Compare commits
3 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
 Daichi Narushima
|
4bc36d09d2 | ||
|
dceoy
|
3a126ced30 | ||
|
Daichi Narushima
|
80c3f3f65e |
@@ -157,34 +157,34 @@ python -m mt5cli -o account.csv account-info
|
||||
|
||||
## Commands
|
||||
|
||||
| Command | Description |
|
||||
| ---------------------- | ------------------------------------------------------------------------------------------------------------ |
|
||||
| `rates-from` | Export rates from a start date |
|
||||
| `rates-from-pos` | Export rates from a start position |
|
||||
| `latest-rates` | Export latest rates from a start position |
|
||||
| `rates-range` | Export rates for a date range |
|
||||
| `ticks-from` | Export ticks from a start date |
|
||||
| `ticks-range` | Export ticks for a date range |
|
||||
| `ticks-recent` | Export ticks from a recent trailing window |
|
||||
| `account-info` | Export account information |
|
||||
| `terminal-info` | Export terminal information |
|
||||
| `version` | Export MetaTrader 5 version information |
|
||||
| `last-error` | Export the last error information |
|
||||
| `symbols` | Export symbol list |
|
||||
| `symbol-info` | Export symbol details |
|
||||
| `symbol-info-tick` | Export the last tick for a symbol |
|
||||
| `minimum-margins` | Export minimum-volume buy and sell margin requirements |
|
||||
| `market-book` | Export market depth (order book) |
|
||||
| `orders` | Export active orders |
|
||||
| `positions` | Export open positions |
|
||||
| `history-orders` | Export historical orders |
|
||||
| `history-deals` | Export historical deals |
|
||||
| `recent-history-deals` | Export historical deals from a recent trailing window |
|
||||
| `mt5-summary` | Export terminal/account status summary |
|
||||
| `order-check` | Check funds sufficiency for a trade request |
|
||||
| `order-send` | Send a 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 |
|
||||
| Command | Description |
|
||||
| ---------------------- | ------------------------------------------------------------------------------------------------------------------------------------------- |
|
||||
| `rates-from` | Export rates from a start date |
|
||||
| `rates-from-pos` | Export rates from a start position |
|
||||
| `latest-rates` | Export latest rates from a start position |
|
||||
| `rates-range` | Export rates for a date range |
|
||||
| `ticks-from` | Export ticks from a start date |
|
||||
| `ticks-range` | Export ticks for a date range |
|
||||
| `ticks-recent` | Export ticks from a recent trailing window |
|
||||
| `account-info` | Export account information |
|
||||
| `terminal-info` | Export terminal information |
|
||||
| `version` | Export MetaTrader 5 version information |
|
||||
| `last-error` | Export the last error information |
|
||||
| `symbols` | Export symbol list |
|
||||
| `symbol-info` | Export symbol details |
|
||||
| `symbol-info-tick` | Export the last tick for a symbol |
|
||||
| `minimum-margins` | Export minimum-volume buy and sell margin requirements |
|
||||
| `market-book` | Export market depth (order book) |
|
||||
| `orders` | Export active orders |
|
||||
| `positions` | Export open positions |
|
||||
| `history-orders` | Export historical orders |
|
||||
| `history-deals` | Export historical deals |
|
||||
| `recent-history-deals` | Export historical deals from a recent trailing window |
|
||||
| `mt5-summary` | Export terminal/account status summary |
|
||||
| `order-check` | Check funds sufficiency for a trade request |
|
||||
| `order-send` | Send a 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` | Collect rates, history-orders, and history-deals for one or more symbols into a single SQLite database (ticks opt-in via `--dataset ticks`) |
|
||||
|
||||
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
|
||||
@@ -192,7 +192,7 @@ requests automatically. At least one `--symbol` or `--ticket` must be provided.
|
||||
|
||||
### `collect-history`
|
||||
|
||||
Collect several historical datasets per symbol into one SQLite database in a single MT5 session. Pick datasets with repeatable `--dataset` (default: all four), choose conflict behavior with `--if-exists append|replace|fail` (default: `fail`), and optionally derive `cash_events` / `positions_reconstructed` views from `history_deals` via `--with-views`.
