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<h1 id="trading-module">Trading Module<a class="headerlink" href="#trading-module" title="Permanent link">¶</a></h1>
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<div class="doc doc-object doc-module">
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<h2 id="mt5cli.trading" class="doc doc-heading">
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<span class="doc doc-object-name doc-module-name">mt5cli.trading</span>
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<a href="#mt5cli.trading" class="headerlink" title="Permanent link">¶</a></h2>
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<div class="doc doc-contents first">
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<p>Trading-capable MetaTrader 5 session helpers and operational utilities.</p>
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<h3 id="mt5cli.trading.ExecutionStatus" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">ExecutionStatus</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.ExecutionStatus" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">ExecutionStatus</span> <span class="o">=</span> <span class="n"><span title="typing.Literal">Literal</span></span><span class="p">[</span>
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<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="s2">"executed"</span><span class="p">,</span> <span class="s2">"dry_run"</span><span class="p">,</span> <span class="s2">"skipped"</span><span class="p">,</span> <span class="s2">"failed"</span>
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<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">]</span>
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</code></pre></div>
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<div class="doc doc-contents ">
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<div class="doc doc-object doc-attribute">
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<h3 id="mt5cli.trading.OrderFillingMode" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">OrderFillingMode</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.OrderFillingMode" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">OrderFillingMode</span> <span class="o">=</span> <span class="n"><span title="typing.Literal">Literal</span></span><span class="p">[</span><span class="s1">'IOC'</span><span class="p">,</span> <span class="s1">'FOK'</span><span class="p">,</span> <span class="s1">'RETURN'</span><span class="p">]</span>
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</code></pre></div>
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<div class="doc doc-contents ">
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</div>
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<div class="doc doc-object doc-attribute">
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<h3 id="mt5cli.trading.OrderSide" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">OrderSide</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.OrderSide" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">OrderSide</span> <span class="o">=</span> <span class="n"><span title="typing.Literal">Literal</span></span><span class="p">[</span><span class="s1">'BUY'</span><span class="p">,</span> <span class="s1">'SELL'</span><span class="p">]</span>
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</code></pre></div>
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<div class="doc doc-contents ">
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</div>
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<div class="doc doc-object doc-attribute">
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<h3 id="mt5cli.trading.OrderTimeMode" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">OrderTimeMode</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.OrderTimeMode" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">OrderTimeMode</span> <span class="o">=</span> <span class="n"><span title="typing.Literal">Literal</span></span><span class="p">[</span>
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<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="s2">"GTC"</span><span class="p">,</span> <span class="s2">"DAY"</span><span class="p">,</span> <span class="s2">"SPECIFIED"</span><span class="p">,</span> <span class="s2">"SPECIFIED_DAY"</span>
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<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">]</span>
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</code></pre></div>
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<div class="doc doc-contents ">
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</div>
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<div class="doc doc-object doc-attribute">
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<h3 id="mt5cli.trading.POSITION_COLUMNS" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">POSITION_COLUMNS</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.POSITION_COLUMNS" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">POSITION_COLUMNS</span> <span class="o">=</span> <span class="p">(</span>
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<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="s2">"ticket"</span><span class="p">,</span>
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<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="s2">"time"</span><span class="p">,</span>
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<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="s2">"symbol"</span><span class="p">,</span>
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<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="s2">"type"</span><span class="p">,</span>
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<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="s2">"volume"</span><span class="p">,</span>
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<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="s2">"price_open"</span><span class="p">,</span>
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<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="s2">"sl"</span><span class="p">,</span>
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<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="s2">"tp"</span><span class="p">,</span>
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<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a> <span class="s2">"price_current"</span><span class="p">,</span>
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<a id="__codelineno-0-11" name="__codelineno-0-11" href="#__codelineno-0-11"></a> <span class="s2">"profit"</span><span class="p">,</span>
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<a id="__codelineno-0-12" name="__codelineno-0-12" href="#__codelineno-0-12"></a> <span class="s2">"swap"</span><span class="p">,</span>
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<a id="__codelineno-0-13" name="__codelineno-0-13" href="#__codelineno-0-13"></a> <span class="s2">"comment"</span><span class="p">,</span>
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<a id="__codelineno-0-14" name="__codelineno-0-14" href="#__codelineno-0-14"></a><span class="p">)</span>
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</code></pre></div>
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<div class="doc doc-contents ">
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</div>
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</div>
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<div class="doc doc-object doc-attribute">
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<h3 id="mt5cli.trading.PositionSide" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">PositionSide</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.PositionSide" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">PositionSide</span> <span class="o">=</span> <span class="n"><span title="typing.Literal">Literal</span></span><span class="p">[</span><span class="s1">'long'</span><span class="p">,</span> <span class="s1">'short'</span><span class="p">]</span>
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</code></pre></div>
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<div class="doc doc-contents ">
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</div>
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</div>
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<div class="doc doc-object doc-attribute">
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<h3 id="mt5cli.trading.ProjectionMode" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">ProjectionMode</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.ProjectionMode" 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">ProjectionMode</span> <span class="o">=</span> <span class="n"><span title="typing.Literal">Literal</span></span><span class="p">[</span><span class="s1">'add'</span><span class="p">,</span> <span class="s1">'replace_symbol'</span><span class="p">]</span>
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</code></pre></div>
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<div class="doc doc-contents ">
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</div>
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<div class="doc doc-object doc-attribute">
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<h3 id="mt5cli.trading.__all__" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">__all__</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.__all__" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">__all__</span> <span class="o">=</span> <span class="p">[</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="s2">"POSITION_COLUMNS"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="s2">"ExecutionStatus"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="s2">"MarginVolume"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="s2">"OrderExecutionResult"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="s2">"OrderFillingMode"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="s2">"OrderLimits"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="s2">"OrderSide"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="s2">"OrderTimeMode"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a> <span class="s2">"PositionSide"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-11" name="__codelineno-0-11" href="#__codelineno-0-11"></a> <span class="s2">"ProjectionMode"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-12" name="__codelineno-0-12" href="#__codelineno-0-12"></a> <span class="s2">"calculate_account_projected_margin_ratio"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-13" name="__codelineno-0-13" href="#__codelineno-0-13"></a> <span class="s2">"calculate_margin_and_volume"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-14" name="__codelineno-0-14" href="#__codelineno-0-14"></a> <span class="s2">"calculate_new_position_margin_ratio"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-15" name="__codelineno-0-15" href="#__codelineno-0-15"></a> <span class="s2">"calculate_positions_margin"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-16" name="__codelineno-0-16" href="#__codelineno-0-16"></a> <span class="s2">"calculate_positions_margin_by_symbol"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-17" name="__codelineno-0-17" href="#__codelineno-0-17"></a> <span class="s2">"calculate_positions_margin_safe"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-18" name="__codelineno-0-18" href="#__codelineno-0-18"></a> <span class="s2">"calculate_projected_margin_ratio"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-19" name="__codelineno-0-19" href="#__codelineno-0-19"></a> <span class="s2">"calculate_spread_ratio"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-20" name="__codelineno-0-20" href="#__codelineno-0-20"></a> <span class="s2">"calculate_symbol_group_margin_ratio"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-21" name="__codelineno-0-21" href="#__codelineno-0-21"></a> <span class="s2">"calculate_trailing_stop_updates"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-22" name="__codelineno-0-22" href="#__codelineno-0-22"></a> <span class="s2">"calculate_volume_by_margin"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-23" name="__codelineno-0-23" href="#__codelineno-0-23"></a> <span class="s2">"close_open_positions"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-24" name="__codelineno-0-24" href="#__codelineno-0-24"></a> <span class="s2">"create_trading_client"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-25" name="__codelineno-0-25" href="#__codelineno-0-25"></a> <span class="s2">"detect_position_side"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-26" name="__codelineno-0-26" href="#__codelineno-0-26"></a> <span class="s2">"determine_order_limits"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-27" name="__codelineno-0-27" href="#__codelineno-0-27"></a> <span class="s2">"ensure_symbol_selected"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-28" name="__codelineno-0-28" href="#__codelineno-0-28"></a> <span class="s2">"estimate_order_margin"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-29" name="__codelineno-0-29" href="#__codelineno-0-29"></a> <span class="s2">"extract_tick_price"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-30" name="__codelineno-0-30" href="#__codelineno-0-30"></a> <span class="s2">"fetch_latest_closed_rates_for_trading_client"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-31" name="__codelineno-0-31" href="#__codelineno-0-31"></a> <span class="s2">"fetch_latest_closed_rates_indexed"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-32" name="__codelineno-0-32" href="#__codelineno-0-32"></a> <span class="s2">"fetch_recent_history_deals_for_trading_client"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-33" name="__codelineno-0-33" href="#__codelineno-0-33"></a> <span class="s2">"get_account_snapshot"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-34" name="__codelineno-0-34" href="#__codelineno-0-34"></a> <span class="s2">"get_positions_frame"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-35" name="__codelineno-0-35" href="#__codelineno-0-35"></a> <span class="s2">"get_symbol_snapshot"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-36" name="__codelineno-0-36" href="#__codelineno-0-36"></a> <span class="s2">"get_tick_snapshot"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-37" name="__codelineno-0-37" href="#__codelineno-0-37"></a> <span class="s2">"mt5_trading_session"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-38" name="__codelineno-0-38" href="#__codelineno-0-38"></a> <span class="s2">"normalize_order_volume"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-39" name="__codelineno-0-39" href="#__codelineno-0-39"></a> <span class="s2">"place_market_order"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-40" name="__codelineno-0-40" href="#__codelineno-0-40"></a> <span class="s2">"update_sltp_for_open_positions"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-41" name="__codelineno-0-41" href="#__codelineno-0-41"></a> <span class="s2">"update_trailing_stop_loss_for_open_positions"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-42" name="__codelineno-0-42" href="#__codelineno-0-42"></a><span class="p">]</span>
|
|
</code></pre></div>
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<div class="doc doc-contents ">
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</div>
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</div>
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<div class="doc doc-object doc-class">
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<h3 id="mt5cli.trading.MarginVolume" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-class-name">MarginVolume</span>
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<a href="#mt5cli.trading.MarginVolume" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc doc-contents ">
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<p class="doc doc-class-bases">
|
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Bases: <code><span title="typing.TypedDict">TypedDict</span></code></p>
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<p>Affordable volume bounds derived from account margin and symbol constraints.</p>
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<div class="doc doc-children">
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<div class="doc doc-object doc-attribute">
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<h4 id="mt5cli.trading.MarginVolume.available_margin" class="doc doc-heading">
|
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<span class="doc doc-object-name doc-attribute-name">available_margin</span>
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<span class="doc doc-labels">
|
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<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
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</span>
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<a href="#mt5cli.trading.MarginVolume.available_margin" class="headerlink" title="Permanent link">¶</a></h4>
|
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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">available_margin</span><span class="p">:</span> <span class="n"><span title="float">float</span></span>
|
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</code></pre></div>
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<div class="doc doc-contents ">
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</div>
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</div>
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<div class="doc doc-object doc-attribute">
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<h4 id="mt5cli.trading.MarginVolume.buy_volume" class="doc doc-heading">
|
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<span class="doc doc-object-name doc-attribute-name">buy_volume</span>
|
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<span class="doc doc-labels">
|
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<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
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</span>
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|
|
<a href="#mt5cli.trading.MarginVolume.buy_volume" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">buy_volume</span><span class="p">:</span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
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<div class="doc doc-contents ">
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</div>
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</div>
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<div class="doc doc-object doc-attribute">
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|
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<h4 id="mt5cli.trading.MarginVolume.margin_free" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">margin_free</span>
|
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|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.MarginVolume.margin_free" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">margin_free</span><span class="p">:</span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
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<div class="doc doc-contents ">
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</div>
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</div>
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<div class="doc doc-object doc-attribute">
|
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|
|
<h4 id="mt5cli.trading.MarginVolume.sell_volume" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">sell_volume</span>
|
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|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.MarginVolume.sell_volume" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">sell_volume</span><span class="p">:</span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
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|
|
<div class="doc doc-contents ">
|
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|
