dceoy
253 lines
16 KiB
HTML
253 lines
16 KiB
HTML
<!DOCTYPE html>
|
|
<html lang="en" data-bs-theme="light">
|
|
<head>
|
|
<meta charset="utf-8">
|
|
<meta http-equiv="X-UA-Compatible" content="IE=edge">
|
|
<meta name="viewport" content="width=device-width, initial-scale=1.0">
|
|
|
|
<meta name="author" content="dceoy">
|
|
<link rel="canonical" href="https://github.com/dceoy/mt5cli/api/">
|
|
<link rel="shortcut icon" href="../img/favicon.ico">
|
|
<title>Overview - mt5cli API Documentation</title>
|
|
<link href="../css/bootstrap.min.css" rel="stylesheet">
|
|
<link href="../css/fontawesome.min.css" rel="stylesheet">
|
|
<link href="../css/brands.min.css" rel="stylesheet">
|
|
<link href="../css/solid.min.css" rel="stylesheet">
|
|
<link href="../css/v4-font-face.min.css" rel="stylesheet">
|
|
<link href="../css/base.css" rel="stylesheet">
|
|
<link id="hljs-light" rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/11.8.0/styles/github.min.css" >
|
|
<link id="hljs-dark" rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/11.8.0/styles/github-dark.min.css" disabled>
|
|
<link href="../assets/_mkdocstrings.css" rel="stylesheet">
|
|
<script src="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/11.8.0/highlight.min.js"></script>
|
|
<script>hljs.highlightAll();</script>
|
|
</head>
|
|
|
|
<body>
|
|
<div class="navbar fixed-top navbar-expand-lg navbar-dark bg-primary">
|
|
<div class="container">
|
|
<a class="navbar-brand" href="..">mt5cli API Documentation</a>
|
|
<!-- Expander button -->
|
|
<button type="button" class="navbar-toggler" data-bs-toggle="collapse" data-bs-target="#navbar-collapse" aria-controls="navbar-collapse" aria-expanded="false" aria-label="Toggle navigation">
|
|
<span class="navbar-toggler-icon"></span>
|
|
</button>
|
|
|
|
<!-- Expanded navigation -->
|
|
<div id="navbar-collapse" class="navbar-collapse collapse">
|
|
<!-- Main navigation -->
|
|
<ul class="nav navbar-nav">
|
|
<li class="nav-item">
|
|
<a href=".." class="nav-link">Home</a>
|
|
</li>
|
|
<li class="nav-item dropdown">
|
|
<a href="#" class="nav-link dropdown-toggle active" aria-current="page" role="button" data-bs-toggle="dropdown" aria-expanded="false">API Reference</a>
|
|
<ul class="dropdown-menu">
|
|
|
|
<li>
|
|
<a href="./" class="dropdown-item active" aria-current="page">Overview</a>
|
|
</li>
|
|
|
|
<li>
|
|
<a href="cli/" class="dropdown-item">CLI</a>
|
|
</li>
|
|
</ul>
|
|
</li>
|
|
</ul>
|
|
|
|
<ul class="nav navbar-nav ms-md-auto">
|
|
<li class="nav-item">
|
|
<a href="#" class="nav-link" data-bs-toggle="modal" data-bs-target="#mkdocs_search_modal">
|
|
<i class="fa fa-search"></i> Search
|
|
</a>
|
|
</li>
|
|
<li class="nav-item">
|
|
<a rel="prev" href=".." class="nav-link">
|
|
<i class="fa fa-arrow-left"></i> Previous
|
|
</a>
|
|
</li>
|
|
<li class="nav-item">
|
|
<a rel="next" href="cli/" class="nav-link">
|
|
Next <i class="fa fa-arrow-right"></i>
|
|
</a>
|
|
</li>
|
|
<li class="nav-item">
|
|
<a href="https://github.com/dceoy/mt5cli/edit/master/docs/api/index.md" class="nav-link">Edit on dceoy/mt5cli
|
|
</a>
|
|
</li>
|
|
</ul>
|
|
</div>
|
|
</div>
|
|
</div>
|
|
|
|
<div class="container">
|
|
<div class="row">
|
|
<div class="col-md-3"><div class="navbar-expand-md bs-sidebar hidden-print affix" role="complementary">
|
|
<div class="navbar-header">
|
|