|
||||
Collect several historical datasets per symbol into one SQLite database in a single MT5 session. Pick datasets with repeatable `--dataset` (default: `rates`, `history-orders`, `history-deals`; add `--dataset ticks` when tick-level history is required — tick data can grow the SQLite database quickly), choose conflict behavior with `--if-exists append|replace|fail` (default: `fail`), and optionally derive `cash_events` / `positions_reconstructed` views from `history_deals` via `--with-views`.
|
||||
|
||||
```bash
|
||||
mt5cli -o history.db collect-history \
|
||||
|
||||
+22
-22
@@ -149,15 +149,15 @@ mt5cli --login 12345 --password mypass --server MyBroker-Demo \
|
||||
|
||||
### Trading State
|
||||
|
||||
| Command | Description |
|
||||
| ---------------------- | --------------------------------------------------------------------- |
|
||||
| `orders` | Export active orders |
|
||||
| `positions` | Export open positions |
|
||||
| `history-orders` | Export historical orders |
|
||||
| `history-deals` | Export historical deals |
|
||||
| `recent-history-deals` | Export historical deals from a trailing window |
|
||||
| `mt5-summary` | Export terminal/account status summary |
|
||||
| `order-check` | Check funds sufficiency for a trade request (read-only, no `--yes`) |
|
||||
| Command | Description |
|
||||
| ---------------------- | ------------------------------------------------------------------- |
|
||||
| `orders` | Export active orders |
|
||||
| `positions` | Export open positions |
|
||||
| `history-orders` | Export historical orders |
|
||||
| `history-deals` | Export historical deals |
|
||||
| `recent-history-deals` | Export historical deals from a trailing window |
|
||||
| `mt5-summary` | Export terminal/account status summary |
|
||||
| `order-check` | Check funds sufficiency for a trade request (read-only, no `--yes`) |
|
||||
|
||||
### Execution (live / mutating)
|
||||
|
||||
@@ -176,9 +176,9 @@ applications should prefer dedicated closing helpers or their own risk controls.
|
||||
|
||||
### Bulk Collection
|
||||
|
||||
| Command | Description |
|
||||
| ----------------- | -------------------------------------------------------------------------------------------------------------------------------------------------- |
|
||||
| `collect-history` | Collect rates, ticks, history-orders, and history-deals for one or more symbols into a single SQLite database (optional cash-event/position views) |
|
||||
| Command | Description |
|
||||
| ----------------- | -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
|
||||
| `collect-history` | Collect rates, history-orders, and history-deals (ticks opt-in via `--dataset ticks`) for one or more symbols into a single SQLite database (optional cash-event/position views) |
|
||||
|
||||
```bash
|
||||
mt5cli -o history.db collect-history \
|
||||
@@ -190,16 +190,16 @@ mt5cli -o history.db collect-history \
|
||||
|
||||
`collect-history` options:
|
||||
|
||||
| Option | Default | Description |
|
||||
| -------------- | ---------- | --------------------------------------------------------------------------------------------- |
|
||||
| `--symbol/-s` | _required_ | Symbol to collect (repeat for multiple). |
|
||||
| `--date-from` | _required_ | Start date in ISO 8601. |
|
||||
| `--date-to` | _required_ | End date in ISO 8601. |
|
||||
| `--dataset` | all four | Repeatable: `rates`, `ticks`, `history-orders`, `history-deals`. |
|
||||
| `--timeframe` | `M1` | Rates timeframe; recorded in a `timeframe` column on the `rates` table. |
|
||||
| `--flags` | `ALL` | Tick copy flags forwarded to `copy_ticks_range`. |
|
||||
| `--if-exists` | `fail` | `append`, `replace`, or `fail` when a target table already exists. |
|
||||
| `--with-views` | off | Add `cash_events` and `positions_reconstructed` views (requires the `history-deals` dataset). |
|
||||
| Option | Default | Description |
|
||||
| -------------- | ------------------------------------ | -------------------------------------------------------------------------------------------------------------------------- |
|
||||
| `--symbol/-s` | _required_ | Symbol to collect (repeat for multiple). |
|
||||
| `--date-from` | _required_ | Start date in ISO 8601. |
|
||||
| `--date-to` | _required_ | End date in ISO 8601. |
|
||||
| `--dataset` | rates, history-orders, history-deals | Repeatable: `rates`, `ticks`, `history-orders`, `history-deals`. Ticks are opt-in: pass `--dataset ticks` to include them. |
|
||||
| `--timeframe` | `M1` | Rates timeframe; recorded in a `timeframe` column on the `rates` table. |
|
||||
| `--flags` | `ALL` | Tick copy flags forwarded to `copy_ticks_range`. |
|
||||
| `--if-exists` | `fail` | `append`, `replace`, or `fail` when a target table already exists. |
|
||||
| `--with-views` | off | Add `cash_events` and `positions_reconstructed` views (requires the `history-deals` dataset). |
|
||||
|
||||
History orders and deals are fetched per symbol and concatenated, so the symbol filter is applied consistently across all datasets. The `cash_events` view is derived from symbol-filtered `history_deals`, so account-level cash events with empty or non-matching symbols may be excluded. The `positions_reconstructed` view excludes positions with no closing deal, uses volume-weighted open/close prices, and reports reversal deals (`DEAL_ENTRY_INOUT`) via `volume_reversal` / `reversal_count`.