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</div>
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</div>
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|
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<div class="doc doc-object doc-attribute">
|
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|
|
<h4 id="mt5cli.trading.MarginVolume.trade_margin" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">trade_margin</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.MarginVolume.trade_margin" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">trade_margin</span><span class="p">:</span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
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|
|
<div class="doc doc-contents ">
|
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</div>
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</div>
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|
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<div class="doc doc-object doc-attribute">
|
|
|
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|
|
<h4 id="mt5cli.trading.MarginVolume.volume_max" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">volume_max</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.MarginVolume.volume_max" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">volume_max</span><span class="p">:</span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
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|
|
<div class="doc doc-contents ">
|
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</div>
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</div>
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|
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<div class="doc doc-object doc-attribute">
|
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|
|
<h4 id="mt5cli.trading.MarginVolume.volume_min" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">volume_min</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.MarginVolume.volume_min" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">volume_min</span><span class="p">:</span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
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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">
|
|
|
|
|
|
|
|
<h4 id="mt5cli.trading.MarginVolume.volume_step" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">volume_step</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.MarginVolume.volume_step" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">volume_step</span><span class="p">:</span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
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</div>
|
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</div>
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</div>
|
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|
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</div>
|
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|
|
</div>
|
|
|
|
<div class="doc doc-object doc-class">
|
|
|
|
|
|
|
|
<h3 id="mt5cli.trading.OrderExecutionResult" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-class-name">OrderExecutionResult</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.OrderExecutionResult" class="headerlink" title="Permanent link">¶</a></h3>
|
|
|
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|
|
<div class="doc doc-contents ">
|
|
<p class="doc doc-class-bases">
|
|
Bases: <code><span title="typing.TypedDict">TypedDict</span></code></p>
|
|
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|
|
<p>Normalized result from market-order and position-management helpers.</p>
|
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<div class="doc doc-children">
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<div class="doc doc-object doc-attribute">
|
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|
|
<h4 id="mt5cli.trading.OrderExecutionResult.comment" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">comment</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.OrderExecutionResult.comment" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">comment</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span>
|
|
</code></pre></div>
|
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|
|
<div class="doc doc-contents ">
|
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|
|
</div>
|
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</div>
|
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|
|
<div class="doc doc-object doc-attribute">
|
|
|
|
|
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|
|
<h4 id="mt5cli.trading.OrderExecutionResult.dry_run" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">dry_run</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.OrderExecutionResult.dry_run" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">dry_run</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
</div>
|
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|
</div>
|
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|
|
<div class="doc doc-object doc-attribute">
|
|
|
|
|
|
|
|
<h4 id="mt5cli.trading.OrderExecutionResult.order_side" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">order_side</span>
|
|
|
|
|
|
<span class="doc doc-labels">
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<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.OrderExecutionResult.order_side" 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">order_side</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="OrderSide
|
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module-attribute
|
|
(mt5cli.trading.OrderSide)" href="#mt5cli.trading.OrderSide">OrderSide</a></span>
|
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</code></pre></div>
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<div class="doc doc-contents ">
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</div>
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</div>
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<div class="doc doc-object doc-attribute">
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<h4 id="mt5cli.trading.OrderExecutionResult.request" class="doc doc-heading">
|
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<span class="doc doc-object-name doc-attribute-name">request</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.OrderExecutionResult.request" 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">request</span><span class="p">:</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">,</span> <span class="n"><span title="object">object</span></span><span class="p">]</span>
|
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</code></pre></div>
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<div class="doc doc-contents ">
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</div>
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</div>
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<div class="doc doc-object doc-attribute">
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<h4 id="mt5cli.trading.OrderExecutionResult.response" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">response</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.OrderExecutionResult.response" 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">response</span><span class="p">:</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">,</span> <span class="n"><span title="object">object</span></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span>
|
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</code></pre></div>
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<div class="doc doc-contents ">
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</div>
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</div>
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<div class="doc doc-object doc-attribute">
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<h4 id="mt5cli.trading.OrderExecutionResult.retcode" class="doc doc-heading">
|
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<span class="doc doc-object-name doc-attribute-name">retcode</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.OrderExecutionResult.retcode" 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">retcode</span><span class="p">:</span> <span class="n"><span title="int">int</span></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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</div>
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</div>
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<div class="doc doc-object doc-attribute">
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<h4 id="mt5cli.trading.OrderExecutionResult.status" class="doc doc-heading">
|
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<span class="doc doc-object-name doc-attribute-name">status</span>
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<span class="doc doc-labels">
|
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<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
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</span>
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<a href="#mt5cli.trading.OrderExecutionResult.status" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">status</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="ExecutionStatus
|
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module-attribute
|
|
(mt5cli.trading.ExecutionStatus)" href="#mt5cli.trading.ExecutionStatus">ExecutionStatus</a></span>
|
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</code></pre></div>
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<div class="doc doc-contents ">
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</div>
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</div>
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<div class="doc doc-object doc-attribute">
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<h4 id="mt5cli.trading.OrderExecutionResult.symbol" class="doc doc-heading">
|
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<span class="doc doc-object-name doc-attribute-name">symbol</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
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</span>
|
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|
<a href="#mt5cli.trading.OrderExecutionResult.symbol" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span>
|
|
</code></pre></div>
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<div class="doc doc-contents ">
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</div>
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</div>
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<div class="doc doc-object doc-attribute">
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<h4 id="mt5cli.trading.OrderExecutionResult.volume" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">volume</span>
|
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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>
|
|
</span>
|
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|
|
<a href="#mt5cli.trading.OrderExecutionResult.volume" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">volume</span><span class="p">:</span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
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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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|
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<h3 id="mt5cli.trading.OrderLimits" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-class-name">OrderLimits</span>
|
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<a href="#mt5cli.trading.OrderLimits" class="headerlink" title="Permanent link">¶</a></h3>
|
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|
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<div class="doc doc-contents ">
|
|
<p class="doc doc-class-bases">
|
|
Bases: <code><span title="typing.TypedDict">TypedDict</span></code></p>
|
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|
|
<p>Protective order prices derived from current quotes and ratio parameters.</p>
|
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<div class="doc doc-children">
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<div class="doc doc-object doc-attribute">
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<h4 id="mt5cli.trading.OrderLimits.entry" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">entry</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>
|
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|
|
<a href="#mt5cli.trading.OrderLimits.entry" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">entry</span><span class="p">:</span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
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|
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<div class="doc doc-contents ">
|
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</div>
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</div>
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<div class="doc doc-object doc-attribute">
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|
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<h4 id="mt5cli.trading.OrderLimits.stop_loss" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">stop_loss</span>
|
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|
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|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.OrderLimits.stop_loss" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">stop_loss</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="kc">None</span>
|
|
</code></pre></div>
|
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|
|
<div class="doc doc-contents ">
|
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|
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</div>
|
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</div>
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<div class="doc doc-object doc-attribute">
|
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|
|
<h4 id="mt5cli.trading.OrderLimits.take_profit" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">take_profit</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.trading.OrderLimits.take_profit" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">take_profit</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
</div>
|
|
|
|
</div>
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</div>
|
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</div>
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</div>
|
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|
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<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.calculate_account_projected_margin_ratio" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">calculate_account_projected_margin_ratio</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.calculate_account_projected_margin_ratio" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">calculate_account_projected_margin_ratio</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">new_position_side</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="OrderSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.OrderSide)" href="#mt5cli.trading.OrderSide">OrderSide</a></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">new_position_volume</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">=</span> <span class="mf">0.0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return account-wide current plus optional new-position margin over equity.</p>
|
|
<p>Current exposure comes from the broker account snapshot <code>margin</code> field so
|
|
unrelated open positions remain in the baseline. Optional projected
|
|
exposure is added via :func:<code>estimate_order_margin</code> only when a symbol, side,
|
|
and positive volume are all supplied.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-985"> 985</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-986"> 986</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-987"> 987</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-988"> 988</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-989"> 989</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-990"> 990</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-991"> 991</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-992"> 992</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-993"> 993</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-994"> 994</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-995"> 995</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-996"> 996</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-997"> 997</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-998"> 998</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-999"> 999</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1000">1000</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1001">1001</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1002">1002</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1003">1003</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1004">1004</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1005">1005</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1006">1006</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1007">1007</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1008">1008</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1009">1009</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1010">1010</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-985" name="__codelineno-0-985"></a><span class="k">def</span><span class="w"> </span><span class="nf">calculate_account_projected_margin_ratio</span><span class="p">(</span>
|
|
<a id="__codelineno-0-986" name="__codelineno-0-986"></a> <span class="n">client</span><span class="p">:</span> <span class="n">_Mt5ClientProtocol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-987" name="__codelineno-0-987"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-988" name="__codelineno-0-988"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-989" name="__codelineno-0-989"></a> <span class="n">new_position_side</span><span class="p">:</span> <span class="n">OrderSide</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-990" name="__codelineno-0-990"></a> <span class="n">new_position_volume</span><span class="p">:</span> <span class="nb">float</span> <span class="o">=</span> <span class="mf">0.0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-991" name="__codelineno-0-991"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span><span class="p">:</span>
|
|
<a id="__codelineno-0-992" name="__codelineno-0-992"></a><span class="w"> </span><span class="sd">"""Return account-wide current plus optional new-position margin over equity.</span>
|
|
<a id="__codelineno-0-993" name="__codelineno-0-993"></a>
|
|
<a id="__codelineno-0-994" name="__codelineno-0-994"></a><span class="sd"> Current exposure comes from the broker account snapshot ``margin`` field so</span>
|
|
<a id="__codelineno-0-995" name="__codelineno-0-995"></a><span class="sd"> unrelated open positions remain in the baseline. Optional projected</span>
|
|
<a id="__codelineno-0-996" name="__codelineno-0-996"></a><span class="sd"> exposure is added via :func:`estimate_order_margin` only when a symbol, side,</span>
|
|
<a id="__codelineno-0-997" name="__codelineno-0-997"></a><span class="sd"> and positive volume are all supplied.</span>
|
|
<a id="__codelineno-0-998" name="__codelineno-0-998"></a>
|
|
