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- Add MkDocs documentation with API reference for the CLI module - Add CI/CD and Claude Code review GitHub Actions workflows - Add Dependabot and Renovate configuration for dependency updates - Add .claude settings, agents, and local-qa skill with QA script - Add AGENTS.md with repository guidelines and CLAUDE.md symlink - Update README.md with installation, usage examples, and commands https://claude.ai/code/session_01YW3YHru8wRH9dvHnBX7xf1
2.4 KiB
2.4 KiB
mt5cli
Command-line tool for exporting MetaTrader 5 data to CSV, JSON, Parquet, and SQLite3.
Built on top of pdmt5, a pandas-based data handler for MetaTrader 5.
Features
- Multi-format export: CSV, JSON, Parquet, and SQLite3 output formats
- Auto-detection: Format detection from file extensions
- Comprehensive data access: Rates, ticks, account info, symbols, orders, positions, and trading history
- Flexible timeframes: Named timeframes (M1, H1, D1, etc.) and numeric values
- Connection management: Optional credentials, server, and timeout configuration
Installation
pip install -U mt5cli MetaTrader5
Usage
# Export account information to CSV
mt5cli -o account.csv account-info
# Export EURUSD M1 rates to Parquet
mt5cli -o rates.parquet rates-from --symbol EURUSD --timeframe M1 \
--date-from 2024-01-01 --count 1000
# Export ticks to JSON
mt5cli -o ticks.json ticks-from --symbol EURUSD \
--date-from 2024-01-01 --count 500 --flags ALL
# Export symbols to SQLite3 with custom table name
mt5cli -o data.db --table symbols symbols --group "*USD*"
# Export with connection credentials
mt5cli --login 12345 --password mypass --server MyBroker-Demo \
-o positions.csv positions
Run as a Python module:
python -m mt5cli -o account.csv account-info
Commands
| Command | Description |
|---|---|
rates-from |
Export rates from a start date |
rates-from-pos |
Export rates from a start position |
rates-range |
Export rates for a date range |
ticks-from |
Export ticks from a start date |
ticks-range |
Export ticks for a date range |
account-info |
Export account information |
terminal-info |
Export terminal information |
symbols |
Export symbol list |
symbol-info |
Export symbol details |
orders |
Export active orders |
positions |
Export open positions |
history-orders |
Export historical orders |
history-deals |
Export historical deals |
Requirements
- Python 3.11+
- Windows OS (MetaTrader 5 requirement)
- MetaTrader 5 platform installed
Development
git clone https://github.com/dceoy/mt5cli.git
cd mt5cli
uv sync