|
||||
|
||||
|
||||
+9
-6
@@ -727,7 +727,8 @@ def collect_history(
|
||||
"--dataset",
|
||||
help=(
|
||||
"Dataset to include (repeat for multiple)."
|
||||
" Defaults to all: rates, ticks, history-orders, history-deals."
|
||||
" Defaults to rates, history-orders, history-deals."
|
||||
" Ticks are opt-in: pass --dataset ticks to include them."
|
||||
),
|
||||
),
|
||||
] = None,
|
||||
@@ -765,10 +766,12 @@ def collect_history(
|
||||
) -> None:
|
||||
"""Collect historical datasets into a single SQLite database.
|
||||
|
||||
Tables written depend on ``--dataset``: ``rates``, ``ticks``,
|
||||
``history_orders``, ``history_deals``. History datasets are fetched per
|
||||
symbol and concatenated. Rates rows carry the requested ``timeframe`` so
|
||||
appended runs at different timeframes remain distinguishable.
|
||||
Tables written depend on ``--dataset``: ``rates``, ``history_orders``,
|
||||
``history_deals`` by default. ``ticks`` are opt-in: pass
|
||||
``--dataset ticks`` to include them (tick data grows the database quickly).
|
||||
History datasets are fetched per symbol and concatenated. Rates rows carry
|
||||
the requested ``timeframe`` so appended runs at different timeframes remain
|
||||
distinguishable.
|
||||
|
||||
With ``--with-views`` (requires the ``history-deals`` dataset), optional
|
||||
views ``cash_events`` and ``positions_reconstructed`` are derived from
|
||||
@@ -784,7 +787,7 @@ def collect_history(
|
||||
" Use a .db/.sqlite/.sqlite3 extension or --format sqlite3."
|
||||
)
|
||||
raise typer.BadParameter(msg)
|
||||
datasets = set(dataset) if dataset else set(Dataset)
|
||||
datasets = set(dataset) if dataset is not None else None
|
||||
sdk.collect_history(
|
||||
output=export_ctx.output,
|
||||
symbols=symbol,
|
||||
|
||||
+9
-3
@@ -30,6 +30,11 @@ if TYPE_CHECKING:
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
DEFAULT_HISTORY_TIMEFRAMES: tuple[str, ...] = TIMEFRAME_NAMES
|
||||
DEFAULT_HISTORY_DATASETS: frozenset[Dataset] = frozenset({
|
||||
Dataset.rates,
|
||||
Dataset.history_orders,
|
||||
Dataset.history_deals,
|
||||
})
|
||||
|
||||
_HISTORY_DEDUP_KEYS: dict[Dataset, tuple[tuple[str, ...], ...]] = {
|
||||
Dataset.rates: DEDUP_KEYS[DataKind.rates],
|
||||
@@ -62,11 +67,12 @@ def resolve_history_datasets(datasets: set[Dataset] | None) -> set[Dataset]:
|
||||
"""Resolve configured history datasets.
|
||||
|
||||
Returns:
|
||||
All supported datasets when ``datasets`` is None, otherwise the
|
||||
configured selection (which may be empty).