<a id="__codelineno-0-999" name="__codelineno-0-999"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1000" name="__codelineno-0-1000"></a> <span class="n">account</span> <span class="o">=</span> <span class="n">get_account_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1001" name="__codelineno-0-1001"></a> <span class="n">equity</span> <span class="o">=</span> <span class="n">_required_account_number</span><span class="p">(</span><span class="n">account</span><span class="p">,</span> <span class="s2">"equity"</span><span class="p">,</span> <span class="n">allow_zero</span><span class="o">=</span><span class="kc">False</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1002" name="__codelineno-0-1002"></a> <span class="n">margin</span> <span class="o">=</span> <span class="n">_required_account_number</span><span class="p">(</span><span class="n">account</span><span class="p">,</span> <span class="s2">"margin"</span><span class="p">,</span> <span class="n">allow_zero</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1003" name="__codelineno-0-1003"></a> <span class="k">if</span> <span class="n">symbol</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span> <span class="ow">and</span> <span class="n">new_position_side</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span> <span class="ow">and</span> <span class="n">new_position_volume</span> <span class="o">></span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1004" name="__codelineno-0-1004"></a> <span class="n">margin</span> <span class="o">+=</span> <span class="n">estimate_order_margin</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1005" name="__codelineno-0-1005"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1006" name="__codelineno-0-1006"></a> <span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1007" name="__codelineno-0-1007"></a> <span class="n">new_position_side</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1008" name="__codelineno-0-1008"></a> <span class="n">new_position_volume</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1009" name="__codelineno-0-1009"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1010" name="__codelineno-0-1010"></a> <span class="k">return</span> <span class="n">margin</span> <span class="o">/</span> <span class="n">equity</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
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<div class="doc doc-object doc-function">
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|
|
|
|
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<h3 id="mt5cli.trading.calculate_margin_and_volume" class="doc doc-heading">
|
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<span class="doc doc-object-name doc-function-name">calculate_margin_and_volume</span>
|
|
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|
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<a href="#mt5cli.trading.calculate_margin_and_volume" class="headerlink" title="Permanent link">¶</a></h3>
|
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">calculate_margin_and_volume</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">unit_margin_ratio</span><span class="p">:</span> <span class="n"><span title="float">float</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">preserved_margin_ratio</span><span class="p">:</span> <span class="n"><span title="float">float</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><a class="autorefs autorefs-internal" title="MarginVolume (mt5cli.trading.MarginVolume)" href="#mt5cli.trading.MarginVolume">MarginVolume</a></span>
|
|
</code></pre></div>
|
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|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Calculate tradable margin and volumes from account free margin.</p>
|
|
<p>Applies <code>preserved_margin_ratio</code> to keep a reserve off <code>margin_free</code>,
|
|
then allocates <code>unit_margin_ratio</code> of the remainder as the margin budget
|
|
for proportional volume sizing on both buy and sell sides. A
|
|
<code>unit_margin_ratio</code> of <code>0</code> requests exactly one minimum valid unit per
|
|
side when the post-reserve margin can afford it.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>client</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Connected MT5 client instance.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>symbol</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Symbol used for minimum-lot margin and volume calculations.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>unit_margin_ratio</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Fraction of post-reserve margin to allocate per unit.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>preserved_margin_ratio</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Fraction of <code>margin_free</code> to preserve.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="MarginVolume (mt5cli.trading.MarginVolume)" href="#mt5cli.trading.MarginVolume">MarginVolume</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Dictionary with <code>margin_free</code>, <code>available_margin</code>, <code>trade_margin</code>,</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="MarginVolume (mt5cli.trading.MarginVolume)" href="#mt5cli.trading.MarginVolume">MarginVolume</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p><code>buy_volume</code>, and <code>sell_volume</code>. Negative <code>margin_free</code> values are</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="MarginVolume (mt5cli.trading.MarginVolume)" href="#mt5cli.trading.MarginVolume">MarginVolume</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>clamped to <code>0.0</code> before sizing.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
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<details class="mkdocstrings-source">
|
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<summary>Source code in <code>mt5cli/trading.py</code></summary>
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<span class="normal"><a href="#__codelineno-0-1182">1182</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1118" name="__codelineno-0-1118"></a><span class="k">def</span><span class="w"> </span><span class="nf">calculate_margin_and_volume</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1119" name="__codelineno-0-1119"></a> <span class="n">client</span><span class="p">:</span> <span class="n">_Mt5ClientProtocol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1120" name="__codelineno-0-1120"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1121" name="__codelineno-0-1121"></a> <span class="n">unit_margin_ratio</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1122" name="__codelineno-0-1122"></a> <span class="n">preserved_margin_ratio</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1123" name="__codelineno-0-1123"></a><span class="p">)</span> <span class="o">-></span> <span class="n">MarginVolume</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1124" name="__codelineno-0-1124"></a><span class="w"> </span><span class="sd">"""Calculate tradable margin and volumes from account free margin.</span>
|
|
<a id="__codelineno-0-1125" name="__codelineno-0-1125"></a>
|
|
<a id="__codelineno-0-1126" name="__codelineno-0-1126"></a><span class="sd"> Applies ``preserved_margin_ratio`` to keep a reserve off ``margin_free``,</span>
|
|
<a id="__codelineno-0-1127" name="__codelineno-0-1127"></a><span class="sd"> then allocates ``unit_margin_ratio`` of the remainder as the margin budget</span>
|
|
<a id="__codelineno-0-1128" name="__codelineno-0-1128"></a><span class="sd"> for proportional volume sizing on both buy and sell sides. A</span>
|
|
<a id="__codelineno-0-1129" name="__codelineno-0-1129"></a><span class="sd"> ``unit_margin_ratio`` of ``0`` requests exactly one minimum valid unit per</span>
|
|
<a id="__codelineno-0-1130" name="__codelineno-0-1130"></a><span class="sd"> side when the post-reserve margin can afford it.</span>
|
|
<a id="__codelineno-0-1131" name="__codelineno-0-1131"></a>
|
|
<a id="__codelineno-0-1132" name="__codelineno-0-1132"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-1133" name="__codelineno-0-1133"></a><span class="sd"> client: Connected MT5 client instance.</span>
|
|
<a id="__codelineno-0-1134" name="__codelineno-0-1134"></a><span class="sd"> symbol: Symbol used for minimum-lot margin and volume calculations.</span>
|
|
<a id="__codelineno-0-1135" name="__codelineno-0-1135"></a><span class="sd"> unit_margin_ratio: Fraction of post-reserve margin to allocate per unit.</span>
|
|
<a id="__codelineno-0-1136" name="__codelineno-0-1136"></a><span class="sd"> preserved_margin_ratio: Fraction of ``margin_free`` to preserve.</span>
|
|
<a id="__codelineno-0-1137" name="__codelineno-0-1137"></a>
|
|
<a id="__codelineno-0-1138" name="__codelineno-0-1138"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1139" name="__codelineno-0-1139"></a><span class="sd"> Dictionary with ``margin_free``, ``available_margin``, ``trade_margin``,</span>
|
|
<a id="__codelineno-0-1140" name="__codelineno-0-1140"></a><span class="sd"> ``buy_volume``, and ``sell_volume``. Negative ``margin_free`` values are</span>
|
|
<a id="__codelineno-0-1141" name="__codelineno-0-1141"></a><span class="sd"> clamped to ``0.0`` before sizing.</span>
|
|
<a id="__codelineno-0-1142" name="__codelineno-0-1142"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1143" name="__codelineno-0-1143"></a> <span class="n">_require_unit_ratio</span><span class="p">(</span><span class="n">unit_margin_ratio</span><span class="p">,</span> <span class="s2">"unit_margin_ratio"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1144" name="__codelineno-0-1144"></a> <span class="n">_require_unit_ratio</span><span class="p">(</span><span class="n">preserved_margin_ratio</span><span class="p">,</span> <span class="s2">"preserved_margin_ratio"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1145" name="__codelineno-0-1145"></a>
|
|
<a id="__codelineno-0-1146" name="__codelineno-0-1146"></a> <span class="n">account</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">account_info_as_dict</span><span class="p">()</span>
|
|
<a id="__codelineno-0-1147" name="__codelineno-0-1147"></a> <span class="n">margin_free</span> <span class="o">=</span> <span class="nb">max</span><span class="p">(</span><span class="mf">0.0</span><span class="p">,</span> <span class="nb">float</span><span class="p">(</span><span class="n">account</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"margin_free"</span><span class="p">)</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">))</span>
|
|
<a id="__codelineno-0-1148" name="__codelineno-0-1148"></a> <span class="n">available_margin</span> <span class="o">=</span> <span class="n">margin_free</span> <span class="o">*</span> <span class="p">(</span><span class="mf">1.0</span> <span class="o">-</span> <span class="n">preserved_margin_ratio</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1149" name="__codelineno-0-1149"></a> <span class="n">trade_margin</span> <span class="o">=</span> <span class="n">available_margin</span> <span class="o">*</span> <span class="n">unit_margin_ratio</span>
|
|
<a id="__codelineno-0-1150" name="__codelineno-0-1150"></a> <span class="k">if</span> <span class="n">unit_margin_ratio</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1151" name="__codelineno-0-1151"></a> <span class="n">buy_volume</span> <span class="o">=</span> <span class="n">_calculate_min_volume_if_affordable</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1152" name="__codelineno-0-1152"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1153" name="__codelineno-0-1153"></a> <span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1154" name="__codelineno-0-1154"></a> <span class="n">available_margin</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1155" name="__codelineno-0-1155"></a> <span class="s2">"BUY"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1156" name="__codelineno-0-1156"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1157" name="__codelineno-0-1157"></a> <span class="n">sell_volume</span> <span class="o">=</span> <span class="n">_calculate_min_volume_if_affordable</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1158" name="__codelineno-0-1158"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1159" name="__codelineno-0-1159"></a> <span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1160" name="__codelineno-0-1160"></a> <span class="n">available_margin</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1161" name="__codelineno-0-1161"></a> <span class="s2">"SELL"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1162" name="__codelineno-0-1162"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1163" name="__codelineno-0-1163"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1164" name="__codelineno-0-1164"></a> <span class="n">buy_volume</span> <span class="o">=</span> <span class="n">calculate_volume_by_margin</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">,</span> <span class="n">trade_margin</span><span class="p">,</span> <span class="s2">"BUY"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1165" name="__codelineno-0-1165"></a> <span class="n">sell_volume</span> <span class="o">=</span> <span class="n">calculate_volume_by_margin</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">,</span> <span class="n">trade_margin</span><span class="p">,</span> <span class="s2">"SELL"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1166" name="__codelineno-0-1166"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1167" name="__codelineno-0-1167"></a> <span class="n">symbol_info</span> <span class="o">=</span> <span class="n">get_symbol_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1168" name="__codelineno-0-1168"></a> <span class="n">volume_min</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">symbol_info</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"volume_min"</span><span class="p">)</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1169" name="__codelineno-0-1169"></a> <span class="n">volume_max</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">symbol_info</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"volume_max"</span><span class="p">)</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1170" name="__codelineno-0-1170"></a> <span class="n">volume_step</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">symbol_info</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"volume_step"</span><span class="p">)</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1171" name="__codelineno-0-1171"></a> <span class="k">except</span> <span class="ne">AttributeError</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1172" name="__codelineno-0-1172"></a> <span class="n">volume_min</span> <span class="o">=</span> <span class="n">volume_max</span> <span class="o">=</span> <span class="n">volume_step</span> <span class="o">=</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-1173" name="__codelineno-0-1173"></a> <span class="k">return</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-1174" name="__codelineno-0-1174"></a> <span class="s2">"margin_free"</span><span class="p">:</span> <span class="n">margin_free</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1175" name="__codelineno-0-1175"></a> <span class="s2">"available_margin"</span><span class="p">:</span> <span class="n">available_margin</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1176" name="__codelineno-0-1176"></a> <span class="s2">"trade_margin"</span><span class="p">:</span> <span class="n">trade_margin</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1177" name="__codelineno-0-1177"></a> <span class="s2">"buy_volume"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="n">buy_volume</span><span class="p">),</span>
|
|
<a id="__codelineno-0-1178" name="__codelineno-0-1178"></a> <span class="s2">"sell_volume"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="n">sell_volume</span><span class="p">),</span>
|
|
<a id="__codelineno-0-1179" name="__codelineno-0-1179"></a> <span class="s2">"volume_min"</span><span class="p">:</span> <span class="n">volume_min</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1180" name="__codelineno-0-1180"></a> <span class="s2">"volume_max"</span><span class="p">:</span> <span class="n">volume_max</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1181" name="__codelineno-0-1181"></a> <span class="s2">"volume_step"</span><span class="p">:</span> <span class="n">volume_step</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1182" name="__codelineno-0-1182"></a> <span class="p">}</span>
|
|
</code></pre></div></td></tr></table></div>
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</details>
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</div>
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</div>
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<div class="doc doc-object doc-function">
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<h3 id="mt5cli.trading.calculate_new_position_margin_ratio" class="doc doc-heading">
|
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<span class="doc doc-object-name doc-function-name">calculate_new_position_margin_ratio</span>
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<a href="#mt5cli.trading.calculate_new_position_margin_ratio" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">calculate_new_position_margin_ratio</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">new_position_side</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="OrderSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.OrderSide)" href="#mt5cli.trading.OrderSide">OrderSide</a></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">new_position_volume</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">=</span> <span class="mf">0.0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
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|
<div class="doc doc-contents ">
|
|
|
|
<p>Return total margin/equity ratio after an optional hypothetical position.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Raises:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="Mt5OperationError (mt5cli.exceptions.Mt5OperationError)" href="../exceptions/#mt5cli.exceptions.Mt5OperationError">Mt5OperationError</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If equity or required tick data is invalid.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
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|
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<details class="mkdocstrings-source">
|
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<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-920">920</a></span>
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<span class="normal"><a href="#__codelineno-0-921">921</a></span>
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<span class="normal"><a href="#__codelineno-0-922">922</a></span>
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<span class="normal"><a href="#__codelineno-0-923">923</a></span>
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<span class="normal"><a href="#__codelineno-0-924">924</a></span>
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<span class="normal"><a href="#__codelineno-0-925">925</a></span>
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<span class="normal"><a href="#__codelineno-0-926">926</a></span>
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<span class="normal"><a href="#__codelineno-0-927">927</a></span>
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<span class="normal"><a href="#__codelineno-0-928">928</a></span>
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<span class="normal"><a href="#__codelineno-0-929">929</a></span>
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<span class="normal"><a href="#__codelineno-0-930">930</a></span>
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<span class="normal"><a href="#__codelineno-0-931">931</a></span>
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<span class="normal"><a href="#__codelineno-0-932">932</a></span>
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<span class="normal"><a href="#__codelineno-0-933">933</a></span>
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<span class="normal"><a href="#__codelineno-0-934">934</a></span>
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<span class="normal"><a href="#__codelineno-0-935">935</a></span>
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<span class="normal"><a href="#__codelineno-0-936">936</a></span>
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<span class="normal"><a href="#__codelineno-0-937">937</a></span>
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<span class="normal"><a href="#__codelineno-0-938">938</a></span>
