
+    build_config,
     calculate_spread_ratio,
     create_trading_client,
     get_account_snapshot,
     mt5_trading_session,
 )
 
+# Login from environment — numeric string is coerced to int automatically
+config = build_config(login="$MT5_LOGIN", allow_whole_dollar_env=True)
+
 with mt5_trading_session(
     path=r"C:\Program Files\MetaTrader 5\terminal64.exe",
     login="12345",
@@ -173,10 +184,13 @@ python -m mt5cli -o account.csv account-info
 | `recent-history-deals` | Export historical deals from a recent trailing window                                                        |
 | `mt5-summary`          | Export terminal/account status summary                                                                       |
 | `order-check`          | Check funds sufficiency for a trade request                                                                  |
-| `order-send`           | Send a trade request to the trade server (`--yes` required)                                                  |
+| `order-send`           | Send a raw trade request to the trade server (`--yes` required; expert path)                                 |
+| `close-positions`      | Close open positions by `--symbol` or `--ticket` (`--yes` required for live; `--dry-run` available)          |
 | `collect-history`      | Bundle rates, ticks, history-orders, and history-deals for one or more symbols into a single SQLite database |
 
 Use `order-check` to validate a request payload before running `order-send --yes`.
+`close-positions` is the safer high-level alternative that builds correct close
+requests automatically. At least one `--symbol` or `--ticket` must be provided.
 
 ### `collect-history`
 
@@ -248,9 +262,9 @@ rates = collect_latest_closed_rates_by_granularity(
 eurusd_m1 = rates["EURUSD", "M1"]  # closed bars only
 ```
 
-- **Credential resolution**: use `resolve_account_spec()` / `resolve_account_specs()` to merge explicit override values over `AccountSpec` fields and expand `${ENV_VAR}` placeholders (via `substitute_env_placeholders()`), raising `ValueError` for missing variables. This keeps secrets out of plan/config files without coupling to any strategy code.
+- **Credential resolution**: use `resolve_account_spec()` / `resolve_account_specs()` to merge explicit override values over `AccountSpec` fields and expand `${ENV_VAR}` placeholders (via `substitute_env_placeholders()`), raising `ValueError` for missing variables. This keeps secrets out of plan/config files without coupling to any strategy code. For config dicts or nested structures loaded from YAML/TOML, use `substitute_mapping_values(data, keys={"login", "password"})` to expand placeholders only for caller-specified keys — key names are never hard-coded in mt5cli.
 - **Throttled history updates**: use `ThrottledHistoryUpdater` to wrap `update_history()` with a minimum `interval_seconds` between successful runs (monotonic clock). Call `should_update()` / `update(client, symbols)` from an application loop; errors propagate by default, or pass `suppress_errors=True` to swallow recoverable `Mt5*Error`, `sqlite3.Error`, `ValueError`, `OSError`, and MT5 client capability errors for history API methods without advancing the throttle (other `AttributeError` / `TypeError` values always propagate). Pass `update_backend` to inject a custom history update callable (same keyword arguments as `update_history`) instead of monkey-patching `mt5cli.sdk.update_history`.
-- **Trading session helpers**: use `mt5_trading_session()` for a trading-capable `pdmt5.Mt5TradingClient` that initializes/logs in via `Mt5Config.path` and always shuts down safely. Pair with `detect_position_side()`, `calculate_margin_and_volume()`, and `determine_order_limits()` for generic position and sizing utilities. The read-only `mt5_session()` / `Mt5CliClient` SDK is unchanged.
+- **Trading session helpers**: use `mt5_trading_session()` for a trading-capable `pdmt5.Mt5TradingClient` that initializes/logs in via `Mt5Config.path` and always shuts down safely. Pair with `detect_position_side()`, `calculate_margin_and_volume()`, and `determine_order_limits()` for generic position and sizing utilities. Keep read-only collection on `mt5_session()` / `MT5Client`.
 - **Granularity-keyed rate loading**: `load_rate_series_by_granularity()` builds targets with `build_rate_targets()`, loads them with `load_rate_series_from_sqlite()`, and returns a mapping keyed by `(symbol | None, granularity_name)` such as `("EURUSD", "M1")` to reduce downstream boilerplate.
 - **MT5 session helper**: use the `mt5_session()` context manager to attach to (or, when `Mt5Config.path` is set, launch) an MT5 terminal, log in, and yield a connected `MT5Client` that shuts down on exit.
 - **SQLite export helpers**: use `export_dataframe_to_sqlite()` for append mode, optional index export, and post-write deduplication by key columns.
@@ -317,7 +331,7 @@ finally:
     client.shutdown()
 ```
 
-Read-only collectors can keep using `mt5_session()` and `MT5Client` (or the `Mt5CliClient` alias) without changes.
+Read-only collectors can keep using `mt5_session()` and `MT5Client`.
 
 ## Development
 

docs/api/public-contract.md

@@ -8,55 +8,49 @@ downstream app -> mt5cli -> pdmt5 -> MetaTrader 5
 ```
 
 Downstream packages should import from the package root (`from mt5cli import
-...`) and treat the symbols listed below as the stable SDK contract. CLI
+...`) and use the public tier sets in `mt5cli.contract` to distinguish API
-commands mirror the same behavior but are not importable Python APIs.
+stability. CLI commands mirror the same behavior but are not importable Python
+APIs.
+
+## Public API tiers
+
+mt5cli classifies package-root imports by intended downstream use:
+
+| Tier             | Contract set               | Meaning                                                                                                                                     |
+| ---------------- | -------------------------- | ------------------------------------------------------------------------------------------------------------------------------------------- |
+| Stable core      | `STABLE_SDK_EXPORTS`       | Preferred SDK surface for downstream MT5 infrastructure adapters. Changes require a deliberate compatibility path.                          |
+| Secondary public | `SECONDARY_PUBLIC_EXPORTS` | Public helpers for CLI/export/schema integrations and lower-level MT5 wrappers. Importable, but less central to the downstream trading SDK. |
 
 ## Stable downstream SDK API
 
 These names are exported from `mt5cli` and covered by the contract in
-`mt5cli.STABLE_SDK_EXPORTS` (defined in `mt5cli.contract`). Prefer `MT5Client` over the legacy `Mt5CliClient`
+`mt5cli.STABLE_SDK_EXPORTS` (defined in `mt5cli.contract`).
-alias for new code.
 
 ### Session lifecycle and configuration
 
-| Symbol                                          | Role                                                                                                       |
+| Symbol                                          | Role                                                                                                                                                                                                                                                                              |
-| ----------------------------------------------- | ---------------------------------------------------------------------------------------------------------- |
+| ----------------------------------------------- | --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
-| `MT5Client`, `Mt5CliClient`                     | Read-only data client with optional `order_check` / `order_send`                                           |
+| `MT5Client`                                     | Read-only data client with optional `order_check` / `order_send`                                                                                                                                                                                                                  |
-| `build_config`                                  | Build `pdmt5.Mt5Config` from connection fields                                                             |
+| `build_config`                                  | Build `pdmt5.Mt5Config` from connection fields; `login` accepts `int \| str \| None` — numeric strings are coerced to `int`, blank strings are treated as unset, and `${ENV_VAR}` / `$ENV_NAME` placeholders in string parameters are expanded when `allow_whole_dollar_env=True` |
-| `mt5_session`                                   | Context manager: initialize, login, yield client, shutdown                                                 |
+| `mt5_session`                                   | Context manager: initialize, login, yield client, shutdown                                                                                                                                                                                                                        |
-| `create_trading_client`, `mt5_trading_session`  | Trading-capable `pdmt5.Mt5TradingClient` lifecycle                                                         |
+| `create_trading_client`, `mt5_trading_session`  | Trading-capable `pdmt5.Mt5TradingClient` lifecycle                                                                                                                                                                                                                                |
-| `AccountSpec`                                   | Generic account group: symbols plus optional credentials                                                   |
+| `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`     |
+| `resolve_account_spec`, `resolve_account_specs` | Merge overrides and expand `${ENV_VAR}` placeholders; opt-in `allow_whole_dollar_env` for bare `$NAME`                                                                                                                                                                            |
-| `substitute_env_placeholders`                   | Replace `${NAME}` substrings from the environment; opt-in `allow_whole_dollar_env` for whole-value `$NAME` |
+| `substitute_env_placeholders`                   | Replace `${NAME}` substrings from the environment; opt-in `allow_whole_dollar_env` for whole-value `$NAME`                                                                                                                                                                        |
+| `substitute_mapping_values`                     | Recursively traverse a dict/list/scalar structure and substitute `${ENV_VAR}` placeholders for caller-selected mapping keys only; optionally normalise blank strings to `None` for a separate caller-selected key set; does not hard-code any application-specific key names      |
 
 Credential resolution is generic: any environment variable name may appear inside
 `${...}`. mt5cli does not hard-code application-specific keys such as
 `mt5_login` or `mt5_exe`.
 
 Pass `allow_whole_dollar_env=True` to `substitute_env_placeholders()`,
-`resolve_account_spec()`, `resolve_account_specs()`, and `build_config()` to
+`substitute_mapping_values()`, `resolve_account_spec()`, `resolve_account_specs()`,
-additionally expand strings whose entire value is a bare `$ENV_NAME` identifier.
+and `build_config()` to additionally expand strings whose entire value is a bare
+`$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`
-or `MT5Client` when making many requests in one process.
-
-| Area                 | Symbols                                                                                              |
-| -------------------- | ---------------------------------------------------------------------------------------------------- |
-| Rates                | `copy_rates_from`, `copy_rates_from_pos`, `copy_rates_range`, `latest_rates`, `collect_latest_rates` |
-| Ticks                | `copy_ticks_from`, `copy_ticks_range`, `recent_ticks`                                                |
-| Account / terminal   | `account_info`, `terminal_info`, `mt5_version`, `last_error`, `mt5_summary`, `mt5_summary_as_df`     |
-| Symbols / market     | `symbols`, `symbol_info`, `symbol_info_tick`, `market_book`, `minimum_margins`                       |
-| Trading state (read) | `orders`, `positions`, `history_orders`, `history_deals`, `recent_history_deals`                     |
-
-Use `mt5_version` for MetaTrader 5 terminal version data. The name `version` at
-the package root refers to `importlib.metadata.version` (package metadata), not
-the MT5 SDK helper.
-
 ### Closed-bar rate helpers
 
 MetaTrader 5 returns the still-forming bar as the last row when
@@ -71,7 +65,6 @@ timestamp normalization in downstream apps.
 | `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
@@ -99,20 +92,33 @@ diagrams.
 These helpers implement broker-facing calculations only. They do not encode
 strategy entries, exits, Kelly sizing, or signal logic.