|
||||
``DEFAULT_HISTORY_DATASETS`` (rates, history-orders, history-deals)
|
||||
when ``datasets`` is None, otherwise the configured selection (which
|
||||
may be empty or explicitly include ``Dataset.ticks``).
|
||||
"""
|
||||
if datasets is None:
|
||||
return set(Dataset)
|
||||
return set(DEFAULT_HISTORY_DATASETS)
|
||||
return set(datasets)
|
||||
|
||||
|
||||
|
||||
+7
-4
@@ -981,7 +981,8 @@ def update_history( # noqa: PLR0913
|
||||
client: Connected MT5 data client.
|
||||
output: SQLite database path.
|
||||
symbols: Symbols to update.
|
||||
datasets: Datasets to include (defaults to all).
|
||||
datasets: Datasets to include (defaults to rates, history-orders,
|
||||
history-deals; pass ``{Dataset.ticks}`` to opt in to ticks).
|
||||
timeframes: Rate timeframes to update (defaults to all fixed MT5
|
||||
timeframes when None).
|
||||
flags: Tick copy flags as integer or name (e.g. ``ALL``).
|
||||
@@ -1110,7 +1111,8 @@ class ThrottledHistoryUpdater:
|
||||
|
||||
Args:
|
||||
output: SQLite database path.
|
||||
datasets: Datasets to include (defaults to all).
|
||||
datasets: Datasets to include (defaults to rates, history-orders,
|
||||
history-deals; pass ``{Dataset.ticks}`` to opt in to ticks).
|
||||
timeframes: Rate timeframes to update (defaults to all fixed MT5
|
||||
timeframes).
|
||||
flags: Tick copy flags as integer or name (e.g. ``ALL``).
|
||||
@@ -1242,7 +1244,8 @@ def collect_history(
|
||||
symbols: Symbols to collect.
|
||||
date_from: Start date.
|
||||
date_to: End date.
|
||||
datasets: Datasets to include (defaults to all).
|
||||
datasets: Datasets to include (defaults to rates, history-orders,
|
||||
history-deals; pass ``{Dataset.ticks}`` to opt in to ticks).
|
||||
timeframe: Rates timeframe as integer or name (e.g. ``M1``).
|
||||
flags: Tick copy flags as integer or name (e.g. ``ALL``).
|
||||
if_exists: Behavior when a target table already exists.
|
||||
@@ -1251,7 +1254,7 @@ def collect_history(
|
||||
"""
|
||||
start = _require_datetime(date_from)
|
||||
end = _require_datetime(date_to)
|
||||
selected = datasets if datasets is not None else set(Dataset)
|
||||
selected = resolve_history_datasets(datasets)
|
||||
tf = _coerce_timeframe(timeframe)
|
||||
tick_flags = _coerce_tick_flags(flags)
|
||||
mt5_config = config or build_config()
|
||||
|
||||
+10
-2
@@ -15,6 +15,7 @@ from .exceptions import Mt5OperationError
|
||||
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
|
||||
@@ -1624,11 +1625,18 @@ def fetch_latest_closed_rates_for_trading_client(
|
||||
if count <= 0:
|
||||
msg = "count must be positive."
|
||||
raise ValueError(msg)
|
||||
timeframe = parse_timeframe(granularity)
|
||||
fetch_method = getattr(client, "fetch_latest_rates_as_df", None)
|
||||
if not callable(fetch_method):
|
||||
copy_method = getattr(client, "copy_rates_from_pos_as_df", None)
|
||||
if callable(fetch_method):
|
||||
fetched = fetch_method(symbol, granularity, count + 1)
|
||||
elif callable(copy_method):
|
||||
fetched = copy_method(
|
||||
symbol=symbol, timeframe=timeframe, start_pos=0, count=count + 1
|
||||
)
|
||||
else:
|
||||
msg = "MT5 trading client cannot fetch rate data."
|
||||
raise Mt5OperationError(msg)
|
||||
fetched = fetch_method(symbol, granularity, count + 1)
|
||||
if not isinstance(fetched, pd.DataFrame):
|
||||
msg = (
|
||||
f"Malformed rate data for {symbol!r} at granularity {granularity!r}: "
|
||||
|
||||
+1
-1
@@ -1,6 +1,6 @@
|
||||
[project]
|
||||
name = "mt5cli"
|
||||
version = "1.0.1"
|
||||
version = "1.0.3"
|
||||
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"}]
|
||||
|
||||
+43
-6
@@ -1298,12 +1298,12 @@ class TestCollectHistory:
|
||||
"""Create a mocked Mt5DataClient with history-style DataFrames."""
