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<h1 id="trading-module">Trading Module<a class="headerlink" href="#trading-module" title="Permanent link">¶</a></h1>
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<div class="doc doc-object doc-module">
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<h2 id="mt5cli.trading" class="doc doc-heading">
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<span class="doc doc-object-name doc-module-name">mt5cli.trading</span>
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<a href="#mt5cli.trading" class="headerlink" title="Permanent link">¶</a></h2>
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<div class="doc doc-contents first">
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<p>Trading-capable MetaTrader 5 session helpers and operational utilities.</p>
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<div class="doc doc-object doc-attribute">
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<h3 id="mt5cli.trading.ExecutionStatus" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">ExecutionStatus</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.ExecutionStatus" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">ExecutionStatus</span> <span class="o">=</span> <span class="n"><span title="typing.Literal">Literal</span></span><span class="p">[</span>
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<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="s2">"executed"</span><span class="p">,</span> <span class="s2">"dry_run"</span><span class="p">,</span> <span class="s2">"skipped"</span><span class="p">,</span> <span class="s2">"failed"</span>
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<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">]</span>
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</code></pre></div>
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<div class="doc doc-contents ">
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<div class="doc doc-object doc-attribute">
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<h3 id="mt5cli.trading.OrderFillingMode" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">OrderFillingMode</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.OrderFillingMode" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">OrderFillingMode</span> <span class="o">=</span> <span class="n"><span title="typing.Literal">Literal</span></span><span class="p">[</span><span class="s1">'IOC'</span><span class="p">,</span> <span class="s1">'FOK'</span><span class="p">,</span> <span class="s1">'RETURN'</span><span class="p">]</span>
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</code></pre></div>
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<div class="doc doc-contents ">
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</div>
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<div class="doc doc-object doc-attribute">
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<h3 id="mt5cli.trading.OrderSide" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">OrderSide</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.OrderSide" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">OrderSide</span> <span class="o">=</span> <span class="n"><span title="typing.Literal">Literal</span></span><span class="p">[</span><span class="s1">'BUY'</span><span class="p">,</span> <span class="s1">'SELL'</span><span class="p">]</span>
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</code></pre></div>
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<div class="doc doc-contents ">
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</div>
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<div class="doc doc-object doc-attribute">
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<h3 id="mt5cli.trading.OrderTimeMode" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">OrderTimeMode</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.OrderTimeMode" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">OrderTimeMode</span> <span class="o">=</span> <span class="n"><span title="typing.Literal">Literal</span></span><span class="p">[</span>
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<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="s2">"GTC"</span><span class="p">,</span> <span class="s2">"DAY"</span><span class="p">,</span> <span class="s2">"SPECIFIED"</span><span class="p">,</span> <span class="s2">"SPECIFIED_DAY"</span>
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<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">]</span>
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</code></pre></div>
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<div class="doc doc-contents ">
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</div>
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</div>
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<div class="doc doc-object doc-attribute">
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<h3 id="mt5cli.trading.POSITION_COLUMNS" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">POSITION_COLUMNS</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.POSITION_COLUMNS" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">POSITION_COLUMNS</span> <span class="o">=</span> <span class="p">(</span>
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<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="s2">"ticket"</span><span class="p">,</span>
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<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="s2">"time"</span><span class="p">,</span>
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<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="s2">"symbol"</span><span class="p">,</span>
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<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="s2">"type"</span><span class="p">,</span>
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<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="s2">"volume"</span><span class="p">,</span>
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<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="s2">"price_open"</span><span class="p">,</span>
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<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="s2">"sl"</span><span class="p">,</span>
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<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="s2">"tp"</span><span class="p">,</span>
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<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a> <span class="s2">"price_current"</span><span class="p">,</span>
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<a id="__codelineno-0-11" name="__codelineno-0-11" href="#__codelineno-0-11"></a> <span class="s2">"profit"</span><span class="p">,</span>
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<a id="__codelineno-0-12" name="__codelineno-0-12" href="#__codelineno-0-12"></a> <span class="s2">"swap"</span><span class="p">,</span>
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<a id="__codelineno-0-13" name="__codelineno-0-13" href="#__codelineno-0-13"></a> <span class="s2">"comment"</span><span class="p">,</span>
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<a id="__codelineno-0-14" name="__codelineno-0-14" href="#__codelineno-0-14"></a><span class="p">)</span>
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</code></pre></div>
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<div class="doc doc-contents ">
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</div>
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</div>
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<div class="doc doc-object doc-attribute">
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<h3 id="mt5cli.trading.PositionSide" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">PositionSide</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.PositionSide" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">PositionSide</span> <span class="o">=</span> <span class="n"><span title="typing.Literal">Literal</span></span><span class="p">[</span><span class="s1">'long'</span><span class="p">,</span> <span class="s1">'short'</span><span class="p">]</span>
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</code></pre></div>
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<div class="doc doc-contents ">
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</div>
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</div>
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<div class="doc doc-object doc-attribute">
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<h3 id="mt5cli.trading.__all__" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">__all__</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.__all__" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">__all__</span> <span class="o">=</span> <span class="p">[</span>
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<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="s2">"POSITION_COLUMNS"</span><span class="p">,</span>
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<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="s2">"ExecutionStatus"</span><span class="p">,</span>
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<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="s2">"MarginVolume"</span><span class="p">,</span>
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<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="s2">"OrderExecutionResult"</span><span class="p">,</span>
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<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="s2">"OrderFillingMode"</span><span class="p">,</span>
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<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="s2">"OrderLimits"</span><span class="p">,</span>
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<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="s2">"OrderSide"</span><span class="p">,</span>
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<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="s2">"OrderTimeMode"</span><span class="p">,</span>
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<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a> <span class="s2">"PositionSide"</span><span class="p">,</span>
|
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<a id="__codelineno-0-11" name="__codelineno-0-11" href="#__codelineno-0-11"></a> <span class="s2">"calculate_margin_and_volume"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-12" name="__codelineno-0-12" href="#__codelineno-0-12"></a> <span class="s2">"calculate_new_position_margin_ratio"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-13" name="__codelineno-0-13" href="#__codelineno-0-13"></a> <span class="s2">"calculate_positions_margin"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-14" name="__codelineno-0-14" href="#__codelineno-0-14"></a> <span class="s2">"calculate_spread_ratio"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-15" name="__codelineno-0-15" href="#__codelineno-0-15"></a> <span class="s2">"calculate_volume_by_margin"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-16" name="__codelineno-0-16" href="#__codelineno-0-16"></a> <span class="s2">"close_open_positions"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-17" name="__codelineno-0-17" href="#__codelineno-0-17"></a> <span class="s2">"create_trading_client"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-18" name="__codelineno-0-18" href="#__codelineno-0-18"></a> <span class="s2">"detect_position_side"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-19" name="__codelineno-0-19" href="#__codelineno-0-19"></a> <span class="s2">"determine_order_limits"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-20" name="__codelineno-0-20" href="#__codelineno-0-20"></a> <span class="s2">"ensure_symbol_selected"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-21" name="__codelineno-0-21" href="#__codelineno-0-21"></a> <span class="s2">"estimate_order_margin"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-22" name="__codelineno-0-22" href="#__codelineno-0-22"></a> <span class="s2">"fetch_latest_closed_rates_for_trading_client"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-23" name="__codelineno-0-23" href="#__codelineno-0-23"></a> <span class="s2">"fetch_latest_closed_rates_indexed"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-24" name="__codelineno-0-24" href="#__codelineno-0-24"></a> <span class="s2">"get_account_snapshot"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-25" name="__codelineno-0-25" href="#__codelineno-0-25"></a> <span class="s2">"get_positions_frame"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-26" name="__codelineno-0-26" href="#__codelineno-0-26"></a> <span class="s2">"get_symbol_snapshot"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-27" name="__codelineno-0-27" href="#__codelineno-0-27"></a> <span class="s2">"get_tick_snapshot"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-28" name="__codelineno-0-28" href="#__codelineno-0-28"></a> <span class="s2">"mt5_trading_session"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-29" name="__codelineno-0-29" href="#__codelineno-0-29"></a> <span class="s2">"normalize_order_volume"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-30" name="__codelineno-0-30" href="#__codelineno-0-30"></a> <span class="s2">"place_market_order"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-31" name="__codelineno-0-31" href="#__codelineno-0-31"></a> <span class="s2">"update_sltp_for_open_positions"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-32" name="__codelineno-0-32" href="#__codelineno-0-32"></a><span class="p">]</span>
|
|
</code></pre></div>
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<div class="doc doc-contents ">
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</div>
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</div>
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<div class="doc doc-object doc-class">
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<h3 id="mt5cli.trading.MarginVolume" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-class-name">MarginVolume</span>
|
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<a href="#mt5cli.trading.MarginVolume" class="headerlink" title="Permanent link">¶</a></h3>
|
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<div class="doc doc-contents ">
|
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<p class="doc doc-class-bases">
|
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Bases: <code><span title="typing.TypedDict">TypedDict</span></code></p>
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<p>Affordable volume bounds derived from account margin and symbol constraints.</p>
|
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<div class="doc doc-children">
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<div class="doc doc-object doc-attribute">
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<h4 id="mt5cli.trading.MarginVolume.available_margin" class="doc doc-heading">
|
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<span class="doc doc-object-name doc-attribute-name">available_margin</span>
|
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<span class="doc doc-labels">
|
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<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
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</span>
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<a href="#mt5cli.trading.MarginVolume.available_margin" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">available_margin</span><span class="p">:</span> <span class="n"><span title="float">float</span></span>
|
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</code></pre></div>
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<div class="doc doc-contents ">
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</div>
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</div>
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<div class="doc doc-object doc-attribute">
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<h4 id="mt5cli.trading.MarginVolume.buy_volume" class="doc doc-heading">
|
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<span class="doc doc-object-name doc-attribute-name">buy_volume</span>
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<span class="doc doc-labels">
|
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<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.MarginVolume.buy_volume" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">buy_volume</span><span class="p">:</span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
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<div class="doc doc-contents ">
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</div>
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</div>
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<div class="doc doc-object doc-attribute">
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<h4 id="mt5cli.trading.MarginVolume.margin_free" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">margin_free</span>
|
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|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.MarginVolume.margin_free" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">margin_free</span><span class="p">:</span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
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<div class="doc doc-contents ">
|
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</div>
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</div>
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<div class="doc doc-object doc-attribute">
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|
|
<h4 id="mt5cli.trading.MarginVolume.sell_volume" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">sell_volume</span>
|
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|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.MarginVolume.sell_volume" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">sell_volume</span><span class="p">:</span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
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|
|
<div class="doc doc-contents ">
|
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</div>
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</div>
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<div class="doc doc-object doc-attribute">
|
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|
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<h4 id="mt5cli.trading.MarginVolume.trade_margin" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">trade_margin</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.MarginVolume.trade_margin" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">trade_margin</span><span class="p">:</span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
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|
|
<div class="doc doc-contents ">
|
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|
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</div>
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|
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</div>
|
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|
|
<div class="doc doc-object doc-attribute">
|
|
|
|
|
|
|
|
<h4 id="mt5cli.trading.MarginVolume.volume_max" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">volume_max</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.MarginVolume.volume_max" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">volume_max</span><span class="p">:</span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-attribute">
|
|
|
|
|
|
|
|
<h4 id="mt5cli.trading.MarginVolume.volume_min" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">volume_min</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.MarginVolume.volume_min" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">volume_min</span><span class="p">:</span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-attribute">
|
|
|
|
|
|
|
|
<h4 id="mt5cli.trading.MarginVolume.volume_step" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">volume_step</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.MarginVolume.volume_step" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">volume_step</span><span class="p">:</span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-class">
|
|
|
|
|
|
|
|
<h3 id="mt5cli.trading.OrderExecutionResult" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-class-name">OrderExecutionResult</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.OrderExecutionResult" class="headerlink" title="Permanent link">¶</a></h3>
|
|
|
|
|
|
<div class="doc doc-contents ">
|
|
<p class="doc doc-class-bases">
|
|
Bases: <code><span title="typing.TypedDict">TypedDict</span></code></p>
|
|
|
|
|
|
|
|
<p>Normalized result from market-order and position-management helpers.</p>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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<div class="doc doc-children">
|
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|
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|
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|
|
<div class="doc doc-object doc-attribute">
|
|
|
|
|
|
|
|
<h4 id="mt5cli.trading.OrderExecutionResult.comment" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">comment</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.OrderExecutionResult.comment" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">comment</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-attribute">
|
|
|
|
|
|
|
|
<h4 id="mt5cli.trading.OrderExecutionResult.dry_run" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">dry_run</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.OrderExecutionResult.dry_run" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">dry_run</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-attribute">
|
|
|
|
|
|
|
|
<h4 id="mt5cli.trading.OrderExecutionResult.order_side" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">order_side</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.OrderExecutionResult.order_side" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">order_side</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="OrderSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.OrderSide)" href="#mt5cli.trading.OrderSide">OrderSide</a></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-attribute">
|
|
|
|
|
|
|
|
<h4 id="mt5cli.trading.OrderExecutionResult.request" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">request</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.OrderExecutionResult.request" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">request</span><span class="p">:</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">,</span> <span class="n"><span title="object">object</span></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-attribute">
|
|
|
|
|
|
|
|
<h4 id="mt5cli.trading.OrderExecutionResult.response" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">response</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.OrderExecutionResult.response" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">response</span><span class="p">:</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">,</span> <span class="n"><span title="object">object</span></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-attribute">
|
|
|
|
|
|
|
|
<h4 id="mt5cli.trading.OrderExecutionResult.retcode" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">retcode</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.OrderExecutionResult.retcode" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">retcode</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="kc">None</span>
|
|
</code></pre></div>
|
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|
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<div class="doc doc-contents ">
|
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</div>
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</div>
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<div class="doc doc-object doc-attribute">
|
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|
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<h4 id="mt5cli.trading.OrderExecutionResult.status" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">status</span>
|
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|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.OrderExecutionResult.status" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">status</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="ExecutionStatus
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.ExecutionStatus)" href="#mt5cli.trading.ExecutionStatus">ExecutionStatus</a></span>
|
|
</code></pre></div>
|
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<div class="doc doc-contents ">
|
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|
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</div>
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</div>
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|
|
|
<div class="doc doc-object doc-attribute">
|
|
|
|
|
|
|
|
<h4 id="mt5cli.trading.OrderExecutionResult.symbol" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">symbol</span>
|
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|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.OrderExecutionResult.symbol" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span>
|
|
</code></pre></div>
|
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|
|
<div class="doc doc-contents ">
|
|
|
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</div>
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</div>
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<div class="doc doc-object doc-attribute">
|
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|
|
<h4 id="mt5cli.trading.OrderExecutionResult.volume" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">volume</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.OrderExecutionResult.volume" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">volume</span><span class="p">:</span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
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|
</div>
|
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|
</div>
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</div>
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</div>
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|
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</div>
|
|
|
|
<div class="doc doc-object doc-class">
|
|
|
|
|
|
|
|
<h3 id="mt5cli.trading.OrderLimits" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-class-name">OrderLimits</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.OrderLimits" class="headerlink" title="Permanent link">¶</a></h3>
|
|
|
|
|
|
<div class="doc doc-contents ">
|
|
<p class="doc doc-class-bases">
|
|
Bases: <code><span title="typing.TypedDict">TypedDict</span></code></p>
|
|
|
|
|
|
|
|
<p>Protective order prices derived from current quotes and ratio parameters.</p>
|
|
|
|
|
|
|
|
|
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|
|
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<div class="doc doc-children">
|
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|
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|
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<div class="doc doc-object doc-attribute">
|
|
|
|
|
|
|
|
<h4 id="mt5cli.trading.OrderLimits.entry" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">entry</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.OrderLimits.entry" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">entry</span><span class="p">:</span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-attribute">
|
|
|
|
|
|
|
|
<h4 id="mt5cli.trading.OrderLimits.stop_loss" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">stop_loss</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.OrderLimits.stop_loss" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">stop_loss</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-attribute">
|
|
|
|
|
|
|
|
<h4 id="mt5cli.trading.OrderLimits.take_profit" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">take_profit</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.OrderLimits.take_profit" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">take_profit</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.calculate_margin_and_volume" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">calculate_margin_and_volume</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.calculate_margin_and_volume" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">calculate_margin_and_volume</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">unit_margin_ratio</span><span class="p">:</span> <span class="n"><span title="float">float</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">preserved_margin_ratio</span><span class="p">:</span> <span class="n"><span title="float">float</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><a class="autorefs autorefs-internal" title="MarginVolume (mt5cli.trading.MarginVolume)" href="#mt5cli.trading.MarginVolume">MarginVolume</a></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Calculate tradable margin and volumes from account free margin.</p>
|
|
<p>Applies <code>preserved_margin_ratio</code> to keep a reserve off <code>margin_free</code>,
|
|
then allocates <code>unit_margin_ratio</code> of the remainder as the margin budget
|
|
for proportional volume sizing on both buy and sell sides. A
|
|
<code>unit_margin_ratio</code> of <code>0</code> requests exactly one minimum valid unit per
|
|
side when the post-reserve margin can afford it.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>client</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Connected <code>Mt5TradingClient</code> instance.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>symbol</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Symbol used for minimum-lot margin and volume calculations.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>unit_margin_ratio</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Fraction of post-reserve margin to allocate per unit.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>preserved_margin_ratio</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Fraction of <code>margin_free</code> to preserve.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="MarginVolume (mt5cli.trading.MarginVolume)" href="#mt5cli.trading.MarginVolume">MarginVolume</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Dictionary with <code>margin_free</code>, <code>available_margin</code>, <code>trade_margin</code>,</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="MarginVolume (mt5cli.trading.MarginVolume)" href="#mt5cli.trading.MarginVolume">MarginVolume</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p><code>buy_volume</code>, and <code>sell_volume</code>. Negative <code>margin_free</code> values are</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="MarginVolume (mt5cli.trading.MarginVolume)" href="#mt5cli.trading.MarginVolume">MarginVolume</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>clamped to <code>0.0</code> before sizing.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-737">737</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-738">738</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-739">739</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-740">740</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-741">741</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-742">742</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-743">743</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-744">744</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-745">745</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-746">746</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-747">747</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-748">748</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-749">749</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-750">750</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-751">751</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-752">752</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-753">753</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-754">754</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-755">755</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-756">756</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-757">757</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-758">758</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-759">759</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-760">760</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-761">761</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-762">762</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-763">763</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-764">764</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-765">765</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-766">766</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-767">767</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-768">768</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-769">769</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-770">770</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-771">771</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-772">772</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-773">773</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-774">774</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-775">775</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-776">776</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-777">777</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-778">778</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-779">779</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-780">780</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-781">781</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-782">782</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-783">783</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-784">784</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-785">785</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-786">786</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-787">787</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-788">788</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-789">789</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-790">790</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-791">791</a></span>