 
-| Symbol                                                                                             | Role                                                        |
+| Symbol                                                                                                                         | Role                                                              |
-| -------------------------------------------------------------------------------------------------- | ----------------------------------------------------------- |
+| ------------------------------------------------------------------------------------------------------------------------------ | ----------------------------------------------------------------- |
-| `get_account_snapshot`, `get_symbol_snapshot`, `get_tick_snapshot`, `get_positions_frame`          | Normalized account/symbol/tick/position views               |
+| `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                 |
+| `extract_tick_price`                                                                                                           | Positive finite bid/ask extraction from tick mappings             |
-| `calculate_spread_ratio`                                                                           | Relative bid-ask spread                                     |
+| `detect_position_side`                                                                                                         | Net long / short / flat from open positions                       |
-| `calculate_margin_and_volume`, `calculate_volume_by_margin`, `calculate_new_position_margin_ratio` | Margin budget and volume sizing                             |
+| `calculate_spread_ratio`                                                                                                       | Relative bid-ask spread                                           |
-| `normalize_order_volume`, `estimate_order_margin`, `calculate_positions_margin`                    | Broker volume normalization and margin totals               |
+| `calculate_margin_and_volume`, `calculate_volume_by_margin`, `calculate_new_position_margin_ratio`                             | Margin budget and volume sizing                                   |
-| `calculate_positions_margin_by_symbol`                                                             | Per-symbol margin map (resilient, first-seen order)         |
+| `normalize_order_volume`, `estimate_order_margin`, `calculate_positions_margin`                                                | Broker volume normalization and margin totals                     |
-| `calculate_positions_margin_safe`                                                                  | Summed total margin across symbols (failed symbols skipped) |
+| `calculate_positions_margin_by_symbol`                                                                                         | Per-symbol margin map (resilient, first-seen order)               |
-| `determine_order_limits`                                                                           | SL/TP price levels from ratios                              |
+| `calculate_positions_margin_safe`                                                                                              | Summed total margin across symbols (failed symbols skipped)       |
-| `ensure_symbol_selected`                                                                           | Select/verify Market Watch visibility                       |
+| `calculate_projected_margin_ratio`                                                                                             | Estimated symbol-scoped margin/equity after optional new exposure |
-| `place_market_order`, `close_open_positions`, `update_sltp_for_open_positions`                     | Order execution helpers (`dry_run` supported)               |
+| `calculate_account_projected_margin_ratio`                                                                                     | Account snapshot margin/equity after optional new exposure        |
-| `MarginVolume`, `OrderLimits`, `OrderExecutionResult`                                              | Typed return contracts for order helpers                    |
+| `calculate_symbol_group_margin_ratio`                                                                                          | Estimated symbol-group margin/equity with optional exposure       |
-| `OrderSide`, `OrderFillingMode`, `OrderTimeMode`, `PositionSide`, `ExecutionStatus`                | Typed enums for order helpers                               |
+| `determine_order_limits`                                                                                                       | SL/TP price levels from ratios                                    |
+| `calculate_trailing_stop_updates`                                                                                              | Per-ticket generic trailing stop-loss update plan                 |
+| `ensure_symbol_selected`                                                                                                       | Select/verify Market Watch visibility                             |
+| `place_market_order`, `close_open_positions`, `update_sltp_for_open_positions`, `update_trailing_stop_loss_for_open_positions` | Order execution helpers (`dry_run` supported)                     |
+| `MarginVolume`, `OrderLimits`, `OrderExecutionResult`                                                                          | Typed return contracts for order helpers                          |
+| `OrderSide`, `OrderFillingMode`, `OrderTimeMode`, `PositionSide`, `ExecutionStatus`                                            | Typed enums for order helpers                                     |
+| `ProjectionMode`                                                                                                               | Literal type for `calculate_symbol_group_margin_ratio` projection |
+
+`calculate_symbol_group_margin_ratio` accepts an optional `projection_mode`
+parameter (`"add"` by default). Pass `projection_mode="replace_symbol"` to
+subtract current exposure for `new_symbol` before adding the candidate margin —
+useful for reversal-style projections. mt5cli only calculates broker-facing
+exposure; downstream applications own thresholds, risk guard actions, and
+strategy policy.
 
 `MT5Client.order_send()` and CLI `order-send --yes` are live execution paths.
 
@@ -135,13 +141,43 @@ and returned as `status="failed"` with normalized `request` / `response` details
 | `normalize_mt5_exception`, `call_with_normalized_errors`, `is_recoverable_mt5_error` | Error normalization and retry classification    |
 | `Mt5Config`, `Mt5RuntimeError`, `Mt5TradingClient`, `Mt5TradingError`                | Re-exported pdmt5 types for adapter convenience |
 
-### Additional public exports (secondary)
+## Secondary public exports
 
-The package root also exports schema, storage, and parsing helpers (for example
+These names remain importable from `mt5cli` and are covered by
-`DataKind`, `Dataset`, `normalize_dataframe`, `export_dataframe`,
+`SECONDARY_PUBLIC_EXPORTS`, but they are oriented toward CLI/export/schema
-`parse_timeframe`, `TIMEFRAME_MAP`). These are public but oriented toward export
+integrations, parsing, and lower-level MT5 access rather than the stable core
-pipelines and advanced integration. Prefer the stable symbols above for core
+SDK surface. Prefer the stable symbols above for downstream infrastructure
-infrastructure.
+adapters.
+
+### Read-only MT5 data wrappers
+
+Module-level helpers open a transient connection per call. Prefer `mt5_session`
+or `MT5Client` when making many requests in one process.
+
+| Area                 | Symbols                                                                                              |
+| -------------------- | ---------------------------------------------------------------------------------------------------- |
+| Rates                | `copy_rates_from`, `copy_rates_from_pos`, `copy_rates_range`, `latest_rates`, `collect_latest_rates` |
+| Ticks                | `copy_ticks_from`, `copy_ticks_range`, `recent_ticks`                                                |
+| Account / terminal   | `account_info`, `terminal_info`, `mt5_version`, `last_error`, `mt5_summary`, `mt5_summary_as_df`     |
+| Symbols / market     | `symbols`, `symbol_info`, `symbol_info_tick`, `market_book`, `minimum_margins`                       |
+| Trading state (read) | `orders`, `positions`, `history_orders`, `history_deals`, `recent_history_deals`                     |
+| Multi-account rates  | `collect_latest_rates_for_accounts`                                                                  |
+
+Use `mt5_version` for MetaTrader 5 terminal version data. The name `version` at
+the package root refers to `importlib.metadata.version` (package metadata), not
+the MT5 SDK helper.
+
+### Schema, export, and parser helpers
+
+| Area                 | Symbols                                                                                                       |
+| -------------------- | ------------------------------------------------------------------------------------------------------------- |
+| Dataset contracts    | `DataKind`, `Dataset`, `IfExists`, `DEDUP_KEYS`, `REQUIRED_COLUMNS`, `TIME_COLUMNS`, `KNOWN_MT5_TIME_COLUMNS` |
+| Schema normalization | `normalize_dataframe`, `normalize_time_columns`, `schema_columns`, `validate_schema`                          |
+| Export helpers       | `detect_format`, `export_dataframe`, `export_dataframe_to_sqlite`                                             |
+| Symbol parsing       | `normalize_symbol`, `normalize_symbols`                                                                       |
+| Time parsing         | `ensure_utc`, `parse_date_range`, `parse_datetime`, `recent_window`                                           |
+| MT5 parsing maps     | `granularity_name`, `parse_tick_flags`, `parse_timeframe`, `TICK_FLAG_MAP`, `TIMEFRAME_MAP`                   |
+| Trading data shapes  | `POSITION_COLUMNS`                                                                                            |
 
 ## CLI commands
 
@@ -154,7 +190,12 @@ The Typer application in `mt5cli.cli` exposes file-export commands documented in
 - Delegate to the same Python APIs described here; they are not duplicated
   business logic.
 
-`order-send` requires `--yes` before placing live trades.
+`order-send` is the expert raw-request path; it requires `--yes` and a fully
+constructed request payload. `close-positions` is the safer high-level helper
+that closes open positions by `--symbol` or `--ticket` using
+`close_open_positions()`. Both `order-send --yes` and `close-positions --yes`
+are live execution paths. `close-positions --dry-run` previews close orders
+without placing them and does not require `--yes`.
 
 ## Internal helpers (not stable)
 
@@ -190,7 +231,7 @@ their own adapter layer.
 
 ## Contract verification
 
-`tests/test_contracts.py` asserts that every name in `STABLE_SDK_EXPORTS` is
+`tests/test_contracts.py` asserts that every name in the stable and secondary
-importable from `mt5cli`, documents key closed-bar, rate-view, SQLite loading,
+tier sets is importable from `mt5cli`, documents key closed-bar, rate-view,
-account-resolution, and trading-session behaviors, and keeps the contract set
+SQLite loading, account-resolution, and trading-session behaviors, and keeps the
-aligned with `__all__`.
+tier sets aligned with `__all__`.

docs/api/sdk.md

@@ -31,7 +31,7 @@ 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 `Mt5CliClient`; use
+row. `fetch_latest_closed_rates()` handles one connected `MT5Client`; use
 `fetch_latest_closed_rates_for_trading_client()` from an active
 `Mt5TradingClient` session. Multi-account helpers fetch `count + 1` bars, drop
 that row with `drop_forming_rate_bar()`, and validate each series is non-empty. Returned frames are ordered
@@ -170,5 +170,5 @@ resulting `ValueError` is suppressed along with other recoverable errors.
 ## Trading-capable sessions
 
 For order placement and trading calculations, use the dedicated
-[Trading module](trading.md). The read-only `Mt5CliClient` and `mt5_session()`
+[Trading module](trading.md). Use `mt5_session()` / `MT5Client` for read-only
-helpers in this module are unchanged.
+collection.

docs/api/trading.md

@@ -31,7 +31,7 @@ finally:
 `login` accepts `int`, numeric `str`, or an empty string; empty strings are
 treated as unset. `path`, `password`, `server`, and `timeout` are forwarded to
 `pdmt5.Mt5Config`, and omitted `timeout` values keep the lower-level default.
-The read-only `Mt5CliClient` / `mt5_session()` API is unchanged.
+Use `mt5_session()` / `MT5Client` for read-only data collection.
 
 ## State and order helpers
 
@@ -194,6 +194,6 @@ through the stable package root without embedding entry/exit policy.
 | 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
+Keep read-only data collection on `mt5_session()` / `MT5Client`; use
 `mt5_trading_session()` only where order placement or trading calculations are
 required.

docs/index.md

@@ -27,9 +27,15 @@ mt5cli provides a stable `MT5Client` Python API, standardized dataset schemas, s
 pip install mt5cli
 ```
 
+Parquet export is not included by default. To enable it, install the `parquet` extra:
+
+```bash
+pip install "mt5cli[parquet]"
+```
+
 ## Python API for downstream packages
 
-Import `MT5Client` for generic MT5 data access, schema normalization, and optional order primitives. `Mt5CliClient` remains available as a backward-compatible alias.
+Import `MT5Client` for generic MT5 data access, schema normalization, and optional order primitives.