|
||||
return _build_history_client(mocker)
|
||||
|
||||
def test_collect_history_writes_all_tables(
|
||||
def test_collect_history_writes_default_tables(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
history_client: MagicMock,
|
||||
) -> None:
|
||||
"""Test that collect-history writes rates, ticks, and history tables."""
|
||||
"""Test that collect-history default excludes ticks."""
|
||||
output = tmp_path / "history.db"
|
||||
result = runner.invoke(
|
||||
app,
|
||||
@@ -1323,8 +1323,42 @@ class TestCollectHistory:
|
||||
)
|
||||
assert result.exit_code == 0, result.output
|
||||
assert history_client.copy_rates_range_as_df.call_count == 2
|
||||
assert history_client.copy_ticks_range_as_df.call_count == 2
|
||||
history_client.copy_ticks_range_as_df.assert_any_call(
|
||||
assert history_client.copy_ticks_range_as_df.call_count == 0
|
||||
with sqlite3.connect(output) as conn:
|
||||
tables = {
|
||||
row[0]
|
||||
for row in conn.execute(
|
||||
"SELECT name FROM sqlite_master WHERE type='table'",
|
||||
).fetchall()
|
||||
}
|
||||
assert {"rates", "history_orders", "history_deals"} <= tables
|
||||
assert "ticks" not in tables
|
||||
|
||||
def test_collect_history_explicit_ticks_dataset(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
history_client: MagicMock,
|
||||
) -> None:
|
||||
"""Test that --dataset ticks writes the ticks table with the correct flags."""
|
||||
output = tmp_path / "history.db"
|
||||
result = runner.invoke(
|
||||
app,
|
||||
[
|
||||
"-o",
|
||||
str(output),
|
||||
"collect-history",
|
||||
"--symbol",
|
||||
"EURUSD",
|
||||
"--date-from",
|
||||
"2024-01-01",
|
||||
"--date-to",
|
||||
"2024-02-01",
|
||||
"--dataset",
|
||||
"ticks",
|
||||
],
|
||||
)
|
||||
assert result.exit_code == 0, result.output
|
||||
history_client.copy_ticks_range_as_df.assert_called_once_with(
|
||||
symbol="EURUSD",
|
||||
date_from=datetime(2024, 1, 1, tzinfo=UTC),
|
||||
date_to=datetime(2024, 2, 1, tzinfo=UTC),
|
||||
@@ -1337,7 +1371,8 @@ class TestCollectHistory:
|
||||
"SELECT name FROM sqlite_master WHERE type='table'",
|
||||
).fetchall()
|
||||
}
|
||||
assert {"rates", "ticks", "history_orders", "history_deals"} <= tables
|
||||
assert "ticks" in tables
|
||||
assert "rates" not in tables
|
||||
|
||||
def test_collect_history_history_fetched_per_symbol(
|
||||
self,
|
||||
@@ -1520,7 +1555,7 @@ class TestCollectHistory:
|
||||
tmp_path: Path,
|
||||
history_client: MagicMock,
|
||||
) -> None:
|
||||
"""Test that --flags defaults to ALL for ticks."""
|
||||
"""Test that --flags defaults to ALL when --dataset ticks is explicit."""
|
||||
output = tmp_path / "history.db"
|
||||
result = runner.invoke(
|
||||
app,
|
||||
@@ -1534,6 +1569,8 @@ class TestCollectHistory:
|
||||
"2024-01-01",
|
||||
"--date-to",
|
||||
"2024-02-01",
|
||||
"--dataset",
|
||||
"ticks",
|
||||
],
|
||||
)
|
||||
assert result.exit_code == 0, result.output
|
||||
|
||||
+16
-2
@@ -19,6 +19,7 @@ from pdmt5 import TIMEFRAME_MAP
|
||||
|
||||
from mt5cli import history
|
||||
from mt5cli.history import (
|
||||
DEFAULT_HISTORY_DATASETS,
|
||||
DEFAULT_HISTORY_TIMEFRAMES,
|
||||
DedupScope,
|
||||
RateTarget,
|
||||
@@ -547,10 +548,23 @@ class TestResolveHistorySettings:
|
||||
"""Tests for history dataset and timeframe resolution."""