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<span class="normal"><a href="#__codelineno-0-939">939</a></span>
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<span class="normal"><a href="#__codelineno-0-940">940</a></span>
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<span class="normal"><a href="#__codelineno-0-941">941</a></span>
|
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<span class="normal"><a href="#__codelineno-0-942">942</a></span>
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<span class="normal"><a href="#__codelineno-0-943">943</a></span>
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<span class="normal"><a href="#__codelineno-0-944">944</a></span>
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<span class="normal"><a href="#__codelineno-0-945">945</a></span>
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<span class="normal"><a href="#__codelineno-0-946">946</a></span>
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<span class="normal"><a href="#__codelineno-0-947">947</a></span>
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<span class="normal"><a href="#__codelineno-0-948">948</a></span>
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<span class="normal"><a href="#__codelineno-0-949">949</a></span>
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<span class="normal"><a href="#__codelineno-0-950">950</a></span>
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<span class="normal"><a href="#__codelineno-0-951">951</a></span>
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<span class="normal"><a href="#__codelineno-0-952">952</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-920" name="__codelineno-0-920"></a><span class="k">def</span><span class="w"> </span><span class="nf">calculate_new_position_margin_ratio</span><span class="p">(</span>
|
|
<a id="__codelineno-0-921" name="__codelineno-0-921"></a> <span class="n">client</span><span class="p">:</span> <span class="n">_Mt5ClientProtocol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-922" name="__codelineno-0-922"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-923" name="__codelineno-0-923"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-924" name="__codelineno-0-924"></a> <span class="n">new_position_side</span><span class="p">:</span> <span class="n">OrderSide</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-925" name="__codelineno-0-925"></a> <span class="n">new_position_volume</span><span class="p">:</span> <span class="nb">float</span> <span class="o">=</span> <span class="mf">0.0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-926" name="__codelineno-0-926"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span><span class="p">:</span>
|
|
<a id="__codelineno-0-927" name="__codelineno-0-927"></a><span class="w"> </span><span class="sd">"""Return total margin/equity ratio after an optional hypothetical position.</span>
|
|
<a id="__codelineno-0-928" name="__codelineno-0-928"></a>
|
|
<a id="__codelineno-0-929" name="__codelineno-0-929"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-930" name="__codelineno-0-930"></a><span class="sd"> Mt5OperationError: If equity or required tick data is invalid.</span>
|
|
<a id="__codelineno-0-931" name="__codelineno-0-931"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-932" name="__codelineno-0-932"></a> <span class="n">account</span> <span class="o">=</span> <span class="n">get_account_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">)</span>
|
|
<a id="__codelineno-0-933" name="__codelineno-0-933"></a> <span class="n">equity</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">account</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"equity"</span><span class="p">)</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">)</span>
|
|
<a id="__codelineno-0-934" name="__codelineno-0-934"></a> <span class="k">if</span> <span class="n">equity</span> <span class="o"><=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-935" name="__codelineno-0-935"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"Account equity must be positive to calculate margin ratio."</span>
|
|
<a id="__codelineno-0-936" name="__codelineno-0-936"></a> <span class="k">raise</span> <span class="n">Mt5OperationError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-937" name="__codelineno-0-937"></a> <span class="n">margin</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">account</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"margin"</span><span class="p">)</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">)</span>
|
|
<a id="__codelineno-0-938" name="__codelineno-0-938"></a> <span class="k">if</span> <span class="n">new_position_side</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span> <span class="ow">and</span> <span class="n">new_position_volume</span> <span class="o">></span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-939" name="__codelineno-0-939"></a> <span class="n">side</span> <span class="o">=</span> <span class="n">_normalize_order_side</span><span class="p">(</span><span class="n">new_position_side</span><span class="p">)</span>
|
|
<a id="__codelineno-0-940" name="__codelineno-0-940"></a> <span class="n">price</span> <span class="o">=</span> <span class="n">extract_tick_price</span><span class="p">(</span>
|
|
<a id="__codelineno-0-941" name="__codelineno-0-941"></a> <span class="n">get_tick_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">),</span> <span class="s2">"ask"</span> <span class="k">if</span> <span class="n">side</span> <span class="o">==</span> <span class="s2">"BUY"</span> <span class="k">else</span> <span class="s2">"bid"</span>
|
|
<a id="__codelineno-0-942" name="__codelineno-0-942"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-943" name="__codelineno-0-943"></a> <span class="k">if</span> <span class="n">price</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-944" name="__codelineno-0-944"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Tick price is unavailable for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
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<a id="__codelineno-0-945" name="__codelineno-0-945"></a> <span class="k">raise</span> <span class="n">Mt5OperationError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
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<a id="__codelineno-0-946" name="__codelineno-0-946"></a> <span class="n">order_type</span> <span class="o">=</span> <span class="p">(</span>
|
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<a id="__codelineno-0-947" name="__codelineno-0-947"></a> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">ORDER_TYPE_BUY</span> <span class="k">if</span> <span class="n">side</span> <span class="o">==</span> <span class="s2">"BUY"</span> <span class="k">else</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">ORDER_TYPE_SELL</span>
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<a id="__codelineno-0-948" name="__codelineno-0-948"></a> <span class="p">)</span>
|
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<a id="__codelineno-0-949" name="__codelineno-0-949"></a> <span class="n">margin</span> <span class="o">+=</span> <span class="nb">float</span><span class="p">(</span>
|
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<a id="__codelineno-0-950" name="__codelineno-0-950"></a> <span class="n">client</span><span class="o">.</span><span class="n">order_calc_margin</span><span class="p">(</span><span class="n">order_type</span><span class="p">,</span> <span class="n">symbol</span><span class="p">,</span> <span class="n">new_position_volume</span><span class="p">,</span> <span class="n">price</span><span class="p">),</span>
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<a id="__codelineno-0-951" name="__codelineno-0-951"></a> <span class="p">)</span>
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<a id="__codelineno-0-952" name="__codelineno-0-952"></a> <span class="k">return</span> <span class="n">margin</span> <span class="o">/</span> <span class="n">equity</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.trading.calculate_positions_margin" class="doc doc-heading">
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<span class="doc doc-object-name doc-function-name">calculate_positions_margin</span>
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<a href="#mt5cli.trading.calculate_positions_margin" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">calculate_positions_margin</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></span><span class="p">,</span>
|
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<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
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<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
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<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="float">float</span></span>
|
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</code></pre></div>
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<div class="doc doc-contents ">
|
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|
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<p>Return the sum of estimated current margin for open positions.</p>
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<p><span class="doc-section-title">Parameters:</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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<th>Default</th>
|
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</tr>
|
|
</thead>
|
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<tbody>
|
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<tr class="doc-section-item">
|
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<td>
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<code>client</code>
|
|
</td>
|
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<td>
|
|
<code><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Connected MT5 client instance.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>symbols</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="collections.abc.Sequence">Sequence</span>[<span title="str">str</span>] | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional symbol filter. When omitted, all open positions are
|
|
included.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Total estimated margin, or <code>0.0</code> when no matching positions exist.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
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<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
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<span class="normal"><a href="#__codelineno-0-836">836</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-797" name="__codelineno-0-797"></a><span class="k">def</span><span class="w"> </span><span class="nf">calculate_positions_margin</span><span class="p">(</span>
|
|
<a id="__codelineno-0-798" name="__codelineno-0-798"></a> <span class="n">client</span><span class="p">:</span> <span class="n">_Mt5ClientProtocol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-799" name="__codelineno-0-799"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-800" name="__codelineno-0-800"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">str</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-801" name="__codelineno-0-801"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span><span class="p">:</span>
|
|
<a id="__codelineno-0-802" name="__codelineno-0-802"></a><span class="w"> </span><span class="sd">"""Return the sum of estimated current margin for open positions.</span>
|
|
<a id="__codelineno-0-803" name="__codelineno-0-803"></a>
|
|
<a id="__codelineno-0-804" name="__codelineno-0-804"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-805" name="__codelineno-0-805"></a><span class="sd"> client: Connected MT5 client instance.</span>
|
|
<a id="__codelineno-0-806" name="__codelineno-0-806"></a><span class="sd"> symbols: Optional symbol filter. When omitted, all open positions are</span>
|
|
<a id="__codelineno-0-807" name="__codelineno-0-807"></a><span class="sd"> included.</span>
|
|
<a id="__codelineno-0-808" name="__codelineno-0-808"></a>
|
|
<a id="__codelineno-0-809" name="__codelineno-0-809"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-810" name="__codelineno-0-810"></a><span class="sd"> Total estimated margin, or ``0.0`` when no matching positions exist.</span>
|
|
<a id="__codelineno-0-811" name="__codelineno-0-811"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-812" name="__codelineno-0-812"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">get_positions_frame</span><span class="p">(</span><span class="n">client</span><span class="p">)</span>
|
|
<a id="__codelineno-0-813" name="__codelineno-0-813"></a> <span class="k">if</span> <span class="n">frame</span><span class="o">.</span><span class="n">empty</span> <span class="ow">or</span> <span class="s2">"symbol"</span> <span class="ow">not</span> <span class="ow">in</span> <span class="n">frame</span><span class="o">.</span><span class="n">columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-814" name="__codelineno-0-814"></a> <span class="k">return</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-815" name="__codelineno-0-815"></a> <span class="k">if</span> <span class="n">symbols</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-816" name="__codelineno-0-816"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">frame</span><span class="p">[</span><span class="n">frame</span><span class="p">[</span><span class="s2">"symbol"</span><span class="p">]</span><span class="o">.</span><span class="n">isin</span><span class="p">(</span><span class="nb">list</span><span class="p">(</span><span class="n">symbols</span><span class="p">))]</span>
|
|
<a id="__codelineno-0-817" name="__codelineno-0-817"></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-0-818" name="__codelineno-0-818"></a> <span class="k">return</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-819" name="__codelineno-0-819"></a> <span class="n">grouped_volumes</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="nb">tuple</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="n">OrderSide</span><span class="p">],</span> <span class="nb">float</span><span class="p">]</span> <span class="o">=</span> <span class="p">{}</span>
|
|
<a id="__codelineno-0-820" name="__codelineno-0-820"></a> <span class="k">for</span> <span class="n">_</span><span class="p">,</span> <span class="n">row</span> <span class="ow">in</span> <span class="n">frame</span><span class="o">.</span><span class="n">iterrows</span><span class="p">():</span>
|
|
<a id="__codelineno-0-821" name="__codelineno-0-821"></a> <span class="n">symbol</span> <span class="o">=</span> <span class="n">row</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"symbol"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-822" name="__codelineno-0-822"></a> <span class="k">if</span> <span class="ow">not</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">symbol</span><span class="p">,</span> <span class="nb">str</span><span class="p">)</span> <span class="ow">or</span> <span class="ow">not</span> <span class="n">symbol</span><span class="p">:</span>
|
|
<a id="__codelineno-0-823" name="__codelineno-0-823"></a> <span class="k">continue</span>
|
|
<a id="__codelineno-0-824" name="__codelineno-0-824"></a> <span class="n">volume</span> <span class="o">=</span> <span class="n">row</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"volume"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-825" name="__codelineno-0-825"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">_is_positive_finite_number</span><span class="p">(</span><span class="n">volume</span><span class="p">):</span>
|
|
<a id="__codelineno-0-826" name="__codelineno-0-826"></a> <span class="k">continue</span>
|
|
<a id="__codelineno-0-827" name="__codelineno-0-827"></a> <span class="n">order_side</span> <span class="o">=</span> <span class="n">_order_side_from_position_type</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">row</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"type"</span><span class="p">))</span>
|
|
<a id="__codelineno-0-828" name="__codelineno-0-828"></a> <span class="k">if</span> <span class="n">order_side</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-829" name="__codelineno-0-829"></a> <span class="k">continue</span>
|
|
<a id="__codelineno-0-830" name="__codelineno-0-830"></a> <span class="n">key</span> <span class="o">=</span> <span class="p">(</span><span class="n">symbol</span><span class="p">,</span> <span class="n">order_side</span><span class="p">)</span>
|
|
<a id="__codelineno-0-831" name="__codelineno-0-831"></a> <span class="n">finite_volume</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">cast</span><span class="p">(</span><span class="s2">"float | int"</span><span class="p">,</span> <span class="n">volume</span><span class="p">))</span>
|
|
<a id="__codelineno-0-832" name="__codelineno-0-832"></a> <span class="n">grouped_volumes</span><span class="p">[</span><span class="n">key</span><span class="p">]</span> <span class="o">=</span> <span class="n">grouped_volumes</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">key</span><span class="p">,</span> <span class="mf">0.0</span><span class="p">)</span> <span class="o">+</span> <span class="n">finite_volume</span>
|
|
<a id="__codelineno-0-833" name="__codelineno-0-833"></a> <span class="n">total</span> <span class="o">=</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-834" name="__codelineno-0-834"></a> <span class="k">for</span> <span class="p">(</span><span class="n">symbol</span><span class="p">,</span> <span class="n">order_side</span><span class="p">),</span> <span class="n">volume</span> <span class="ow">in</span> <span class="n">grouped_volumes</span><span class="o">.</span><span class="n">items</span><span class="p">():</span>
|
|
<a id="__codelineno-0-835" name="__codelineno-0-835"></a> <span class="n">total</span> <span class="o">+=</span> <span class="n">estimate_order_margin</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">,</span> <span class="n">order_side</span><span class="p">,</span> <span class="n">volume</span><span class="p">)</span>
|
|
<a id="__codelineno-0-836" name="__codelineno-0-836"></a> <span class="k">return</span> <span class="n">total</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.calculate_positions_margin_by_symbol" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">calculate_positions_margin_by_symbol</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.calculate_positions_margin_by_symbol" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">calculate_positions_margin_by_symbol</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
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<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">suppress_errors</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">True</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="dict">dict</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">,</span> <span class="n"><span title="float">float</span></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return per-symbol estimated margin for open positions.</p>
|
|
<p>Computes margin for each unique input symbol independently using the strict
|
|
:func:<code>calculate_positions_margin</code> helper. Duplicates are deduplicated in
|
|
first-seen order.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
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<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>client</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Connected MT5 client instance.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>symbols</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="collections.abc.Sequence">Sequence</span>[<span title="str">str</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Symbols to compute margin for.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>suppress_errors</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>When <code>True</code>, log and skip symbols that raise
|
|
<code>Mt5OperationError</code>, <code>Mt5RuntimeError</code>, or <code>AttributeError</code>.