 
 ```python
 from datetime import UTC, datetime

mt5cli/__init__.py

@@ -11,7 +11,11 @@ from importlib.metadata import version
 from pdmt5 import Mt5Config, Mt5RuntimeError, Mt5TradingClient, Mt5TradingError
 
 from .client import MT5Client, build_config, mt5_session
-from .contract import STABLE_SDK_EXPORTS
+from .contract import (
+    PUBLIC_EXPORT_TIERS,
+    SECONDARY_PUBLIC_EXPORTS,
+    STABLE_SDK_EXPORTS,
+)
 from .converters import (
     ensure_utc,
     granularity_name,
@@ -59,7 +63,6 @@ from .schemas import (
 )
 from .sdk import (
     AccountSpec,
-    Mt5CliClient,
     ThrottledHistoryUpdater,
     account_info,
     collect_history,
@@ -89,6 +92,7 @@ from .sdk import (
     resolve_account_spec,
     resolve_account_specs,
     substitute_env_placeholders,
+    substitute_mapping_values,
     symbol_info,
     symbol_info_tick,
     symbols,
@@ -116,12 +120,17 @@ from .trading import (
     OrderSide,
     OrderTimeMode,
     PositionSide,
+    ProjectionMode,
+    calculate_account_projected_margin_ratio,
     calculate_margin_and_volume,
     calculate_new_position_margin_ratio,
     calculate_positions_margin,
     calculate_positions_margin_by_symbol,
     calculate_positions_margin_safe,
+    calculate_projected_margin_ratio,
     calculate_spread_ratio,
+    calculate_symbol_group_margin_ratio,
+    calculate_trailing_stop_updates,
     calculate_volume_by_margin,
     close_open_positions,
     create_trading_client,
@@ -129,6 +138,7 @@ from .trading import (
     determine_order_limits,
     ensure_symbol_selected,
     estimate_order_margin,
+    extract_tick_price,
     fetch_latest_closed_rates_for_trading_client,
     fetch_latest_closed_rates_indexed,
     get_account_snapshot,
@@ -139,6 +149,7 @@ from .trading import (
     normalize_order_volume,
     place_market_order,
     update_sltp_for_open_positions,
+    update_trailing_stop_loss_for_open_positions,
 )
 from .utils import (
     TICK_FLAG_MAP,
@@ -154,7 +165,9 @@ __all__ = [
     "DEDUP_KEYS",
     "KNOWN_MT5_TIME_COLUMNS",
     "POSITION_COLUMNS",
+    "PUBLIC_EXPORT_TIERS",
     "REQUIRED_COLUMNS",
+    "SECONDARY_PUBLIC_EXPORTS",
     "STABLE_SDK_EXPORTS",
     "TICK_FLAG_MAP",
     "TIMEFRAME_MAP",
@@ -166,7 +179,6 @@ __all__ = [
     "IfExists",
     "MT5Client",
     "MarginVolume",
-    "Mt5CliClient",
     "Mt5CliError",
     "Mt5Config",
     "Mt5ConnectionError",
@@ -181,18 +193,23 @@ __all__ = [
     "OrderSide",
     "OrderTimeMode",
     "PositionSide",
+    "ProjectionMode",
     "RateTarget",
     "ThrottledHistoryUpdater",
     "account_info",
     "build_config",
     "build_rate_targets",
     "build_rate_view_name",
+    "calculate_account_projected_margin_ratio",
     "calculate_margin_and_volume",
     "calculate_new_position_margin_ratio",
     "calculate_positions_margin",
     "calculate_positions_margin_by_symbol",
     "calculate_positions_margin_safe",
+    "calculate_projected_margin_ratio",
     "calculate_spread_ratio",
+    "calculate_symbol_group_margin_ratio",
+    "calculate_trailing_stop_updates",
     "calculate_volume_by_margin",
     "call_with_normalized_errors",
     "close_open_positions",
@@ -217,6 +234,7 @@ __all__ = [
     "estimate_order_margin",
     "export_dataframe",
     "export_dataframe_to_sqlite",
+    "extract_tick_price",
     "fetch_latest_closed_rates",
     "fetch_latest_closed_rates_for_trading_client",
     "fetch_latest_closed_rates_indexed",
@@ -268,6 +286,7 @@ __all__ = [
     "resolve_rate_view_names",
     "schema_columns",
     "substitute_env_placeholders",
+    "substitute_mapping_values",
     "symbol_info",
     "symbol_info_tick",
     "symbols",
@@ -275,5 +294,6 @@ __all__ = [
     "update_history",
     "update_history_with_config",
     "update_sltp_for_open_positions",
+    "update_trailing_stop_loss_for_open_positions",
     "validate_schema",
 ]

mt5cli/cli.py

@@ -2,17 +2,20 @@
 
 from __future__ import annotations
 
+import json
 import logging
 from dataclasses import dataclass
 from datetime import datetime  # noqa: TC003
 from pathlib import Path  # noqa: TC003
 from typing import TYPE_CHECKING, Annotated, Any, cast
 
+import pandas as pd
 import typer
 from pdmt5 import Mt5Config
 
 from . import sdk
 from .client import MT5Client
+from .trading import OrderExecutionResult, close_open_positions, create_trading_client
 from .utils import (
     DATETIME_TYPE,
     REQUEST_TYPE,
@@ -29,8 +32,6 @@ from .utils import (
 if TYPE_CHECKING:
     from collections.abc import Callable
 
-    import pandas as pd
-
 logger = logging.getLogger(__name__)
 
 # ---------------------------------------------------------------------------
@@ -600,6 +601,96 @@ def order_send(
     _export_command(ctx, lambda client: client.order_send(request))
 
 
+_EXECUTION_RESULT_COLUMNS: list[str] = [
+    "status",
+    "symbol",
+    "order_side",
+    "volume",
+    "retcode",
+    "comment",
+    "request",
+    "response",
+    "dry_run",
+]
+
+
+def _execution_results_to_df(results: list[OrderExecutionResult]) -> pd.DataFrame:
+    if not results:
+        return pd.DataFrame(columns=_EXECUTION_RESULT_COLUMNS)
+    rows = [
+        {
+            **r,
+            "request": json.dumps(r["request"]),
+            "response": json.dumps(r["response"]),
+        }
+        for r in results
+    ]
+    return pd.DataFrame(rows)
+
+
+@app.command()
+def close_positions(
+    ctx: typer.Context,
+    symbol: Annotated[
+        list[str] | None,
+        typer.Option(
+            "--symbol",
+            "-s",
+            help="Symbol to close (repeat for multiple symbols).",
+        ),
+    ] = None,
+    ticket: Annotated[
+        list[int] | None,
+        typer.Option(
+            "--ticket",
+            "-t",
+            help="Position ticket to close (repeat for multiple tickets).",
+        ),
+    ] = None,
+    dry_run: Annotated[
+        bool,
+        typer.Option("--dry-run", help="Preview close orders without executing them."),
+    ] = False,
+    yes: Annotated[
+        bool,
+        typer.Option("--yes", help="Confirm live position closing."),
+    ] = False,
+) -> None:
+    """Close open positions by symbol or ticket.
+
+    Delegates to :func:`mt5cli.trading.close_open_positions`. At least one
+    ``--symbol`` or ``--ticket`` must be provided to avoid accidentally closing
+    all positions. Use ``--dry-run`` to preview without executing; ``--yes`` is
+    required for live execution.
+
+    ``order-send`` is the expert raw-request path. ``close-positions`` is the
+    safer high-level helper that builds correct close requests automatically.
+
+    Raises:
+        typer.BadParameter: If neither ``--symbol`` nor ``--ticket`` is given,
+            or if ``--yes`` is missing for a live (non-dry-run) run.
+    """
+    if not symbol and not ticket:
+        msg = "Provide at least one --symbol or --ticket to close positions."
+        raise typer.BadParameter(msg)
+    if not dry_run and not yes:
+        msg = "Pass --yes to close live positions."
+        raise typer.BadParameter(msg, param_hint="--yes")
+    export_ctx = _get_export_context(ctx)
+    client = create_trading_client(config=export_ctx.config)
+    try:
+        results = close_open_positions(
+            client,
+            symbols=list(symbol) if symbol else None,
+            tickets=list(ticket) if ticket else None,
+            dry_run=dry_run,
+        )
+    finally:
+        client.shutdown()
+    df = _execution_results_to_df(results)
+    _execute_export(ctx, lambda: df)
+
+
 @app.command()
 def collect_history(
     ctx: typer.Context,

mt5cli/client.py

@@ -24,9 +24,7 @@ class MT5Client(Mt5CliClient):
     """Public client for generic MT5 data access and order primitives.
 
     Extends the read-only SDK client with optional order check/send helpers and
-    exposes the same connection lifecycle as :class:`~mt5cli.sdk.Mt5CliClient`.
+    exposes the same connection lifecycle as :func:`mt5_session`.
-    Downstream applications such as private trading packages should prefer this
-    type over the legacy ``Mt5CliClient`` name.
 
     mt5cli intentionally exposes minimal execution primitives only. Trading
     decisions, signals, strategies, backtests, and optimization remain the

mt5cli/contract.py

@@ -1,11 +1,10 @@
-"""Stable downstream SDK export names for mt5cli."""
+"""Downstream SDK export tiers for mt5cli."""
 
 from __future__ import annotations
 
 STABLE_SDK_EXPORTS: frozenset[str] = frozenset({
     "AccountSpec",
     "MT5Client",
-    "Mt5CliClient",
     "Mt5CliError",
     "Mt5Config",
     "Mt5ConnectionError",
@@ -18,44 +17,40 @@ STABLE_SDK_EXPORTS: frozenset[str] = frozenset({
     "OrderSide",
     "OrderTimeMode",
     "PositionSide",
+    "ProjectionMode",
     "ExecutionStatus",
     "MarginVolume",
     "OrderExecutionResult",
     "OrderLimits",
     "RateTarget",
     "ThrottledHistoryUpdater",
-    "account_info",
     "build_config",
     "build_rate_targets",
     "build_rate_view_name",
+    "calculate_account_projected_margin_ratio",
     "calculate_margin_and_volume",
     "calculate_new_position_margin_ratio",
+    "calculate_projected_margin_ratio",
     "calculate_positions_margin",
     "calculate_positions_margin_by_symbol",
     "calculate_positions_margin_safe",
     "calculate_spread_ratio",
+    "calculate_symbol_group_margin_ratio",
+    "calculate_trailing_stop_updates",
     "calculate_volume_by_margin",
     "call_with_normalized_errors",
     "close_open_positions",
     "collect_history",
     "collect_latest_closed_rates_by_granularity",
     "collect_latest_closed_rates_for_accounts",
-    "collect_latest_rates",
-    "collect_latest_rates_for_accounts",
     "collect_latest_rates_for_accounts_with_retries",
-    "copy_rates_from",
-    "copy_rates_from_pos",
-    "copy_rates_range",
-    "copy_ticks_from",
-    "copy_ticks_range",
     "create_trading_client",
     "detect_position_side",
     "determine_order_limits",
     "drop_forming_rate_bar",
     "ensure_symbol_selected",
     "estimate_order_margin",
-    "export_dataframe",
+    "extract_tick_price",
-    "export_dataframe_to_sqlite",
     "fetch_latest_closed_rates",
     "fetch_latest_closed_rates_for_trading_client",
     "fetch_latest_closed_rates_indexed",
@@ -63,29 +58,16 @@ STABLE_SDK_EXPORTS: frozenset[str] = frozenset({
     "get_positions_frame",
     "get_symbol_snapshot",
     "get_tick_snapshot",
-    "history_deals",
-    "history_orders",
     "is_recoverable_mt5_error",
-    "last_error",
-    "latest_rates",
     "load_rate_data",
     "load_rate_data_from_connection",
     "load_rate_series_by_granularity",
     "load_rate_series_from_sqlite",
-    "market_book",
-    "minimum_margins",
     "mt5_session",
-    "mt5_summary",
-    "mt5_summary_as_df",
     "mt5_trading_session",
-    "mt5_version",
     "normalize_mt5_exception",
     "normalize_order_volume",
-    "orders",
     "place_market_order",
-    "positions",
-    "recent_history_deals",
-    "recent_ticks",
     "resolve_account_spec",
     "resolve_account_specs",
     "resolve_history_datasets",
@@ -96,13 +78,74 @@ STABLE_SDK_EXPORTS: frozenset[str] = frozenset({
     "resolve_rate_view_name",
     "resolve_rate_view_names",
     "substitute_env_placeholders",
+    "substitute_mapping_values",
+    "update_history",
+    "update_history_with_config",
+    "update_sltp_for_open_positions",
+    "update_trailing_stop_loss_for_open_positions",
+})
+
+SECONDARY_PUBLIC_EXPORTS: frozenset[str] = frozenset({
+    "DEDUP_KEYS",
+    "DataKind",
+    "Dataset",
+    "IfExists",
+    "KNOWN_MT5_TIME_COLUMNS",
+    "POSITION_COLUMNS",
+    "REQUIRED_COLUMNS",
+    "TICK_FLAG_MAP",
+    "TIMEFRAME_MAP",
+    "TIME_COLUMNS",
+    "account_info",
+    "collect_latest_rates",
+    "collect_latest_rates_for_accounts",
+    "copy_rates_from",
+    "copy_rates_from_pos",
+    "copy_rates_range",
+    "copy_ticks_from",
+    "copy_ticks_range",
+    "detect_format",
+    "ensure_utc",
+    "export_dataframe",
+    "export_dataframe_to_sqlite",
+    "granularity_name",
+    "history_deals",
+    "history_orders",
+    "last_error",
+    "latest_rates",
+    "market_book",
+    "minimum_margins",
+    "mt5_summary",
+    "mt5_summary_as_df",
+    "mt5_version",
+    "normalize_dataframe",
+    "normalize_symbol",
+    "normalize_symbols",
+    "normalize_time_columns",
+    "orders",
+    "parse_date_range",
+    "parse_datetime",
+    "parse_tick_flags",
+    "parse_timeframe",
+    "positions",
+    "recent_history_deals",
+    "recent_ticks",
+    "recent_window",
+    "schema_columns",
     "symbol_info",
     "symbol_info_tick",
     "symbols",
     "terminal_info",
-    "update_history",
+    "validate_schema",
-    "update_history_with_config",
-    "update_sltp_for_open_positions",
 })
 
-__all__ = ["STABLE_SDK_EXPORTS"]
+PUBLIC_EXPORT_TIERS: dict[str, frozenset[str]] = {
+    "stable": STABLE_SDK_EXPORTS,
+    "secondary": SECONDARY_PUBLIC_EXPORTS,
+}
+
+__all__ = [
+    "PUBLIC_EXPORT_TIERS",
+    "SECONDARY_PUBLIC_EXPORTS",
+    "STABLE_SDK_EXPORTS",
+]

mt5cli/sdk.py

@@ -40,7 +40,7 @@ from .utils import (
 from .utils import coerce_login as _coerce_login
 
 if TYPE_CHECKING:
-    from collections.abc import Callable, Iterator, Sequence
+    from collections.abc import Callable, Collection, Iterator, Sequence
 
     UpdateHistoryBackend = Callable[..., None]
 
@@ -142,6 +142,7 @@ __all__ = [
     "resolve_account_spec",
     "resolve_account_specs",
     "substitute_env_placeholders",
+    "substitute_mapping_values",
     "symbol_info",
     "symbol_info_tick",
     "symbols",
@@ -305,7 +306,7 @@ def _fetch_minimum_margins(client: Mt5DataClient, symbol: str) -> pd.DataFrame:
 def build_config(
     *,
     path: str | None = None,
-    login: int | None = None,
+    login: int | str | None = None,
     password: str | None = None,
     server: str | None = None,
     timeout: int | None = None,
@@ -315,14 +316,19 @@ def build_config(
 
     Args:
         path: Optional terminal executable path.