|
||||
|
||||
def test_resolve_history_datasets_defaults_and_empty(self) -> None:
|
||||
"""Test dataset resolution distinguishes None from empty selection."""
|
||||
assert resolve_history_datasets(None) == set(Dataset)
|
||||
"""Test dataset resolution excludes ticks by default."""
|
||||
resolved = resolve_history_datasets(None)
|
||||
assert resolved == set(DEFAULT_HISTORY_DATASETS)
|
||||
assert Dataset.ticks not in resolved
|
||||
assert {
|
||||
Dataset.rates,
|
||||
Dataset.history_orders,
|
||||
Dataset.history_deals,
|
||||
} == resolved
|
||||
assert resolve_history_datasets(set()) == set()
|
||||
|
||||
def test_resolve_history_datasets_explicit_ticks(self) -> None:
|
||||
"""Test that explicit ticks selection is honored."""
|
||||
assert resolve_history_datasets({Dataset.ticks}) == {Dataset.ticks}
|
||||
all_ds = resolve_history_datasets(set(Dataset))
|
||||
assert Dataset.ticks in all_ds
|
||||
|
||||
def test_resolve_history_timeframes_defaults(self) -> None:
|
||||
"""Test default timeframes include all fixed MT5 values."""
|
||||
resolved = resolve_history_timeframes(None)
|
||||
|
||||
+65
-4
@@ -618,12 +618,12 @@ class TestCollectHistory:
|
||||
"""Create a mocked Mt5DataClient with history-style DataFrames."""
|
||||
return _build_history_client(mocker)
|
||||
|
||||
def test_collect_history_writes_all_tables(
|
||||
def test_collect_history_writes_default_tables(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
history_client: MagicMock,
|
||||
) -> None:
|
||||
"""Test that collect_history writes rates, ticks, and history tables."""
|
||||
"""Test that collect_history default excludes ticks."""
|
||||
output = tmp_path / "history.db"
|
||||
collect_history(
|
||||
output,
|
||||
@@ -632,7 +632,7 @@ class TestCollectHistory:
|
||||
"2024-02-01",
|
||||
)
|
||||
assert history_client.copy_rates_range_as_df.call_count == 2
|
||||
assert history_client.copy_ticks_range_as_df.call_count == 2
|
||||
assert history_client.copy_ticks_range_as_df.call_count == 0
|
||||
with sqlite3.connect(output) as conn:
|
||||
tables = {
|
||||
row[0]
|
||||
@@ -640,7 +640,34 @@ class TestCollectHistory:
|
||||
"SELECT name FROM sqlite_master WHERE type='table'",
|
||||
).fetchall()
|
||||
}
|
||||
assert {"rates", "ticks", "history_orders", "history_deals"} <= tables
|
||||
assert {"rates", "history_orders", "history_deals"} <= tables
|
||||
assert "ticks" not in tables
|
||||
|
||||
def test_collect_history_explicit_ticks_dataset(
|
||||
self,
|
||||
tmp_path: Path,
|
||||
history_client: MagicMock,
|
||||
) -> None:
|
||||
"""Test that explicit datasets={Dataset.ticks} writes the ticks table."""
|
||||
output = tmp_path / "history.db"
|
||||
collect_history(
|
||||
output,
|
||||
["EURUSD", "GBPUSD"],
|
||||
"2024-01-01",
|
||||
"2024-02-01",
|
||||
datasets={Dataset.ticks},
|
||||
)
|
||||
assert history_client.copy_ticks_range_as_df.call_count == 2
|
||||
assert history_client.copy_rates_range_as_df.call_count == 0
|
||||
with sqlite3.connect(output) as conn:
|
||||
tables = {
|
||||
row[0]
|
||||
for row in conn.execute(
|
||||
"SELECT name FROM sqlite_master WHERE type='table'",
|
||||
).fetchall()
|
||||
}
|
||||
assert "ticks" in tables
|
||||
assert "rates" not in tables
|
||||
|
||||
def test_collect_history_with_views(
|
||||
self,
|
||||
@@ -1066,6 +1093,40 @@ class TestUpdateHistory:
|
||||
after = datetime.now(UTC)
|
||||
assert before <= captured["end"] <= after
|
||||
|
||||
def test_update_history_default_datasets_exclude_ticks(
|
||||
self,
|
||||
connected_client: MagicMock,
|
||||
mocker: MockerFixture,
|
||||
tmp_path: Path,
|
||||
) -> None:
|
||||
"""Test update_history with datasets=None does not collect ticks."""
