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<li class="nav-item" data-bs-level="2"><a href="#mt5cli.history" class="nav-link">history</a>
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<h1 id="history-collection-sqlite">History Collection (SQLite)<a class="headerlink" href="#history-collection-sqlite" title="Permanent link">¶</a></h1>
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<div class="doc doc-object doc-module">
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<h2 id="mt5cli.history" class="doc doc-heading">
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<span class="doc doc-object-name doc-module-name">mt5cli.history</span>
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<a href="#mt5cli.history" class="headerlink" title="Permanent link">¶</a></h2>
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<div class="doc doc-contents first">
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<p>SQLite storage helpers for the <code>collect-history</code> incremental data pipeline.</p>
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<div class="doc doc-object doc-attribute">
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<h3 id="mt5cli.history.DEFAULT_HISTORY_DATASETS" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">DEFAULT_HISTORY_DATASETS</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.history.DEFAULT_HISTORY_DATASETS" 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">DEFAULT_HISTORY_DATASETS</span><span class="p">:</span> <span class="n"><span title="frozenset">frozenset</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">]</span> <span class="o">=</span> <span class="n"><span title="frozenset">frozenset</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="n"><a class="autorefs autorefs-internal" title="rates
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class-attribute
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instance-attribute
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(mt5cli.utils.Dataset.rates)" href="../utils/#mt5cli.utils.Dataset.rates">rates</a></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="n"><a class="autorefs autorefs-internal" title="history_orders
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class-attribute
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instance-attribute
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(mt5cli.utils.Dataset.history_orders)" href="../utils/#mt5cli.utils.Dataset.history_orders">history_orders</a></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"><a class="autorefs autorefs-internal" title="history_deals
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class-attribute
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instance-attribute
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(mt5cli.utils.Dataset.history_deals)" href="../utils/#mt5cli.utils.Dataset.history_deals">history_deals</a></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="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.history.DEFAULT_HISTORY_TIMEFRAMES" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">DEFAULT_HISTORY_TIMEFRAMES</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.history.DEFAULT_HISTORY_TIMEFRAMES" 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">DEFAULT_HISTORY_TIMEFRAMES</span><span class="p">:</span> <span class="n"><span title="tuple">tuple</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="p">]</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="n"><a class="autorefs autorefs-internal" title="TIMEFRAME_NAMES
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module-attribute
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(mt5cli.utils.TIMEFRAME_NAMES)" href="../utils/#mt5cli.utils.TIMEFRAME_NAMES">TIMEFRAME_NAMES</a></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.history.SqliteConnOrPath" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">SqliteConnOrPath</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.history.SqliteConnOrPath" 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">SqliteConnOrPath</span> <span class="o">=</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span> <span class="o">|</span> <span class="n"><span title="pathlib.Path">Path</span></span> <span class="o">|</span> <span class="n"><span title="str">str</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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<h3 id="mt5cli.history.logger" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">logger</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.history.logger" 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">logger</span> <span class="o">=</span> <span class="n"><span title="logging.getLogger">getLogger</span></span><span class="p">(</span><span class="n"><span title="__name__">__name__</span></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-class">
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<h3 id="mt5cli.history.DedupScope" class="doc doc-heading">
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<span class="doc doc-object-name doc-class-name">DedupScope</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-dataclass"><code>dataclass</code></small>
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</span>
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<a href="#mt5cli.history.DedupScope" 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">DedupScope</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">where</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-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">params</span><span class="p">:</span> <span class="n"><span title="tuple">tuple</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="p">],</span>
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<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">required_columns</span><span class="p">:</span> <span class="n"><span title="frozenset">frozenset</span></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="p">)</span>
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</code></pre></div>
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<div class="doc doc-contents ">
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<p>Scoped deduplication predicate and the columns it references.</p>
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<p><span class="doc-section-title">Attributes:</span></p>
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<table>
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<thead>
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<tr>
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<th>Name</th>
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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><a class="autorefs autorefs-internal" title="where
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instance-attribute
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(mt5cli.history.DedupScope.where)" href="#mt5cli.history.DedupScope.where">where</a></code></td>
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<td>
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<code><span title="str">str</span></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>SQL predicate appended to the duplicate-removal query.</p>
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</div>
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</td>
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</tr>
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<tr class="doc-section-item">
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<td><code><a class="autorefs autorefs-internal" title="params
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instance-attribute
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(mt5cli.history.DedupScope.params)" href="#mt5cli.history.DedupScope.params">params</a></code></td>
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<td>
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<code><span title="tuple">tuple</span>[<span title="object">object</span>, ...]</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>Parameters bound to the scope predicate.</p>
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</div>
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</td>
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</tr>
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<tr class="doc-section-item">
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<td><code><a class="autorefs autorefs-internal" title="required_columns
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instance-attribute
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(mt5cli.history.DedupScope.required_columns)" href="#mt5cli.history.DedupScope.required_columns">required_columns</a></code></td>
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<td>
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<code><span title="frozenset">frozenset</span>[<span title="str">str</span>]</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>Columns that must be present in the written table for
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the scope to run.</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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<div class="doc doc-children">
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<div class="doc doc-object doc-attribute">
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<h4 id="mt5cli.history.DedupScope.params" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">params</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.history.DedupScope.params" class="headerlink" title="Permanent link">¶</a></h4>
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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">params</span><span class="p">:</span> <span class="n"><span title="tuple">tuple</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="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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<h4 id="mt5cli.history.DedupScope.required_columns" class="doc doc-heading">
|
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<span class="doc doc-object-name doc-attribute-name">required_columns</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.history.DedupScope.required_columns" class="headerlink" title="Permanent link">¶</a></h4>
|
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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">required_columns</span><span class="p">:</span> <span class="n"><span title="frozenset">frozenset</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><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-attribute">
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<h4 id="mt5cli.history.DedupScope.where" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">where</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.history.DedupScope.where" 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">where</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>
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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.history.RateTarget" class="doc doc-heading">
|
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<span class="doc doc-object-name doc-class-name">RateTarget</span>
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<span class="doc doc-labels">
|
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<small class="doc doc-label doc-label-dataclass"><code>dataclass</code></small>
|
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</span>
|
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|
<a href="#mt5cli.history.RateTarget" 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">RateTarget</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="p">,</span> <span class="n">timeframe</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="p">)</span>
|
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</code></pre></div>
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<div class="doc doc-contents ">
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<p>A single rate series identified by symbol and timeframe.</p>
|
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|
|
<p><span class="doc-section-title">Attributes:</span></p>
|
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<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td><code><a class="autorefs autorefs-internal" title="symbol
|
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|
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instance-attribute
|
|
(mt5cli.history.RateTarget.symbol)" href="#mt5cli.history.RateTarget.symbol">symbol</a></code></td>
|
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<td>
|
|
<code><span title="str">str</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>MT5 symbol name, or None when the rate series is addressed only
|
|
by an explicit table (for example a custom SQLite view).</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td><code><a class="autorefs autorefs-internal" title="timeframe
|
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|
|
instance-attribute
|
|
(mt5cli.history.RateTarget.timeframe)" href="#mt5cli.history.RateTarget.timeframe">timeframe</a></code></td>
|
|
<td>
|
|
<code><span title="int">int</span> | <span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>MT5 timeframe as an integer or name (for example <code>M1</code>).</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
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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.history.RateTarget.symbol" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">symbol</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.history.RateTarget.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> <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 ">
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-attribute">
|
|
|
|
|
|
|
|
<h4 id="mt5cli.history.RateTarget.timeframe" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">timeframe</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.history.RateTarget.timeframe" 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">timeframe</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>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-attribute">
|
|
|
|
|
|
|
|
<h4 id="mt5cli.history.RateTarget.timeframe_int" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">timeframe_int</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-property"><code>property</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.history.RateTarget.timeframe_int" 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">timeframe_int</span><span class="p">:</span> <span class="n"><span title="int">int</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return the timeframe as its integer MT5 value.</p>
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
|
|
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h4 id="mt5cli.history.RateTarget.__post_init__" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">__post_init__</span>
|
|
|
|
|
|
<a href="#mt5cli.history.RateTarget.__post_init__" 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="nf">__post_init__</span><span class="p">()</span> <span class="o">-></span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Normalize accepted timeframe aliases to the stored integer value.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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></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">__post_init__</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-558" name="__codelineno-0-558"></a><span class="w"> </span><span class="sd">"""Normalize accepted timeframe aliases to the stored integer value."""</span>
|
|
<a id="__codelineno-0-559" name="__codelineno-0-559"></a> <span class="k">if</span> <span class="ow">not</span> <span class="nb">isinstance</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">timeframe</span><span class="p">,</span> <span class="nb">int</span><span class="p">):</span>
|
|
<a id="__codelineno-0-560" name="__codelineno-0-560"></a> <span class="nb">object</span><span class="o">.</span><span class="fm">__setattr__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="s2">"timeframe"</span><span class="p">,</span> <span class="n">parse_timeframe</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">timeframe</span><span class="p">))</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.append_dataframe" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">append_dataframe</span>
|
|
|
|
|
|
<a href="#mt5cli.history.append_dataframe" 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">append_dataframe</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">frame</span><span class="p">:</span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">table_name</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">if_exists</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="IfExists (mt5cli.utils.IfExists)" href="../utils/#mt5cli.utils.IfExists">IfExists</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="bool">bool</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Append a DataFrame to SQLite when it has a schema.</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="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>True if a table was written, False if the frame had no columns.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-1127">1127</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1128">1128</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1129">1129</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1130">1130</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1131">1131</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1132">1132</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1133">1133</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1134">1134</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1135">1135</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1136">1136</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1137">1137</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1138">1138</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1139">1139</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1140">1140</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1141">1141</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1142">1142</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1143">1143</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1144">1144</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1145">1145</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1146">1146</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1147">1147</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1148">1148</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1149">1149</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1127" name="__codelineno-0-1127"></a><span class="k">def</span><span class="w"> </span><span class="nf">append_dataframe</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1128" name="__codelineno-0-1128"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1129" name="__codelineno-0-1129"></a> <span class="n">frame</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-0-1130" name="__codelineno-0-1130"></a> <span class="n">table_name</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1131" name="__codelineno-0-1131"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n">IfExists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1132" name="__codelineno-0-1132"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">bool</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1133" name="__codelineno-0-1133"></a><span class="w"> </span><span class="sd">"""Append a DataFrame to SQLite when it has a schema.</span>
|
|
<a id="__codelineno-0-1134" name="__codelineno-0-1134"></a>
|
|
<a id="__codelineno-0-1135" name="__codelineno-0-1135"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1136" name="__codelineno-0-1136"></a><span class="sd"> True if a table was written, False if the frame had no columns.</span>
|
|
<a id="__codelineno-0-1137" name="__codelineno-0-1137"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1138" name="__codelineno-0-1138"></a> <span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">frame</span><span class="o">.</span><span class="n">columns</span><span class="p">)</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1139" name="__codelineno-0-1139"></a> <span class="n">logger</span><span class="o">.</span><span class="n">warning</span><span class="p">(</span><span class="s2">"Skipping </span><span class="si">%s</span><span class="s2">: dataset returned no columns"</span><span class="p">,</span> <span class="n">table_name</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1140" name="__codelineno-0-1140"></a> <span class="k">return</span> <span class="kc">False</span>
|
|
<a id="__codelineno-0-1141" name="__codelineno-0-1141"></a> <span class="n">writable</span> <span class="o">=</span> <span class="n">_canonicalize_sqlite_time_columns</span><span class="p">(</span><span class="n">frame</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1142" name="__codelineno-0-1142"></a> <span class="n">writable</span><span class="o">.</span><span class="n">to_sql</span><span class="p">(</span> <span class="c1"># type: ignore[reportUnknownMemberType]</span>
|
|
<a id="__codelineno-0-1143" name="__codelineno-0-1143"></a> <span class="n">table_name</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1144" name="__codelineno-0-1144"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1145" name="__codelineno-0-1145"></a> <span class="n">if_exists</span><span class="o">=</span><span class="n">if_exists</span><span class="o">.</span><span class="n">value</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1146" name="__codelineno-0-1146"></a> <span class="n">index</span><span class="o">=</span><span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1147" name="__codelineno-0-1147"></a> <span class="n">chunksize</span><span class="o">=</span><span class="mi">50_000</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1148" name="__codelineno-0-1148"></a> <span class="p">)</span>
|
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<a id="__codelineno-0-1149" name="__codelineno-0-1149"></a> <span class="k">return</span> <span class="kc">True</span>
|
|
</code></pre></div></td></tr></table></div>
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</details>
|
|
</div>
|
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|
</div>
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<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.augment_written_columns_from_sqlite" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">augment_written_columns_from_sqlite</span>
|
|
|
|
|
|
<a href="#mt5cli.history.augment_written_columns_from_sqlite" 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">augment_written_columns_from_sqlite</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">datasets</span><span class="p">:</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">],</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span> <span class="n"><span title="set">set</span></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="p">)</span> <span class="o">-></span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Add existing table columns to the written column map.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-1165">1165</a></span>
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<span class="normal"><a href="#__codelineno-0-1166">1166</a></span>
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<span class="normal"><a href="#__codelineno-0-1167">1167</a></span>
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<span class="normal"><a href="#__codelineno-0-1168">1168</a></span>
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<span class="normal"><a href="#__codelineno-0-1169">1169</a></span>
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<span class="normal"><a href="#__codelineno-0-1170">1170</a></span>
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<span class="normal"><a href="#__codelineno-0-1171">1171</a></span>
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<span class="normal"><a href="#__codelineno-0-1172">1172</a></span>
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<span class="normal"><a href="#__codelineno-0-1173">1173</a></span>
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<span class="normal"><a href="#__codelineno-0-1174">1174</a></span>
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<span class="normal"><a href="#__codelineno-0-1175">1175</a></span>
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<span class="normal"><a href="#__codelineno-0-1176">1176</a></span>
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<span class="normal"><a href="#__codelineno-0-1177">1177</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1178">1178</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1165" name="__codelineno-0-1165"></a><span class="k">def</span><span class="w"> </span><span class="nf">augment_written_columns_from_sqlite</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1166" name="__codelineno-0-1166"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1167" name="__codelineno-0-1167"></a> <span class="n">datasets</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1168" name="__codelineno-0-1168"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]],</span>
|
|
<a id="__codelineno-0-1169" name="__codelineno-0-1169"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1170" name="__codelineno-0-1170"></a><span class="w"> </span><span class="sd">"""Add existing table columns to the written column map."""</span>
|
|
<a id="__codelineno-0-1171" name="__codelineno-0-1171"></a> <span class="k">for</span> <span class="n">dataset</span> <span class="ow">in</span> <span class="n">datasets</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1172" name="__codelineno-0-1172"></a> <span class="n">columns</span> <span class="o">=</span> <span class="n">get_table_columns</span><span class="p">(</span><span class="n">conn</span><span class="p">,</span> <span class="n">dataset</span><span class="o">.</span><span class="n">table_name</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1173" name="__codelineno-0-1173"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1174" name="__codelineno-0-1174"></a> <span class="k">continue</span>
|
|
<a id="__codelineno-0-1175" name="__codelineno-0-1175"></a> <span class="k">if</span> <span class="n">dataset</span> <span class="ow">in</span> <span class="n">written_columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1176" name="__codelineno-0-1176"></a> <span class="n">written_columns</span><span class="p">[</span><span class="n">dataset</span><span class="p">]</span><span class="o">.</span><span class="n">update</span><span class="p">(</span><span class="n">columns</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1177" name="__codelineno-0-1177"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1178" name="__codelineno-0-1178"></a> <span class="n">written_columns</span><span class="p">[</span><span class="n">dataset</span><span class="p">]</span> <span class="o">=</span> <span class="n">columns</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.build_rate_targets" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">build_rate_targets</span>
|
|
|
|
|
|
<a href="#mt5cli.history.build_rate_targets" 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">build_rate_targets</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></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>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">timeframes</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="int">int</span></span> <span class="o">|</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="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">allow_missing_symbol</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-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></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="RateTarget
|
|
|
|
|
|
|
|
dataclass
|
|
(mt5cli.history.RateTarget)" href="#mt5cli.history.RateTarget">RateTarget</a></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Build rate targets for every symbol and timeframe combination.</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>symbols</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="collections.abc.Sequence">Sequence</span>[<span title="str">str</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>MT5 symbol names. May be empty when <code>allow_missing_symbol</code>.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>timeframes</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="collections.abc.Sequence">Sequence</span>[<span title="int">int</span> | <span title="str">str</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>MT5 timeframes as integers or names (for example <code>M1</code>).</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>allow_missing_symbol</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>When True and <code>symbols</code> is empty, build targets
|
|
with <code>symbol=None</code> for each timeframe instead of raising.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>False</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="list">list</span>[<a class="autorefs autorefs-internal" title="RateTarget
|
|
|
|
|
|
|
|
dataclass
|
|
(mt5cli.history.RateTarget)" href="#mt5cli.history.RateTarget">RateTarget</a>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Targets in row-major order: every timeframe for the first symbol, then</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="list">list</span>[<a class="autorefs autorefs-internal" title="RateTarget
|
|
|
|
|
|
|
|
dataclass
|
|
(mt5cli.history.RateTarget)" href="#mt5cli.history.RateTarget">RateTarget</a>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>every timeframe for the next symbol, and so on.</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>timeframes</code> is empty, or <code>symbols</code> is empty and
|
|
<code>allow_missing_symbol</code> is False.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-568">568</a></span>
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<span class="normal"><a href="#__codelineno-0-571">571</a></span>
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<span class="normal"><a href="#__codelineno-0-578">578</a></span>
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<span class="normal"><a href="#__codelineno-0-579">579</a></span>
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<span class="normal"><a href="#__codelineno-0-581">581</a></span>
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<span class="normal"><a href="#__codelineno-0-585">585</a></span>
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<span class="normal"><a href="#__codelineno-0-586">586</a></span>
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<span class="normal"><a href="#__codelineno-0-587">587</a></span>
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<span class="normal"><a href="#__codelineno-0-588">588</a></span>
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<span class="normal"><a href="#__codelineno-0-589">589</a></span>
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<span class="normal"><a href="#__codelineno-0-590">590</a></span>
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<span class="normal"><a href="#__codelineno-0-596">596</a></span>
|
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<span class="normal"><a href="#__codelineno-0-597">597</a></span>
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<span class="normal"><a href="#__codelineno-0-598">598</a></span>
|
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<span class="normal"><a href="#__codelineno-0-599">599</a></span>
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<span class="normal"><a href="#__codelineno-0-600">600</a></span>
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<span class="normal"><a href="#__codelineno-0-601">601</a></span>
|
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<span class="normal"><a href="#__codelineno-0-602">602</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-568" name="__codelineno-0-568"></a><span class="k">def</span><span class="w"> </span><span class="nf">build_rate_targets</span><span class="p">(</span>
|
|
<a id="__codelineno-0-569" name="__codelineno-0-569"></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>
|
|
<a id="__codelineno-0-570" name="__codelineno-0-570"></a> <span class="n">timeframes</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span><span class="p">],</span>
|
|
<a id="__codelineno-0-571" name="__codelineno-0-571"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-572" name="__codelineno-0-572"></a> <span class="n">allow_missing_symbol</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-0-573" name="__codelineno-0-573"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">list</span><span class="p">[</span><span class="n">RateTarget</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-574" name="__codelineno-0-574"></a><span class="w"> </span><span class="sd">"""Build rate targets for every symbol and timeframe combination.</span>
|
|
<a id="__codelineno-0-575" name="__codelineno-0-575"></a>
|
|
<a id="__codelineno-0-576" name="__codelineno-0-576"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-577" name="__codelineno-0-577"></a><span class="sd"> symbols: MT5 symbol names. May be empty when ``allow_missing_symbol``.</span>
|
|
<a id="__codelineno-0-578" name="__codelineno-0-578"></a><span class="sd"> timeframes: MT5 timeframes as integers or names (for example ``M1``).</span>
|
|
<a id="__codelineno-0-579" name="__codelineno-0-579"></a><span class="sd"> allow_missing_symbol: When True and ``symbols`` is empty, build targets</span>
|
|
<a id="__codelineno-0-580" name="__codelineno-0-580"></a><span class="sd"> with ``symbol=None`` for each timeframe instead of raising.</span>
|
|
<a id="__codelineno-0-581" name="__codelineno-0-581"></a>
|
|
<a id="__codelineno-0-582" name="__codelineno-0-582"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-583" name="__codelineno-0-583"></a><span class="sd"> Targets in row-major order: every timeframe for the first symbol, then</span>
|
|
<a id="__codelineno-0-584" name="__codelineno-0-584"></a><span class="sd"> every timeframe for the next symbol, and so on.</span>
|
|
<a id="__codelineno-0-585" name="__codelineno-0-585"></a>
|
|
<a id="__codelineno-0-586" name="__codelineno-0-586"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-587" name="__codelineno-0-587"></a><span class="sd"> ValueError: If ``timeframes`` is empty, or ``symbols`` is empty and</span>
|
|
<a id="__codelineno-0-588" name="__codelineno-0-588"></a><span class="sd"> ``allow_missing_symbol`` is False.</span>
|
|
<a id="__codelineno-0-589" name="__codelineno-0-589"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-590" name="__codelineno-0-590"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">timeframes</span><span class="p">:</span>
|
|
<a id="__codelineno-0-591" name="__codelineno-0-591"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"At least one timeframe is required."</span>
|
|
<a id="__codelineno-0-592" name="__codelineno-0-592"></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-0-593" name="__codelineno-0-593"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">symbols</span><span class="p">:</span>
|
|
<a id="__codelineno-0-594" name="__codelineno-0-594"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">allow_missing_symbol</span><span class="p">:</span>
|
|
<a id="__codelineno-0-595" name="__codelineno-0-595"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"At least one symbol is required."</span>
|
|
<a id="__codelineno-0-596" name="__codelineno-0-596"></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-0-597" name="__codelineno-0-597"></a> <span class="k">return</span> <span class="p">[</span><span class="n">RateTarget</span><span class="p">(</span><span class="n">symbol</span><span class="o">=</span><span class="kc">None</span><span class="p">,</span> <span class="n">timeframe</span><span class="o">=</span><span class="n">tf</span><span class="p">)</span> <span class="k">for</span> <span class="n">tf</span> <span class="ow">in</span> <span class="n">timeframes</span><span class="p">]</span>
|
|
<a id="__codelineno-0-598" name="__codelineno-0-598"></a> <span class="k">return</span> <span class="p">[</span>
|
|
<a id="__codelineno-0-599" name="__codelineno-0-599"></a> <span class="n">RateTarget</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="n">timeframe</span><span class="o">=</span><span class="n">tf</span><span class="p">)</span>
|
|
<a id="__codelineno-0-600" name="__codelineno-0-600"></a> <span class="k">for</span> <span class="n">symbol</span> <span class="ow">in</span> <span class="n">symbols</span>
|
|
<a id="__codelineno-0-601" name="__codelineno-0-601"></a> <span class="k">for</span> <span class="n">tf</span> <span class="ow">in</span> <span class="n">timeframes</span>
|
|
<a id="__codelineno-0-602" name="__codelineno-0-602"></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.history.build_rate_view_name" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">build_rate_view_name</span>
|
|
|
|
|
|
<a href="#mt5cli.history.build_rate_view_name" 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">build_rate_view_name</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">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">granularity</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_count</span><span class="p">:</span> <span class="n"><span title="int">int</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">timeframe</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="str">str</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return a collision-free offline optimize view name.</p>
|
|
<p>View names always include the timeframe integer after a <code>__</code> separator so
|
|
a symbol such as <code>EURUSD_M1</code> cannot collide with <code>EURUSD</code> at timeframe
|
|
<code>M1</code>.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-140">140</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-141">141</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-142">142</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-143">143</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-144">144</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-145">145</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-146">146</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-147">147</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-148">148</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-149">149</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-150">150</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-151">151</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-152">152</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-153">153</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-154">154</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-155">155</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-140" name="__codelineno-0-140"></a><span class="k">def</span><span class="w"> </span><span class="nf">build_rate_view_name</span><span class="p">(</span>
|
|
<a id="__codelineno-0-141" name="__codelineno-0-141"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-142" name="__codelineno-0-142"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-143" name="__codelineno-0-143"></a> <span class="n">granularity</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-144" name="__codelineno-0-144"></a> <span class="n">granularity_count</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span>
|
|
<a id="__codelineno-0-145" name="__codelineno-0-145"></a> <span class="n">timeframe</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span>
|
|
<a id="__codelineno-0-146" name="__codelineno-0-146"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">str</span><span class="p">:</span>
|
|
<a id="__codelineno-0-147" name="__codelineno-0-147"></a><span class="w"> </span><span class="sd">"""Return a collision-free offline optimize view name.</span>
|
|
<a id="__codelineno-0-148" name="__codelineno-0-148"></a>
|
|
<a id="__codelineno-0-149" name="__codelineno-0-149"></a><span class="sd"> View names always include the timeframe integer after a ``__`` separator so</span>
|
|
<a id="__codelineno-0-150" name="__codelineno-0-150"></a><span class="sd"> a symbol such as ``EURUSD_M1`` cannot collide with ``EURUSD`` at timeframe</span>
|
|
<a id="__codelineno-0-151" name="__codelineno-0-151"></a><span class="sd"> ``M1``.</span>
|
|
<a id="__codelineno-0-152" name="__codelineno-0-152"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-153" name="__codelineno-0-153"></a> <span class="k">if</span> <span class="n">granularity_count</span> <span class="o">==</span> <span class="mi">1</span><span class="p">:</span>
|
|
<a id="__codelineno-0-154" name="__codelineno-0-154"></a> <span class="k">return</span> <span class="sa">f</span><span class="s2">"rate_</span><span class="si">{</span><span class="n">symbol</span><span class="si">}</span><span class="s2">__</span><span class="si">{</span><span class="n">timeframe</span><span class="si">}</span><span class="s2">"</span>
|
|
<a id="__codelineno-0-155" name="__codelineno-0-155"></a> <span class="k">return</span> <span class="sa">f</span><span class="s2">"rate_</span><span class="si">{</span><span class="n">symbol</span><span class="si">}</span><span class="s2">__</span><span class="si">{</span><span class="n">granularity</span><span class="si">}</span><span class="s2">_</span><span class="si">{</span><span class="n">timeframe</span><span class="si">}</span><span class="s2">"</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.create_cash_events_view" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">create_cash_events_view</span>
|
|
|
|
|
|
<a href="#mt5cli.history.create_cash_events_view" 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">create_cash_events_view</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span> <span class="n">deals_columns</span><span class="p">:</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><span title="str">str</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="bool">bool</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Create the cash_events SQLite view derived from history_deals.</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="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>True if the view was created, False if required columns are missing.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-1408">1408</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1409">1409</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1410">1410</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1411">1411</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1412">1412</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1413">1413</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1414">1414</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1415">1415</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1416">1416</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1417">1417</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1418">1418</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1419">1419</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1420">1420</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1421">1421</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1422">1422</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1423">1423</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1424">1424</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1425">1425</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1408" name="__codelineno-0-1408"></a><span class="k">def</span><span class="w"> </span><span class="nf">create_cash_events_view</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1409" name="__codelineno-0-1409"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1410" name="__codelineno-0-1410"></a> <span class="n">deals_columns</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1411" name="__codelineno-0-1411"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">bool</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1412" name="__codelineno-0-1412"></a><span class="w"> </span><span class="sd">"""Create the cash_events SQLite view derived from history_deals.</span>