-        login: Optional trading account login.
+        login: Optional trading account login. Integers are preserved. String
+            values are coerced: empty or whitespace-only strings become
+            ``None``; numeric strings such as ``"12345"`` are converted to
+            ``int``; non-numeric strings raise ``ValueError``. When
+            ``allow_whole_dollar_env=True``, ``$ENV_NAME`` and
+            ``${ENV_NAME}`` placeholders are expanded before coercion.
         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``
+            to ``path``, ``login``, ``password``, and ``server``. Default
-            preserves existing behavior.
+            ``False`` preserves existing behavior.
 
     Returns:
         Configured ``Mt5Config`` instance.
@@ -330,6 +336,8 @@ def build_config(
     if allow_whole_dollar_env:
         if path is not None:
             path = substitute_env_placeholders(path, allow_whole_dollar_env=True)
+        if isinstance(login, str):
+            login = substitute_env_placeholders(login, allow_whole_dollar_env=True)
         if password is not None:
             password = substitute_env_placeholders(
                 password, allow_whole_dollar_env=True
@@ -338,7 +346,7 @@ def build_config(
             server = substitute_env_placeholders(server, allow_whole_dollar_env=True)
     return Mt5Config(
         path=path,
-        login=login,
+        login=_coerce_login(login),
         password=password,
         server=server,
         timeout=timeout,
@@ -1442,6 +1450,75 @@ def substitute_env_placeholders(
     return "".join(parts)
 
 
+def substitute_mapping_values(
+    data: object,
+    *,
+    keys: Collection[str],
+    allow_whole_dollar_env: bool = False,
+    blank_string_keys_as_none: Collection[str] = (),
+) -> object:
+    """Recursively substitute environment placeholders for selected mapping keys.
+
+    Traverses nested dicts and lists, expanding ``${ENV_VAR}`` (and
+    ``$ENV_NAME`` when ``allow_whole_dollar_env=True``) in string values
+    whose immediate parent dict key is in ``keys``.  Fields whose key is
+    not in ``keys`` are preserved exactly, including literal dollar signs.
+    Strings that are direct elements of a list are never substituted;
+    substitution only applies to strings that are immediate dict values.
+
+    This is a generic downstream config utility.  Key names such as
+    ``mt5_login`` or ``mt5_password`` must be supplied by the caller;
+    mt5cli does not hard-code any application-specific key names.
+    Callers are responsible for ensuring ``data`` has bounded nesting depth;
+    deeply nested or self-referential structures will hit Python's recursion
+    limit.
+
+    Args:
+        data: Arbitrarily nested dict/list/scalar value to process.
+        keys: Mapping keys whose string values receive placeholder
+            substitution.
+        allow_whole_dollar_env: When ``True``, a string that is exactly
+            ``$ENV_NAME`` (whole value) is also expanded from the
+            environment in addition to ``${ENV_NAME}`` placeholders.
+            Default ``False`` expands ``${ENV_NAME}`` only.
+        blank_string_keys_as_none: Mapping keys for which blank strings
+            (after any substitution) are normalised to ``None``.  A key
+            may appear in ``blank_string_keys_as_none`` without also
+            appearing in ``keys``.
+
+    Returns:
+        The processed value.  Dicts and lists are rebuilt into new
+        containers with selected string values substituted and
+        blank-normalised.  Scalar inputs (non-dict, non-list) are
+        returned as-is.
+    """
+    keys_set: frozenset[str] = frozenset(keys)
+    blank_keys_set: frozenset[str] = frozenset(blank_string_keys_as_none)
+
+    def _visit(node: object, current_key: str | None) -> object:
+        if isinstance(node, dict):
+            typed = cast("dict[object, object]", node)
+            return {
+                k: _visit(v, k if isinstance(k, str) else None)
+                for k, v in typed.items()
+            }
+        if isinstance(node, list):
+            typed_list = cast("list[object]", node)
+            return [_visit(item, None) for item in typed_list]
+        if not isinstance(node, str):
+            return node
+        text = node
+        if current_key in keys_set:
+            text = substitute_env_placeholders(
+                node, allow_whole_dollar_env=allow_whole_dollar_env
+            )
+        if current_key in blank_keys_set and not text.strip():
+            return None
+        return text
+
+    return _visit(data, None)
+
+
 def _resolve_field(
     override: str | None,
     account_value: str | None,

mt5cli/trading.py

@@ -14,7 +14,6 @@ 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, Mapping, Sequence
@@ -26,6 +25,7 @@ OrderSide = Literal["BUY", "SELL"]
 OrderFillingMode = Literal["IOC", "FOK", "RETURN"]
 OrderTimeMode = Literal["GTC", "DAY", "SPECIFIED", "SPECIFIED_DAY"]
 ExecutionStatus = Literal["executed", "dry_run", "skipped", "failed"]
+ProjectionMode = Literal["add", "replace_symbol"]
 
 
 class MarginVolume(TypedDict):
@@ -128,12 +128,17 @@ __all__ = [
     "OrderSide",
     "OrderTimeMode",
     "PositionSide",
+    "ProjectionMode",
+    "calculate_account_projected_margin_ratio",
     "calculate_margin_and_volume",
     "calculate_new_position_margin_ratio",
     "calculate_positions_margin",
     "calculate_positions_margin_by_symbol",
     "calculate_positions_margin_safe",
+    "calculate_projected_margin_ratio",
     "calculate_spread_ratio",
+    "calculate_symbol_group_margin_ratio",
+    "calculate_trailing_stop_updates",
     "calculate_volume_by_margin",
     "close_open_positions",
     "create_trading_client",
@@ -141,6 +146,7 @@ __all__ = [
     "determine_order_limits",
     "ensure_symbol_selected",
     "estimate_order_margin",
+    "extract_tick_price",
     "fetch_latest_closed_rates_for_trading_client",
     "fetch_latest_closed_rates_indexed",
     "get_account_snapshot",
@@ -151,6 +157,7 @@ __all__ = [
     "normalize_order_volume",
     "place_market_order",
     "update_sltp_for_open_positions",
+    "update_trailing_stop_loss_for_open_positions",
 ]
 
 
@@ -428,7 +435,7 @@ def _optional_price(value: object) -> float | None:
     return price
 
 
-def _valid_tick_price(tick: Mapping[str, object], key: str) -> float | None:
+def extract_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
@@ -490,7 +497,7 @@ def _calculate_min_volume_if_affordable(
         msg = f"Invalid volume constraints for {symbol!r}."
         raise Mt5TradingError(msg)
     side = _normalize_order_side(order_side)
-    price = _valid_tick_price(
+    price = extract_tick_price(
         get_tick_snapshot(client, symbol), "ask" if side == "BUY" else "bid"
     )
     if price is None:
@@ -651,7 +658,7 @@ def 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")
+    price = extract_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)
@@ -785,8 +792,8 @@ def calculate_spread_ratio(client: Mt5TradingClient, symbol: str) -> float:
         Mt5TradingError: If bid or ask is unavailable.
     """
     tick = get_tick_snapshot(client, symbol)
-    bid = _valid_tick_price(tick, "bid")
+    bid = extract_tick_price(tick, "bid")
-    ask = _valid_tick_price(tick, "ask")
+    ask = extract_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)
@@ -813,7 +820,7 @@ 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)
-        price = _valid_tick_price(
+        price = extract_tick_price(
             get_tick_snapshot(client, symbol), "ask" if side == "BUY" else "bid"
         )
         if price is None:
@@ -828,6 +835,169 @@ def calculate_new_position_margin_ratio(
     return margin / equity
 
 
+def _account_equity(client: Mt5TradingClient) -> float:
+    account = get_account_snapshot(client)
+    return _required_account_number(account, "equity", allow_zero=False)
+
+
+def _required_account_number(
+    account: Mapping[str, object],
+    field: str,
+    *,
+    allow_zero: bool,
+) -> float:
+    raw_value = account.get(field)
+    if isinstance(raw_value, bool) or not isinstance(raw_value, Real):
+        msg = f"Account {field} must be a finite number to calculate margin ratio."
+        raise Mt5TradingError(msg)
+    value = float(raw_value)
+    if (
+        not isfinite(value)
+        or (not allow_zero and value <= 0)
+        or (allow_zero and value < 0)
+    ):
+        msg = (
+            f"Account {field} must be a non-negative finite number."
+            if allow_zero
+            else f"Account {field} must be a positive finite number."
+        )
+        raise Mt5TradingError(msg)
+    return value
+
+
+def calculate_account_projected_margin_ratio(
+    client: Mt5TradingClient,
+    *,
+    symbol: str | None = None,
+    new_position_side: OrderSide | None = None,
+    new_position_volume: float = 0.0,
+) -> float:
+    """Return account-wide current plus optional new-position margin over equity.
+
+    Current exposure comes from the broker account snapshot ``margin`` field so
+    unrelated open positions remain in the baseline. Optional projected
+    exposure is added via :func:`estimate_order_margin` only when a symbol, side,
+    and positive volume are all supplied.
+
+    """
+    account = get_account_snapshot(client)
+    equity = _required_account_number(account, "equity", allow_zero=False)
+    margin = _required_account_number(account, "margin", allow_zero=True)
+    if symbol is not None and new_position_side is not None and new_position_volume > 0:
+        margin += estimate_order_margin(
+            client,
+            symbol,
+            new_position_side,
+            new_position_volume,
+        )
+    return margin / equity
+
+
+def calculate_projected_margin_ratio(
+    client: Mt5TradingClient,
+    *,
+    symbol: str,
+    new_position_side: OrderSide | None = None,
+    new_position_volume: float = 0.0,
+) -> float:
+    """Return estimated current plus optional new-position margin over equity.
+
+    Current exposure is estimated from open positions with
+    :func:`calculate_positions_margin`. Optional projected exposure is added via
+    :func:`estimate_order_margin`. Thresholds and guard actions are intentionally
+    left to downstream applications.
+
+    Account equity, position margin, and optional projected margin errors from
+    the composed MT5 helpers propagate to the caller.
+    """
+    equity = _account_equity(client)
+    margin = calculate_positions_margin(client, symbols=[symbol])
+    if new_position_side is not None and new_position_volume > 0:
+        margin += estimate_order_margin(
+            client,
+            symbol,
+            new_position_side,
+            new_position_volume,
+        )
+    return margin / equity
+
+
+def _validate_projection_mode(projection_mode: str) -> ProjectionMode:
+    if projection_mode not in {"add", "replace_symbol"}:
+        msg = (
+            f"Unsupported projection mode: {projection_mode!r}. "
+            "Expected 'add' or 'replace_symbol'."
+        )
+        raise ValueError(msg)
+    return cast("ProjectionMode", projection_mode)
+
+
+def calculate_symbol_group_margin_ratio(
+    client: Mt5TradingClient,
+    *,
+    symbols: Sequence[str],
+    new_symbol: str | None = None,
+    new_position_side: OrderSide | None = None,
+    new_position_volume: float = 0.0,
+    suppress_errors: bool = True,
+    projection_mode: ProjectionMode = "add",
+) -> float:
+    """Return estimated symbol-group margin over account equity.
+
+    Per-symbol current exposure is summed with
+    :func:`calculate_positions_margin_by_symbol`. When ``new_symbol`` is inside
+    the input symbol group and candidate side/volume are provided, projected order
+    margin is applied according to ``projection_mode``:
+
+    - ``"add"`` (default): adds candidate margin to the group total.
+    - ``"replace_symbol"``: subtracts current margin for ``new_symbol``, then
+      adds candidate margin. Useful for reversal-style projections where the new
+      order is intended to replace existing exposure for that symbol.
+
+    If the candidate margin estimation fails, the subtraction is also skipped so
+    the operation is atomic. Invalid equity always raises to fail closed.
+
+    Raises:
+        AttributeError: When symbol margin lookup or projected margin lookup
+            fails and ``suppress_errors`` is ``False``.
+        Mt5RuntimeError: When symbol margin lookup or projected margin lookup
+            fails and ``suppress_errors`` is ``False``.
+        Mt5TradingError: When account equity is invalid, or when symbol margin
+            lookup or projected margin lookup fails and ``suppress_errors`` is
+            ``False``.