|
||||
datasets_written: list[set[Dataset]] = []
|
||||
|
||||
def capture(
|
||||
*args: object,
|
||||
**_kwargs: object,
|
||||
) -> tuple[set[Dataset], dict[Dataset, set[str]]]:
|
||||
datasets_written.append(args[3]) # type: ignore[arg-type]
|
||||
return set(), {}
|
||||
|
||||
mocker.patch("mt5cli.sdk.write_incremental_datasets", side_effect=capture)
|
||||
update_history(
|
||||
client=connected_client,
|
||||
output=tmp_path / "default-datasets.db",
|
||||
symbols=["EURUSD"],
|
||||
datasets=None,
|
||||
timeframes=["M1"],
|
||||
lookback_hours=1,
|
||||
date_to=datetime(2024, 1, 1, tzinfo=UTC),
|
||||
)
|
||||
assert len(datasets_written) == 1
|
||||
assert Dataset.ticks not in datasets_written[0]
|
||||
assert {
|
||||
Dataset.rates,
|
||||
Dataset.history_orders,
|
||||
Dataset.history_deals,
|
||||
} == datasets_written[0]
|
||||
|
||||
|
||||
class TestRecentTicks:
|
||||
"""Tests for recent_ticks helper."""
|
||||
|
||||
@@ -3198,6 +3198,71 @@ class TestFetchLatestClosedRatesForTradingClient:
|
||||
count=2,
|
||||
)
|
||||
|
||||
def test_copy_rates_from_pos_fallback_drops_forming_bar(self) -> None:
|
||||
"""Regression: client with only copy_rates_from_pos_as_df works end-to-end."""
|
||||
client = MagicMock(spec=["copy_rates_from_pos_as_df"])
|
||||
client.copy_rates_from_pos_as_df.return_value = pd.DataFrame(
|
||||
{
|
||||
"time": [1700000000, 1700000060, 1700000120],
|
||||
"close": [1.0, 1.1, 1.2],
|
||||
},
|
||||
)
|
||||
|
||||
result = fetch_latest_closed_rates_for_trading_client(
|
||||
client,
|
||||
symbol="EURUSD",
|
||||
granularity="M1",
|
||||
count=2,
|
||||
)
|
||||
|
||||
client.copy_rates_from_pos_as_df.assert_called_once_with(
|
||||
symbol="EURUSD", timeframe=1, start_pos=0, count=3
|
||||
)
|
||||
assert list(result["close"]) == [1.0, 1.1]
|
||||
assert list(result["time"]) == [1700000000, 1700000060]
|
||||
|
||||
def test_copy_rates_from_pos_fallback_resolves_granularity(self) -> None:
|
||||
"""Fallback path resolves granularity string to integer timeframe."""
|
||||
client = MagicMock(spec=["copy_rates_from_pos_as_df"])
|
||||
client.copy_rates_from_pos_as_df.return_value = pd.DataFrame(
|
||||
{"time": [1, 2, 3, 4], "close": [1.0, 1.1, 1.2, 1.3]},
|
||||
)
|
||||
|
||||
fetch_latest_closed_rates_for_trading_client(
|
||||
client, symbol="USDJPY", granularity="H1", count=3
|
||||
)
|
||||
|
||||
call_kwargs = client.copy_rates_from_pos_as_df.call_args.kwargs
|
||||
assert call_kwargs["symbol"] == "USDJPY"
|
||||
assert call_kwargs["timeframe"] == 16385
|
||||
assert call_kwargs["start_pos"] == 0
|
||||
assert call_kwargs["count"] == 4
|
||||
|
||||
def test_copy_rates_from_pos_fallback_returns_count_closed_rows(self) -> None:
|
||||
"""Fallback path trims to exactly count closed rows after forming-bar drop."""