|
|
<a id="__codelineno-0-1413" name="__codelineno-0-1413"></a>
|
|
<a id="__codelineno-0-1414" name="__codelineno-0-1414"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1415" name="__codelineno-0-1415"></a><span class="sd"> True if the view was created, False if required columns are missing.</span>
|
|
<a id="__codelineno-0-1416" name="__codelineno-0-1416"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1417" name="__codelineno-0-1417"></a> <span class="k">if</span> <span class="s2">"type"</span> <span class="ow">not</span> <span class="ow">in</span> <span class="n">deals_columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1418" name="__codelineno-0-1418"></a> <span class="n">logger</span><span class="o">.</span><span class="n">warning</span><span class="p">(</span><span class="s2">"Skipping cash_events view: history_deals.type is missing"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1419" name="__codelineno-0-1419"></a> <span class="k">return</span> <span class="kc">False</span>
|
|
<a id="__codelineno-0-1420" name="__codelineno-0-1420"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="s2">"DROP VIEW IF EXISTS cash_events"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1421" name="__codelineno-0-1421"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1422" name="__codelineno-0-1422"></a> <span class="s2">"CREATE VIEW cash_events AS"</span> <span class="c1"># noqa: S608</span>
|
|
<a id="__codelineno-0-1423" name="__codelineno-0-1423"></a> <span class="sa">f</span><span class="s2">" SELECT * FROM history_deals WHERE type NOT IN </span><span class="si">{</span><span class="n">_TRADE_DEAL_TYPES_SQL</span><span class="si">}</span><span class="s2">"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1424" name="__codelineno-0-1424"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1425" name="__codelineno-0-1425"></a> <span class="k">return</span> <span class="kc">True</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.create_history_indexes" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">create_history_indexes</span>
|
|
|
|
|
|
<a href="#mt5cli.history.create_history_indexes" 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">create_history_indexes</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span> <span class="n"><span title="set">set</span></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="p">)</span> <span class="o">-></span> <span class="kc">None</span>
|
|
</code></pre></div>
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<div class="doc doc-contents ">
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<p>Create useful indexes for collected history tables when present.</p>
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<details class="mkdocstrings-source">
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<summary>Source code in <code>mt5cli/history.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-0-1319">1319</a></span>
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<span class="normal"><a href="#__codelineno-0-1341">1341</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1319" name="__codelineno-0-1319"></a><span class="k">def</span><span class="w"> </span><span class="nf">create_history_indexes</span><span class="p">(</span>
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<a id="__codelineno-0-1320" name="__codelineno-0-1320"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
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<a id="__codelineno-0-1321" name="__codelineno-0-1321"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]],</span>
|
|
<a id="__codelineno-0-1322" name="__codelineno-0-1322"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
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<a id="__codelineno-0-1323" name="__codelineno-0-1323"></a><span class="w"> </span><span class="sd">"""Create useful indexes for collected history tables when present."""</span>
|
|
<a id="__codelineno-0-1324" name="__codelineno-0-1324"></a> <span class="k">if</span> <span class="p">{</span><span class="s2">"symbol"</span><span class="p">,</span> <span class="s2">"timeframe"</span><span class="p">,</span> <span class="s2">"time"</span><span class="p">}</span><span class="o">.</span><span class="n">issubset</span><span class="p">(</span>
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<a id="__codelineno-0-1325" name="__codelineno-0-1325"></a> <span class="n">written_columns</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">Dataset</span><span class="o">.</span><span class="n">rates</span><span class="p">,</span> <span class="nb">set</span><span class="p">()),</span>
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<a id="__codelineno-0-1326" name="__codelineno-0-1326"></a> <span class="p">):</span>
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<a id="__codelineno-0-1327" name="__codelineno-0-1327"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span>
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<a id="__codelineno-0-1328" name="__codelineno-0-1328"></a> <span class="s2">"CREATE INDEX IF NOT EXISTS idx_rates_symbol_timeframe_time"</span>
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<a id="__codelineno-0-1329" name="__codelineno-0-1329"></a> <span class="s2">" ON rates(symbol, timeframe, time)"</span><span class="p">,</span>
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<a id="__codelineno-0-1330" name="__codelineno-0-1330"></a> <span class="p">)</span>
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<a id="__codelineno-0-1331" name="__codelineno-0-1331"></a> <span class="k">if</span> <span class="p">{</span><span class="s2">"symbol"</span><span class="p">,</span> <span class="s2">"time"</span><span class="p">}</span><span class="o">.</span><span class="n">issubset</span><span class="p">(</span><span class="n">written_columns</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">Dataset</span><span class="o">.</span><span class="n">ticks</span><span class="p">,</span> <span class="nb">set</span><span class="p">())):</span>
|
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<a id="__codelineno-0-1332" name="__codelineno-0-1332"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1333" name="__codelineno-0-1333"></a> <span class="s2">"CREATE INDEX IF NOT EXISTS idx_ticks_symbol_time ON ticks(symbol, time)"</span><span class="p">,</span>
|
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<a id="__codelineno-0-1334" name="__codelineno-0-1334"></a> <span class="p">)</span>
|
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<a id="__codelineno-0-1335" name="__codelineno-0-1335"></a> <span class="k">if</span> <span class="p">{</span><span class="s2">"position_id"</span><span class="p">,</span> <span class="s2">"symbol"</span><span class="p">}</span><span class="o">.</span><span class="n">issubset</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1336" name="__codelineno-0-1336"></a> <span class="n">written_columns</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span><span class="p">,</span> <span class="nb">set</span><span class="p">()),</span>
|
|
<a id="__codelineno-0-1337" name="__codelineno-0-1337"></a> <span class="p">):</span>
|
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<a id="__codelineno-0-1338" name="__codelineno-0-1338"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1339" name="__codelineno-0-1339"></a> <span class="s2">"CREATE INDEX IF NOT EXISTS idx_history_deals_position_symbol"</span>
|
|
<a id="__codelineno-0-1340" name="__codelineno-0-1340"></a> <span class="s2">" ON history_deals(position_id, symbol)"</span><span class="p">,</span>
|
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<a id="__codelineno-0-1341" name="__codelineno-0-1341"></a> <span class="p">)</span>
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</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.history.create_positions_reconstructed_view" class="doc doc-heading">
|
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<span class="doc doc-object-name doc-function-name">create_positions_reconstructed_view</span>
|
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|
|
|
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<a href="#mt5cli.history.create_positions_reconstructed_view" 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_positions_reconstructed_view</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span> <span class="n">deals_columns</span><span class="p">:</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><span title="str">str</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="bool">bool</span></span>
|
|
</code></pre></div>
|
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|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Create the positions_reconstructed SQLite view derived from history_deals.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<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="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>True if the view was created, False if required columns are missing.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
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<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-1428">1428</a></span>
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<span class="normal"><a href="#__codelineno-0-1474">1474</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1428" name="__codelineno-0-1428"></a><span class="k">def</span><span class="w"> </span><span class="nf">create_positions_reconstructed_view</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1429" name="__codelineno-0-1429"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1430" name="__codelineno-0-1430"></a> <span class="n">deals_columns</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1431" name="__codelineno-0-1431"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">bool</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1432" name="__codelineno-0-1432"></a><span class="w"> </span><span class="sd">"""Create the positions_reconstructed SQLite view derived from history_deals.</span>
|
|
<a id="__codelineno-0-1433" name="__codelineno-0-1433"></a>
|
|
<a id="__codelineno-0-1434" name="__codelineno-0-1434"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1435" name="__codelineno-0-1435"></a><span class="sd"> True if the view was created, False if required columns are missing.</span>
|
|
<a id="__codelineno-0-1436" name="__codelineno-0-1436"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1437" name="__codelineno-0-1437"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">_POSITIONS_VIEW_REQUIRED_COLUMNS</span><span class="o">.</span><span class="n">issubset</span><span class="p">(</span><span class="n">deals_columns</span><span class="p">):</span>
|
|
<a id="__codelineno-0-1438" name="__codelineno-0-1438"></a> <span class="n">missing</span> <span class="o">=</span> <span class="s2">", "</span><span class="o">.</span><span class="n">join</span><span class="p">(</span><span class="nb">sorted</span><span class="p">(</span><span class="n">_POSITIONS_VIEW_REQUIRED_COLUMNS</span> <span class="o">-</span> <span class="n">deals_columns</span><span class="p">))</span>
|
|
<a id="__codelineno-0-1439" name="__codelineno-0-1439"></a> <span class="n">logger</span><span class="o">.</span><span class="n">warning</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1440" name="__codelineno-0-1440"></a> <span class="s2">"Skipping positions_reconstructed view: history_deals missing columns: </span><span class="si">%s</span><span class="s2">"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1441" name="__codelineno-0-1441"></a> <span class="n">missing</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1442" name="__codelineno-0-1442"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1443" name="__codelineno-0-1443"></a> <span class="k">return</span> <span class="kc">False</span>
|
|
<a id="__codelineno-0-1444" name="__codelineno-0-1444"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="s2">"DROP VIEW IF EXISTS positions_reconstructed"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1445" name="__codelineno-0-1445"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1446" name="__codelineno-0-1446"></a> <span class="s2">"CREATE VIEW positions_reconstructed AS"</span> <span class="c1"># noqa: S608</span>
|
|
<a id="__codelineno-0-1447" name="__codelineno-0-1447"></a> <span class="s2">" SELECT"</span>
|
|
<a id="__codelineno-0-1448" name="__codelineno-0-1448"></a> <span class="s2">" position_id,"</span>
|
|
<a id="__codelineno-0-1449" name="__codelineno-0-1449"></a> <span class="s2">" symbol,"</span>
|
|
<a id="__codelineno-0-1450" name="__codelineno-0-1450"></a> <span class="s2">" MIN(CASE WHEN entry = 0 THEN time END) AS open_time,"</span>
|
|
<a id="__codelineno-0-1451" name="__codelineno-0-1451"></a> <span class="s2">" MAX(CASE WHEN entry IN (1, 2, 3) THEN time END) AS close_time,"</span>
|
|
<a id="__codelineno-0-1452" name="__codelineno-0-1452"></a> <span class="s2">" MIN(CASE WHEN entry = 0 THEN type END) AS direction,"</span>
|
|
<a id="__codelineno-0-1453" name="__codelineno-0-1453"></a> <span class="s2">" SUM(CASE WHEN entry = 0 THEN volume ELSE 0 END) AS volume_open,"</span>
|
|
<a id="__codelineno-0-1454" name="__codelineno-0-1454"></a> <span class="s2">" SUM(CASE WHEN entry IN (1, 2, 3) THEN volume ELSE 0 END) AS volume_close,"</span>
|
|
<a id="__codelineno-0-1455" name="__codelineno-0-1455"></a> <span class="s2">" SUM(CASE WHEN entry = 2 THEN volume ELSE 0 END) AS volume_reversal,"</span>
|
|
<a id="__codelineno-0-1456" name="__codelineno-0-1456"></a> <span class="s2">" CASE"</span>
|
|
<a id="__codelineno-0-1457" name="__codelineno-0-1457"></a> <span class="s2">" WHEN SUM(CASE WHEN entry = 0 THEN volume ELSE 0 END) > 0"</span>
|
|
<a id="__codelineno-0-1458" name="__codelineno-0-1458"></a> <span class="s2">" THEN SUM(CASE WHEN entry = 0 THEN price * volume ELSE 0 END)"</span>
|
|
<a id="__codelineno-0-1459" name="__codelineno-0-1459"></a> <span class="s2">" / SUM(CASE WHEN entry = 0 THEN volume ELSE 0 END)"</span>
|
|
<a id="__codelineno-0-1460" name="__codelineno-0-1460"></a> <span class="s2">" END AS open_price,"</span>
|
|
<a id="__codelineno-0-1461" name="__codelineno-0-1461"></a> <span class="s2">" CASE"</span>
|
|
<a id="__codelineno-0-1462" name="__codelineno-0-1462"></a> <span class="s2">" WHEN SUM(CASE WHEN entry IN (1, 2, 3) THEN volume ELSE 0 END) > 0"</span>
|
|
<a id="__codelineno-0-1463" name="__codelineno-0-1463"></a> <span class="s2">" THEN SUM(CASE WHEN entry IN (1, 2, 3) THEN price * volume ELSE 0 END)"</span>
|
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<a id="__codelineno-0-1464" name="__codelineno-0-1464"></a> <span class="s2">" / SUM(CASE WHEN entry IN (1, 2, 3) THEN volume ELSE 0 END)"</span>
|
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<a id="__codelineno-0-1465" name="__codelineno-0-1465"></a> <span class="s2">" END AS close_price,"</span>
|
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<a id="__codelineno-0-1466" name="__codelineno-0-1466"></a> <span class="s2">" SUM(profit) AS total_profit,"</span>
|
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<a id="__codelineno-0-1467" name="__codelineno-0-1467"></a> <span class="s2">" SUM(CASE WHEN entry = 2 THEN 1 ELSE 0 END) AS reversal_count,"</span>
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<a id="__codelineno-0-1468" name="__codelineno-0-1468"></a> <span class="s2">" COUNT(*) AS deals_count"</span>
|
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<a id="__codelineno-0-1469" name="__codelineno-0-1469"></a> <span class="s2">" FROM history_deals"</span>
|
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<a id="__codelineno-0-1470" name="__codelineno-0-1470"></a> <span class="sa">f</span><span class="s2">" WHERE type IN </span><span class="si">{</span><span class="n">_TRADE_DEAL_TYPES_SQL</span><span class="si">}</span><span class="s2"> AND position_id != 0"</span>
|
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<a id="__codelineno-0-1471" name="__codelineno-0-1471"></a> <span class="s2">" GROUP BY position_id, symbol"</span>
|
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<a id="__codelineno-0-1472" name="__codelineno-0-1472"></a> <span class="s2">" HAVING SUM(CASE WHEN entry IN (1, 2, 3) THEN 1 ELSE 0 END) > 0"</span><span class="p">,</span>
|
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<a id="__codelineno-0-1473" name="__codelineno-0-1473"></a> <span class="p">)</span>
|
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<a id="__codelineno-0-1474" name="__codelineno-0-1474"></a> <span class="k">return</span> <span class="kc">True</span>
|
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</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.history.create_rate_compatibility_views" class="doc doc-heading">
|
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<span class="doc doc-object-name doc-function-name">create_rate_compatibility_views</span>
|
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|
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<a href="#mt5cli.history.create_rate_compatibility_views" 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_rate_compatibility_views</span><span class="p">(</span><span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span>
|
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</code></pre></div>
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<div class="doc doc-contents ">
|
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<p>Create rate compatibility views from the normalized rates table.</p>
|
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<details class="mkdocstrings-source">
|
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<summary>Source code in <code>mt5cli/history.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-0-1487">1487</a></span>
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<span class="normal"><a href="#__codelineno-0-1517">1517</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1487" name="__codelineno-0-1487"></a><span class="k">def</span><span class="w"> </span><span class="nf">create_rate_compatibility_views</span><span class="p">(</span><span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
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<a id="__codelineno-0-1488" name="__codelineno-0-1488"></a><span class="w"> </span><span class="sd">"""Create rate compatibility views from the normalized rates table."""</span>
|
|
<a id="__codelineno-0-1489" name="__codelineno-0-1489"></a> <span class="n">columns</span> <span class="o">=</span> <span class="n">get_table_columns</span><span class="p">(</span><span class="n">conn</span><span class="p">,</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">rates</span><span class="o">.</span><span class="n">table_name</span><span class="p">)</span>
|
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<a id="__codelineno-0-1490" name="__codelineno-0-1490"></a> <span class="k">if</span> <span class="ow">not</span> <span class="p">{</span><span class="s2">"symbol"</span><span class="p">,</span> <span class="s2">"timeframe"</span><span class="p">,</span> <span class="s2">"time"</span><span class="p">}</span><span class="o">.</span><span class="n">issubset</span><span class="p">(</span><span class="n">columns</span><span class="p">):</span>
|
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<a id="__codelineno-0-1491" name="__codelineno-0-1491"></a> <span class="k">return</span>
|
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<a id="__codelineno-0-1492" name="__codelineno-0-1492"></a> <span class="n">drop_rate_compatibility_views</span><span class="p">(</span><span class="n">conn</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1493" name="__codelineno-0-1493"></a> <span class="n">select_columns</span> <span class="o">=</span> <span class="nb">sorted</span><span class="p">(</span><span class="n">columns</span> <span class="o">-</span> <span class="p">{</span><span class="s2">"symbol"</span><span class="p">,</span> <span class="s2">"timeframe"</span><span class="p">})</span>
|
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<a id="__codelineno-0-1494" name="__codelineno-0-1494"></a> <span class="n">quoted_columns</span> <span class="o">=</span> <span class="s2">", "</span><span class="o">.</span><span class="n">join</span><span class="p">(</span><span class="sa">f</span><span class="s1">'"</span><span class="si">{</span><span class="n">column</span><span class="si">}</span><span class="s1">"'</span> <span class="k">for</span> <span class="n">column</span> <span class="ow">in</span> <span class="n">select_columns</span><span class="p">)</span>
|
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<a id="__codelineno-0-1495" name="__codelineno-0-1495"></a> <span class="n">rows</span> <span class="o">=</span> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1496" name="__codelineno-0-1496"></a> <span class="s2">"SELECT DISTINCT symbol, timeframe FROM rates ORDER BY symbol, timeframe"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1497" name="__codelineno-0-1497"></a> <span class="p">)</span><span class="o">.</span><span class="n">fetchall</span><span class="p">()</span>
|
|
<a id="__codelineno-0-1498" name="__codelineno-0-1498"></a> <span class="n">timeframes_by_symbol</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="nb">str</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="p">{}</span>
|
|
<a id="__codelineno-0-1499" name="__codelineno-0-1499"></a> <span class="k">for</span> <span class="n">symbol</span><span class="p">,</span> <span class="n">timeframe</span> <span class="ow">in</span> <span class="n">rows</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1500" name="__codelineno-0-1500"></a> <span class="n">timeframes_by_symbol</span><span class="o">.</span><span class="n">setdefault</span><span class="p">(</span><span class="nb">str</span><span class="p">(</span><span class="n">symbol</span><span class="p">),</span> <span class="p">[])</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="nb">int</span><span class="p">(</span><span class="n">timeframe</span><span class="p">))</span>
|
|
<a id="__codelineno-0-1501" name="__codelineno-0-1501"></a> <span class="k">for</span> <span class="n">symbol</span><span class="p">,</span> <span class="n">timeframes</span> <span class="ow">in</span> <span class="n">timeframes_by_symbol</span><span class="o">.</span><span class="n">items</span><span class="p">():</span>
|
|
<a id="__codelineno-0-1502" name="__codelineno-0-1502"></a> <span class="k">for</span> <span class="n">timeframe</span> <span class="ow">in</span> <span class="n">timeframes</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1503" name="__codelineno-0-1503"></a> <span class="n">granularity</span> <span class="o">=</span> <span class="n">resolve_granularity_name</span><span class="p">(</span><span class="n">timeframe</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1504" name="__codelineno-0-1504"></a> <span class="n">view_name</span> <span class="o">=</span> <span class="n">build_rate_view_name</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1505" name="__codelineno-0-1505"></a> <span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1506" name="__codelineno-0-1506"></a> <span class="n">granularity</span><span class="o">=</span><span class="n">granularity</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1507" name="__codelineno-0-1507"></a> <span class="n">granularity_count</span><span class="o">=</span><span class="nb">len</span><span class="p">(</span><span class="n">timeframes</span><span class="p">),</span>
|
|
<a id="__codelineno-0-1508" name="__codelineno-0-1508"></a> <span class="n">timeframe</span><span class="o">=</span><span class="n">timeframe</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1509" name="__codelineno-0-1509"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1510" name="__codelineno-0-1510"></a> <span class="n">quoted_view_name</span> <span class="o">=</span> <span class="n">quote_sqlite_identifier</span><span class="p">(</span><span class="n">view_name</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1511" name="__codelineno-0-1511"></a> <span class="n">escaped_symbol</span> <span class="o">=</span> <span class="n">symbol</span><span class="o">.</span><span class="n">replace</span><span class="p">(</span><span class="s2">"'"</span><span class="p">,</span> <span class="s2">"''"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1512" name="__codelineno-0-1512"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1513" name="__codelineno-0-1513"></a> <span class="sa">f</span><span class="s2">"CREATE VIEW </span><span class="si">{</span><span class="n">quoted_view_name</span><span class="si">}</span><span class="s2"> AS"</span> <span class="c1"># noqa: S608</span>
|
|
<a id="__codelineno-0-1514" name="__codelineno-0-1514"></a> <span class="sa">f</span><span class="s2">" SELECT </span><span class="si">{</span><span class="n">quoted_columns</span><span class="si">}</span><span class="s2"> FROM rates"</span>
|
|
<a id="__codelineno-0-1515" name="__codelineno-0-1515"></a> <span class="sa">f</span><span class="s2">" WHERE symbol = '</span><span class="si">{</span><span class="n">escaped_symbol</span><span class="si">}</span><span class="s2">'"</span>
|
|
<a id="__codelineno-0-1516" name="__codelineno-0-1516"></a> <span class="sa">f</span><span class="s2">" AND timeframe = </span><span class="si">{</span><span class="n">timeframe</span><span class="si">}</span><span class="s2">"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1517" name="__codelineno-0-1517"></a> <span class="p">)</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.history.deduplicate_history_tables" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">deduplicate_history_tables</span>
|
|
|
|
|
|
<a href="#mt5cli.history.deduplicate_history_tables" 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">deduplicate_history_tables</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span> <span class="n"><span title="set">set</span></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">written_tables</span><span class="p">:</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">],</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">dedup_scopes</span><span class="p">:</span> <span class="n"><span title="collections.abc.Mapping">Mapping</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="DedupScope
|
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|
|
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|
|
dataclass
|
|
(mt5cli.history.DedupScope)" href="#mt5cli.history.DedupScope">DedupScope</a></span><span class="p">]]</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <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="kc">None</span>
|
|
</code></pre></div>
|
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|
|
<div class="doc doc-contents ">
|
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|
|
<p>Deduplicate appended history tables by stable identifiers.</p>
|
|
<p>Scopes whose required columns are not present in the written table are
|
|
skipped. If all scopes for a dataset are skipped, the table receives one
|
|
unscoped deduplication pass instead.</p>
|
|
|
|
|
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<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-1271">1271</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-0-1280">1280</a></span>
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<span class="normal"><a href="#__codelineno-0-1287">1287</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>
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<span class="normal"><a href="#__codelineno-0-1294">1294</a></span>
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<span class="normal"><a href="#__codelineno-0-1295">1295</a></span>
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<span class="normal"><a href="#__codelineno-0-1296">1296</a></span>
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<span class="normal"><a href="#__codelineno-0-1297">1297</a></span>
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<span class="normal"><a href="#__codelineno-0-1298">1298</a></span>
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<span class="normal"><a href="#__codelineno-0-1299">1299</a></span>
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<span class="normal"><a href="#__codelineno-0-1300">1300</a></span>
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<span class="normal"><a href="#__codelineno-0-1301">1301</a></span>
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<span class="normal"><a href="#__codelineno-0-1302">1302</a></span>
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<span class="normal"><a href="#__codelineno-0-1303">1303</a></span>
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<span class="normal"><a href="#__codelineno-0-1304">1304</a></span>
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<span class="normal"><a href="#__codelineno-0-1305">1305</a></span>
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<span class="normal"><a href="#__codelineno-0-1306">1306</a></span>
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<span class="normal"><a href="#__codelineno-0-1307">1307</a></span>
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<span class="normal"><a href="#__codelineno-0-1308">1308</a></span>
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<span class="normal"><a href="#__codelineno-0-1309">1309</a></span>
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<span class="normal"><a href="#__codelineno-0-1310">1310</a></span>
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<span class="normal"><a href="#__codelineno-0-1311">1311</a></span>
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<span class="normal"><a href="#__codelineno-0-1312">1312</a></span>
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<span class="normal"><a href="#__codelineno-0-1313">1313</a></span>
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<span class="normal"><a href="#__codelineno-0-1314">1314</a></span>
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<span class="normal"><a href="#__codelineno-0-1315">1315</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1316">1316</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1271" name="__codelineno-0-1271"></a><span class="k">def</span><span class="w"> </span><span class="nf">deduplicate_history_tables</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1272" name="__codelineno-0-1272"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1273" name="__codelineno-0-1273"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]],</span>
|
|
<a id="__codelineno-0-1274" name="__codelineno-0-1274"></a> <span class="n">written_tables</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1275" name="__codelineno-0-1275"></a> <span class="n">dedup_scopes</span><span class="p">:</span> <span class="n">Mapping</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="n">Sequence</span><span class="p">[</span><span class="n">DedupScope</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-0-1276" name="__codelineno-0-1276"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1277" name="__codelineno-0-1277"></a><span class="w"> </span><span class="sd">"""Deduplicate appended history tables by stable identifiers.</span>
|
|
<a id="__codelineno-0-1278" name="__codelineno-0-1278"></a>
|
|
<a id="__codelineno-0-1279" name="__codelineno-0-1279"></a><span class="sd"> Scopes whose required columns are not present in the written table are</span>
|
|
<a id="__codelineno-0-1280" name="__codelineno-0-1280"></a><span class="sd"> skipped. If all scopes for a dataset are skipped, the table receives one</span>
|
|
<a id="__codelineno-0-1281" name="__codelineno-0-1281"></a><span class="sd"> unscoped deduplication pass instead.</span>
|
|
<a id="__codelineno-0-1282" name="__codelineno-0-1282"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1283" name="__codelineno-0-1283"></a> <span class="n">cursor</span> <span class="o">=</span> <span class="n">conn</span><span class="o">.</span><span class="n">cursor</span><span class="p">()</span>
|
|
<a id="__codelineno-0-1284" name="__codelineno-0-1284"></a> <span class="k">for</span> <span class="n">dataset</span> <span class="ow">in</span> <span class="n">written_tables</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1285" name="__codelineno-0-1285"></a> <span class="n">columns</span> <span class="o">=</span> <span class="n">written_columns</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">())</span>
|
|
<a id="__codelineno-0-1286" name="__codelineno-0-1286"></a> <span class="n">table</span> <span class="o">=</span> <span class="n">dataset</span><span class="o">.</span><span class="n">table_name</span>
|
|
<a id="__codelineno-0-1287" name="__codelineno-0-1287"></a> <span class="n">keys</span> <span class="o">=</span> <span class="nb">next</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1288" name="__codelineno-0-1288"></a> <span class="p">(</span>
|
|
<a id="__codelineno-0-1289" name="__codelineno-0-1289"></a> <span class="n">candidate</span>
|
|
<a id="__codelineno-0-1290" name="__codelineno-0-1290"></a> <span class="k">for</span> <span class="n">candidate</span> <span class="ow">in</span> <span class="n">_HISTORY_DEDUP_KEYS</span><span class="p">[</span><span class="n">dataset</span><span class="p">]</span>
|
|
<a id="__codelineno-0-1291" name="__codelineno-0-1291"></a> <span class="k">if</span> <span class="nb">set</span><span class="p">(</span><span class="n">candidate</span><span class="p">)</span><span class="o">.</span><span class="n">issubset</span><span class="p">(</span><span class="n">columns</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1292" name="__codelineno-0-1292"></a> <span class="p">),</span>
|
|
<a id="__codelineno-0-1293" name="__codelineno-0-1293"></a> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1294" name="__codelineno-0-1294"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1295" name="__codelineno-0-1295"></a> <span class="k">if</span> <span class="n">keys</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1296" name="__codelineno-0-1296"></a> <span class="n">logger</span><span class="o">.</span><span class="n">warning</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1297" name="__codelineno-0-1297"></a> <span class="s2">"Skipping </span><span class="si">%s</span><span class="s2"> deduplication: no supported key columns"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1298" name="__codelineno-0-1298"></a> <span class="n">table</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1299" name="__codelineno-0-1299"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1300" name="__codelineno-0-1300"></a> <span class="k">continue</span>
|
|
<a id="__codelineno-0-1301" name="__codelineno-0-1301"></a> <span class="n">raw_scopes</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="n">DedupScope</span><span class="p">]</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-1302" name="__codelineno-0-1302"></a> <span class="n">dedup_scopes</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">dataset</span><span class="p">,</span> <span class="p">())</span> <span class="k">if</span> <span class="n">dedup_scopes</span> <span class="k">else</span> <span class="p">()</span>
|
|
<a id="__codelineno-0-1303" name="__codelineno-0-1303"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1304" name="__codelineno-0-1304"></a> <span class="n">scopes</span> <span class="o">=</span> <span class="p">[</span><span class="n">scope</span> <span class="k">for</span> <span class="n">scope</span> <span class="ow">in</span> <span class="n">raw_scopes</span> <span class="k">if</span> <span class="n">scope</span><span class="o">.</span><span class="n">required_columns</span> <span class="o"><=</span> <span class="n">columns</span><span class="p">]</span>
|
|
<a id="__codelineno-0-1305" name="__codelineno-0-1305"></a> <span class="k">if</span> <span class="n">scopes</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1306" name="__codelineno-0-1306"></a> <span class="k">for</span> <span class="n">scope</span> <span class="ow">in</span> <span class="n">scopes</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1307" name="__codelineno-0-1307"></a> <span class="n">drop_duplicates_in_table</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1308" name="__codelineno-0-1308"></a> <span class="n">cursor</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1309" name="__codelineno-0-1309"></a> <span class="n">table</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1310" name="__codelineno-0-1310"></a> <span class="nb">list</span><span class="p">(</span><span class="n">keys</span><span class="p">),</span>
|
|
<a id="__codelineno-0-1311" name="__codelineno-0-1311"></a> <span class="n">keep</span><span class="o">=</span><span class="s2">"last"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1312" name="__codelineno-0-1312"></a> <span class="n">scope_where</span><span class="o">=</span><span class="n">scope</span><span class="o">.</span><span class="n">where</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1313" name="__codelineno-0-1313"></a> <span class="n">scope_params</span><span class="o">=</span><span class="n">scope</span><span class="o">.</span><span class="n">params</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1314" name="__codelineno-0-1314"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1315" name="__codelineno-0-1315"></a> <span class="k">continue</span>
|
|
<a id="__codelineno-0-1316" name="__codelineno-0-1316"></a> <span class="n">drop_duplicates_in_table</span><span class="p">(</span><span class="n">cursor</span><span class="p">,</span> <span class="n">table</span><span class="p">,</span> <span class="nb">list</span><span class="p">(</span><span class="n">keys</span><span class="p">),</span> <span class="n">keep</span><span class="o">=</span><span class="s2">"last"</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.history.drop_duplicates_in_table" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">drop_duplicates_in_table</span>
|
|
|
|
|
|
<a href="#mt5cli.history.drop_duplicates_in_table" 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">drop_duplicates_in_table</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">cursor</span><span class="p">:</span> <span class="n"><span title="sqlite3.Cursor">Cursor</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">table</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">ids</span><span class="p">:</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>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">keep</span><span class="p">:</span> <span class="n"><span title="typing.Literal">Literal</span></span><span class="p">[</span><span class="s2">"first"</span><span class="p">,</span> <span class="s2">"last"</span><span class="p">]</span> <span class="o">=</span> <span class="s2">"last"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">scope_where</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">scope_params</span><span class="p">:</span> <span class="n"><span title="tuple">tuple</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="p">]</span> <span class="o">=</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="o">-></span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Remove duplicate rows, keeping the first or last ROWID per key group.</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="ValueError">ValueError</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If the table or column names are invalid.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-1201">1201</a></span>
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<span class="normal"><a href="#__codelineno-0-1202">1202</a></span>
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<span class="normal"><a href="#__codelineno-0-1203">1203</a></span>
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<span class="normal"><a href="#__codelineno-0-1204">1204</a></span>
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<span class="normal"><a href="#__codelineno-0-1205">1205</a></span>
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<span class="normal"><a href="#__codelineno-0-1206">1206</a></span>
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<span class="normal"><a href="#__codelineno-0-1207">1207</a></span>
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<span class="normal"><a href="#__codelineno-0-1208">1208</a></span>
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<span class="normal"><a href="#__codelineno-0-1209">1209</a></span>
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<span class="normal"><a href="#__codelineno-0-1210">1210</a></span>
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<span class="normal"><a href="#__codelineno-0-1211">1211</a></span>
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<span class="normal"><a href="#__codelineno-0-1212">1212</a></span>
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<span class="normal"><a href="#__codelineno-0-1213">1213</a></span>
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<span class="normal"><a href="#__codelineno-0-1214">1214</a></span>
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<span class="normal"><a href="#__codelineno-0-1215">1215</a></span>
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<span class="normal"><a href="#__codelineno-0-1216">1216</a></span>
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<span class="normal"><a href="#__codelineno-0-1217">1217</a></span>
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<span class="normal"><a href="#__codelineno-0-1218">1218</a></span>
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<span class="normal"><a href="#__codelineno-0-1219">1219</a></span>
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<span class="normal"><a href="#__codelineno-0-1220">1220</a></span>
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<span class="normal"><a href="#__codelineno-0-1221">1221</a></span>
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<span class="normal"><a href="#__codelineno-0-1222">1222</a></span>
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<span class="normal"><a href="#__codelineno-0-1223">1223</a></span>
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<span class="normal"><a href="#__codelineno-0-1224">1224</a></span>
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<span class="normal"><a href="#__codelineno-0-1225">1225</a></span>
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<span class="normal"><a href="#__codelineno-0-1226">1226</a></span>
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<span class="normal"><a href="#__codelineno-0-1227">1227</a></span>
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<span class="normal"><a href="#__codelineno-0-1228">1228</a></span>
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<span class="normal"><a href="#__codelineno-0-1229">1229</a></span>
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<span class="normal"><a href="#__codelineno-0-1230">1230</a></span>
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<span class="normal"><a href="#__codelineno-0-1231">1231</a></span>