+    """
+    projection_mode = _validate_projection_mode(projection_mode)
+    equity = _account_equity(client)
+    unique_symbols = list(dict.fromkeys(symbols))
+    per_symbol = calculate_positions_margin_by_symbol(
+        client,
+        symbols=unique_symbols,
+        suppress_errors=suppress_errors,
+    )
+    margin = sum(per_symbol.values(), 0.0)
+    if (
+        new_symbol in unique_symbols
+        and new_position_side is not None
+        and new_position_volume > 0
+    ):
+        try:
+            candidate_margin = estimate_order_margin(
+                client,
+                new_symbol,
+                new_position_side,
+                new_position_volume,
+            )
+        except (Mt5TradingError, Mt5RuntimeError, AttributeError):
+            if not suppress_errors:
+                raise
+            _logger.warning("Skipping projected margin for %r.", new_symbol)
+        else:
+            if projection_mode == "replace_symbol":
+                margin = max(0.0, margin - per_symbol.get(new_symbol, 0.0))
+            margin += candidate_margin
+    return margin / equity
+
+
 def calculate_margin_and_volume(
     client: Mt5TradingClient,
     symbol: str,
@@ -921,7 +1091,7 @@ def calculate_volume_by_margin(
         msg = f"Invalid volume constraints for {symbol!r}."
         raise Mt5TradingError(msg)
     side = _normalize_order_side(order_side)
-    price = _valid_tick_price(
+    price = extract_tick_price(
         get_tick_snapshot(client, symbol), "ask" if side == "BUY" else "bid"
     )
     if price is None:
@@ -1001,7 +1171,7 @@ def determine_order_limits(
     normalized_side = _position_side_from_order_side(side)
     tick = get_tick_snapshot(client, symbol)
     entry_key = "ask" if normalized_side == "long" else "bid"
-    entry = _valid_tick_price(tick, entry_key)
+    entry = extract_tick_price(tick, entry_key)
     if entry is None:
         msg = f"Tick price is unavailable for {symbol!r}."
         raise Mt5TradingError(msg)
@@ -1080,7 +1250,7 @@ def place_market_order(
     if not dry_run:
         ensure_symbol_selected(client, symbol)
     tick = get_tick_snapshot(client, symbol)
-    price = _valid_tick_price(tick, "ask" if side == "BUY" else "bid")
+    price = extract_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)
@@ -1188,6 +1358,125 @@ def close_open_positions(
     return results
 
 
+def _symbol_digits(client: Mt5TradingClient, symbol: str) -> int | None:
+    try:
+        raw_digits = get_symbol_snapshot(client, symbol).get("digits")
+        if raw_digits is None:
+            return None
+        digits = int(raw_digits)
+    except (AttributeError, TypeError, ValueError):
+        return None
+    return digits if digits >= 0 else None
+
+
+def _position_ticket(value: object) -> int | None:
+    ticket = _optional_int(value)
+    return ticket if ticket is not None and ticket > 0 else None
+
+
+def _current_stop_loss(value: object) -> float | None:
+    return _optional_price(value)
+
+
+def _trailing_stop_loss(
+    client: Mt5TradingClient,
+    *,
+    position_type: object,
+    current_sl: float | None,
+    bid: float | None,
+    ask: float | None,
+    digits: int,
+    trailing_stop_ratio: float,
+) -> float | None:
+    next_sl: float | None = None
+    if position_type == client.mt5.POSITION_TYPE_BUY:
+        if bid is not None:
+            next_sl = round(bid * (1.0 - trailing_stop_ratio), digits)
+            if current_sl is not None and current_sl >= next_sl:
+                next_sl = None
+    elif position_type == client.mt5.POSITION_TYPE_SELL and ask is not None:
+        next_sl = round(ask * (1.0 + trailing_stop_ratio), digits)
+        if current_sl is not None and current_sl <= next_sl:
+            next_sl = None
+    return next_sl
+
+
+def calculate_trailing_stop_updates(
+    client: Mt5TradingClient,
+    *,
+    symbol: str,
+    trailing_stop_ratio: float,
+) -> dict[int, float]:
+    """Return per-ticket trailing stop-loss updates for open symbol positions.
+
+    Buy positions trail from bid using ``bid * (1 - trailing_stop_ratio)``.
+    Sell positions trail from ask using ``ask * (1 + trailing_stop_ratio)``.
+    Existing stop losses are preserved when they are already more favorable.
+    Missing symbol metadata returns an empty update map. Positions with a
+    missing side-specific tick price are skipped.
+    """
+    _require_protective_ratio(trailing_stop_ratio, "trailing_stop_ratio")
+    positions = get_positions_frame(client, symbol=symbol)
+    if positions.empty:
+        return {}
+    tick = get_tick_snapshot(client, symbol)
+    bid = extract_tick_price(tick, "bid")
+    ask = extract_tick_price(tick, "ask")
+    digits = _symbol_digits(client, symbol)
+    if digits is None:
+        return {}
+
+    updates: dict[int, float] = {}
+    for row in positions.to_dict("records"):
+        ticket = _position_ticket(row.get("ticket"))
+        if ticket is None:
+            continue
+        next_sl = _trailing_stop_loss(
+            client,
+            position_type=row.get("type"),
+            current_sl=_current_stop_loss(row.get("sl")),
+            bid=bid,
+            ask=ask,
+            digits=digits,
+            trailing_stop_ratio=trailing_stop_ratio,
+        )
+        if next_sl is None:
+            continue
+        updates[ticket] = next_sl
+    return updates
+
+
+def update_trailing_stop_loss_for_open_positions(
+    client: Mt5TradingClient,
+    *,
+    symbol: str,
+    trailing_stop_ratio: float,
+    dry_run: bool = False,
+) -> list[OrderExecutionResult]:
+    """Update open positions whose trailing stop loss should move favorably.
+
+    Returns:
+        Normalized execution results for positions that need an SL update.
+    """
+    updates = calculate_trailing_stop_updates(
+        client,
+        symbol=symbol,
+        trailing_stop_ratio=trailing_stop_ratio,
+    )
+    results: list[OrderExecutionResult] = []
+    for ticket, stop_loss in updates.items():
+        results.extend(
+            update_sltp_for_open_positions(
+                client,
+                symbol=symbol,
+                tickets=[ticket],
+                stop_loss=stop_loss,
+                dry_run=dry_run,
+            ),
+        )
+    return results
+
+
 def update_sltp_for_open_positions(
     client: Mt5TradingClient,
     *,
@@ -1273,19 +1562,10 @@ def fetch_latest_closed_rates_for_trading_client(
         msg = "count must be positive."
         raise ValueError(msg)
     fetch_method = getattr(client, "fetch_latest_rates_as_df", None)
-    if callable(fetch_method):
+    if not callable(fetch_method):
-        fetched = fetch_method(symbol, granularity, count + 1)
+        msg = "MT5 trading client cannot fetch rate data."
-    else:
+        raise Mt5TradingError(msg)
-        copy_method = getattr(client, "copy_rates_from_pos_as_df", None)
+    fetched = fetch_method(symbol, granularity, count + 1)
-        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}: "

mt5cli/utils.py

@@ -314,6 +314,7 @@ def export_dataframe(
         table_name: Table name for SQLite3 output.
 
     Raises:
+        ImportError: If the parquet format is requested but pyarrow is not installed.
         ValueError: If the output format is not supported.
     """
     if output_format == "csv":
@@ -326,6 +327,14 @@ def export_dataframe(
             indent=2,
         )
     elif output_format == "parquet":
+        try:
+            __import__("pyarrow")
+        except ImportError as exc:
+            msg = (
+                "Parquet export requires the optional dependency pyarrow. "
+                'Install it with: pip install "mt5cli[parquet]"'
+            )
+            raise ImportError(msg) from exc
         df.to_parquet(output_path, index=False)
     elif output_format == "sqlite3":
         export_dataframe_to_sqlite(

pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "mt5cli"
-version = "0.9.2"
+version = "0.9.7"
 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"}]
@@ -11,7 +11,6 @@ requires-python = ">= 3.11, < 3.14"
 dependencies = [
   "pdmt5>=0.3.0",
   "click >= 8.1.0",
-  "pyarrow >= 19.0.0",
   "typer >= 0.15.0",
 ]
 classifiers = [
@@ -25,6 +24,9 @@ classifiers = [
   "Topic :: Office/Business :: Financial :: Investment",
 ]
 
+[project.optional-dependencies]
+parquet = ["pyarrow >= 19.0.0"]
+
 [project.scripts]
 mt5cli = "mt5cli.cli:main"
 
@@ -42,6 +44,7 @@ dev = [
   "pytest-mock >= 3.12.0",
   "pytest-cov >= 5.0.0",
   "pandas-stubs >= 2.2.3.250527",
+  "pyarrow >= 19.0.0",
   "mkdocs >= 1.6.1",
   "mkdocs-material >= 9.7.6",
   "mkdocstrings[python] >= 1.0.4",

tests/test_cli.py

@@ -740,6 +740,306 @@ class TestCommands:
         assert "must be a JSON object" in normalize_cli_output(result.output)
 
 
+# ---------------------------------------------------------------------------
+# close-positions command
+# ---------------------------------------------------------------------------
+
+
+def _build_mock_trading_client() -> MagicMock:
+    """Return a MagicMock Mt5TradingClient with trading constants set."""
+    client = MagicMock()
+    client.mt5.POSITION_TYPE_BUY = 0
+    client.mt5.POSITION_TYPE_SELL = 1
+    client.mt5.ORDER_TYPE_BUY = 10
+    client.mt5.ORDER_TYPE_SELL = 11
+    client.mt5.TRADE_ACTION_DEAL = 20
+    client.mt5.ORDER_FILLING_IOC = 30
+    client.mt5.ORDER_TIME_GTC = 40
+    client.mt5.TRADE_RETCODE_DONE = 10009
+    client.mt5.TRADE_RETCODE_PLACED = 10008
+    client.mt5.TRADE_RETCODE_DONE_PARTIAL = 10010
+    return client
+
+
+class TestClosePositions:
+    """Tests for the close-positions command."""
+
+    @pytest.fixture
+    def trading_client(self, mocker: MockerFixture) -> MagicMock:
+        """Patch create_trading_client and return a mock trading client."""
+        client = _build_mock_trading_client()
+        client.positions_get_as_df.return_value = pd.DataFrame([
+            {"ticket": 1, "symbol": "JP225", "type": 0, "volume": 1.0},
+            {"ticket": 2, "symbol": "EURUSD", "type": 1, "volume": 0.5},
+        ])
+        client.symbol_info_tick_as_dict.return_value = {"ask": 1.2, "bid": 1.1}
+        mocker.patch("mt5cli.cli.create_trading_client", return_value=client)
+        return client
+
+    def test_dry_run_does_not_require_yes(
+        self,
+        tmp_path: Path,
+        trading_client: MagicMock,
+    ) -> None:
+        """Test --dry-run mode succeeds without --yes."""
+        output = tmp_path / "close.json"
+        result = runner.invoke(
+            app,
+            ["-o", str(output), "close-positions", "--symbol", "JP225", "--dry-run"],
+        )
+        assert result.exit_code == 0, result.output
+        assert output.exists()
+        trading_client.order_send.assert_not_called()
+        trading_client.shutdown.assert_called_once()
+
+    def test_live_requires_yes(
+        self,
+        tmp_path: Path,
+        trading_client: MagicMock,
+    ) -> None:
+        """Test live close-positions fails without --yes."""
+        output = tmp_path / "close.json"
+        result = runner.invoke(
+            app,
+            ["-o", str(output), "close-positions", "--symbol", "JP225"],
+        )
+        assert result.exit_code != 0
+        assert "Pass --yes" in normalize_cli_output(result.output)
+        trading_client.order_send.assert_not_called()
+
+    def test_live_with_yes_calls_order_send(
+        self,
+        tmp_path: Path,
+        trading_client: MagicMock,
+    ) -> None:
+        """Test --yes triggers live execution for matching positions."""
+        trading_client.order_send.return_value = {"retcode": 10009, "comment": "ok"}
+        output = tmp_path / "close.json"
+        result = runner.invoke(
+            app,
+            ["-o", str(output), "close-positions", "--symbol", "JP225", "--yes"],
+        )
+        assert result.exit_code == 0, result.output
+        trading_client.order_send.assert_called_once()
+        trading_client.shutdown.assert_called_once()
+
+    def test_symbol_filter_passed_through(
+        self,
+        tmp_path: Path,
+        trading_client: MagicMock,
+    ) -> None:
+        """Test --symbol values are used to filter positions."""