|
|
When <code>False</code>, re-raise the first failure.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>True</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="str">str</span>, <span title="float">float</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Mapping of symbol to margin total in first-seen unique-symbol order.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="dict">dict</span>[<span title="str">str</span>, <span title="float">float</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Returns an empty dict when <code>symbols</code> is empty or all symbols fail</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="dict">dict</span>[<span title="str">str</span>, <span title="float">float</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>with <code>suppress_errors=True</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><a class="autorefs autorefs-internal" title="Mt5OperationError (mt5cli.exceptions.Mt5OperationError)" href="../exceptions/#mt5cli.exceptions.Mt5OperationError">Mt5OperationError</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>When a symbol raises <code>Mt5OperationError</code> and
|
|
<code>suppress_errors=False</code>.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="pdmt5.Mt5RuntimeError">Mt5RuntimeError</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>When a symbol raises <code>Mt5RuntimeError</code> and
|
|
<code>suppress_errors=False</code>.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="AttributeError">AttributeError</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>When a symbol raises <code>AttributeError</code> and
|
|
<code>suppress_errors=False</code>.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-839">839</a></span>
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<span class="normal"><a href="#__codelineno-0-858">858</a></span>
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<span class="normal"><a href="#__codelineno-0-859">859</a></span>
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<span class="normal"><a href="#__codelineno-0-863">863</a></span>
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<span class="normal"><a href="#__codelineno-0-864">864</a></span>
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<span class="normal"><a href="#__codelineno-0-866">866</a></span>
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<span class="normal"><a href="#__codelineno-0-872">872</a></span>
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<span class="normal"><a href="#__codelineno-0-873">873</a></span>
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<span class="normal"><a href="#__codelineno-0-874">874</a></span>
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<span class="normal"><a href="#__codelineno-0-875">875</a></span>
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<span class="normal"><a href="#__codelineno-0-876">876</a></span>
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<span class="normal"><a href="#__codelineno-0-879">879</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-839" name="__codelineno-0-839"></a><span class="k">def</span><span class="w"> </span><span class="nf">calculate_positions_margin_by_symbol</span><span class="p">(</span>
|
|
<a id="__codelineno-0-840" name="__codelineno-0-840"></a> <span class="n">client</span><span class="p">:</span> <span class="n">_Mt5ClientProtocol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-841" name="__codelineno-0-841"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-842" name="__codelineno-0-842"></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-0-843" name="__codelineno-0-843"></a> <span class="n">suppress_errors</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
|
<a id="__codelineno-0-844" name="__codelineno-0-844"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">dict</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="nb">float</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-845" name="__codelineno-0-845"></a><span class="w"> </span><span class="sd">"""Return per-symbol estimated margin for open positions.</span>
|
|
<a id="__codelineno-0-846" name="__codelineno-0-846"></a>
|
|
<a id="__codelineno-0-847" name="__codelineno-0-847"></a><span class="sd"> Computes margin for each unique input symbol independently using the strict</span>
|
|
<a id="__codelineno-0-848" name="__codelineno-0-848"></a><span class="sd"> :func:`calculate_positions_margin` helper. Duplicates are deduplicated in</span>
|
|
<a id="__codelineno-0-849" name="__codelineno-0-849"></a><span class="sd"> first-seen order.</span>
|
|
<a id="__codelineno-0-850" name="__codelineno-0-850"></a>
|
|
<a id="__codelineno-0-851" name="__codelineno-0-851"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-852" name="__codelineno-0-852"></a><span class="sd"> client: Connected MT5 client instance.</span>
|
|
<a id="__codelineno-0-853" name="__codelineno-0-853"></a><span class="sd"> symbols: Symbols to compute margin for.</span>
|
|
<a id="__codelineno-0-854" name="__codelineno-0-854"></a><span class="sd"> suppress_errors: When ``True``, log and skip symbols that raise</span>
|
|
<a id="__codelineno-0-855" name="__codelineno-0-855"></a><span class="sd"> ``Mt5OperationError``, ``Mt5RuntimeError``, or ``AttributeError``.</span>
|
|
<a id="__codelineno-0-856" name="__codelineno-0-856"></a><span class="sd"> When ``False``, re-raise the first failure.</span>
|
|
<a id="__codelineno-0-857" name="__codelineno-0-857"></a>
|
|
<a id="__codelineno-0-858" name="__codelineno-0-858"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-859" name="__codelineno-0-859"></a><span class="sd"> Mapping of symbol to margin total in first-seen unique-symbol order.</span>
|
|
<a id="__codelineno-0-860" name="__codelineno-0-860"></a><span class="sd"> Returns an empty dict when ``symbols`` is empty or all symbols fail</span>
|
|
<a id="__codelineno-0-861" name="__codelineno-0-861"></a><span class="sd"> with ``suppress_errors=True``.</span>
|
|
<a id="__codelineno-0-862" name="__codelineno-0-862"></a>
|
|
<a id="__codelineno-0-863" name="__codelineno-0-863"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-864" name="__codelineno-0-864"></a><span class="sd"> Mt5OperationError: When a symbol raises ``Mt5OperationError`` and</span>
|
|
<a id="__codelineno-0-865" name="__codelineno-0-865"></a><span class="sd"> ``suppress_errors=False``.</span>
|
|
<a id="__codelineno-0-866" name="__codelineno-0-866"></a><span class="sd"> Mt5RuntimeError: When a symbol raises ``Mt5RuntimeError`` and</span>
|
|
<a id="__codelineno-0-867" name="__codelineno-0-867"></a><span class="sd"> ``suppress_errors=False``.</span>
|
|
<a id="__codelineno-0-868" name="__codelineno-0-868"></a><span class="sd"> AttributeError: When a symbol raises ``AttributeError`` and</span>
|
|
<a id="__codelineno-0-869" name="__codelineno-0-869"></a><span class="sd"> ``suppress_errors=False``.</span>
|
|
<a id="__codelineno-0-870" name="__codelineno-0-870"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-871" name="__codelineno-0-871"></a> <span class="n">result</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">float</span><span class="p">]</span> <span class="o">=</span> <span class="p">{}</span>
|
|
<a id="__codelineno-0-872" name="__codelineno-0-872"></a> <span class="k">for</span> <span class="n">symbol</span> <span class="ow">in</span> <span class="nb">dict</span><span class="o">.</span><span class="n">fromkeys</span><span class="p">(</span><span class="n">symbols</span><span class="p">):</span>
|
|
<a id="__codelineno-0-873" name="__codelineno-0-873"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-874" name="__codelineno-0-874"></a> <span class="n">result</span><span class="p">[</span><span class="n">symbol</span><span class="p">]</span> <span class="o">=</span> <span class="n">calculate_positions_margin</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbols</span><span class="o">=</span><span class="p">[</span><span class="n">symbol</span><span class="p">])</span>
|
|
<a id="__codelineno-0-875" name="__codelineno-0-875"></a> <span class="k">except</span> <span class="p">(</span><span class="n">Mt5OperationError</span><span class="p">,</span> <span class="n">Mt5RuntimeError</span><span class="p">,</span> <span class="ne">AttributeError</span><span class="p">)</span> <span class="k">as</span> <span class="n">exc</span><span class="p">:</span>
|
|
<a id="__codelineno-0-876" name="__codelineno-0-876"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">suppress_errors</span><span class="p">:</span>
|
|
<a id="__codelineno-0-877" name="__codelineno-0-877"></a> <span class="k">raise</span>
|
|
<a id="__codelineno-0-878" name="__codelineno-0-878"></a> <span class="n">_logger</span><span class="o">.</span><span class="n">warning</span><span class="p">(</span><span class="s2">"Skipping margin for </span><span class="si">%r</span><span class="s2">: </span><span class="si">%s</span><span class="s2">"</span><span class="p">,</span> <span class="n">symbol</span><span class="p">,</span> <span class="n">exc</span><span class="p">)</span>
|
|
<a id="__codelineno-0-879" name="__codelineno-0-879"></a> <span class="k">return</span> <span class="n">result</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.calculate_positions_margin_safe" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">calculate_positions_margin_safe</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.calculate_positions_margin_safe" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">calculate_positions_margin_safe</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></span><span class="p">,</span> <span class="o">*</span><span class="p">,</span> <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="p">)</span> <span class="o">-></span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return the total estimated margin for open positions across symbols.</p>
|
|
<p>Internally calls :func:<code>calculate_positions_margin_by_symbol</code> with
|
|
<code>suppress_errors=True</code>. Failed symbols are silently skipped.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>client</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Connected MT5 client instance.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>symbols</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="collections.abc.Sequence">Sequence</span>[<span title="str">str</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Symbols to include.</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="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Sum of per-symbol margins; <code>0.0</code> when no symbols or all fail.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-882">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>
|
|
<span class="normal"><a href="#__codelineno-0-885">885</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-886">886</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-887">887</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-888">888</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-889">889</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-890">890</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-891">891</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-892">892</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-893">893</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-894">894</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-895">895</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-896">896</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-897">897</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-898">898</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-899">899</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-900">900</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-901">901</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-902">902</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-882" name="__codelineno-0-882"></a><span class="k">def</span><span class="w"> </span><span class="nf">calculate_positions_margin_safe</span><span class="p">(</span>
|
|
<a id="__codelineno-0-883" name="__codelineno-0-883"></a> <span class="n">client</span><span class="p">:</span> <span class="n">_Mt5ClientProtocol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-884" name="__codelineno-0-884"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-885" name="__codelineno-0-885"></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-0-886" name="__codelineno-0-886"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span><span class="p">:</span>
|
|
<a id="__codelineno-0-887" name="__codelineno-0-887"></a><span class="w"> </span><span class="sd">"""Return the total estimated margin for open positions across symbols.</span>
|
|
<a id="__codelineno-0-888" name="__codelineno-0-888"></a>
|
|
<a id="__codelineno-0-889" name="__codelineno-0-889"></a><span class="sd"> Internally calls :func:`calculate_positions_margin_by_symbol` with</span>
|
|
<a id="__codelineno-0-890" name="__codelineno-0-890"></a><span class="sd"> ``suppress_errors=True``. Failed symbols are silently skipped.</span>
|
|
<a id="__codelineno-0-891" name="__codelineno-0-891"></a>
|
|
<a id="__codelineno-0-892" name="__codelineno-0-892"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-893" name="__codelineno-0-893"></a><span class="sd"> client: Connected MT5 client instance.</span>
|
|
<a id="__codelineno-0-894" name="__codelineno-0-894"></a><span class="sd"> symbols: Symbols to include.</span>
|
|
<a id="__codelineno-0-895" name="__codelineno-0-895"></a>
|
|
<a id="__codelineno-0-896" name="__codelineno-0-896"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-897" name="__codelineno-0-897"></a><span class="sd"> Sum of per-symbol margins; ``0.0`` when no symbols or all fail.</span>
|
|
<a id="__codelineno-0-898" name="__codelineno-0-898"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-899" name="__codelineno-0-899"></a> <span class="k">return</span> <span class="nb">sum</span><span class="p">(</span>
|
|
<a id="__codelineno-0-900" name="__codelineno-0-900"></a> <span class="n">calculate_positions_margin_by_symbol</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbols</span><span class="o">=</span><span class="n">symbols</span><span class="p">)</span><span class="o">.</span><span class="n">values</span><span class="p">(),</span>
|
|
<a id="__codelineno-0-901" name="__codelineno-0-901"></a> <span class="mf">0.0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-902" name="__codelineno-0-902"></a> <span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.calculate_projected_margin_ratio" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">calculate_projected_margin_ratio</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.calculate_projected_margin_ratio" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">calculate_projected_margin_ratio</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">new_position_side</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="OrderSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.OrderSide)" href="#mt5cli.trading.OrderSide">OrderSide</a></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">new_position_volume</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">=</span> <span class="mf">0.0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return estimated current plus optional new-position margin over equity.</p>
|
|
<p>Current exposure is estimated from open positions with
|
|
:func:<code>calculate_positions_margin</code>. Optional projected exposure is added via
|
|
:func:<code>estimate_order_margin</code>. Thresholds and guard actions are intentionally
|
|
left to downstream applications.</p>
|
|
<p>Account equity, position margin, and optional projected margin errors from
|
|
the composed MT5 helpers propagate to the caller.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-1013">1013</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1014">1014</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1015">1015</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1016">1016</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1017">1017</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1018">1018</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1019">1019</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1020">1020</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1021">1021</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1022">1022</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1023">1023</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1024">1024</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1025">1025</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1026">1026</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1027">1027</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1028">1028</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1029">1029</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1030">1030</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1031">1031</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1032">1032</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1033">1033</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1034">1034</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1035">1035</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1036">1036</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1037">1037</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1038">1038</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1039">1039</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1013" name="__codelineno-0-1013"></a><span class="k">def</span><span class="w"> </span><span class="nf">calculate_projected_margin_ratio</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1014" name="__codelineno-0-1014"></a> <span class="n">client</span><span class="p">:</span> <span class="n">_Mt5ClientProtocol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1015" name="__codelineno-0-1015"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1016" name="__codelineno-0-1016"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1017" name="__codelineno-0-1017"></a> <span class="n">new_position_side</span><span class="p">:</span> <span class="n">OrderSide</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1018" name="__codelineno-0-1018"></a> <span class="n">new_position_volume</span><span class="p">:</span> <span class="nb">float</span> <span class="o">=</span> <span class="mf">0.0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1019" name="__codelineno-0-1019"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1020" name="__codelineno-0-1020"></a><span class="w"> </span><span class="sd">"""Return estimated current plus optional new-position margin over equity.</span>
|
|
<a id="__codelineno-0-1021" name="__codelineno-0-1021"></a>
|
|
<a id="__codelineno-0-1022" name="__codelineno-0-1022"></a><span class="sd"> Current exposure is estimated from open positions with</span>