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<span class="normal"><a href="#__codelineno-0-1232">1232</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1233">1233</a></span>
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<span class="normal"><a href="#__codelineno-0-1234">1234</a></span>
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<span class="normal"><a href="#__codelineno-0-1235">1235</a></span>
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<span class="normal"><a href="#__codelineno-0-1236">1236</a></span>
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<span class="normal"><a href="#__codelineno-0-1237">1237</a></span>
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<span class="normal"><a href="#__codelineno-0-1238">1238</a></span>
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<span class="normal"><a href="#__codelineno-0-1239">1239</a></span>
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<span class="normal"><a href="#__codelineno-0-1240">1240</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1201" name="__codelineno-0-1201"></a><span class="k">def</span><span class="w"> </span><span class="nf">drop_duplicates_in_table</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1202" name="__codelineno-0-1202"></a> <span class="n">cursor</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Cursor</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1203" name="__codelineno-0-1203"></a> <span class="n">table</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1204" name="__codelineno-0-1204"></a> <span class="n">ids</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1205" name="__codelineno-0-1205"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1206" name="__codelineno-0-1206"></a> <span class="n">keep</span><span class="p">:</span> <span class="n">Literal</span><span class="p">[</span><span class="s2">"first"</span><span class="p">,</span> <span class="s2">"last"</span><span class="p">]</span> <span class="o">=</span> <span class="s2">"last"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1207" name="__codelineno-0-1207"></a> <span class="n">scope_where</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-0-1208" name="__codelineno-0-1208"></a> <span class="n">scope_params</span><span class="p">:</span> <span class="nb">tuple</span><span class="p">[</span><span class="nb">object</span><span class="p">,</span> <span class="o">...</span><span class="p">]</span> <span class="o">=</span> <span class="p">(),</span>
|
|
<a id="__codelineno-0-1209" name="__codelineno-0-1209"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1210" name="__codelineno-0-1210"></a><span class="w"> </span><span class="sd">"""Remove duplicate rows, keeping the first or last ROWID per key group.</span>
|
|
<a id="__codelineno-0-1211" name="__codelineno-0-1211"></a>
|
|
<a id="__codelineno-0-1212" name="__codelineno-0-1212"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-1213" name="__codelineno-0-1213"></a><span class="sd"> ValueError: If the table or column names are invalid.</span>
|
|
<a id="__codelineno-0-1214" name="__codelineno-0-1214"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1215" name="__codelineno-0-1215"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">table</span><span class="o">.</span><span class="n">isidentifier</span><span class="p">():</span>
|
|
<a id="__codelineno-0-1216" name="__codelineno-0-1216"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Invalid table name: </span><span class="si">{</span><span class="n">table</span><span class="si">}</span><span class="s2">"</span>
|
|
<a id="__codelineno-0-1217" name="__codelineno-0-1217"></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-0-1218" name="__codelineno-0-1218"></a> <span class="k">if</span> <span class="n">invalid</span> <span class="o">:=</span> <span class="p">{</span><span class="n">column</span> <span class="k">for</span> <span class="n">column</span> <span class="ow">in</span> <span class="n">ids</span> <span class="k">if</span> <span class="ow">not</span> <span class="n">column</span><span class="o">.</span><span class="n">isidentifier</span><span class="p">()}:</span>
|
|
<a id="__codelineno-0-1219" name="__codelineno-0-1219"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Invalid column names: </span><span class="si">{</span><span class="s1">', '</span><span class="o">.</span><span class="n">join</span><span class="p">(</span><span class="nb">sorted</span><span class="p">(</span><span class="n">invalid</span><span class="p">))</span><span class="si">}</span><span class="s2">"</span>
|
|
<a id="__codelineno-0-1220" name="__codelineno-0-1220"></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-0-1221" name="__codelineno-0-1221"></a> <span class="n">ids_csv</span> <span class="o">=</span> <span class="s2">", "</span><span class="o">.</span><span class="n">join</span><span class="p">(</span><span class="n">_sqlite_dedup_key_expression</span><span class="p">(</span><span class="n">column</span><span class="p">)</span> <span class="k">for</span> <span class="n">column</span> <span class="ow">in</span> <span class="n">ids</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1222" name="__codelineno-0-1222"></a> <span class="n">rowid_selector</span> <span class="o">=</span> <span class="s2">"MIN"</span> <span class="k">if</span> <span class="n">keep</span> <span class="o">==</span> <span class="s2">"first"</span> <span class="k">else</span> <span class="s2">"MAX"</span>
|
|
<a id="__codelineno-0-1223" name="__codelineno-0-1223"></a> <span class="n">prepared_scope_params</span> <span class="o">=</span> <span class="nb">tuple</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1224" name="__codelineno-0-1224"></a> <span class="n">_require_serialized_sqlite_timestamp</span><span class="p">(</span><span class="n">value</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1225" name="__codelineno-0-1225"></a> <span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">value</span><span class="p">,</span> <span class="n">datetime</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1226" name="__codelineno-0-1226"></a> <span class="k">else</span> <span class="n">value</span>
|
|
<a id="__codelineno-0-1227" name="__codelineno-0-1227"></a> <span class="k">for</span> <span class="n">value</span> <span class="ow">in</span> <span class="n">scope_params</span>
|
|
<a id="__codelineno-0-1228" name="__codelineno-0-1228"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1229" name="__codelineno-0-1229"></a> <span class="k">if</span> <span class="n">scope_where</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1230" name="__codelineno-0-1230"></a> <span class="n">delete_sql</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-1231" name="__codelineno-0-1231"></a> <span class="sa">f</span><span class="s2">"DELETE FROM </span><span class="si">{</span><span class="n">table</span><span class="si">}</span><span class="s2"> WHERE </span><span class="si">{</span><span class="n">scope_where</span><span class="si">}</span><span class="s2"> AND ROWID NOT IN"</span> <span class="c1"># noqa: S608</span>
|
|
<a id="__codelineno-0-1232" name="__codelineno-0-1232"></a> <span class="sa">f</span><span class="s2">" (SELECT </span><span class="si">{</span><span class="n">rowid_selector</span><span class="si">}</span><span class="s2">(ROWID) FROM </span><span class="si">{</span><span class="n">table</span><span class="si">}</span><span class="s2"> WHERE </span><span class="si">{</span><span class="n">scope_where</span><span class="si">}</span><span class="s2">"</span>
|
|
<a id="__codelineno-0-1233" name="__codelineno-0-1233"></a> <span class="sa">f</span><span class="s2">" GROUP BY </span><span class="si">{</span><span class="n">ids_csv</span><span class="si">}</span><span class="s2">)"</span>
|
|
<a id="__codelineno-0-1234" name="__codelineno-0-1234"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1235" name="__codelineno-0-1235"></a> <span class="n">cursor</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="n">delete_sql</span><span class="p">,</span> <span class="n">prepared_scope_params</span> <span class="o">+</span> <span class="n">prepared_scope_params</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1236" name="__codelineno-0-1236"></a> <span class="k">return</span>
|
|
<a id="__codelineno-0-1237" name="__codelineno-0-1237"></a> <span class="n">cursor</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1238" name="__codelineno-0-1238"></a> <span class="sa">f</span><span class="s2">"DELETE FROM </span><span class="si">{</span><span class="n">table</span><span class="si">}</span><span class="s2"> WHERE ROWID NOT IN"</span> <span class="c1"># noqa: S608</span>
|
|
<a id="__codelineno-0-1239" name="__codelineno-0-1239"></a> <span class="sa">f</span><span class="s2">" (SELECT </span><span class="si">{</span><span class="n">rowid_selector</span><span class="si">}</span><span class="s2">(ROWID) FROM </span><span class="si">{</span><span class="n">table</span><span class="si">}</span><span class="s2"> GROUP BY </span><span class="si">{</span><span class="n">ids_csv</span><span class="si">}</span><span class="s2">)"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1240" name="__codelineno-0-1240"></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.history.drop_forming_rate_bar" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">drop_forming_rate_bar</span>
|
|
|
|
|
|
<a href="#mt5cli.history.drop_forming_rate_bar" 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">drop_forming_rate_bar</span><span class="p">(</span><span class="n">df_rate</span><span class="p">:</span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span><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 closed bars from chronologically ordered MT5 rate data.</p>
|
|
<p>MetaTrader 5 <code>copy_rates_from_pos(start_pos=0)</code> includes the still-forming
|
|
current bar as the last row. Slice it off so downstream logic only sees
|
|
completed bars. Empty frames and single-row frames return empty results.</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>df_rate</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Rate data ordered oldest-to-newest with the forming bar last.</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>A new DataFrame with all rows except the last. Index and columns are</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>preserved. The input frame is not modified.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-123">123</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-124">124</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-125">125</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-126">126</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-127">127</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-128">128</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-129">129</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-130">130</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-131">131</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-132">132</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-133">133</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-134">134</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-135">135</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-136">136</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-137">137</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-123" name="__codelineno-0-123"></a><span class="k">def</span><span class="w"> </span><span class="nf">drop_forming_rate_bar</span><span class="p">(</span><span class="n">df_rate</span><span class="p">:</span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><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-0-124" name="__codelineno-0-124"></a><span class="w"> </span><span class="sd">"""Return closed bars from chronologically ordered MT5 rate data.</span>
|
|
<a id="__codelineno-0-125" name="__codelineno-0-125"></a>
|
|
<a id="__codelineno-0-126" name="__codelineno-0-126"></a><span class="sd"> MetaTrader 5 ``copy_rates_from_pos(start_pos=0)`` includes the still-forming</span>
|
|
<a id="__codelineno-0-127" name="__codelineno-0-127"></a><span class="sd"> current bar as the last row. Slice it off so downstream logic only sees</span>
|
|
<a id="__codelineno-0-128" name="__codelineno-0-128"></a><span class="sd"> completed bars. Empty frames and single-row frames return empty results.</span>
|
|
<a id="__codelineno-0-129" name="__codelineno-0-129"></a>
|
|
<a id="__codelineno-0-130" name="__codelineno-0-130"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-131" name="__codelineno-0-131"></a><span class="sd"> df_rate: Rate data ordered oldest-to-newest with the forming bar last.</span>
|
|
<a id="__codelineno-0-132" name="__codelineno-0-132"></a>
|
|
<a id="__codelineno-0-133" name="__codelineno-0-133"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-134" name="__codelineno-0-134"></a><span class="sd"> A new DataFrame with all rows except the last. Index and columns are</span>
|
|
<a id="__codelineno-0-135" name="__codelineno-0-135"></a><span class="sd"> preserved. The input frame is not modified.</span>
|
|
<a id="__codelineno-0-136" name="__codelineno-0-136"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-137" name="__codelineno-0-137"></a> <span class="k">return</span> <span class="n">df_rate</span><span class="o">.</span><span class="n">iloc</span><span class="p">[:</span><span class="o">-</span><span class="mi">1</span><span class="p">]</span><span class="o">.</span><span class="n">copy</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.history.drop_rate_compatibility_views" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">drop_rate_compatibility_views</span>
|
|
|
|
|
|
<a href="#mt5cli.history.drop_rate_compatibility_views" 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">drop_rate_compatibility_views</span><span class="p">(</span><span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Drop all mt5cli-managed <code>rate_*</code> compatibility views.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-1477">1477</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1478">1478</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1479">1479</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1480">1480</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1481">1481</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1482">1482</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1483">1483</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1484">1484</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1477" name="__codelineno-0-1477"></a><span class="k">def</span><span class="w"> </span><span class="nf">drop_rate_compatibility_views</span><span class="p">(</span><span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1478" name="__codelineno-0-1478"></a><span class="w"> </span><span class="sd">"""Drop all mt5cli-managed ``rate_*`` compatibility views."""</span>
|
|
<a id="__codelineno-0-1479" name="__codelineno-0-1479"></a> <span class="n">rows</span> <span class="o">=</span> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1480" name="__codelineno-0-1480"></a> <span class="s2">"SELECT name FROM sqlite_master WHERE type = 'view' AND name GLOB 'rate_*'"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1481" name="__codelineno-0-1481"></a> <span class="p">)</span><span class="o">.</span><span class="n">fetchall</span><span class="p">()</span>
|
|
<a id="__codelineno-0-1482" name="__codelineno-0-1482"></a> <span class="k">for</span> <span class="p">(</span><span class="n">view_name</span><span class="p">,)</span> <span class="ow">in</span> <span class="n">rows</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1483" name="__codelineno-0-1483"></a> <span class="n">quoted_view_name</span> <span class="o">=</span> <span class="n">quote_sqlite_identifier</span><span class="p">(</span><span class="nb">str</span><span class="p">(</span><span class="n">view_name</span><span class="p">))</span>
|
|
<a id="__codelineno-0-1484" name="__codelineno-0-1484"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="sa">f</span><span class="s2">"DROP VIEW IF EXISTS </span><span class="si">{</span><span class="n">quoted_view_name</span><span class="si">}</span><span class="s2">"</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.history.filter_incremental_history_deals_frame" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">filter_incremental_history_deals_frame</span>
|
|
|
|
|
|
<a href="#mt5cli.history.filter_incremental_history_deals_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">filter_incremental_history_deals_frame</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">frame</span><span class="p">:</span> <span class="n"><span title="pandas.DataFrame">DataFrame</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="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>
|
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<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">start_by_symbol</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="datetime.datetime">datetime</span></span><span class="p">],</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">account_event_start</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</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="pandas.DataFrame">DataFrame</span></span>
|
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</code></pre></div>
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|
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<div class="doc doc-contents ">
|
|
|
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<p>Filter incrementally fetched history_deals by symbol and event start times.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
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<table>
|
|
<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>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
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<td>
|
|
<code><span title="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Rows for selected symbols at or after each symbol start, plus account</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>events at or after <code>account_event_start</code>.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
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</table>
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<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-1358">1358</a></span>
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<span class="normal"><a href="#__codelineno-0-1359">1359</a></span>
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<span class="normal"><a href="#__codelineno-0-1366">1366</a></span>
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<span class="normal"><a href="#__codelineno-0-1367">1367</a></span>
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<span class="normal"><a href="#__codelineno-0-1368">1368</a></span>
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<span class="normal"><a href="#__codelineno-0-1369">1369</a></span>
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<span class="normal"><a href="#__codelineno-0-1370">1370</a></span>
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<span class="normal"><a href="#__codelineno-0-1371">1371</a></span>
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<span class="normal"><a href="#__codelineno-0-1372">1372</a></span>
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<span class="normal"><a href="#__codelineno-0-1373">1373</a></span>
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<span class="normal"><a href="#__codelineno-0-1374">1374</a></span>
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<span class="normal"><a href="#__codelineno-0-1375">1375</a></span>
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<span class="normal"><a href="#__codelineno-0-1376">1376</a></span>
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<span class="normal"><a href="#__codelineno-0-1377">1377</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1378">1378</a></span>
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<span class="normal"><a href="#__codelineno-0-1379">1379</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1380">1380</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1381">1381</a></span>
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<span class="normal"><a href="#__codelineno-0-1382">1382</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1383">1383</a></span>
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<span class="normal"><a href="#__codelineno-0-1384">1384</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1385">1385</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1358" name="__codelineno-0-1358"></a><span class="k">def</span><span class="w"> </span><span class="nf">filter_incremental_history_deals_frame</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1359" name="__codelineno-0-1359"></a> <span class="n">frame</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-0-1360" name="__codelineno-0-1360"></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>
|
|
<a id="__codelineno-0-1361" name="__codelineno-0-1361"></a> <span class="n">start_by_symbol</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="n">datetime</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1362" name="__codelineno-0-1362"></a> <span class="n">account_event_start</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1363" name="__codelineno-0-1363"></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-0-1364" name="__codelineno-0-1364"></a><span class="w"> </span><span class="sd">"""Filter incrementally fetched history_deals by symbol and event start times.</span>
|
|
<a id="__codelineno-0-1365" name="__codelineno-0-1365"></a>
|
|
<a id="__codelineno-0-1366" name="__codelineno-0-1366"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1367" name="__codelineno-0-1367"></a><span class="sd"> Rows for selected symbols at or after each symbol start, plus account</span>
|
|
<a id="__codelineno-0-1368" name="__codelineno-0-1368"></a><span class="sd"> events at or after ``account_event_start``.</span>
|
|
<a id="__codelineno-0-1369" name="__codelineno-0-1369"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1370" name="__codelineno-0-1370"></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-0-1371" name="__codelineno-0-1371"></a> <span class="k">return</span> <span class="n">frame</span><span class="o">.</span><span class="n">copy</span><span class="p">()</span>
|
|
<a id="__codelineno-0-1372" name="__codelineno-0-1372"></a> <span class="n">parsed_times</span> <span class="o">=</span> <span class="n">_frame_parsed_times</span><span class="p">(</span><span class="n">frame</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1373" name="__codelineno-0-1373"></a> <span class="n">time_valid</span> <span class="o">=</span> <span class="n">parsed_times</span><span class="o">.</span><span class="n">notna</span><span class="p">()</span>
|
|
<a id="__codelineno-0-1374" name="__codelineno-0-1374"></a> <span class="n">account_event_mask</span> <span class="o">=</span> <span class="n">_history_deals_account_event_mask</span><span class="p">(</span><span class="n">frame</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1375" name="__codelineno-0-1375"></a> <span class="n">account_keep</span> <span class="o">=</span> <span class="n">account_event_mask</span> <span class="o">&</span> <span class="p">(</span><span class="n">parsed_times</span> <span class="o">>=</span> <span class="n">account_event_start</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1376" name="__codelineno-0-1376"></a> <span class="n">trade_keep</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">data</span><span class="o">=</span><span class="kc">False</span><span class="p">,</span> <span class="n">index</span><span class="o">=</span><span class="n">frame</span><span class="o">.</span><span class="n">index</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1377" name="__codelineno-0-1377"></a> <span class="k">if</span> <span class="s2">"symbol"</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-0-1378" name="__codelineno-0-1378"></a> <span class="k">for</span> <span class="n">symbol</span> <span class="ow">in</span> <span class="n">symbols</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1379" name="__codelineno-0-1379"></a> <span class="n">trade_keep</span> <span class="o">|=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-1380" name="__codelineno-0-1380"></a> <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">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1381" name="__codelineno-0-1381"></a> <span class="o">&</span> <span class="p">(</span><span class="n">parsed_times</span> <span class="o">>=</span> <span class="n">start_by_symbol</span><span class="p">[</span><span class="n">symbol</span><span class="p">])</span>
|
|
<a id="__codelineno-0-1382" name="__codelineno-0-1382"></a> <span class="o">&</span> <span class="o">~</span><span class="n">account_event_mask</span>
|
|
<a id="__codelineno-0-1383" name="__codelineno-0-1383"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1384" name="__codelineno-0-1384"></a> <span class="n">keep</span> <span class="o">=</span> <span class="p">(</span><span class="n">account_keep</span> <span class="o">|</span> <span class="n">trade_keep</span><span class="p">)</span> <span class="o">&</span> <span class="n">time_valid</span>
|
|
<a id="__codelineno-0-1385" name="__codelineno-0-1385"></a> <span class="k">return</span> <span class="n">frame</span><span class="o">.</span><span class="n">loc</span><span class="p">[</span><span class="n">keep</span><span class="p">]</span><span class="o">.</span><span class="n">copy</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.history.filter_trade_history_frame" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">filter_trade_history_frame</span>
|
|
|
|
|
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<a href="#mt5cli.history.filter_trade_history_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">filter_trade_history_frame</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">frame</span><span class="p">:</span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></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>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">include_account_events</span><span class="p">:</span> <span class="n"><span title="bool">bool</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="pandas.DataFrame">DataFrame</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Filter trade history rows to selected symbols and account events.</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>Filtered history rows.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-1388">1388</a></span>
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<span class="normal"><a href="#__codelineno-0-1389">1389</a></span>
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<span class="normal"><a href="#__codelineno-0-1390">1390</a></span>
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<span class="normal"><a href="#__codelineno-0-1397">1397</a></span>
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<span class="normal"><a href="#__codelineno-0-1399">1399</a></span>
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<span class="normal"><a href="#__codelineno-0-1400">1400</a></span>
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<span class="normal"><a href="#__codelineno-0-1401">1401</a></span>
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<span class="normal"><a href="#__codelineno-0-1402">1402</a></span>
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<span class="normal"><a href="#__codelineno-0-1404">1404</a></span>
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<span class="normal"><a href="#__codelineno-0-1405">1405</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1388" name="__codelineno-0-1388"></a><span class="k">def</span><span class="w"> </span><span class="nf">filter_trade_history_frame</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1389" name="__codelineno-0-1389"></a> <span class="n">frame</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-0-1390" name="__codelineno-0-1390"></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>
|
|
<a id="__codelineno-0-1391" name="__codelineno-0-1391"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1392" name="__codelineno-0-1392"></a> <span class="n">include_account_events</span><span class="p">:</span> <span class="nb">bool</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1393" name="__codelineno-0-1393"></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-0-1394" name="__codelineno-0-1394"></a><span class="w"> </span><span class="sd">"""Filter trade history rows to selected symbols and account events.</span>
|
|
<a id="__codelineno-0-1395" name="__codelineno-0-1395"></a>
|
|
<a id="__codelineno-0-1396" name="__codelineno-0-1396"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1397" name="__codelineno-0-1397"></a><span class="sd"> Filtered history rows.</span>
|
|
<a id="__codelineno-0-1398" name="__codelineno-0-1398"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1399" name="__codelineno-0-1399"></a> <span class="k">if</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-0-1400" name="__codelineno-0-1400"></a> <span class="k">return</span> <span class="n">frame</span>
|
|
<a id="__codelineno-0-1401" name="__codelineno-0-1401"></a> <span class="n">symbol_mask</span> <span class="o">=</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="n">symbols</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1402" name="__codelineno-0-1402"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">include_account_events</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1403" name="__codelineno-0-1403"></a> <span class="k">return</span> <span class="n">frame</span><span class="o">.</span><span class="n">loc</span><span class="p">[</span><span class="n">symbol_mask</span><span class="p">]</span><span class="o">.</span><span class="n">copy</span><span class="p">()</span>
|
|
<a id="__codelineno-0-1404" name="__codelineno-0-1404"></a> <span class="n">account_event_mask</span> <span class="o">=</span> <span class="n">_history_deals_account_event_mask</span><span class="p">(</span><span class="n">frame</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1405" name="__codelineno-0-1405"></a> <span class="k">return</span> <span class="n">frame</span><span class="o">.</span><span class="n">loc</span><span class="p">[</span><span class="n">symbol_mask</span> <span class="o">|</span> <span class="n">account_event_mask</span><span class="p">]</span><span class="o">.</span><span class="n">copy</span><span class="p">()</span>
|
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</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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|
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<h3 id="mt5cli.history.get_history_deals_account_event_start_datetime" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">get_history_deals_account_event_start_datetime</span>
|
|
|
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<a href="#mt5cli.history.get_history_deals_account_event_start_datetime" 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">get_history_deals_account_event_start_datetime</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span> <span class="o">*</span><span class="p">,</span> <span class="n">fallback_start</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</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="datetime.datetime">datetime</span></span>
|
|
</code></pre></div>
|
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<div class="doc doc-contents ">
|
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<p>Return the next update start for account-level history_deals rows.</p>
|
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|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-953">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>
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<span class="normal"><a href="#__codelineno-0-965">965</a></span>
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<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>
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<span class="normal"><a href="#__codelineno-0-969">969</a></span>
|
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<span class="normal"><a href="#__codelineno-0-970">970</a></span>
|
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<span class="normal"><a href="#__codelineno-0-971">971</a></span>
|
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<span class="normal"><a href="#__codelineno-0-972">972</a></span>
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<span class="normal"><a href="#__codelineno-0-973">973</a></span>
|
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<span class="normal"><a href="#__codelineno-0-974">974</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-953" name="__codelineno-0-953"></a><span class="k">def</span><span class="w"> </span><span class="nf">get_history_deals_account_event_start_datetime</span><span class="p">(</span>
|
|
<a id="__codelineno-0-954" name="__codelineno-0-954"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-955" name="__codelineno-0-955"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-956" name="__codelineno-0-956"></a> <span class="n">fallback_start</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-957" name="__codelineno-0-957"></a><span class="p">)</span> <span class="o">-></span> <span class="n">datetime</span><span class="p">:</span>
|
|
<a id="__codelineno-0-958" name="__codelineno-0-958"></a><span class="w"> </span><span class="sd">"""Return the next update start for account-level history_deals rows."""</span>
|
|
<a id="__codelineno-0-959" name="__codelineno-0-959"></a> <span class="n">table</span> <span class="o">=</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span><span class="o">.</span><span class="n">table_name</span>
|
|
<a id="__codelineno-0-960" name="__codelineno-0-960"></a> <span class="n">columns</span> <span class="o">=</span> <span class="n">get_table_columns</span><span class="p">(</span><span class="n">conn</span><span class="p">,</span> <span class="n">table</span><span class="p">)</span>
|
|
<a id="__codelineno-0-961" name="__codelineno-0-961"></a> <span class="k">if</span> <span class="s2">"time"</span> <span class="ow">not</span> <span class="ow">in</span> <span class="n">columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-962" name="__codelineno-0-962"></a> <span class="k">return</span> <span class="n">fallback_start</span>
|
|
<a id="__codelineno-0-963" name="__codelineno-0-963"></a> <span class="k">if</span> <span class="s2">"type"</span> <span class="ow">in</span> <span class="n">columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-964" name="__codelineno-0-964"></a> <span class="n">where_clause</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"type NOT IN </span><span class="si">{</span><span class="n">_TRADE_DEAL_TYPES_SQL</span><span class="si">}</span><span class="s2">"</span>
|
|
<a id="__codelineno-0-965" name="__codelineno-0-965"></a> <span class="k">elif</span> <span class="s2">"symbol"</span> <span class="ow">in</span> <span class="n">columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-966" name="__codelineno-0-966"></a> <span class="n">where_clause</span> <span class="o">=</span> <span class="s2">"symbol IS NULL OR symbol = ''"</span>
|
|
<a id="__codelineno-0-967" name="__codelineno-0-967"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-968" name="__codelineno-0-968"></a> <span class="k">return</span> <span class="n">fallback_start</span>
|
|
<a id="__codelineno-0-969" name="__codelineno-0-969"></a> <span class="n">parsed</span> <span class="o">=</span> <span class="n">_load_latest_parseable_time</span><span class="p">(</span>
|
|
<a id="__codelineno-0-970" name="__codelineno-0-970"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-971" name="__codelineno-0-971"></a> <span class="n">table</span><span class="p">,</span>
|
|
<a id="__codelineno-0-972" name="__codelineno-0-972"></a> <span class="n">where_clause</span><span class="o">=</span><span class="n">where_clause</span><span class="p">,</span>
|
|
<a id="__codelineno-0-973" name="__codelineno-0-973"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-974" name="__codelineno-0-974"></a> <span class="k">return</span> <span class="n">parsed</span> <span class="k">if</span> <span class="n">parsed</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span> <span class="k">else</span> <span class="n">fallback_start</span>
|
|
</code></pre></div></td></tr></table></div>
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</details>
|
|
</div>
|
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|
|
</div>
|
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|
<div class="doc doc-object doc-function">
|
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|
|
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|
<h3 id="mt5cli.history.get_incremental_start_datetime" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">get_incremental_start_datetime</span>
|
|
|
|
|
|
<a href="#mt5cli.history.get_incremental_start_datetime" 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_incremental_start_datetime</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">dataset</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></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-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">timeframe</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="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">fallback_start</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="datetime.datetime">datetime</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return the next update start datetime from existing MAX(time).</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-1107">1107</a></span>
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<span class="normal"><a href="#__codelineno-0-1108">1108</a></span>
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<span class="normal"><a href="#__codelineno-0-1109">1109</a></span>
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<span class="normal"><a href="#__codelineno-0-1110">1110</a></span>
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<span class="normal"><a href="#__codelineno-0-1111">1111</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1112">1112</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1113">1113</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1114">1114</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1115">1115</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1116">1116</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1117">1117</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1118">1118</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1119">1119</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1120">1120</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1121">1121</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1122">1122</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1123">1123</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1124">1124</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1107" name="__codelineno-0-1107"></a><span class="k">def</span><span class="w"> </span><span class="nf">get_incremental_start_datetime</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1108" name="__codelineno-0-1108"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1109" name="__codelineno-0-1109"></a> <span class="n">dataset</span><span class="p">:</span> <span class="n">Dataset</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1110" name="__codelineno-0-1110"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1111" name="__codelineno-0-1111"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1112" name="__codelineno-0-1112"></a> <span class="n">timeframe</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1113" name="__codelineno-0-1113"></a> <span class="n">fallback_start</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1114" name="__codelineno-0-1114"></a><span class="p">)</span> <span class="o">-></span> <span class="n">datetime</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1115" name="__codelineno-0-1115"></a><span class="w"> </span><span class="sd">"""Return the next update start datetime from existing MAX(time)."""</span>
|
|
<a id="__codelineno-0-1116" name="__codelineno-0-1116"></a> <span class="n">timeframes</span> <span class="o">=</span> <span class="p">[</span><span class="n">timeframe</span><span class="p">]</span> <span class="k">if</span> <span class="n">timeframe</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span> <span class="k">else</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-1117" name="__codelineno-0-1117"></a> <span class="n">starts</span> <span class="o">=</span> <span class="n">load_incremental_start_datetimes</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1118" name="__codelineno-0-1118"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1119" name="__codelineno-0-1119"></a> <span class="n">dataset</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1120" name="__codelineno-0-1120"></a> <span class="n">symbols</span><span class="o">=</span><span class="p">[</span><span class="n">symbol</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1121" name="__codelineno-0-1121"></a> <span class="n">timeframes</span><span class="o">=</span><span class="n">timeframes</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1122" name="__codelineno-0-1122"></a> <span class="n">fallback_start</span><span class="o">=</span><span class="n">fallback_start</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1123" name="__codelineno-0-1123"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1124" name="__codelineno-0-1124"></a> <span class="k">return</span> <span class="n">starts</span><span class="p">[</span><span class="n">symbol</span><span class="p">,</span> <span class="n">timeframe</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.history.get_table_columns" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">get_table_columns</span>
|
|
|
|
|
|
<a href="#mt5cli.history.get_table_columns" 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_table_columns</span><span class="p">(</span><span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span> <span class="n">table</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return existing SQLite columns for a table.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-851">851</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-852">852</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-853">853</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-854">854</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-855">855</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-851" name="__codelineno-0-851"></a><span class="k">def</span><span class="w"> </span><span class="nf">get_table_columns</span><span class="p">(</span><span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span> <span class="n">table</span><span class="p">:</span> <span class="nb">str</span><span class="p">)</span> <span class="o">-></span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-852" name="__codelineno-0-852"></a><span class="w"> </span><span class="sd">"""Return existing SQLite columns for a table."""</span>
|
|
<a id="__codelineno-0-853" name="__codelineno-0-853"></a> <span class="n">quoted_table</span> <span class="o">=</span> <span class="n">quote_sqlite_identifier</span><span class="p">(</span><span class="n">table</span><span class="p">)</span>
|
|
<a id="__codelineno-0-854" name="__codelineno-0-854"></a> <span class="n">rows</span> <span class="o">=</span> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="sa">f</span><span class="s2">"PRAGMA table_info(</span><span class="si">{</span><span class="n">quoted_table</span><span class="si">}</span><span class="s2">)"</span><span class="p">)</span><span class="o">.</span><span class="n">fetchall</span><span class="p">()</span>