+        output = tmp_path / "close.json"
+        result = runner.invoke(
+            app,
+            [
+                "-o",
+                str(output),
+                "close-positions",
+                "--symbol",
+                "JP225",
+                "--dry-run",
+            ],
+        )
+        assert result.exit_code == 0, result.output
+        data = json.loads(output.read_text())
+        assert len(data) == 1
+        assert data[0]["symbol"] == "JP225"
+        trading_client.shutdown.assert_called_once()
+
+    def test_multiple_symbols_filter(
+        self,
+        tmp_path: Path,
+        trading_client: MagicMock,
+    ) -> None:
+        """Test multiple --symbol options are combined."""
+        output = tmp_path / "close.json"
+        result = runner.invoke(
+            app,
+            [
+                "-o",
+                str(output),
+                "close-positions",
+                "--symbol",
+                "JP225",
+                "--symbol",
+                "EURUSD",
+                "--dry-run",
+            ],
+        )
+        assert result.exit_code == 0, result.output
+        data = json.loads(output.read_text())
+        assert len(data) == 2
+        symbols = {row["symbol"] for row in data}
+        assert symbols == {"JP225", "EURUSD"}
+        trading_client.shutdown.assert_called_once()
+
+    def test_ticket_filter_passed_through(
+        self,
+        tmp_path: Path,
+        trading_client: MagicMock,
+    ) -> None:
+        """Test --ticket values are used to filter positions."""
+        output = tmp_path / "close.json"
+        result = runner.invoke(
+            app,
+            [
+                "-o",
+                str(output),
+                "close-positions",
+                "--ticket",
+                "2",
+                "--dry-run",
+            ],
+        )
+        assert result.exit_code == 0, result.output
+        data = json.loads(output.read_text())
+        assert len(data) == 1
+        assert data[0]["symbol"] == "EURUSD"
+        trading_client.shutdown.assert_called_once()
+
+    def test_symbol_and_ticket_combined(
+        self,
+        tmp_path: Path,
+        trading_client: MagicMock,
+    ) -> None:
+        """Test --symbol and --ticket apply AND semantics when combined."""
+        output = tmp_path / "close.json"
+        result = runner.invoke(
+            app,
+            [
+                "-o",
+                str(output),
+                "close-positions",
+                "--symbol",
+                "JP225",
+                "--ticket",
+                "1",
+                "--dry-run",
+            ],
+        )
+        assert result.exit_code == 0, result.output
+        data = json.loads(output.read_text())
+        # symbol=JP225 AND ticket=1 → exactly one match
+        assert len(data) == 1
+        assert data[0]["symbol"] == "JP225"
+        trading_client.shutdown.assert_called_once()
+
+    def test_missing_symbol_and_ticket_fails(
+        self,
+        tmp_path: Path,
+        mocker: MockerFixture,
+    ) -> None:
+        """Test that omitting both --symbol and --ticket fails closed."""
+        mocker.patch("mt5cli.cli.create_trading_client")
+        output = tmp_path / "close.json"
+        result = runner.invoke(
+            app,
+            ["-o", str(output), "close-positions", "--dry-run"],
+        )
+        assert result.exit_code != 0
+        assert "symbol" in normalize_cli_output(result.output).lower()
+
+    def test_output_export_dry_run(
+        self,
+        tmp_path: Path,
+        trading_client: MagicMock,
+    ) -> None:
+        """Test dry-run results export with status=dry_run."""
+        output = tmp_path / "close.json"
+        result = runner.invoke(
+            app,
+            ["-o", str(output), "close-positions", "--symbol", "JP225", "--dry-run"],
+        )
+        assert result.exit_code == 0, result.output
+        trading_client.shutdown.assert_called_once()
+        data = json.loads(output.read_text())
+        assert data[0]["status"] == "dry_run"
+        assert data[0]["dry_run"] is True
+        assert data[0]["order_side"] == "SELL"
+
+    def test_order_send_unchanged(
+        self,
+        tmp_path: Path,
+        mock_client: MagicMock,
+    ) -> None:
+        """Test that order-send behavior is unchanged by close-positions addition."""
+        output = tmp_path / "out.csv"
+        request = json.dumps({"action": 1, "symbol": "EURUSD", "volume": 0.1})
+        result = runner.invoke(
+            app,
+            ["-o", str(output), "order-send", "--request", request, "--yes"],
+        )
+        assert result.exit_code == 0, result.output
+        mock_client.order_send_as_df.assert_called_once()
+
+    def test_shutdown_called_on_close_error(
+        self,
+        tmp_path: Path,
+        mocker: MockerFixture,
+    ) -> None:
+        """Test that shutdown is called even when close_open_positions raises."""
+        client = _build_mock_trading_client()
+        client.positions_get_as_df.side_effect = RuntimeError("connection lost")
+        mocker.patch("mt5cli.cli.create_trading_client", return_value=client)
+        output = tmp_path / "close.json"
+        result = runner.invoke(
+            app,
+            ["-o", str(output), "close-positions", "--symbol", "JP225", "--dry-run"],
+        )
+        assert result.exit_code != 0
+        client.shutdown.assert_called_once()
+
+    def test_dry_run_wins_over_yes(
+        self,
+        tmp_path: Path,
+        trading_client: MagicMock,
+    ) -> None:
+        """Test that --dry-run takes precedence when combined with --yes."""
+        output = tmp_path / "close.json"
+        result = runner.invoke(
+            app,
+            [
+                "-o",
+                str(output),
+                "close-positions",
+                "--symbol",
+                "JP225",
+                "--dry-run",
+                "--yes",
+            ],
+        )
+        assert result.exit_code == 0, result.output
+        trading_client.order_send.assert_not_called()
+        trading_client.shutdown.assert_called_once()
+
+    def test_no_matching_positions_exports_empty_result(
+        self,
+        tmp_path: Path,
+        trading_client: MagicMock,
+    ) -> None:
+        """Test that zero filter matches produces an empty JSON array."""
+        trading_client.positions_get_as_df.return_value = pd.DataFrame([
+            {"ticket": 1, "symbol": "JP225", "type": 0, "volume": 1.0},
+        ])
+        output = tmp_path / "close.json"
+        result = runner.invoke(
+            app,
+            [
+                "-o",
+                str(output),
+                "close-positions",
+                "--symbol",
+                "NONEXISTENT",
+                "--dry-run",
+            ],
+        )
+        assert result.exit_code == 0, result.output
+        trading_client.shutdown.assert_called_once()
+        assert output.exists()
+        assert json.loads(output.read_text()) == []
+
+
 # ---------------------------------------------------------------------------
 # Callback / shared options
 # ---------------------------------------------------------------------------

tests/test_contracts.py

@@ -2,9 +2,12 @@
 
 from __future__ import annotations
 
+import re
 import sqlite3
 from datetime import UTC, datetime
-from typing import TYPE_CHECKING, get_type_hints
+from importlib.metadata import requires
+from pathlib import Path
+from typing import get_type_hints
 from unittest.mock import MagicMock
 
 import pandas as pd
@@ -15,7 +18,9 @@ from pytest_mock import MockerFixture  # noqa: TC002
 import mt5cli
 from mt5cli import (
     DEDUP_KEYS,
+    PUBLIC_EXPORT_TIERS,
     REQUIRED_COLUMNS,
+    SECONDARY_PUBLIC_EXPORTS,
     STABLE_SDK_EXPORTS,
     TIME_COLUMNS,
     AccountSpec,
@@ -33,8 +38,12 @@ from mt5cli import (
     RateTarget,
     build_config,
     build_rate_targets,
+    calculate_account_projected_margin_ratio,
     calculate_margin_and_volume,
     calculate_positions_margin,
+    calculate_projected_margin_ratio,
+    calculate_symbol_group_margin_ratio,
+    calculate_trailing_stop_updates,
     call_with_normalized_errors,
     detect_format,
     drop_forming_rate_bar,
@@ -42,6 +51,7 @@ from mt5cli import (
     ensure_utc,
     export_dataframe,
     export_dataframe_to_sqlite,
+    extract_tick_price,
     fetch_latest_closed_rates,
     fetch_latest_closed_rates_for_trading_client,
     fetch_latest_closed_rates_indexed,
@@ -69,9 +79,6 @@ from mt5cli.history import create_rate_compatibility_views
 from mt5cli.retry import retry_with_backoff
 from mt5cli.schemas import ensure_utc_columns, normalize_time_columns
 
-if TYPE_CHECKING:
-    from pathlib import Path
-
 
 def _sample_frame(kind: DataKind) -> pd.DataFrame:
     if kind is DataKind.rates:
@@ -228,16 +235,19 @@ def test_is_recoverable_mt5_error(exc: Exception) -> None:
     assert is_recoverable_mt5_error(exc)
 
 
-def test_normalize_mt5_exception_maps_types() -> None:
+@pytest.mark.parametrize(
+    ("exc", "expected_type"),
+    [
+        (Mt5RuntimeError("x"), Mt5ConnectionError),
+        (Mt5TradingError("x"), Mt5OperationError),
+    ],
+)
+def test_normalize_mt5_exception_maps_types(
+    exc: Exception,
+    expected_type: type[Mt5ConnectionError | Mt5OperationError],
+) -> None:
     """MT5 exceptions map to stable mt5cli types."""
-    assert isinstance(
+    assert isinstance(normalize_mt5_exception(exc), expected_type)
-        normalize_mt5_exception(Mt5RuntimeError("x")),
-        Mt5ConnectionError,
-    )
-    assert isinstance(
-        normalize_mt5_exception(Mt5TradingError("x")),
-        Mt5OperationError,
-    )
 
 
 def test_call_with_normalized_errors_reraises_mapped_type() -> None:
@@ -414,26 +424,24 @@ def test_normalize_time_columns_skips_absent_time_fields() -> None:
     assert list(result.columns) == ["open"]
 
 
-def test_normalize_time_columns_converts_unix_seconds() -> None:
+@pytest.mark.parametrize(
-    """Numeric MT5 ``time`` values are interpreted as Unix seconds."""
+    ("col", "value", "kind"),
-    frame = pd.DataFrame({"time": [1704067200]})
+    [
-    result = normalize_time_columns(frame, DataKind.rates)
+        ("time", 1704067200, DataKind.rates),
-    assert result.loc[0, "time"] == pd.Timestamp("2024-01-01T00:00:00+00:00")
+        ("time_msc", 1704067200000, DataKind.ticks),
-
+        ("time", datetime(2024, 1, 1, tzinfo=UTC), DataKind.rates),
-
+        ("time", "2024-01-01T00:00:00+00:00", DataKind.rates),
-def test_normalize_time_columns_converts_unix_milliseconds() -> None:
+    ],
-    """Numeric MT5 ``time_msc`` values are interpreted as Unix milliseconds."""
+)
-    frame = pd.DataFrame({"time_msc": [1704067200000]})
+def test_normalize_time_columns_coerces_value(
-    result = normalize_time_columns(frame, DataKind.ticks)
+    col: str,
-    assert result.loc[0, "time_msc"] == pd.Timestamp("2024-01-01T00:00:00+00:00")
+    value: object,
-
+    kind: DataKind,
-
+) -> None:
-def test_normalize_time_columns_preserves_utc_datetimes() -> None:
+    """Time column values are coerced to UTC timestamps regardless of input type."""
-    """Already-converted datetime values remain UTC-normalized."""
+    frame = pd.DataFrame({col: [value]})
-    aware = datetime(2024, 1, 1, tzinfo=UTC)
+    result = normalize_time_columns(frame, kind)
-    frame = pd.DataFrame({"time": [aware]})
+    assert result.loc[0, col] == pd.Timestamp("2024-01-01T00:00:00+00:00")
-    result = normalize_time_columns(frame, DataKind.rates)
-    assert result.loc[0, "time"] == pd.Timestamp("2024-01-01T00:00:00+00:00")
 
 
 def test_normalize_time_columns_handles_optional_order_times() -> None:
@@ -483,13 +491,6 @@ def test_ensure_utc_columns_skips_missing_columns() -> None:
     assert "time" in result.columns
 
 
-def test_normalize_time_columns_coerces_string_timestamps() -> None:
-    """String timestamps are parsed with timezone-aware datetime coercion."""
-    frame = pd.DataFrame({"time": ["2024-01-01T00:00:00+00:00"]})
-    result = normalize_time_columns(frame, DataKind.rates)
-    assert result.loc[0, "time"] == pd.Timestamp("2024-01-01T00:00:00+00:00")
-
-
 def test_ensure_utc_columns_coerces_non_mt5_columns() -> None:
     """Non-MT5 columns still coerce to UTC datetimes."""
     frame = pd.DataFrame({"created_at": ["2024-01-01T00:00:00+00:00"]})
@@ -547,11 +548,69 @@ class TestStableSdkContract:
         missing = sorted(STABLE_SDK_EXPORTS - set(mt5cli.__all__))
         assert not missing, f"STABLE_SDK_EXPORTS missing from __all__: {missing}"
 
+    def test_public_export_tiers_are_disjoint_and_complete(self) -> None:
+        """Documented public tiers do not overlap and classify root exports."""