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<span class="normal"><a href="#__codelineno-0-821">821</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-737" name="__codelineno-0-737"></a><span class="k">def</span><span class="w"> </span><span class="nf">calculate_margin_and_volume</span><span class="p">(</span>
|
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<a id="__codelineno-0-738" name="__codelineno-0-738"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-739" name="__codelineno-0-739"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-740" name="__codelineno-0-740"></a> <span class="n">unit_margin_ratio</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
|
<a id="__codelineno-0-741" name="__codelineno-0-741"></a> <span class="n">preserved_margin_ratio</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
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|
<a id="__codelineno-0-742" name="__codelineno-0-742"></a><span class="p">)</span> <span class="o">-></span> <span class="n">MarginVolume</span><span class="p">:</span>
|
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<a id="__codelineno-0-743" name="__codelineno-0-743"></a><span class="w"> </span><span class="sd">"""Calculate tradable margin and volumes from account free margin.</span>
|
|
<a id="__codelineno-0-744" name="__codelineno-0-744"></a>
|
|
<a id="__codelineno-0-745" name="__codelineno-0-745"></a><span class="sd"> Applies ``preserved_margin_ratio`` to keep a reserve off ``margin_free``,</span>
|
|
<a id="__codelineno-0-746" name="__codelineno-0-746"></a><span class="sd"> then allocates ``unit_margin_ratio`` of the remainder as the margin budget</span>
|
|
<a id="__codelineno-0-747" name="__codelineno-0-747"></a><span class="sd"> for proportional volume sizing on both buy and sell sides. A</span>
|
|
<a id="__codelineno-0-748" name="__codelineno-0-748"></a><span class="sd"> ``unit_margin_ratio`` of ``0`` requests exactly one minimum valid unit per</span>
|
|
<a id="__codelineno-0-749" name="__codelineno-0-749"></a><span class="sd"> side when the post-reserve margin can afford it.</span>
|
|
<a id="__codelineno-0-750" name="__codelineno-0-750"></a>
|
|
<a id="__codelineno-0-751" name="__codelineno-0-751"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-752" name="__codelineno-0-752"></a><span class="sd"> client: Connected ``Mt5TradingClient`` instance.</span>
|
|
<a id="__codelineno-0-753" name="__codelineno-0-753"></a><span class="sd"> symbol: Symbol used for minimum-lot margin and volume calculations.</span>
|
|
<a id="__codelineno-0-754" name="__codelineno-0-754"></a><span class="sd"> unit_margin_ratio: Fraction of post-reserve margin to allocate per unit.</span>
|
|
<a id="__codelineno-0-755" name="__codelineno-0-755"></a><span class="sd"> preserved_margin_ratio: Fraction of ``margin_free`` to preserve.</span>
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<a id="__codelineno-0-756" name="__codelineno-0-756"></a>
|
|
<a id="__codelineno-0-757" name="__codelineno-0-757"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-758" name="__codelineno-0-758"></a><span class="sd"> Dictionary with ``margin_free``, ``available_margin``, ``trade_margin``,</span>
|
|
<a id="__codelineno-0-759" name="__codelineno-0-759"></a><span class="sd"> ``buy_volume``, and ``sell_volume``. Negative ``margin_free`` values are</span>
|
|
<a id="__codelineno-0-760" name="__codelineno-0-760"></a><span class="sd"> clamped to ``0.0`` before sizing.</span>
|
|
<a id="__codelineno-0-761" name="__codelineno-0-761"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-762" name="__codelineno-0-762"></a> <span class="n">_require_unit_ratio</span><span class="p">(</span><span class="n">unit_margin_ratio</span><span class="p">,</span> <span class="s2">"unit_margin_ratio"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-763" name="__codelineno-0-763"></a> <span class="n">_require_unit_ratio</span><span class="p">(</span><span class="n">preserved_margin_ratio</span><span class="p">,</span> <span class="s2">"preserved_margin_ratio"</span><span class="p">)</span>
|
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<a id="__codelineno-0-764" name="__codelineno-0-764"></a>
|
|
<a id="__codelineno-0-765" name="__codelineno-0-765"></a> <span class="n">account</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">account_info_as_dict</span><span class="p">()</span>
|
|
<a id="__codelineno-0-766" name="__codelineno-0-766"></a> <span class="n">margin_free</span> <span class="o">=</span> <span class="nb">max</span><span class="p">(</span><span class="mf">0.0</span><span class="p">,</span> <span class="nb">float</span><span class="p">(</span><span class="n">account</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"margin_free"</span><span class="p">)</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">))</span>
|
|
<a id="__codelineno-0-767" name="__codelineno-0-767"></a> <span class="n">available_margin</span> <span class="o">=</span> <span class="n">margin_free</span> <span class="o">*</span> <span class="p">(</span><span class="mf">1.0</span> <span class="o">-</span> <span class="n">preserved_margin_ratio</span><span class="p">)</span>
|
|
<a id="__codelineno-0-768" name="__codelineno-0-768"></a> <span class="n">trade_margin</span> <span class="o">=</span> <span class="n">available_margin</span> <span class="o">*</span> <span class="n">unit_margin_ratio</span>
|
|
<a id="__codelineno-0-769" name="__codelineno-0-769"></a> <span class="k">if</span> <span class="n">unit_margin_ratio</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-770" name="__codelineno-0-770"></a> <span class="n">buy_volume</span> <span class="o">=</span> <span class="n">_calculate_min_volume_if_affordable</span><span class="p">(</span>
|
|
<a id="__codelineno-0-771" name="__codelineno-0-771"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-772" name="__codelineno-0-772"></a> <span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-773" name="__codelineno-0-773"></a> <span class="n">available_margin</span><span class="p">,</span>
|
|
<a id="__codelineno-0-774" name="__codelineno-0-774"></a> <span class="s2">"BUY"</span><span class="p">,</span>
|
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<a id="__codelineno-0-775" name="__codelineno-0-775"></a> <span class="p">)</span>
|
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<a id="__codelineno-0-776" name="__codelineno-0-776"></a> <span class="n">sell_volume</span> <span class="o">=</span> <span class="n">_calculate_min_volume_if_affordable</span><span class="p">(</span>
|
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<a id="__codelineno-0-777" name="__codelineno-0-777"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-778" name="__codelineno-0-778"></a> <span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-779" name="__codelineno-0-779"></a> <span class="n">available_margin</span><span class="p">,</span>
|
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<a id="__codelineno-0-780" name="__codelineno-0-780"></a> <span class="s2">"SELL"</span><span class="p">,</span>
|
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<a id="__codelineno-0-781" name="__codelineno-0-781"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-782" name="__codelineno-0-782"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-783" name="__codelineno-0-783"></a> <span class="n">native_calculate_volume</span> <span class="o">=</span> <span class="nb">getattr</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"calculate_volume_by_margin"</span><span class="p">,</span> <span class="kc">None</span><span class="p">)</span>
|
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<a id="__codelineno-0-784" name="__codelineno-0-784"></a> <span class="k">if</span> <span class="nb">callable</span><span class="p">(</span><span class="n">native_calculate_volume</span><span class="p">):</span>
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<a id="__codelineno-0-785" name="__codelineno-0-785"></a> <span class="n">buy_volume</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span>
|
|
<a id="__codelineno-0-786" name="__codelineno-0-786"></a> <span class="n">cast</span><span class="p">(</span>
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<a id="__codelineno-0-787" name="__codelineno-0-787"></a> <span class="s2">"float | int | str"</span><span class="p">,</span>
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<a id="__codelineno-0-788" name="__codelineno-0-788"></a> <span class="n">native_calculate_volume</span><span class="p">(</span><span class="n">symbol</span><span class="p">,</span> <span class="n">trade_margin</span><span class="p">,</span> <span class="s2">"BUY"</span><span class="p">),</span>
|
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<a id="__codelineno-0-789" name="__codelineno-0-789"></a> <span class="p">),</span>
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<a id="__codelineno-0-790" name="__codelineno-0-790"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-791" name="__codelineno-0-791"></a> <span class="n">sell_volume</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span>
|
|
<a id="__codelineno-0-792" name="__codelineno-0-792"></a> <span class="n">cast</span><span class="p">(</span>
|
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<a id="__codelineno-0-793" name="__codelineno-0-793"></a> <span class="s2">"float | int | str"</span><span class="p">,</span>
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|
<a id="__codelineno-0-794" name="__codelineno-0-794"></a> <span class="n">native_calculate_volume</span><span class="p">(</span><span class="n">symbol</span><span class="p">,</span> <span class="n">trade_margin</span><span class="p">,</span> <span class="s2">"SELL"</span><span class="p">),</span>
|
|
<a id="__codelineno-0-795" name="__codelineno-0-795"></a> <span class="p">),</span>
|
|
<a id="__codelineno-0-796" name="__codelineno-0-796"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-797" name="__codelineno-0-797"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-798" name="__codelineno-0-798"></a> <span class="n">buy_volume</span> <span class="o">=</span> <span class="n">calculate_volume_by_margin</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">,</span> <span class="n">trade_margin</span><span class="p">,</span> <span class="s2">"BUY"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-799" name="__codelineno-0-799"></a> <span class="n">sell_volume</span> <span class="o">=</span> <span class="n">calculate_volume_by_margin</span><span class="p">(</span>
|
|
<a id="__codelineno-0-800" name="__codelineno-0-800"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-801" name="__codelineno-0-801"></a> <span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-802" name="__codelineno-0-802"></a> <span class="n">trade_margin</span><span class="p">,</span>
|
|
<a id="__codelineno-0-803" name="__codelineno-0-803"></a> <span class="s2">"SELL"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-804" name="__codelineno-0-804"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-805" name="__codelineno-0-805"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-806" name="__codelineno-0-806"></a> <span class="n">symbol_info</span> <span class="o">=</span> <span class="n">get_symbol_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-807" name="__codelineno-0-807"></a> <span class="n">volume_min</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">symbol_info</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"volume_min"</span><span class="p">)</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">)</span>
|
|
<a id="__codelineno-0-808" name="__codelineno-0-808"></a> <span class="n">volume_max</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">symbol_info</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"volume_max"</span><span class="p">)</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">)</span>
|
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<a id="__codelineno-0-809" name="__codelineno-0-809"></a> <span class="n">volume_step</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">symbol_info</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"volume_step"</span><span class="p">)</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">)</span>
|
|
<a id="__codelineno-0-810" name="__codelineno-0-810"></a> <span class="k">except</span> <span class="ne">AttributeError</span><span class="p">:</span>
|
|
<a id="__codelineno-0-811" name="__codelineno-0-811"></a> <span class="n">volume_min</span> <span class="o">=</span> <span class="n">volume_max</span> <span class="o">=</span> <span class="n">volume_step</span> <span class="o">=</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-812" name="__codelineno-0-812"></a> <span class="k">return</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-813" name="__codelineno-0-813"></a> <span class="s2">"margin_free"</span><span class="p">:</span> <span class="n">margin_free</span><span class="p">,</span>
|
|
<a id="__codelineno-0-814" name="__codelineno-0-814"></a> <span class="s2">"available_margin"</span><span class="p">:</span> <span class="n">available_margin</span><span class="p">,</span>
|
|
<a id="__codelineno-0-815" name="__codelineno-0-815"></a> <span class="s2">"trade_margin"</span><span class="p">:</span> <span class="n">trade_margin</span><span class="p">,</span>
|
|
<a id="__codelineno-0-816" name="__codelineno-0-816"></a> <span class="s2">"buy_volume"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="n">buy_volume</span><span class="p">),</span>
|
|
<a id="__codelineno-0-817" name="__codelineno-0-817"></a> <span class="s2">"sell_volume"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="n">sell_volume</span><span class="p">),</span>
|
|
<a id="__codelineno-0-818" name="__codelineno-0-818"></a> <span class="s2">"volume_min"</span><span class="p">:</span> <span class="n">volume_min</span><span class="p">,</span>
|
|
<a id="__codelineno-0-819" name="__codelineno-0-819"></a> <span class="s2">"volume_max"</span><span class="p">:</span> <span class="n">volume_max</span><span class="p">,</span>
|
|
<a id="__codelineno-0-820" name="__codelineno-0-820"></a> <span class="s2">"volume_step"</span><span class="p">:</span> <span class="n">volume_step</span><span class="p">,</span>
|
|
<a id="__codelineno-0-821" name="__codelineno-0-821"></a> <span class="p">}</span>
|
|
</code></pre></div></td></tr></table></div>
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</details>
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</div>
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</div>
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<div class="doc doc-object doc-function">
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<h3 id="mt5cli.trading.calculate_new_position_margin_ratio" class="doc doc-heading">
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<span class="doc doc-object-name doc-function-name">calculate_new_position_margin_ratio</span>
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<a href="#mt5cli.trading.calculate_new_position_margin_ratio" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">calculate_new_position_margin_ratio</span><span class="p">(</span>
|
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<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span>
|
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<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
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<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
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<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">new_position_side</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="OrderSide
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module-attribute
|
|
(mt5cli.trading.OrderSide)" href="#mt5cli.trading.OrderSide">OrderSide</a></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
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<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">new_position_volume</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">=</span> <span class="mf">0.0</span><span class="p">,</span>
|
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<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="float">float</span></span>
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</code></pre></div>
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<div class="doc doc-contents ">
|
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<p>Return total margin/equity ratio after an optional hypothetical position.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Raises:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
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</tr>
|
|
</thead>
|
|
<tbody>
|
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<tr class="doc-section-item">
|
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<td>
|
|
<code><span title="pdmt5.Mt5TradingError">Mt5TradingError</span></code>
|
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</td>
|
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<td>
|
|
<div class="doc-md-description">
|
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<p>If equity or required tick data is invalid.</p>
|
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</div>
|
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</td>
|
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</tr>
|
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</tbody>
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</table>
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<details class="mkdocstrings-source">
|
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<summary>Source code in <code>mt5cli/trading.py</code></summary>
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<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-703">703</a></span>
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<span class="normal"><a href="#__codelineno-0-734">734</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-703" name="__codelineno-0-703"></a><span class="k">def</span><span class="w"> </span><span class="nf">calculate_new_position_margin_ratio</span><span class="p">(</span>
|
|
<a id="__codelineno-0-704" name="__codelineno-0-704"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-705" name="__codelineno-0-705"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-706" name="__codelineno-0-706"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-707" name="__codelineno-0-707"></a> <span class="n">new_position_side</span><span class="p">:</span> <span class="n">OrderSide</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-708" name="__codelineno-0-708"></a> <span class="n">new_position_volume</span><span class="p">:</span> <span class="nb">float</span> <span class="o">=</span> <span class="mf">0.0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-709" name="__codelineno-0-709"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span><span class="p">:</span>
|
|
<a id="__codelineno-0-710" name="__codelineno-0-710"></a><span class="w"> </span><span class="sd">"""Return total margin/equity ratio after an optional hypothetical position.</span>
|
|
<a id="__codelineno-0-711" name="__codelineno-0-711"></a>
|
|
<a id="__codelineno-0-712" name="__codelineno-0-712"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-713" name="__codelineno-0-713"></a><span class="sd"> Mt5TradingError: If equity or required tick data is invalid.</span>
|
|
<a id="__codelineno-0-714" name="__codelineno-0-714"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-715" name="__codelineno-0-715"></a> <span class="n">account</span> <span class="o">=</span> <span class="n">get_account_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">)</span>
|
|
<a id="__codelineno-0-716" name="__codelineno-0-716"></a> <span class="n">equity</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">account</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"equity"</span><span class="p">)</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">)</span>
|
|
<a id="__codelineno-0-717" name="__codelineno-0-717"></a> <span class="k">if</span> <span class="n">equity</span> <span class="o"><=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-718" name="__codelineno-0-718"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"Account equity must be positive to calculate margin ratio."</span>
|
|
<a id="__codelineno-0-719" name="__codelineno-0-719"></a> <span class="k">raise</span> <span class="n">Mt5TradingError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-720" name="__codelineno-0-720"></a> <span class="n">margin</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">account</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"margin"</span><span class="p">)</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">)</span>
|
|
<a id="__codelineno-0-721" name="__codelineno-0-721"></a> <span class="k">if</span> <span class="n">new_position_side</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span> <span class="ow">and</span> <span class="n">new_position_volume</span> <span class="o">></span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-722" name="__codelineno-0-722"></a> <span class="n">side</span> <span class="o">=</span> <span class="n">_normalize_order_side</span><span class="p">(</span><span class="n">new_position_side</span><span class="p">)</span>
|
|
<a id="__codelineno-0-723" name="__codelineno-0-723"></a> <span class="n">tick</span> <span class="o">=</span> <span class="n">get_tick_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-724" name="__codelineno-0-724"></a> <span class="n">price</span> <span class="o">=</span> <span class="n">tick</span><span class="p">[</span><span class="s2">"ask"</span><span class="p">]</span> <span class="k">if</span> <span class="n">side</span> <span class="o">==</span> <span class="s2">"BUY"</span> <span class="k">else</span> <span class="n">tick</span><span class="p">[</span><span class="s2">"bid"</span><span class="p">]</span>
|
|
<a id="__codelineno-0-725" name="__codelineno-0-725"></a> <span class="k">if</span> <span class="ow">not</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">price</span><span class="p">,</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">float</span><span class="p">)</span> <span class="ow">or</span> <span class="n">price</span> <span class="o"><=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-726" name="__codelineno-0-726"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Tick price is unavailable for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-727" name="__codelineno-0-727"></a> <span class="k">raise</span> <span class="n">Mt5TradingError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-728" name="__codelineno-0-728"></a> <span class="n">order_type</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-729" name="__codelineno-0-729"></a> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">ORDER_TYPE_BUY</span> <span class="k">if</span> <span class="n">side</span> <span class="o">==</span> <span class="s2">"BUY"</span> <span class="k">else</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">ORDER_TYPE_SELL</span>
|
|
<a id="__codelineno-0-730" name="__codelineno-0-730"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-731" name="__codelineno-0-731"></a> <span class="n">margin</span> <span class="o">+=</span> <span class="nb">float</span><span class="p">(</span>
|
|
<a id="__codelineno-0-732" name="__codelineno-0-732"></a> <span class="n">client</span><span class="o">.</span><span class="n">order_calc_margin</span><span class="p">(</span><span class="n">order_type</span><span class="p">,</span> <span class="n">symbol</span><span class="p">,</span> <span class="n">new_position_volume</span><span class="p">,</span> <span class="n">price</span><span class="p">),</span>
|
|
<a id="__codelineno-0-733" name="__codelineno-0-733"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-734" name="__codelineno-0-734"></a> <span class="k">return</span> <span class="n">margin</span> <span class="o">/</span> <span class="n">equity</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.calculate_positions_margin" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">calculate_positions_margin</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.calculate_positions_margin" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">calculate_positions_margin</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return the sum of estimated current margin for open positions.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>client</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Connected <code>Mt5TradingClient</code> instance.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>symbols</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="collections.abc.Sequence">Sequence</span>[<span title="str">str</span>] | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional symbol filter. When omitted, all open positions are
|
|
included.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Total estimated margin, or <code>0.0</code> when no matching positions exist.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
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<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-643">643</a></span>
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<span class="normal"><a href="#__codelineno-0-682">682</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-643" name="__codelineno-0-643"></a><span class="k">def</span><span class="w"> </span><span class="nf">calculate_positions_margin</span><span class="p">(</span>
|
|
<a id="__codelineno-0-644" name="__codelineno-0-644"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-645" name="__codelineno-0-645"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-646" name="__codelineno-0-646"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">str</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-647" name="__codelineno-0-647"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span><span class="p">:</span>
|
|
<a id="__codelineno-0-648" name="__codelineno-0-648"></a><span class="w"> </span><span class="sd">"""Return the sum of estimated current margin for open positions.</span>
|
|
<a id="__codelineno-0-649" name="__codelineno-0-649"></a>
|
|
<a id="__codelineno-0-650" name="__codelineno-0-650"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-651" name="__codelineno-0-651"></a><span class="sd"> client: Connected ``Mt5TradingClient`` instance.</span>
|
|
<a id="__codelineno-0-652" name="__codelineno-0-652"></a><span class="sd"> symbols: Optional symbol filter. When omitted, all open positions are</span>
|
|
<a id="__codelineno-0-653" name="__codelineno-0-653"></a><span class="sd"> included.</span>
|
|
<a id="__codelineno-0-654" name="__codelineno-0-654"></a>
|
|
<a id="__codelineno-0-655" name="__codelineno-0-655"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-656" name="__codelineno-0-656"></a><span class="sd"> Total estimated margin, or ``0.0`` when no matching positions exist.</span>
|
|
<a id="__codelineno-0-657" name="__codelineno-0-657"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-658" name="__codelineno-0-658"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">get_positions_frame</span><span class="p">(</span><span class="n">client</span><span class="p">)</span>
|
|
<a id="__codelineno-0-659" name="__codelineno-0-659"></a> <span class="k">if</span> <span class="n">frame</span><span class="o">.</span><span class="n">empty</span> <span class="ow">or</span> <span class="s2">"symbol"</span> <span class="ow">not</span> <span class="ow">in</span> <span class="n">frame</span><span class="o">.</span><span class="n">columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-660" name="__codelineno-0-660"></a> <span class="k">return</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-661" name="__codelineno-0-661"></a> <span class="k">if</span> <span class="n">symbols</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-662" name="__codelineno-0-662"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">frame</span><span class="p">[</span><span class="n">frame</span><span class="p">[</span><span class="s2">"symbol"</span><span class="p">]</span><span class="o">.</span><span class="n">isin</span><span class="p">(</span><span class="nb">list</span><span class="p">(</span><span class="n">symbols</span><span class="p">))]</span>
|
|
<a id="__codelineno-0-663" name="__codelineno-0-663"></a> <span class="k">if</span> <span class="n">frame</span><span class="o">.</span><span class="n">empty</span><span class="p">:</span>
|
|
<a id="__codelineno-0-664" name="__codelineno-0-664"></a> <span class="k">return</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-665" name="__codelineno-0-665"></a> <span class="n">grouped_volumes</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="nb">tuple</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="n">OrderSide</span><span class="p">],</span> <span class="nb">float</span><span class="p">]</span> <span class="o">=</span> <span class="p">{}</span>
|
|
<a id="__codelineno-0-666" name="__codelineno-0-666"></a> <span class="k">for</span> <span class="n">_</span><span class="p">,</span> <span class="n">row</span> <span class="ow">in</span> <span class="n">frame</span><span class="o">.</span><span class="n">iterrows</span><span class="p">():</span>
|
|
<a id="__codelineno-0-667" name="__codelineno-0-667"></a> <span class="n">symbol</span> <span class="o">=</span> <span class="n">row</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"symbol"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-668" name="__codelineno-0-668"></a> <span class="k">if</span> <span class="ow">not</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">symbol</span><span class="p">,</span> <span class="nb">str</span><span class="p">)</span> <span class="ow">or</span> <span class="ow">not</span> <span class="n">symbol</span><span class="p">:</span>
|
|
<a id="__codelineno-0-669" name="__codelineno-0-669"></a> <span class="k">continue</span>
|
|
<a id="__codelineno-0-670" name="__codelineno-0-670"></a> <span class="n">volume</span> <span class="o">=</span> <span class="n">row</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"volume"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-671" name="__codelineno-0-671"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">_is_positive_finite_number</span><span class="p">(</span><span class="n">volume</span><span class="p">):</span>
|
|
<a id="__codelineno-0-672" name="__codelineno-0-672"></a> <span class="k">continue</span>
|
|
<a id="__codelineno-0-673" name="__codelineno-0-673"></a> <span class="n">order_side</span> <span class="o">=</span> <span class="n">_order_side_from_position_type</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">row</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"type"</span><span class="p">))</span>
|
|
<a id="__codelineno-0-674" name="__codelineno-0-674"></a> <span class="k">if</span> <span class="n">order_side</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-675" name="__codelineno-0-675"></a> <span class="k">continue</span>
|
|
<a id="__codelineno-0-676" name="__codelineno-0-676"></a> <span class="n">key</span> <span class="o">=</span> <span class="p">(</span><span class="n">symbol</span><span class="p">,</span> <span class="n">order_side</span><span class="p">)</span>
|
|
<a id="__codelineno-0-677" name="__codelineno-0-677"></a> <span class="n">finite_volume</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">cast</span><span class="p">(</span><span class="s2">"float | int"</span><span class="p">,</span> <span class="n">volume</span><span class="p">))</span>
|
|
<a id="__codelineno-0-678" name="__codelineno-0-678"></a> <span class="n">grouped_volumes</span><span class="p">[</span><span class="n">key</span><span class="p">]</span> <span class="o">=</span> <span class="n">grouped_volumes</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">key</span><span class="p">,</span> <span class="mf">0.0</span><span class="p">)</span> <span class="o">+</span> <span class="n">finite_volume</span>
|
|
<a id="__codelineno-0-679" name="__codelineno-0-679"></a> <span class="n">total</span> <span class="o">=</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-680" name="__codelineno-0-680"></a> <span class="k">for</span> <span class="p">(</span><span class="n">symbol</span><span class="p">,</span> <span class="n">order_side</span><span class="p">),</span> <span class="n">volume</span> <span class="ow">in</span> <span class="n">grouped_volumes</span><span class="o">.</span><span class="n">items</span><span class="p">():</span>
|
|
<a id="__codelineno-0-681" name="__codelineno-0-681"></a> <span class="n">total</span> <span class="o">+=</span> <span class="n">estimate_order_margin</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">,</span> <span class="n">order_side</span><span class="p">,</span> <span class="n">volume</span><span class="p">)</span>
|
|
<a id="__codelineno-0-682" name="__codelineno-0-682"></a> <span class="k">return</span> <span class="n">total</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.calculate_spread_ratio" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">calculate_spread_ratio</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.calculate_spread_ratio" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">calculate_spread_ratio</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return <code>(ask - bid) / ((ask + bid) / 2)</code> for the latest tick.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Raises:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="pdmt5.Mt5TradingError">Mt5TradingError</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If bid or ask is unavailable or non-positive.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-685">685</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-686">686</a></span>
|
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<span class="normal"><a href="#__codelineno-0-687">687</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-688">688</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-689">689</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-690">690</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-691">691</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-692">692</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-693">693</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-694">694</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-695">695</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-696">696</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-697">697</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-698">698</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-699">699</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-700">700</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-685" name="__codelineno-0-685"></a><span class="k">def</span><span class="w"> </span><span class="nf">calculate_spread_ratio</span><span class="p">(</span><span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span><span class="p">:</span>