<button type="button" class="navbar-toggler collapsed" data-bs-toggle="collapse" data-bs-target="#toc-collapse" title="Table of Contents">
|
|
<span class="fa fa-angle-down"></span>
|
|
</button>
|
|
</div>
|
|
|
|
|
|
<div id="toc-collapse" class="navbar-collapse collapse card bg-body-tertiary">
|
|
<ul class="nav flex-column">
|
|
|
|
<li class="nav-item" data-bs-level="1"><a href="#api-reference" class="nav-link">API Reference</a>
|
|
<ul class="nav flex-column">
|
|
<li class="nav-item" data-bs-level="2"><a href="#modules" class="nav-link">Modules</a>
|
|
<ul class="nav flex-column">
|
|
</ul>
|
|
</li>
|
|
<li class="nav-item" data-bs-level="2"><a href="#architecture-overview" class="nav-link">Architecture Overview</a>
|
|
<ul class="nav flex-column">
|
|
</ul>
|
|
</li>
|
|
<li class="nav-item" data-bs-level="2"><a href="#usage-guidelines" class="nav-link">Usage Guidelines</a>
|
|
<ul class="nav flex-column">
|
|
</ul>
|
|
</li>
|
|
<li class="nav-item" data-bs-level="2"><a href="#quick-start" class="nav-link">Quick Start</a>
|
|
<ul class="nav flex-column">
|
|
</ul>
|
|
</li>
|
|
<li class="nav-item" data-bs-level="2"><a href="#python-api" class="nav-link">Python API</a>
|
|
<ul class="nav flex-column">
|
|
</ul>
|
|
</li>
|
|
<li class="nav-item" data-bs-level="2"><a href="#examples" class="nav-link">Examples</a>
|
|
<ul class="nav flex-column">
|
|
</ul>
|
|
</li>
|
|
</ul>
|
|
</li>
|
|
</ul>
|
|
</div>
|
|
</div></div>
|
|
<div class="col-md-9" role="main">
|
|
|
|
<h1 id="api-reference">API Reference<a class="headerlink" href="#api-reference" title="Permanent link">¶</a></h1>
|
|
<p>This section contains the complete API documentation for mt5cli.</p>
|
|
<h2 id="modules">Modules<a class="headerlink" href="#modules" title="Permanent link">¶</a></h2>
|
|
<p>The mt5cli package consists of the following modules:</p>
|
|
<h3 id="cli"><a href="cli/">CLI</a><a class="headerlink" href="#cli" title="Permanent link">¶</a></h3>
|
|
<p>Command-line interface module providing typer-based commands for exporting MetaTrader 5 data to CSV, JSON, Parquet, and SQLite3 formats.</p>
|
|
<h2 id="architecture-overview">Architecture Overview<a class="headerlink" href="#architecture-overview" title="Permanent link">¶</a></h2>
|
|
<p>The package follows a simple architecture built on top of pdmt5:</p>
|
|
<ol>
|
|
<li><strong>CLI Layer</strong> (<code>cli.py</code>): Typer application with subcommands for each data type, custom Click parameter types for datetime/timeframe/tick flags parsing, and format detection/export utilities.</li>
|
|
<li><strong>Data Layer</strong> (via <code>pdmt5</code>): Uses <code>Mt5DataClient</code> and <code>Mt5Config</code> from the pdmt5 package for all MetaTrader 5 data access.</li>
|
|
</ol>
|
|
<h2 id="usage-guidelines">Usage Guidelines<a class="headerlink" href="#usage-guidelines" title="Permanent link">¶</a></h2>
|
|
<p>All modules follow these conventions:</p>
|
|
<ul>
|
|
<li><strong>Type Safety</strong>: All functions include comprehensive type hints</li>
|
|
<li><strong>Error Handling</strong>: User-friendly error messages via typer</li>
|
|
<li><strong>Documentation</strong>: Google-style docstrings with examples</li>
|
|
<li><strong>Validation</strong>: Custom Click parameter types for input validation</li>
|
|
</ul>
|
|
<h2 id="quick-start">Quick Start<a class="headerlink" href="#quick-start" title="Permanent link">¶</a></h2>
|
|