|
||||
client = MagicMock(spec=["copy_rates_from_pos_as_df"])
|
||||
client.copy_rates_from_pos_as_df.return_value = pd.DataFrame(
|
||||
{"time": list(range(6)), "close": [float(i) for i in range(6)]},
|
||||
)
|
||||
|
||||
result = fetch_latest_closed_rates_for_trading_client(
|
||||
client, symbol="EURUSD", granularity="M1", count=4
|
||||
)
|
||||
|
||||
assert len(result) == 4
|
||||
assert list(result["close"]) == [1.0, 2.0, 3.0, 4.0]
|
||||
|
||||
def test_copy_rates_from_pos_fallback_raises_on_invalid_granularity(self) -> None:
|
||||
"""Invalid granularity raises ValueError before calling the fallback method."""
|
||||
client = MagicMock(spec=["copy_rates_from_pos_as_df"])
|
||||
|
||||
with pytest.raises(ValueError, match="Invalid timeframe"):
|
||||
fetch_latest_closed_rates_for_trading_client(
|
||||
client, symbol="EURUSD", granularity="BADGRAN", count=1
|
||||
)
|
||||
|
||||
client.copy_rates_from_pos_as_df.assert_not_called()
|
||||
|
||||
def test_raises_when_trading_client_cannot_fetch_rates(self) -> None:
|
||||
"""Test missing rate-fetch methods raise Mt5TradingError."""
|
||||
client = MagicMock(spec=[])
|
||||
@@ -3528,6 +3593,29 @@ class TestFetchLatestClosedRatesIndexed:
|
||||
assert "close" in result.columns
|
||||
assert isinstance(result.index, pd.DatetimeIndex)
|
||||
|
||||
def test_copy_rates_from_pos_fallback_produces_utc_datetime_index(self) -> None:
|
||||
"""Fallback path via copy_rates_from_pos_as_df produces a UTC DatetimeIndex."""
|
||||
client = MagicMock(spec=["copy_rates_from_pos_as_df"])
|
||||
client.copy_rates_from_pos_as_df.return_value = pd.DataFrame(
|
||||
{
|
||||
"time": [1700000000, 1700003600, 1700007200],
|
||||
"close": [1.1, 1.2, 1.3],
|
||||
},
|
||||
)
|
||||
|
||||
result = fetch_latest_closed_rates_indexed(
|
||||
client,
|
||||
symbol="EURUSD",
|
||||
granularity="M1",
|
||||
count=2,
|
||||
)
|
||||
|
||||
assert isinstance(result.index, pd.DatetimeIndex)
|
||||
assert result.index.name == "time"
|
||||
assert str(result.index.tz) == "UTC"
|
||||
assert "time" not in result.columns
|
||||
assert list(result["close"]) == [1.1, 1.2]
|
||||
|
||||
|
||||
class TestExtractTickPrice:
|
||||
"""Tests for the public extract_tick_price helper."""
|
||||
|
||||
@@ -358,7 +358,7 @@ name = "metatrader5"
|
||||
version = "5.0.5640"
|
||||
source = { registry = "https://pypi.org/simple" }
|
||||
dependencies = [
|
||||
{ name = "numpy", marker = "sys_platform == 'win32'" },
|
||||
{ name = "numpy" },
|
||||
]
|
||||
wheels = [
|
||||
{ url = "https://files.pythonhosted.org/packages/ef/a0/3b764c6743ef601ff12f7d8d62ca5768eb25e90d3758ac7e1d08e667af85/metatrader5-5.0.5640-cp311-cp311-win_amd64.whl", hash = "sha256:4057255f2d63138a3ea1a5d492715038a71d3177cad793fca97a5c58771b4eb1", size = 48091, upload-time = "2026-02-20T23:31:12.289Z" },
|
||||
@@ -487,7 +487,7 @@ wheels = [
|
||||
|
||||
[[package]]
|
||||
name = "mt5cli"
|
||||
version = "1.0.1"
|
||||
version = "1.0.3"
|
||||
source = { editable = "." }
|
||||
dependencies = [
|
||||
{ name = "click" },
|
||||
|
||||
Reference in New Issue
Block a user