|
|
<a id="__codelineno-0-686" name="__codelineno-0-686"></a><span class="w"> </span><span class="sd">"""Return ``(ask - bid) / ((ask + bid) / 2)`` for the latest tick.</span>
|
|
<a id="__codelineno-0-687" name="__codelineno-0-687"></a>
|
|
<a id="__codelineno-0-688" name="__codelineno-0-688"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-689" name="__codelineno-0-689"></a><span class="sd"> Mt5TradingError: If bid or ask is unavailable or non-positive.</span>
|
|
<a id="__codelineno-0-690" name="__codelineno-0-690"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-691" name="__codelineno-0-691"></a> <span class="n">tick</span> <span class="o">=</span> <span class="n">get_tick_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-692" name="__codelineno-0-692"></a> <span class="n">bid</span> <span class="o">=</span> <span class="n">tick</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"bid"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-693" name="__codelineno-0-693"></a> <span class="n">ask</span> <span class="o">=</span> <span class="n">tick</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"ask"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-694" name="__codelineno-0-694"></a> <span class="k">if</span> <span class="ow">not</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">bid</span><span class="p">,</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">float</span><span class="p">)</span> <span class="ow">or</span> <span class="ow">not</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">ask</span><span class="p">,</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">float</span><span class="p">):</span>
|
|
<a id="__codelineno-0-695" name="__codelineno-0-695"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Tick bid/ask is unavailable for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-696" name="__codelineno-0-696"></a> <span class="k">raise</span> <span class="n">Mt5TradingError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-697" name="__codelineno-0-697"></a> <span class="k">if</span> <span class="n">bid</span> <span class="o"><=</span> <span class="mi">0</span> <span class="ow">or</span> <span class="n">ask</span> <span class="o"><=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-698" name="__codelineno-0-698"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Tick bid/ask must be positive for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-699" name="__codelineno-0-699"></a> <span class="k">raise</span> <span class="n">Mt5TradingError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-700" name="__codelineno-0-700"></a> <span class="k">return</span> <span class="p">(</span><span class="nb">float</span><span class="p">(</span><span class="n">ask</span><span class="p">)</span> <span class="o">-</span> <span class="nb">float</span><span class="p">(</span><span class="n">bid</span><span class="p">))</span> <span class="o">/</span> <span class="p">((</span><span class="nb">float</span><span class="p">(</span><span class="n">ask</span><span class="p">)</span> <span class="o">+</span> <span class="nb">float</span><span class="p">(</span><span class="n">bid</span><span class="p">))</span> <span class="o">/</span> <span class="mf">2.0</span><span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.calculate_volume_by_margin" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">calculate_volume_by_margin</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.calculate_volume_by_margin" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">calculate_volume_by_margin</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">available_margin</span><span class="p">:</span> <span class="n"><span title="float">float</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">order_side</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="OrderSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.OrderSide)" href="#mt5cli.trading.OrderSide">OrderSide</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Calculate max normalized volume affordable for one side.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Affordable volume rounded down to symbol volume constraints.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
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<p><span class="doc-section-title">Raises:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="pdmt5.Mt5TradingError">Mt5TradingError</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If symbol volume constraints or tick data are invalid.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
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<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-824">824</a></span>
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<span class="normal"><a href="#__codelineno-0-825">825</a></span>
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<span class="normal"><a href="#__codelineno-0-846">846</a></span>
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<span class="normal"><a href="#__codelineno-0-847">847</a></span>
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<span class="normal"><a href="#__codelineno-0-848">848</a></span>
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<span class="normal"><a href="#__codelineno-0-849">849</a></span>
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<span class="normal"><a href="#__codelineno-0-851">851</a></span>
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<span class="normal"><a href="#__codelineno-0-853">853</a></span>
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<span class="normal"><a href="#__codelineno-0-854">854</a></span>
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<span class="normal"><a href="#__codelineno-0-855">855</a></span>
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<span class="normal"><a href="#__codelineno-0-856">856</a></span>
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<span class="normal"><a href="#__codelineno-0-857">857</a></span>
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<span class="normal"><a href="#__codelineno-0-858">858</a></span>
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<span class="normal"><a href="#__codelineno-0-859">859</a></span>
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<span class="normal"><a href="#__codelineno-0-860">860</a></span>
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<span class="normal"><a href="#__codelineno-0-861">861</a></span>
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<span class="normal"><a href="#__codelineno-0-862">862</a></span>
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<span class="normal"><a href="#__codelineno-0-863">863</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-824" name="__codelineno-0-824"></a><span class="k">def</span><span class="w"> </span><span class="nf">calculate_volume_by_margin</span><span class="p">(</span>
|
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<a id="__codelineno-0-825" name="__codelineno-0-825"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
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<a id="__codelineno-0-826" name="__codelineno-0-826"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-827" name="__codelineno-0-827"></a> <span class="n">available_margin</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
|
<a id="__codelineno-0-828" name="__codelineno-0-828"></a> <span class="n">order_side</span><span class="p">:</span> <span class="n">OrderSide</span><span class="p">,</span>
|
|
<a id="__codelineno-0-829" name="__codelineno-0-829"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span><span class="p">:</span>
|
|
<a id="__codelineno-0-830" name="__codelineno-0-830"></a><span class="w"> </span><span class="sd">"""Calculate max normalized volume affordable for one side.</span>
|
|
<a id="__codelineno-0-831" name="__codelineno-0-831"></a>
|
|
<a id="__codelineno-0-832" name="__codelineno-0-832"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-833" name="__codelineno-0-833"></a><span class="sd"> Affordable volume rounded down to symbol volume constraints.</span>
|
|
<a id="__codelineno-0-834" name="__codelineno-0-834"></a>
|
|
<a id="__codelineno-0-835" name="__codelineno-0-835"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-836" name="__codelineno-0-836"></a><span class="sd"> Mt5TradingError: If symbol volume constraints or tick data are invalid.</span>
|
|
<a id="__codelineno-0-837" name="__codelineno-0-837"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-838" name="__codelineno-0-838"></a> <span class="k">if</span> <span class="n">available_margin</span> <span class="o"><=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-839" name="__codelineno-0-839"></a> <span class="k">return</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-840" name="__codelineno-0-840"></a> <span class="n">symbol_info</span> <span class="o">=</span> <span class="n">get_symbol_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-841" name="__codelineno-0-841"></a> <span class="n">volume_min</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">symbol_info</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"volume_min"</span><span class="p">)</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">)</span>
|
|
<a id="__codelineno-0-842" name="__codelineno-0-842"></a> <span class="n">volume_max</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">symbol_info</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"volume_max"</span><span class="p">)</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">)</span>
|
|
<a id="__codelineno-0-843" name="__codelineno-0-843"></a> <span class="n">volume_step</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">symbol_info</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"volume_step"</span><span class="p">)</span> <span class="ow">or</span> <span class="n">volume_min</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">)</span>
|
|
<a id="__codelineno-0-844" name="__codelineno-0-844"></a> <span class="k">if</span> <span class="n">volume_min</span> <span class="o"><=</span> <span class="mi">0</span> <span class="ow">or</span> <span class="n">volume_step</span> <span class="o"><=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-845" name="__codelineno-0-845"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Invalid volume constraints for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-846" name="__codelineno-0-846"></a> <span class="k">raise</span> <span class="n">Mt5TradingError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-847" name="__codelineno-0-847"></a> <span class="n">side</span> <span class="o">=</span> <span class="n">_normalize_order_side</span><span class="p">(</span><span class="n">order_side</span><span class="p">)</span>
|
|
<a id="__codelineno-0-848" name="__codelineno-0-848"></a> <span class="n">tick</span> <span class="o">=</span> <span class="n">get_tick_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-849" name="__codelineno-0-849"></a> <span class="n">price</span> <span class="o">=</span> <span class="n">tick</span><span class="p">[</span><span class="s2">"ask"</span><span class="p">]</span> <span class="k">if</span> <span class="n">side</span> <span class="o">==</span> <span class="s2">"BUY"</span> <span class="k">else</span> <span class="n">tick</span><span class="p">[</span><span class="s2">"bid"</span><span class="p">]</span>
|
|
<a id="__codelineno-0-850" name="__codelineno-0-850"></a> <span class="k">if</span> <span class="ow">not</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">price</span><span class="p">,</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">float</span><span class="p">)</span> <span class="ow">or</span> <span class="n">price</span> <span class="o"><=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-851" name="__codelineno-0-851"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Tick price is unavailable for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-852" name="__codelineno-0-852"></a> <span class="k">raise</span> <span class="n">Mt5TradingError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-853" name="__codelineno-0-853"></a> <span class="n">order_type</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-854" name="__codelineno-0-854"></a> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">ORDER_TYPE_BUY</span> <span class="k">if</span> <span class="n">side</span> <span class="o">==</span> <span class="s2">"BUY"</span> <span class="k">else</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">ORDER_TYPE_SELL</span>
|
|
<a id="__codelineno-0-855" name="__codelineno-0-855"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-856" name="__codelineno-0-856"></a> <span class="n">min_margin</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">client</span><span class="o">.</span><span class="n">order_calc_margin</span><span class="p">(</span><span class="n">order_type</span><span class="p">,</span> <span class="n">symbol</span><span class="p">,</span> <span class="n">volume_min</span><span class="p">,</span> <span class="n">price</span><span class="p">))</span>
|
|
<a id="__codelineno-0-857" name="__codelineno-0-857"></a> <span class="k">if</span> <span class="n">min_margin</span> <span class="o"><=</span> <span class="mi">0</span> <span class="ow">or</span> <span class="n">min_margin</span> <span class="o">></span> <span class="n">available_margin</span><span class="p">:</span>
|
|
<a id="__codelineno-0-858" name="__codelineno-0-858"></a> <span class="k">return</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-859" name="__codelineno-0-859"></a> <span class="n">raw_volume</span> <span class="o">=</span> <span class="n">available_margin</span> <span class="o">/</span> <span class="n">min_margin</span> <span class="o">*</span> <span class="n">volume_min</span>
|
|
<a id="__codelineno-0-860" name="__codelineno-0-860"></a> <span class="n">capped</span> <span class="o">=</span> <span class="nb">min</span><span class="p">(</span><span class="n">raw_volume</span><span class="p">,</span> <span class="n">volume_max</span><span class="p">)</span> <span class="k">if</span> <span class="n">volume_max</span> <span class="o">></span> <span class="mi">0</span> <span class="k">else</span> <span class="n">raw_volume</span>
|
|
<a id="__codelineno-0-861" name="__codelineno-0-861"></a> <span class="n">steps</span> <span class="o">=</span> <span class="n">floor</span><span class="p">(((</span><span class="n">capped</span> <span class="o">-</span> <span class="n">volume_min</span><span class="p">)</span> <span class="o">/</span> <span class="n">volume_step</span><span class="p">)</span> <span class="o">+</span> <span class="mf">1e-12</span><span class="p">)</span>
|
|
<a id="__codelineno-0-862" name="__codelineno-0-862"></a> <span class="n">normalized</span> <span class="o">=</span> <span class="n">volume_min</span> <span class="o">+</span> <span class="nb">max</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span> <span class="n">steps</span><span class="p">)</span> <span class="o">*</span> <span class="n">volume_step</span>
|
|
<a id="__codelineno-0-863" name="__codelineno-0-863"></a> <span class="k">return</span> <span class="nb">round</span><span class="p">(</span><span class="n">normalized</span><span class="p">,</span> <span class="mi">10</span><span class="p">)</span> <span class="k">if</span> <span class="n">normalized</span> <span class="o">>=</span> <span class="n">volume_min</span> <span class="k">else</span> <span class="mf">0.0</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.close_open_positions" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">close_open_positions</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.close_open_positions" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">close_open_positions</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">tickets</span><span class="p">:</span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><span title="int">int</span></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">dry_run</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="OrderExecutionResult (mt5cli.trading.OrderExecutionResult)" href="#mt5cli.trading.OrderExecutionResult">OrderExecutionResult</a></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Close matching open positions.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="list">list</span>[<a class="autorefs autorefs-internal" title="OrderExecutionResult (mt5cli.trading.OrderExecutionResult)" href="#mt5cli.trading.OrderExecutionResult">OrderExecutionResult</a>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Normalized execution results for matching positions.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-1054">1054</a></span>
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<span class="normal"><a href="#__codelineno-0-1055">1055</a></span>
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<span class="normal"><a href="#__codelineno-0-1056">1056</a></span>
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<span class="normal"><a href="#__codelineno-0-1057">1057</a></span>
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<span class="normal"><a href="#__codelineno-0-1058">1058</a></span>
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<span class="normal"><a href="#__codelineno-0-1059">1059</a></span>
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<span class="normal"><a href="#__codelineno-0-1060">1060</a></span>
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<span class="normal"><a href="#__codelineno-0-1061">1061</a></span>
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<span class="normal"><a href="#__codelineno-0-1062">1062</a></span>
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<span class="normal"><a href="#__codelineno-0-1063">1063</a></span>
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<span class="normal"><a href="#__codelineno-0-1064">1064</a></span>
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<span class="normal"><a href="#__codelineno-0-1065">1065</a></span>
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<span class="normal"><a href="#__codelineno-0-1066">1066</a></span>
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<span class="normal"><a href="#__codelineno-0-1067">1067</a></span>
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<span class="normal"><a href="#__codelineno-0-1068">1068</a></span>
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<span class="normal"><a href="#__codelineno-0-1080">1080</a></span>
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<span class="normal"><a href="#__codelineno-0-1081">1081</a></span>
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<span class="normal"><a href="#__codelineno-0-1084">1084</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1054" name="__codelineno-0-1054"></a><span class="k">def</span><span class="w"> </span><span class="nf">close_open_positions</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1055" name="__codelineno-0-1055"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
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<a id="__codelineno-0-1056" name="__codelineno-0-1056"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1057" name="__codelineno-0-1057"></a> <span class="n">symbols</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="nb">list</span><span class="p">[</span><span class="nb">str</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1058" name="__codelineno-0-1058"></a> <span class="n">tickets</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="nb">int</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1059" name="__codelineno-0-1059"></a> <span class="n">dry_run</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1060" name="__codelineno-0-1060"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">list</span><span class="p">[</span><span class="n">OrderExecutionResult</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-1061" name="__codelineno-0-1061"></a><span class="w"> </span><span class="sd">"""Close matching open positions.</span>
|
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<a id="__codelineno-0-1062" name="__codelineno-0-1062"></a>
|
|
<a id="__codelineno-0-1063" name="__codelineno-0-1063"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1064" name="__codelineno-0-1064"></a><span class="sd"> Normalized execution results for matching positions.</span>
|
|
<a id="__codelineno-0-1065" name="__codelineno-0-1065"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1066" name="__codelineno-0-1066"></a> <span class="n">positions</span> <span class="o">=</span> <span class="n">_filter_positions</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1067" name="__codelineno-0-1067"></a> <span class="n">get_positions_frame</span><span class="p">(</span><span class="n">client</span><span class="p">),</span>
|
|
<a id="__codelineno-0-1068" name="__codelineno-0-1068"></a> <span class="n">symbols</span><span class="o">=</span><span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1069" name="__codelineno-0-1069"></a> <span class="n">tickets</span><span class="o">=</span><span class="n">tickets</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1070" name="__codelineno-0-1070"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1071" name="__codelineno-0-1071"></a> <span class="n">results</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="n">OrderExecutionResult</span><span class="p">]</span> <span class="o">=</span> <span class="p">[]</span>
|
|
<a id="__codelineno-0-1072" name="__codelineno-0-1072"></a> <span class="k">for</span> <span class="n">row</span> <span class="ow">in</span> <span class="n">positions</span><span class="o">.</span><span class="n">to_dict</span><span class="p">(</span><span class="s2">"records"</span><span class="p">):</span>
|
|
<a id="__codelineno-0-1073" name="__codelineno-0-1073"></a> <span class="n">pos_type</span> <span class="o">=</span> <span class="n">row</span><span class="p">[</span><span class="s2">"type"</span><span class="p">]</span>
|
|
<a id="__codelineno-0-1074" name="__codelineno-0-1074"></a> <span class="n">side</span><span class="p">:</span> <span class="n">OrderSide</span> <span class="o">=</span> <span class="s2">"SELL"</span> <span class="k">if</span> <span class="n">pos_type</span> <span class="o">==</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">POSITION_TYPE_BUY</span> <span class="k">else</span> <span class="s2">"BUY"</span>
|
|
<a id="__codelineno-0-1075" name="__codelineno-0-1075"></a> <span class="n">result</span> <span class="o">=</span> <span class="n">place_market_order</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1076" name="__codelineno-0-1076"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1077" name="__codelineno-0-1077"></a> <span class="n">symbol</span><span class="o">=</span><span class="nb">str</span><span class="p">(</span><span class="n">row</span><span class="p">[</span><span class="s2">"symbol"</span><span class="p">]),</span>
|
|
<a id="__codelineno-0-1078" name="__codelineno-0-1078"></a> <span class="n">volume</span><span class="o">=</span><span class="nb">float</span><span class="p">(</span><span class="n">row</span><span class="p">[</span><span class="s2">"volume"</span><span class="p">]),</span>
|
|
<a id="__codelineno-0-1079" name="__codelineno-0-1079"></a> <span class="n">order_side</span><span class="o">=</span><span class="n">side</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1080" name="__codelineno-0-1080"></a> <span class="n">position</span><span class="o">=</span><span class="nb">int</span><span class="p">(</span><span class="n">row</span><span class="p">[</span><span class="s2">"ticket"</span><span class="p">]),</span>
|
|
<a id="__codelineno-0-1081" name="__codelineno-0-1081"></a> <span class="n">dry_run</span><span class="o">=</span><span class="n">dry_run</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1082" name="__codelineno-0-1082"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1083" name="__codelineno-0-1083"></a> <span class="n">results</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">result</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1084" name="__codelineno-0-1084"></a> <span class="k">return</span> <span class="n">results</span>
|
|
</code></pre></div></td></tr></table></div>
|
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</details>
|
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</div>
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</div>
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<div class="doc doc-object doc-function">
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<h3 id="mt5cli.trading.create_trading_client" class="doc doc-heading">
|
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<span class="doc doc-object-name doc-function-name">create_trading_client</span>
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<a href="#mt5cli.trading.create_trading_client" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">create_trading_client</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">config</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5Config">Mt5Config</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">login</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">password</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">server</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">path</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">timeout</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="n">retry_count</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">=</span> <span class="mi">0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span>
|
|
</code></pre></div>
|
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<div class="doc doc-contents ">
|
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|
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<p>Return an initialized and logged-in trading client.</p>
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<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
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<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-476">476</a></span>
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<span class="normal"><a href="#__codelineno-0-477">477</a></span>
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<span class="normal"><a href="#__codelineno-0-478">478</a></span>
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<span class="normal"><a href="#__codelineno-0-479">479</a></span>
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<span class="normal"><a href="#__codelineno-0-480">480</a></span>
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<span class="normal"><a href="#__codelineno-0-481">481</a></span>
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<span class="normal"><a href="#__codelineno-0-482">482</a></span>
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<span class="normal"><a href="#__codelineno-0-484">484</a></span>
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<span class="normal"><a href="#__codelineno-0-485">485</a></span>
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<span class="normal"><a href="#__codelineno-0-486">486</a></span>
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<span class="normal"><a href="#__codelineno-0-495">495</a></span>
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<span class="normal"><a href="#__codelineno-0-496">496</a></span>
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<span class="normal"><a href="#__codelineno-0-497">497</a></span>
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<span class="normal"><a href="#__codelineno-0-501">501</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-476" name="__codelineno-0-476"></a><span class="k">def</span><span class="w"> </span><span class="nf">create_trading_client</span><span class="p">(</span>
|
|
<a id="__codelineno-0-477" name="__codelineno-0-477"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-478" name="__codelineno-0-478"></a> <span class="n">config</span><span class="p">:</span> <span class="n">Mt5Config</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-479" name="__codelineno-0-479"></a> <span class="n">login</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-480" name="__codelineno-0-480"></a> <span class="n">password</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-481" name="__codelineno-0-481"></a> <span class="n">server</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-482" name="__codelineno-0-482"></a> <span class="n">path</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-483" name="__codelineno-0-483"></a> <span class="n">timeout</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-484" name="__codelineno-0-484"></a> <span class="n">retry_count</span><span class="p">:</span> <span class="nb">int</span> <span class="o">=</span> <span class="mi">0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-485" name="__codelineno-0-485"></a><span class="p">)</span> <span class="o">-></span> <span class="n">Mt5TradingClient</span><span class="p">:</span>
|
|
<a id="__codelineno-0-486" name="__codelineno-0-486"></a><span class="w"> </span><span class="sd">"""Return an initialized and logged-in trading client."""</span>
|
|
<a id="__codelineno-0-487" name="__codelineno-0-487"></a> <span class="n">mt5_config</span> <span class="o">=</span> <span class="n">_resolve_config</span><span class="p">(</span>
|
|
<a id="__codelineno-0-488" name="__codelineno-0-488"></a> <span class="n">config</span><span class="o">=</span><span class="n">config</span><span class="p">,</span>
|
|
<a id="__codelineno-0-489" name="__codelineno-0-489"></a> <span class="n">login</span><span class="o">=</span><span class="n">login</span><span class="p">,</span>
|
|
<a id="__codelineno-0-490" name="__codelineno-0-490"></a> <span class="n">password</span><span class="o">=</span><span class="n">password</span><span class="p">,</span>
|
|
<a id="__codelineno-0-491" name="__codelineno-0-491"></a> <span class="n">server</span><span class="o">=</span><span class="n">server</span><span class="p">,</span>
|
|
<a id="__codelineno-0-492" name="__codelineno-0-492"></a> <span class="n">path</span><span class="o">=</span><span class="n">path</span><span class="p">,</span>
|
|
<a id="__codelineno-0-493" name="__codelineno-0-493"></a> <span class="n">timeout</span><span class="o">=</span><span class="n">timeout</span><span class="p">,</span>
|
|
<a id="__codelineno-0-494" name="__codelineno-0-494"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-495" name="__codelineno-0-495"></a> <span class="n">client</span> <span class="o">=</span> <span class="n">Mt5TradingClient</span><span class="p">(</span><span class="n">config</span><span class="o">=</span><span class="n">mt5_config</span><span class="p">,</span> <span class="n">retry_count</span><span class="o">=</span><span class="n">retry_count</span><span class="p">)</span>
|
|
<a id="__codelineno-0-496" name="__codelineno-0-496"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-497" name="__codelineno-0-497"></a> <span class="n">client</span><span class="o">.</span><span class="n">initialize_and_login_mt5</span><span class="p">()</span>
|
|
<a id="__codelineno-0-498" name="__codelineno-0-498"></a> <span class="k">except</span> <span class="ne">Exception</span><span class="p">:</span>
|
|
<a id="__codelineno-0-499" name="__codelineno-0-499"></a> <span class="n">client</span><span class="o">.</span><span class="n">shutdown</span><span class="p">()</span>
|
|
<a id="__codelineno-0-500" name="__codelineno-0-500"></a> <span class="k">raise</span>
|
|
<a id="__codelineno-0-501" name="__codelineno-0-501"></a> <span class="k">return</span> <span class="n">client</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
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<div class="doc doc-object doc-function">
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|
|
<h3 id="mt5cli.trading.detect_position_side" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">detect_position_side</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.detect_position_side" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">detect_position_side</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><a class="autorefs autorefs-internal" title="PositionSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.PositionSide)" href="#mt5cli.trading.PositionSide">PositionSide</a></span> <span class="o">|</span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Detect the net open position side for a symbol.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>client</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Connected <code>Mt5TradingClient</code> instance.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>symbol</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Symbol to inspect.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="PositionSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.PositionSide)" href="#mt5cli.trading.PositionSide">PositionSide</a> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p><code>"long"</code> when there are buy positions and no sell positions,</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="PositionSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.PositionSide)" href="#mt5cli.trading.PositionSide">PositionSide</a> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p><code>"short"</code> when there are sell positions and no buy positions, or</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="PositionSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.PositionSide)" href="#mt5cli.trading.PositionSide">PositionSide</a> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p><code>None</code> when no positions or mixed exposure exists.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-504">504</a></span>
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<span class="normal"><a href="#__codelineno-0-505">505</a></span>
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<span class="normal"><a href="#__codelineno-0-506">506</a></span>
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<span class="normal"><a href="#__codelineno-0-507">507</a></span>
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<span class="normal"><a href="#__codelineno-0-508">508</a></span>
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<span class="normal"><a href="#__codelineno-0-509">509</a></span>
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<span class="normal"><a href="#__codelineno-0-510">510</a></span>
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<span class="normal"><a href="#__codelineno-0-511">511</a></span>
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<span class="normal"><a href="#__codelineno-0-512">512</a></span>
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<span class="normal"><a href="#__codelineno-0-513">513</a></span>