<div class="highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="c1"># Export account information to CSV</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a>mt5cli<span class="w"> </span>-o<span class="w"> </span>account.csv<span class="w"> </span>account-info
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a><span class="c1"># Export EURUSD H1 rates to Parquet</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a>mt5cli<span class="w"> </span>-o<span class="w"> </span>rates.parquet<span class="w"> </span>rates-from<span class="w"> </span>--symbol<span class="w"> </span>EURUSD<span class="w"> </span>--timeframe<span class="w"> </span>H1<span class="w"> </span><span class="se">\</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a><span class="w"> </span>--date-from<span class="w"> </span><span class="m">2024</span>-01-01<span class="w"> </span>--count<span class="w"> </span><span class="m">1000</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a><span class="c1"># Export ticks to JSON</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a>mt5cli<span class="w"> </span>-o<span class="w"> </span>ticks.json<span class="w"> </span>ticks-from<span class="w"> </span>--symbol<span class="w"> </span>EURUSD<span class="w"> </span><span class="se">\</span>
|
|
<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a><span class="w"> </span>--date-from<span class="w"> </span><span class="m">2024</span>-01-01<span class="w"> </span>--count<span class="w"> </span><span class="m">500</span><span class="w"> </span>--flags<span class="w"> </span>ALL
|
|
<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="c1"># Export to SQLite3 with custom table name</span>
|
|
<a id="__codelineno-0-13" name="__codelineno-0-13" href="#__codelineno-0-13"></a>mt5cli<span class="w"> </span>-o<span class="w"> </span>data.db<span class="w"> </span>--table<span class="w"> </span>symbols<span class="w"> </span>symbols<span class="w"> </span>--group<span class="w"> </span><span class="s2">"*USD*"</span>
|
|
</code></pre></div>
|
|
<h2 id="python-api">Python API<a class="headerlink" href="#python-api" title="Permanent link">¶</a></h2>
|
|
<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="n">detect_format</span><span class="p">,</span> <span class="n">export_dataframe</span>
|
|
<a id="__codelineno-1-2" name="__codelineno-1-2" href="#__codelineno-1-2"></a><span class="kn">import</span><span class="w"> </span><span class="nn">pandas</span><span class="w"> </span><span class="k">as</span><span class="w"> </span><span class="nn">pd</span>
|
|
<a id="__codelineno-1-3" name="__codelineno-1-3" href="#__codelineno-1-3"></a>
|
|
<a id="__codelineno-1-4" name="__codelineno-1-4" href="#__codelineno-1-4"></a><span class="c1"># Detect output format from file extension</span>
|
|
<a id="__codelineno-1-5" name="__codelineno-1-5" href="#__codelineno-1-5"></a><span class="n">fmt</span> <span class="o">=</span> <span class="n">detect_format</span><span class="p">(</span><span class="n">Path</span><span class="p">(</span><span class="s2">"output.parquet"</span><span class="p">))</span> <span class="c1"># Returns "parquet"</span>
|
|
<a id="__codelineno-1-6" name="__codelineno-1-6" href="#__codelineno-1-6"></a>
|
|
<a id="__codelineno-1-7" name="__codelineno-1-7" href="#__codelineno-1-7"></a><span class="c1"># Export a DataFrame</span>
|
|