+        assert PUBLIC_EXPORT_TIERS == {
+            "stable": STABLE_SDK_EXPORTS,
+            "secondary": SECONDARY_PUBLIC_EXPORTS,
+        }
+        assert not (STABLE_SDK_EXPORTS & SECONDARY_PUBLIC_EXPORTS)
+        tiered_exports = STABLE_SDK_EXPORTS | SECONDARY_PUBLIC_EXPORTS
+        root_exports = set(mt5cli.__all__)
+
+        missing_from_root = sorted(tiered_exports - root_exports)
+        assert not missing_from_root, (
+            f"Tiered exports missing from __all__: {missing_from_root}"
+        )
+
+        tier_metadata_exports = {
+            "PUBLIC_EXPORT_TIERS",
+            "SECONDARY_PUBLIC_EXPORTS",
+            "STABLE_SDK_EXPORTS",
+        }
+        unclassified_root_exports = sorted(
+            root_exports - tiered_exports - tier_metadata_exports,
+        )
+        assert not unclassified_root_exports, (
+            f"Root exports missing from public API tiers: {unclassified_root_exports}"
+        )
+
+    def test_stable_docs_do_not_document_nonstable_exports(self) -> None:
+        """Stable docs do not promote secondary root exports."""
+        docs_path = Path("docs/api/public-contract.md")
+        docs = docs_path.read_text(encoding="utf-8")
+        stable_section = docs.split("## Stable downstream SDK API", maxsplit=1)[
+            1
+        ].split(
+            "## Secondary public exports",
+            maxsplit=1,
+        )[0]
+        documented_symbols = set(
+            re.findall(r"`([A-Za-z_][A-Za-z0-9_]*)`", stable_section)
+        )
+        nonstable_exports = SECONDARY_PUBLIC_EXPORTS
+
+        wrongly_stable = sorted(documented_symbols & nonstable_exports)
+        assert not wrongly_stable, (
+            f"Non-stable exports documented in stable section: {wrongly_stable}"
+        )
+
     @pytest.mark.parametrize("name", sorted(STABLE_SDK_EXPORTS))
     def test_stable_exports_are_importable_from_package_root(self, name: str) -> None:
         """Stable SDK names resolve through ``from mt5cli import ...``."""
         assert hasattr(mt5cli, name), f"{name!r} missing from mt5cli package root"
 
+    @pytest.mark.parametrize(
+        "name",
+        sorted(SECONDARY_PUBLIC_EXPORTS),
+    )
+    def test_secondary_exports_are_importable(
+        self,
+        name: str,
+    ) -> None:
+        """Non-stable public names remain available from the package root."""
+        assert hasattr(mt5cli, name), f"{name!r} missing from mt5cli package root"
+
     def test_drop_forming_rate_bar_from_package_root(self) -> None:
         """Closed-bar trimming is available from the stable package surface."""
         frame = pd.DataFrame({"time": [1, 2, 3], "close": [1.0, 1.1, 1.2]})
@@ -615,6 +674,16 @@ class TestStableSdkContract:
 
         assert calculate_positions_margin(client) == 0
 
+    def test_generic_trading_helpers_from_package_root(self) -> None:
+        """New generic trading helpers resolve through the stable surface."""
+        price = extract_tick_price({"bid": "1.2"}, "bid")
+        assert price is not None
+        assert abs(price - 1.2) < 1e-9
+        assert callable(calculate_trailing_stop_updates)
+        assert callable(calculate_account_projected_margin_ratio)
+        assert callable(calculate_projected_margin_ratio)
+        assert callable(calculate_symbol_group_margin_ratio)
+
     def test_resolve_rate_view_name_from_package_root(self, tmp_path: Path) -> None:
         """Rate view resolution is importable and honors require_existing."""
         db_path = tmp_path / "rates.db"
@@ -764,3 +833,24 @@ class TestStableSdkContract:
         assert result.index.tz is not None
         assert "time" not in result.columns
         assert "close" in result.columns
+
+
+# ---------------------------------------------------------------------------
+# Packaging metadata
+# ---------------------------------------------------------------------------
+
+
+def test_parquet_extra_declares_pyarrow() -> None:
+    """Package metadata lists pyarrow under the parquet optional extra."""
+    reqs = requires("mt5cli") or []
+    parquet_reqs = [r for r in reqs if "pyarrow" in r and "parquet" in r]
+    assert parquet_reqs, "pyarrow not found in parquet optional extra"
+
+
+def test_pyarrow_not_in_core_dependencies() -> None:
+    """Pyarrow is not a core dependency; it belongs only in the parquet extra."""
+    reqs = requires("mt5cli") or []
+    core_reqs = [r for r in reqs if "extra ==" not in r]
+    assert not any("pyarrow" in r for r in core_reqs), (
+        "pyarrow should not appear in core dependencies"
+    )

tests/test_history.py

@@ -705,19 +705,25 @@ class TestIncrementalStart:
         assert starts["EURUSD", 1] == datetime(2024, 1, 2, tzinfo=UTC)
         assert starts["GBPUSD", 1] == datetime(2024, 1, 3, tzinfo=UTC)
 
-    def test_load_incremental_start_datetimes_requires_timeframe_column(
+    @pytest.mark.parametrize(
+        ("ddl", "missing_col"),
+        [
+            ("CREATE TABLE rates(symbol TEXT, time TEXT, open REAL)", "timeframe"),
+            ("CREATE TABLE rates(timeframe INTEGER, time TEXT, open REAL)", "symbol"),
+            ("CREATE TABLE rates(symbol TEXT, timeframe INTEGER, open REAL)", "time"),
+        ],
+    )
+    def test_load_incremental_start_datetimes_requires_column(
         self,
         tmp_path: Path,
+        ddl: str,
+        missing_col: str,
     ) -> None:
-        """Test rates tables without timeframe fail fast during incremental resume."""
+        """Test rates tables missing a required column fail fast."""
         fallback = datetime(2024, 1, 1, tzinfo=UTC)
-        with sqlite3.connect(tmp_path / "rates-without-timeframe.db") as conn:
+        with sqlite3.connect(tmp_path / f"rates-no-{missing_col}.db") as conn:
-            conn.execute("CREATE TABLE rates(symbol TEXT, time TEXT, open REAL)")
+            conn.execute(ddl)
-            conn.execute(
+            with pytest.raises(ValueError, match=f"missing: {missing_col}") as exc_info:
-                "INSERT INTO rates(symbol, time, open) VALUES (?, ?, ?)",
-                ("EURUSD", "2024-01-02T00:00:00+00:00", 1.0),
-            )
-            with pytest.raises(ValueError, match="missing: timeframe") as exc_info:
                 load_incremental_start_datetimes(
                     conn,
                     Dataset.rates,
@@ -725,47 +731,7 @@ class TestIncrementalStart:
                     timeframes=[1],
                     fallback_start=fallback,
                 )
-            assert "timeframe" in str(exc_info.value)
+            assert missing_col in str(exc_info.value)
-
-    def test_load_incremental_start_datetimes_requires_symbol_column(
-        self,
-        tmp_path: Path,
-    ) -> None:
-        """Test rates tables without symbol fail fast during incremental resume."""
-        fallback = datetime(2024, 1, 1, tzinfo=UTC)
-        with sqlite3.connect(tmp_path / "rates-no-symbol.db") as conn:
-            conn.execute(
-                "CREATE TABLE rates(timeframe INTEGER, time TEXT, open REAL)",
-            )
-            with pytest.raises(ValueError, match="missing: symbol") as exc_info:
-                load_incremental_start_datetimes(
-                    conn,
-                    Dataset.rates,
-                    symbols=["EURUSD"],
-                    timeframes=[1],
-                    fallback_start=fallback,
-                )
-            assert "symbol" in str(exc_info.value)
-
-    def test_load_incremental_start_datetimes_requires_time_column(
-        self,
-        tmp_path: Path,
-    ) -> None:
-        """Test rates tables without time fail fast during incremental resume."""
-        fallback = datetime(2024, 1, 1, tzinfo=UTC)
-        with sqlite3.connect(tmp_path / "rates-no-time.db") as conn:
-            conn.execute(
-                "CREATE TABLE rates(symbol TEXT, timeframe INTEGER, open REAL)",
-            )
-            with pytest.raises(ValueError, match="missing: time") as exc_info:
-                load_incremental_start_datetimes(
-                    conn,
-                    Dataset.rates,
-                    symbols=["EURUSD"],
-                    timeframes=[1],
-                    fallback_start=fallback,
-                )
-            assert "time" in str(exc_info.value)
 
     def test_load_incremental_start_datetimes_rejects_unrelated_rates_columns(
         self,
@@ -1800,12 +1766,11 @@ class TestIncrementalIntegration:
             )
         assert written_tables == set()
 
-    def test_resolve_history_tick_flags_invalid(self) -> None:
+    @pytest.mark.parametrize("flags", ["BAD", 7])
+    def test_resolve_history_tick_flags_invalid(self, flags: str | int) -> None:
         """Test invalid tick flags raise ValueError."""
         with pytest.raises(ValueError, match="Invalid tick flags"):
-            resolve_history_tick_flags("BAD")
+            resolve_history_tick_flags(flags)
-        with pytest.raises(ValueError, match="Invalid tick flags"):
-            resolve_history_tick_flags(7)
 
     def test_resolve_history_timeframes_invalid(self) -> None:
         """Test invalid timeframes raise ValueError."""

tests/test_sdk.py

@@ -54,6 +54,7 @@ from mt5cli.sdk import (
     resolve_account_spec,
     resolve_account_specs,
     substitute_env_placeholders,
+    substitute_mapping_values,
     symbol_info,
     symbol_info_tick,
     symbols,
@@ -1937,29 +1938,28 @@ 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(
+    @pytest.mark.parametrize(
+        ("allow_whole_dollar_env", "expected"),
+        [
+            (True, "secret"),
+            (False, "$MT5_PASSWORD"),
+        ],
+    )
+    def test_resolve_account_spec_whole_dollar_password(
         self,
         monkeypatch: pytest.MonkeyPatch,
+        allow_whole_dollar_env: bool,
+        expected: str,
     ) -> None:
-        """Account spec expands $ENV_NAME when allow_whole_dollar_env=True."""
+        """Test resolve_account_spec expands $ENV_NAME password only with opt-in."""
         monkeypatch.setenv("MT5_PASSWORD", "secret")
         account = AccountSpec(symbols=["EURUSD"], password="$MT5_PASSWORD")
 
-        resolved = resolve_account_spec(account, allow_whole_dollar_env=True)
+        resolved = resolve_account_spec(
+            account, allow_whole_dollar_env=allow_whole_dollar_env
+        )
 
-        assert resolved.password == "secret"  # noqa: S105
+        assert resolved.password == expected
-
-    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,
@@ -1993,38 +1993,27 @@ class TestResolveAccountSpec:
 class TestBuildConfigWholeDollarEnv:
     """Tests for build_config with allow_whole_dollar_env."""
 
-    def test_build_config_substitutes_server_with_opt_in(
+    @pytest.mark.parametrize(
+        ("env_var", "field", "env_value"),
+        [
+            ("MT5_SERVER", "server", "Broker-Demo"),
+            ("MT5_PASSWORD", "password", "secret"),
+            ("MT5_PATH", "path", "/opt/mt5/terminal64.exe"),
+        ],
+    )
+    def test_build_config_substitutes_field_with_opt_in(
         self,
         monkeypatch: pytest.MonkeyPatch,
+        env_var: str,
+        field: str,
+        env_value: str,
     ) -> None:
-        """build_config expands $ENV_NAME server when allow_whole_dollar_env=True."""
+        """Test build_config expands $ENV_NAME fields when opt-in is enabled."""
-        monkeypatch.setenv("MT5_SERVER", "Broker-Demo")
+        monkeypatch.setenv(env_var, env_value)
 
-        config = build_config(server="$MT5_SERVER", allow_whole_dollar_env=True)
+        config = build_config(**{field: f"${env_var}"}, allow_whole_dollar_env=True)  # type: ignore[arg-type]
 
-        assert config.server == "Broker-Demo"
+        assert getattr(config, field) == env_value
-
-    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,
@@ -2436,3 +2425,263 @@ class TestThrottledHistoryUpdater:
             updater.update(MagicMock(), ["EURUSD"])
 
         assert updater.last_update_monotonic is None
+
+
+class TestBuildConfigStringLogin:
+    """Tests for build_config() string login coercion (issue #61)."""