|
|
<a id="__codelineno-0-855" name="__codelineno-0-855"></a> <span class="k">return</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="mi">1</span><span class="p">])</span> <span class="k">for</span> <span class="n">row</span> <span class="ow">in</span> <span class="n">rows</span><span class="p">}</span>
|
|
</code></pre></div></td></tr></table></div>
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</details>
|
|
</div>
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|
|
</div>
|
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|
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<div class="doc doc-object doc-function">
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|
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|
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<h3 id="mt5cli.history.load_incremental_start_datetimes" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">load_incremental_start_datetimes</span>
|
|
|
|
|
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<a href="#mt5cli.history.load_incremental_start_datetimes" 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">load_incremental_start_datetimes</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">dataset</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></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>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">timeframes</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="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-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">fallback_start</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></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="tuple">tuple</span></span><span class="p">[</span><span class="n"><span title="str">str</span></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="p">],</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">]</span>
|
|
</code></pre></div>
|
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|
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<div class="doc doc-contents ">
|
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<p>Return next update start datetimes keyed by symbol and optional timeframe.</p>
|
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|
|
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<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
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<span class="normal"><a href="#__codelineno-0-1104">1104</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1058" name="__codelineno-0-1058"></a><span class="k">def</span><span class="w"> </span><span class="nf">load_incremental_start_datetimes</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1059" name="__codelineno-0-1059"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1060" name="__codelineno-0-1060"></a> <span class="n">dataset</span><span class="p">:</span> <span class="n">Dataset</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1061" name="__codelineno-0-1061"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1062" name="__codelineno-0-1062"></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>
|
|
<a id="__codelineno-0-1063" name="__codelineno-0-1063"></a> <span class="n">timeframes</span><span class="p">:</span> <span class="n">Sequence</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-0-1064" name="__codelineno-0-1064"></a> <span class="n">fallback_start</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1065" name="__codelineno-0-1065"></a><span class="p">)</span> <span class="o">-></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="nb">int</span> <span class="o">|</span> <span class="kc">None</span><span class="p">],</span> <span class="n">datetime</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-1066" name="__codelineno-0-1066"></a><span class="w"> </span><span class="sd">"""Return next update start datetimes keyed by symbol and optional timeframe."""</span>
|
|
<a id="__codelineno-0-1067" name="__codelineno-0-1067"></a> <span class="n">table</span> <span class="o">=</span> <span class="n">dataset</span><span class="o">.</span><span class="n">table_name</span>
|
|
<a id="__codelineno-0-1068" name="__codelineno-0-1068"></a> <span class="n">columns</span> <span class="o">=</span> <span class="n">get_table_columns</span><span class="p">(</span><span class="n">conn</span><span class="p">,</span> <span class="n">table</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1069" name="__codelineno-0-1069"></a> <span class="k">if</span> <span class="n">dataset</span> <span class="ow">is</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">rates</span> <span class="ow">and</span> <span class="n">columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1070" name="__codelineno-0-1070"></a> <span class="n">_validate_rates_schema</span><span class="p">(</span><span class="n">columns</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1071" name="__codelineno-0-1071"></a>
|
|
<a id="__codelineno-0-1072" name="__codelineno-0-1072"></a> <span class="k">if</span> <span class="s2">"time"</span> <span class="ow">not</span> <span class="ow">in</span> <span class="n">columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1073" name="__codelineno-0-1073"></a> <span class="k">if</span> <span class="n">dataset</span> <span class="ow">is</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">rates</span> <span class="ow">and</span> <span class="n">timeframes</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1074" name="__codelineno-0-1074"></a> <span class="k">return</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-1075" name="__codelineno-0-1075"></a> <span class="p">(</span><span class="n">symbol</span><span class="p">,</span> <span class="n">timeframe</span><span class="p">):</span> <span class="n">fallback_start</span>
|
|
<a id="__codelineno-0-1076" name="__codelineno-0-1076"></a> <span class="k">for</span> <span class="n">symbol</span> <span class="ow">in</span> <span class="n">symbols</span>
|
|
<a id="__codelineno-0-1077" name="__codelineno-0-1077"></a> <span class="k">for</span> <span class="n">timeframe</span> <span class="ow">in</span> <span class="n">timeframes</span>
|
|
<a id="__codelineno-0-1078" name="__codelineno-0-1078"></a> <span class="p">}</span>
|
|
<a id="__codelineno-0-1079" name="__codelineno-0-1079"></a> <span class="k">return</span> <span class="p">{(</span><span class="n">symbol</span><span class="p">,</span> <span class="kc">None</span><span class="p">):</span> <span class="n">fallback_start</span> <span class="k">for</span> <span class="n">symbol</span> <span class="ow">in</span> <span class="n">symbols</span><span class="p">}</span>
|
|
<a id="__codelineno-0-1080" name="__codelineno-0-1080"></a>
|
|
<a id="__codelineno-0-1081" name="__codelineno-0-1081"></a> <span class="k">if</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-1082" name="__codelineno-0-1082"></a> <span class="n">dataset</span> <span class="ow">is</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">rates</span>
|
|
<a id="__codelineno-0-1083" name="__codelineno-0-1083"></a> <span class="ow">and</span> <span class="n">timeframes</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-1084" name="__codelineno-0-1084"></a> <span class="ow">and</span> <span class="p">{</span><span class="s2">"symbol"</span><span class="p">,</span> <span class="s2">"timeframe"</span><span class="p">}</span><span class="o">.</span><span class="n">issubset</span><span class="p">(</span><span class="n">columns</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1085" name="__codelineno-0-1085"></a> <span class="p">):</span>
|
|
<a id="__codelineno-0-1086" name="__codelineno-0-1086"></a> <span class="k">return</span> <span class="n">_load_grouped_rate_start_datetimes</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1087" name="__codelineno-0-1087"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1088" name="__codelineno-0-1088"></a> <span class="n">table</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1089" name="__codelineno-0-1089"></a> <span class="n">symbols</span><span class="o">=</span><span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1090" name="__codelineno-0-1090"></a> <span class="n">timeframes</span><span class="o">=</span><span class="n">timeframes</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1091" name="__codelineno-0-1091"></a> <span class="n">fallback_start</span><span class="o">=</span><span class="n">fallback_start</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1092" name="__codelineno-0-1092"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1093" name="__codelineno-0-1093"></a>
|
|
<a id="__codelineno-0-1094" name="__codelineno-0-1094"></a> <span class="k">if</span> <span class="s2">"symbol"</span> <span class="ow">in</span> <span class="n">columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1095" name="__codelineno-0-1095"></a> <span class="k">return</span> <span class="n">_load_symbol_start_datetimes</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1096" name="__codelineno-0-1096"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1097" name="__codelineno-0-1097"></a> <span class="n">table</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1098" name="__codelineno-0-1098"></a> <span class="n">symbols</span><span class="o">=</span><span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1099" name="__codelineno-0-1099"></a> <span class="n">fallback_start</span><span class="o">=</span><span class="n">fallback_start</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1100" name="__codelineno-0-1100"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1101" name="__codelineno-0-1101"></a>
|
|
<a id="__codelineno-0-1102" name="__codelineno-0-1102"></a> <span class="n">parsed</span> <span class="o">=</span> <span class="n">_load_latest_parseable_time</span><span class="p">(</span><span class="n">conn</span><span class="p">,</span> <span class="n">table</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1103" name="__codelineno-0-1103"></a> <span class="n">shared_start</span> <span class="o">=</span> <span class="n">parsed</span> <span class="k">if</span> <span class="n">parsed</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span> <span class="k">else</span> <span class="n">fallback_start</span>
|
|
<a id="__codelineno-0-1104" name="__codelineno-0-1104"></a> <span class="k">return</span> <span class="p">{(</span><span class="n">symbol</span><span class="p">,</span> <span class="kc">None</span><span class="p">):</span> <span class="n">shared_start</span> <span class="k">for</span> <span class="n">symbol</span> <span class="ow">in</span> <span class="n">symbols</span><span class="p">}</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
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|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.load_rate_data" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">load_rate_data</span>
|
|
|
|
|
|
<a href="#mt5cli.history.load_rate_data" 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">load_rate_data</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">table</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">count</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-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></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>Load rate-like data from a SQLite database path or connection.</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>conn_or_path</code>
|
|
</td>
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>SQLite database path or open connection.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>table</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Source table or view name.</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> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional number of most recent rows to load.</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="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>DataFrame indexed by ascending <code>time</code>.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-313">313</a></span>
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<span class="normal"><a href="#__codelineno-0-314">314</a></span>
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<span class="normal"><a href="#__codelineno-0-315">315</a></span>
|
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<span class="normal"><a href="#__codelineno-0-316">316</a></span>
|
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<span class="normal"><a href="#__codelineno-0-317">317</a></span>
|
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<span class="normal"><a href="#__codelineno-0-318">318</a></span>
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<span class="normal"><a href="#__codelineno-0-319">319</a></span>
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<span class="normal"><a href="#__codelineno-0-320">320</a></span>
|
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<span class="normal"><a href="#__codelineno-0-321">321</a></span>
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<span class="normal"><a href="#__codelineno-0-322">322</a></span>
|
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<span class="normal"><a href="#__codelineno-0-323">323</a></span>
|
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<span class="normal"><a href="#__codelineno-0-324">324</a></span>
|
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<span class="normal"><a href="#__codelineno-0-325">325</a></span>
|
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<span class="normal"><a href="#__codelineno-0-326">326</a></span>
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<span class="normal"><a href="#__codelineno-0-327">327</a></span>
|
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<span class="normal"><a href="#__codelineno-0-328">328</a></span>
|
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<span class="normal"><a href="#__codelineno-0-329">329</a></span>
|
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<span class="normal"><a href="#__codelineno-0-330">330</a></span>
|
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<span class="normal"><a href="#__codelineno-0-331">331</a></span>
|
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<span class="normal"><a href="#__codelineno-0-332">332</a></span>
|
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<span class="normal"><a href="#__codelineno-0-333">333</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-334">334</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-313" name="__codelineno-0-313"></a><span class="k">def</span><span class="w"> </span><span class="nf">load_rate_data</span><span class="p">(</span>
|
|
<a id="__codelineno-0-314" name="__codelineno-0-314"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n">SqliteConnOrPath</span><span class="p">,</span>
|
|
<a id="__codelineno-0-315" name="__codelineno-0-315"></a> <span class="n">table</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-316" name="__codelineno-0-316"></a> <span class="n">count</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-0-317" name="__codelineno-0-317"></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-0-318" name="__codelineno-0-318"></a><span class="w"> </span><span class="sd">"""Load rate-like data from a SQLite database path or connection.</span>
|
|
<a id="__codelineno-0-319" name="__codelineno-0-319"></a>
|
|
<a id="__codelineno-0-320" name="__codelineno-0-320"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-321" name="__codelineno-0-321"></a><span class="sd"> conn_or_path: SQLite database path or open connection.</span>
|
|
<a id="__codelineno-0-322" name="__codelineno-0-322"></a><span class="sd"> table: Source table or view name.</span>
|
|
<a id="__codelineno-0-323" name="__codelineno-0-323"></a><span class="sd"> count: Optional number of most recent rows to load.</span>
|
|
<a id="__codelineno-0-324" name="__codelineno-0-324"></a>
|
|
<a id="__codelineno-0-325" name="__codelineno-0-325"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-326" name="__codelineno-0-326"></a><span class="sd"> DataFrame indexed by ascending ``time``.</span>
|
|
<a id="__codelineno-0-327" name="__codelineno-0-327"></a>
|
|
<a id="__codelineno-0-328" name="__codelineno-0-328"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-329" name="__codelineno-0-329"></a> <span class="n">conn</span><span class="p">,</span> <span class="n">should_close</span> <span class="o">=</span> <span class="n">_open_existing_sqlite_database</span><span class="p">(</span><span class="n">conn_or_path</span><span class="p">)</span>
|
|
<a id="__codelineno-0-330" name="__codelineno-0-330"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-331" name="__codelineno-0-331"></a> <span class="k">return</span> <span class="n">load_rate_data_from_connection</span><span class="p">(</span><span class="n">conn</span><span class="p">,</span> <span class="n">table</span><span class="p">,</span> <span class="n">count</span><span class="o">=</span><span class="n">count</span><span class="p">)</span>
|
|
<a id="__codelineno-0-332" name="__codelineno-0-332"></a> <span class="k">finally</span><span class="p">:</span>
|
|
<a id="__codelineno-0-333" name="__codelineno-0-333"></a> <span class="k">if</span> <span class="n">should_close</span><span class="p">:</span>
|
|
<a id="__codelineno-0-334" name="__codelineno-0-334"></a> <span class="n">conn</span><span class="o">.</span><span class="n">close</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.history.load_rate_data_from_connection" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">load_rate_data_from_connection</span>
|
|
|
|
|
|
<a href="#mt5cli.history.load_rate_data_from_connection" 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">load_rate_data_from_connection</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">connection</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">table</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">count</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-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></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>Load rate-like data from a SQLite table or view.</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>connection</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="sqlite3.Connection">Connection</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Open SQLite connection.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>table</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Source table or view name.</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> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional number of most recent rows to load.</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="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>DataFrame indexed by ascending <code>time</code>.</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 inputs, schema, timestamps are invalid, or the table
|
|
or view contains no rows.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-267">267</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-268">268</a></span>
|
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<span class="normal"><a href="#__codelineno-0-269">269</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-270">270</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-271">271</a></span>
|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
|
<span class="normal"><a href="#__codelineno-0-310">310</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-267" name="__codelineno-0-267"></a><span class="k">def</span><span class="w"> </span><span class="nf">load_rate_data_from_connection</span><span class="p">(</span>
|
|
<a id="__codelineno-0-268" name="__codelineno-0-268"></a> <span class="n">connection</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-269" name="__codelineno-0-269"></a> <span class="n">table</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-270" name="__codelineno-0-270"></a> <span class="n">count</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-0-271" name="__codelineno-0-271"></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-0-272" name="__codelineno-0-272"></a><span class="w"> </span><span class="sd">"""Load rate-like data from a SQLite table or view.</span>
|
|
<a id="__codelineno-0-273" name="__codelineno-0-273"></a>
|
|
<a id="__codelineno-0-274" name="__codelineno-0-274"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-275" name="__codelineno-0-275"></a><span class="sd"> connection: Open SQLite connection.</span>
|
|
<a id="__codelineno-0-276" name="__codelineno-0-276"></a><span class="sd"> table: Source table or view name.</span>
|
|
<a id="__codelineno-0-277" name="__codelineno-0-277"></a><span class="sd"> count: Optional number of most recent rows to load.</span>
|
|
<a id="__codelineno-0-278" name="__codelineno-0-278"></a>
|
|
<a id="__codelineno-0-279" name="__codelineno-0-279"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-280" name="__codelineno-0-280"></a><span class="sd"> DataFrame indexed by ascending ``time``.</span>
|
|
<a id="__codelineno-0-281" name="__codelineno-0-281"></a>
|
|
<a id="__codelineno-0-282" name="__codelineno-0-282"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-283" name="__codelineno-0-283"></a><span class="sd"> ValueError: If inputs, schema, timestamps are invalid, or the table</span>
|
|
<a id="__codelineno-0-284" name="__codelineno-0-284"></a><span class="sd"> or view contains no rows.</span>
|
|
<a id="__codelineno-0-285" name="__codelineno-0-285"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-286" name="__codelineno-0-286"></a> <span class="n">table_name</span> <span class="o">=</span> <span class="n">_validate_rate_load_request</span><span class="p">(</span><span class="n">table</span><span class="p">,</span> <span class="n">count</span><span class="p">)</span>
|
|
<a id="__codelineno-0-287" name="__codelineno-0-287"></a> <span class="n">columns</span> <span class="o">=</span> <span class="n">get_table_columns</span><span class="p">(</span><span class="n">connection</span><span class="p">,</span> <span class="n">table_name</span><span class="p">)</span>
|
|
<a id="__codelineno-0-288" name="__codelineno-0-288"></a> <span class="n">_ensure_rate_columns</span><span class="p">(</span><span class="n">columns</span><span class="p">,</span> <span class="n">table_name</span><span class="p">)</span>
|
|
<a id="__codelineno-0-289" name="__codelineno-0-289"></a> <span class="n">quoted_table</span> <span class="o">=</span> <span class="n">quote_sqlite_identifier</span><span class="p">(</span><span class="n">table_name</span><span class="p">)</span>
|
|
<a id="__codelineno-0-290" name="__codelineno-0-290"></a> <span class="k">if</span> <span class="n">count</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-291" name="__codelineno-0-291"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">cast</span><span class="p">(</span>
|
|
<a id="__codelineno-0-292" name="__codelineno-0-292"></a> <span class="s2">"pd.DataFrame"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-293" name="__codelineno-0-293"></a> <span class="n">pd</span><span class="o">.</span><span class="n">read_sql_query</span><span class="p">(</span> <span class="c1"># type: ignore[reportUnknownMemberType]</span>
|
|
<a id="__codelineno-0-294" name="__codelineno-0-294"></a> <span class="sa">f</span><span class="s2">"SELECT * FROM </span><span class="si">{</span><span class="n">quoted_table</span><span class="si">}</span><span class="s2"> ORDER BY time ASC"</span><span class="p">,</span> <span class="c1"># noqa: S608</span>
|
|
<a id="__codelineno-0-295" name="__codelineno-0-295"></a> <span class="n">connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-296" name="__codelineno-0-296"></a> <span class="p">),</span>
|
|
<a id="__codelineno-0-297" name="__codelineno-0-297"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-298" name="__codelineno-0-298"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-299" name="__codelineno-0-299"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">cast</span><span class="p">(</span>
|
|
<a id="__codelineno-0-300" name="__codelineno-0-300"></a> <span class="s2">"pd.DataFrame"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-301" name="__codelineno-0-301"></a> <span class="n">pd</span><span class="o">.</span><span class="n">read_sql_query</span><span class="p">(</span> <span class="c1"># type: ignore[reportUnknownMemberType]</span>
|
|
<a id="__codelineno-0-302" name="__codelineno-0-302"></a> <span class="sa">f</span><span class="s2">"SELECT * FROM </span><span class="si">{</span><span class="n">quoted_table</span><span class="si">}</span><span class="s2"> ORDER BY time DESC LIMIT ?"</span><span class="p">,</span> <span class="c1"># noqa: S608</span>
|
|
<a id="__codelineno-0-303" name="__codelineno-0-303"></a> <span class="n">connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-304" name="__codelineno-0-304"></a> <span class="n">params</span><span class="o">=</span><span class="p">(</span><span class="n">count</span><span class="p">,),</span>
|
|
<a id="__codelineno-0-305" name="__codelineno-0-305"></a> <span class="p">),</span>
|
|
<a id="__codelineno-0-306" name="__codelineno-0-306"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-307" name="__codelineno-0-307"></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-0-308" name="__codelineno-0-308"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"SQLite table or view </span><span class="si">{</span><span class="n">table_name</span><span class="si">!r}</span><span class="s2"> contains no rows."</span>
|
|
<a id="__codelineno-0-309" name="__codelineno-0-309"></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-0-310" name="__codelineno-0-310"></a> <span class="k">return</span> <span class="n">_parse_rate_time_index</span><span class="p">(</span><span class="n">frame</span><span class="p">,</span> <span class="n">table_name</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.history.load_rate_series_by_granularity" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">load_rate_series_by_granularity</span>
|
|
|
|
|
|
<a href="#mt5cli.history.load_rate_series_by_granularity" 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">load_rate_series_by_granularity</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></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>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">granularities</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="int">int</span></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">count</span><span class="p">:</span> <span class="n"><span title="int">int</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">explicit_tables</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-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">allow_missing_symbol</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-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></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="tuple">tuple</span></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="p">,</span> <span class="n"><span title="str">str</span></span><span class="p">],</span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Load rate series keyed by symbol and string granularity name.</p>
|
|
<p>Builds targets with :func:<code>build_rate_targets</code> and loads them with
|
|
:func:<code>load_rate_series_from_sqlite</code>, then rekeys the result by granularity
|
|
name (for example <code>M1</code>) instead of the integer timeframe to reduce
|
|
downstream boilerplate.</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>conn_or_path</code>
|
|
</td>
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>SQLite database path or open connection.</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>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>MT5 symbol names. May be empty when <code>allow_missing_symbol</code>.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>granularities</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="collections.abc.Sequence">Sequence</span>[<span title="int">int</span> | <span title="str">str</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>MT5 timeframes as integers or names (for example <code>M1</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>Number of most recent rows to load per series.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>explicit_tables</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 explicit table or view names matching the
|
|
built targets in row-major order. Required when symbols are omitted.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>allow_missing_symbol</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>When True and <code>symbols</code> is empty, build targets
|
|
with <code>symbol=None</code> for each granularity instead of raising.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>False</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="dict">dict</span>[<span title="tuple">tuple</span>[<span title="str">str</span> | None, <span title="str">str</span>], <span title="pandas.DataFrame">DataFrame</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Mapping keyed by <code>(symbol | None, granularity_name)</code> to each rate</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="dict">dict</span>[<span title="tuple">tuple</span>[<span title="str">str</span> | None, <span title="str">str</span>], <span title="pandas.DataFrame">DataFrame</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>DataFrame. Propagates <code>ValueError</code> (via :func:<code>build_rate_targets</code> and</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="dict">dict</span>[<span title="tuple">tuple</span>[<span title="str">str</span> | None, <span title="str">str</span>], <span title="pandas.DataFrame">DataFrame</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>func:<code>load_rate_series_from_sqlite</code>) when inputs are empty or invalid,</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="dict">dict</span>[<span title="tuple">tuple</span>[<span title="str">str</span> | None, <span title="str">str</span>], <span title="pandas.DataFrame">DataFrame</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>table resolution fails, or duplicate targets are present.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-802">802</a></span>
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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<span class="normal"><a href="#__codelineno-0-830">830</a></span>
|
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<span class="normal"><a href="#__codelineno-0-831">831</a></span>
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|
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|
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<span class="normal"><a href="#__codelineno-0-838">838</a></span>
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<span class="normal"><a href="#__codelineno-0-839">839</a></span>
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<span class="normal"><a href="#__codelineno-0-842">842</a></span>
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<span class="normal"><a href="#__codelineno-0-843">843</a></span>
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<span class="normal"><a href="#__codelineno-0-844">844</a></span>
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<span class="normal"><a href="#__codelineno-0-845">845</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-846">846</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-847">847</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-848">848</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-802" name="__codelineno-0-802"></a><span class="k">def</span><span class="w"> </span><span class="nf">load_rate_series_by_granularity</span><span class="p">(</span>
|
|
<a id="__codelineno-0-803" name="__codelineno-0-803"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n">SqliteConnOrPath</span><span class="p">,</span>
|
|
<a id="__codelineno-0-804" name="__codelineno-0-804"></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>
|
|
<a id="__codelineno-0-805" name="__codelineno-0-805"></a> <span class="n">granularities</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span><span class="p">],</span>
|
|
<a id="__codelineno-0-806" name="__codelineno-0-806"></a> <span class="n">count</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span>
|
|
<a id="__codelineno-0-807" name="__codelineno-0-807"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-808" name="__codelineno-0-808"></a> <span class="n">explicit_tables</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-0-809" name="__codelineno-0-809"></a> <span class="n">allow_missing_symbol</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-0-810" name="__codelineno-0-810"></a><span class="p">)</span> <span class="o">-></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="o">|</span> <span class="kc">None</span><span class="p">,</span> <span class="nb">str</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-0-811" name="__codelineno-0-811"></a><span class="w"> </span><span class="sd">"""Load rate series keyed by symbol and string granularity name.</span>
|
|
<a id="__codelineno-0-812" name="__codelineno-0-812"></a>
|
|
<a id="__codelineno-0-813" name="__codelineno-0-813"></a><span class="sd"> Builds targets with :func:`build_rate_targets` and loads them with</span>
|
|
<a id="__codelineno-0-814" name="__codelineno-0-814"></a><span class="sd"> :func:`load_rate_series_from_sqlite`, then rekeys the result by granularity</span>
|
|
<a id="__codelineno-0-815" name="__codelineno-0-815"></a><span class="sd"> name (for example ``M1``) instead of the integer timeframe to reduce</span>
|
|
<a id="__codelineno-0-816" name="__codelineno-0-816"></a><span class="sd"> downstream boilerplate.</span>
|
|
<a id="__codelineno-0-817" name="__codelineno-0-817"></a>
|
|
<a id="__codelineno-0-818" name="__codelineno-0-818"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-819" name="__codelineno-0-819"></a><span class="sd"> conn_or_path: SQLite database path or open connection.</span>
|
|
<a id="__codelineno-0-820" name="__codelineno-0-820"></a><span class="sd"> symbols: MT5 symbol names. May be empty when ``allow_missing_symbol``.</span>
|
|
<a id="__codelineno-0-821" name="__codelineno-0-821"></a><span class="sd"> granularities: MT5 timeframes as integers or names (for example ``M1``).</span>
|
|
<a id="__codelineno-0-822" name="__codelineno-0-822"></a><span class="sd"> count: Number of most recent rows to load per series.</span>
|
|
<a id="__codelineno-0-823" name="__codelineno-0-823"></a><span class="sd"> explicit_tables: Optional explicit table or view names matching the</span>
|
|
<a id="__codelineno-0-824" name="__codelineno-0-824"></a><span class="sd"> built targets in row-major order. Required when symbols are omitted.</span>
|
|
<a id="__codelineno-0-825" name="__codelineno-0-825"></a><span class="sd"> allow_missing_symbol: When True and ``symbols`` is empty, build targets</span>
|
|
<a id="__codelineno-0-826" name="__codelineno-0-826"></a><span class="sd"> with ``symbol=None`` for each granularity instead of raising.</span>
|
|
<a id="__codelineno-0-827" name="__codelineno-0-827"></a>
|
|
<a id="__codelineno-0-828" name="__codelineno-0-828"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-829" name="__codelineno-0-829"></a><span class="sd"> Mapping keyed by ``(symbol | None, granularity_name)`` to each rate</span>
|
|
<a id="__codelineno-0-830" name="__codelineno-0-830"></a><span class="sd"> DataFrame. Propagates ``ValueError`` (via :func:`build_rate_targets` and</span>
|
|
<a id="__codelineno-0-831" name="__codelineno-0-831"></a><span class="sd"> :func:`load_rate_series_from_sqlite`) when inputs are empty or invalid,</span>
|
|
<a id="__codelineno-0-832" name="__codelineno-0-832"></a><span class="sd"> table resolution fails, or duplicate targets are present.</span>
|
|
<a id="__codelineno-0-833" name="__codelineno-0-833"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-834" name="__codelineno-0-834"></a> <span class="n">targets</span> <span class="o">=</span> <span class="n">build_rate_targets</span><span class="p">(</span>
|
|
<a id="__codelineno-0-835" name="__codelineno-0-835"></a> <span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-836" name="__codelineno-0-836"></a> <span class="n">granularities</span><span class="p">,</span>
|
|
<a id="__codelineno-0-837" name="__codelineno-0-837"></a> <span class="n">allow_missing_symbol</span><span class="o">=</span><span class="n">allow_missing_symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-838" name="__codelineno-0-838"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-839" name="__codelineno-0-839"></a> <span class="n">series</span> <span class="o">=</span> <span class="n">load_rate_series_from_sqlite</span><span class="p">(</span>
|
|
<a id="__codelineno-0-840" name="__codelineno-0-840"></a> <span class="n">conn_or_path</span><span class="p">,</span>
|
|
<a id="__codelineno-0-841" name="__codelineno-0-841"></a> <span class="n">targets</span><span class="p">,</span>
|
|
<a id="__codelineno-0-842" name="__codelineno-0-842"></a> <span class="n">count</span><span class="p">,</span>
|
|
<a id="__codelineno-0-843" name="__codelineno-0-843"></a> <span class="n">explicit_tables</span><span class="o">=</span><span class="n">explicit_tables</span><span class="p">,</span>
|
|
<a id="__codelineno-0-844" name="__codelineno-0-844"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-845" name="__codelineno-0-845"></a> <span class="k">return</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-846" name="__codelineno-0-846"></a> <span class="p">(</span><span class="n">symbol</span><span class="p">,</span> <span class="n">resolve_granularity_name</span><span class="p">(</span><span class="n">timeframe</span><span class="p">)):</span> <span class="n">frame</span>
|
|
<a id="__codelineno-0-847" name="__codelineno-0-847"></a> <span class="k">for</span> <span class="p">(</span><span class="n">symbol</span><span class="p">,</span> <span class="n">timeframe</span><span class="p">),</span> <span class="n">frame</span> <span class="ow">in</span> <span class="n">series</span><span class="o">.</span><span class="n">items</span><span class="p">()</span>
|
|
<a id="__codelineno-0-848" name="__codelineno-0-848"></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.history.load_rate_series_from_sqlite" class="doc doc-heading">
|
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<span class="doc doc-object-name doc-function-name">load_rate_series_from_sqlite</span>
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<a href="#mt5cli.history.load_rate_series_from_sqlite" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-overloads">
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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">load_rate_series_from_sqlite</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
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|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">targets</span><span class="p">:</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">count</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-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">explicit_tables</span><span class="p">:</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="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">table</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></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-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">load_rate_series_from_sqlite</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">targets</span><span class="p">:</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">count</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-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">explicit_tables</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-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">table</span><span class="p">:</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="p">)</span> <span class="o">-></span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="tuple">tuple</span></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="p">,</span> <span class="n"><span title="int">int</span></span><span class="p">],</span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span><span class="p">]</span>
|
|
</code></pre></div><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">load_rate_series_from_sqlite</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">targets</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="RateTarget
|
|
|
|
|
|
|
|
dataclass
|
|
(mt5cli.history.RateTarget)" href="#mt5cli.history.RateTarget">RateTarget</a></span><span class="p">],</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></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-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">explicit_tables</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-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">table</span><span class="p">:</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="p">)</span> <span class="o">-></span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="tuple">tuple</span></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="p">,</span> <span class="n"><span title="int">int</span></span><span class="p">],</span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span><span class="p">]</span>
|
|
</code></pre></div> </div>
|
|
<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">load_rate_series_from_sqlite</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">targets</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="RateTarget
|
|
|
|
|
|
|
|
dataclass
|
|
(mt5cli.history.RateTarget)" href="#mt5cli.history.RateTarget">RateTarget</a></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-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">count</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-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">explicit_tables</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-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">table</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="p">)</span> <span class="o">-></span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="tuple">tuple</span></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="p">,</span> <span class="n"><span title="int">int</span></span><span class="p">],</span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span><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>Load one table/view or multiple rate series from a SQLite database.</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>conn_or_path</code>
|
|
</td>
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>SQLite database path or open connection.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>targets</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="collections.abc.Sequence">Sequence</span>[<a class="autorefs autorefs-internal" title="RateTarget
|
|
|
|
|
|
|
|
dataclass
|
|
(mt5cli.history.RateTarget)" href="#mt5cli.history.RateTarget">RateTarget</a>] | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Rate targets to load. Each <code>(symbol, timeframe_int)</code> pair must
|
|
be unique. Omit when loading a single explicit <code>table</code>.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>count</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="int">int</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional number of most recent rows to load per series.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>explicit_tables</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 explicit table or view names matching targets.