<a id="__codelineno-1-8" name="__codelineno-1-8" href="#__codelineno-1-8"></a><span class="n">df</span> <span class="o">=</span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">({</span><span class="s2">"symbol"</span><span class="p">:</span> <span class="p">[</span><span class="s2">"EURUSD"</span><span class="p">],</span> <span class="s2">"bid"</span><span class="p">:</span> <span class="p">[</span><span class="mf">1.1234</span><span class="p">]})</span>
|
|
<a id="__codelineno-1-9" name="__codelineno-1-9" href="#__codelineno-1-9"></a><span class="n">export_dataframe</span><span class="p">(</span><span class="n">df</span><span class="p">,</span> <span class="n">Path</span><span class="p">(</span><span class="s2">"output.csv"</span><span class="p">),</span> <span class="s2">"csv"</span><span class="p">)</span>
|
|
</code></pre></div>
|
|
<h2 id="examples">Examples<a class="headerlink" href="#examples" title="Permanent link">¶</a></h2>
|
|
<p>See individual module pages for detailed usage examples and code samples.</p></div>
|
|
</div>
|
|
</div>
|
|
|
|
<footer class="col-md-12">
|
|
<hr>
|
|
<p>Documentation built with <a href="https://www.mkdocs.org/">MkDocs</a>.</p>
|
|
</footer>
|
|
<script src="../js/bootstrap.bundle.min.js"></script>
|
|
<script>
|
|
var base_url = "..",
|
|
shortcuts = {"help": 191, "next": 78, "previous": 80, "search": 83};
|
|
</script>
|
|
<script src="../js/base.js"></script>
|
|
<script src="../search/main.js"></script>
|
|
|
|
<div class="modal" id="mkdocs_search_modal" tabindex="-1" role="dialog" aria-labelledby="searchModalLabel" aria-hidden="true">
|
|
<div class="modal-dialog modal-lg">
|
|
<div class="modal-content">
|
|
<div class="modal-header">
|
|
<h4 class="modal-title" id="searchModalLabel">Search</h4>
|
|
<button type="button" class="btn-close" data-bs-dismiss="modal" aria-label="Close"></button>
|
|
</div>
|
|
<div class="modal-body">
|
|
<p>From here you can search these documents. Enter your search terms below.</p>
|
|
<form>
|
|
<div class="form-group">
|
|
<input type="search" class="form-control" placeholder="Search..." id="mkdocs-search-query" title="Type search term here">
|
|
</div>
|
|
</form>
|
|
<div id="mkdocs-search-results" data-no-results-text="No results found"></div>
|
|
</div>
|
|
<div class="modal-footer">
|
|
</div>
|
|
</div>
|
|
</div>
|
|
</div><div class="modal" id="mkdocs_keyboard_modal" tabindex="-1" role="dialog" aria-labelledby="keyboardModalLabel" aria-hidden="true">
|
|
<div class="modal-dialog">
|
|
<div class="modal-content">
|
|
<div class="modal-header">
|
|
<h4 class="modal-title" id="keyboardModalLabel">Keyboard Shortcuts</h4>
|
|
<button type="button" class="btn-close" data-bs-dismiss="modal" aria-label="Close"></button>
|
|
</div>
|
|
<div class="modal-body">
|
|
<table class="table">
|
|
<thead>
|
|
<tr>
|
|
<th style="width: 20%;">Keys</th>
|
|
<th>Action</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr>
|
|
<td class="help shortcut"><kbd>?</kbd></td>
|
|
<td>Open this help</td>
|
|
</tr>
|
|
<tr>
|
|
<td class="next shortcut"><kbd>n</kbd></td>
|
|
<td>Next page</td>
|
|
</tr>
|
|
<tr>
|
|
<td class="prev shortcut"><kbd>p</kbd></td>
|
|
<td>Previous page</td>
|
|
</tr>
|
|
<tr>
|
|
<td class="search shortcut"><kbd>s</kbd></td>
|
|
<td>Search</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
</div>
|
|
<div class="modal-footer">
|
|
</div>
|
|
</div>
|
|
</div>
|
|
</div>
|
|
|
|
</body>
|
|
</html>
|