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<span class="normal"><a href="#__codelineno-0-514">514</a></span>
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<span class="normal"><a href="#__codelineno-0-515">515</a></span>
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<span class="normal"><a href="#__codelineno-0-516">516</a></span>
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<span class="normal"><a href="#__codelineno-0-517">517</a></span>
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<span class="normal"><a href="#__codelineno-0-518">518</a></span>
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<span class="normal"><a href="#__codelineno-0-519">519</a></span>
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<span class="normal"><a href="#__codelineno-0-520">520</a></span>
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<span class="normal"><a href="#__codelineno-0-521">521</a></span>
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<span class="normal"><a href="#__codelineno-0-522">522</a></span>
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<span class="normal"><a href="#__codelineno-0-523">523</a></span>
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<span class="normal"><a href="#__codelineno-0-524">524</a></span>
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<span class="normal"><a href="#__codelineno-0-525">525</a></span>
|
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<span class="normal"><a href="#__codelineno-0-526">526</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-527">527</a></span>
|
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<span class="normal"><a href="#__codelineno-0-528">528</a></span>
|
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<span class="normal"><a href="#__codelineno-0-529">529</a></span>
|
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<span class="normal"><a href="#__codelineno-0-530">530</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-531">531</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-504" name="__codelineno-0-504"></a><span class="k">def</span><span class="w"> </span><span class="nf">detect_position_side</span><span class="p">(</span>
|
|
<a id="__codelineno-0-505" name="__codelineno-0-505"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-506" name="__codelineno-0-506"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-507" name="__codelineno-0-507"></a><span class="p">)</span> <span class="o">-></span> <span class="n">PositionSide</span> <span class="o">|</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-508" name="__codelineno-0-508"></a><span class="w"> </span><span class="sd">"""Detect the net open position side for a symbol.</span>
|
|
<a id="__codelineno-0-509" name="__codelineno-0-509"></a>
|
|
<a id="__codelineno-0-510" name="__codelineno-0-510"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-511" name="__codelineno-0-511"></a><span class="sd"> client: Connected ``Mt5TradingClient`` instance.</span>
|
|
<a id="__codelineno-0-512" name="__codelineno-0-512"></a><span class="sd"> symbol: Symbol to inspect.</span>
|
|
<a id="__codelineno-0-513" name="__codelineno-0-513"></a>
|
|
<a id="__codelineno-0-514" name="__codelineno-0-514"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-515" name="__codelineno-0-515"></a><span class="sd"> ``"long"`` when there are buy positions and no sell positions,</span>
|
|
<a id="__codelineno-0-516" name="__codelineno-0-516"></a><span class="sd"> ``"short"`` when there are sell positions and no buy positions, or</span>
|
|
<a id="__codelineno-0-517" name="__codelineno-0-517"></a><span class="sd"> ``None`` when no positions or mixed exposure exists.</span>
|
|
<a id="__codelineno-0-518" name="__codelineno-0-518"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-519" name="__codelineno-0-519"></a> <span class="n">positions</span> <span class="o">=</span> <span class="n">get_positions_frame</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-520" name="__codelineno-0-520"></a> <span class="k">if</span> <span class="n">positions</span><span class="o">.</span><span class="n">empty</span><span class="p">:</span>
|
|
<a id="__codelineno-0-521" name="__codelineno-0-521"></a> <span class="k">return</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-522" name="__codelineno-0-522"></a>
|
|
<a id="__codelineno-0-523" name="__codelineno-0-523"></a> <span class="n">buy_type</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">POSITION_TYPE_BUY</span>
|
|
<a id="__codelineno-0-524" name="__codelineno-0-524"></a> <span class="n">sell_type</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">POSITION_TYPE_SELL</span>
|
|
<a id="__codelineno-0-525" name="__codelineno-0-525"></a> <span class="n">buy_volume</span> <span class="o">=</span> <span class="n">_sum_position_volume</span><span class="p">(</span><span class="n">positions</span><span class="p">,</span> <span class="n">buy_type</span><span class="p">)</span>
|
|
<a id="__codelineno-0-526" name="__codelineno-0-526"></a> <span class="n">sell_volume</span> <span class="o">=</span> <span class="n">_sum_position_volume</span><span class="p">(</span><span class="n">positions</span><span class="p">,</span> <span class="n">sell_type</span><span class="p">)</span>
|
|
<a id="__codelineno-0-527" name="__codelineno-0-527"></a> <span class="k">if</span> <span class="n">buy_volume</span> <span class="o">></span> <span class="mi">0</span> <span class="ow">and</span> <span class="n">sell_volume</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-528" name="__codelineno-0-528"></a> <span class="k">return</span> <span class="s2">"long"</span>
|
|
<a id="__codelineno-0-529" name="__codelineno-0-529"></a> <span class="k">if</span> <span class="n">sell_volume</span> <span class="o">></span> <span class="mi">0</span> <span class="ow">and</span> <span class="n">buy_volume</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-530" name="__codelineno-0-530"></a> <span class="k">return</span> <span class="s2">"short"</span>
|
|
<a id="__codelineno-0-531" name="__codelineno-0-531"></a> <span class="k">return</span> <span class="kc">None</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.determine_order_limits" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">determine_order_limits</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.determine_order_limits" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">determine_order_limits</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">side</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="PositionSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.PositionSide)" href="#mt5cli.trading.PositionSide">PositionSide</a></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">stop_loss_limit_ratio</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">take_profit_limit_ratio</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><a class="autorefs autorefs-internal" title="OrderLimits (mt5cli.trading.OrderLimits)" href="#mt5cli.trading.OrderLimits">OrderLimits</a></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Derive entry and protective order prices from current market quotes.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>client</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Connected <code>Mt5TradingClient</code> instance.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>symbol</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Symbol used for the quote lookup.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>side</code>
|
|
</td>
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="PositionSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.PositionSide)" href="#mt5cli.trading.PositionSide">PositionSide</a> | <span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Position side as <code>"long"</code>/<code>"short"</code> (<code>"buy"</code>/<code>"sell"</code>
|
|
aliases are accepted).</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>stop_loss_limit_ratio</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="float">float</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Relative distance from entry for stop loss in
|
|
<code>[0, 1)</code>. A value of <code>0</code> omits the stop loss.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>take_profit_limit_ratio</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="float">float</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Relative distance from entry for take profit in
|
|
<code>[0, 1)</code>. A value of <code>0</code> omits the take profit.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="OrderLimits (mt5cli.trading.OrderLimits)" href="#mt5cli.trading.OrderLimits">OrderLimits</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Dictionary with <code>entry</code>, <code>stop_loss</code>, and <code>take_profit</code> keys.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="OrderLimits (mt5cli.trading.OrderLimits)" href="#mt5cli.trading.OrderLimits">OrderLimits</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Omitted protective levels are returned as <code>None</code>.</p>
|
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</div>
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</td>
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</tr>
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</tbody>
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</table>
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<p><span class="doc-section-title">Raises:</span></p>
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<table>
|
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<thead>
|
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<tr>
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<th>Type</th>
|
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<th>Description</th>
|
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</tr>
|
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</thead>
|
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<tbody>
|
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<tr class="doc-section-item">
|
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<td>
|
|
<code><span title="pdmt5.Mt5TradingError">Mt5TradingError</span></code>
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</td>
|
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<td>
|
|
<div class="doc-md-description">
|
|
<p>If required tick data is invalid or computed SL/TP
|
|
prices violate available <code>trade_stops_level</code> pre-validation.</p>
|
|
</div>
|
|
</td>
|
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</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
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<details class="mkdocstrings-source">
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<summary>Source code in <code>mt5cli/trading.py</code></summary>
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<span class="normal"><a href="#__codelineno-0-943">943</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-866" name="__codelineno-0-866"></a><span class="k">def</span><span class="w"> </span><span class="nf">determine_order_limits</span><span class="p">(</span>
|
|
<a id="__codelineno-0-867" name="__codelineno-0-867"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-868" name="__codelineno-0-868"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-869" name="__codelineno-0-869"></a> <span class="n">side</span><span class="p">:</span> <span class="n">PositionSide</span> <span class="o">|</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-870" name="__codelineno-0-870"></a> <span class="n">stop_loss_limit_ratio</span><span class="p">:</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-871" name="__codelineno-0-871"></a> <span class="n">take_profit_limit_ratio</span><span class="p">:</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-872" name="__codelineno-0-872"></a><span class="p">)</span> <span class="o">-></span> <span class="n">OrderLimits</span><span class="p">:</span>
|
|
<a id="__codelineno-0-873" name="__codelineno-0-873"></a><span class="w"> </span><span class="sd">"""Derive entry and protective order prices from current market quotes.</span>
|
|
<a id="__codelineno-0-874" name="__codelineno-0-874"></a>
|
|
<a id="__codelineno-0-875" name="__codelineno-0-875"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-876" name="__codelineno-0-876"></a><span class="sd"> client: Connected ``Mt5TradingClient`` instance.</span>
|
|
<a id="__codelineno-0-877" name="__codelineno-0-877"></a><span class="sd"> symbol: Symbol used for the quote lookup.</span>
|
|
<a id="__codelineno-0-878" name="__codelineno-0-878"></a><span class="sd"> side: Position side as ``"long"``/``"short"`` (``"buy"``/``"sell"``</span>
|
|
<a id="__codelineno-0-879" name="__codelineno-0-879"></a><span class="sd"> aliases are accepted).</span>
|
|
<a id="__codelineno-0-880" name="__codelineno-0-880"></a><span class="sd"> stop_loss_limit_ratio: Relative distance from entry for stop loss in</span>
|
|
<a id="__codelineno-0-881" name="__codelineno-0-881"></a><span class="sd"> ``[0, 1)``. A value of ``0`` omits the stop loss.</span>
|
|
<a id="__codelineno-0-882" name="__codelineno-0-882"></a><span class="sd"> take_profit_limit_ratio: Relative distance from entry for take profit in</span>
|
|
<a id="__codelineno-0-883" name="__codelineno-0-883"></a><span class="sd"> ``[0, 1)``. A value of ``0`` omits the take profit.</span>
|
|
<a id="__codelineno-0-884" name="__codelineno-0-884"></a>
|
|
<a id="__codelineno-0-885" name="__codelineno-0-885"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-886" name="__codelineno-0-886"></a><span class="sd"> Dictionary with ``entry``, ``stop_loss``, and ``take_profit`` keys.</span>
|
|
<a id="__codelineno-0-887" name="__codelineno-0-887"></a><span class="sd"> Omitted protective levels are returned as ``None``.</span>
|
|
<a id="__codelineno-0-888" name="__codelineno-0-888"></a>
|
|
<a id="__codelineno-0-889" name="__codelineno-0-889"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-890" name="__codelineno-0-890"></a><span class="sd"> Mt5TradingError: If required tick data is invalid or computed SL/TP</span>
|
|
<a id="__codelineno-0-891" name="__codelineno-0-891"></a><span class="sd"> prices violate available ``trade_stops_level`` pre-validation.</span>
|
|
<a id="__codelineno-0-892" name="__codelineno-0-892"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-893" name="__codelineno-0-893"></a> <span class="n">stop_loss_ratio</span> <span class="o">=</span> <span class="n">stop_loss_limit_ratio</span> <span class="ow">or</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-894" name="__codelineno-0-894"></a> <span class="n">take_profit_ratio</span> <span class="o">=</span> <span class="n">take_profit_limit_ratio</span> <span class="ow">or</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-895" name="__codelineno-0-895"></a> <span class="n">_require_protective_ratio</span><span class="p">(</span><span class="n">stop_loss_ratio</span><span class="p">,</span> <span class="s2">"stop_loss_limit_ratio"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-896" name="__codelineno-0-896"></a> <span class="n">_require_protective_ratio</span><span class="p">(</span><span class="n">take_profit_ratio</span><span class="p">,</span> <span class="s2">"take_profit_limit_ratio"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-897" name="__codelineno-0-897"></a> <span class="n">normalized_side</span> <span class="o">=</span> <span class="n">_position_side_from_order_side</span><span class="p">(</span><span class="n">side</span><span class="p">)</span>
|
|
<a id="__codelineno-0-898" name="__codelineno-0-898"></a> <span class="n">tick</span> <span class="o">=</span> <span class="n">get_tick_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-899" name="__codelineno-0-899"></a> <span class="n">entry_value</span> <span class="o">=</span> <span class="n">tick</span><span class="p">[</span><span class="s2">"ask"</span><span class="p">]</span> <span class="k">if</span> <span class="n">normalized_side</span> <span class="o">==</span> <span class="s2">"long"</span> <span class="k">else</span> <span class="n">tick</span><span class="p">[</span><span class="s2">"bid"</span><span class="p">]</span>
|
|
<a id="__codelineno-0-900" name="__codelineno-0-900"></a> <span class="k">if</span> <span class="ow">not</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">entry_value</span><span class="p">,</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">float</span><span class="p">):</span>
|
|
<a id="__codelineno-0-901" name="__codelineno-0-901"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Tick price is unavailable for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-902" name="__codelineno-0-902"></a> <span class="k">raise</span> <span class="n">Mt5TradingError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-903" name="__codelineno-0-903"></a> <span class="n">entry</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">entry_value</span><span class="p">)</span>
|
|
<a id="__codelineno-0-904" name="__codelineno-0-904"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-905" name="__codelineno-0-905"></a> <span class="n">symbol_info</span> <span class="o">=</span> <span class="n">get_symbol_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-906" name="__codelineno-0-906"></a> <span class="k">except</span> <span class="p">(</span><span class="ne">AttributeError</span><span class="p">,</span> <span class="ne">KeyError</span><span class="p">,</span> <span class="ne">TypeError</span><span class="p">,</span> <span class="ne">ValueError</span><span class="p">):</span>
|
|
<a id="__codelineno-0-907" name="__codelineno-0-907"></a> <span class="n">symbol_info</span> <span class="o">=</span> <span class="p">{}</span>
|
|
<a id="__codelineno-0-908" name="__codelineno-0-908"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-909" name="__codelineno-0-909"></a> <span class="n">digits</span> <span class="o">=</span> <span class="nb">int</span><span class="p">(</span><span class="n">symbol_info</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"digits"</span><span class="p">)</span> <span class="ow">or</span> <span class="mi">8</span><span class="p">)</span>
|
|
<a id="__codelineno-0-910" name="__codelineno-0-910"></a> <span class="k">except</span> <span class="p">(</span><span class="ne">TypeError</span><span class="p">,</span> <span class="ne">ValueError</span><span class="p">):</span>
|
|
<a id="__codelineno-0-911" name="__codelineno-0-911"></a> <span class="n">digits</span> <span class="o">=</span> <span class="mi">8</span>
|
|
<a id="__codelineno-0-912" name="__codelineno-0-912"></a> <span class="n">min_distance</span> <span class="o">=</span> <span class="n">_minimum_stop_distance</span><span class="p">(</span><span class="n">symbol_info</span><span class="p">)</span>
|
|
<a id="__codelineno-0-913" name="__codelineno-0-913"></a>
|
|
<a id="__codelineno-0-914" name="__codelineno-0-914"></a> <span class="n">stop_loss</span><span class="p">:</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-915" name="__codelineno-0-915"></a> <span class="k">if</span> <span class="n">stop_loss_ratio</span> <span class="o">></span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-916" name="__codelineno-0-916"></a> <span class="k">if</span> <span class="n">normalized_side</span> <span class="o">==</span> <span class="s2">"long"</span><span class="p">:</span>
|
|
<a id="__codelineno-0-917" name="__codelineno-0-917"></a> <span class="n">stop_loss</span> <span class="o">=</span> <span class="n">entry</span> <span class="o">*</span> <span class="p">(</span><span class="mf">1.0</span> <span class="o">-</span> <span class="n">stop_loss_ratio</span><span class="p">)</span>
|
|
<a id="__codelineno-0-918" name="__codelineno-0-918"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-919" name="__codelineno-0-919"></a> <span class="n">stop_loss</span> <span class="o">=</span> <span class="n">entry</span> <span class="o">*</span> <span class="p">(</span><span class="mf">1.0</span> <span class="o">+</span> <span class="n">stop_loss_ratio</span><span class="p">)</span>
|
|
<a id="__codelineno-0-920" name="__codelineno-0-920"></a> <span class="n">stop_loss</span> <span class="o">=</span> <span class="nb">round</span><span class="p">(</span><span class="n">stop_loss</span><span class="p">,</span> <span class="n">digits</span><span class="p">)</span>
|
|
<a id="__codelineno-0-921" name="__codelineno-0-921"></a>
|
|
<a id="__codelineno-0-922" name="__codelineno-0-922"></a> <span class="n">take_profit</span><span class="p">:</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-923" name="__codelineno-0-923"></a> <span class="k">if</span> <span class="n">take_profit_ratio</span> <span class="o">></span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-924" name="__codelineno-0-924"></a> <span class="k">if</span> <span class="n">normalized_side</span> <span class="o">==</span> <span class="s2">"long"</span><span class="p">:</span>
|
|
<a id="__codelineno-0-925" name="__codelineno-0-925"></a> <span class="n">take_profit</span> <span class="o">=</span> <span class="n">entry</span> <span class="o">*</span> <span class="p">(</span><span class="mf">1.0</span> <span class="o">+</span> <span class="n">take_profit_ratio</span><span class="p">)</span>
|
|
<a id="__codelineno-0-926" name="__codelineno-0-926"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-927" name="__codelineno-0-927"></a> <span class="n">take_profit</span> <span class="o">=</span> <span class="n">entry</span> <span class="o">*</span> <span class="p">(</span><span class="mf">1.0</span> <span class="o">-</span> <span class="n">take_profit_ratio</span><span class="p">)</span>
|
|
<a id="__codelineno-0-928" name="__codelineno-0-928"></a> <span class="n">take_profit</span> <span class="o">=</span> <span class="nb">round</span><span class="p">(</span><span class="n">take_profit</span><span class="p">,</span> <span class="n">digits</span><span class="p">)</span>
|
|
<a id="__codelineno-0-929" name="__codelineno-0-929"></a>
|
|
<a id="__codelineno-0-930" name="__codelineno-0-930"></a> <span class="n">_validate_protective_prices</span><span class="p">(</span>
|
|
<a id="__codelineno-0-931" name="__codelineno-0-931"></a> <span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-932" name="__codelineno-0-932"></a> <span class="n">side</span><span class="o">=</span><span class="n">normalized_side</span><span class="p">,</span>
|
|
<a id="__codelineno-0-933" name="__codelineno-0-933"></a> <span class="n">entry</span><span class="o">=</span><span class="n">entry</span><span class="p">,</span>
|
|
<a id="__codelineno-0-934" name="__codelineno-0-934"></a> <span class="n">stop_loss</span><span class="o">=</span><span class="n">stop_loss</span><span class="p">,</span>
|
|
<a id="__codelineno-0-935" name="__codelineno-0-935"></a> <span class="n">take_profit</span><span class="o">=</span><span class="n">take_profit</span><span class="p">,</span>
|
|
<a id="__codelineno-0-936" name="__codelineno-0-936"></a> <span class="n">min_distance</span><span class="o">=</span><span class="n">min_distance</span><span class="p">,</span>
|
|
<a id="__codelineno-0-937" name="__codelineno-0-937"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-938" name="__codelineno-0-938"></a>
|
|
<a id="__codelineno-0-939" name="__codelineno-0-939"></a> <span class="k">return</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-940" name="__codelineno-0-940"></a> <span class="s2">"entry"</span><span class="p">:</span> <span class="n">entry</span><span class="p">,</span>
|
|
<a id="__codelineno-0-941" name="__codelineno-0-941"></a> <span class="s2">"stop_loss"</span><span class="p">:</span> <span class="n">stop_loss</span><span class="p">,</span>
|
|
<a id="__codelineno-0-942" name="__codelineno-0-942"></a> <span class="s2">"take_profit"</span><span class="p">:</span> <span class="n">take_profit</span><span class="p">,</span>
|
|
<a id="__codelineno-0-943" name="__codelineno-0-943"></a> <span class="p">}</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.ensure_symbol_selected" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">ensure_symbol_selected</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.ensure_symbol_selected" class="headerlink" title="Permanent link">¶</a></h3>
|
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">ensure_symbol_selected</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Ensure a symbol is visible in Market Watch before sending orders.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>client</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Connected <code>Mt5TradingClient</code> instance.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>symbol</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Symbol to select.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Raises:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="pdmt5.Mt5TradingError">Mt5TradingError</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If the symbol cannot be selected in Market Watch or
|
|
<code>symbol_select</code> is unavailable on the client.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-211">211</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-212">212</a></span>
|
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<span class="normal"><a href="#__codelineno-0-213">213</a></span>
|
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<span class="normal"><a href="#__codelineno-0-214">214</a></span>
|
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<span class="normal"><a href="#__codelineno-0-215">215</a></span>
|
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<span class="normal"><a href="#__codelineno-0-216">216</a></span>
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<span class="normal"><a href="#__codelineno-0-217">217</a></span>
|
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<span class="normal"><a href="#__codelineno-0-218">218</a></span>
|
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<span class="normal"><a href="#__codelineno-0-219">219</a></span>
|
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<span class="normal"><a href="#__codelineno-0-220">220</a></span>
|
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<span class="normal"><a href="#__codelineno-0-221">221</a></span>
|
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<span class="normal"><a href="#__codelineno-0-222">222</a></span>
|
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<span class="normal"><a href="#__codelineno-0-223">223</a></span>
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<span class="normal"><a href="#__codelineno-0-224">224</a></span>
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<span class="normal"><a href="#__codelineno-0-225">225</a></span>
|
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<span class="normal"><a href="#__codelineno-0-226">226</a></span>
|
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<span class="normal"><a href="#__codelineno-0-227">227</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-228">228</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-229">229</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-230">230</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-231">231</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-232">232</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-233">233</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-234">234</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-211" name="__codelineno-0-211"></a><span class="k">def</span><span class="w"> </span><span class="nf">ensure_symbol_selected</span><span class="p">(</span><span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-212" name="__codelineno-0-212"></a><span class="w"> </span><span class="sd">"""Ensure a symbol is visible in Market Watch before sending orders.</span>
|
|
<a id="__codelineno-0-213" name="__codelineno-0-213"></a>
|
|
<a id="__codelineno-0-214" name="__codelineno-0-214"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-215" name="__codelineno-0-215"></a><span class="sd"> client: Connected ``Mt5TradingClient`` instance.</span>
|
|
<a id="__codelineno-0-216" name="__codelineno-0-216"></a><span class="sd"> symbol: Symbol to select.</span>
|
|
<a id="__codelineno-0-217" name="__codelineno-0-217"></a>
|
|
<a id="__codelineno-0-218" name="__codelineno-0-218"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-219" name="__codelineno-0-219"></a><span class="sd"> Mt5TradingError: If the symbol cannot be selected in Market Watch or</span>
|
|
<a id="__codelineno-0-220" name="__codelineno-0-220"></a><span class="sd"> ``symbol_select`` is unavailable on the client.</span>
|
|
<a id="__codelineno-0-221" name="__codelineno-0-221"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-222" name="__codelineno-0-222"></a> <span class="n">snapshot</span> <span class="o">=</span> <span class="n">get_symbol_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-223" name="__codelineno-0-223"></a> <span class="k">if</span> <span class="n">snapshot</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"visible"</span><span class="p">):</span>
|
|
<a id="__codelineno-0-224" name="__codelineno-0-224"></a> <span class="k">return</span>
|
|
<a id="__codelineno-0-225" name="__codelineno-0-225"></a> <span class="n">select</span> <span class="o">=</span> <span class="nb">getattr</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"symbol_select"</span><span class="p">,</span> <span class="kc">None</span><span class="p">)</span>
|
|
<a id="__codelineno-0-226" name="__codelineno-0-226"></a> <span class="k">if</span> <span class="ow">not</span> <span class="nb">callable</span><span class="p">(</span><span class="n">select</span><span class="p">):</span>
|
|
<a id="__codelineno-0-227" name="__codelineno-0-227"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"MT5 client is missing required method: symbol_select"</span>
|
|
<a id="__codelineno-0-228" name="__codelineno-0-228"></a> <span class="k">raise</span> <span class="n">Mt5TradingError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-229" name="__codelineno-0-229"></a> <span class="k">if</span> <span class="n">select</span><span class="p">(</span><span class="n">symbol</span><span class="p">,</span> <span class="n">enable</span><span class="o">=</span><span class="kc">True</span><span class="p">):</span>
|
|
<a id="__codelineno-0-230" name="__codelineno-0-230"></a> <span class="k">return</span>
|
|
<a id="__codelineno-0-231" name="__codelineno-0-231"></a> <span class="n">last_error</span> <span class="o">=</span> <span class="nb">getattr</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"last_error"</span><span class="p">,</span> <span class="kc">None</span><span class="p">)</span>
|
|
<a id="__codelineno-0-232" name="__codelineno-0-232"></a> <span class="n">detail</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">" (</span><span class="si">{</span><span class="n">last_error</span><span class="p">()</span><span class="si">}</span><span class="s2">)"</span> <span class="k">if</span> <span class="nb">callable</span><span class="p">(</span><span class="n">last_error</span><span class="p">)</span> <span class="k">else</span> <span class="s2">""</span>
|
|
<a id="__codelineno-0-233" name="__codelineno-0-233"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Failed to select symbol </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2"> in Market Watch</span><span class="si">{</span><span class="n">detail</span><span class="si">}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-234" name="__codelineno-0-234"></a> <span class="k">raise</span> <span class="n">Mt5TradingError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.estimate_order_margin" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">estimate_order_margin</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.estimate_order_margin" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">estimate_order_margin</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">order_side</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="OrderSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.OrderSide)" href="#mt5cli.trading.OrderSide">OrderSide</a></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">volume</span><span class="p">:</span> <span class="n"><span title="float">float</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Estimate required margin for one order at the current market price.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Positive finite margin required for the order at the current quote.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Raises:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="pdmt5.Mt5TradingError">Mt5TradingError</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If volume, tick data, or margin estimation is invalid.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-605">605</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-606">606</a></span>
|
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<span class="normal"><a href="#__codelineno-0-607">607</a></span>
|
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<span class="normal"><a href="#__codelineno-0-608">608</a></span>
|
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<span class="normal"><a href="#__codelineno-0-609">609</a></span>
|
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<span class="normal"><a href="#__codelineno-0-610">610</a></span>
|
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<span class="normal"><a href="#__codelineno-0-611">611</a></span>
|
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<span class="normal"><a href="#__codelineno-0-612">612</a></span>
|
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<span class="normal"><a href="#__codelineno-0-613">613</a></span>
|
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<span class="normal"><a href="#__codelineno-0-614">614</a></span>
|
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<span class="normal"><a href="#__codelineno-0-615">615</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-616">616</a></span>
|
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<span class="normal"><a href="#__codelineno-0-617">617</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-618">618</a></span>
|
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<span class="normal"><a href="#__codelineno-0-619">619</a></span>
|
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<span class="normal"><a href="#__codelineno-0-620">620</a></span>
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<span class="normal"><a href="#__codelineno-0-640">640</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-605" name="__codelineno-0-605"></a><span class="k">def</span><span class="w"> </span><span class="nf">estimate_order_margin</span><span class="p">(</span>
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<a id="__codelineno-0-606" name="__codelineno-0-606"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