|
|
When omitted, managed <code>rate_*</code> compatibility views must already
|
|
exist in the database.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>table</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional single table or view name to load directly.</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="dict">dict</span>[<span title="tuple">tuple</span>[<span title="str">str</span> | None, <span title="int">int</span>], <span title="pandas.DataFrame">DataFrame</span>] | <span title="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>A DataFrame when <code>table</code> is provided, otherwise a mapping keyed by</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="dict">dict</span>[<span title="tuple">tuple</span>[<span title="str">str</span> | None, <span title="int">int</span>], <span title="pandas.DataFrame">DataFrame</span>] | <span title="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p><code>(symbol, timeframe_int)</code> to each rate DataFrame.</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, targets are empty, duplicate
|
|
<code>(symbol, timeframe_int)</code> pairs are present, or table resolution
|
|
fails.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-722">722</a></span>
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<span class="normal"><a href="#__codelineno-0-723">723</a></span>
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<span class="normal"><a href="#__codelineno-0-724">724</a></span>
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<span class="normal"><a href="#__codelineno-0-726">726</a></span>
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<span class="normal"><a href="#__codelineno-0-727">727</a></span>
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<span class="normal"><a href="#__codelineno-0-728">728</a></span>
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<span class="normal"><a href="#__codelineno-0-729">729</a></span>
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<span class="normal"><a href="#__codelineno-0-731">731</a></span>
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<span class="normal"><a href="#__codelineno-0-732">732</a></span>
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<span class="normal"><a href="#__codelineno-0-733">733</a></span>
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<span class="normal"><a href="#__codelineno-0-734">734</a></span>
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<span class="normal"><a href="#__codelineno-0-735">735</a></span>
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<span class="normal"><a href="#__codelineno-0-736">736</a></span>
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<span class="normal"><a href="#__codelineno-0-737">737</a></span>
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<span class="normal"><a href="#__codelineno-0-738">738</a></span>
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<span class="normal"><a href="#__codelineno-0-739">739</a></span>
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<span class="normal"><a href="#__codelineno-0-740">740</a></span>
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<span class="normal"><a href="#__codelineno-0-741">741</a></span>
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<span class="normal"><a href="#__codelineno-0-742">742</a></span>
|
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<span class="normal"><a href="#__codelineno-0-743">743</a></span>
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<span class="normal"><a href="#__codelineno-0-744">744</a></span>
|
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<span class="normal"><a href="#__codelineno-0-745">745</a></span>
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<span class="normal"><a href="#__codelineno-0-746">746</a></span>
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<span class="normal"><a href="#__codelineno-0-747">747</a></span>
|
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<span class="normal"><a href="#__codelineno-0-748">748</a></span>
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<span class="normal"><a href="#__codelineno-0-749">749</a></span>
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<span class="normal"><a href="#__codelineno-0-750">750</a></span>
|
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<span class="normal"><a href="#__codelineno-0-751">751</a></span>
|
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<span class="normal"><a href="#__codelineno-0-752">752</a></span>
|
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<span class="normal"><a href="#__codelineno-0-753">753</a></span>
|
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<span class="normal"><a href="#__codelineno-0-754">754</a></span>
|
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<span class="normal"><a href="#__codelineno-0-755">755</a></span>
|
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<span class="normal"><a href="#__codelineno-0-756">756</a></span>
|
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<span class="normal"><a href="#__codelineno-0-757">757</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-758">758</a></span>
|
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<span class="normal"><a href="#__codelineno-0-759">759</a></span>
|
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<span class="normal"><a href="#__codelineno-0-760">760</a></span>
|
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<span class="normal"><a href="#__codelineno-0-761">761</a></span>
|
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<span class="normal"><a href="#__codelineno-0-762">762</a></span>
|
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<span class="normal"><a href="#__codelineno-0-763">763</a></span>
|
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<span class="normal"><a href="#__codelineno-0-764">764</a></span>
|
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<span class="normal"><a href="#__codelineno-0-765">765</a></span>
|
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<span class="normal"><a href="#__codelineno-0-766">766</a></span>
|
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<span class="normal"><a href="#__codelineno-0-767">767</a></span>
|
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<span class="normal"><a href="#__codelineno-0-768">768</a></span>
|
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<span class="normal"><a href="#__codelineno-0-769">769</a></span>
|
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<span class="normal"><a href="#__codelineno-0-770">770</a></span>
|
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<span class="normal"><a href="#__codelineno-0-771">771</a></span>
|
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<span class="normal"><a href="#__codelineno-0-772">772</a></span>
|
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<span class="normal"><a href="#__codelineno-0-773">773</a></span>
|
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<span class="normal"><a href="#__codelineno-0-774">774</a></span>
|
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<span class="normal"><a href="#__codelineno-0-775">775</a></span>
|
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<span class="normal"><a href="#__codelineno-0-776">776</a></span>
|
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<span class="normal"><a href="#__codelineno-0-777">777</a></span>
|
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<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>
|
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<span class="normal"><a href="#__codelineno-0-784">784</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-785">785</a></span>
|
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<span class="normal"><a href="#__codelineno-0-786">786</a></span>
|
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<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>
|
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<span class="normal"><a href="#__codelineno-0-790">790</a></span>
|
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<span class="normal"><a href="#__codelineno-0-791">791</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-792">792</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-793">793</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-794">794</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-795">795</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-796">796</a></span>
|
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<span class="normal"><a href="#__codelineno-0-797">797</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-798">798</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-799">799</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-722" name="__codelineno-0-722"></a><span class="k">def</span><span class="w"> </span><span class="nf">load_rate_series_from_sqlite</span><span class="p">(</span>
|
|
<a id="__codelineno-0-723" name="__codelineno-0-723"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n">SqliteConnOrPath</span><span class="p">,</span>
|
|
<a id="__codelineno-0-724" name="__codelineno-0-724"></a> <span class="n">targets</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="n">RateTarget</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-0-725" name="__codelineno-0-725"></a> <span class="n">count</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-0-726" name="__codelineno-0-726"></a> <span class="n">explicit_tables</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-0-727" name="__codelineno-0-727"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-728" name="__codelineno-0-728"></a> <span class="n">table</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-0-729" name="__codelineno-0-729"></a><span class="p">)</span> <span class="o">-></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="o">|</span> <span class="kc">None</span><span class="p">,</span> <span class="nb">int</span><span class="p">],</span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><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-0-730" name="__codelineno-0-730"></a><span class="w"> </span><span class="sd">"""Load one table/view or multiple rate series from a SQLite database.</span>
|
|
<a id="__codelineno-0-731" name="__codelineno-0-731"></a>
|
|
<a id="__codelineno-0-732" name="__codelineno-0-732"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-733" name="__codelineno-0-733"></a><span class="sd"> conn_or_path: SQLite database path or open connection.</span>
|
|
<a id="__codelineno-0-734" name="__codelineno-0-734"></a><span class="sd"> targets: Rate targets to load. Each ``(symbol, timeframe_int)`` pair must</span>
|
|
<a id="__codelineno-0-735" name="__codelineno-0-735"></a><span class="sd"> be unique. Omit when loading a single explicit ``table``.</span>
|
|
<a id="__codelineno-0-736" name="__codelineno-0-736"></a><span class="sd"> count: Optional number of most recent rows to load per series.</span>
|
|
<a id="__codelineno-0-737" name="__codelineno-0-737"></a><span class="sd"> explicit_tables: Optional explicit table or view names matching targets.</span>
|
|
<a id="__codelineno-0-738" name="__codelineno-0-738"></a><span class="sd"> When omitted, managed ``rate_*`` compatibility views must already</span>
|
|
<a id="__codelineno-0-739" name="__codelineno-0-739"></a><span class="sd"> exist in the database.</span>
|
|
<a id="__codelineno-0-740" name="__codelineno-0-740"></a><span class="sd"> table: Optional single table or view name to load directly.</span>
|
|
<a id="__codelineno-0-741" name="__codelineno-0-741"></a>
|
|
<a id="__codelineno-0-742" name="__codelineno-0-742"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-743" name="__codelineno-0-743"></a><span class="sd"> A DataFrame when ``table`` is provided, otherwise a mapping keyed by</span>
|
|
<a id="__codelineno-0-744" name="__codelineno-0-744"></a><span class="sd"> ``(symbol, timeframe_int)`` to each rate DataFrame.</span>
|
|
<a id="__codelineno-0-745" name="__codelineno-0-745"></a>
|
|
<a id="__codelineno-0-746" name="__codelineno-0-746"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-747" name="__codelineno-0-747"></a><span class="sd"> ValueError: If ``count`` is not positive, targets are empty, duplicate</span>
|
|
<a id="__codelineno-0-748" name="__codelineno-0-748"></a><span class="sd"> ``(symbol, timeframe_int)`` pairs are present, or table resolution</span>
|
|
<a id="__codelineno-0-749" name="__codelineno-0-749"></a><span class="sd"> fails.</span>
|
|
<a id="__codelineno-0-750" name="__codelineno-0-750"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-751" name="__codelineno-0-751"></a> <span class="k">if</span> <span class="n">table</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-752" name="__codelineno-0-752"></a> <span class="k">return</span> <span class="n">load_rate_data</span><span class="p">(</span><span class="n">conn_or_path</span><span class="p">,</span> <span class="n">table</span><span class="p">,</span> <span class="n">count</span><span class="o">=</span><span class="n">count</span><span class="p">)</span>
|
|
<a id="__codelineno-0-753" name="__codelineno-0-753"></a> <span class="k">if</span> <span class="n">count</span> <span class="ow">is</span> <span class="kc">None</span> <span class="ow">or</span> <span class="n">count</span> <span class="o"><=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-754" name="__codelineno-0-754"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"count must be positive."</span>
|
|
<a id="__codelineno-0-755" name="__codelineno-0-755"></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-0-756" name="__codelineno-0-756"></a> <span class="k">if</span> <span class="n">targets</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-757" name="__codelineno-0-757"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"targets are required when table is not provided."</span>
|
|
<a id="__codelineno-0-758" name="__codelineno-0-758"></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-0-759" name="__codelineno-0-759"></a> <span class="n">target_list</span> <span class="o">=</span> <span class="nb">list</span><span class="p">(</span><span class="n">targets</span><span class="p">)</span>
|
|
<a id="__codelineno-0-760" name="__codelineno-0-760"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">target_list</span><span class="p">:</span>
|
|
<a id="__codelineno-0-761" name="__codelineno-0-761"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"At least one rate target is required."</span>
|
|
<a id="__codelineno-0-762" name="__codelineno-0-762"></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-0-763" name="__codelineno-0-763"></a> <span class="k">if</span> <span class="n">explicit_tables</span> <span class="ow">is</span> <span class="kc">None</span> <span class="ow">and</span> <span class="nb">any</span><span class="p">(</span><span class="n">target</span><span class="o">.</span><span class="n">symbol</span> <span class="ow">is</span> <span class="kc">None</span> <span class="k">for</span> <span class="n">target</span> <span class="ow">in</span> <span class="n">target_list</span><span class="p">):</span>
|
|
<a id="__codelineno-0-764" name="__codelineno-0-764"></a> <span class="n">msg</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-765" name="__codelineno-0-765"></a> <span class="s2">"Cannot resolve a rate table for a target without a symbol; "</span>
|
|
<a id="__codelineno-0-766" name="__codelineno-0-766"></a> <span class="s2">"provide explicit_tables."</span>
|
|
<a id="__codelineno-0-767" name="__codelineno-0-767"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-768" name="__codelineno-0-768"></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-0-769" name="__codelineno-0-769"></a> <span class="n">seen_keys</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="nb">tuple</span><span class="p">[</span><span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span> <span class="nb">int</span><span class="p">]]</span> <span class="o">=</span> <span class="nb">set</span><span class="p">()</span>
|
|
<a id="__codelineno-0-770" name="__codelineno-0-770"></a> <span class="k">for</span> <span class="n">target</span> <span class="ow">in</span> <span class="n">target_list</span><span class="p">:</span>
|
|
<a id="__codelineno-0-771" name="__codelineno-0-771"></a> <span class="n">key</span> <span class="o">=</span> <span class="p">(</span><span class="n">target</span><span class="o">.</span><span class="n">symbol</span><span class="p">,</span> <span class="n">target</span><span class="o">.</span><span class="n">timeframe_int</span><span class="p">)</span>
|
|
<a id="__codelineno-0-772" name="__codelineno-0-772"></a> <span class="k">if</span> <span class="n">key</span> <span class="ow">in</span> <span class="n">seen_keys</span><span class="p">:</span>
|
|
<a id="__codelineno-0-773" name="__codelineno-0-773"></a> <span class="n">symbol_repr</span> <span class="o">=</span> <span class="nb">repr</span><span class="p">(</span><span class="n">target</span><span class="o">.</span><span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-774" name="__codelineno-0-774"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Duplicate rate target: (</span><span class="si">{</span><span class="n">symbol_repr</span><span class="si">}</span><span class="s2">, </span><span class="si">{</span><span class="n">target</span><span class="o">.</span><span class="n">timeframe_int</span><span class="si">}</span><span class="s2">)"</span>
|
|
<a id="__codelineno-0-775" name="__codelineno-0-775"></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-0-776" name="__codelineno-0-776"></a> <span class="n">seen_keys</span><span class="o">.</span><span class="n">add</span><span class="p">(</span><span class="n">key</span><span class="p">)</span>
|
|
<a id="__codelineno-0-777" name="__codelineno-0-777"></a> <span class="n">tables</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-778" name="__codelineno-0-778"></a> <span class="n">resolve_rate_tables</span><span class="p">(</span><span class="kc">None</span><span class="p">,</span> <span class="n">target_list</span><span class="p">,</span> <span class="n">explicit_tables</span><span class="p">)</span>
|
|
<a id="__codelineno-0-779" name="__codelineno-0-779"></a> <span class="k">if</span> <span class="n">explicit_tables</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-780" name="__codelineno-0-780"></a> <span class="k">else</span> <span class="kc">None</span>
|
|
<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="n">conn</span><span class="p">,</span> <span class="n">should_close</span> <span class="o">=</span> <span class="n">_open_existing_sqlite_database</span><span class="p">(</span><span class="n">conn_or_path</span><span class="p">)</span>
|
|
<a id="__codelineno-0-783" name="__codelineno-0-783"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-784" name="__codelineno-0-784"></a> <span class="n">resolved_tables</span> <span class="o">=</span> <span class="n">tables</span> <span class="ow">or</span> <span class="n">resolve_rate_tables</span><span class="p">(</span>
|
|
<a id="__codelineno-0-785" name="__codelineno-0-785"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-786" name="__codelineno-0-786"></a> <span class="n">target_list</span><span class="p">,</span>
|
|
<a id="__codelineno-0-787" name="__codelineno-0-787"></a> <span class="n">require_existing</span><span class="o">=</span><span class="kc">True</span><span class="p">,</span>
|
|
<a id="__codelineno-0-788" name="__codelineno-0-788"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-789" name="__codelineno-0-789"></a> <span class="k">return</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-790" name="__codelineno-0-790"></a> <span class="p">(</span><span class="n">target</span><span class="o">.</span><span class="n">symbol</span><span class="p">,</span> <span class="n">target</span><span class="o">.</span><span class="n">timeframe_int</span><span class="p">):</span> <span class="n">load_rate_data_from_connection</span><span class="p">(</span>
|
|
<a id="__codelineno-0-791" name="__codelineno-0-791"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-792" name="__codelineno-0-792"></a> <span class="n">table</span><span class="p">,</span>
|
|
<a id="__codelineno-0-793" name="__codelineno-0-793"></a> <span class="n">count</span><span class="o">=</span><span class="n">count</span><span class="p">,</span>
|
|
<a id="__codelineno-0-794" name="__codelineno-0-794"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-795" name="__codelineno-0-795"></a> <span class="k">for</span> <span class="n">target</span><span class="p">,</span> <span class="n">table</span> <span class="ow">in</span> <span class="nb">zip</span><span class="p">(</span><span class="n">target_list</span><span class="p">,</span> <span class="n">resolved_tables</span><span class="p">,</span> <span class="n">strict</span><span class="o">=</span><span class="kc">True</span><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">finally</span><span class="p">:</span>
|
|
<a id="__codelineno-0-798" name="__codelineno-0-798"></a> <span class="k">if</span> <span class="n">should_close</span><span class="p">:</span>
|
|
<a id="__codelineno-0-799" name="__codelineno-0-799"></a> <span class="n">conn</span><span class="o">.</span><span class="n">close</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.history.parse_sqlite_timestamp" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">parse_sqlite_timestamp</span>
|
|
|
|
|
|
<a href="#mt5cli.history.parse_sqlite_timestamp" 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">parse_sqlite_timestamp</span><span class="p">(</span><span class="n">value</span><span class="p">:</span> <span class="n"><span title="object">object</span></span><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="datetime.datetime">datetime</span></span> <span class="o">|</span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Parse a SQLite history timestamp value.</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="datetime.datetime">datetime</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Parsed timezone-aware datetime, or None when parsing fails.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-869">869</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-870">870</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-871">871</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-872">872</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-873">873</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-874">874</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-875">875</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-876">876</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-877">877</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-878">878</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-879">879</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-880">880</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-881">881</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-882">882</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-883">883</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-884">884</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-869" name="__codelineno-0-869"></a><span class="k">def</span><span class="w"> </span><span class="nf">parse_sqlite_timestamp</span><span class="p">(</span><span class="n">value</span><span class="p">:</span> <span class="nb">object</span><span class="p">)</span> <span class="o">-></span> <span class="n">datetime</span> <span class="o">|</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-870" name="__codelineno-0-870"></a><span class="w"> </span><span class="sd">"""Parse a SQLite history timestamp value.</span>
|
|
<a id="__codelineno-0-871" name="__codelineno-0-871"></a>
|
|
<a id="__codelineno-0-872" name="__codelineno-0-872"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-873" name="__codelineno-0-873"></a><span class="sd"> Parsed timezone-aware datetime, or None when parsing fails.</span>
|
|
<a id="__codelineno-0-874" name="__codelineno-0-874"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-875" name="__codelineno-0-875"></a> <span class="k">if</span> <span class="n">value</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-876" name="__codelineno-0-876"></a> <span class="k">return</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-877" name="__codelineno-0-877"></a> <span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">value</span><span class="p">,</span> <span class="n">datetime</span><span class="p">):</span>
|
|
<a id="__codelineno-0-878" name="__codelineno-0-878"></a> <span class="k">return</span> <span class="n">value</span> <span class="k">if</span> <span class="n">value</span><span class="o">.</span><span class="n">tzinfo</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span> <span class="k">else</span> <span class="n">value</span><span class="o">.</span><span class="n">replace</span><span class="p">(</span><span class="n">tzinfo</span><span class="o">=</span><span class="n">UTC</span><span class="p">)</span>
|
|
<a id="__codelineno-0-879" name="__codelineno-0-879"></a> <span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">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-0-880" name="__codelineno-0-880"></a> <span class="k">return</span> <span class="n">datetime</span><span class="o">.</span><span class="n">fromtimestamp</span><span class="p">(</span><span class="nb">float</span><span class="p">(</span><span class="n">value</span><span class="p">),</span> <span class="n">tz</span><span class="o">=</span><span class="n">UTC</span><span class="p">)</span>
|
|
<a id="__codelineno-0-881" name="__codelineno-0-881"></a> <span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">value</span><span class="p">,</span> <span class="nb">str</span><span class="p">):</span>
|
|
<a id="__codelineno-0-882" name="__codelineno-0-882"></a> <span class="k">return</span> <span class="n">_parse_string_sqlite_timestamp</span><span class="p">(</span><span class="n">value</span><span class="p">)</span>
|
|
<a id="__codelineno-0-883" name="__codelineno-0-883"></a> <span class="n">logger</span><span class="o">.</span><span class="n">warning</span><span class="p">(</span><span class="s2">"Ignoring unsupported history timestamp type: </span><span class="si">%s</span><span class="s2">"</span><span class="p">,</span> <span class="nb">type</span><span class="p">(</span><span class="n">value</span><span class="p">))</span>
|
|
<a id="__codelineno-0-884" name="__codelineno-0-884"></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.history.quote_sqlite_identifier" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">quote_sqlite_identifier</span>
|
|
|
|
|
|
<a href="#mt5cli.history.quote_sqlite_identifier" 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">quote_sqlite_identifier</span><span class="p">(</span><span class="n">identifier</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="str">str</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return a safely quoted SQLite identifier using double quotes.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-68">68</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-69">69</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-70">70</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-68" name="__codelineno-0-68"></a><span class="k">def</span><span class="w"> </span><span class="nf">quote_sqlite_identifier</span><span class="p">(</span><span class="n">identifier</span><span class="p">:</span> <span class="nb">str</span><span class="p">)</span> <span class="o">-></span> <span class="nb">str</span><span class="p">:</span>
|
|
<a id="__codelineno-0-69" name="__codelineno-0-69"></a><span class="w"> </span><span class="sd">"""Return a safely quoted SQLite identifier using double quotes."""</span>
|
|
<a id="__codelineno-0-70" name="__codelineno-0-70"></a> <span class="k">return</span> <span class="s1">'"'</span> <span class="o">+</span> <span class="n">identifier</span><span class="o">.</span><span class="n">replace</span><span class="p">(</span><span class="s1">'"'</span><span class="p">,</span> <span class="s1">'""'</span><span class="p">)</span> <span class="o">+</span> <span class="s1">'"'</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.record_written_columns" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">record_written_columns</span>
|
|
|
|
|
|
<a href="#mt5cli.history.record_written_columns" 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">record_written_columns</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]],</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">dataset</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">frame</span><span class="p">:</span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></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="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Remember columns for datasets written during collection.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-1152">1152</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1153">1153</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1154">1154</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1155">1155</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1156">1156</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1157">1157</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1158">1158</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1159">1159</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1160">1160</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1161">1161</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1162">1162</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1152" name="__codelineno-0-1152"></a><span class="k">def</span><span class="w"> </span><span class="nf">record_written_columns</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1153" name="__codelineno-0-1153"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]],</span>
|
|
<a id="__codelineno-0-1154" name="__codelineno-0-1154"></a> <span class="n">dataset</span><span class="p">:</span> <span class="n">Dataset</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1155" name="__codelineno-0-1155"></a> <span class="n">frame</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-0-1156" name="__codelineno-0-1156"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1157" name="__codelineno-0-1157"></a><span class="w"> </span><span class="sd">"""Remember columns for datasets written during collection."""</span>
|
|
<a id="__codelineno-0-1158" name="__codelineno-0-1158"></a> <span class="n">columns</span> <span class="o">=</span> <span class="nb">set</span><span class="p">(</span><span class="n">frame</span><span class="o">.</span><span class="n">columns</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1159" name="__codelineno-0-1159"></a> <span class="k">if</span> <span class="n">dataset</span> <span class="ow">in</span> <span class="n">written_columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1160" name="__codelineno-0-1160"></a> <span class="n">written_columns</span><span class="p">[</span><span class="n">dataset</span><span class="p">]</span><span class="o">.</span><span class="n">update</span><span class="p">(</span><span class="n">columns</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1161" name="__codelineno-0-1161"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1162" name="__codelineno-0-1162"></a> <span class="n">written_columns</span><span class="p">[</span><span class="n">dataset</span><span class="p">]</span> <span class="o">=</span> <span class="n">columns</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.resolve_granularity_name" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">resolve_granularity_name</span>
|
|
|
|
|
|
<a href="#mt5cli.history.resolve_granularity_name" 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">resolve_granularity_name</span><span class="p">(</span><span class="n">timeframe</span><span class="p">:</span> <span class="n"><span title="int">int</span></span><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="str">str</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return a granularity name for a timeframe integer when known.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-114">114</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-115">115</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-116">116</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-117">117</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-118">118</a></span>
|
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<span class="normal"><a href="#__codelineno-0-119">119</a></span>
|
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<span class="normal"><a href="#__codelineno-0-120">120</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-114" name="__codelineno-0-114"></a><span class="k">def</span><span class="w"> </span><span class="nf">resolve_granularity_name</span><span class="p">(</span><span class="n">timeframe</span><span class="p">:</span> <span class="nb">int</span><span class="p">)</span> <span class="o">-></span> <span class="nb">str</span><span class="p">:</span>
|
|
<a id="__codelineno-0-115" name="__codelineno-0-115"></a><span class="w"> </span><span class="sd">"""Return a granularity name for a timeframe integer when known."""</span>
|
|
<a id="__codelineno-0-116" name="__codelineno-0-116"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-117" name="__codelineno-0-117"></a> <span class="n">name</span> <span class="o">=</span> <span class="n">_get_timeframe_name</span><span class="p">(</span><span class="n">timeframe</span><span class="p">)</span>
|
|
<a id="__codelineno-0-118" name="__codelineno-0-118"></a> <span class="k">except</span> <span class="ne">ValueError</span><span class="p">:</span>
|
|
<a id="__codelineno-0-119" name="__codelineno-0-119"></a> <span class="k">return</span> <span class="nb">str</span><span class="p">(</span><span class="n">timeframe</span><span class="p">)</span>
|
|
<a id="__codelineno-0-120" name="__codelineno-0-120"></a> <span class="k">return</span> <span class="n">name</span><span class="o">.</span><span class="n">removeprefix</span><span class="p">(</span><span class="s2">"TIMEFRAME_"</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.history.resolve_history_datasets" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">resolve_history_datasets</span>
|
|
|
|
|
|
<a href="#mt5cli.history.resolve_history_datasets" 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">resolve_history_datasets</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">datasets</span><span class="p">:</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">]</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="p">)</span> <span class="o">-></span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Resolve configured history datasets.</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="set">set</span>[<a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p><code>DEFAULT_HISTORY_DATASETS</code> (rates, history-orders, history-deals)</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="set">set</span>[<a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>when <code>datasets</code> is None, otherwise the configured selection (which</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="set">set</span>[<a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>may be empty or explicitly include <code>Dataset.ticks</code>).</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-73">73</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-74">74</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-75">75</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-76">76</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-77">77</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-78">78</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-79">79</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-80">80</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-81">81</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-82">82</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-83">83</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-73" name="__codelineno-0-73"></a><span class="k">def</span><span class="w"> </span><span class="nf">resolve_history_datasets</span><span class="p">(</span><span class="n">datasets</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span><span class="p">)</span> <span class="o">-></span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-74" name="__codelineno-0-74"></a><span class="w"> </span><span class="sd">"""Resolve configured history datasets.</span>
|
|
<a id="__codelineno-0-75" name="__codelineno-0-75"></a>
|
|
<a id="__codelineno-0-76" name="__codelineno-0-76"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-77" name="__codelineno-0-77"></a><span class="sd"> ``DEFAULT_HISTORY_DATASETS`` (rates, history-orders, history-deals)</span>
|
|
<a id="__codelineno-0-78" name="__codelineno-0-78"></a><span class="sd"> when ``datasets`` is None, otherwise the configured selection (which</span>
|
|
<a id="__codelineno-0-79" name="__codelineno-0-79"></a><span class="sd"> may be empty or explicitly include ``Dataset.ticks``).</span>
|
|
<a id="__codelineno-0-80" name="__codelineno-0-80"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-81" name="__codelineno-0-81"></a> <span class="k">if</span> <span class="n">datasets</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-82" name="__codelineno-0-82"></a> <span class="k">return</span> <span class="nb">set</span><span class="p">(</span><span class="n">DEFAULT_HISTORY_DATASETS</span><span class="p">)</span>
|
|
<a id="__codelineno-0-83" name="__codelineno-0-83"></a> <span class="k">return</span> <span class="nb">set</span><span class="p">(</span><span class="n">datasets</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.history.resolve_history_tick_flags" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">resolve_history_tick_flags</span>
|
|
|
|
|
|
<a href="#mt5cli.history.resolve_history_tick_flags" 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">resolve_history_tick_flags</span><span class="p">(</span><span class="n">flags</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="p">)</span> <span class="o">-></span> <span class="n"><span title="int">int</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Resolve tick copy flags from an integer or name.</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="int">int</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Integer tick flag value.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-105">105</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-106">106</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-107">107</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-108">108</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-109">109</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-110">110</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-111">111</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-105" name="__codelineno-0-105"></a><span class="k">def</span><span class="w"> </span><span class="nf">resolve_history_tick_flags</span><span class="p">(</span><span class="n">flags</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span><span class="p">)</span> <span class="o">-></span> <span class="nb">int</span><span class="p">:</span>
|
|
<a id="__codelineno-0-106" name="__codelineno-0-106"></a><span class="w"> </span><span class="sd">"""Resolve tick copy flags from an integer or name.</span>
|
|
<a id="__codelineno-0-107" name="__codelineno-0-107"></a>
|
|
<a id="__codelineno-0-108" name="__codelineno-0-108"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-109" name="__codelineno-0-109"></a><span class="sd"> Integer tick flag value.</span>
|
|
<a id="__codelineno-0-110" name="__codelineno-0-110"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-111" name="__codelineno-0-111"></a> <span class="k">return</span> <span class="n">parse_tick_flags</span><span class="p">(</span><span class="n">flags</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.history.resolve_history_timeframes" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">resolve_history_timeframes</span>
|
|
|
|
|
|
<a href="#mt5cli.history.resolve_history_timeframes" 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">resolve_history_timeframes</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">timeframes</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="int">int</span></span> <span class="o">|</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="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="list">list</span></span><span class="p">[</span><span class="n"><span title="int">int</span></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Resolve rate timeframes, deduplicating aliases for the same integer.</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>[<span title="int">int</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Ordered list of unique timeframe integers.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-86"> 86</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-87"> 87</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-88"> 88</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-89"> 89</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-90"> 90</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-91"> 91</a></span>
|
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<span class="normal"><a href="#__codelineno-0-92"> 92</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-93"> 93</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-94"> 94</a></span>
|
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<span class="normal"><a href="#__codelineno-0-95"> 95</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-96"> 96</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-97"> 97</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-98"> 98</a></span>
|
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<span class="normal"><a href="#__codelineno-0-99"> 99</a></span>
|
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<span class="normal"><a href="#__codelineno-0-100">100</a></span>
|
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<span class="normal"><a href="#__codelineno-0-101">101</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-102">102</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-86" name="__codelineno-0-86"></a><span class="k">def</span><span class="w"> </span><span class="nf">resolve_history_timeframes</span><span class="p">(</span>
|
|
<a id="__codelineno-0-87" name="__codelineno-0-87"></a> <span class="n">timeframes</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">int</span> <span class="o">|</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-0-88" name="__codelineno-0-88"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">list</span><span class="p">[</span><span class="nb">int</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-89" name="__codelineno-0-89"></a><span class="w"> </span><span class="sd">"""Resolve rate timeframes, deduplicating aliases for the same integer.</span>
|
|
<a id="__codelineno-0-90" name="__codelineno-0-90"></a>
|
|
<a id="__codelineno-0-91" name="__codelineno-0-91"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-92" name="__codelineno-0-92"></a><span class="sd"> Ordered list of unique timeframe integers.</span>
|
|
<a id="__codelineno-0-93" name="__codelineno-0-93"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-94" name="__codelineno-0-94"></a> <span class="n">raw</span> <span class="o">=</span> <span class="n">timeframes</span> <span class="k">if</span> <span class="n">timeframes</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span> <span class="k">else</span> <span class="n">DEFAULT_HISTORY_TIMEFRAMES</span>
|
|
<a id="__codelineno-0-95" name="__codelineno-0-95"></a> <span class="n">seen</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="nb">int</span><span class="p">]</span> <span class="o">=</span> <span class="nb">set</span><span class="p">()</span>
|
|
<a id="__codelineno-0-96" name="__codelineno-0-96"></a> <span class="n">resolved</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="p">[]</span>
|
|
<a id="__codelineno-0-97" name="__codelineno-0-97"></a> <span class="k">for</span> <span class="n">value</span> <span class="ow">in</span> <span class="n">raw</span><span class="p">:</span>
|
|
<a id="__codelineno-0-98" name="__codelineno-0-98"></a> <span class="n">tf</span> <span class="o">=</span> <span class="n">parse_timeframe</span><span class="p">(</span><span class="n">value</span><span class="p">)</span>
|
|
<a id="__codelineno-0-99" name="__codelineno-0-99"></a> <span class="k">if</span> <span class="n">tf</span> <span class="ow">not</span> <span class="ow">in</span> <span class="n">seen</span><span class="p">:</span>
|
|
<a id="__codelineno-0-100" name="__codelineno-0-100"></a> <span class="n">seen</span><span class="o">.</span><span class="n">add</span><span class="p">(</span><span class="n">tf</span><span class="p">)</span>
|
|
<a id="__codelineno-0-101" name="__codelineno-0-101"></a> <span class="n">resolved</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">tf</span><span class="p">)</span>
|
|
<a id="__codelineno-0-102" name="__codelineno-0-102"></a> <span class="k">return</span> <span class="n">resolved</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.resolve_rate_table_name" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">resolve_rate_table_name</span>
|
|
|
|
|
|
<a href="#mt5cli.history.resolve_rate_table_name" 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">resolve_rate_table_name</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span> <span class="n">granularity</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="str">str</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return the canonical normalized SQLite rate table name.</p>