|
|
<a id="__codelineno-0-1023" name="__codelineno-0-1023"></a><span class="sd"> :func:`calculate_positions_margin`. Optional projected exposure is added via</span>
|
|
<a id="__codelineno-0-1024" name="__codelineno-0-1024"></a><span class="sd"> :func:`estimate_order_margin`. Thresholds and guard actions are intentionally</span>
|
|
<a id="__codelineno-0-1025" name="__codelineno-0-1025"></a><span class="sd"> left to downstream applications.</span>
|
|
<a id="__codelineno-0-1026" name="__codelineno-0-1026"></a>
|
|
<a id="__codelineno-0-1027" name="__codelineno-0-1027"></a><span class="sd"> Account equity, position margin, and optional projected margin errors from</span>
|
|
<a id="__codelineno-0-1028" name="__codelineno-0-1028"></a><span class="sd"> the composed MT5 helpers propagate to the caller.</span>
|
|
<a id="__codelineno-0-1029" name="__codelineno-0-1029"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1030" name="__codelineno-0-1030"></a> <span class="n">equity</span> <span class="o">=</span> <span class="n">_account_equity</span><span class="p">(</span><span class="n">client</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1031" name="__codelineno-0-1031"></a> <span class="n">margin</span> <span class="o">=</span> <span class="n">calculate_positions_margin</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbols</span><span class="o">=</span><span class="p">[</span><span class="n">symbol</span><span class="p">])</span>
|
|
<a id="__codelineno-0-1032" name="__codelineno-0-1032"></a> <span class="k">if</span> <span class="n">new_position_side</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span> <span class="ow">and</span> <span class="n">new_position_volume</span> <span class="o">></span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1033" name="__codelineno-0-1033"></a> <span class="n">margin</span> <span class="o">+=</span> <span class="n">estimate_order_margin</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1034" name="__codelineno-0-1034"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1035" name="__codelineno-0-1035"></a> <span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1036" name="__codelineno-0-1036"></a> <span class="n">new_position_side</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1037" name="__codelineno-0-1037"></a> <span class="n">new_position_volume</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1038" name="__codelineno-0-1038"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1039" name="__codelineno-0-1039"></a> <span class="k">return</span> <span class="n">margin</span> <span class="o">/</span> <span class="n">equity</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.calculate_spread_ratio" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">calculate_spread_ratio</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.calculate_spread_ratio" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">calculate_spread_ratio</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></span><span class="p">,</span> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return <code>(ask - bid) / ((ask + bid) / 2)</code> for the latest tick.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Raises:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="Mt5OperationError (mt5cli.exceptions.Mt5OperationError)" href="../exceptions/#mt5cli.exceptions.Mt5OperationError">Mt5OperationError</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If bid or ask is unavailable.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
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<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-905">905</a></span>
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<span class="normal"><a href="#__codelineno-0-917">917</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-905" name="__codelineno-0-905"></a><span class="k">def</span><span class="w"> </span><span class="nf">calculate_spread_ratio</span><span class="p">(</span><span class="n">client</span><span class="p">:</span> <span class="n">_Mt5ClientProtocol</span><span class="p">,</span> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span><span class="p">:</span>
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<a id="__codelineno-0-906" name="__codelineno-0-906"></a><span class="w"> </span><span class="sd">"""Return ``(ask - bid) / ((ask + bid) / 2)`` for the latest tick.</span>
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<a id="__codelineno-0-907" name="__codelineno-0-907"></a>
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<a id="__codelineno-0-908" name="__codelineno-0-908"></a><span class="sd"> Raises:</span>
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<a id="__codelineno-0-909" name="__codelineno-0-909"></a><span class="sd"> Mt5OperationError: If bid or ask is unavailable.</span>
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<a id="__codelineno-0-910" name="__codelineno-0-910"></a><span class="sd"> """</span>
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<a id="__codelineno-0-911" name="__codelineno-0-911"></a> <span class="n">tick</span> <span class="o">=</span> <span class="n">get_tick_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
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<a id="__codelineno-0-912" name="__codelineno-0-912"></a> <span class="n">bid</span> <span class="o">=</span> <span class="n">extract_tick_price</span><span class="p">(</span><span class="n">tick</span><span class="p">,</span> <span class="s2">"bid"</span><span class="p">)</span>
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<a id="__codelineno-0-913" name="__codelineno-0-913"></a> <span class="n">ask</span> <span class="o">=</span> <span class="n">extract_tick_price</span><span class="p">(</span><span class="n">tick</span><span class="p">,</span> <span class="s2">"ask"</span><span class="p">)</span>
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<a id="__codelineno-0-914" name="__codelineno-0-914"></a> <span class="k">if</span> <span class="n">bid</span> <span class="ow">is</span> <span class="kc">None</span> <span class="ow">or</span> <span class="n">ask</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
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<a id="__codelineno-0-915" name="__codelineno-0-915"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Tick bid/ask is unavailable for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
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<a id="__codelineno-0-916" name="__codelineno-0-916"></a> <span class="k">raise</span> <span class="n">Mt5OperationError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
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<a id="__codelineno-0-917" name="__codelineno-0-917"></a> <span class="k">return</span> <span class="p">(</span><span class="n">ask</span> <span class="o">-</span> <span class="n">bid</span><span class="p">)</span> <span class="o">/</span> <span class="p">((</span><span class="n">ask</span> <span class="o">+</span> <span class="n">bid</span><span class="p">)</span> <span class="o">/</span> <span class="mf">2.0</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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<h3 id="mt5cli.trading.calculate_symbol_group_margin_ratio" class="doc doc-heading">
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<span class="doc doc-object-name doc-function-name">calculate_symbol_group_margin_ratio</span>
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<a href="#mt5cli.trading.calculate_symbol_group_margin_ratio" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">calculate_symbol_group_margin_ratio</span><span class="p">(</span>
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<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></span><span class="p">,</span>
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<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
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<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">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-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">new_symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
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<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">new_position_side</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="OrderSide
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module-attribute
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(mt5cli.trading.OrderSide)" href="#mt5cli.trading.OrderSide">OrderSide</a></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
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<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">new_position_volume</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">=</span> <span class="mf">0.0</span><span class="p">,</span>
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<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">suppress_errors</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
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<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="n">projection_mode</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="ProjectionMode
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module-attribute
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(mt5cli.trading.ProjectionMode)" href="#mt5cli.trading.ProjectionMode">ProjectionMode</a></span> <span class="o">=</span> <span class="s2">"add"</span><span class="p">,</span>
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<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="float">float</span></span>
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</code></pre></div>
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<div class="doc doc-contents ">
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<p>Return estimated symbol-group margin over account equity.</p>
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<p>Per-symbol current exposure is summed with
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:func:<code>calculate_positions_margin_by_symbol</code>. When <code>new_symbol</code> is inside
|
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the input symbol group and candidate side/volume are provided, projected order
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margin is applied according to <code>projection_mode</code>:</p>
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<ul>
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<li><code>"add"</code> (default): adds candidate margin to the group total.</li>
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<li><code>"replace_symbol"</code>: subtracts current margin for <code>new_symbol</code>, then
|
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adds candidate margin. Useful for reversal-style projections where the new
|
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order is intended to replace existing exposure for that symbol.</li>
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</ul>
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<p>If the candidate margin estimation fails, the subtraction is also skipped so
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the operation is atomic. Invalid equity always raises to fail closed.</p>
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<p><span class="doc-section-title">Raises:</span></p>
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<table>
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<thead>
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<tr>
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<th>Type</th>
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<th>Description</th>
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</tr>
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</thead>
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<tbody>
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<tr class="doc-section-item">
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<td>
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<code><span title="AttributeError">AttributeError</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>When symbol margin lookup or projected margin lookup
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fails and <code>suppress_errors</code> is <code>False</code>.</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>
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<code><span title="pdmt5.Mt5RuntimeError">Mt5RuntimeError</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>When symbol margin lookup or projected margin lookup
|
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fails and <code>suppress_errors</code> is <code>False</code>.</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>
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<code><a class="autorefs autorefs-internal" title="Mt5OperationError (mt5cli.exceptions.Mt5OperationError)" href="../exceptions/#mt5cli.exceptions.Mt5OperationError">Mt5OperationError</a></code>
|
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</td>
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<td>
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<div class="doc-md-description">
|
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<p>When account equity is invalid, or when symbol margin
|
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lookup or projected margin lookup fails and <code>suppress_errors</code> is
|
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<code>False</code>.</p>
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</div>
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</td>
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</tr>
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</tbody>
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</table>
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<details class="mkdocstrings-source">
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<summary>Source code in <code>mt5cli/trading.py</code></summary>
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<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-1052">1052</a></span>
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<span class="normal"><a href="#__codelineno-0-1115">1115</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1052" name="__codelineno-0-1052"></a><span class="k">def</span><span class="w"> </span><span class="nf">calculate_symbol_group_margin_ratio</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1053" name="__codelineno-0-1053"></a> <span class="n">client</span><span class="p">:</span> <span class="n">_Mt5ClientProtocol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1054" name="__codelineno-0-1054"></a> <span class="o">*</span><span class="p">,</span>
|
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<a id="__codelineno-0-1055" name="__codelineno-0-1055"></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-0-1056" name="__codelineno-0-1056"></a> <span class="n">new_symbol</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
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<a id="__codelineno-0-1057" name="__codelineno-0-1057"></a> <span class="n">new_position_side</span><span class="p">:</span> <span class="n">OrderSide</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
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<a id="__codelineno-0-1058" name="__codelineno-0-1058"></a> <span class="n">new_position_volume</span><span class="p">:</span> <span class="nb">float</span> <span class="o">=</span> <span class="mf">0.0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1059" name="__codelineno-0-1059"></a> <span class="n">suppress_errors</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
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<a id="__codelineno-0-1060" name="__codelineno-0-1060"></a> <span class="n">projection_mode</span><span class="p">:</span> <span class="n">ProjectionMode</span> <span class="o">=</span> <span class="s2">"add"</span><span class="p">,</span>
|
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<a id="__codelineno-0-1061" name="__codelineno-0-1061"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span><span class="p">:</span>
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<a id="__codelineno-0-1062" name="__codelineno-0-1062"></a><span class="w"> </span><span class="sd">"""Return estimated symbol-group margin over account equity.</span>
|
|
<a id="__codelineno-0-1063" name="__codelineno-0-1063"></a>
|
|
<a id="__codelineno-0-1064" name="__codelineno-0-1064"></a><span class="sd"> Per-symbol current exposure is summed with</span>
|
|
<a id="__codelineno-0-1065" name="__codelineno-0-1065"></a><span class="sd"> :func:`calculate_positions_margin_by_symbol`. When ``new_symbol`` is inside</span>
|
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<a id="__codelineno-0-1066" name="__codelineno-0-1066"></a><span class="sd"> the input symbol group and candidate side/volume are provided, projected order</span>
|
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<a id="__codelineno-0-1067" name="__codelineno-0-1067"></a><span class="sd"> margin is applied according to ``projection_mode``:</span>
|
|
<a id="__codelineno-0-1068" name="__codelineno-0-1068"></a>
|
|
<a id="__codelineno-0-1069" name="__codelineno-0-1069"></a><span class="sd"> - ``"add"`` (default): adds candidate margin to the group total.</span>
|
|
<a id="__codelineno-0-1070" name="__codelineno-0-1070"></a><span class="sd"> - ``"replace_symbol"``: subtracts current margin for ``new_symbol``, then</span>
|
|
<a id="__codelineno-0-1071" name="__codelineno-0-1071"></a><span class="sd"> adds candidate margin. Useful for reversal-style projections where the new</span>
|
|
<a id="__codelineno-0-1072" name="__codelineno-0-1072"></a><span class="sd"> order is intended to replace existing exposure for that symbol.</span>
|
|
<a id="__codelineno-0-1073" name="__codelineno-0-1073"></a>
|
|
<a id="__codelineno-0-1074" name="__codelineno-0-1074"></a><span class="sd"> If the candidate margin estimation fails, the subtraction is also skipped so</span>
|
|
<a id="__codelineno-0-1075" name="__codelineno-0-1075"></a><span class="sd"> the operation is atomic. Invalid equity always raises to fail closed.</span>
|
|
<a id="__codelineno-0-1076" name="__codelineno-0-1076"></a>
|
|
<a id="__codelineno-0-1077" name="__codelineno-0-1077"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-1078" name="__codelineno-0-1078"></a><span class="sd"> AttributeError: When symbol margin lookup or projected margin lookup</span>
|
|
<a id="__codelineno-0-1079" name="__codelineno-0-1079"></a><span class="sd"> fails and ``suppress_errors`` is ``False``.</span>
|
|
<a id="__codelineno-0-1080" name="__codelineno-0-1080"></a><span class="sd"> Mt5RuntimeError: When symbol margin lookup or projected margin lookup</span>