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<a id="__codelineno-0-607" name="__codelineno-0-607"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-608" name="__codelineno-0-608"></a> <span class="n">order_side</span><span class="p">:</span> <span class="n">OrderSide</span> <span class="o">|</span> <span class="nb">str</span><span class="p">,</span>
|
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<a id="__codelineno-0-609" name="__codelineno-0-609"></a> <span class="n">volume</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
|
<a id="__codelineno-0-610" name="__codelineno-0-610"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span><span class="p">:</span>
|
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<a id="__codelineno-0-611" name="__codelineno-0-611"></a><span class="w"> </span><span class="sd">"""Estimate required margin for one order at the current market price.</span>
|
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<a id="__codelineno-0-612" name="__codelineno-0-612"></a>
|
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<a id="__codelineno-0-613" name="__codelineno-0-613"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-614" name="__codelineno-0-614"></a><span class="sd"> Positive finite margin required for the order at the current quote.</span>
|
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<a id="__codelineno-0-615" name="__codelineno-0-615"></a>
|
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<a id="__codelineno-0-616" name="__codelineno-0-616"></a><span class="sd"> Raises:</span>
|
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<a id="__codelineno-0-617" name="__codelineno-0-617"></a><span class="sd"> Mt5TradingError: If volume, tick data, or margin estimation is invalid.</span>
|
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<a id="__codelineno-0-618" name="__codelineno-0-618"></a><span class="sd"> """</span>
|
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<a id="__codelineno-0-619" name="__codelineno-0-619"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">_is_positive_finite_number</span><span class="p">(</span><span class="n">volume</span><span class="p">):</span>
|
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<a id="__codelineno-0-620" name="__codelineno-0-620"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"Volume must be a positive finite number to estimate order margin."</span>
|
|
<a id="__codelineno-0-621" name="__codelineno-0-621"></a> <span class="k">raise</span> <span class="n">Mt5TradingError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-622" name="__codelineno-0-622"></a> <span class="n">side</span> <span class="o">=</span> <span class="n">_normalize_order_side</span><span class="p">(</span><span class="n">order_side</span><span class="p">)</span>
|
|
<a id="__codelineno-0-623" name="__codelineno-0-623"></a> <span class="n">tick</span> <span class="o">=</span> <span class="n">get_tick_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-624" name="__codelineno-0-624"></a> <span class="n">price</span> <span class="o">=</span> <span class="n">tick</span><span class="p">[</span><span class="s2">"ask"</span><span class="p">]</span> <span class="k">if</span> <span class="n">side</span> <span class="o">==</span> <span class="s2">"BUY"</span> <span class="k">else</span> <span class="n">tick</span><span class="p">[</span><span class="s2">"bid"</span><span class="p">]</span>
|
|
<a id="__codelineno-0-625" name="__codelineno-0-625"></a> <span class="k">if</span> <span class="ow">not</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">price</span><span class="p">,</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">float</span><span class="p">)</span> <span class="ow">or</span> <span class="n">price</span> <span class="o"><=</span> <span class="mi">0</span> <span class="ow">or</span> <span class="ow">not</span> <span class="n">isfinite</span><span class="p">(</span><span class="n">price</span><span class="p">):</span>
|
|
<a id="__codelineno-0-626" name="__codelineno-0-626"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Tick price is unavailable for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-627" name="__codelineno-0-627"></a> <span class="k">raise</span> <span class="n">Mt5TradingError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-628" name="__codelineno-0-628"></a> <span class="n">order_type</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-629" name="__codelineno-0-629"></a> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">ORDER_TYPE_BUY</span> <span class="k">if</span> <span class="n">side</span> <span class="o">==</span> <span class="s2">"BUY"</span> <span class="k">else</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">ORDER_TYPE_SELL</span>
|
|
<a id="__codelineno-0-630" name="__codelineno-0-630"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-631" name="__codelineno-0-631"></a> <span class="n">raw_margin</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">order_calc_margin</span><span class="p">(</span><span class="n">order_type</span><span class="p">,</span> <span class="n">symbol</span><span class="p">,</span> <span class="n">volume</span><span class="p">,</span> <span class="nb">float</span><span class="p">(</span><span class="n">price</span><span class="p">))</span>
|
|
<a id="__codelineno-0-632" name="__codelineno-0-632"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-633" name="__codelineno-0-633"></a> <span class="n">margin</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">raw_margin</span><span class="p">)</span>
|
|
<a id="__codelineno-0-634" name="__codelineno-0-634"></a> <span class="k">except</span> <span class="p">(</span><span class="ne">TypeError</span><span class="p">,</span> <span class="ne">ValueError</span><span class="p">)</span> <span class="k">as</span> <span class="n">exc</span><span class="p">:</span>
|
|
<a id="__codelineno-0-635" name="__codelineno-0-635"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Margin estimate is invalid for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-636" name="__codelineno-0-636"></a> <span class="k">raise</span> <span class="n">Mt5TradingError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span> <span class="kn">from</span><span class="w"> </span><span class="nn">exc</span>
|
|
<a id="__codelineno-0-637" name="__codelineno-0-637"></a> <span class="k">if</span> <span class="n">margin</span> <span class="o"><=</span> <span class="mi">0</span> <span class="ow">or</span> <span class="ow">not</span> <span class="n">isfinite</span><span class="p">(</span><span class="n">margin</span><span class="p">):</span>
|
|
<a id="__codelineno-0-638" name="__codelineno-0-638"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Margin estimate is invalid for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-639" name="__codelineno-0-639"></a> <span class="k">raise</span> <span class="n">Mt5TradingError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-640" name="__codelineno-0-640"></a> <span class="k">return</span> <span class="n">margin</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
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|
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|
|
<h3 id="mt5cli.trading.fetch_latest_closed_rates_for_trading_client" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">fetch_latest_closed_rates_for_trading_client</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.fetch_latest_closed_rates_for_trading_client" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">fetch_latest_closed_rates_for_trading_client</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">granularity</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">count</span><span class="p">:</span> <span class="n"><span title="int">int</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Fetch the latest closed bars from a connected trading client.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Up to <code>count</code> closed bars ordered oldest to newest.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Raises:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="ValueError">ValueError</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If <code>count</code> is not positive, rate data is empty or
|
|
malformed, or the <code>time</code> column is missing.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="pdmt5.Mt5TradingError">Mt5TradingError</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If the trading client cannot fetch rate data.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
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<span class="normal"><a href="#__codelineno-0-1203">1203</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1151" name="__codelineno-0-1151"></a><span class="k">def</span><span class="w"> </span><span class="nf">fetch_latest_closed_rates_for_trading_client</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1152" name="__codelineno-0-1152"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1153" name="__codelineno-0-1153"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1154" name="__codelineno-0-1154"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1155" name="__codelineno-0-1155"></a> <span class="n">granularity</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1156" name="__codelineno-0-1156"></a> <span class="n">count</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1157" name="__codelineno-0-1157"></a><span class="p">)</span> <span class="o">-></span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1158" name="__codelineno-0-1158"></a><span class="w"> </span><span class="sd">"""Fetch the latest closed bars from a connected trading client.</span>
|
|
<a id="__codelineno-0-1159" name="__codelineno-0-1159"></a>
|
|
<a id="__codelineno-0-1160" name="__codelineno-0-1160"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1161" name="__codelineno-0-1161"></a><span class="sd"> Up to ``count`` closed bars ordered oldest to newest.</span>
|
|
<a id="__codelineno-0-1162" name="__codelineno-0-1162"></a>
|
|
<a id="__codelineno-0-1163" name="__codelineno-0-1163"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-1164" name="__codelineno-0-1164"></a><span class="sd"> ValueError: If ``count`` is not positive, rate data is empty or</span>
|
|
<a id="__codelineno-0-1165" name="__codelineno-0-1165"></a><span class="sd"> malformed, or the ``time`` column is missing.</span>
|
|
<a id="__codelineno-0-1166" name="__codelineno-0-1166"></a><span class="sd"> Mt5TradingError: If the trading client cannot fetch rate data.</span>
|
|
<a id="__codelineno-0-1167" name="__codelineno-0-1167"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1168" name="__codelineno-0-1168"></a> <span class="k">if</span> <span class="n">count</span> <span class="o"><=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1169" name="__codelineno-0-1169"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"count must be positive."</span>
|
|
<a id="__codelineno-0-1170" name="__codelineno-0-1170"></a> <span class="k">raise</span> <span class="ne">ValueError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1171" name="__codelineno-0-1171"></a> <span class="n">fetch_method</span> <span class="o">=</span> <span class="nb">getattr</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"fetch_latest_rates_as_df"</span><span class="p">,</span> <span class="kc">None</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1172" name="__codelineno-0-1172"></a> <span class="k">if</span> <span class="nb">callable</span><span class="p">(</span><span class="n">fetch_method</span><span class="p">):</span>
|
|
<a id="__codelineno-0-1173" name="__codelineno-0-1173"></a> <span class="n">fetched</span> <span class="o">=</span> <span class="n">fetch_method</span><span class="p">(</span><span class="n">symbol</span><span class="p">,</span> <span class="n">granularity</span><span class="p">,</span> <span class="n">count</span> <span class="o">+</span> <span class="mi">1</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1174" name="__codelineno-0-1174"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1175" name="__codelineno-0-1175"></a> <span class="n">copy_method</span> <span class="o">=</span> <span class="nb">getattr</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"copy_rates_from_pos_as_df"</span><span class="p">,</span> <span class="kc">None</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1176" name="__codelineno-0-1176"></a> <span class="k">if</span> <span class="ow">not</span> <span class="nb">callable</span><span class="p">(</span><span class="n">copy_method</span><span class="p">):</span>
|
|
<a id="__codelineno-0-1177" name="__codelineno-0-1177"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"MT5 trading client cannot fetch rate data."</span>
|
|
<a id="__codelineno-0-1178" name="__codelineno-0-1178"></a> <span class="k">raise</span> <span class="n">Mt5TradingError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1179" name="__codelineno-0-1179"></a> <span class="n">fetched</span> <span class="o">=</span> <span class="n">copy_method</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1180" name="__codelineno-0-1180"></a> <span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1181" name="__codelineno-0-1181"></a> <span class="n">timeframe</span><span class="o">=</span><span class="n">parse_timeframe</span><span class="p">(</span><span class="n">granularity</span><span class="p">),</span>
|
|
<a id="__codelineno-0-1182" name="__codelineno-0-1182"></a> <span class="n">start_pos</span><span class="o">=</span><span class="mi">0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1183" name="__codelineno-0-1183"></a> <span class="n">count</span><span class="o">=</span><span class="n">count</span> <span class="o">+</span> <span class="mi">1</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1184" name="__codelineno-0-1184"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1185" name="__codelineno-0-1185"></a> <span class="k">if</span> <span class="ow">not</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">fetched</span><span class="p">,</span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">):</span>
|
|
<a id="__codelineno-0-1186" name="__codelineno-0-1186"></a> <span class="n">msg</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-1187" name="__codelineno-0-1187"></a> <span class="sa">f</span><span class="s2">"Malformed rate data for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2"> at granularity </span><span class="si">{</span><span class="n">granularity</span><span class="si">!r}</span><span class="s2">: "</span>
|
|
<a id="__codelineno-0-1188" name="__codelineno-0-1188"></a> <span class="s2">"expected a DataFrame."</span>
|
|
<a id="__codelineno-0-1189" name="__codelineno-0-1189"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1190" name="__codelineno-0-1190"></a> <span class="k">raise</span> <span class="ne">ValueError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span> <span class="c1"># noqa: TRY004</span>
|
|
<a id="__codelineno-0-1191" name="__codelineno-0-1191"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">fetched</span>
|
|
<a id="__codelineno-0-1192" name="__codelineno-0-1192"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">_ensure_rate_time_column</span><span class="p">(</span><span class="n">frame</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1193" name="__codelineno-0-1193"></a> <span class="k">if</span> <span class="s2">"time"</span> <span class="ow">not</span> <span class="ow">in</span> <span class="n">frame</span><span class="o">.</span><span class="n">columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1194" name="__codelineno-0-1194"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Rate data is missing a time column for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-1195" name="__codelineno-0-1195"></a> <span class="k">raise</span> <span class="ne">ValueError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1196" name="__codelineno-0-1196"></a> <span class="n">closed</span> <span class="o">=</span> <span class="n">drop_forming_rate_bar</span><span class="p">(</span><span class="n">frame</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1197" name="__codelineno-0-1197"></a> <span class="k">if</span> <span class="n">closed</span><span class="o">.</span><span class="n">empty</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1198" name="__codelineno-0-1198"></a> <span class="n">msg</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-1199" name="__codelineno-0-1199"></a> <span class="sa">f</span><span class="s2">"Rate data is empty for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2"> at granularity </span><span class="si">{</span><span class="n">granularity</span><span class="si">!r}</span><span class="s2"> "</span>
|
|
<a id="__codelineno-0-1200" name="__codelineno-0-1200"></a> <span class="sa">f</span><span class="s2">"with count </span><span class="si">{</span><span class="n">count</span><span class="si">}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-1201" name="__codelineno-0-1201"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1202" name="__codelineno-0-1202"></a> <span class="k">raise</span> <span class="ne">ValueError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1203" name="__codelineno-0-1203"></a> <span class="k">return</span> <span class="n">closed</span><span class="o">.</span><span class="n">tail</span><span class="p">(</span><span class="n">count</span><span class="p">)</span><span class="o">.</span><span class="n">reset_index</span><span class="p">(</span><span class="n">drop</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.fetch_latest_closed_rates_indexed" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">fetch_latest_closed_rates_indexed</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.fetch_latest_closed_rates_indexed" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">fetch_latest_closed_rates_indexed</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">granularity</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">count</span><span class="p">:</span> <span class="n"><span title="int">int</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Fetch the latest closed bars with a UTC DatetimeIndex from a trading client.</p>
|
|
<p>Internally reuses :func:<code>fetch_latest_closed_rates_for_trading_client</code> for
|
|
closed-bar detection and validation, then converts the <code>time</code> column to a
|
|
UTC-aware :class:<code>~pandas.DatetimeIndex</code> named <code>"time"</code> and drops the
|
|
original column. Intended for downstream time-series consumers that require
|
|
a datetime index rather than a <code>time</code> column.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>client</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Connected trading client with rate-fetch capability.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>symbol</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Symbol name.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>granularity</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Timeframe string (for example <code>"M1"</code>, <code>"H1"</code>).</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>count</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="int">int</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Maximum number of closed bars to return.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Up to <code>count</code> closed bars ordered oldest to newest, with a</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>UTC-aware <code>DatetimeIndex</code> named <code>"time"</code>. The original <code>time</code></p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>column is dropped.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Raises:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="ValueError">ValueError</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If <code>count</code> is not positive, rate data is empty or
|
|
malformed, the <code>time</code> column is missing, or timestamp data
|
|
is invalid or unparseable.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-1247">1247</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1248">1248</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1249">1249</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1250">1250</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1251">1251</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1252">1252</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1253">1253</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1254">1254</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1255">1255</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1256">1256</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1257">1257</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1258">1258</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1259">1259</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1260">1260</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1261">1261</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1262">1262</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1263">1263</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1264">1264</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1265">1265</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1266">1266</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1267">1267</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1268">1268</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1269">1269</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1270">1270</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1271">1271</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1272">1272</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1273">1273</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1274">1274</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1275">1275</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1276">1276</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1277">1277</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1278">1278</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1279">1279</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1280">1280</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1281">1281</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1282">1282</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1283">1283</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1284">1284</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1285">1285</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1286">1286</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1287">1287</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1288">1288</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1289">1289</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1290">1290</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1291">1291</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1247" name="__codelineno-0-1247"></a><span class="k">def</span><span class="w"> </span><span class="nf">fetch_latest_closed_rates_indexed</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1248" name="__codelineno-0-1248"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1249" name="__codelineno-0-1249"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1250" name="__codelineno-0-1250"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1251" name="__codelineno-0-1251"></a> <span class="n">granularity</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1252" name="__codelineno-0-1252"></a> <span class="n">count</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1253" name="__codelineno-0-1253"></a><span class="p">)</span> <span class="o">-></span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1254" name="__codelineno-0-1254"></a><span class="w"> </span><span class="sd">"""Fetch the latest closed bars with a UTC DatetimeIndex from a trading client.</span>
|
|
<a id="__codelineno-0-1255" name="__codelineno-0-1255"></a>
|
|
<a id="__codelineno-0-1256" name="__codelineno-0-1256"></a><span class="sd"> Internally reuses :func:`fetch_latest_closed_rates_for_trading_client` for</span>
|
|
<a id="__codelineno-0-1257" name="__codelineno-0-1257"></a><span class="sd"> closed-bar detection and validation, then converts the ``time`` column to a</span>
|
|
<a id="__codelineno-0-1258" name="__codelineno-0-1258"></a><span class="sd"> UTC-aware :class:`~pandas.DatetimeIndex` named ``"time"`` and drops the</span>
|
|
<a id="__codelineno-0-1259" name="__codelineno-0-1259"></a><span class="sd"> original column. Intended for downstream time-series consumers that require</span>
|
|
<a id="__codelineno-0-1260" name="__codelineno-0-1260"></a><span class="sd"> a datetime index rather than a ``time`` column.</span>
|
|
<a id="__codelineno-0-1261" name="__codelineno-0-1261"></a>
|
|
<a id="__codelineno-0-1262" name="__codelineno-0-1262"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-1263" name="__codelineno-0-1263"></a><span class="sd"> client: Connected trading client with rate-fetch capability.</span>
|
|
<a id="__codelineno-0-1264" name="__codelineno-0-1264"></a><span class="sd"> symbol: Symbol name.</span>
|
|
<a id="__codelineno-0-1265" name="__codelineno-0-1265"></a><span class="sd"> granularity: Timeframe string (for example ``"M1"``, ``"H1"``).</span>
|
|
<a id="__codelineno-0-1266" name="__codelineno-0-1266"></a><span class="sd"> count: Maximum number of closed bars to return.</span>
|
|
<a id="__codelineno-0-1267" name="__codelineno-0-1267"></a>
|
|
<a id="__codelineno-0-1268" name="__codelineno-0-1268"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1269" name="__codelineno-0-1269"></a><span class="sd"> Up to ``count`` closed bars ordered oldest to newest, with a</span>
|
|
<a id="__codelineno-0-1270" name="__codelineno-0-1270"></a><span class="sd"> UTC-aware ``DatetimeIndex`` named ``"time"``. The original ``time``</span>
|
|
<a id="__codelineno-0-1271" name="__codelineno-0-1271"></a><span class="sd"> column is dropped.</span>
|
|
<a id="__codelineno-0-1272" name="__codelineno-0-1272"></a>
|
|
<a id="__codelineno-0-1273" name="__codelineno-0-1273"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-1274" name="__codelineno-0-1274"></a><span class="sd"> ValueError: If ``count`` is not positive, rate data is empty or</span>
|
|
<a id="__codelineno-0-1275" name="__codelineno-0-1275"></a><span class="sd"> malformed, the ``time`` column is missing, or timestamp data</span>
|
|
<a id="__codelineno-0-1276" name="__codelineno-0-1276"></a><span class="sd"> is invalid or unparseable.</span>
|
|
<a id="__codelineno-0-1277" name="__codelineno-0-1277"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1278" name="__codelineno-0-1278"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">fetch_latest_closed_rates_for_trading_client</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1279" name="__codelineno-0-1279"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1280" name="__codelineno-0-1280"></a> <span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1281" name="__codelineno-0-1281"></a> <span class="n">granularity</span><span class="o">=</span><span class="n">granularity</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1282" name="__codelineno-0-1282"></a> <span class="n">count</span><span class="o">=</span><span class="n">count</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1283" name="__codelineno-0-1283"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1284" name="__codelineno-0-1284"></a> <span class="k">if</span> <span class="s2">"time"</span> <span class="ow">not</span> <span class="ow">in</span> <span class="n">frame</span><span class="o">.</span><span class="n">columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1285" name="__codelineno-0-1285"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Rate data is missing a time column for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-1286" name="__codelineno-0-1286"></a> <span class="k">raise</span> <span class="ne">ValueError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1287" name="__codelineno-0-1287"></a> <span class="n">idx</span> <span class="o">=</span> <span class="n">_rate_time_to_utc</span><span class="p">(</span><span class="n">frame</span><span class="p">[</span><span class="s2">"time"</span><span class="p">],</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1288" name="__codelineno-0-1288"></a> <span class="n">idx</span><span class="o">.</span><span class="n">name</span> <span class="o">=</span> <span class="s2">"time"</span>
|
|
<a id="__codelineno-0-1289" name="__codelineno-0-1289"></a> <span class="n">result</span> <span class="o">=</span> <span class="n">frame</span><span class="o">.</span><span class="n">drop</span><span class="p">(</span><span class="n">columns</span><span class="o">=</span><span class="p">[</span><span class="s2">"time"</span><span class="p">])</span>
|
|
<a id="__codelineno-0-1290" name="__codelineno-0-1290"></a> <span class="n">result</span><span class="o">.</span><span class="n">index</span> <span class="o">=</span> <span class="n">idx</span>
|
|
<a id="__codelineno-0-1291" name="__codelineno-0-1291"></a> <span class="k">return</span> <span class="n">result</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.get_account_snapshot" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">get_account_snapshot</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.get_account_snapshot" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">get_account_snapshot</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">,</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return normalized account state with stable keys.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-534">534</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-535">535</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-536">536</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-537">537</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-538">538</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-539">539</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-540">540</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-541">541</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-542">542</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-534" name="__codelineno-0-534"></a><span class="k">def</span><span class="w"> </span><span class="nf">get_account_snapshot</span><span class="p">(</span>
|
|
<a id="__codelineno-0-535" name="__codelineno-0-535"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-536" name="__codelineno-0-536"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">dict</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="nb">float</span> <span class="o">|</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-537" name="__codelineno-0-537"></a><span class="w"> </span><span class="sd">"""Return normalized account state with stable keys."""</span>
|
|
<a id="__codelineno-0-538" name="__codelineno-0-538"></a> <span class="n">value</span> <span class="o">=</span> <span class="n">_call_snapshot_method</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"account_info_as_dict"</span><span class="p">,</span> <span class="s2">"account_info"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-539" name="__codelineno-0-539"></a> <span class="k">return</span> <span class="n">cast</span><span class="p">(</span>
|
|
<a id="__codelineno-0-540" name="__codelineno-0-540"></a> <span class="s2">"dict[str, float | int | str | None]"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-541" name="__codelineno-0-541"></a> <span class="n">_snapshot_from_value</span><span class="p">(</span><span class="n">value</span><span class="p">,</span> <span class="n">_ACCOUNT_SNAPSHOT_FIELDS</span><span class="p">),</span>
|
|
<a id="__codelineno-0-542" name="__codelineno-0-542"></a> <span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.get_positions_frame" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">get_positions_frame</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.get_positions_frame" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">get_positions_frame</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return open positions as a DataFrame with stable baseline columns.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-571">571</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-572">572</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-573">573</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-574">574</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-575">575</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-576">576</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-577">577</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-578">578</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-579">579</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-580">580</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-571" name="__codelineno-0-571"></a><span class="k">def</span><span class="w"> </span><span class="nf">get_positions_frame</span><span class="p">(</span>
|
|
<a id="__codelineno-0-572" name="__codelineno-0-572"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-573" name="__codelineno-0-573"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-574" name="__codelineno-0-574"></a><span class="p">)</span> <span class="o">-></span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">:</span>
|
|
<a id="__codelineno-0-575" name="__codelineno-0-575"></a><span class="w"> </span><span class="sd">"""Return open positions as a DataFrame with stable baseline columns."""</span>
|
|
<a id="__codelineno-0-576" name="__codelineno-0-576"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">positions_get_as_df</span><span class="p">(</span><span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-577" name="__codelineno-0-577"></a> <span class="k">for</span> <span class="n">column</span> <span class="ow">in</span> <span class="n">POSITION_COLUMNS</span><span class="p">:</span>
|
|
<a id="__codelineno-0-578" name="__codelineno-0-578"></a> <span class="k">if</span> <span class="n">column</span> <span class="ow">not</span> <span class="ow">in</span> <span class="n">frame</span><span class="o">.</span><span class="n">columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-579" name="__codelineno-0-579"></a> <span class="n">frame</span><span class="p">[</span><span class="n">column</span><span class="p">]</span> <span class="o">=</span> <span class="n">pd</span><span class="o">.</span><span class="n">Series</span><span class="p">(</span><span class="n">dtype</span><span class="o">=</span><span class="s2">"object"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-580" name="__codelineno-0-580"></a> <span class="k">return</span> <span class="n">frame</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.get_symbol_snapshot" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">get_symbol_snapshot</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.get_symbol_snapshot" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">get_symbol_snapshot</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">,</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="n"><span title="bool">bool</span></span> <span class="o">|</span> <span class="kc">None</span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return normalized symbol metadata required for trading decisions.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-545">545</a></span>