|
|
<p>The normalized history table stores all symbols and timeframes in
|
|
<code>rates</code>; use :func:<code>resolve_rate_view_name</code> for per-symbol compatibility
|
|
view names.</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="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Canonical normalized rates table name.</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>symbol</code> or <code>granularity</code> is invalid.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-158">158</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-159">159</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-160">160</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-161">161</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-162">162</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-163">163</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-164">164</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-165">165</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-166">166</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-167">167</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-168">168</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-169">169</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-170">170</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-171">171</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-172">172</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-173">173</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-174">174</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-175">175</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-158" name="__codelineno-0-158"></a><span class="k">def</span><span class="w"> </span><span class="nf">resolve_rate_table_name</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="n">granularity</span><span class="p">:</span> <span class="nb">str</span><span class="p">)</span> <span class="o">-></span> <span class="nb">str</span><span class="p">:</span>
|
|
<a id="__codelineno-0-159" name="__codelineno-0-159"></a><span class="w"> </span><span class="sd">"""Return the canonical normalized SQLite rate table name.</span>
|
|
<a id="__codelineno-0-160" name="__codelineno-0-160"></a>
|
|
<a id="__codelineno-0-161" name="__codelineno-0-161"></a><span class="sd"> The normalized history table stores all symbols and timeframes in</span>
|
|
<a id="__codelineno-0-162" name="__codelineno-0-162"></a><span class="sd"> ``rates``; use :func:`resolve_rate_view_name` for per-symbol compatibility</span>
|
|
<a id="__codelineno-0-163" name="__codelineno-0-163"></a><span class="sd"> view names.</span>
|
|
<a id="__codelineno-0-164" name="__codelineno-0-164"></a>
|
|
<a id="__codelineno-0-165" name="__codelineno-0-165"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-166" name="__codelineno-0-166"></a><span class="sd"> Canonical normalized rates table name.</span>
|
|
<a id="__codelineno-0-167" name="__codelineno-0-167"></a>
|
|
<a id="__codelineno-0-168" name="__codelineno-0-168"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-169" name="__codelineno-0-169"></a><span class="sd"> ValueError: If ``symbol`` or ``granularity`` is invalid.</span>
|
|
<a id="__codelineno-0-170" name="__codelineno-0-170"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-171" name="__codelineno-0-171"></a> <span class="n">parse_timeframe</span><span class="p">(</span><span class="n">granularity</span><span class="p">)</span>
|
|
<a id="__codelineno-0-172" name="__codelineno-0-172"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">symbol</span><span class="o">.</span><span class="n">strip</span><span class="p">():</span>
|
|
<a id="__codelineno-0-173" name="__codelineno-0-173"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"symbol must not be empty."</span>
|
|
<a id="__codelineno-0-174" name="__codelineno-0-174"></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-0-175" name="__codelineno-0-175"></a> <span class="k">return</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">rates</span><span class="o">.</span><span class="n">table_name</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.resolve_rate_tables" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">resolve_rate_tables</span>
|
|
|
|
|
|
<a href="#mt5cli.history.resolve_rate_tables" 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">resolve_rate_tables</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></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="n">targets</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="RateTarget
|
|
|
|
|
|
|
|
dataclass
|
|
(mt5cli.history.RateTarget)" href="#mt5cli.history.RateTarget">RateTarget</a></span><span class="p">],</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">explicit_tables</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="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">require_existing</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"><span title="str">str</span></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Resolve SQLite table or view names for rate targets.</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>conn_or_path</code>
|
|
</td>
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>SQLite database path or open connection. May be None when
|
|
<code>explicit_tables</code> is provided, or when <code>require_existing</code> is
|
|
False and deterministic default view names are sufficient.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>targets</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="collections.abc.Sequence">Sequence</span>[<a class="autorefs autorefs-internal" title="RateTarget
|
|
|
|
|
|
|
|
dataclass
|
|
(mt5cli.history.RateTarget)" href="#mt5cli.history.RateTarget">RateTarget</a>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Rate targets to resolve.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>explicit_tables</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 explicit table or view names. When provided,
|
|
they are used as-is and must match the number of targets.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>require_existing</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>When True, require the database and managed views to
|
|
exist for each symbol target. Ignored when <code>explicit_tables</code> is
|
|
provided.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>False</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="list">list</span>[<span title="str">str</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Table or view names aligned with <code>targets</code>.</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="ValueError">ValueError</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If <code>targets</code> is empty, <code>explicit_tables</code> length does not
|
|
match the target count, a target without a symbol is resolved
|
|
without an explicit table, or <code>require_existing</code> is True and the
|
|
database or a managed view is missing.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
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|
<summary>Source code in <code>mt5cli/history.py</code></summary>
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<span class="normal"><a href="#__codelineno-0-686">686</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">resolve_rate_tables</span><span class="p">(</span>
|
|
<a id="__codelineno-0-606" name="__codelineno-0-606"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n">SqliteConnOrPath</span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-607" name="__codelineno-0-607"></a> <span class="n">targets</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="n">RateTarget</span><span class="p">],</span>
|
|
<a id="__codelineno-0-608" name="__codelineno-0-608"></a> <span class="n">explicit_tables</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-0-609" name="__codelineno-0-609"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-610" name="__codelineno-0-610"></a> <span class="n">require_existing</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-0-611" name="__codelineno-0-611"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">list</span><span class="p">[</span><span class="nb">str</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-612" name="__codelineno-0-612"></a><span class="w"> </span><span class="sd">"""Resolve SQLite table or view names for rate targets.</span>
|
|
<a id="__codelineno-0-613" name="__codelineno-0-613"></a>
|
|
<a id="__codelineno-0-614" name="__codelineno-0-614"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-615" name="__codelineno-0-615"></a><span class="sd"> conn_or_path: SQLite database path or open connection. May be None when</span>
|
|
<a id="__codelineno-0-616" name="__codelineno-0-616"></a><span class="sd"> ``explicit_tables`` is provided, or when ``require_existing`` is</span>
|
|
<a id="__codelineno-0-617" name="__codelineno-0-617"></a><span class="sd"> False and deterministic default view names are sufficient.</span>
|
|
<a id="__codelineno-0-618" name="__codelineno-0-618"></a><span class="sd"> targets: Rate targets to resolve.</span>
|
|
<a id="__codelineno-0-619" name="__codelineno-0-619"></a><span class="sd"> explicit_tables: Optional explicit table or view names. When provided,</span>
|
|
<a id="__codelineno-0-620" name="__codelineno-0-620"></a><span class="sd"> they are used as-is and must match the number of targets.</span>
|
|
<a id="__codelineno-0-621" name="__codelineno-0-621"></a><span class="sd"> require_existing: When True, require the database and managed views to</span>
|
|
<a id="__codelineno-0-622" name="__codelineno-0-622"></a><span class="sd"> exist for each symbol target. Ignored when ``explicit_tables`` is</span>
|
|
<a id="__codelineno-0-623" name="__codelineno-0-623"></a><span class="sd"> provided.</span>
|
|
<a id="__codelineno-0-624" name="__codelineno-0-624"></a>
|
|
<a id="__codelineno-0-625" name="__codelineno-0-625"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-626" name="__codelineno-0-626"></a><span class="sd"> Table or view names aligned with ``targets``.</span>
|
|
<a id="__codelineno-0-627" name="__codelineno-0-627"></a>
|
|
<a id="__codelineno-0-628" name="__codelineno-0-628"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-629" name="__codelineno-0-629"></a><span class="sd"> ValueError: If ``targets`` is empty, ``explicit_tables`` length does not</span>
|
|
<a id="__codelineno-0-630" name="__codelineno-0-630"></a><span class="sd"> match the target count, a target without a symbol is resolved</span>
|
|
<a id="__codelineno-0-631" name="__codelineno-0-631"></a><span class="sd"> without an explicit table, or ``require_existing`` is True and the</span>
|
|
<a id="__codelineno-0-632" name="__codelineno-0-632"></a><span class="sd"> database or a managed view is missing.</span>
|
|
<a id="__codelineno-0-633" name="__codelineno-0-633"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-634" name="__codelineno-0-634"></a> <span class="n">target_list</span> <span class="o">=</span> <span class="nb">list</span><span class="p">(</span><span class="n">targets</span><span class="p">)</span>
|
|
<a id="__codelineno-0-635" name="__codelineno-0-635"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">target_list</span><span class="p">:</span>
|
|
<a id="__codelineno-0-636" name="__codelineno-0-636"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"At least one rate target is required."</span>
|
|
<a id="__codelineno-0-637" name="__codelineno-0-637"></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-0-638" name="__codelineno-0-638"></a> <span class="k">if</span> <span class="n">explicit_tables</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-639" name="__codelineno-0-639"></a> <span class="n">tables</span> <span class="o">=</span> <span class="nb">list</span><span class="p">(</span><span class="n">explicit_tables</span><span class="p">)</span>
|
|
<a id="__codelineno-0-640" name="__codelineno-0-640"></a> <span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">tables</span><span class="p">)</span> <span class="o">!=</span> <span class="nb">len</span><span class="p">(</span><span class="n">target_list</span><span class="p">):</span>
|
|
<a id="__codelineno-0-641" name="__codelineno-0-641"></a> <span class="n">msg</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-642" name="__codelineno-0-642"></a> <span class="sa">f</span><span class="s2">"Expected </span><span class="si">{</span><span class="nb">len</span><span class="p">(</span><span class="n">target_list</span><span class="p">)</span><span class="si">}</span><span class="s2"> explicit table(s) "</span>
|
|
<a id="__codelineno-0-643" name="__codelineno-0-643"></a> <span class="sa">f</span><span class="s2">"to match the targets, got </span><span class="si">{</span><span class="nb">len</span><span class="p">(</span><span class="n">tables</span><span class="p">)</span><span class="si">}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-644" name="__codelineno-0-644"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-645" name="__codelineno-0-645"></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-0-646" name="__codelineno-0-646"></a> <span class="k">return</span> <span class="n">tables</span>
|
|
<a id="__codelineno-0-647" name="__codelineno-0-647"></a> <span class="k">if</span> <span class="nb">any</span><span class="p">(</span><span class="n">target</span><span class="o">.</span><span class="n">symbol</span> <span class="ow">is</span> <span class="kc">None</span> <span class="k">for</span> <span class="n">target</span> <span class="ow">in</span> <span class="n">target_list</span><span class="p">):</span>
|
|
<a id="__codelineno-0-648" name="__codelineno-0-648"></a> <span class="n">msg</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-649" name="__codelineno-0-649"></a> <span class="s2">"Cannot resolve a rate table for a target without a symbol; "</span>
|
|
<a id="__codelineno-0-650" name="__codelineno-0-650"></a> <span class="s2">"provide explicit_tables."</span>
|
|
<a id="__codelineno-0-651" name="__codelineno-0-651"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-652" name="__codelineno-0-652"></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-0-653" name="__codelineno-0-653"></a> <span class="n">conn</span><span class="p">,</span> <span class="n">should_close</span> <span class="o">=</span> <span class="n">_open_history_connection</span><span class="p">(</span><span class="n">conn_or_path</span><span class="p">)</span>
|
|
<a id="__codelineno-0-654" name="__codelineno-0-654"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-655" name="__codelineno-0-655"></a> <span class="k">if</span> <span class="n">conn</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-656" name="__codelineno-0-656"></a> <span class="k">if</span> <span class="n">require_existing</span><span class="p">:</span>
|
|
<a id="__codelineno-0-657" name="__codelineno-0-657"></a> <span class="n">path</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-658" name="__codelineno-0-658"></a> <span class="n">conn_or_path</span>
|
|
<a id="__codelineno-0-659" name="__codelineno-0-659"></a> <span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">conn_or_path</span><span class="p">,</span> <span class="p">(</span><span class="n">Path</span><span class="p">,</span> <span class="nb">str</span><span class="p">))</span>
|
|
<a id="__codelineno-0-660" name="__codelineno-0-660"></a> <span class="k">else</span> <span class="s2">"database"</span>
|
|
<a id="__codelineno-0-661" name="__codelineno-0-661"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-662" name="__codelineno-0-662"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"SQLite database not found: </span><span class="si">{</span><span class="n">path</span><span class="si">}</span><span class="s2">"</span>
|
|
<a id="__codelineno-0-663" name="__codelineno-0-663"></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-0-664" name="__codelineno-0-664"></a> <span class="n">timeframe_counts</span> <span class="o">=</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-665" name="__codelineno-0-665"></a> <span class="n">existing_views</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]</span> <span class="o">=</span> <span class="nb">set</span><span class="p">()</span>
|
|
<a id="__codelineno-0-666" name="__codelineno-0-666"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-667" name="__codelineno-0-667"></a> <span class="n">timeframe_counts</span> <span class="o">=</span> <span class="n">_load_rates_timeframe_counts</span><span class="p">(</span><span class="n">conn</span><span class="p">)</span>
|
|
<a id="__codelineno-0-668" name="__codelineno-0-668"></a> <span class="n">existing_views</span> <span class="o">=</span> <span class="n">_load_existing_rate_views</span><span class="p">(</span><span class="n">conn</span><span class="p">)</span>
|
|
<a id="__codelineno-0-669" name="__codelineno-0-669"></a> <span class="n">resolved</span><span class="p">:</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="p">[]</span>
|
|
<a id="__codelineno-0-670" name="__codelineno-0-670"></a> <span class="k">for</span> <span class="n">target</span> <span class="ow">in</span> <span class="n">target_list</span><span class="p">:</span>
|
|
<a id="__codelineno-0-671" name="__codelineno-0-671"></a> <span class="n">symbol</span> <span class="o">=</span> <span class="n">cast</span><span class="p">(</span><span class="s2">"str"</span><span class="p">,</span> <span class="n">target</span><span class="o">.</span><span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-672" name="__codelineno-0-672"></a> <span class="n">timeframe</span> <span class="o">=</span> <span class="n">target</span><span class="o">.</span><span class="n">timeframe_int</span>
|
|
<a id="__codelineno-0-673" name="__codelineno-0-673"></a> <span class="n">resolved</span><span class="o">.</span><span class="n">append</span><span class="p">(</span>
|
|
<a id="__codelineno-0-674" name="__codelineno-0-674"></a> <span class="n">_resolve_rate_view_name_from_context</span><span class="p">(</span>
|
|
<a id="__codelineno-0-675" name="__codelineno-0-675"></a> <span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-676" name="__codelineno-0-676"></a> <span class="n">timeframe</span><span class="o">=</span><span class="n">timeframe</span><span class="p">,</span>
|
|
<a id="__codelineno-0-677" name="__codelineno-0-677"></a> <span class="n">granularity_name</span><span class="o">=</span><span class="n">resolve_granularity_name</span><span class="p">(</span><span class="n">timeframe</span><span class="p">),</span>
|
|
<a id="__codelineno-0-678" name="__codelineno-0-678"></a> <span class="n">timeframe_counts</span><span class="o">=</span><span class="n">timeframe_counts</span><span class="p">,</span>
|
|
<a id="__codelineno-0-679" name="__codelineno-0-679"></a> <span class="n">existing_views</span><span class="o">=</span><span class="n">existing_views</span><span class="p">,</span>
|
|
<a id="__codelineno-0-680" name="__codelineno-0-680"></a> <span class="n">require_existing</span><span class="o">=</span><span class="n">require_existing</span><span class="p">,</span>
|
|
<a id="__codelineno-0-681" name="__codelineno-0-681"></a> <span class="p">),</span>
|
|
<a id="__codelineno-0-682" name="__codelineno-0-682"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-683" name="__codelineno-0-683"></a> <span class="k">return</span> <span class="n">resolved</span>
|
|
<a id="__codelineno-0-684" name="__codelineno-0-684"></a> <span class="k">finally</span><span class="p">:</span>
|
|
<a id="__codelineno-0-685" name="__codelineno-0-685"></a> <span class="k">if</span> <span class="n">should_close</span> <span class="ow">and</span> <span class="n">conn</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-686" name="__codelineno-0-686"></a> <span class="n">conn</span><span class="o">.</span><span class="n">close</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.history.resolve_rate_view_name" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">resolve_rate_view_name</span>
|
|
|
|
|
|
<a href="#mt5cli.history.resolve_rate_view_name" 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">resolve_rate_view_name</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></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="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">granularity</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="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">require_existing</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="str">str</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Resolve the mt5cli-managed rate compatibility view name.</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>conn_or_path</code>
|
|
</td>
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>SQLite database path or open connection. When None or a
|
|
non-existing path and <code>require_existing</code> is False, the deterministic
|
|
default view name is returned without creating a database file.</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 stored in the normalized <code>rates</code> table.</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 name (for example <code>M1</code>) or integer string.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>require_existing</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>When True, require the database and a managed view to exist.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>False</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="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>View name such as <code>rate_EURUSD__1</code> or <code>rate_EURUSD__M1_1</code>.</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>require_existing</code> is True and the database or view is missing.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-433">433</a></span>
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<span class="normal"><a href="#__codelineno-0-434">434</a></span>
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<span class="normal"><a href="#__codelineno-0-448">448</a></span>
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<span class="normal"><a href="#__codelineno-0-451">451</a></span>
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<span class="normal"><a href="#__codelineno-0-452">452</a></span>
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<span class="normal"><a href="#__codelineno-0-453">453</a></span>
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<span class="normal"><a href="#__codelineno-0-456">456</a></span>
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<span class="normal"><a href="#__codelineno-0-458">458</a></span>
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<span class="normal"><a href="#__codelineno-0-459">459</a></span>
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<span class="normal"><a href="#__codelineno-0-460">460</a></span>
|
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<span class="normal"><a href="#__codelineno-0-461">461</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-462">462</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-463">463</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-464">464</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-465">465</a></span>
|
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<span class="normal"><a href="#__codelineno-0-466">466</a></span>
|
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<span class="normal"><a href="#__codelineno-0-467">467</a></span>
|
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<span class="normal"><a href="#__codelineno-0-468">468</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-469">469</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-470">470</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-471">471</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-472">472</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-473">473</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-474">474</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-475">475</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-476">476</a></span>
|
|
<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>
|
|
<span class="normal"><a href="#__codelineno-0-479">479</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-480">480</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-481">481</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-482">482</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-483">483</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-484">484</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-485">485</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-433" name="__codelineno-0-433"></a><span class="k">def</span><span class="w"> </span><span class="nf">resolve_rate_view_name</span><span class="p">(</span>
|
|
<a id="__codelineno-0-434" name="__codelineno-0-434"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n">SqliteConnOrPath</span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-435" name="__codelineno-0-435"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-436" name="__codelineno-0-436"></a> <span class="n">granularity</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-437" name="__codelineno-0-437"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-438" name="__codelineno-0-438"></a> <span class="n">require_existing</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-0-439" name="__codelineno-0-439"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">str</span><span class="p">:</span>
|
|
<a id="__codelineno-0-440" name="__codelineno-0-440"></a><span class="w"> </span><span class="sd">"""Resolve the mt5cli-managed rate compatibility view name.</span>
|
|
<a id="__codelineno-0-441" name="__codelineno-0-441"></a>
|
|
<a id="__codelineno-0-442" name="__codelineno-0-442"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-443" name="__codelineno-0-443"></a><span class="sd"> conn_or_path: SQLite database path or open connection. When None or a</span>
|
|
<a id="__codelineno-0-444" name="__codelineno-0-444"></a><span class="sd"> non-existing path and ``require_existing`` is False, the deterministic</span>
|
|
<a id="__codelineno-0-445" name="__codelineno-0-445"></a><span class="sd"> default view name is returned without creating a database file.</span>
|
|
<a id="__codelineno-0-446" name="__codelineno-0-446"></a><span class="sd"> symbol: Symbol stored in the normalized ``rates`` table.</span>
|
|
<a id="__codelineno-0-447" name="__codelineno-0-447"></a><span class="sd"> granularity: Timeframe name (for example ``M1``) or integer string.</span>
|
|
<a id="__codelineno-0-448" name="__codelineno-0-448"></a><span class="sd"> require_existing: When True, require the database and a managed view to exist.</span>
|
|
<a id="__codelineno-0-449" name="__codelineno-0-449"></a>
|
|
<a id="__codelineno-0-450" name="__codelineno-0-450"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-451" name="__codelineno-0-451"></a><span class="sd"> View name such as ``rate_EURUSD__1`` or ``rate_EURUSD__M1_1``.</span>
|
|
<a id="__codelineno-0-452" name="__codelineno-0-452"></a>
|
|
<a id="__codelineno-0-453" name="__codelineno-0-453"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-454" name="__codelineno-0-454"></a><span class="sd"> ValueError: If ``require_existing`` is True and the database or view is missing.</span>
|
|
<a id="__codelineno-0-455" name="__codelineno-0-455"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-456" name="__codelineno-0-456"></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-0-457" name="__codelineno-0-457"></a> <span class="n">granularity_name</span> <span class="o">=</span> <span class="n">resolve_granularity_name</span><span class="p">(</span><span class="n">timeframe</span><span class="p">)</span>
|
|
<a id="__codelineno-0-458" name="__codelineno-0-458"></a> <span class="n">conn</span><span class="p">,</span> <span class="n">should_close</span> <span class="o">=</span> <span class="n">_open_history_connection</span><span class="p">(</span><span class="n">conn_or_path</span><span class="p">)</span>
|
|
<a id="__codelineno-0-459" name="__codelineno-0-459"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-460" name="__codelineno-0-460"></a> <span class="k">if</span> <span class="n">conn</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-461" name="__codelineno-0-461"></a> <span class="k">if</span> <span class="n">require_existing</span><span class="p">:</span>
|
|
<a id="__codelineno-0-462" name="__codelineno-0-462"></a> <span class="n">path</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-463" name="__codelineno-0-463"></a> <span class="n">conn_or_path</span>
|
|
<a id="__codelineno-0-464" name="__codelineno-0-464"></a> <span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">conn_or_path</span><span class="p">,</span> <span class="p">(</span><span class="n">Path</span><span class="p">,</span> <span class="nb">str</span><span class="p">))</span>
|
|
<a id="__codelineno-0-465" name="__codelineno-0-465"></a> <span class="k">else</span> <span class="s2">"database"</span>
|
|
<a id="__codelineno-0-466" name="__codelineno-0-466"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-467" name="__codelineno-0-467"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"SQLite database not found: </span><span class="si">{</span><span class="n">path</span><span class="si">}</span><span class="s2">"</span>
|
|
<a id="__codelineno-0-468" name="__codelineno-0-468"></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-0-469" name="__codelineno-0-469"></a> <span class="k">return</span> <span class="n">build_rate_view_name</span><span class="p">(</span>
|
|
<a id="__codelineno-0-470" name="__codelineno-0-470"></a> <span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-471" name="__codelineno-0-471"></a> <span class="n">granularity</span><span class="o">=</span><span class="n">granularity_name</span><span class="p">,</span>
|
|
<a id="__codelineno-0-472" name="__codelineno-0-472"></a> <span class="n">granularity_count</span><span class="o">=</span><span class="mi">1</span><span class="p">,</span>
|
|
<a id="__codelineno-0-473" name="__codelineno-0-473"></a> <span class="n">timeframe</span><span class="o">=</span><span class="n">timeframe</span><span class="p">,</span>
|
|
<a id="__codelineno-0-474" name="__codelineno-0-474"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-475" name="__codelineno-0-475"></a> <span class="k">return</span> <span class="n">_resolve_rate_view_name_from_context</span><span class="p">(</span>
|
|
<a id="__codelineno-0-476" name="__codelineno-0-476"></a> <span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-477" name="__codelineno-0-477"></a> <span class="n">timeframe</span><span class="o">=</span><span class="n">timeframe</span><span class="p">,</span>
|
|
<a id="__codelineno-0-478" name="__codelineno-0-478"></a> <span class="n">granularity_name</span><span class="o">=</span><span class="n">granularity_name</span><span class="p">,</span>
|
|
<a id="__codelineno-0-479" name="__codelineno-0-479"></a> <span class="n">timeframe_counts</span><span class="o">=</span><span class="n">_load_rates_timeframe_counts</span><span class="p">(</span><span class="n">conn</span><span class="p">),</span>
|
|
<a id="__codelineno-0-480" name="__codelineno-0-480"></a> <span class="n">existing_views</span><span class="o">=</span><span class="n">_load_existing_rate_views</span><span class="p">(</span><span class="n">conn</span><span class="p">),</span>
|
|
<a id="__codelineno-0-481" name="__codelineno-0-481"></a> <span class="n">require_existing</span><span class="o">=</span><span class="n">require_existing</span><span class="p">,</span>
|
|
<a id="__codelineno-0-482" name="__codelineno-0-482"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-483" name="__codelineno-0-483"></a> <span class="k">finally</span><span class="p">:</span>
|
|
<a id="__codelineno-0-484" name="__codelineno-0-484"></a> <span class="k">if</span> <span class="n">should_close</span> <span class="ow">and</span> <span class="n">conn</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-485" name="__codelineno-0-485"></a> <span class="n">conn</span><span class="o">.</span><span class="n">close</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.history.resolve_rate_view_names" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">resolve_rate_view_names</span>
|
|
|
|
|
|
<a href="#mt5cli.history.resolve_rate_view_names" 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">resolve_rate_view_names</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></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="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>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">granularities</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>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">require_existing</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"><span title="str">str</span></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Resolve rate compatibility view names for symbol and granularity pairs.</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>conn_or_path</code>
|
|
</td>
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>SQLite database path or open connection. When None or a
|
|
non-existing path and <code>require_existing</code> is False, deterministic
|
|
default view names are returned without creating a database file.</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>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Symbols stored in the normalized <code>rates</code> table.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>granularities</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="collections.abc.Sequence">Sequence</span>[<span title="str">str</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Timeframe names (for example <code>M1</code>) or integer strings.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>require_existing</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>When True, require the database and managed views to exist.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>False</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="list">list</span>[<span title="str">str</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>View names in row-major order: every <code>granularity</code> for the first</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="list">list</span>[<span title="str">str</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>symbol, then every granularity for the next symbol, and so on.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-488">488</a></span>
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|
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<span class="normal"><a href="#__codelineno-0-541">541</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-488" name="__codelineno-0-488"></a><span class="k">def</span><span class="w"> </span><span class="nf">resolve_rate_view_names</span><span class="p">(</span>
|
|
<a id="__codelineno-0-489" name="__codelineno-0-489"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n">SqliteConnOrPath</span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-490" name="__codelineno-0-490"></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>
|
|
<a id="__codelineno-0-491" name="__codelineno-0-491"></a> <span class="n">granularities</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
|
<a id="__codelineno-0-492" name="__codelineno-0-492"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-493" name="__codelineno-0-493"></a> <span class="n">require_existing</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-0-494" name="__codelineno-0-494"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">list</span><span class="p">[</span><span class="nb">str</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-495" name="__codelineno-0-495"></a><span class="w"> </span><span class="sd">"""Resolve rate compatibility view names for symbol and granularity pairs.</span>
|
|
<a id="__codelineno-0-496" name="__codelineno-0-496"></a>
|
|
<a id="__codelineno-0-497" name="__codelineno-0-497"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-498" name="__codelineno-0-498"></a><span class="sd"> conn_or_path: SQLite database path or open connection. When None or a</span>
|
|
<a id="__codelineno-0-499" name="__codelineno-0-499"></a><span class="sd"> non-existing path and ``require_existing`` is False, deterministic</span>
|
|
<a id="__codelineno-0-500" name="__codelineno-0-500"></a><span class="sd"> default view names are returned without creating a database file.</span>
|
|
<a id="__codelineno-0-501" name="__codelineno-0-501"></a><span class="sd"> symbols: Symbols stored in the normalized ``rates`` table.</span>
|
|
<a id="__codelineno-0-502" name="__codelineno-0-502"></a><span class="sd"> granularities: Timeframe names (for example ``M1``) or integer strings.</span>
|
|
<a id="__codelineno-0-503" name="__codelineno-0-503"></a><span class="sd"> require_existing: When True, require the database and managed views to exist.</span>
|
|
<a id="__codelineno-0-504" name="__codelineno-0-504"></a>
|
|
<a id="__codelineno-0-505" name="__codelineno-0-505"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-506" name="__codelineno-0-506"></a><span class="sd"> View names in row-major order: every ``granularity`` for the first</span>
|
|
<a id="__codelineno-0-507" name="__codelineno-0-507"></a><span class="sd"> symbol, then every granularity for the next symbol, and so on.</span>
|
|
<a id="__codelineno-0-508" name="__codelineno-0-508"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-509" name="__codelineno-0-509"></a> <span class="n">conn</span><span class="p">,</span> <span class="n">should_close</span> <span class="o">=</span> <span class="n">_open_history_connection</span><span class="p">(</span><span class="n">conn_or_path</span><span class="p">)</span>
|
|
<a id="__codelineno-0-510" name="__codelineno-0-510"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-511" name="__codelineno-0-511"></a> <span class="k">if</span> <span class="n">conn</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-512" name="__codelineno-0-512"></a> <span class="k">return</span> <span class="p">[</span>
|
|
<a id="__codelineno-0-513" name="__codelineno-0-513"></a> <span class="n">resolve_rate_view_name</span><span class="p">(</span>
|
|
<a id="__codelineno-0-514" name="__codelineno-0-514"></a> <span class="n">conn_or_path</span><span class="p">,</span>
|
|
<a id="__codelineno-0-515" name="__codelineno-0-515"></a> <span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-516" name="__codelineno-0-516"></a> <span class="n">granularity</span><span class="p">,</span>
|
|
<a id="__codelineno-0-517" name="__codelineno-0-517"></a> <span class="n">require_existing</span><span class="o">=</span><span class="n">require_existing</span><span class="p">,</span>
|
|
<a id="__codelineno-0-518" name="__codelineno-0-518"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-519" name="__codelineno-0-519"></a> <span class="k">for</span> <span class="n">symbol</span> <span class="ow">in</span> <span class="n">symbols</span>
|
|
<a id="__codelineno-0-520" name="__codelineno-0-520"></a> <span class="k">for</span> <span class="n">granularity</span> <span class="ow">in</span> <span class="n">granularities</span>
|
|
<a id="__codelineno-0-521" name="__codelineno-0-521"></a> <span class="p">]</span>
|
|
<a id="__codelineno-0-522" name="__codelineno-0-522"></a> <span class="n">timeframe_counts</span> <span class="o">=</span> <span class="n">_load_rates_timeframe_counts</span><span class="p">(</span><span class="n">conn</span><span class="p">)</span>
|
|
<a id="__codelineno-0-523" name="__codelineno-0-523"></a> <span class="n">existing_views</span> <span class="o">=</span> <span class="n">_load_existing_rate_views</span><span class="p">(</span><span class="n">conn</span><span class="p">)</span>
|
|
<a id="__codelineno-0-524" name="__codelineno-0-524"></a> <span class="n">resolved</span><span class="p">:</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="p">[]</span>
|
|
<a id="__codelineno-0-525" name="__codelineno-0-525"></a> <span class="k">for</span> <span class="n">symbol</span> <span class="ow">in</span> <span class="n">symbols</span><span class="p">:</span>
|
|
<a id="__codelineno-0-526" name="__codelineno-0-526"></a> <span class="k">for</span> <span class="n">granularity</span> <span class="ow">in</span> <span class="n">granularities</span><span class="p">:</span>
|
|
<a id="__codelineno-0-527" name="__codelineno-0-527"></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-0-528" name="__codelineno-0-528"></a> <span class="n">resolved</span><span class="o">.</span><span class="n">append</span><span class="p">(</span>
|
|
<a id="__codelineno-0-529" name="__codelineno-0-529"></a> <span class="n">_resolve_rate_view_name_from_context</span><span class="p">(</span>
|
|
<a id="__codelineno-0-530" name="__codelineno-0-530"></a> <span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-531" name="__codelineno-0-531"></a> <span class="n">timeframe</span><span class="o">=</span><span class="n">timeframe</span><span class="p">,</span>
|
|
<a id="__codelineno-0-532" name="__codelineno-0-532"></a> <span class="n">granularity_name</span><span class="o">=</span><span class="n">resolve_granularity_name</span><span class="p">(</span><span class="n">timeframe</span><span class="p">),</span>
|
|
<a id="__codelineno-0-533" name="__codelineno-0-533"></a> <span class="n">timeframe_counts</span><span class="o">=</span><span class="n">timeframe_counts</span><span class="p">,</span>
|
|
<a id="__codelineno-0-534" name="__codelineno-0-534"></a> <span class="n">existing_views</span><span class="o">=</span><span class="n">existing_views</span><span class="p">,</span>
|
|
<a id="__codelineno-0-535" name="__codelineno-0-535"></a> <span class="n">require_existing</span><span class="o">=</span><span class="n">require_existing</span><span class="p">,</span>
|
|
<a id="__codelineno-0-536" name="__codelineno-0-536"></a> <span class="p">),</span>
|
|
<a id="__codelineno-0-537" name="__codelineno-0-537"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-538" name="__codelineno-0-538"></a> <span class="k">return</span> <span class="n">resolved</span>
|
|
<a id="__codelineno-0-539" name="__codelineno-0-539"></a> <span class="k">finally</span><span class="p">:</span>
|
|
<a id="__codelineno-0-540" name="__codelineno-0-540"></a> <span class="k">if</span> <span class="n">should_close</span> <span class="ow">and</span> <span class="n">conn</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-541" name="__codelineno-0-541"></a> <span class="n">conn</span><span class="o">.</span><span class="n">close</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.history.write_collected_datasets" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">write_collected_datasets</span>
|
|
|
|
|
|
<a href="#mt5cli.history.write_collected_datasets" 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">write_collected_datasets</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5DataClient">Mt5DataClient</span></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>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">datasets</span><span class="p">:</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">],</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">timeframe</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="n">flags</span><span class="p">:</span> <span class="n"><span title="int">int</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">date_from</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="IfExists (mt5cli.utils.IfExists)" href="../utils/#mt5cli.utils.IfExists">IfExists</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-11" name="__codelineno-0-11" href="#__codelineno-0-11"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="tuple">tuple</span></span><span class="p">[</span><span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">],</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]]]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Collect selected datasets and stream each symbol frame into SQLite.</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="tuple">tuple</span>[<span title="set">set</span>[<a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a>], <span title="dict">dict</span>[<a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a>, <span title="set">set</span>[<span title="str">str</span>]]]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Written datasets and their columns.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-2034">2034</a></span>
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<span class="normal"><a href="#__codelineno-0-2035">2035</a></span>
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<span class="normal"><a href="#__codelineno-0-2038">2038</a></span>
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<span class="normal"><a href="#__codelineno-0-2053">2053</a></span>
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<span class="normal"><a href="#__codelineno-0-2054">2054</a></span>
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<span class="normal"><a href="#__codelineno-0-2055">2055</a></span>
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<span class="normal"><a href="#__codelineno-0-2057">2057</a></span>
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<span class="normal"><a href="#__codelineno-0-2058">2058</a></span>
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<span class="normal"><a href="#__codelineno-0-2059">2059</a></span>
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<span class="normal"><a href="#__codelineno-0-2060">2060</a></span>
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<span class="normal"><a href="#__codelineno-0-2061">2061</a></span>
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<span class="normal"><a href="#__codelineno-0-2062">2062</a></span>