+
+    @pytest.mark.parametrize(
+        ("login", "expected"),
+        [
+            (None, None),
+            (12345, 12345),
+            ("12345", 12345),
+            (" 12345 ", 12345),
+            ("", None),
+            ("   ", None),
+        ],
+    )
+    def test_coerces_login_from_string(
+        self,
+        login: int | str | None,
+        expected: int | None,
+    ) -> None:
+        """Test build_config coerces string login to int or None."""
+        config = build_config(login=login)
+        assert config.login == expected
+
+    def test_rejects_non_numeric_string_login(self) -> None:
+        """Test build_config raises ValueError for non-numeric string login."""
+        with pytest.raises(ValueError, match="invalid literal"):
+            build_config(login="abc")
+
+    def test_expands_dollar_brace_login_with_opt_in(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test build_config expands ${MT5_LOGIN} and coerces with opt-in."""
+        monkeypatch.setenv("MT5_LOGIN", "12345")
+        config = build_config(login="${MT5_LOGIN}", allow_whole_dollar_env=True)
+        assert config.login == 12345
+
+    def test_expands_whole_dollar_login_with_opt_in(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test build_config expands $MT5_LOGIN and coerces with opt-in."""
+        monkeypatch.setenv("MT5_LOGIN", "99999")
+        config = build_config(login="$MT5_LOGIN", allow_whole_dollar_env=True)
+        assert config.login == 99999
+
+    def test_missing_env_variable_raises(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test build_config raises ValueError when referenced env var is not set."""
+        monkeypatch.delenv("MT5_LOGIN", raising=False)
+        with pytest.raises(ValueError, match="'MT5_LOGIN' is not set"):
+            build_config(login="${MT5_LOGIN}", allow_whole_dollar_env=True)
+
+    def test_env_expands_to_blank_becomes_none(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test build_config coerces blank env-expanded login to None."""
+        monkeypatch.setenv("MT5_LOGIN", "")
+        config = build_config(login="${MT5_LOGIN}", allow_whole_dollar_env=True)
+        assert config.login is None
+
+    def test_dollar_brace_login_not_expanded_without_opt_in(self) -> None:
+        """Test ${MT5_LOGIN} is not expanded when allow_whole_dollar_env=False."""
+        with pytest.raises(ValueError, match="invalid literal"):
+            build_config(login="${MT5_LOGIN}")
+
+    def test_integer_login_preserved_backward_compat(self) -> None:
+        """Test existing int login callers remain backward-compatible."""
+        config = build_config(login=54321)
+        assert config.login == 54321
+
+    def test_none_login_preserved_backward_compat(self) -> None:
+        """Test existing None login callers remain backward-compatible."""
+        config = build_config(login=None)
+        assert config.login is None
+
+
+class TestSubstituteMappingValues:
+    """Tests for substitute_mapping_values() (issue #62)."""
+
+    def test_substitutes_selected_keys_in_flat_dict(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test selected keys are substituted in a flat mapping."""
+        monkeypatch.setenv("MT5_LOGIN", "12345")
+        data: dict[str, object] = {
+            "mt5_login": "${MT5_LOGIN}",
+            "strategy_name": "${MT5_LOGIN}",
+        }
+        result = substitute_mapping_values(data, keys={"mt5_login"})
+        assert result == {"mt5_login": "12345", "strategy_name": "${MT5_LOGIN}"}
+
+    def test_preserves_non_selected_literal_dollar_signs(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test literal dollar signs in non-selected fields are preserved exactly."""
+        monkeypatch.setenv("MT5_PASSWORD", "secret")
+        data: dict[str, object] = {
+            "mt5_password": "${MT5_PASSWORD}",
+            "notes": "$NOT_EXPANDED",
+        }
+        result = substitute_mapping_values(data, keys={"mt5_password"})
+        assert result == {"mt5_password": "secret", "notes": "$NOT_EXPANDED"}
+
+    def test_nested_dict_traversal_substitutes_selected_keys(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test selected keys inside nested dicts are substituted."""
+        monkeypatch.setenv("MT5_SERVER", "Broker-Demo")
+        data: dict[str, object] = {
+            "outer": {
+                "mt5_server": "${MT5_SERVER}",
+                "other": "${MT5_SERVER}",
+            }
+        }
+        result = substitute_mapping_values(data, keys={"mt5_server"})
+        assert result == {
+            "outer": {"mt5_server": "Broker-Demo", "other": "${MT5_SERVER}"}
+        }
+
+    def test_nested_list_traversal_substitutes_selected_keys(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test selected keys inside list elements are substituted."""
+        monkeypatch.setenv("MT5_LOGIN", "42")
+        data: dict[str, object] = {
+            "accounts": [
+                {"mt5_login": "${MT5_LOGIN}", "name": "${MT5_LOGIN}"},
+                {"mt5_login": "${MT5_LOGIN}", "name": "fixed"},
+            ]
+        }
+        result = substitute_mapping_values(data, keys={"mt5_login"})
+        assert result == {
+            "accounts": [
+                {"mt5_login": "42", "name": "${MT5_LOGIN}"},
+                {"mt5_login": "42", "name": "fixed"},
+            ]
+        }
+
+    def test_whole_dollar_expanded_with_opt_in(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test $ENV_NAME is expanded when allow_whole_dollar_env=True."""
+        monkeypatch.setenv("MT5_PASSWORD", "secret")
+        data: dict[str, object] = {"mt5_password": "$MT5_PASSWORD"}
+        result = substitute_mapping_values(
+            data,
+            keys={"mt5_password"},
+            allow_whole_dollar_env=True,
+        )
+        assert result == {"mt5_password": "secret"}
+
+    def test_whole_dollar_not_expanded_by_default(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test $ENV_NAME in a selected key is preserved when opt-in is False."""
+        monkeypatch.setenv("MT5_PASSWORD", "secret")
+        data: dict[str, object] = {"mt5_password": "$MT5_PASSWORD"}
+        result = substitute_mapping_values(data, keys={"mt5_password"})
+        assert result == {"mt5_password": "$MT5_PASSWORD"}
+
+    def test_blank_string_becomes_none_for_blank_keys(self) -> None:
+        """Test blank strings are normalised to None for blank_string_keys_as_none."""
+        data: dict[str, object] = {
+            "mt5_login": "",
+            "mt5_password": "  ",
+            "other": "",
+        }
+        result = substitute_mapping_values(
+            data,
+            keys=set(),
+            blank_string_keys_as_none={"mt5_login", "mt5_password"},
+        )
+        assert result == {"mt5_login": None, "mt5_password": None, "other": ""}
+
+    def test_env_expanded_blank_becomes_none(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test env-expanded blank string is normalised to None."""
+        monkeypatch.setenv("MT5_LOGIN", "")
+        data: dict[str, object] = {"mt5_login": "${MT5_LOGIN}"}
+        result = substitute_mapping_values(
+            data,
+            keys={"mt5_login"},
+            blank_string_keys_as_none={"mt5_login"},
+        )
+        assert result == {"mt5_login": None}
+
+    def test_missing_env_variable_raises_for_selected_key(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test missing env var for a selected key raises ValueError."""
+        monkeypatch.delenv("MT5_MISSING", raising=False)
+        data: dict[str, object] = {"mt5_login": "${MT5_MISSING}"}
+        with pytest.raises(ValueError, match="'MT5_MISSING' is not set"):
+            substitute_mapping_values(data, keys={"mt5_login"})
+
+    def test_non_string_values_preserved(self) -> None:
+        """Test non-string values under selected or non-selected keys are preserved."""
+        data: dict[str, object] = {
+            "mt5_login": 12345,
+            "timeout": 5000,
+            "enabled": True,
+            "ratio": 1.5,
+            "nothing": None,
+        }
+        result = substitute_mapping_values(
+            data, keys={"mt5_login", "timeout", "enabled", "ratio", "nothing"}
+        )
+        assert result == data
+
+    def test_caller_supplied_key_set_substitutes_correctly(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test helper works with any caller-supplied key set."""
+        monkeypatch.setenv("APP_LOGIN", "77777")
+        monkeypatch.setenv("APP_PASSWORD", "p4ss")
+        data: dict[str, object] = {
+            "app_login": "${APP_LOGIN}",
+            "app_password": "${APP_PASSWORD}",
+            "unrelated": "${APP_LOGIN}",
+        }
+        credential_keys = {"app_login", "app_password"}
+        result = substitute_mapping_values(data, keys=credential_keys)
+        assert result == {
+            "app_login": "77777",
+            "app_password": "p4ss",
+            "unrelated": "${APP_LOGIN}",
+        }
+
+    def test_scalar_data_returned_unchanged(self) -> None:
+        """Test a scalar (non-dict, non-list) value is returned as-is."""
+        assert substitute_mapping_values("hello", keys={"x"}) == "hello"
+        assert substitute_mapping_values(42, keys={"x"}) == 42
+        assert substitute_mapping_values(None, keys={"x"}) is None
+
+    def test_tuple_container_not_traversed(
+        self,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test tuple containers are returned as-is without traversal."""
+        monkeypatch.setenv("MT5_LOGIN", "42")
+        data: dict[str, object] = {"accounts": ({"mt5_login": "${MT5_LOGIN}"},)}
+        result = substitute_mapping_values(data, keys={"mt5_login"})
+        # tuple is returned as-is; inner dict is NOT visited
+        assert result == {"accounts": ({"mt5_login": "${MT5_LOGIN}"},)}

tests/test_utils.py

@@ -4,6 +4,7 @@ from __future__ import annotations
 
 import json
 import sqlite3
+import sys
 from datetime import UTC, datetime
 from typing import TYPE_CHECKING
 
@@ -111,6 +112,17 @@ class TestExportDataframe:
         result = pd.read_parquet(output)
         pd.testing.assert_frame_equal(result, sample_df)
 
+    def test_export_parquet_without_pyarrow(
+        self,
+        tmp_path: Path,
+        sample_df: pd.DataFrame,
+        monkeypatch: pytest.MonkeyPatch,
+    ) -> None:
+        """Test that a clear error is raised when pyarrow is not installed."""
+        monkeypatch.setitem(sys.modules, "pyarrow", None)
+        with pytest.raises(ImportError, match="mt5cli\\[parquet\\]"):
+            export_dataframe(sample_df, tmp_path / "out.parquet", "parquet")
+
     def test_export_sqlite3(self, tmp_path: Path, sample_df: pd.DataFrame) -> None:
         """Test SQLite3 export."""
         output = tmp_path / "out.db"

uv.lock

@@ -487,21 +487,26 @@ wheels = [
 
 [[package]]
 name = "mt5cli"
-version = "0.9.2"
+version = "0.9.7"
 source = { editable = "." }
 dependencies = [
     { name = "click" },
     { name = "pdmt5" },
-    { name = "pyarrow" },
     { name = "typer" },
 ]
 
+[package.optional-dependencies]
+parquet = [
+    { name = "pyarrow" },
+]
+
 [package.dev-dependencies]
 dev = [
     { name = "mkdocs" },
     { name = "mkdocs-material" },
     { name = "mkdocstrings", extra = ["python"] },
     { name = "pandas-stubs" },
+    { name = "pyarrow" },
     { name = "pymdown-extensions" },
     { name = "pyright" },
     { name = "pytest" },
@@ -514,9 +519,10 @@ dev = [
 requires-dist = [
     { name = "click", specifier = ">=8.1.0" },
     { name = "pdmt5", specifier = ">=0.3.0" },
-    { name = "pyarrow", specifier = ">=19.0.0" },
+    { name = "pyarrow", marker = "extra == 'parquet'", specifier = ">=19.0.0" },
     { name = "typer", specifier = ">=0.15.0" },
 ]
+provides-extras = ["parquet"]
 
 [package.metadata.requires-dev]
 dev = [
@@ -524,6 +530,7 @@ dev = [
     { name = "mkdocs-material", specifier = ">=9.7.6" },
     { name = "mkdocstrings", extras = ["python"], specifier = ">=1.0.4" },
     { name = "pandas-stubs", specifier = ">=2.2.3.250527" },
+    { name = "pyarrow", specifier = ">=19.0.0" },
     { name = "pymdown-extensions", specifier = ">=10.21.2" },
     { name = "pyright", specifier = ">=1.1.407" },
     { name = "pytest", specifier = ">=9.0.3" },