|
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<span class="normal"><a href="#__codelineno-0-546">546</a></span>
|
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<span class="normal"><a href="#__codelineno-0-547">547</a></span>
|
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<span class="normal"><a href="#__codelineno-0-548">548</a></span>
|
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<span class="normal"><a href="#__codelineno-0-549">549</a></span>
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<span class="normal"><a href="#__codelineno-0-550">550</a></span>
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<span class="normal"><a href="#__codelineno-0-551">551</a></span>
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<span class="normal"><a href="#__codelineno-0-552">552</a></span>
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<span class="normal"><a href="#__codelineno-0-553">553</a></span>
|
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<span class="normal"><a href="#__codelineno-0-554">554</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-545" name="__codelineno-0-545"></a><span class="k">def</span><span class="w"> </span><span class="nf">get_symbol_snapshot</span><span class="p">(</span>
|
|
<a id="__codelineno-0-546" name="__codelineno-0-546"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-547" name="__codelineno-0-547"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-548" name="__codelineno-0-548"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">dict</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="nb">float</span> <span class="o">|</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">|</span> <span class="nb">bool</span> <span class="o">|</span> <span class="kc">None</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-549" name="__codelineno-0-549"></a><span class="w"> </span><span class="sd">"""Return normalized symbol metadata required for trading decisions."""</span>
|
|
<a id="__codelineno-0-550" name="__codelineno-0-550"></a> <span class="n">method</span> <span class="o">=</span> <span class="nb">getattr</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"symbol_info_as_dict"</span><span class="p">,</span> <span class="kc">None</span><span class="p">)</span>
|
|
<a id="__codelineno-0-551" name="__codelineno-0-551"></a> <span class="n">value</span> <span class="o">=</span> <span class="n">method</span><span class="p">(</span><span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">)</span> <span class="k">if</span> <span class="nb">callable</span><span class="p">(</span><span class="n">method</span><span class="p">)</span> <span class="k">else</span> <span class="n">client</span><span class="o">.</span><span class="n">symbol_info</span><span class="p">(</span><span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-552" name="__codelineno-0-552"></a> <span class="n">snapshot</span> <span class="o">=</span> <span class="n">_snapshot_from_value</span><span class="p">(</span><span class="n">value</span><span class="p">,</span> <span class="n">_SYMBOL_SNAPSHOT_FIELDS</span><span class="p">)</span>
|
|
<a id="__codelineno-0-553" name="__codelineno-0-553"></a> <span class="n">snapshot</span><span class="p">[</span><span class="s2">"symbol"</span><span class="p">]</span> <span class="o">=</span> <span class="n">snapshot</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"symbol"</span><span class="p">)</span> <span class="ow">or</span> <span class="n">symbol</span>
|
|
<a id="__codelineno-0-554" name="__codelineno-0-554"></a> <span class="k">return</span> <span class="n">cast</span><span class="p">(</span><span class="s2">"dict[str, float | int | str | bool | None]"</span><span class="p">,</span> <span class="n">snapshot</span><span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.get_tick_snapshot" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">get_tick_snapshot</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.get_tick_snapshot" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">get_tick_snapshot</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">,</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="kc">None</span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return normalized latest tick data, including bid, ask, and timestamp.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-557">557</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-558">558</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-559">559</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-560">560</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-561">561</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-562">562</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-563">563</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-564">564</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-565">565</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-566">566</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-567">567</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-568">568</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-557" name="__codelineno-0-557"></a><span class="k">def</span><span class="w"> </span><span class="nf">get_tick_snapshot</span><span class="p">(</span>
|
|
<a id="__codelineno-0-558" name="__codelineno-0-558"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-559" name="__codelineno-0-559"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-560" name="__codelineno-0-560"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">dict</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="nb">float</span> <span class="o">|</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-561" name="__codelineno-0-561"></a><span class="w"> </span><span class="sd">"""Return normalized latest tick data, including bid, ask, and timestamp."""</span>
|
|
<a id="__codelineno-0-562" name="__codelineno-0-562"></a> <span class="n">method</span> <span class="o">=</span> <span class="nb">getattr</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"symbol_info_tick_as_dict"</span><span class="p">,</span> <span class="kc">None</span><span class="p">)</span>
|
|
<a id="__codelineno-0-563" name="__codelineno-0-563"></a> <span class="n">value</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-564" name="__codelineno-0-564"></a> <span class="n">method</span><span class="p">(</span><span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">)</span> <span class="k">if</span> <span class="nb">callable</span><span class="p">(</span><span class="n">method</span><span class="p">)</span> <span class="k">else</span> <span class="n">client</span><span class="o">.</span><span class="n">symbol_info_tick</span><span class="p">(</span><span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-565" name="__codelineno-0-565"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-566" name="__codelineno-0-566"></a> <span class="n">snapshot</span> <span class="o">=</span> <span class="n">_snapshot_from_value</span><span class="p">(</span><span class="n">value</span><span class="p">,</span> <span class="n">_TICK_SNAPSHOT_FIELDS</span><span class="p">)</span>
|
|
<a id="__codelineno-0-567" name="__codelineno-0-567"></a> <span class="n">snapshot</span><span class="p">[</span><span class="s2">"symbol"</span><span class="p">]</span> <span class="o">=</span> <span class="n">snapshot</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"symbol"</span><span class="p">)</span> <span class="ow">or</span> <span class="n">symbol</span>
|
|
<a id="__codelineno-0-568" name="__codelineno-0-568"></a> <span class="k">return</span> <span class="n">cast</span><span class="p">(</span><span class="s2">"dict[str, float | int | None]"</span><span class="p">,</span> <span class="n">snapshot</span><span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.mt5_trading_session" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">mt5_trading_session</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.mt5_trading_session" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">mt5_trading_session</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">config</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5Config">Mt5Config</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">login</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">password</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">server</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">path</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">timeout</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="n">retry_count</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">=</span> <span class="mi">0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="collections.abc.Iterator">Iterator</span></span><span class="p">[</span><span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Open a trading-capable MT5 session and always shut down safely.</p>
|
|
<p>Launches the MetaTrader 5 terminal using <code>Mt5Config.path</code> when set,
|
|
initializes and logs in via <code>initialize_and_login_mt5()</code>, yields a
|
|
connected :class:<code>~pdmt5.Mt5TradingClient</code>, and calls <code>shutdown()</code> on
|
|
exit even when an error is raised inside the context.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>config</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="pdmt5.Mt5Config">Mt5Config</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>MT5 connection configuration. Defaults to an empty config that
|
|
attaches to a running terminal.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>login</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="int">int</span> | <span title="str">str</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional trading account login.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>password</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional trading account password.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>server</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional trading server name.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>path</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional terminal executable path.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>timeout</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="int">int</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional connection timeout in milliseconds.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>retry_count</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="int">int</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Number of initialization retries passed to
|
|
<code>Mt5TradingClient</code>.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>0</code>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Yields:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
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</tr>
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</thead>
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<tbody>
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<tr class="doc-section-item">
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<td>
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<code><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></code>
|
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</td>
|
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<td>
|
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<div class="doc-md-description">
|
|
<p>Connected <code>Mt5TradingClient</code> bound to the session.</p>
|
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</div>
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</td>
|
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</tr>
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</tbody>
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</table>
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<details class="mkdocstrings-source">
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<summary>Source code in <code>mt5cli/trading.py</code></summary>
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<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-1294">1294</a></span>
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<span class="normal"><a href="#__codelineno-0-1338">1338</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1294" name="__codelineno-0-1294"></a><span class="nd">@contextmanager</span>
|
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<a id="__codelineno-0-1295" name="__codelineno-0-1295"></a><span class="k">def</span><span class="w"> </span><span class="nf">mt5_trading_session</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1296" name="__codelineno-0-1296"></a> <span class="n">config</span><span class="p">:</span> <span class="n">Mt5Config</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1297" name="__codelineno-0-1297"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1298" name="__codelineno-0-1298"></a> <span class="n">login</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1299" name="__codelineno-0-1299"></a> <span class="n">password</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1300" name="__codelineno-0-1300"></a> <span class="n">server</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1301" name="__codelineno-0-1301"></a> <span class="n">path</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1302" name="__codelineno-0-1302"></a> <span class="n">timeout</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1303" name="__codelineno-0-1303"></a> <span class="n">retry_count</span><span class="p">:</span> <span class="nb">int</span> <span class="o">=</span> <span class="mi">0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1304" name="__codelineno-0-1304"></a><span class="p">)</span> <span class="o">-></span> <span class="n">Iterator</span><span class="p">[</span><span class="n">Mt5TradingClient</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-1305" name="__codelineno-0-1305"></a><span class="w"> </span><span class="sd">"""Open a trading-capable MT5 session and always shut down safely.</span>
|
|
<a id="__codelineno-0-1306" name="__codelineno-0-1306"></a>
|
|
<a id="__codelineno-0-1307" name="__codelineno-0-1307"></a><span class="sd"> Launches the MetaTrader 5 terminal using ``Mt5Config.path`` when set,</span>
|
|
<a id="__codelineno-0-1308" name="__codelineno-0-1308"></a><span class="sd"> initializes and logs in via ``initialize_and_login_mt5()``, yields a</span>
|
|
<a id="__codelineno-0-1309" name="__codelineno-0-1309"></a><span class="sd"> connected :class:`~pdmt5.Mt5TradingClient`, and calls ``shutdown()`` on</span>
|
|
<a id="__codelineno-0-1310" name="__codelineno-0-1310"></a><span class="sd"> exit even when an error is raised inside the context.</span>
|
|
<a id="__codelineno-0-1311" name="__codelineno-0-1311"></a>
|
|
<a id="__codelineno-0-1312" name="__codelineno-0-1312"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-1313" name="__codelineno-0-1313"></a><span class="sd"> config: MT5 connection configuration. Defaults to an empty config that</span>
|
|
<a id="__codelineno-0-1314" name="__codelineno-0-1314"></a><span class="sd"> attaches to a running terminal.</span>
|
|
<a id="__codelineno-0-1315" name="__codelineno-0-1315"></a><span class="sd"> login: Optional trading account login.</span>
|
|
<a id="__codelineno-0-1316" name="__codelineno-0-1316"></a><span class="sd"> password: Optional trading account password.</span>
|
|
<a id="__codelineno-0-1317" name="__codelineno-0-1317"></a><span class="sd"> server: Optional trading server name.</span>
|
|
<a id="__codelineno-0-1318" name="__codelineno-0-1318"></a><span class="sd"> path: Optional terminal executable path.</span>
|
|
<a id="__codelineno-0-1319" name="__codelineno-0-1319"></a><span class="sd"> timeout: Optional connection timeout in milliseconds.</span>
|
|
<a id="__codelineno-0-1320" name="__codelineno-0-1320"></a><span class="sd"> retry_count: Number of initialization retries passed to</span>
|
|
<a id="__codelineno-0-1321" name="__codelineno-0-1321"></a><span class="sd"> ``Mt5TradingClient``.</span>
|
|
<a id="__codelineno-0-1322" name="__codelineno-0-1322"></a>
|
|
<a id="__codelineno-0-1323" name="__codelineno-0-1323"></a><span class="sd"> Yields:</span>
|
|
<a id="__codelineno-0-1324" name="__codelineno-0-1324"></a><span class="sd"> Connected ``Mt5TradingClient`` bound to the session.</span>
|
|
<a id="__codelineno-0-1325" name="__codelineno-0-1325"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1326" name="__codelineno-0-1326"></a> <span class="n">client</span> <span class="o">=</span> <span class="n">create_trading_client</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1327" name="__codelineno-0-1327"></a> <span class="n">config</span><span class="o">=</span><span class="n">config</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1328" name="__codelineno-0-1328"></a> <span class="n">login</span><span class="o">=</span><span class="n">login</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1329" name="__codelineno-0-1329"></a> <span class="n">password</span><span class="o">=</span><span class="n">password</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1330" name="__codelineno-0-1330"></a> <span class="n">server</span><span class="o">=</span><span class="n">server</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1331" name="__codelineno-0-1331"></a> <span class="n">path</span><span class="o">=</span><span class="n">path</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1332" name="__codelineno-0-1332"></a> <span class="n">timeout</span><span class="o">=</span><span class="n">timeout</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1333" name="__codelineno-0-1333"></a> <span class="n">retry_count</span><span class="o">=</span><span class="n">retry_count</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1334" name="__codelineno-0-1334"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1335" name="__codelineno-0-1335"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1336" name="__codelineno-0-1336"></a> <span class="k">yield</span> <span class="n">client</span>
|
|
<a id="__codelineno-0-1337" name="__codelineno-0-1337"></a> <span class="k">finally</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1338" name="__codelineno-0-1338"></a> <span class="n">client</span><span class="o">.</span><span class="n">shutdown</span><span class="p">()</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.normalize_order_volume" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">normalize_order_volume</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.normalize_order_volume" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">normalize_order_volume</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">volume</span><span class="p">:</span> <span class="n"><span title="float">float</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">volume_min</span><span class="p">:</span> <span class="n"><span title="float">float</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">volume_max</span><span class="p">:</span> <span class="n"><span title="float">float</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">volume_step</span><span class="p">:</span> <span class="n"><span title="float">float</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Normalize a requested order volume to broker volume constraints.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Volume floored to the nearest valid broker step from <code>volume_min</code>,</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>capped at <code>volume_max</code> when finite and positive, and rounded</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>deterministically. Returns <code>0.0</code> when inputs or constraints are</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>invalid, non-finite, or the capped request is below <code>volume_min</code>.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-296">296</a></span>
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<span class="normal"><a href="#__codelineno-0-325">325</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-296" name="__codelineno-0-296"></a><span class="k">def</span><span class="w"> </span><span class="nf">normalize_order_volume</span><span class="p">(</span>
|
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<a id="__codelineno-0-297" name="__codelineno-0-297"></a> <span class="n">volume</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
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<a id="__codelineno-0-298" name="__codelineno-0-298"></a> <span class="o">*</span><span class="p">,</span>
|
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<a id="__codelineno-0-299" name="__codelineno-0-299"></a> <span class="n">volume_min</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
|
<a id="__codelineno-0-300" name="__codelineno-0-300"></a> <span class="n">volume_max</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
|
<a id="__codelineno-0-301" name="__codelineno-0-301"></a> <span class="n">volume_step</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
|
<a id="__codelineno-0-302" name="__codelineno-0-302"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span><span class="p">:</span>
|
|
<a id="__codelineno-0-303" name="__codelineno-0-303"></a><span class="w"> </span><span class="sd">"""Normalize a requested order volume to broker volume constraints.</span>
|
|
<a id="__codelineno-0-304" name="__codelineno-0-304"></a>
|
|
<a id="__codelineno-0-305" name="__codelineno-0-305"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-306" name="__codelineno-0-306"></a><span class="sd"> Volume floored to the nearest valid broker step from ``volume_min``,</span>
|
|
<a id="__codelineno-0-307" name="__codelineno-0-307"></a><span class="sd"> capped at ``volume_max`` when finite and positive, and rounded</span>
|
|
<a id="__codelineno-0-308" name="__codelineno-0-308"></a><span class="sd"> deterministically. Returns ``0.0`` when inputs or constraints are</span>
|
|
<a id="__codelineno-0-309" name="__codelineno-0-309"></a><span class="sd"> invalid, non-finite, or the capped request is below ``volume_min``.</span>
|
|
<a id="__codelineno-0-310" name="__codelineno-0-310"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-311" name="__codelineno-0-311"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">_is_finite_number</span><span class="p">(</span><span class="n">volume</span><span class="p">):</span>
|
|
<a id="__codelineno-0-312" name="__codelineno-0-312"></a> <span class="k">return</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-313" name="__codelineno-0-313"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">_is_positive_finite_number</span><span class="p">(</span><span class="n">volume_min</span><span class="p">):</span>
|
|
<a id="__codelineno-0-314" name="__codelineno-0-314"></a> <span class="k">return</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-315" name="__codelineno-0-315"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">_is_positive_finite_number</span><span class="p">(</span><span class="n">volume_step</span><span class="p">):</span>
|
|
<a id="__codelineno-0-316" name="__codelineno-0-316"></a> <span class="k">return</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-317" name="__codelineno-0-317"></a> <span class="n">has_volume_cap</span> <span class="o">=</span> <span class="n">_is_positive_finite_number</span><span class="p">(</span><span class="n">volume_max</span><span class="p">)</span>
|
|
<a id="__codelineno-0-318" name="__codelineno-0-318"></a> <span class="n">capped</span> <span class="o">=</span> <span class="nb">min</span><span class="p">(</span><span class="n">volume</span><span class="p">,</span> <span class="n">volume_max</span><span class="p">)</span> <span class="k">if</span> <span class="n">has_volume_cap</span> <span class="k">else</span> <span class="n">volume</span>
|
|
<a id="__codelineno-0-319" name="__codelineno-0-319"></a> <span class="k">if</span> <span class="n">capped</span> <span class="o"><</span> <span class="n">volume_min</span><span class="p">:</span>
|
|
<a id="__codelineno-0-320" name="__codelineno-0-320"></a> <span class="k">return</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-321" name="__codelineno-0-321"></a> <span class="n">steps</span> <span class="o">=</span> <span class="n">floor</span><span class="p">(((</span><span class="n">capped</span> <span class="o">-</span> <span class="n">volume_min</span><span class="p">)</span> <span class="o">/</span> <span class="n">volume_step</span><span class="p">)</span> <span class="o">+</span> <span class="mf">1e-12</span><span class="p">)</span>
|
|
<a id="__codelineno-0-322" name="__codelineno-0-322"></a> <span class="n">normalized</span> <span class="o">=</span> <span class="n">volume_min</span> <span class="o">+</span> <span class="nb">max</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span> <span class="n">steps</span><span class="p">)</span> <span class="o">*</span> <span class="n">volume_step</span>
|
|
<a id="__codelineno-0-323" name="__codelineno-0-323"></a> <span class="k">if</span> <span class="n">has_volume_cap</span><span class="p">:</span>
|
|
<a id="__codelineno-0-324" name="__codelineno-0-324"></a> <span class="n">normalized</span> <span class="o">=</span> <span class="nb">min</span><span class="p">(</span><span class="n">normalized</span><span class="p">,</span> <span class="n">volume_max</span><span class="p">)</span>
|
|
<a id="__codelineno-0-325" name="__codelineno-0-325"></a> <span class="k">return</span> <span class="nb">round</span><span class="p">(</span><span class="n">normalized</span><span class="p">,</span> <span class="mi">10</span><span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.place_market_order" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">place_market_order</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.place_market_order" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">place_market_order</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">volume</span><span class="p">:</span> <span class="n"><span title="float">float</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">order_side</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="OrderSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.OrderSide)" href="#mt5cli.trading.OrderSide">OrderSide</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">order_filling_mode</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="OrderFillingMode
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.OrderFillingMode)" href="#mt5cli.trading.OrderFillingMode">OrderFillingMode</a></span> <span class="o">=</span> <span class="s2">"IOC"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">order_time_mode</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="OrderTimeMode
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.OrderTimeMode)" href="#mt5cli.trading.OrderTimeMode">OrderTimeMode</a></span> <span class="o">=</span> <span class="s2">"GTC"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="n">sl</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a> <span class="n">tp</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-11" name="__codelineno-0-11" href="#__codelineno-0-11"></a> <span class="n">position</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-12" name="__codelineno-0-12" href="#__codelineno-0-12"></a> <span class="n">dry_run</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-13" name="__codelineno-0-13" href="#__codelineno-0-13"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><a class="autorefs autorefs-internal" title="OrderExecutionResult (mt5cli.trading.OrderExecutionResult)" href="#mt5cli.trading.OrderExecutionResult">OrderExecutionResult</a></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Place one normalized market order or return a dry-run result.</p>
|
|
<p><code>pdmt5.Mt5TradingClient.order_send()</code> raises only when MT5 returns no
|
|
response. When MT5 returns a response with a known non-success retcode, this
|
|
helper returns <code>status="failed"</code> and keeps the normalized response
|
|
details for callers to inspect.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="OrderExecutionResult (mt5cli.trading.OrderExecutionResult)" href="#mt5cli.trading.OrderExecutionResult">OrderExecutionResult</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Normalized execution result containing request and response details.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Raises:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="pdmt5.Mt5TradingError">Mt5TradingError</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If volume or required tick data is invalid.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-946"> 946</a></span>
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<span class="normal"><a href="#__codelineno-0-947"> 947</a></span>
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<span class="normal"><a href="#__codelineno-0-948"> 948</a></span>
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<span class="normal"><a href="#__codelineno-0-949"> 949</a></span>
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<span class="normal"><a href="#__codelineno-0-950"> 950</a></span>
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<span class="normal"><a href="#__codelineno-0-951"> 951</a></span>
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<span class="normal"><a href="#__codelineno-0-952"> 952</a></span>
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<span class="normal"><a href="#__codelineno-0-953"> 953</a></span>
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<span class="normal"><a href="#__codelineno-0-954"> 954</a></span>
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<span class="normal"><a href="#__codelineno-0-955"> 955</a></span>
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<span class="normal"><a href="#__codelineno-0-956"> 956</a></span>
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<span class="normal"><a href="#__codelineno-0-957"> 957</a></span>
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<span class="normal"><a href="#__codelineno-0-958"> 958</a></span>
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<span class="normal"><a href="#__codelineno-0-959"> 959</a></span>
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<span class="normal"><a href="#__codelineno-0-960"> 960</a></span>
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<span class="normal"><a href="#__codelineno-0-961"> 961</a></span>
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<span class="normal"><a href="#__codelineno-0-962"> 962</a></span>
|
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<span class="normal"><a href="#__codelineno-0-963"> 963</a></span>
|
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<span class="normal"><a href="#__codelineno-0-964"> 964</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-965"> 965</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-966"> 966</a></span>
|
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<span class="normal"><a href="#__codelineno-0-967"> 967</a></span>
|
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<span class="normal"><a href="#__codelineno-0-968"> 968</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-969"> 969</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-970"> 970</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-971"> 971</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-972"> 972</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-973"> 973</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-974"> 974</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-975"> 975</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-976"> 976</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-977"> 977</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-978"> 978</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-979"> 979</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-980"> 980</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-981"> 981</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-982"> 982</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-983"> 983</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-984"> 984</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-985"> 985</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-986"> 986</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-987"> 987</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-988"> 988</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-989"> 989</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-990"> 990</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-991"> 991</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-992"> 992</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-993"> 993</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-994"> 994</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-995"> 995</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-996"> 996</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-997"> 997</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-998"> 998</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-999"> 999</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1000">1000</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1001">1001</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1002">1002</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1003">1003</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1004">1004</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1005">1005</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1006">1006</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1007">1007</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1008">1008</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1009">1009</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1010">1010</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1011">1011</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1012">1012</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1013">1013</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1014">1014</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1015">1015</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1016">1016</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1017">1017</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1018">1018</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1019">1019</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1020">1020</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1021">1021</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1022">1022</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1023">1023</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1024">1024</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1025">1025</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1026">1026</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1027">1027</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1028">1028</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1029">1029</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1030">1030</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1031">1031</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1032">1032</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1033">1033</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1034">1034</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1035">1035</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1036">1036</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-946" name="__codelineno-0-946"></a><span class="k">def</span><span class="w"> </span><span class="nf">place_market_order</span><span class="p">(</span>