|
|
<a id="__codelineno-0-1081" name="__codelineno-0-1081"></a><span class="sd"> fails and ``suppress_errors`` is ``False``.</span>
|
|
<a id="__codelineno-0-1082" name="__codelineno-0-1082"></a><span class="sd"> Mt5OperationError: When account equity is invalid, or when symbol margin</span>
|
|
<a id="__codelineno-0-1083" name="__codelineno-0-1083"></a><span class="sd"> lookup or projected margin lookup fails and ``suppress_errors`` is</span>
|
|
<a id="__codelineno-0-1084" name="__codelineno-0-1084"></a><span class="sd"> ``False``.</span>
|
|
<a id="__codelineno-0-1085" name="__codelineno-0-1085"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1086" name="__codelineno-0-1086"></a> <span class="n">projection_mode</span> <span class="o">=</span> <span class="n">_validate_projection_mode</span><span class="p">(</span><span class="n">projection_mode</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1087" name="__codelineno-0-1087"></a> <span class="n">equity</span> <span class="o">=</span> <span class="n">_account_equity</span><span class="p">(</span><span class="n">client</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1088" name="__codelineno-0-1088"></a> <span class="n">unique_symbols</span> <span class="o">=</span> <span class="nb">list</span><span class="p">(</span><span class="nb">dict</span><span class="o">.</span><span class="n">fromkeys</span><span class="p">(</span><span class="n">symbols</span><span class="p">))</span>
|
|
<a id="__codelineno-0-1089" name="__codelineno-0-1089"></a> <span class="n">per_symbol</span> <span class="o">=</span> <span class="n">calculate_positions_margin_by_symbol</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1090" name="__codelineno-0-1090"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1091" name="__codelineno-0-1091"></a> <span class="n">symbols</span><span class="o">=</span><span class="n">unique_symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1092" name="__codelineno-0-1092"></a> <span class="n">suppress_errors</span><span class="o">=</span><span class="n">suppress_errors</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1093" name="__codelineno-0-1093"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1094" name="__codelineno-0-1094"></a> <span class="n">margin</span> <span class="o">=</span> <span class="nb">sum</span><span class="p">(</span><span class="n">per_symbol</span><span class="o">.</span><span class="n">values</span><span class="p">(),</span> <span class="mf">0.0</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1095" name="__codelineno-0-1095"></a> <span class="k">if</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-1096" name="__codelineno-0-1096"></a> <span class="n">new_symbol</span> <span class="ow">in</span> <span class="n">unique_symbols</span>
|
|
<a id="__codelineno-0-1097" name="__codelineno-0-1097"></a> <span class="ow">and</span> <span class="n">new_position_side</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-1098" name="__codelineno-0-1098"></a> <span class="ow">and</span> <span class="n">new_position_volume</span> <span class="o">></span> <span class="mi">0</span>
|
|
<a id="__codelineno-0-1099" name="__codelineno-0-1099"></a> <span class="p">):</span>
|
|
<a id="__codelineno-0-1100" name="__codelineno-0-1100"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1101" name="__codelineno-0-1101"></a> <span class="n">candidate_margin</span> <span class="o">=</span> <span class="n">estimate_order_margin</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1102" name="__codelineno-0-1102"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1103" name="__codelineno-0-1103"></a> <span class="n">new_symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1104" name="__codelineno-0-1104"></a> <span class="n">new_position_side</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1105" name="__codelineno-0-1105"></a> <span class="n">new_position_volume</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1106" name="__codelineno-0-1106"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1107" name="__codelineno-0-1107"></a> <span class="k">except</span> <span class="p">(</span><span class="n">Mt5OperationError</span><span class="p">,</span> <span class="n">Mt5RuntimeError</span><span class="p">,</span> <span class="ne">AttributeError</span><span class="p">):</span>
|
|
<a id="__codelineno-0-1108" name="__codelineno-0-1108"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">suppress_errors</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1109" name="__codelineno-0-1109"></a> <span class="k">raise</span>
|
|
<a id="__codelineno-0-1110" name="__codelineno-0-1110"></a> <span class="n">_logger</span><span class="o">.</span><span class="n">warning</span><span class="p">(</span><span class="s2">"Skipping projected margin for </span><span class="si">%r</span><span class="s2">."</span><span class="p">,</span> <span class="n">new_symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1111" name="__codelineno-0-1111"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1112" name="__codelineno-0-1112"></a> <span class="k">if</span> <span class="n">projection_mode</span> <span class="o">==</span> <span class="s2">"replace_symbol"</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1113" name="__codelineno-0-1113"></a> <span class="n">margin</span> <span class="o">=</span> <span class="nb">max</span><span class="p">(</span><span class="mf">0.0</span><span class="p">,</span> <span class="n">margin</span> <span class="o">-</span> <span class="n">per_symbol</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">new_symbol</span><span class="p">,</span> <span class="mf">0.0</span><span class="p">))</span>
|
|
<a id="__codelineno-0-1114" name="__codelineno-0-1114"></a> <span class="n">margin</span> <span class="o">+=</span> <span class="n">candidate_margin</span>
|
|
<a id="__codelineno-0-1115" name="__codelineno-0-1115"></a> <span class="k">return</span> <span class="n">margin</span> <span class="o">/</span> <span class="n">equity</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.calculate_trailing_stop_updates" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">calculate_trailing_stop_updates</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.calculate_trailing_stop_updates" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">calculate_trailing_stop_updates</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">trailing_stop_ratio</span><span class="p">:</span> <span class="n"><span title="float">float</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="int">int</span></span><span class="p">,</span> <span class="n"><span title="float">float</span></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return per-ticket trailing stop-loss updates for open symbol positions.</p>
|
|
<p>Buy positions trail from bid using <code>bid * (1 - trailing_stop_ratio)</code>.
|
|
Sell positions trail from ask using <code>ask * (1 + trailing_stop_ratio)</code>.
|
|
Existing stop losses are preserved when they are already more favorable.
|
|
Missing symbol metadata returns an empty update map. Positions with a
|
|
missing side-specific tick price are skipped.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-1521">1521</a></span>
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<span class="normal"><a href="#__codelineno-0-1522">1522</a></span>
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<span class="normal"><a href="#__codelineno-0-1523">1523</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1524">1524</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1525">1525</a></span>
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<span class="normal"><a href="#__codelineno-0-1526">1526</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1527">1527</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1528">1528</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1529">1529</a></span>
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<span class="normal"><a href="#__codelineno-0-1530">1530</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1531">1531</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1532">1532</a></span>
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<span class="normal"><a href="#__codelineno-0-1533">1533</a></span>
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<span class="normal"><a href="#__codelineno-0-1534">1534</a></span>
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<span class="normal"><a href="#__codelineno-0-1535">1535</a></span>
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<span class="normal"><a href="#__codelineno-0-1536">1536</a></span>
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<span class="normal"><a href="#__codelineno-0-1537">1537</a></span>
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<span class="normal"><a href="#__codelineno-0-1538">1538</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1539">1539</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1540">1540</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1541">1541</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1542">1542</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1543">1543</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1544">1544</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1545">1545</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1546">1546</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1547">1547</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1548">1548</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1549">1549</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1550">1550</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1551">1551</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1552">1552</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1553">1553</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1554">1554</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1555">1555</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1556">1556</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1557">1557</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1558">1558</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1559">1559</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1560">1560</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1561">1561</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1562">1562</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1563">1563</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1521" name="__codelineno-0-1521"></a><span class="k">def</span><span class="w"> </span><span class="nf">calculate_trailing_stop_updates</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1522" name="__codelineno-0-1522"></a> <span class="n">client</span><span class="p">:</span> <span class="n">_Mt5ClientProtocol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1523" name="__codelineno-0-1523"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1524" name="__codelineno-0-1524"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1525" name="__codelineno-0-1525"></a> <span class="n">trailing_stop_ratio</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1526" name="__codelineno-0-1526"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">dict</span><span class="p">[</span><span class="nb">int</span><span class="p">,</span> <span class="nb">float</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-1527" name="__codelineno-0-1527"></a><span class="w"> </span><span class="sd">"""Return per-ticket trailing stop-loss updates for open symbol positions.</span>
|
|
<a id="__codelineno-0-1528" name="__codelineno-0-1528"></a>
|
|
<a id="__codelineno-0-1529" name="__codelineno-0-1529"></a><span class="sd"> Buy positions trail from bid using ``bid * (1 - trailing_stop_ratio)``.</span>
|
|
<a id="__codelineno-0-1530" name="__codelineno-0-1530"></a><span class="sd"> Sell positions trail from ask using ``ask * (1 + trailing_stop_ratio)``.</span>
|
|
<a id="__codelineno-0-1531" name="__codelineno-0-1531"></a><span class="sd"> Existing stop losses are preserved when they are already more favorable.</span>
|
|
<a id="__codelineno-0-1532" name="__codelineno-0-1532"></a><span class="sd"> Missing symbol metadata returns an empty update map. Positions with a</span>
|
|
<a id="__codelineno-0-1533" name="__codelineno-0-1533"></a><span class="sd"> missing side-specific tick price are skipped.</span>
|
|
<a id="__codelineno-0-1534" name="__codelineno-0-1534"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1535" name="__codelineno-0-1535"></a> <span class="n">_require_protective_ratio</span><span class="p">(</span><span class="n">trailing_stop_ratio</span><span class="p">,</span> <span class="s2">"trailing_stop_ratio"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1536" name="__codelineno-0-1536"></a> <span class="n">positions</span> <span class="o">=</span> <span class="n">get_positions_frame</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1537" name="__codelineno-0-1537"></a> <span class="k">if</span> <span class="n">positions</span><span class="o">.</span><span class="n">empty</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1538" name="__codelineno-0-1538"></a> <span class="k">return</span> <span class="p">{}</span>
|
|
<a id="__codelineno-0-1539" name="__codelineno-0-1539"></a> <span class="n">tick</span> <span class="o">=</span> <span class="n">get_tick_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1540" name="__codelineno-0-1540"></a> <span class="n">bid</span> <span class="o">=</span> <span class="n">extract_tick_price</span><span class="p">(</span><span class="n">tick</span><span class="p">,</span> <span class="s2">"bid"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1541" name="__codelineno-0-1541"></a> <span class="n">ask</span> <span class="o">=</span> <span class="n">extract_tick_price</span><span class="p">(</span><span class="n">tick</span><span class="p">,</span> <span class="s2">"ask"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1542" name="__codelineno-0-1542"></a> <span class="n">digits</span> <span class="o">=</span> <span class="n">_symbol_digits</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1543" name="__codelineno-0-1543"></a> <span class="k">if</span> <span class="n">digits</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1544" name="__codelineno-0-1544"></a> <span class="k">return</span> <span class="p">{}</span>
|
|
<a id="__codelineno-0-1545" name="__codelineno-0-1545"></a>
|
|
<a id="__codelineno-0-1546" name="__codelineno-0-1546"></a> <span class="n">updates</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="nb">int</span><span class="p">,</span> <span class="nb">float</span><span class="p">]</span> <span class="o">=</span> <span class="p">{}</span>
|
|
<a id="__codelineno-0-1547" name="__codelineno-0-1547"></a> <span class="k">for</span> <span class="n">row</span> <span class="ow">in</span> <span class="n">positions</span><span class="o">.</span><span class="n">to_dict</span><span class="p">(</span><span class="s2">"records"</span><span class="p">):</span>
|
|
<a id="__codelineno-0-1548" name="__codelineno-0-1548"></a> <span class="n">ticket</span> <span class="o">=</span> <span class="n">_position_ticket</span><span class="p">(</span><span class="n">row</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"ticket"</span><span class="p">))</span>
|
|
<a id="__codelineno-0-1549" name="__codelineno-0-1549"></a> <span class="k">if</span> <span class="n">ticket</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1550" name="__codelineno-0-1550"></a> <span class="k">continue</span>
|
|
<a id="__codelineno-0-1551" name="__codelineno-0-1551"></a> <span class="n">next_sl</span> <span class="o">=</span> <span class="n">_trailing_stop_loss</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1552" name="__codelineno-0-1552"></a> <span class="n">client</span><span class="p">,</span>
|
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<a id="__codelineno-0-1553" name="__codelineno-0-1553"></a> <span class="n">position_type</span><span class="o">=</span><span class="n">row</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"type"</span><span class="p">),</span>
|
|
<a id="__codelineno-0-1554" name="__codelineno-0-1554"></a> <span class="n">current_sl</span><span class="o">=</span><span class="n">_current_stop_loss</span><span class="p">(</span><span class="n">row</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"sl"</span><span class="p">)),</span>
|
|
<a id="__codelineno-0-1555" name="__codelineno-0-1555"></a> <span class="n">bid</span><span class="o">=</span><span class="n">bid</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1556" name="__codelineno-0-1556"></a> <span class="n">ask</span><span class="o">=</span><span class="n">ask</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1557" name="__codelineno-0-1557"></a> <span class="n">digits</span><span class="o">=</span><span class="n">digits</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1558" name="__codelineno-0-1558"></a> <span class="n">trailing_stop_ratio</span><span class="o">=</span><span class="n">trailing_stop_ratio</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1559" name="__codelineno-0-1559"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1560" name="__codelineno-0-1560"></a> <span class="k">if</span> <span class="n">next_sl</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1561" name="__codelineno-0-1561"></a> <span class="k">continue</span>
|
|
<a id="__codelineno-0-1562" name="__codelineno-0-1562"></a> <span class="n">updates</span><span class="p">[</span><span class="n">ticket</span><span class="p">]</span> <span class="o">=</span> <span class="n">next_sl</span>
|
|
<a id="__codelineno-0-1563" name="__codelineno-0-1563"></a> <span class="k">return</span> <span class="n">updates</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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<h3 id="mt5cli.trading.calculate_volume_by_margin" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">calculate_volume_by_margin</span>
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<a href="#mt5cli.trading.calculate_volume_by_margin" class="headerlink" title="Permanent link">¶</a></h3>
|
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">calculate_volume_by_margin</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">available_margin</span><span class="p">:</span> <span class="n"><span title="float">float</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">order_side</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="OrderSide
|
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|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.OrderSide)" href="#mt5cli.trading.OrderSide">OrderSide</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="float">float</span></span>
|
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</code></pre></div>
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|