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<span class="normal"><a href="#__codelineno-0-2063">2063</a></span>
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<span class="normal"><a href="#__codelineno-0-2064">2064</a></span>
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<span class="normal"><a href="#__codelineno-0-2065">2065</a></span>
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<span class="normal"><a href="#__codelineno-0-2066">2066</a></span>
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<span class="normal"><a href="#__codelineno-0-2067">2067</a></span>
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<span class="normal"><a href="#__codelineno-0-2068">2068</a></span>
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<span class="normal"><a href="#__codelineno-0-2069">2069</a></span>
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<span class="normal"><a href="#__codelineno-0-2070">2070</a></span>
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<span class="normal"><a href="#__codelineno-0-2071">2071</a></span>
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<span class="normal"><a href="#__codelineno-0-2072">2072</a></span>
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<span class="normal"><a href="#__codelineno-0-2073">2073</a></span>
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<span class="normal"><a href="#__codelineno-0-2074">2074</a></span>
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<span class="normal"><a href="#__codelineno-0-2078">2078</a></span>
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<span class="normal"><a href="#__codelineno-0-2098">2098</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-2034" name="__codelineno-0-2034"></a><span class="k">def</span><span class="w"> </span><span class="nf">write_collected_datasets</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2035" name="__codelineno-0-2035"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2036" name="__codelineno-0-2036"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5DataClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2037" name="__codelineno-0-2037"></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>
|
|
<a id="__codelineno-0-2038" name="__codelineno-0-2038"></a> <span class="n">datasets</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">],</span>
|
|
<a id="__codelineno-0-2039" name="__codelineno-0-2039"></a> <span class="n">timeframe</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2040" name="__codelineno-0-2040"></a> <span class="n">flags</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2041" name="__codelineno-0-2041"></a> <span class="n">date_from</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2042" name="__codelineno-0-2042"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2043" name="__codelineno-0-2043"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n">IfExists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2044" name="__codelineno-0-2044"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">tuple</span><span class="p">[</span><span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">],</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]]]:</span>
|
|
<a id="__codelineno-0-2045" name="__codelineno-0-2045"></a><span class="w"> </span><span class="sd">"""Collect selected datasets and stream each symbol frame into SQLite.</span>
|
|
<a id="__codelineno-0-2046" name="__codelineno-0-2046"></a>
|
|
<a id="__codelineno-0-2047" name="__codelineno-0-2047"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-2048" name="__codelineno-0-2048"></a><span class="sd"> Written datasets and their columns.</span>
|
|
<a id="__codelineno-0-2049" name="__codelineno-0-2049"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-2050" name="__codelineno-0-2050"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]]</span> <span class="o">=</span> <span class="p">{}</span>
|
|
<a id="__codelineno-0-2051" name="__codelineno-0-2051"></a> <span class="n">written_tables</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">]</span> <span class="o">=</span> <span class="nb">set</span><span class="p">()</span>
|
|
<a id="__codelineno-0-2052" name="__codelineno-0-2052"></a> <span class="k">if</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">rates</span> <span class="ow">in</span> <span class="n">datasets</span> <span class="ow">and</span> <span class="n">write_rates_dataset</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2053" name="__codelineno-0-2053"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2054" name="__codelineno-0-2054"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2055" name="__codelineno-0-2055"></a> <span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2056" name="__codelineno-0-2056"></a> <span class="n">timeframe</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2057" name="__codelineno-0-2057"></a> <span class="n">date_from</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2058" name="__codelineno-0-2058"></a> <span class="n">date_to</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2059" name="__codelineno-0-2059"></a> <span class="n">if_exists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2060" name="__codelineno-0-2060"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2061" name="__codelineno-0-2061"></a> <span class="p">):</span>
|
|
<a id="__codelineno-0-2062" name="__codelineno-0-2062"></a> <span class="n">written_tables</span><span class="o">.</span><span class="n">add</span><span class="p">(</span><span class="n">Dataset</span><span class="o">.</span><span class="n">rates</span><span class="p">)</span>
|
|
<a id="__codelineno-0-2063" name="__codelineno-0-2063"></a> <span class="k">if</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">ticks</span> <span class="ow">in</span> <span class="n">datasets</span> <span class="ow">and</span> <span class="n">write_ticks_dataset</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2064" name="__codelineno-0-2064"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2065" name="__codelineno-0-2065"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2066" name="__codelineno-0-2066"></a> <span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2067" name="__codelineno-0-2067"></a> <span class="n">flags</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2068" name="__codelineno-0-2068"></a> <span class="n">date_from</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2069" name="__codelineno-0-2069"></a> <span class="n">date_to</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2070" name="__codelineno-0-2070"></a> <span class="n">if_exists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2071" name="__codelineno-0-2071"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2072" name="__codelineno-0-2072"></a> <span class="p">):</span>
|
|
<a id="__codelineno-0-2073" name="__codelineno-0-2073"></a> <span class="n">written_tables</span><span class="o">.</span><span class="n">add</span><span class="p">(</span><span class="n">Dataset</span><span class="o">.</span><span class="n">ticks</span><span class="p">)</span>
|
|
<a id="__codelineno-0-2074" name="__codelineno-0-2074"></a> <span class="k">if</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">history_orders</span> <span class="ow">in</span> <span class="n">datasets</span> <span class="ow">and</span> <span class="n">write_history_dataset</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2075" name="__codelineno-0-2075"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2076" name="__codelineno-0-2076"></a> <span class="n">client</span><span class="o">.</span><span class="n">history_orders_get_as_df</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2077" name="__codelineno-0-2077"></a> <span class="n">Dataset</span><span class="o">.</span><span class="n">history_orders</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2078" name="__codelineno-0-2078"></a> <span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2079" name="__codelineno-0-2079"></a> <span class="n">date_from</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2080" name="__codelineno-0-2080"></a> <span class="n">date_to</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2081" name="__codelineno-0-2081"></a> <span class="n">if_exists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2082" name="__codelineno-0-2082"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2083" name="__codelineno-0-2083"></a> <span class="n">include_account_events</span><span class="o">=</span><span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2084" name="__codelineno-0-2084"></a> <span class="p">):</span>
|
|
<a id="__codelineno-0-2085" name="__codelineno-0-2085"></a> <span class="n">written_tables</span><span class="o">.</span><span class="n">add</span><span class="p">(</span><span class="n">Dataset</span><span class="o">.</span><span class="n">history_orders</span><span class="p">)</span>
|
|
<a id="__codelineno-0-2086" name="__codelineno-0-2086"></a> <span class="k">if</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span> <span class="ow">in</span> <span class="n">datasets</span> <span class="ow">and</span> <span class="n">write_history_dataset</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2087" name="__codelineno-0-2087"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2088" name="__codelineno-0-2088"></a> <span class="n">client</span><span class="o">.</span><span class="n">history_deals_get_as_df</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2089" name="__codelineno-0-2089"></a> <span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2090" name="__codelineno-0-2090"></a> <span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2091" name="__codelineno-0-2091"></a> <span class="n">date_from</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2092" name="__codelineno-0-2092"></a> <span class="n">date_to</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2093" name="__codelineno-0-2093"></a> <span class="n">if_exists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2094" name="__codelineno-0-2094"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2095" name="__codelineno-0-2095"></a> <span class="n">include_account_events</span><span class="o">=</span><span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2096" name="__codelineno-0-2096"></a> <span class="p">):</span>
|
|
<a id="__codelineno-0-2097" name="__codelineno-0-2097"></a> <span class="n">written_tables</span><span class="o">.</span><span class="n">add</span><span class="p">(</span><span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span><span class="p">)</span>
|
|
<a id="__codelineno-0-2098" name="__codelineno-0-2098"></a> <span class="k">return</span> <span class="n">written_tables</span><span class="p">,</span> <span class="n">written_columns</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.write_history_dataset" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">write_history_dataset</span>
|
|
|
|
|
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<a href="#mt5cli.history.write_history_dataset" 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">write_history_dataset</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">fetch</span><span class="p">:</span> <span class="n"><span title="collections.abc.Callable">Callable</span></span><span class="p">[</span><span class="o">...</span><span class="p">,</span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span><span class="p">],</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">dataset</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></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>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">date_from</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="IfExists (mt5cli.utils.IfExists)" href="../utils/#mt5cli.utils.IfExists">IfExists</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]],</span>
|
|
<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-11" name="__codelineno-0-11" href="#__codelineno-0-11"></a> <span class="n">include_account_events</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-0-12" name="__codelineno-0-12" href="#__codelineno-0-12"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="bool">bool</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Stream a history dataset into SQLite.</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="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>True if the target table was written.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-1640">1640</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1641">1641</a></span>
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<span class="normal"><a href="#__codelineno-0-1642">1642</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1643">1643</a></span>
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<span class="normal"><a href="#__codelineno-0-1644">1644</a></span>
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<span class="normal"><a href="#__codelineno-0-1645">1645</a></span>
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<span class="normal"><a href="#__codelineno-0-1646">1646</a></span>
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<span class="normal"><a href="#__codelineno-0-1647">1647</a></span>
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<span class="normal"><a href="#__codelineno-0-1648">1648</a></span>
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<span class="normal"><a href="#__codelineno-0-1649">1649</a></span>
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<span class="normal"><a href="#__codelineno-0-1650">1650</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1651">1651</a></span>
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<span class="normal"><a href="#__codelineno-0-1652">1652</a></span>
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<span class="normal"><a href="#__codelineno-0-1653">1653</a></span>
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<span class="normal"><a href="#__codelineno-0-1654">1654</a></span>
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<span class="normal"><a href="#__codelineno-0-1655">1655</a></span>
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<span class="normal"><a href="#__codelineno-0-1656">1656</a></span>
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<span class="normal"><a href="#__codelineno-0-1657">1657</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1658">1658</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1659">1659</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1660">1660</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1661">1661</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1662">1662</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1663">1663</a></span>
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<span class="normal"><a href="#__codelineno-0-1664">1664</a></span>
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<span class="normal"><a href="#__codelineno-0-1665">1665</a></span>
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<span class="normal"><a href="#__codelineno-0-1666">1666</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1667">1667</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1668">1668</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1669">1669</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1670">1670</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1671">1671</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1672">1672</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1673">1673</a></span>
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<span class="normal"><a href="#__codelineno-0-1674">1674</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1675">1675</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1676">1676</a></span>
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<span class="normal"><a href="#__codelineno-0-1677">1677</a></span>
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<span class="normal"><a href="#__codelineno-0-1678">1678</a></span>
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<span class="normal"><a href="#__codelineno-0-1679">1679</a></span>
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<span class="normal"><a href="#__codelineno-0-1680">1680</a></span>
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<span class="normal"><a href="#__codelineno-0-1681">1681</a></span>
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<span class="normal"><a href="#__codelineno-0-1682">1682</a></span>
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<span class="normal"><a href="#__codelineno-0-1683">1683</a></span>
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<span class="normal"><a href="#__codelineno-0-1684">1684</a></span>
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<span class="normal"><a href="#__codelineno-0-1685">1685</a></span>
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<span class="normal"><a href="#__codelineno-0-1686">1686</a></span>
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<span class="normal"><a href="#__codelineno-0-1687">1687</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1640" name="__codelineno-0-1640"></a><span class="k">def</span><span class="w"> </span><span class="nf">write_history_dataset</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1641" name="__codelineno-0-1641"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1642" name="__codelineno-0-1642"></a> <span class="n">fetch</span><span class="p">:</span> <span class="n">Callable</span><span class="p">[</span><span class="o">...</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-0-1643" name="__codelineno-0-1643"></a> <span class="n">dataset</span><span class="p">:</span> <span class="n">Dataset</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1644" name="__codelineno-0-1644"></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>
|
|
<a id="__codelineno-0-1645" name="__codelineno-0-1645"></a> <span class="n">date_from</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1646" name="__codelineno-0-1646"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1647" name="__codelineno-0-1647"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n">IfExists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1648" name="__codelineno-0-1648"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]],</span>
|
|
<a id="__codelineno-0-1649" name="__codelineno-0-1649"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1650" name="__codelineno-0-1650"></a> <span class="n">include_account_events</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-0-1651" name="__codelineno-0-1651"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">bool</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1652" name="__codelineno-0-1652"></a><span class="w"> </span><span class="sd">"""Stream a history dataset into SQLite.</span>
|
|
<a id="__codelineno-0-1653" name="__codelineno-0-1653"></a>
|
|
<a id="__codelineno-0-1654" name="__codelineno-0-1654"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1655" name="__codelineno-0-1655"></a><span class="sd"> True if the target table was written.</span>
|
|
<a id="__codelineno-0-1656" name="__codelineno-0-1656"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1657" name="__codelineno-0-1657"></a> <span class="n">table_exists</span> <span class="o">=</span> <span class="kc">False</span>
|
|
<a id="__codelineno-0-1658" name="__codelineno-0-1658"></a> <span class="k">if</span> <span class="n">include_account_events</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1659" name="__codelineno-0-1659"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">filter_trade_history_frame</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1660" name="__codelineno-0-1660"></a> <span class="n">fetch</span><span class="p">(</span><span class="n">date_from</span><span class="o">=</span><span class="n">date_from</span><span class="p">,</span> <span class="n">date_to</span><span class="o">=</span><span class="n">date_to</span><span class="p">),</span>
|
|
<a id="__codelineno-0-1661" name="__codelineno-0-1661"></a> <span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1662" name="__codelineno-0-1662"></a> <span class="n">include_account_events</span><span class="o">=</span><span class="kc">True</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1663" name="__codelineno-0-1663"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1664" name="__codelineno-0-1664"></a> <span class="k">return</span> <span class="n">write_streamed_frame</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1665" name="__codelineno-0-1665"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1666" name="__codelineno-0-1666"></a> <span class="n">frame</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1667" name="__codelineno-0-1667"></a> <span class="n">dataset</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1668" name="__codelineno-0-1668"></a> <span class="n">table_exists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1669" name="__codelineno-0-1669"></a> <span class="n">if_exists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1670" name="__codelineno-0-1670"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1671" name="__codelineno-0-1671"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1672" name="__codelineno-0-1672"></a>
|
|
<a id="__codelineno-0-1673" name="__codelineno-0-1673"></a> <span class="k">def</span><span class="w"> </span><span class="nf">_fetch_history_frame</span><span class="p">(</span><span class="n">sym</span><span class="p">:</span> <span class="nb">str</span><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-0-1674" name="__codelineno-0-1674"></a> <span class="k">return</span> <span class="n">filter_trade_history_frame</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1675" name="__codelineno-0-1675"></a> <span class="n">fetch</span><span class="p">(</span><span class="n">date_from</span><span class="o">=</span><span class="n">date_from</span><span class="p">,</span> <span class="n">date_to</span><span class="o">=</span><span class="n">date_to</span><span class="p">,</span> <span class="n">symbol</span><span class="o">=</span><span class="n">sym</span><span class="p">),</span>
|
|
<a id="__codelineno-0-1676" name="__codelineno-0-1676"></a> <span class="p">[</span><span class="n">sym</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1677" name="__codelineno-0-1677"></a> <span class="n">include_account_events</span><span class="o">=</span><span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1678" name="__codelineno-0-1678"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1679" name="__codelineno-0-1679"></a>
|
|
<a id="__codelineno-0-1680" name="__codelineno-0-1680"></a> <span class="k">return</span> <span class="n">_stream_symbol_frames</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1681" name="__codelineno-0-1681"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1682" name="__codelineno-0-1682"></a> <span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1683" name="__codelineno-0-1683"></a> <span class="n">dataset</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1684" name="__codelineno-0-1684"></a> <span class="n">if_exists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1685" name="__codelineno-0-1685"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1686" name="__codelineno-0-1686"></a> <span class="n">_fetch_history_frame</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1687" name="__codelineno-0-1687"></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.history.write_incremental_datasets" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">write_incremental_datasets</span>
|
|
|
|
|
|
<a href="#mt5cli.history.write_incremental_datasets" 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">write_incremental_datasets</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5DataClient">Mt5DataClient</span></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>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">selected_datasets</span><span class="p">:</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">],</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">resolved_timeframes</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>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">resolved_tick_flags</span><span class="p">:</span> <span class="n"><span title="int">int</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">fallback_start</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="n">end_date</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-11" name="__codelineno-0-11" href="#__codelineno-0-11"></a> <span class="n">deduplicate</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-12" name="__codelineno-0-12" href="#__codelineno-0-12"></a> <span class="n">create_rate_views</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-13" name="__codelineno-0-13" href="#__codelineno-0-13"></a> <span class="n">with_views</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-14" name="__codelineno-0-14" href="#__codelineno-0-14"></a> <span class="n">include_account_events</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-15" name="__codelineno-0-15" href="#__codelineno-0-15"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="tuple">tuple</span></span><span class="p">[</span><span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">],</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]]]</span>
|
|
</code></pre></div>
|
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|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Append selected datasets incrementally and refresh indexes and views.</p>
|
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|
|
|
|
<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="tuple">tuple</span>[<span title="set">set</span>[<a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a>], <span title="dict">dict</span>[<a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a>, <span title="set">set</span>[<span title="str">str</span>]]]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Written datasets and their columns.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
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|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-1951">1951</a></span>
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<span class="normal"><a href="#__codelineno-0-1952">1952</a></span>
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<span class="normal"><a href="#__codelineno-0-1953">1953</a></span>
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<span class="normal"><a href="#__codelineno-0-1954">1954</a></span>
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<span class="normal"><a href="#__codelineno-0-1955">1955</a></span>
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<span class="normal"><a href="#__codelineno-0-1956">1956</a></span>
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<span class="normal"><a href="#__codelineno-0-1957">1957</a></span>
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|
<span class="normal"><a href="#__codelineno-0-1958">1958</a></span>
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<span class="normal"><a href="#__codelineno-0-1959">1959</a></span>
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<span class="normal"><a href="#__codelineno-0-1960">1960</a></span>
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<span class="normal"><a href="#__codelineno-0-1961">1961</a></span>
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<span class="normal"><a href="#__codelineno-0-1962">1962</a></span>
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<span class="normal"><a href="#__codelineno-0-1963">1963</a></span>
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<span class="normal"><a href="#__codelineno-0-1964">1964</a></span>
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|
<span class="normal"><a href="#__codelineno-0-1965">1965</a></span>
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<span class="normal"><a href="#__codelineno-0-1966">1966</a></span>
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|
<span class="normal"><a href="#__codelineno-0-1967">1967</a></span>
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<span class="normal"><a href="#__codelineno-0-1968">1968</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1969">1969</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1970">1970</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1971">1971</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1972">1972</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1973">1973</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1974">1974</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1975">1975</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1976">1976</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1977">1977</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1978">1978</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1979">1979</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1980">1980</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1981">1981</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1982">1982</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1983">1983</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1984">1984</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1985">1985</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1986">1986</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1987">1987</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1988">1988</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1989">1989</a></span>
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<span class="normal"><a href="#__codelineno-0-1990">1990</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1991">1991</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1992">1992</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1993">1993</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1994">1994</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1995">1995</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1996">1996</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1997">1997</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1998">1998</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1999">1999</a></span>
|
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<span class="normal"><a href="#__codelineno-0-2000">2000</a></span>
|
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<span class="normal"><a href="#__codelineno-0-2001">2001</a></span>
|
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<span class="normal"><a href="#__codelineno-0-2002">2002</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-2003">2003</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-2004">2004</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-2005">2005</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-2006">2006</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-2007">2007</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-2008">2008</a></span>
|
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<span class="normal"><a href="#__codelineno-0-2009">2009</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-2010">2010</a></span>
|
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<span class="normal"><a href="#__codelineno-0-2011">2011</a></span>
|
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<span class="normal"><a href="#__codelineno-0-2012">2012</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-2013">2013</a></span>
|
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<span class="normal"><a href="#__codelineno-0-2014">2014</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-2015">2015</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-2016">2016</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-2017">2017</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-2018">2018</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-2019">2019</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-2020">2020</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-2021">2021</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-2022">2022</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-2023">2023</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-2024">2024</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-2025">2025</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-2026">2026</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-2027">2027</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-2028">2028</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-2029">2029</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-2030">2030</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-2031">2031</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1951" name="__codelineno-0-1951"></a><span class="k">def</span><span class="w"> </span><span class="nf">write_incremental_datasets</span><span class="p">(</span> <span class="c1"># noqa: PLR0913</span>
|
|
<a id="__codelineno-0-1952" name="__codelineno-0-1952"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1953" name="__codelineno-0-1953"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5DataClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1954" name="__codelineno-0-1954"></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>
|
|
<a id="__codelineno-0-1955" name="__codelineno-0-1955"></a> <span class="n">selected_datasets</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1956" name="__codelineno-0-1956"></a> <span class="n">resolved_timeframes</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="nb">int</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1957" name="__codelineno-0-1957"></a> <span class="n">resolved_tick_flags</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1958" name="__codelineno-0-1958"></a> <span class="n">fallback_start</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1959" name="__codelineno-0-1959"></a> <span class="n">end_date</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1960" name="__codelineno-0-1960"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1961" name="__codelineno-0-1961"></a> <span class="n">deduplicate</span><span class="p">:</span> <span class="nb">bool</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1962" name="__codelineno-0-1962"></a> <span class="n">create_rate_views</span><span class="p">:</span> <span class="nb">bool</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1963" name="__codelineno-0-1963"></a> <span class="n">with_views</span><span class="p">:</span> <span class="nb">bool</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1964" name="__codelineno-0-1964"></a> <span class="n">include_account_events</span><span class="p">:</span> <span class="nb">bool</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1965" name="__codelineno-0-1965"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">tuple</span><span class="p">[</span><span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">],</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]]]:</span>
|
|
<a id="__codelineno-0-1966" name="__codelineno-0-1966"></a><span class="w"> </span><span class="sd">"""Append selected datasets incrementally and refresh indexes and views.</span>
|
|
<a id="__codelineno-0-1967" name="__codelineno-0-1967"></a>
|
|
<a id="__codelineno-0-1968" name="__codelineno-0-1968"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1969" name="__codelineno-0-1969"></a><span class="sd"> Written datasets and their columns.</span>
|
|
<a id="__codelineno-0-1970" name="__codelineno-0-1970"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1971" name="__codelineno-0-1971"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]]</span> <span class="o">=</span> <span class="p">{}</span>
|
|
<a id="__codelineno-0-1972" name="__codelineno-0-1972"></a> <span class="n">written_tables</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">]</span> <span class="o">=</span> <span class="nb">set</span><span class="p">()</span>
|
|
<a id="__codelineno-0-1973" name="__codelineno-0-1973"></a> <span class="n">dedup_scopes</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">list</span><span class="p">[</span><span class="n">DedupScope</span><span class="p">]]</span> <span class="o">=</span> <span class="p">{}</span>
|
|
<a id="__codelineno-0-1974" name="__codelineno-0-1974"></a> <span class="k">if</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">rates</span> <span class="ow">in</span> <span class="n">selected_datasets</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1975" name="__codelineno-0-1975"></a> <span class="n">_write_incremental_rates</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1976" name="__codelineno-0-1976"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1977" name="__codelineno-0-1977"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1978" name="__codelineno-0-1978"></a> <span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1979" name="__codelineno-0-1979"></a> <span class="n">resolved_timeframes</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1980" name="__codelineno-0-1980"></a> <span class="n">fallback_start</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1981" name="__codelineno-0-1981"></a> <span class="n">end_date</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1982" name="__codelineno-0-1982"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1983" name="__codelineno-0-1983"></a> <span class="n">written_tables</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1984" name="__codelineno-0-1984"></a> <span class="n">dedup_scopes</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1985" name="__codelineno-0-1985"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1986" name="__codelineno-0-1986"></a> <span class="k">if</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">ticks</span> <span class="ow">in</span> <span class="n">selected_datasets</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1987" name="__codelineno-0-1987"></a> <span class="n">_write_incremental_ticks</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1988" name="__codelineno-0-1988"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1989" name="__codelineno-0-1989"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1990" name="__codelineno-0-1990"></a> <span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1991" name="__codelineno-0-1991"></a> <span class="n">resolved_tick_flags</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1992" name="__codelineno-0-1992"></a> <span class="n">fallback_start</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1993" name="__codelineno-0-1993"></a> <span class="n">end_date</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1994" name="__codelineno-0-1994"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1995" name="__codelineno-0-1995"></a> <span class="n">written_tables</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1996" name="__codelineno-0-1996"></a> <span class="n">dedup_scopes</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1997" name="__codelineno-0-1997"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1998" name="__codelineno-0-1998"></a> <span class="k">if</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">history_orders</span> <span class="ow">in</span> <span class="n">selected_datasets</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1999" name="__codelineno-0-1999"></a> <span class="n">_write_incremental_history_orders</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2000" name="__codelineno-0-2000"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2001" name="__codelineno-0-2001"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2002" name="__codelineno-0-2002"></a> <span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2003" name="__codelineno-0-2003"></a> <span class="n">fallback_start</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2004" name="__codelineno-0-2004"></a> <span class="n">end_date</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2005" name="__codelineno-0-2005"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2006" name="__codelineno-0-2006"></a> <span class="n">written_tables</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2007" name="__codelineno-0-2007"></a> <span class="n">dedup_scopes</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2008" name="__codelineno-0-2008"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-2009" name="__codelineno-0-2009"></a> <span class="k">if</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span> <span class="ow">in</span> <span class="n">selected_datasets</span><span class="p">:</span>
|
|
<a id="__codelineno-0-2010" name="__codelineno-0-2010"></a> <span class="n">_write_incremental_history_deals</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2011" name="__codelineno-0-2011"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2012" name="__codelineno-0-2012"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2013" name="__codelineno-0-2013"></a> <span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2014" name="__codelineno-0-2014"></a> <span class="n">fallback_start</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2015" name="__codelineno-0-2015"></a> <span class="n">end_date</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2016" name="__codelineno-0-2016"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2017" name="__codelineno-0-2017"></a> <span class="n">written_tables</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2018" name="__codelineno-0-2018"></a> <span class="n">dedup_scopes</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2019" name="__codelineno-0-2019"></a> <span class="n">include_account_events</span><span class="o">=</span><span class="n">include_account_events</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2020" name="__codelineno-0-2020"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-2021" name="__codelineno-0-2021"></a> <span class="n">_finalize_incremental_writes</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2022" name="__codelineno-0-2022"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2023" name="__codelineno-0-2023"></a> <span class="n">selected_datasets</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2024" name="__codelineno-0-2024"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2025" name="__codelineno-0-2025"></a> <span class="n">written_tables</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2026" name="__codelineno-0-2026"></a> <span class="n">dedup_scopes</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2027" name="__codelineno-0-2027"></a> <span class="n">deduplicate</span><span class="o">=</span><span class="n">deduplicate</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2028" name="__codelineno-0-2028"></a> <span class="n">create_rate_views</span><span class="o">=</span><span class="n">create_rate_views</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2029" name="__codelineno-0-2029"></a> <span class="n">with_views</span><span class="o">=</span><span class="n">with_views</span><span class="p">,</span>
|
|
<a id="__codelineno-0-2030" name="__codelineno-0-2030"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-2031" name="__codelineno-0-2031"></a> <span class="k">return</span> <span class="n">written_tables</span><span class="p">,</span> <span class="n">written_columns</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.write_rates_dataset" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">write_rates_dataset</span>
|
|
|
|
|
|
<a href="#mt5cli.history.write_rates_dataset" 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">write_rates_dataset</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5DataClient">Mt5DataClient</span></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>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">timeframe</span><span class="p">:</span> <span class="n"><span title="int">int</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">date_from</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="IfExists (mt5cli.utils.IfExists)" href="../utils/#mt5cli.utils.IfExists">IfExists</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><span title="str">str</span></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="bool">bool</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Stream rates frames into SQLite.</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="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>True if the rates table was written.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-1565">1565</a></span>
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<span class="normal"><a href="#__codelineno-0-1566">1566</a></span>
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<span class="normal"><a href="#__codelineno-0-1568">1568</a></span>
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<span class="normal"><a href="#__codelineno-0-1569">1569</a></span>
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<span class="normal"><a href="#__codelineno-0-1570">1570</a></span>
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<span class="normal"><a href="#__codelineno-0-1572">1572</a></span>
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<span class="normal"><a href="#__codelineno-0-1577">1577</a></span>
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<span class="normal"><a href="#__codelineno-0-1578">1578</a></span>
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<span class="normal"><a href="#__codelineno-0-1579">1579</a></span>
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<span class="normal"><a href="#__codelineno-0-1583">1583</a></span>