|
|
<a id="__codelineno-0-947" name="__codelineno-0-947"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-948" name="__codelineno-0-948"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-949" name="__codelineno-0-949"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-950" name="__codelineno-0-950"></a> <span class="n">volume</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
|
<a id="__codelineno-0-951" name="__codelineno-0-951"></a> <span class="n">order_side</span><span class="p">:</span> <span class="n">OrderSide</span><span class="p">,</span>
|
|
<a id="__codelineno-0-952" name="__codelineno-0-952"></a> <span class="n">order_filling_mode</span><span class="p">:</span> <span class="n">OrderFillingMode</span> <span class="o">=</span> <span class="s2">"IOC"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-953" name="__codelineno-0-953"></a> <span class="n">order_time_mode</span><span class="p">:</span> <span class="n">OrderTimeMode</span> <span class="o">=</span> <span class="s2">"GTC"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-954" name="__codelineno-0-954"></a> <span class="n">sl</span><span class="p">:</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-955" name="__codelineno-0-955"></a> <span class="n">tp</span><span class="p">:</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-956" name="__codelineno-0-956"></a> <span class="n">position</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-957" name="__codelineno-0-957"></a> <span class="n">dry_run</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-958" name="__codelineno-0-958"></a><span class="p">)</span> <span class="o">-></span> <span class="n">OrderExecutionResult</span><span class="p">:</span>
|
|
<a id="__codelineno-0-959" name="__codelineno-0-959"></a><span class="w"> </span><span class="sd">"""Place one normalized market order or return a dry-run result.</span>
|
|
<a id="__codelineno-0-960" name="__codelineno-0-960"></a>
|
|
<a id="__codelineno-0-961" name="__codelineno-0-961"></a><span class="sd"> ``pdmt5.Mt5TradingClient.order_send()`` raises only when MT5 returns no</span>
|
|
<a id="__codelineno-0-962" name="__codelineno-0-962"></a><span class="sd"> response. When MT5 returns a response with a known non-success retcode, this</span>
|
|
<a id="__codelineno-0-963" name="__codelineno-0-963"></a><span class="sd"> helper returns ``status="failed"`` and keeps the normalized response</span>
|
|
<a id="__codelineno-0-964" name="__codelineno-0-964"></a><span class="sd"> details for callers to inspect.</span>
|
|
<a id="__codelineno-0-965" name="__codelineno-0-965"></a>
|
|
<a id="__codelineno-0-966" name="__codelineno-0-966"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-967" name="__codelineno-0-967"></a><span class="sd"> Normalized execution result containing request and response details.</span>
|
|
<a id="__codelineno-0-968" name="__codelineno-0-968"></a>
|
|
<a id="__codelineno-0-969" name="__codelineno-0-969"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-970" name="__codelineno-0-970"></a><span class="sd"> Mt5TradingError: If volume or required tick data is invalid.</span>
|
|
<a id="__codelineno-0-971" name="__codelineno-0-971"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-972" name="__codelineno-0-972"></a> <span class="k">if</span> <span class="n">volume</span> <span class="o"><=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-973" name="__codelineno-0-973"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"volume must be positive."</span>
|
|
<a id="__codelineno-0-974" name="__codelineno-0-974"></a> <span class="k">raise</span> <span class="n">Mt5TradingError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-975" name="__codelineno-0-975"></a> <span class="n">side</span> <span class="o">=</span> <span class="n">_normalize_order_side</span><span class="p">(</span><span class="n">order_side</span><span class="p">)</span>
|
|
<a id="__codelineno-0-976" name="__codelineno-0-976"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">dry_run</span><span class="p">:</span>
|
|
<a id="__codelineno-0-977" name="__codelineno-0-977"></a> <span class="n">ensure_symbol_selected</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-978" name="__codelineno-0-978"></a> <span class="n">tick</span> <span class="o">=</span> <span class="n">get_tick_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-979" name="__codelineno-0-979"></a> <span class="n">price</span> <span class="o">=</span> <span class="n">tick</span><span class="p">[</span><span class="s2">"ask"</span><span class="p">]</span> <span class="k">if</span> <span class="n">side</span> <span class="o">==</span> <span class="s2">"BUY"</span> <span class="k">else</span> <span class="n">tick</span><span class="p">[</span><span class="s2">"bid"</span><span class="p">]</span>
|
|
<a id="__codelineno-0-980" name="__codelineno-0-980"></a> <span class="k">if</span> <span class="ow">not</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">price</span><span class="p">,</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">float</span><span class="p">)</span> <span class="ow">or</span> <span class="n">price</span> <span class="o"><=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-981" name="__codelineno-0-981"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Tick price is unavailable for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-982" name="__codelineno-0-982"></a> <span class="k">raise</span> <span class="n">Mt5TradingError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-983" name="__codelineno-0-983"></a> <span class="n">request</span> <span class="o">=</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-984" name="__codelineno-0-984"></a> <span class="s2">"action"</span><span class="p">:</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">TRADE_ACTION_DEAL</span><span class="p">,</span>
|
|
<a id="__codelineno-0-985" name="__codelineno-0-985"></a> <span class="s2">"symbol"</span><span class="p">:</span> <span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-986" name="__codelineno-0-986"></a> <span class="s2">"volume"</span><span class="p">:</span> <span class="n">volume</span><span class="p">,</span>
|
|
<a id="__codelineno-0-987" name="__codelineno-0-987"></a> <span class="s2">"type"</span><span class="p">:</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-988" name="__codelineno-0-988"></a> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">ORDER_TYPE_BUY</span> <span class="k">if</span> <span class="n">side</span> <span class="o">==</span> <span class="s2">"BUY"</span> <span class="k">else</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">ORDER_TYPE_SELL</span>
|
|
<a id="__codelineno-0-989" name="__codelineno-0-989"></a> <span class="p">),</span>
|
|
<a id="__codelineno-0-990" name="__codelineno-0-990"></a> <span class="s2">"price"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="n">price</span><span class="p">),</span>
|
|
<a id="__codelineno-0-991" name="__codelineno-0-991"></a> <span class="s2">"type_filling"</span><span class="p">:</span> <span class="n">_resolve_mt5_constant</span><span class="p">(</span>
|
|
<a id="__codelineno-0-992" name="__codelineno-0-992"></a> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="p">,</span>
|
|
<a id="__codelineno-0-993" name="__codelineno-0-993"></a> <span class="s2">"ORDER_FILLING"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-994" name="__codelineno-0-994"></a> <span class="n">order_filling_mode</span><span class="p">,</span>
|
|
<a id="__codelineno-0-995" name="__codelineno-0-995"></a> <span class="n">_ORDER_FILLING_MODES</span><span class="p">,</span>
|
|
<a id="__codelineno-0-996" name="__codelineno-0-996"></a> <span class="p">),</span>
|
|
<a id="__codelineno-0-997" name="__codelineno-0-997"></a> <span class="s2">"type_time"</span><span class="p">:</span> <span class="n">_resolve_mt5_constant</span><span class="p">(</span>
|
|
<a id="__codelineno-0-998" name="__codelineno-0-998"></a> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="p">,</span>
|
|
<a id="__codelineno-0-999" name="__codelineno-0-999"></a> <span class="s2">"ORDER_TIME"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1000" name="__codelineno-0-1000"></a> <span class="n">order_time_mode</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1001" name="__codelineno-0-1001"></a> <span class="n">_ORDER_TIME_MODES</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1002" name="__codelineno-0-1002"></a> <span class="p">),</span>
|
|
<a id="__codelineno-0-1003" name="__codelineno-0-1003"></a> <span class="p">}</span>
|
|
<a id="__codelineno-0-1004" name="__codelineno-0-1004"></a> <span class="k">if</span> <span class="n">sl</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1005" name="__codelineno-0-1005"></a> <span class="n">request</span><span class="p">[</span><span class="s2">"sl"</span><span class="p">]</span> <span class="o">=</span> <span class="n">sl</span>
|
|
<a id="__codelineno-0-1006" name="__codelineno-0-1006"></a> <span class="k">if</span> <span class="n">tp</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1007" name="__codelineno-0-1007"></a> <span class="n">request</span><span class="p">[</span><span class="s2">"tp"</span><span class="p">]</span> <span class="o">=</span> <span class="n">tp</span>
|
|
<a id="__codelineno-0-1008" name="__codelineno-0-1008"></a> <span class="k">if</span> <span class="n">position</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1009" name="__codelineno-0-1009"></a> <span class="n">request</span><span class="p">[</span><span class="s2">"position"</span><span class="p">]</span> <span class="o">=</span> <span class="n">position</span>
|
|
<a id="__codelineno-0-1010" name="__codelineno-0-1010"></a> <span class="k">if</span> <span class="n">dry_run</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1011" name="__codelineno-0-1011"></a> <span class="k">return</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-1012" name="__codelineno-0-1012"></a> <span class="s2">"status"</span><span class="p">:</span> <span class="s2">"dry_run"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1013" name="__codelineno-0-1013"></a> <span class="s2">"symbol"</span><span class="p">:</span> <span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1014" name="__codelineno-0-1014"></a> <span class="s2">"order_side"</span><span class="p">:</span> <span class="n">side</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1015" name="__codelineno-0-1015"></a> <span class="s2">"volume"</span><span class="p">:</span> <span class="n">volume</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1016" name="__codelineno-0-1016"></a> <span class="s2">"retcode"</span><span class="p">:</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1017" name="__codelineno-0-1017"></a> <span class="s2">"comment"</span><span class="p">:</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1018" name="__codelineno-0-1018"></a> <span class="s2">"request"</span><span class="p">:</span> <span class="n">cast</span><span class="p">(</span><span class="s2">"dict[str, object]"</span><span class="p">,</span> <span class="n">request</span><span class="p">),</span>
|
|
<a id="__codelineno-0-1019" name="__codelineno-0-1019"></a> <span class="s2">"response"</span><span class="p">:</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1020" name="__codelineno-0-1020"></a> <span class="s2">"dry_run"</span><span class="p">:</span> <span class="kc">True</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1021" name="__codelineno-0-1021"></a> <span class="p">}</span>
|
|
<a id="__codelineno-0-1022" name="__codelineno-0-1022"></a> <span class="n">response</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">order_send</span><span class="p">(</span><span class="n">request</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1023" name="__codelineno-0-1023"></a> <span class="n">response_dict</span> <span class="o">=</span> <span class="n">_snapshot_from_value</span><span class="p">(</span><span class="n">response</span><span class="p">,</span> <span class="p">())</span>
|
|
<a id="__codelineno-0-1024" name="__codelineno-0-1024"></a> <span class="n">raw_retcode</span> <span class="o">=</span> <span class="n">response_dict</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"retcode"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1025" name="__codelineno-0-1025"></a> <span class="n">retcode</span> <span class="o">=</span> <span class="n">_optional_int</span><span class="p">(</span><span class="n">raw_retcode</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1026" name="__codelineno-0-1026"></a> <span class="k">return</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-1027" name="__codelineno-0-1027"></a> <span class="s2">"status"</span><span class="p">:</span> <span class="n">_order_status_from_retcode</span><span class="p">(</span><span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="p">,</span> <span class="n">raw_retcode</span><span class="p">),</span>
|
|
<a id="__codelineno-0-1028" name="__codelineno-0-1028"></a> <span class="s2">"symbol"</span><span class="p">:</span> <span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1029" name="__codelineno-0-1029"></a> <span class="s2">"order_side"</span><span class="p">:</span> <span class="n">side</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1030" name="__codelineno-0-1030"></a> <span class="s2">"volume"</span><span class="p">:</span> <span class="n">volume</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1031" name="__codelineno-0-1031"></a> <span class="s2">"retcode"</span><span class="p">:</span> <span class="n">retcode</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1032" name="__codelineno-0-1032"></a> <span class="s2">"comment"</span><span class="p">:</span> <span class="n">_optional_str</span><span class="p">(</span><span class="n">response_dict</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"comment"</span><span class="p">)),</span>
|
|
<a id="__codelineno-0-1033" name="__codelineno-0-1033"></a> <span class="s2">"request"</span><span class="p">:</span> <span class="n">cast</span><span class="p">(</span><span class="s2">"dict[str, object]"</span><span class="p">,</span> <span class="n">request</span><span class="p">),</span>
|
|
<a id="__codelineno-0-1034" name="__codelineno-0-1034"></a> <span class="s2">"response"</span><span class="p">:</span> <span class="n">response_dict</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1035" name="__codelineno-0-1035"></a> <span class="s2">"dry_run"</span><span class="p">:</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1036" name="__codelineno-0-1036"></a> <span class="p">}</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
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<h3 id="mt5cli.trading.update_sltp_for_open_positions" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">update_sltp_for_open_positions</span>
|
|
|
|
|
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<a href="#mt5cli.trading.update_sltp_for_open_positions" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">update_sltp_for_open_positions</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">tickets</span><span class="p">:</span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><span title="int">int</span></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">stop_loss</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
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<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">take_profit</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
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<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">dry_run</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
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<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="OrderExecutionResult (mt5cli.trading.OrderExecutionResult)" href="#mt5cli.trading.OrderExecutionResult">OrderExecutionResult</a></span><span class="p">]</span>
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</code></pre></div>
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<div class="doc doc-contents ">
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<p>Update SL/TP for matching open positions.</p>
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<p><span class="doc-section-title">Returns:</span></p>
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<table>
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<thead>
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<tr>
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<th>Type</th>
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<th>Description</th>
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</tr>
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</thead>
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<tbody>
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<tr class="doc-section-item">
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<td>
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<code><span title="list">list</span>[<a class="autorefs autorefs-internal" title="OrderExecutionResult (mt5cli.trading.OrderExecutionResult)" href="#mt5cli.trading.OrderExecutionResult">OrderExecutionResult</a>]</code>
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</td>
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<td>
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<div class="doc-md-description">
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<p>Normalized execution results for matching positions.</p>
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</div>
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</td>
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</tr>
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</tbody>
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</table>
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<details class="mkdocstrings-source">
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<summary>Source code in <code>mt5cli/trading.py</code></summary>
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<span class="normal"><a href="#__codelineno-0-1148">1148</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1087" name="__codelineno-0-1087"></a><span class="k">def</span><span class="w"> </span><span class="nf">update_sltp_for_open_positions</span><span class="p">(</span>
|
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<a id="__codelineno-0-1088" name="__codelineno-0-1088"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
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<a id="__codelineno-0-1089" name="__codelineno-0-1089"></a> <span class="o">*</span><span class="p">,</span>
|
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<a id="__codelineno-0-1090" name="__codelineno-0-1090"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
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<a id="__codelineno-0-1091" name="__codelineno-0-1091"></a> <span class="n">tickets</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="nb">int</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
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<a id="__codelineno-0-1092" name="__codelineno-0-1092"></a> <span class="n">stop_loss</span><span class="p">:</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
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<a id="__codelineno-0-1093" name="__codelineno-0-1093"></a> <span class="n">take_profit</span><span class="p">:</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1094" name="__codelineno-0-1094"></a> <span class="n">dry_run</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1095" name="__codelineno-0-1095"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">list</span><span class="p">[</span><span class="n">OrderExecutionResult</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-1096" name="__codelineno-0-1096"></a><span class="w"> </span><span class="sd">"""Update SL/TP for matching open positions.</span>
|
|
<a id="__codelineno-0-1097" name="__codelineno-0-1097"></a>
|
|
<a id="__codelineno-0-1098" name="__codelineno-0-1098"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1099" name="__codelineno-0-1099"></a><span class="sd"> Normalized execution results for matching positions.</span>
|
|
<a id="__codelineno-0-1100" name="__codelineno-0-1100"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1101" name="__codelineno-0-1101"></a> <span class="n">positions</span> <span class="o">=</span> <span class="n">_filter_positions</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1102" name="__codelineno-0-1102"></a> <span class="n">get_positions_frame</span><span class="p">(</span><span class="n">client</span><span class="p">),</span>
|
|
<a id="__codelineno-0-1103" name="__codelineno-0-1103"></a> <span class="n">symbols</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span>
|
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<a id="__codelineno-0-1104" name="__codelineno-0-1104"></a> <span class="n">tickets</span><span class="o">=</span><span class="n">tickets</span><span class="p">,</span>
|
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<a id="__codelineno-0-1105" name="__codelineno-0-1105"></a> <span class="p">)</span>
|
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<a id="__codelineno-0-1106" name="__codelineno-0-1106"></a> <span class="n">results</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="n">OrderExecutionResult</span><span class="p">]</span> <span class="o">=</span> <span class="p">[]</span>
|
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<a id="__codelineno-0-1107" name="__codelineno-0-1107"></a> <span class="k">for</span> <span class="n">row</span> <span class="ow">in</span> <span class="n">positions</span><span class="o">.</span><span class="n">to_dict</span><span class="p">(</span><span class="s2">"records"</span><span class="p">):</span>
|
|
<a id="__codelineno-0-1108" name="__codelineno-0-1108"></a> <span class="n">request</span> <span class="o">=</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-1109" name="__codelineno-0-1109"></a> <span class="s2">"action"</span><span class="p">:</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">TRADE_ACTION_SLTP</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1110" name="__codelineno-0-1110"></a> <span class="s2">"symbol"</span><span class="p">:</span> <span class="n">row</span><span class="p">[</span><span class="s2">"symbol"</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1111" name="__codelineno-0-1111"></a> <span class="s2">"position"</span><span class="p">:</span> <span class="n">row</span><span class="p">[</span><span class="s2">"ticket"</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1112" name="__codelineno-0-1112"></a> <span class="p">}</span>
|
|
<a id="__codelineno-0-1113" name="__codelineno-0-1113"></a> <span class="n">sl</span> <span class="o">=</span> <span class="n">_optional_price</span><span class="p">(</span><span class="n">row</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"sl"</span><span class="p">)</span> <span class="k">if</span> <span class="n">stop_loss</span> <span class="ow">is</span> <span class="kc">None</span> <span class="k">else</span> <span class="n">stop_loss</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1114" name="__codelineno-0-1114"></a> <span class="n">tp</span> <span class="o">=</span> <span class="n">_optional_price</span><span class="p">(</span><span class="n">row</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"tp"</span><span class="p">)</span> <span class="k">if</span> <span class="n">take_profit</span> <span class="ow">is</span> <span class="kc">None</span> <span class="k">else</span> <span class="n">take_profit</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1115" name="__codelineno-0-1115"></a> <span class="k">if</span> <span class="n">sl</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1116" name="__codelineno-0-1116"></a> <span class="n">request</span><span class="p">[</span><span class="s2">"sl"</span><span class="p">]</span> <span class="o">=</span> <span class="n">sl</span>
|
|
<a id="__codelineno-0-1117" name="__codelineno-0-1117"></a> <span class="k">if</span> <span class="n">tp</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1118" name="__codelineno-0-1118"></a> <span class="n">request</span><span class="p">[</span><span class="s2">"tp"</span><span class="p">]</span> <span class="o">=</span> <span class="n">tp</span>
|
|
<a id="__codelineno-0-1119" name="__codelineno-0-1119"></a> <span class="k">if</span> <span class="n">dry_run</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1120" name="__codelineno-0-1120"></a> <span class="n">response</span> <span class="o">=</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-1121" name="__codelineno-0-1121"></a> <span class="n">status</span><span class="p">:</span> <span class="n">ExecutionStatus</span> <span class="o">=</span> <span class="s2">"dry_run"</span>
|
|
<a id="__codelineno-0-1122" name="__codelineno-0-1122"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1123" name="__codelineno-0-1123"></a> <span class="n">ensure_symbol_selected</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="nb">str</span><span class="p">(</span><span class="n">row</span><span class="p">[</span><span class="s2">"symbol"</span><span class="p">]))</span>
|
|
<a id="__codelineno-0-1124" name="__codelineno-0-1124"></a> <span class="n">response</span> <span class="o">=</span> <span class="n">_snapshot_from_value</span><span class="p">(</span><span class="n">client</span><span class="o">.</span><span class="n">order_send</span><span class="p">(</span><span class="n">request</span><span class="p">),</span> <span class="p">())</span>
|
|
<a id="__codelineno-0-1125" name="__codelineno-0-1125"></a> <span class="n">status</span> <span class="o">=</span> <span class="n">_order_status_from_retcode</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1126" name="__codelineno-0-1126"></a> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1127" name="__codelineno-0-1127"></a> <span class="n">response</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"retcode"</span><span class="p">),</span>
|
|
<a id="__codelineno-0-1128" name="__codelineno-0-1128"></a> <span class="p">)</span>
|
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<a id="__codelineno-0-1129" name="__codelineno-0-1129"></a> <span class="n">results</span><span class="o">.</span><span class="n">append</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1130" name="__codelineno-0-1130"></a> <span class="p">{</span>
|
|
<a id="__codelineno-0-1131" name="__codelineno-0-1131"></a> <span class="s2">"status"</span><span class="p">:</span> <span class="n">status</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1132" name="__codelineno-0-1132"></a> <span class="s2">"symbol"</span><span class="p">:</span> <span class="nb">str</span><span class="p">(</span><span class="n">row</span><span class="p">[</span><span class="s2">"symbol"</span><span class="p">]),</span>
|
|
<a id="__codelineno-0-1133" name="__codelineno-0-1133"></a> <span class="s2">"order_side"</span><span class="p">:</span> <span class="s2">"BUY"</span>
|
|
<a id="__codelineno-0-1134" name="__codelineno-0-1134"></a> <span class="k">if</span> <span class="n">row</span><span class="p">[</span><span class="s2">"type"</span><span class="p">]</span> <span class="o">==</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">POSITION_TYPE_BUY</span>
|
|
<a id="__codelineno-0-1135" name="__codelineno-0-1135"></a> <span class="k">else</span> <span class="s2">"SELL"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1136" name="__codelineno-0-1136"></a> <span class="s2">"volume"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="n">row</span><span class="p">[</span><span class="s2">"volume"</span><span class="p">]),</span>
|
|
<a id="__codelineno-0-1137" name="__codelineno-0-1137"></a> <span class="s2">"retcode"</span><span class="p">:</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-1138" name="__codelineno-0-1138"></a> <span class="k">if</span> <span class="n">response</span> <span class="ow">is</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-1139" name="__codelineno-0-1139"></a> <span class="k">else</span> <span class="n">_optional_int</span><span class="p">(</span><span class="n">response</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"retcode"</span><span class="p">)),</span>
|
|
<a id="__codelineno-0-1140" name="__codelineno-0-1140"></a> <span class="s2">"comment"</span><span class="p">:</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-1141" name="__codelineno-0-1141"></a> <span class="k">if</span> <span class="n">response</span> <span class="ow">is</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-1142" name="__codelineno-0-1142"></a> <span class="k">else</span> <span class="n">_optional_str</span><span class="p">(</span><span class="n">response</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"comment"</span><span class="p">)),</span>
|
|
<a id="__codelineno-0-1143" name="__codelineno-0-1143"></a> <span class="s2">"request"</span><span class="p">:</span> <span class="n">cast</span><span class="p">(</span><span class="s2">"dict[str, object]"</span><span class="p">,</span> <span class="n">request</span><span class="p">),</span>
|
|
<a id="__codelineno-0-1144" name="__codelineno-0-1144"></a> <span class="s2">"response"</span><span class="p">:</span> <span class="n">response</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1145" name="__codelineno-0-1145"></a> <span class="s2">"dry_run"</span><span class="p">:</span> <span class="n">dry_run</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1146" name="__codelineno-0-1146"></a> <span class="p">},</span>
|
|
<a id="__codelineno-0-1147" name="__codelineno-0-1147"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1148" name="__codelineno-0-1148"></a> <span class="k">return</span> <span class="n">results</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
</div><h2 id="trading-capable-mt5-sessions">Trading-capable MT5 sessions<a class="headerlink" href="#trading-capable-mt5-sessions" title="Permanent link">¶</a></h2>
|
|
<p><code>create_trading_client()</code> and <code>mt5_trading_session()</code> complement the read-only
|
|
<code>mt5_session()</code> helper in <code>sdk.py</code>. They return or yield an initialized
|
|
<code>pdmt5.Mt5TradingClient</code>, use <code>Mt5Config.path</code> to launch the terminal when
|
|
configured, and <code>mt5_trading_session()</code> always calls <code>shutdown()</code> on exit.</p>
|
|
<div class="highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="kn">from</span><span class="w"> </span><span class="nn">mt5cli</span><span class="w"> </span><span class="kn">import</span> <span class="n">create_trading_client</span><span class="p">,</span> <span class="n">mt5_trading_session</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="k">with</span> <span class="n">mt5_trading_session</span><span class="p">(</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">path</span><span class="o">=</span><span class="sa">r</span><span class="s2">"C:\Program Files\MetaTrader 5\terminal64.exe"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">login</span><span class="o">=</span><span class="s2">"12345"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">password</span><span class="o">=</span><span class="s2">"secret"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">server</span><span class="o">=</span><span class="s2">"Broker-Demo"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">retry_count</span><span class="o">=</span><span class="mi">2</span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a><span class="p">)</span> <span class="k">as</span> <span class="n">client</span><span class="p">:</span>
|
|
<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a> <span class="n">positions</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">positions_get_as_df</span><span class="p">(</span><span class="n">symbol</span><span class="o">=</span><span class="s2">"EURUSD"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-11" name="__codelineno-0-11" href="#__codelineno-0-11"></a>
|
|
<a id="__codelineno-0-12" name="__codelineno-0-12" href="#__codelineno-0-12"></a><span class="n">client</span> <span class="o">=</span> <span class="n">create_trading_client</span><span class="p">(</span><span class="n">login</span><span class="o">=</span><span class="mi">12345</span><span class="p">,</span> <span class="n">server</span><span class="o">=</span><span class="s2">"Broker-Demo"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-13" name="__codelineno-0-13" href="#__codelineno-0-13"></a><span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-14" name="__codelineno-0-14" href="#__codelineno-0-14"></a> <span class="n">account</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">account_info_as_dict</span><span class="p">()</span>
|
|
<a id="__codelineno-0-15" name="__codelineno-0-15" href="#__codelineno-0-15"></a><span class="k">finally</span><span class="p">:</span>
|
|
<a id="__codelineno-0-16" name="__codelineno-0-16" href="#__codelineno-0-16"></a> <span class="n">client</span><span class="o">.</span><span class="n">shutdown</span><span class="p">()</span>
|
|
</code></pre></div>
|
|
<p><code>login</code> accepts <code>int</code>, numeric <code>str</code>, or an empty string; empty strings are
|
|
treated as unset. <code>path</code>, <code>password</code>, <code>server</code>, and <code>timeout</code> are forwarded to
|
|
<code>pdmt5.Mt5Config</code>, and omitted <code>timeout</code> values keep the lower-level default.