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<span class="normal"><a href="#__codelineno-0-1584">1584</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1585">1585</a></span>
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<span class="normal"><a href="#__codelineno-0-1586">1586</a></span>
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<span class="normal"><a href="#__codelineno-0-1587">1587</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1588">1588</a></span>
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<span class="normal"><a href="#__codelineno-0-1589">1589</a></span>
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<span class="normal"><a href="#__codelineno-0-1590">1590</a></span>
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<span class="normal"><a href="#__codelineno-0-1591">1591</a></span>
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<span class="normal"><a href="#__codelineno-0-1592">1592</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1593">1593</a></span>
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<span class="normal"><a href="#__codelineno-0-1594">1594</a></span>
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<span class="normal"><a href="#__codelineno-0-1595">1595</a></span>
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<span class="normal"><a href="#__codelineno-0-1596">1596</a></span>
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<span class="normal"><a href="#__codelineno-0-1597">1597</a></span>
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<span class="normal"><a href="#__codelineno-0-1598">1598</a></span>
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<span class="normal"><a href="#__codelineno-0-1599">1599</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1600">1600</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1565" name="__codelineno-0-1565"></a><span class="k">def</span><span class="w"> </span><span class="nf">write_rates_dataset</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1566" name="__codelineno-0-1566"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1567" name="__codelineno-0-1567"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5DataClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1568" name="__codelineno-0-1568"></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>
|
|
<a id="__codelineno-0-1569" name="__codelineno-0-1569"></a> <span class="n">timeframe</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1570" name="__codelineno-0-1570"></a> <span class="n">date_from</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1571" name="__codelineno-0-1571"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1572" name="__codelineno-0-1572"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n">IfExists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1573" name="__codelineno-0-1573"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]],</span>
|
|
<a id="__codelineno-0-1574" name="__codelineno-0-1574"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">bool</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1575" name="__codelineno-0-1575"></a><span class="w"> </span><span class="sd">"""Stream rates frames into SQLite.</span>
|
|
<a id="__codelineno-0-1576" name="__codelineno-0-1576"></a>
|
|
<a id="__codelineno-0-1577" name="__codelineno-0-1577"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1578" name="__codelineno-0-1578"></a><span class="sd"> True if the rates table was written.</span>
|
|
<a id="__codelineno-0-1579" name="__codelineno-0-1579"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1580" name="__codelineno-0-1580"></a>
|
|
<a id="__codelineno-0-1581" name="__codelineno-0-1581"></a> <span class="k">def</span><span class="w"> </span><span class="nf">_fetch_rates_frame</span><span class="p">(</span><span class="n">sym</span><span class="p">:</span> <span class="nb">str</span><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-0-1582" name="__codelineno-0-1582"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">copy_rates_range_as_df</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1583" name="__codelineno-0-1583"></a> <span class="n">symbol</span><span class="o">=</span><span class="n">sym</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1584" name="__codelineno-0-1584"></a> <span class="n">timeframe</span><span class="o">=</span><span class="n">timeframe</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1585" name="__codelineno-0-1585"></a> <span class="n">date_from</span><span class="o">=</span><span class="n">date_from</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1586" name="__codelineno-0-1586"></a> <span class="n">date_to</span><span class="o">=</span><span class="n">date_to</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1587" name="__codelineno-0-1587"></a> <span class="p">)</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">"symbol"</span><span class="p">,</span> <span class="s2">"timeframe"</span><span class="p">],</span> <span class="n">errors</span><span class="o">=</span><span class="s2">"ignore"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1588" name="__codelineno-0-1588"></a> <span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">frame</span><span class="o">.</span><span class="n">columns</span><span class="p">)</span> <span class="o">!=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1589" name="__codelineno-0-1589"></a> <span class="n">frame</span><span class="o">.</span><span class="n">insert</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span> <span class="s2">"symbol"</span><span class="p">,</span> <span class="n">sym</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1590" name="__codelineno-0-1590"></a> <span class="n">frame</span><span class="o">.</span><span class="n">insert</span><span class="p">(</span><span class="mi">1</span><span class="p">,</span> <span class="s2">"timeframe"</span><span class="p">,</span> <span class="n">timeframe</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1591" name="__codelineno-0-1591"></a> <span class="k">return</span> <span class="n">frame</span>
|
|
<a id="__codelineno-0-1592" name="__codelineno-0-1592"></a>
|
|
<a id="__codelineno-0-1593" name="__codelineno-0-1593"></a> <span class="k">return</span> <span class="n">_stream_symbol_frames</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1594" name="__codelineno-0-1594"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1595" name="__codelineno-0-1595"></a> <span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1596" name="__codelineno-0-1596"></a> <span class="n">Dataset</span><span class="o">.</span><span class="n">rates</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1597" name="__codelineno-0-1597"></a> <span class="n">if_exists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1598" name="__codelineno-0-1598"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1599" name="__codelineno-0-1599"></a> <span class="n">_fetch_rates_frame</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1600" name="__codelineno-0-1600"></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.history.write_streamed_frame" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">write_streamed_frame</span>
|
|
|
|
|
|
<a href="#mt5cli.history.write_streamed_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">write_streamed_frame</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">frame</span><span class="p">:</span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">dataset</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">table_exists</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="IfExists (mt5cli.utils.IfExists)" href="../utils/#mt5cli.utils.IfExists">IfExists</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]],</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="bool">bool</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Write one streamed dataset frame and track table state.</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="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>True if the dataset table exists after this write attempt.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
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|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-1181">1181</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1182">1182</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1183">1183</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1184">1184</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1185">1185</a></span>
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<span class="normal"><a href="#__codelineno-0-1186">1186</a></span>
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<span class="normal"><a href="#__codelineno-0-1187">1187</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1188">1188</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1189">1189</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1190">1190</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1191">1191</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1192">1192</a></span>
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<span class="normal"><a href="#__codelineno-0-1193">1193</a></span>
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<span class="normal"><a href="#__codelineno-0-1194">1194</a></span>
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<span class="normal"><a href="#__codelineno-0-1195">1195</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1196">1196</a></span>
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<span class="normal"><a href="#__codelineno-0-1197">1197</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1198">1198</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1181" name="__codelineno-0-1181"></a><span class="k">def</span><span class="w"> </span><span class="nf">write_streamed_frame</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1182" name="__codelineno-0-1182"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1183" name="__codelineno-0-1183"></a> <span class="n">frame</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-0-1184" name="__codelineno-0-1184"></a> <span class="n">dataset</span><span class="p">:</span> <span class="n">Dataset</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1185" name="__codelineno-0-1185"></a> <span class="n">table_exists</span><span class="p">:</span> <span class="nb">bool</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1186" name="__codelineno-0-1186"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n">IfExists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1187" name="__codelineno-0-1187"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]],</span>
|
|
<a id="__codelineno-0-1188" name="__codelineno-0-1188"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">bool</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1189" name="__codelineno-0-1189"></a><span class="w"> </span><span class="sd">"""Write one streamed dataset frame and track table state.</span>
|
|
<a id="__codelineno-0-1190" name="__codelineno-0-1190"></a>
|
|
<a id="__codelineno-0-1191" name="__codelineno-0-1191"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1192" name="__codelineno-0-1192"></a><span class="sd"> True if the dataset table exists after this write attempt.</span>
|
|
<a id="__codelineno-0-1193" name="__codelineno-0-1193"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1194" name="__codelineno-0-1194"></a> <span class="n">write_mode</span> <span class="o">=</span> <span class="n">IfExists</span><span class="o">.</span><span class="n">APPEND</span> <span class="k">if</span> <span class="n">table_exists</span> <span class="k">else</span> <span class="n">if_exists</span>
|
|
<a id="__codelineno-0-1195" name="__codelineno-0-1195"></a> <span class="k">if</span> <span class="n">append_dataframe</span><span class="p">(</span><span class="n">conn</span><span class="p">,</span> <span class="n">frame</span><span class="p">,</span> <span class="n">dataset</span><span class="o">.</span><span class="n">table_name</span><span class="p">,</span> <span class="n">write_mode</span><span class="p">):</span>
|
|
<a id="__codelineno-0-1196" name="__codelineno-0-1196"></a> <span class="n">record_written_columns</span><span class="p">(</span><span class="n">written_columns</span><span class="p">,</span> <span class="n">dataset</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">return</span> <span class="kc">True</span>
|
|
<a id="__codelineno-0-1198" name="__codelineno-0-1198"></a> <span class="k">return</span> <span class="n">table_exists</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.write_ticks_dataset" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">write_ticks_dataset</span>
|
|
|
|
|
|
<a href="#mt5cli.history.write_ticks_dataset" 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">write_ticks_dataset</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5DataClient">Mt5DataClient</span></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>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">flags</span><span class="p">:</span> <span class="n"><span title="int">int</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">date_from</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="IfExists (mt5cli.utils.IfExists)" href="../utils/#mt5cli.utils.IfExists">IfExists</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><span title="str">str</span></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="bool">bool</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Stream ticks frames into SQLite.</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="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>True if the ticks table was written.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.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-0-1603">1603</a></span>
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<span class="normal"><a href="#__codelineno-0-1637">1637</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1603" name="__codelineno-0-1603"></a><span class="k">def</span><span class="w"> </span><span class="nf">write_ticks_dataset</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1604" name="__codelineno-0-1604"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1605" name="__codelineno-0-1605"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5DataClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1606" name="__codelineno-0-1606"></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>
|
|
<a id="__codelineno-0-1607" name="__codelineno-0-1607"></a> <span class="n">flags</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1608" name="__codelineno-0-1608"></a> <span class="n">date_from</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1609" name="__codelineno-0-1609"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1610" name="__codelineno-0-1610"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n">IfExists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1611" name="__codelineno-0-1611"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]],</span>
|
|
<a id="__codelineno-0-1612" name="__codelineno-0-1612"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">bool</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1613" name="__codelineno-0-1613"></a><span class="w"> </span><span class="sd">"""Stream ticks frames into SQLite.</span>
|
|
<a id="__codelineno-0-1614" name="__codelineno-0-1614"></a>
|
|
<a id="__codelineno-0-1615" name="__codelineno-0-1615"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1616" name="__codelineno-0-1616"></a><span class="sd"> True if the ticks table was written.</span>
|
|
<a id="__codelineno-0-1617" name="__codelineno-0-1617"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1618" name="__codelineno-0-1618"></a>
|
|
<a id="__codelineno-0-1619" name="__codelineno-0-1619"></a> <span class="k">def</span><span class="w"> </span><span class="nf">_fetch_ticks_frame</span><span class="p">(</span><span class="n">sym</span><span class="p">:</span> <span class="nb">str</span><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-0-1620" name="__codelineno-0-1620"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">copy_ticks_range_as_df</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1621" name="__codelineno-0-1621"></a> <span class="n">symbol</span><span class="o">=</span><span class="n">sym</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1622" name="__codelineno-0-1622"></a> <span class="n">date_from</span><span class="o">=</span><span class="n">date_from</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1623" name="__codelineno-0-1623"></a> <span class="n">date_to</span><span class="o">=</span><span class="n">date_to</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1624" name="__codelineno-0-1624"></a> <span class="n">flags</span><span class="o">=</span><span class="n">flags</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1625" name="__codelineno-0-1625"></a> <span class="p">)</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">"symbol"</span><span class="p">],</span> <span class="n">errors</span><span class="o">=</span><span class="s2">"ignore"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1626" name="__codelineno-0-1626"></a> <span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">frame</span><span class="o">.</span><span class="n">columns</span><span class="p">)</span> <span class="o">!=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1627" name="__codelineno-0-1627"></a> <span class="n">frame</span><span class="o">.</span><span class="n">insert</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span> <span class="s2">"symbol"</span><span class="p">,</span> <span class="n">sym</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1628" name="__codelineno-0-1628"></a> <span class="k">return</span> <span class="n">frame</span>
|
|
<a id="__codelineno-0-1629" name="__codelineno-0-1629"></a>
|
|
<a id="__codelineno-0-1630" name="__codelineno-0-1630"></a> <span class="k">return</span> <span class="n">_stream_symbol_frames</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1631" name="__codelineno-0-1631"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1632" name="__codelineno-0-1632"></a> <span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1633" name="__codelineno-0-1633"></a> <span class="n">Dataset</span><span class="o">.</span><span class="n">ticks</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1634" name="__codelineno-0-1634"></a> <span class="n">if_exists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1635" name="__codelineno-0-1635"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1636" name="__codelineno-0-1636"></a> <span class="n">_fetch_ticks_frame</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1637" name="__codelineno-0-1637"></a> <span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
</div><h2 id="collect-history-schema"><code>collect-history</code> schema<a class="headerlink" href="#collect-history-schema" title="Permanent link">¶</a></h2>
|
|
<p>The <code>collect-history</code> command (and the matching <code>collect_history</code> SDK function) writes
|
|
selected MT5 datasets into one SQLite database. Each dataset becomes a table; column
|
|
names and types mirror the pdmt5 DataFrame schema for that export, with two additions:</p>
|
|
<ul>
|
|
<li><code>symbol</code> is prepended on every table.</li>
|
|
<li><code>timeframe</code> is prepended on <code>rates</code> so appended runs at different bar sizes stay
|
|
distinguishable.</li>
|
|
</ul>
|
|
<p>SQLite does not declare foreign keys. Rows are linked logically by <code>symbol</code>, time
|
|
windows, and (for deals) <code>position_id</code> / <code>order</code>. Duplicate rows are removed on
|
|
append using dataset-specific keys (for example <code>ticket</code> on history tables, or
|
|
<code>(symbol, timeframe, time)</code> on rates).</p>
|
|
<p>Optional views are created when <code>--with-views</code> is set and the <code>history-deals</code> dataset
|
|
was written.</p>
|
|
<h3 id="entity-relationship-diagram">Entity-relationship diagram<a class="headerlink" href="#entity-relationship-diagram" title="Permanent link">¶</a></h3>
|
|
<p>Sample layout for a full collection with <code>--with-views</code>:</p>
|
|
<div class="highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a>erDiagram
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> rates {
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> TEXT symbol "dedup key"
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> INTEGER timeframe "dedup key"
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> TEXT time "dedup key"
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> REAL open
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> REAL high
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> REAL low
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> REAL close
|
|
<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a> INTEGER tick_volume
|
|
<a id="__codelineno-0-11" name="__codelineno-0-11" href="#__codelineno-0-11"></a> INTEGER spread
|
|
<a id="__codelineno-0-12" name="__codelineno-0-12" href="#__codelineno-0-12"></a> INTEGER real_volume
|
|
<a id="__codelineno-0-13" name="__codelineno-0-13" href="#__codelineno-0-13"></a> }
|
|
<a id="__codelineno-0-14" name="__codelineno-0-14" href="#__codelineno-0-14"></a>
|
|
<a id="__codelineno-0-15" name="__codelineno-0-15" href="#__codelineno-0-15"></a> ticks {
|
|
<a id="__codelineno-0-16" name="__codelineno-0-16" href="#__codelineno-0-16"></a> TEXT symbol "dedup key"
|
|
<a id="__codelineno-0-17" name="__codelineno-0-17" href="#__codelineno-0-17"></a> TEXT time "dedup key"
|
|
<a id="__codelineno-0-18" name="__codelineno-0-18" href="#__codelineno-0-18"></a> INTEGER time_msc "dedup key (preferred)"
|
|
<a id="__codelineno-0-19" name="__codelineno-0-19" href="#__codelineno-0-19"></a> REAL bid
|
|
<a id="__codelineno-0-20" name="__codelineno-0-20" href="#__codelineno-0-20"></a> REAL ask
|
|
<a id="__codelineno-0-21" name="__codelineno-0-21" href="#__codelineno-0-21"></a> REAL last
|
|
<a id="__codelineno-0-22" name="__codelineno-0-22" href="#__codelineno-0-22"></a> INTEGER volume
|
|
<a id="__codelineno-0-23" name="__codelineno-0-23" href="#__codelineno-0-23"></a> INTEGER flags
|
|
<a id="__codelineno-0-24" name="__codelineno-0-24" href="#__codelineno-0-24"></a> REAL volume_real
|
|
<a id="__codelineno-0-25" name="__codelineno-0-25" href="#__codelineno-0-25"></a> }
|
|
<a id="__codelineno-0-26" name="__codelineno-0-26" href="#__codelineno-0-26"></a>
|
|
<a id="__codelineno-0-27" name="__codelineno-0-27" href="#__codelineno-0-27"></a> history_orders {
|
|
<a id="__codelineno-0-28" name="__codelineno-0-28" href="#__codelineno-0-28"></a> INTEGER ticket "dedup key"
|
|
<a id="__codelineno-0-29" name="__codelineno-0-29" href="#__codelineno-0-29"></a> TEXT symbol
|
|
<a id="__codelineno-0-30" name="__codelineno-0-30" href="#__codelineno-0-30"></a> TEXT time
|
|
<a id="__codelineno-0-31" name="__codelineno-0-31" href="#__codelineno-0-31"></a> INTEGER type
|
|
<a id="__codelineno-0-32" name="__codelineno-0-32" href="#__codelineno-0-32"></a> INTEGER state
|
|
<a id="__codelineno-0-33" name="__codelineno-0-33" href="#__codelineno-0-33"></a> REAL volume_initial
|
|
<a id="__codelineno-0-34" name="__codelineno-0-34" href="#__codelineno-0-34"></a> REAL price_open
|
|
<a id="__codelineno-0-35" name="__codelineno-0-35" href="#__codelineno-0-35"></a> REAL price_current
|
|
<a id="__codelineno-0-36" name="__codelineno-0-36" href="#__codelineno-0-36"></a> INTEGER magic
|
|
<a id="__codelineno-0-37" name="__codelineno-0-37" href="#__codelineno-0-37"></a> }
|
|
<a id="__codelineno-0-38" name="__codelineno-0-38" href="#__codelineno-0-38"></a>
|
|
<a id="__codelineno-0-39" name="__codelineno-0-39" href="#__codelineno-0-39"></a> history_deals {
|
|
<a id="__codelineno-0-40" name="__codelineno-0-40" href="#__codelineno-0-40"></a> INTEGER ticket "dedup key"
|
|
<a id="__codelineno-0-41" name="__codelineno-0-41" href="#__codelineno-0-41"></a> INTEGER order
|
|
<a id="__codelineno-0-42" name="__codelineno-0-42" href="#__codelineno-0-42"></a> INTEGER position_id "groups position view"
|
|
<a id="__codelineno-0-43" name="__codelineno-0-43" href="#__codelineno-0-43"></a> TEXT symbol
|
|
<a id="__codelineno-0-44" name="__codelineno-0-44" href="#__codelineno-0-44"></a> TEXT time
|
|
<a id="__codelineno-0-45" name="__codelineno-0-45" href="#__codelineno-0-45"></a> INTEGER type "0/1 trade, else cash event"
|
|
<a id="__codelineno-0-46" name="__codelineno-0-46" href="#__codelineno-0-46"></a> INTEGER entry "0 IN, 1 OUT, 2 INOUT, 3 OUT_BY"
|
|
<a id="__codelineno-0-47" name="__codelineno-0-47" href="#__codelineno-0-47"></a> REAL volume
|
|
<a id="__codelineno-0-48" name="__codelineno-0-48" href="#__codelineno-0-48"></a> REAL price
|
|
<a id="__codelineno-0-49" name="__codelineno-0-49" href="#__codelineno-0-49"></a> REAL profit
|
|
<a id="__codelineno-0-50" name="__codelineno-0-50" href="#__codelineno-0-50"></a> REAL commission
|
|
<a id="__codelineno-0-51" name="__codelineno-0-51" href="#__codelineno-0-51"></a> REAL swap
|
|
<a id="__codelineno-0-52" name="__codelineno-0-52" href="#__codelineno-0-52"></a> REAL fee
|
|
<a id="__codelineno-0-53" name="__codelineno-0-53" href="#__codelineno-0-53"></a> }
|
|
<a id="__codelineno-0-54" name="__codelineno-0-54" href="#__codelineno-0-54"></a>
|
|
<a id="__codelineno-0-55" name="__codelineno-0-55" href="#__codelineno-0-55"></a> cash_events {
|
|
<a id="__codelineno-0-56" name="__codelineno-0-56" href="#__codelineno-0-56"></a> INTEGER ticket
|
|
<a id="__codelineno-0-57" name="__codelineno-0-57" href="#__codelineno-0-57"></a> TEXT symbol
|
|
<a id="__codelineno-0-58" name="__codelineno-0-58" href="#__codelineno-0-58"></a> TEXT time
|
|
<a id="__codelineno-0-59" name="__codelineno-0-59" href="#__codelineno-0-59"></a> INTEGER type
|
|
<a id="__codelineno-0-60" name="__codelineno-0-60" href="#__codelineno-0-60"></a> REAL profit
|
|
<a id="__codelineno-0-61" name="__codelineno-0-61" href="#__codelineno-0-61"></a> }
|
|
<a id="__codelineno-0-62" name="__codelineno-0-62" href="#__codelineno-0-62"></a>
|
|
<a id="__codelineno-0-63" name="__codelineno-0-63" href="#__codelineno-0-63"></a> positions_reconstructed {
|
|
<a id="__codelineno-0-64" name="__codelineno-0-64" href="#__codelineno-0-64"></a> INTEGER position_id
|
|
<a id="__codelineno-0-65" name="__codelineno-0-65" href="#__codelineno-0-65"></a> TEXT symbol
|
|
<a id="__codelineno-0-66" name="__codelineno-0-66" href="#__codelineno-0-66"></a> TEXT open_time
|
|
<a id="__codelineno-0-67" name="__codelineno-0-67" href="#__codelineno-0-67"></a> TEXT close_time
|
|
<a id="__codelineno-0-68" name="__codelineno-0-68" href="#__codelineno-0-68"></a> INTEGER direction
|
|
<a id="__codelineno-0-69" name="__codelineno-0-69" href="#__codelineno-0-69"></a> REAL volume_open
|
|
<a id="__codelineno-0-70" name="__codelineno-0-70" href="#__codelineno-0-70"></a> REAL volume_close
|
|
<a id="__codelineno-0-71" name="__codelineno-0-71" href="#__codelineno-0-71"></a> REAL volume_reversal
|
|
<a id="__codelineno-0-72" name="__codelineno-0-72" href="#__codelineno-0-72"></a> REAL open_price
|
|
<a id="__codelineno-0-73" name="__codelineno-0-73" href="#__codelineno-0-73"></a> REAL close_price
|
|
<a id="__codelineno-0-74" name="__codelineno-0-74" href="#__codelineno-0-74"></a> REAL total_profit
|
|
<a id="__codelineno-0-75" name="__codelineno-0-75" href="#__codelineno-0-75"></a> INTEGER reversal_count
|
|
<a id="__codelineno-0-76" name="__codelineno-0-76" href="#__codelineno-0-76"></a> INTEGER deals_count
|
|
<a id="__codelineno-0-77" name="__codelineno-0-77" href="#__codelineno-0-77"></a> }
|
|
<a id="__codelineno-0-78" name="__codelineno-0-78" href="#__codelineno-0-78"></a>
|
|
<a id="__codelineno-0-79" name="__codelineno-0-79" href="#__codelineno-0-79"></a> rates ||--o{ history_deals : "symbol (logical)"
|
|
<a id="__codelineno-0-80" name="__codelineno-0-80" href="#__codelineno-0-80"></a> ticks ||--o{ history_deals : "symbol (logical)"
|
|
<a id="__codelineno-0-81" name="__codelineno-0-81" href="#__codelineno-0-81"></a> history_orders ||--o{ history_deals : "order ~ ticket (logical)"
|
|
<a id="__codelineno-0-82" name="__codelineno-0-82" href="#__codelineno-0-82"></a> history_deals ||--|| cash_events : "VIEW: type NOT IN (0,1)"
|
|
<a id="__codelineno-0-83" name="__codelineno-0-83" href="#__codelineno-0-83"></a> history_deals ||--o{ positions_reconstructed : "VIEW: GROUP BY position_id"
|
|
</code></pre></div>
|
|
<h3 id="tables-and-views">Tables and views<a class="headerlink" href="#tables-and-views" title="Permanent link">¶</a></h3>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Object</th>
|
|
<th>Kind</th>
|
|
<th>Source</th>
|
|
<th>Notes</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr>
|
|
<td><code>rates</code></td>
|
|
<td>table</td>
|
|
<td><code>copy_rates_range</code></td>
|
|
<td>Indexed on <code>(symbol, timeframe, time)</code> when columns exist.</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>ticks</code></td>
|
|
<td>table</td>
|
|
<td><code>copy_ticks_range</code></td>
|
|
<td>Indexed on <code>(symbol, time)</code> when columns exist.</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>history_orders</code></td>
|
|
<td>table</td>
|
|
<td><code>history_orders_get</code></td>
|
|
<td>Fetched per <code>--symbol</code>, then concatenated.</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>history_deals</code></td>
|
|
<td>table</td>
|
|
<td><code>history_deals_get</code></td>
|
|
<td>Fetched per <code>--symbol</code>, then concatenated. Indexed on <code>(position_id, symbol)</code> when present.</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>cash_events</code></td>
|
|
<td>view</td>
|
|
<td><code>history_deals</code></td>
|
|
<td>Non-trade deal types (deposits, balance ops, etc.). Requires <code>type</code> column.</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>positions_reconstructed</code></td>
|
|
<td>view</td>
|
|
<td><code>history_deals</code></td>
|
|
<td>One row per closed <code>position_id</code>; volume-weighted prices and reversal stats.</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
<p>Column sets can vary with terminal and pdmt5 version. Views are skipped with a warning
|
|
when required columns are missing.</p>
|
|
<h3 id="incremental-collection">Incremental collection<a class="headerlink" href="#incremental-collection" title="Permanent link">¶</a></h3>
|
|
<p>The <code>update_history</code> SDK path uses the same base tables and optional
|
|
<code>cash_events</code> / <code>positions_reconstructed</code> views. It additionally maintains
|
|
<code>rate_<symbol>__<timeframe></code> compatibility views when <code>create_rate_views=True</code>.</p>
|
|
<h3 id="rate-view-resolution">Rate view resolution<a class="headerlink" href="#rate-view-resolution" title="Permanent link">¶</a></h3>
|
|
<p>Downstream tools can resolve mt5cli-managed compatibility view names from an
|
|
existing SQLite history database without creating files or guessing naming
|
|
schemes:</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">pathlib</span><span class="w"> </span><span class="kn">import</span> <span class="n">Path</span>
|
|
<a id="__codelineno-1-2" name="__codelineno-1-2" href="#__codelineno-1-2"></a>
|
|
<a id="__codelineno-1-3" name="__codelineno-1-3" href="#__codelineno-1-3"></a><span class="kn">from</span><span class="w"> </span><span class="nn">mt5cli.history</span><span class="w"> </span><span class="kn">import</span> <span class="n">resolve_rate_view_name</span><span class="p">,</span> <span class="n">resolve_rate_view_names</span>
|
|
<a id="__codelineno-1-4" name="__codelineno-1-4" href="#__codelineno-1-4"></a>
|
|
<a id="__codelineno-1-5" name="__codelineno-1-5" href="#__codelineno-1-5"></a><span class="c1"># Single symbol and granularity</span>
|
|
<a id="__codelineno-1-6" name="__codelineno-1-6" href="#__codelineno-1-6"></a><span class="n">view</span> <span class="o">=</span> <span class="n">resolve_rate_view_name</span><span class="p">(</span><span class="n">Path</span><span class="p">(</span><span class="s2">"history.db"</span><span class="p">),</span> <span class="s2">"EURUSD"</span><span class="p">,</span> <span class="s2">"M1"</span><span class="p">)</span>
|
|
<a id="__codelineno-1-7" name="__codelineno-1-7" href="#__codelineno-1-7"></a>
|
|
<a id="__codelineno-1-8" name="__codelineno-1-8" href="#__codelineno-1-8"></a><span class="c1"># Batch resolution in row-major order</span>
|
|
<a id="__codelineno-1-9" name="__codelineno-1-9" href="#__codelineno-1-9"></a><span class="n">views</span> <span class="o">=</span> <span class="n">resolve_rate_view_names</span><span class="p">(</span>
|
|
<a id="__codelineno-1-10" name="__codelineno-1-10" href="#__codelineno-1-10"></a> <span class="n">Path</span><span class="p">(</span><span class="s2">"history.db"</span><span class="p">),</span>
|
|
<a id="__codelineno-1-11" name="__codelineno-1-11" href="#__codelineno-1-11"></a> <span class="p">[</span><span class="s2">"EURUSD"</span><span class="p">,</span> <span class="s2">"GBPUSD"</span><span class="p">],</span>
|
|
<a id="__codelineno-1-12" name="__codelineno-1-12" href="#__codelineno-1-12"></a> <span class="p">[</span><span class="s2">"M1"</span><span class="p">,</span> <span class="s2">"H1"</span><span class="p">],</span>
|
|
<a id="__codelineno-1-13" name="__codelineno-1-13" href="#__codelineno-1-13"></a><span class="p">)</span>
|
|
</code></pre></div>
|
|
<p>Resolution rules:</p>
|
|
<ul>
|
|
<li>Returns <code>rate_<symbol>__<timeframe></code> when a symbol stores one timeframe.</li>
|
|
<li>Returns <code>rate_<symbol>__<granularity>_<timeframe></code> when multiple timeframes
|
|
are stored for the same symbol.</li>
|
|
<li>When multiple naming candidates apply, prefers an existing managed
|
|
<code>rate_*__*</code> view from the candidate list.</li>
|
|
<li>Falls back to single-timeframe naming when the database path is missing or
|
|
<code>rates</code> metadata is unavailable.</li>
|
|
<li>Pass <code>require_existing=True</code> to raise <code>ValueError</code> instead of returning a
|
|
best-guess name when the database or view is missing.</li>
|
|
<li>Accepts either a SQLite path or an open <code>sqlite3.Connection</code>.</li>
|
|
</ul>
|
|
<h3 id="rate-data-loading">Rate data loading<a class="headerlink" href="#rate-data-loading" title="Permanent link">¶</a></h3>
|
|
<p>The canonical normalized rate table is <code>rates</code>; compatibility views are named
|
|
with <code>rate_<symbol>__<timeframe></code> for single-timeframe symbols or
|
|
<code>rate_<symbol>__<granularity>_<timeframe></code> when a symbol has multiple stored
|
|
timeframes. <code>resolve_rate_table_name()</code> returns <code>rates</code>, while
|
|
<code>resolve_rate_view_name()</code> returns the per-symbol compatibility view name.</p>
|
|
<p>Use <code>load_rate_data()</code> or <code>load_rate_series_from_sqlite(..., table=...)</code> to load
|
|
a single table or view from a SQLite path. Use
|
|
<code>load_rate_series_by_granularity()</code> to load multiple instrument/granularity
|
|
targets without hard-coding view names:</p>
|
|
<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">pathlib</span><span class="w"> </span><span class="kn">import</span> <span class="n">Path</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="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-2-4" name="__codelineno-2-4" href="#__codelineno-2-4"></a> <span class="n">load_rate_series_by_granularity</span><span class="p">,</span>
|
|
<a id="__codelineno-2-5" name="__codelineno-2-5" href="#__codelineno-2-5"></a> <span class="n">load_rate_series_from_sqlite</span><span class="p">,</span>
|
|
<a id="__codelineno-2-6" name="__codelineno-2-6" href="#__codelineno-2-6"></a><span class="p">)</span>
|
|
<a id="__codelineno-2-7" name="__codelineno-2-7" href="#__codelineno-2-7"></a><span class="kn">from</span><span class="w"> </span><span class="nn">mt5cli.history</span><span class="w"> </span><span class="kn">import</span> <span class="p">(</span>
|
|
<a id="__codelineno-2-8" name="__codelineno-2-8" href="#__codelineno-2-8"></a> <span class="n">load_rate_data</span><span class="p">,</span>
|
|
<a id="__codelineno-2-9" name="__codelineno-2-9" href="#__codelineno-2-9"></a> <span class="n">resolve_rate_table_name</span><span class="p">,</span>
|
|
<a id="__codelineno-2-10" name="__codelineno-2-10" href="#__codelineno-2-10"></a> <span class="n">resolve_rate_view_name</span><span class="p">,</span>
|
|
<a id="__codelineno-2-11" name="__codelineno-2-11" href="#__codelineno-2-11"></a><span class="p">)</span>
|
|
<a id="__codelineno-2-12" name="__codelineno-2-12" href="#__codelineno-2-12"></a>
|
|
<a id="__codelineno-2-13" name="__codelineno-2-13" href="#__codelineno-2-13"></a><span class="n">view</span> <span class="o">=</span> <span class="n">resolve_rate_view_name</span><span class="p">(</span><span class="n">Path</span><span class="p">(</span><span class="s2">"history.db"</span><span class="p">),</span> <span class="s2">"EURUSD"</span><span class="p">,</span> <span class="s2">"M1"</span><span class="p">,</span> <span class="n">require_existing</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span>
|
|
<a id="__codelineno-2-14" name="__codelineno-2-14" href="#__codelineno-2-14"></a><span class="n">rates</span> <span class="o">=</span> <span class="n">load_rate_data</span><span class="p">(</span><span class="n">Path</span><span class="p">(</span><span class="s2">"history.db"</span><span class="p">),</span> <span class="n">view</span><span class="p">,</span> <span class="n">count</span><span class="o">=</span><span class="mi">1000</span><span class="p">)</span>
|
|
<a id="__codelineno-2-15" name="__codelineno-2-15" href="#__codelineno-2-15"></a><span class="n">same_rates</span> <span class="o">=</span> <span class="n">load_rate_series_from_sqlite</span><span class="p">(</span><span class="n">Path</span><span class="p">(</span><span class="s2">"history.db"</span><span class="p">),</span> <span class="n">table</span><span class="o">=</span><span class="n">view</span><span class="p">,</span> <span class="n">count</span><span class="o">=</span><span class="mi">1000</span><span class="p">)</span>
|
|
<a id="__codelineno-2-16" name="__codelineno-2-16" href="#__codelineno-2-16"></a>
|
|
<a id="__codelineno-2-17" name="__codelineno-2-17" href="#__codelineno-2-17"></a><span class="n">table</span> <span class="o">=</span> <span class="n">resolve_rate_table_name</span><span class="p">(</span><span class="s2">"EURUSD"</span><span class="p">,</span> <span class="s2">"M1"</span><span class="p">)</span> <span class="c1"># "rates"</span>
|
|
<a id="__codelineno-2-18" name="__codelineno-2-18" href="#__codelineno-2-18"></a><span class="n">series</span> <span class="o">=</span> <span class="n">load_rate_series_by_granularity</span><span class="p">(</span>
|
|
<a id="__codelineno-2-19" name="__codelineno-2-19" href="#__codelineno-2-19"></a> <span class="n">Path</span><span class="p">(</span><span class="s2">"history.db"</span><span class="p">),</span>
|
|
<a id="__codelineno-2-20" name="__codelineno-2-20" href="#__codelineno-2-20"></a> <span class="n">symbols</span><span class="o">=</span><span class="p">[</span><span class="s2">"EURUSD"</span><span class="p">,</span> <span class="s2">"GBPUSD"</span><span class="p">],</span>
|
|
<a id="__codelineno-2-21" name="__codelineno-2-21" href="#__codelineno-2-21"></a> <span class="n">granularities</span><span class="o">=</span><span class="p">[</span><span class="s2">"M1"</span><span class="p">,</span> <span class="s2">"H1"</span><span class="p">],</span>
|
|
<a id="__codelineno-2-22" name="__codelineno-2-22" href="#__codelineno-2-22"></a> <span class="n">count</span><span class="o">=</span><span class="mi">500</span><span class="p">,</span>
|
|
<a id="__codelineno-2-23" name="__codelineno-2-23" href="#__codelineno-2-23"></a><span class="p">)</span>
|
|
</code></pre></div>
|
|
<p><code>count</code> returns the latest rows while preserving chronological order. Missing
|
|
tables/views and mismatched <code>explicit_tables</code> lengths raise <code>ValueError</code> with
|
|
the requested database target in the message.</p>
|
|
<p>The loader accepts close-based OHLC rate data or tick-like bid/ask data. It
|
|
validates that <code>time</code> exists, parses timestamps with pandas, and returns a
|
|
DataFrame indexed by ascending <code>DatetimeIndex</code> named <code>time</code>.</p>
|
|
<h3 id="multi-series-rate-loading">Multi-series rate loading<a class="headerlink" href="#multi-series-rate-loading" title="Permanent link">¶</a></h3>
|
|
<p>For loading many rate series at once, build neutral <code>RateTarget</code> pairs and load
|
|
them from SQLite in one call. View names are resolved via the same
|
|
compatibility-view rules, or you can pass <code>explicit_tables</code> to bypass resolution:</p>
|
|
<div class="highlight"><pre><span></span><code><a id="__codelineno-3-1" name="__codelineno-3-1" href="#__codelineno-3-1"></a><span class="kn">from</span><span class="w"> </span><span class="nn">pathlib</span><span class="w"> </span><span class="kn">import</span> <span class="n">Path</span>
|
|
<a id="__codelineno-3-2" name="__codelineno-3-2" href="#__codelineno-3-2"></a>
|
|
<a id="__codelineno-3-3" name="__codelineno-3-3" href="#__codelineno-3-3"></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">build_rate_targets</span><span class="p">,</span> <span class="n">load_rate_series_from_sqlite</span>
|
|
<a id="__codelineno-3-4" name="__codelineno-3-4" href="#__codelineno-3-4"></a>
|
|
<a id="__codelineno-3-5" name="__codelineno-3-5" href="#__codelineno-3-5"></a><span class="n">targets</span> <span class="o">=</span> <span class="n">build_rate_targets</span><span class="p">([</span><span class="s2">"EURUSD"</span><span class="p">,</span> <span class="s2">"GBPUSD"</span><span class="p">],</span> <span class="p">[</span><span class="s2">"M1"</span><span class="p">,</span> <span class="s2">"H1"</span><span class="p">])</span>
|
|
<a id="__codelineno-3-6" name="__codelineno-3-6" href="#__codelineno-3-6"></a><span class="n">series</span> <span class="o">=</span> <span class="n">load_rate_series_from_sqlite</span><span class="p">(</span><span class="n">Path</span><span class="p">(</span><span class="s2">"history.db"</span><span class="p">),</span> <span class="n">targets</span><span class="p">,</span> <span class="n">count</span><span class="o">=</span><span class="mi">1000</span><span class="p">)</span>
|
|
<a id="__codelineno-3-7" name="__codelineno-3-7" href="#__codelineno-3-7"></a><span class="n">frame</span> <span class="o">=</span> <span class="n">series</span><span class="p">[</span><span class="s2">"EURUSD"</span><span class="p">,</span> <span class="mi">1</span><span class="p">]</span> <span class="c1"># keyed by (symbol, integer timeframe)</span>
|
|
</code></pre></div>
|
|
<ul>
|
|
<li><code>build_rate_targets()</code> returns <code>RateTarget(symbol, timeframe)</code> pairs in
|
|
row-major order, normalizing timeframe names such as <code>"M1"</code> to their integer
|
|
values; set <code>allow_missing_symbol=True</code> to address series solely by
|
|
<code>explicit_tables</code> (targets carry <code>symbol=None</code>).</li>
|
|
<li><code>resolve_rate_tables()</code> maps targets to table or view names and validates that
|
|
any <code>explicit_tables</code> count matches the target count. Pass
|
|
<code>require_existing=True</code> to raise <code>ValueError</code> instead of returning a
|
|
best-guess name when the database or managed view is missing. When
|
|
<code>explicit_tables</code> is provided, names are returned as-is and
|
|
<code>require_existing</code> is ignored.</li>
|
|
<li><code>load_rate_series_from_sqlite()</code> returns a mapping keyed by
|
|
<code>(symbol, integer timeframe)</code>. Unless <code>explicit_tables</code> is supplied, it
|
|
requires existing managed <code>rate_*</code> compatibility views and raises
|
|
<code>ValueError</code> when they are missing. Duplicate <code>(symbol, timeframe)</code> targets
|
|
are rejected.</li>
|
|
<li><code>load_rate_series_by_granularity()</code> is a thin wrapper that builds the targets,
|
|
loads the series, and rekeys the result by granularity name to avoid
|
|
converting integer timeframes downstream:</li>
|
|
</ul>
|
|
<div class="highlight"><pre><span></span><code><a id="__codelineno-4-1" name="__codelineno-4-1" href="#__codelineno-4-1"></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">load_rate_series_by_granularity</span>
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<a id="__codelineno-4-2" name="__codelineno-4-2" href="#__codelineno-4-2"></a>
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<a id="__codelineno-4-3" name="__codelineno-4-3" href="#__codelineno-4-3"></a><span class="n">series</span> <span class="o">=</span> <span class="n">load_rate_series_by_granularity</span><span class="p">(</span>
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<a id="__codelineno-4-4" name="__codelineno-4-4" href="#__codelineno-4-4"></a> <span class="s2">"history.db"</span><span class="p">,</span> <span class="p">[</span><span class="s2">"EURUSD"</span><span class="p">],</span> <span class="p">[</span><span class="s2">"M1"</span><span class="p">,</span> <span class="s2">"H1"</span><span class="p">],</span> <span class="n">count</span><span class="o">=</span><span class="mi">1000</span>
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<a id="__codelineno-4-5" name="__codelineno-4-5" href="#__codelineno-4-5"></a><span class="p">)</span>
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<a id="__codelineno-4-6" name="__codelineno-4-6" href="#__codelineno-4-6"></a><span class="n">frame</span> <span class="o">=</span> <span class="n">series</span><span class="p">[</span><span class="s2">"EURUSD"</span><span class="p">,</span> <span class="s2">"M1"</span><span class="p">]</span> <span class="c1"># keyed by (symbol | None, granularity_name)</span>
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</code></pre></div></div>
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