|
|
The read-only <code>Mt5CliClient</code> / <code>mt5_session()</code> API is unchanged.</p>
|
|
<h2 id="state-and-order-helpers">State and order helpers<a class="headerlink" href="#state-and-order-helpers" title="Permanent link">¶</a></h2>
|
|
<p>These helpers are strategy-agnostic and do not depend on signal detection,
|
|
betting logic, or scheduling code in downstream applications.</p>
|
|
<div class="highlight"><pre><span></span><code><a id="__codelineno-1-1" name="__codelineno-1-1" href="#__codelineno-1-1"></a><span class="kn">from</span><span class="w"> </span><span class="nn">mt5cli</span><span class="w"> </span><span class="kn">import</span> <span class="p">(</span>
|
|
<a id="__codelineno-1-2" name="__codelineno-1-2" href="#__codelineno-1-2"></a> <span class="n">calculate_positions_margin</span><span class="p">,</span>
|
|
<a id="__codelineno-1-3" name="__codelineno-1-3" href="#__codelineno-1-3"></a> <span class="n">calculate_spread_ratio</span><span class="p">,</span>
|
|
<a id="__codelineno-1-4" name="__codelineno-1-4" href="#__codelineno-1-4"></a> <span class="n">calculate_margin_and_volume</span><span class="p">,</span>
|
|
<a id="__codelineno-1-5" name="__codelineno-1-5" href="#__codelineno-1-5"></a> <span class="n">close_open_positions</span><span class="p">,</span>
|
|
<a id="__codelineno-1-6" name="__codelineno-1-6" href="#__codelineno-1-6"></a> <span class="n">detect_position_side</span><span class="p">,</span>
|
|
<a id="__codelineno-1-7" name="__codelineno-1-7" href="#__codelineno-1-7"></a> <span class="n">determine_order_limits</span><span class="p">,</span>
|
|
<a id="__codelineno-1-8" name="__codelineno-1-8" href="#__codelineno-1-8"></a> <span class="n">estimate_order_margin</span><span class="p">,</span>
|
|
<a id="__codelineno-1-9" name="__codelineno-1-9" href="#__codelineno-1-9"></a> <span class="n">fetch_latest_closed_rates_for_trading_client</span><span class="p">,</span>
|
|
<a id="__codelineno-1-10" name="__codelineno-1-10" href="#__codelineno-1-10"></a> <span class="n">fetch_latest_closed_rates_indexed</span><span class="p">,</span>
|
|
<a id="__codelineno-1-11" name="__codelineno-1-11" href="#__codelineno-1-11"></a> <span class="n">get_account_snapshot</span><span class="p">,</span>
|
|
<a id="__codelineno-1-12" name="__codelineno-1-12" href="#__codelineno-1-12"></a> <span class="n">get_positions_frame</span><span class="p">,</span>
|
|
<a id="__codelineno-1-13" name="__codelineno-1-13" href="#__codelineno-1-13"></a> <span class="n">get_symbol_snapshot</span><span class="p">,</span>
|
|
<a id="__codelineno-1-14" name="__codelineno-1-14" href="#__codelineno-1-14"></a> <span class="n">get_tick_snapshot</span><span class="p">,</span>
|
|
<a id="__codelineno-1-15" name="__codelineno-1-15" href="#__codelineno-1-15"></a> <span class="n">normalize_order_volume</span><span class="p">,</span>
|
|
<a id="__codelineno-1-16" name="__codelineno-1-16" href="#__codelineno-1-16"></a> <span class="n">place_market_order</span><span class="p">,</span>
|
|
<a id="__codelineno-1-17" name="__codelineno-1-17" href="#__codelineno-1-17"></a><span class="p">)</span>
|
|
<a id="__codelineno-1-18" name="__codelineno-1-18" href="#__codelineno-1-18"></a>
|
|
<a id="__codelineno-1-19" name="__codelineno-1-19" href="#__codelineno-1-19"></a><span class="n">account</span> <span class="o">=</span> <span class="n">get_account_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">)</span>
|
|
<a id="__codelineno-1-20" name="__codelineno-1-20" href="#__codelineno-1-20"></a><span class="n">symbol</span> <span class="o">=</span> <span class="n">get_symbol_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"EURUSD"</span><span class="p">)</span>
|
|
<a id="__codelineno-1-21" name="__codelineno-1-21" href="#__codelineno-1-21"></a><span class="n">tick</span> <span class="o">=</span> <span class="n">get_tick_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"EURUSD"</span><span class="p">)</span>
|
|
<a id="__codelineno-1-22" name="__codelineno-1-22" href="#__codelineno-1-22"></a><span class="n">positions</span> <span class="o">=</span> <span class="n">get_positions_frame</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"EURUSD"</span><span class="p">)</span>
|
|
<a id="__codelineno-1-23" name="__codelineno-1-23" href="#__codelineno-1-23"></a><span class="n">side</span> <span class="o">=</span> <span class="n">detect_position_side</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"EURUSD"</span><span class="p">)</span>
|
|
<a id="__codelineno-1-24" name="__codelineno-1-24" href="#__codelineno-1-24"></a><span class="n">spread_ratio</span> <span class="o">=</span> <span class="n">calculate_spread_ratio</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"EURUSD"</span><span class="p">)</span>
|
|
<a id="__codelineno-1-25" name="__codelineno-1-25" href="#__codelineno-1-25"></a><span class="n">volume</span> <span class="o">=</span> <span class="n">normalize_order_volume</span><span class="p">(</span>
|
|
<a id="__codelineno-1-26" name="__codelineno-1-26" href="#__codelineno-1-26"></a> <span class="mf">0.15</span><span class="p">,</span>
|
|
<a id="__codelineno-1-27" name="__codelineno-1-27" href="#__codelineno-1-27"></a> <span class="n">volume_min</span><span class="o">=</span><span class="n">symbol</span><span class="p">[</span><span class="s2">"volume_min"</span><span class="p">],</span>
|
|
<a id="__codelineno-1-28" name="__codelineno-1-28" href="#__codelineno-1-28"></a> <span class="n">volume_max</span><span class="o">=</span><span class="n">symbol</span><span class="p">[</span><span class="s2">"volume_max"</span><span class="p">],</span>
|
|
<a id="__codelineno-1-29" name="__codelineno-1-29" href="#__codelineno-1-29"></a> <span class="n">volume_step</span><span class="o">=</span><span class="n">symbol</span><span class="p">[</span><span class="s2">"volume_step"</span><span class="p">],</span>
|
|
<a id="__codelineno-1-30" name="__codelineno-1-30" href="#__codelineno-1-30"></a><span class="p">)</span>
|
|
<a id="__codelineno-1-31" name="__codelineno-1-31" href="#__codelineno-1-31"></a><span class="n">buy_margin</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-1-32" name="__codelineno-1-32" href="#__codelineno-1-32"></a> <span class="n">estimate_order_margin</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"EURUSD"</span><span class="p">,</span> <span class="s2">"BUY"</span><span class="p">,</span> <span class="n">volume</span><span class="p">)</span> <span class="k">if</span> <span class="n">volume</span> <span class="o">></span> <span class="mi">0</span> <span class="k">else</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-1-33" name="__codelineno-1-33" href="#__codelineno-1-33"></a><span class="p">)</span>
|
|
<a id="__codelineno-1-34" name="__codelineno-1-34" href="#__codelineno-1-34"></a><span class="n">open_margin</span> <span class="o">=</span> <span class="n">calculate_positions_margin</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbols</span><span class="o">=</span><span class="p">[</span><span class="s2">"EURUSD"</span><span class="p">])</span>
|
|
<a id="__codelineno-1-35" name="__codelineno-1-35" href="#__codelineno-1-35"></a><span class="n">closed_bars</span> <span class="o">=</span> <span class="n">fetch_latest_closed_rates_for_trading_client</span><span class="p">(</span>
|
|
<a id="__codelineno-1-36" name="__codelineno-1-36" href="#__codelineno-1-36"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-1-37" name="__codelineno-1-37" href="#__codelineno-1-37"></a> <span class="n">symbol</span><span class="o">=</span><span class="s2">"EURUSD"</span><span class="p">,</span>
|
|
<a id="__codelineno-1-38" name="__codelineno-1-38" href="#__codelineno-1-38"></a> <span class="n">granularity</span><span class="o">=</span><span class="s2">"M1"</span><span class="p">,</span>
|
|
<a id="__codelineno-1-39" name="__codelineno-1-39" href="#__codelineno-1-39"></a> <span class="n">count</span><span class="o">=</span><span class="mi">100</span><span class="p">,</span>
|
|
<a id="__codelineno-1-40" name="__codelineno-1-40" href="#__codelineno-1-40"></a><span class="p">)</span>
|
|
<a id="__codelineno-1-41" name="__codelineno-1-41" href="#__codelineno-1-41"></a><span class="c1"># Or fetch with a UTC DatetimeIndex instead of a "time" column:</span>
|
|
<a id="__codelineno-1-42" name="__codelineno-1-42" href="#__codelineno-1-42"></a><span class="n">indexed_bars</span> <span class="o">=</span> <span class="n">fetch_latest_closed_rates_indexed</span><span class="p">(</span>
|
|
<a id="__codelineno-1-43" name="__codelineno-1-43" href="#__codelineno-1-43"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-1-44" name="__codelineno-1-44" href="#__codelineno-1-44"></a> <span class="n">symbol</span><span class="o">=</span><span class="s2">"EURUSD"</span><span class="p">,</span>
|
|
<a id="__codelineno-1-45" name="__codelineno-1-45" href="#__codelineno-1-45"></a> <span class="n">granularity</span><span class="o">=</span><span class="s2">"M1"</span><span class="p">,</span>
|
|
<a id="__codelineno-1-46" name="__codelineno-1-46" href="#__codelineno-1-46"></a> <span class="n">count</span><span class="o">=</span><span class="mi">100</span><span class="p">,</span>
|
|
<a id="__codelineno-1-47" name="__codelineno-1-47" href="#__codelineno-1-47"></a><span class="p">)</span>
|
|
<a id="__codelineno-1-48" name="__codelineno-1-48" href="#__codelineno-1-48"></a><span class="c1"># indexed_bars.index is a UTC-aware DatetimeIndex named "time"</span>
|
|
<a id="__codelineno-1-49" name="__codelineno-1-49" href="#__codelineno-1-49"></a><span class="n">sizing</span> <span class="o">=</span> <span class="n">calculate_margin_and_volume</span><span class="p">(</span>
|
|
<a id="__codelineno-1-50" name="__codelineno-1-50" href="#__codelineno-1-50"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-1-51" name="__codelineno-1-51" href="#__codelineno-1-51"></a> <span class="s2">"EURUSD"</span><span class="p">,</span>
|
|
<a id="__codelineno-1-52" name="__codelineno-1-52" href="#__codelineno-1-52"></a> <span class="n">unit_margin_ratio</span><span class="o">=</span><span class="mf">0.5</span><span class="p">,</span>
|
|
<a id="__codelineno-1-53" name="__codelineno-1-53" href="#__codelineno-1-53"></a> <span class="n">preserved_margin_ratio</span><span class="o">=</span><span class="mf">0.2</span><span class="p">,</span>
|
|
<a id="__codelineno-1-54" name="__codelineno-1-54" href="#__codelineno-1-54"></a><span class="p">)</span>
|
|
<a id="__codelineno-1-55" name="__codelineno-1-55" href="#__codelineno-1-55"></a><span class="n">limits</span> <span class="o">=</span> <span class="n">determine_order_limits</span><span class="p">(</span>
|
|
<a id="__codelineno-1-56" name="__codelineno-1-56" href="#__codelineno-1-56"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-1-57" name="__codelineno-1-57" href="#__codelineno-1-57"></a> <span class="s2">"EURUSD"</span><span class="p">,</span>
|
|
<a id="__codelineno-1-58" name="__codelineno-1-58" href="#__codelineno-1-58"></a> <span class="n">side</span><span class="o">=</span><span class="s2">"long"</span><span class="p">,</span>
|
|
<a id="__codelineno-1-59" name="__codelineno-1-59" href="#__codelineno-1-59"></a> <span class="n">stop_loss_limit_ratio</span><span class="o">=</span><span class="mf">0.01</span><span class="p">,</span>
|
|
<a id="__codelineno-1-60" name="__codelineno-1-60" href="#__codelineno-1-60"></a> <span class="n">take_profit_limit_ratio</span><span class="o">=</span><span class="mf">0.02</span><span class="p">,</span>
|
|
<a id="__codelineno-1-61" name="__codelineno-1-61" href="#__codelineno-1-61"></a><span class="p">)</span>
|
|
<a id="__codelineno-1-62" name="__codelineno-1-62" href="#__codelineno-1-62"></a><span class="n">preview</span> <span class="o">=</span> <span class="n">place_market_order</span><span class="p">(</span>
|
|
<a id="__codelineno-1-63" name="__codelineno-1-63" href="#__codelineno-1-63"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-1-64" name="__codelineno-1-64" href="#__codelineno-1-64"></a> <span class="n">symbol</span><span class="o">=</span><span class="s2">"EURUSD"</span><span class="p">,</span>
|
|
<a id="__codelineno-1-65" name="__codelineno-1-65" href="#__codelineno-1-65"></a> <span class="n">volume</span><span class="o">=</span><span class="n">sizing</span><span class="p">[</span><span class="s2">"buy_volume"</span><span class="p">],</span>
|
|
<a id="__codelineno-1-66" name="__codelineno-1-66" href="#__codelineno-1-66"></a> <span class="n">order_side</span><span class="o">=</span><span class="s2">"BUY"</span><span class="p">,</span>
|
|
<a id="__codelineno-1-67" name="__codelineno-1-67" href="#__codelineno-1-67"></a> <span class="n">sl</span><span class="o">=</span><span class="n">limits</span><span class="p">[</span><span class="s2">"stop_loss"</span><span class="p">],</span>
|
|
<a id="__codelineno-1-68" name="__codelineno-1-68" href="#__codelineno-1-68"></a> <span class="n">tp</span><span class="o">=</span><span class="n">limits</span><span class="p">[</span><span class="s2">"take_profit"</span><span class="p">],</span>
|
|
<a id="__codelineno-1-69" name="__codelineno-1-69" href="#__codelineno-1-69"></a> <span class="n">dry_run</span><span class="o">=</span><span class="kc">True</span><span class="p">,</span>
|
|
<a id="__codelineno-1-70" name="__codelineno-1-70" href="#__codelineno-1-70"></a><span class="p">)</span>
|
|
<a id="__codelineno-1-71" name="__codelineno-1-71" href="#__codelineno-1-71"></a><span class="n">closed</span> <span class="o">=</span> <span class="n">close_open_positions</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbols</span><span class="o">=</span><span class="s2">"EURUSD"</span><span class="p">,</span> <span class="n">dry_run</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span>
|
|
</code></pre></div>
|
|
<p><code>detect_position_side()</code> returns <code>long</code> for buy-only exposure, <code>short</code> for
|
|
sell-only exposure, and <code>None</code> for no positions or mixed long/short exposure.
|
|
<code>calculate_spread_ratio()</code> uses <code>(ask - bid) / ((ask + bid) / 2)</code> and raises
|
|
<code>Mt5TradingError</code> when bid or ask is missing or non-positive.
|
|
<code>normalize_order_volume()</code> returns <code>0.0</code> for invalid constraints or
|
|
sub-minimum requests; check the result before calling <code>estimate_order_margin()</code>,
|
|
which requires a positive finite volume. <code>calculate_positions_margin()</code> silently
|
|
skips rows with missing symbols, non-positive volumes, non-finite volumes, or
|
|
unsupported position types, but propagates <code>Mt5TradingError</code> from <code>estimate_order_margin()</code> when a valid row
|
|
encounters invalid tick data or margin results from the broker.</p>
|
|
<p>SL/TP ratios for <code>determine_order_limits()</code> must satisfy <code>0 <= ratio < 1</code>; <code>0</code>
|
|
omits that level. SL/TP prices are rounded with symbol <code>digits</code> metadata when
|
|
available. <code>determine_order_limits()</code> pre-validates computed SL/TP prices against
|
|
available <code>trade_stops_level * point</code> metadata when present; violations raise
|
|
<code>Mt5TradingError</code>. This is a planning helper only: it does not guarantee broker
|
|
acceptance because live validation can still depend on price movement, bid/ask
|
|
side, freeze levels, and server-side rules, and it does not validate
|
|
<code>trade_freeze_level</code>. When symbol metadata cannot be loaded, protective prices
|
|
still round with <code>digits=8</code> and stop-level validation is skipped.
|
|
<code>unit_margin_ratio</code> and <code>preserved_margin_ratio</code> for <code>calculate_margin_and_volume()</code>
|
|
accept <code>0 <= ratio <= 1</code>; <code>unit_margin_ratio=0</code> requests one minimum valid unit
|
|
when the post-reserve margin can afford it. Negative <code>margin_free</code> is clamped to
|
|
<code>0.0</code> before sizing. Execution helpers return normalized <code>OrderExecutionResult</code>
|
|
dictionaries containing the request, response, status, retcode, and <code>dry_run</code>
|
|
flag; <code>dry_run=True</code> never sends an order or mutates Market Watch visibility.
|
|
<code>ensure_symbol_selected()</code> adds hidden symbols to Market Watch before live order
|
|
placement and SL/TP updates. Failed, malformed, or unknown broker retcodes are
|
|
fail-closed and returned as <code>status="failed"</code> while keeping the normalized
|
|
response for inspection.</p>
|
|
<h2 id="order-planning-return-contracts">Order planning return contracts<a class="headerlink" href="#order-planning-return-contracts" title="Permanent link">¶</a></h2>
|
|
<div class="highlight"><pre><span></span><code><a id="__codelineno-2-1" name="__codelineno-2-1" href="#__codelineno-2-1"></a><span class="kn">from</span><span class="w"> </span><span class="nn">mt5cli</span><span class="w"> </span><span class="kn">import</span> <span class="n">MarginVolume</span><span class="p">,</span> <span class="n">OrderLimits</span><span class="p">,</span> <span class="n">OrderExecutionResult</span>
|
|
<a id="__codelineno-2-2" name="__codelineno-2-2" href="#__codelineno-2-2"></a>
|
|
<a id="__codelineno-2-3" name="__codelineno-2-3" href="#__codelineno-2-3"></a><span class="n">sizing</span><span class="p">:</span> <span class="n">MarginVolume</span> <span class="o">=</span> <span class="n">calculate_margin_and_volume</span><span class="p">(</span>
|
|
<a id="__codelineno-2-4" name="__codelineno-2-4" href="#__codelineno-2-4"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-2-5" name="__codelineno-2-5" href="#__codelineno-2-5"></a> <span class="s2">"EURUSD"</span><span class="p">,</span>
|
|
<a id="__codelineno-2-6" name="__codelineno-2-6" href="#__codelineno-2-6"></a> <span class="n">unit_margin_ratio</span><span class="o">=</span><span class="mf">0.5</span><span class="p">,</span>
|
|
<a id="__codelineno-2-7" name="__codelineno-2-7" href="#__codelineno-2-7"></a> <span class="n">preserved_margin_ratio</span><span class="o">=</span><span class="mf">0.2</span><span class="p">,</span>
|
|
<a id="__codelineno-2-8" name="__codelineno-2-8" href="#__codelineno-2-8"></a><span class="p">)</span>
|
|
<a id="__codelineno-2-9" name="__codelineno-2-9" href="#__codelineno-2-9"></a><span class="n">limits</span><span class="p">:</span> <span class="n">OrderLimits</span> <span class="o">=</span> <span class="n">determine_order_limits</span><span class="p">(</span>
|
|
<a id="__codelineno-2-10" name="__codelineno-2-10" href="#__codelineno-2-10"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-2-11" name="__codelineno-2-11" href="#__codelineno-2-11"></a> <span class="s2">"EURUSD"</span><span class="p">,</span>
|
|
<a id="__codelineno-2-12" name="__codelineno-2-12" href="#__codelineno-2-12"></a> <span class="n">side</span><span class="o">=</span><span class="s2">"long"</span><span class="p">,</span>
|
|
<a id="__codelineno-2-13" name="__codelineno-2-13" href="#__codelineno-2-13"></a> <span class="n">stop_loss_limit_ratio</span><span class="o">=</span><span class="mf">0.01</span><span class="p">,</span>
|
|
<a id="__codelineno-2-14" name="__codelineno-2-14" href="#__codelineno-2-14"></a> <span class="n">take_profit_limit_ratio</span><span class="o">=</span><span class="mf">0.02</span><span class="p">,</span>
|
|
<a id="__codelineno-2-15" name="__codelineno-2-15" href="#__codelineno-2-15"></a><span class="p">)</span>
|
|
<a id="__codelineno-2-16" name="__codelineno-2-16" href="#__codelineno-2-16"></a><span class="n">preview</span><span class="p">:</span> <span class="n">OrderExecutionResult</span> <span class="o">=</span> <span class="n">place_market_order</span><span class="p">(</span>
|
|
<a id="__codelineno-2-17" name="__codelineno-2-17" href="#__codelineno-2-17"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-2-18" name="__codelineno-2-18" href="#__codelineno-2-18"></a> <span class="n">symbol</span><span class="o">=</span><span class="s2">"EURUSD"</span><span class="p">,</span>
|
|
<a id="__codelineno-2-19" name="__codelineno-2-19" href="#__codelineno-2-19"></a> <span class="n">volume</span><span class="o">=</span><span class="n">sizing</span><span class="p">[</span><span class="s2">"buy_volume"</span><span class="p">],</span>
|
|
<a id="__codelineno-2-20" name="__codelineno-2-20" href="#__codelineno-2-20"></a> <span class="n">order_side</span><span class="o">=</span><span class="s2">"BUY"</span><span class="p">,</span>
|
|
<a id="__codelineno-2-21" name="__codelineno-2-21" href="#__codelineno-2-21"></a> <span class="n">sl</span><span class="o">=</span><span class="n">limits</span><span class="p">[</span><span class="s2">"stop_loss"</span><span class="p">],</span>
|
|
<a id="__codelineno-2-22" name="__codelineno-2-22" href="#__codelineno-2-22"></a> <span class="n">tp</span><span class="o">=</span><span class="n">limits</span><span class="p">[</span><span class="s2">"take_profit"</span><span class="p">],</span>
|
|
<a id="__codelineno-2-23" name="__codelineno-2-23" href="#__codelineno-2-23"></a> <span class="n">dry_run</span><span class="o">=</span><span class="kc">True</span><span class="p">,</span>
|
|
<a id="__codelineno-2-24" name="__codelineno-2-24" href="#__codelineno-2-24"></a><span class="p">)</span>
|
|
<a id="__codelineno-2-25" name="__codelineno-2-25" href="#__codelineno-2-25"></a><span class="n">updates</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="n">OrderExecutionResult</span><span class="p">]</span> <span class="o">=</span> <span class="n">update_sltp_for_open_positions</span><span class="p">(</span>
|
|
<a id="__codelineno-2-26" name="__codelineno-2-26" href="#__codelineno-2-26"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-2-27" name="__codelineno-2-27" href="#__codelineno-2-27"></a> <span class="n">symbol</span><span class="o">=</span><span class="s2">"EURUSD"</span><span class="p">,</span>
|
|
<a id="__codelineno-2-28" name="__codelineno-2-28" href="#__codelineno-2-28"></a> <span class="n">stop_loss</span><span class="o">=</span><span class="n">limits</span><span class="p">[</span><span class="s2">"stop_loss"</span><span class="p">],</span>
|
|
<a id="__codelineno-2-29" name="__codelineno-2-29" href="#__codelineno-2-29"></a> <span class="n">dry_run</span><span class="o">=</span><span class="kc">True</span><span class="p">,</span>
|
|
<a id="__codelineno-2-30" name="__codelineno-2-30" href="#__codelineno-2-30"></a><span class="p">)</span>
|
|
</code></pre></div>
|
|
<p>Closes issue #33: strategy-neutral order planning and execution helpers exposed
|
|
through the stable package root without embedding entry/exit policy.</p>
|
|
<h2 id="migration-from-application-local-helpers">Migration from application-local helpers<a class="headerlink" href="#migration-from-application-local-helpers" title="Permanent link">¶</a></h2>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Application-local concern</th>
|
|
<th>mt5cli replacement</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr>
|
|
<td>Manual terminal spawn/kill around trading code</td>
|
|
<td><code>mt5_trading_session()</code></td>
|
|
</tr>
|
|
<tr>
|
|
<td>Local position-side detection</td>
|
|
<td><code>detect_position_side()</code></td>
|
|
</tr>
|
|
<tr>
|
|
<td>Local margin/volume sizing</td>
|
|
<td><code>calculate_margin_and_volume()</code></td>
|
|
</tr>
|
|
<tr>
|
|
<td>Local broker volume step normalization</td>
|
|
<td><code>normalize_order_volume()</code></td>
|
|
</tr>
|
|
<tr>
|
|
<td>Local order or position margin estimation</td>
|
|
<td><code>estimate_order_margin()</code>, <code>calculate_positions_margin()</code></td>
|
|
</tr>
|
|
<tr>
|
|
<td>Local closed-bar fetch from a trading session</td>
|
|
<td><code>fetch_latest_closed_rates_for_trading_client()</code>, <code>fetch_latest_closed_rates_indexed()</code></td>
|
|
</tr>
|
|
<tr>
|
|
<td>Local SL/TP price derivation</td>
|
|
<td><code>determine_order_limits()</code></td>
|
|
</tr>
|
|
<tr>
|
|
<td>Throttled SQLite history loop with ad-hoc error handling</td>
|
|
<td><code>ThrottledHistoryUpdater(suppress_errors=True)</code></td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
<p>Keep read-only data collection on <code>mt5_session()</code> / <code>Mt5CliClient</code>; use
|
|
<code>mt5_trading_session()</code> only where order placement or trading calculations are
|
|
required.</p></div>
|
|
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|
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