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<div class="doc doc-contents ">
|
|
|
|
<p>Calculate max normalized volume affordable for one side.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
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<table>
|
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<thead>
|
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<tr>
|
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<th>Type</th>
|
|
<th>Description</th>
|
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</tr>
|
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</thead>
|
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<tbody>
|
|
<tr class="doc-section-item">
|
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<td>
|
|
<code><span title="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Largest stepped volume whose actual margin (from <code>order_calc_margin</code>)</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>fits within <code>available_margin</code>, rounded down to symbol volume</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>constraints; <code>0.0</code> when no affordable step exists.</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><a class="autorefs autorefs-internal" title="Mt5OperationError (mt5cli.exceptions.Mt5OperationError)" href="../exceptions/#mt5cli.exceptions.Mt5OperationError">Mt5OperationError</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If symbol volume constraints or tick data are invalid.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
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|
|
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<details class="mkdocstrings-source">
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<summary>Source code in <code>mt5cli/trading.py</code></summary>
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|
|
<a id="__codelineno-0-1186" name="__codelineno-0-1186"></a> <span class="n">client</span><span class="p">:</span> <span class="n">_Mt5ClientProtocol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1187" name="__codelineno-0-1187"></a> <span class="n">symbol</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="n">available_margin</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1189" name="__codelineno-0-1189"></a> <span class="n">order_side</span><span class="p">:</span> <span class="n">OrderSide</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1190" name="__codelineno-0-1190"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1191" name="__codelineno-0-1191"></a><span class="w"> </span><span class="sd">"""Calculate max normalized volume affordable for one side.</span>
|
|
<a id="__codelineno-0-1192" name="__codelineno-0-1192"></a>
|
|
<a id="__codelineno-0-1193" name="__codelineno-0-1193"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1194" name="__codelineno-0-1194"></a><span class="sd"> Largest stepped volume whose actual margin (from ``order_calc_margin``)</span>
|
|
<a id="__codelineno-0-1195" name="__codelineno-0-1195"></a><span class="sd"> fits within ``available_margin``, rounded down to symbol volume</span>
|
|
<a id="__codelineno-0-1196" name="__codelineno-0-1196"></a><span class="sd"> constraints; ``0.0`` when no affordable step exists.</span>
|
|
<a id="__codelineno-0-1197" name="__codelineno-0-1197"></a>
|
|
<a id="__codelineno-0-1198" name="__codelineno-0-1198"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-1199" name="__codelineno-0-1199"></a><span class="sd"> Mt5OperationError: If symbol volume constraints or tick data are invalid.</span>
|
|
<a id="__codelineno-0-1200" name="__codelineno-0-1200"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1201" name="__codelineno-0-1201"></a> <span class="k">if</span> <span class="n">available_margin</span> <span class="o"><=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1202" name="__codelineno-0-1202"></a> <span class="k">return</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-1203" name="__codelineno-0-1203"></a> <span class="n">symbol_info</span> <span class="o">=</span> <span class="n">get_symbol_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1204" name="__codelineno-0-1204"></a> <span class="n">volume_min</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">symbol_info</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"volume_min"</span><span class="p">)</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1205" name="__codelineno-0-1205"></a> <span class="n">volume_max</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">symbol_info</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"volume_max"</span><span class="p">)</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1206" name="__codelineno-0-1206"></a> <span class="n">volume_step</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">symbol_info</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"volume_step"</span><span class="p">)</span> <span class="ow">or</span> <span class="n">volume_min</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1207" name="__codelineno-0-1207"></a> <span class="k">if</span> <span class="n">volume_min</span> <span class="o"><=</span> <span class="mi">0</span> <span class="ow">or</span> <span class="n">volume_step</span> <span class="o"><=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1208" name="__codelineno-0-1208"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Invalid volume constraints for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-1209" name="__codelineno-0-1209"></a> <span class="k">raise</span> <span class="n">Mt5OperationError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1210" name="__codelineno-0-1210"></a> <span class="n">side</span> <span class="o">=</span> <span class="n">_normalize_order_side</span><span class="p">(</span><span class="n">order_side</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1211" name="__codelineno-0-1211"></a> <span class="n">price</span> <span class="o">=</span> <span class="n">extract_tick_price</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1212" name="__codelineno-0-1212"></a> <span class="n">get_tick_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">),</span> <span class="s2">"ask"</span> <span class="k">if</span> <span class="n">side</span> <span class="o">==</span> <span class="s2">"BUY"</span> <span class="k">else</span> <span class="s2">"bid"</span>
|
|
<a id="__codelineno-0-1213" name="__codelineno-0-1213"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1214" name="__codelineno-0-1214"></a> <span class="k">if</span> <span class="n">price</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1215" name="__codelineno-0-1215"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Tick price is unavailable for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-1216" name="__codelineno-0-1216"></a> <span class="k">raise</span> <span class="n">Mt5OperationError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1217" name="__codelineno-0-1217"></a> <span class="n">order_type</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-1218" name="__codelineno-0-1218"></a> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">ORDER_TYPE_BUY</span> <span class="k">if</span> <span class="n">side</span> <span class="o">==</span> <span class="s2">"BUY"</span> <span class="k">else</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">ORDER_TYPE_SELL</span>
|
|
<a id="__codelineno-0-1219" name="__codelineno-0-1219"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1220" name="__codelineno-0-1220"></a> <span class="n">min_margin</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">client</span><span class="o">.</span><span class="n">order_calc_margin</span><span class="p">(</span><span class="n">order_type</span><span class="p">,</span> <span class="n">symbol</span><span class="p">,</span> <span class="n">volume_min</span><span class="p">,</span> <span class="n">price</span><span class="p">))</span>
|
|
<a id="__codelineno-0-1221" name="__codelineno-0-1221"></a> <span class="k">if</span> <span class="n">min_margin</span> <span class="o"><=</span> <span class="mi">0</span> <span class="ow">or</span> <span class="n">min_margin</span> <span class="o">></span> <span class="n">available_margin</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1222" name="__codelineno-0-1222"></a> <span class="k">return</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-1223" name="__codelineno-0-1223"></a> <span class="n">lo</span> <span class="o">=</span> <span class="mi">0</span>
|
|
<a id="__codelineno-0-1224" name="__codelineno-0-1224"></a> <span class="n">hi</span> <span class="o">=</span> <span class="nb">int</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1225" name="__codelineno-0-1225"></a> <span class="nb">max</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1226" name="__codelineno-0-1226"></a> <span class="mi">0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1227" name="__codelineno-0-1227"></a> <span class="n">floor</span><span class="p">(</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="p">(</span>
|
|
<a id="__codelineno-0-1230" name="__codelineno-0-1230"></a> <span class="nb">min</span><span class="p">(</span><span class="n">available_margin</span> <span class="o">/</span> <span class="n">min_margin</span> <span class="o">*</span> <span class="n">volume_min</span><span class="p">,</span> <span class="n">volume_max</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1231" name="__codelineno-0-1231"></a> <span class="k">if</span> <span class="n">volume_max</span> <span class="o">></span> <span class="mi">0</span>
|
|
<a id="__codelineno-0-1232" name="__codelineno-0-1232"></a> <span class="k">else</span> <span class="n">available_margin</span> <span class="o">/</span> <span class="n">min_margin</span> <span class="o">*</span> <span class="n">volume_min</span>
|
|
<a id="__codelineno-0-1233" name="__codelineno-0-1233"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1234" name="__codelineno-0-1234"></a> <span class="o">-</span> <span class="n">volume_min</span>
|
|
<a id="__codelineno-0-1235" name="__codelineno-0-1235"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1236" name="__codelineno-0-1236"></a> <span class="o">/</span> <span class="n">volume_step</span>
|
|
<a id="__codelineno-0-1237" name="__codelineno-0-1237"></a> <span class="o">+</span> <span class="mf">1e-12</span>
|
|
<a id="__codelineno-0-1238" name="__codelineno-0-1238"></a> <span class="p">),</span>
|
|
<a id="__codelineno-0-1239" name="__codelineno-0-1239"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1240" name="__codelineno-0-1240"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1241" name="__codelineno-0-1241"></a> <span class="n">best</span> <span class="o">=</span> <span class="o">-</span><span class="mi">1</span>
|
|
<a id="__codelineno-0-1242" name="__codelineno-0-1242"></a>
|
|
<a id="__codelineno-0-1243" name="__codelineno-0-1243"></a> <span class="k">while</span> <span class="n">lo</span> <span class="o"><=</span> <span class="n">hi</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1244" name="__codelineno-0-1244"></a> <span class="n">mid</span> <span class="o">=</span> <span class="p">(</span><span class="n">lo</span> <span class="o">+</span> <span class="n">hi</span><span class="p">)</span> <span class="o">//</span> <span class="mi">2</span>
|
|
<a id="__codelineno-0-1245" name="__codelineno-0-1245"></a> <span class="n">normalized</span> <span class="o">=</span> <span class="nb">round</span><span class="p">(</span><span class="n">volume_min</span> <span class="o">+</span> <span class="n">mid</span> <span class="o">*</span> <span class="n">volume_step</span><span class="p">,</span> <span class="mi">10</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1246" name="__codelineno-0-1246"></a> <span class="n">actual</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">client</span><span class="o">.</span><span class="n">order_calc_margin</span><span class="p">(</span><span class="n">order_type</span><span class="p">,</span> <span class="n">symbol</span><span class="p">,</span> <span class="n">normalized</span><span class="p">,</span> <span class="n">price</span><span class="p">))</span>
|
|
<a id="__codelineno-0-1247" name="__codelineno-0-1247"></a>
|
|
<a id="__codelineno-0-1248" name="__codelineno-0-1248"></a> <span class="k">if</span> <span class="n">actual</span> <span class="o">></span> <span class="mi">0</span> <span class="ow">and</span> <span class="n">actual</span> <span class="o"><=</span> <span class="n">available_margin</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1249" name="__codelineno-0-1249"></a> <span class="n">best</span> <span class="o">=</span> <span class="n">mid</span>
|
|
<a id="__codelineno-0-1250" name="__codelineno-0-1250"></a> <span class="n">lo</span> <span class="o">=</span> <span class="n">mid</span> <span class="o">+</span> <span class="mi">1</span>
|
|
<a id="__codelineno-0-1251" name="__codelineno-0-1251"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1252" name="__codelineno-0-1252"></a> <span class="n">hi</span> <span class="o">=</span> <span class="n">mid</span> <span class="o">-</span> <span class="mi">1</span>
|
|
<a id="__codelineno-0-1253" name="__codelineno-0-1253"></a>
|
|
<a id="__codelineno-0-1254" name="__codelineno-0-1254"></a> <span class="k">return</span> <span class="nb">round</span><span class="p">(</span><span class="n">volume_min</span> <span class="o">+</span> <span class="n">best</span> <span class="o">*</span> <span class="n">volume_step</span><span class="p">,</span> <span class="mi">10</span><span class="p">)</span> <span class="k">if</span> <span class="n">best</span> <span class="o">>=</span> <span class="mi">0</span> <span class="k">else</span> <span class="mf">0.0</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.close_open_positions" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">close_open_positions</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.close_open_positions" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">close_open_positions</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">tickets</span><span class="p">:</span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><span title="int">int</span></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">dry_run</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="OrderExecutionResult (mt5cli.trading.OrderExecutionResult)" href="#mt5cli.trading.OrderExecutionResult">OrderExecutionResult</a></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Close matching open positions.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="list">list</span>[<a class="autorefs autorefs-internal" title="OrderExecutionResult (mt5cli.trading.OrderExecutionResult)" href="#mt5cli.trading.OrderExecutionResult">OrderExecutionResult</a>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Normalized execution results for matching positions.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-1445">1445</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1446">1446</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1447">1447</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1448">1448</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1449">1449</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1450">1450</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1451">1451</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1452">1452</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1453">1453</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1454">1454</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1455">1455</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1456">1456</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1457">1457</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1458">1458</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1459">1459</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1460">1460</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1461">1461</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1462">1462</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1463">1463</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1464">1464</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1465">1465</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1466">1466</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1467">1467</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1468">1468</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1469">1469</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1470">1470</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1471">1471</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1472">1472</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1473">1473</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1474">1474</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1475">1475</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1445" name="__codelineno-0-1445"></a><span class="k">def</span><span class="w"> </span><span class="nf">close_open_positions</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1446" name="__codelineno-0-1446"></a> <span class="n">client</span><span class="p">:</span> <span class="n">_Mt5ClientProtocol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1447" name="__codelineno-0-1447"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1448" name="__codelineno-0-1448"></a> <span class="n">symbols</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="nb">list</span><span class="p">[</span><span class="nb">str</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1449" name="__codelineno-0-1449"></a> <span class="n">tickets</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="nb">int</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1450" name="__codelineno-0-1450"></a> <span class="n">dry_run</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1451" name="__codelineno-0-1451"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">list</span><span class="p">[</span><span class="n">OrderExecutionResult</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-1452" name="__codelineno-0-1452"></a><span class="w"> </span><span class="sd">"""Close matching open positions.</span>
|
|
<a id="__codelineno-0-1453" name="__codelineno-0-1453"></a>
|
|
<a id="__codelineno-0-1454" name="__codelineno-0-1454"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1455" name="__codelineno-0-1455"></a><span class="sd"> Normalized execution results for matching positions.</span>
|
|
<a id="__codelineno-0-1456" name="__codelineno-0-1456"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1457" name="__codelineno-0-1457"></a> <span class="n">positions</span> <span class="o">=</span> <span class="n">_filter_positions</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1458" name="__codelineno-0-1458"></a> <span class="n">get_positions_frame</span><span class="p">(</span><span class="n">client</span><span class="p">),</span>
|
|
<a id="__codelineno-0-1459" name="__codelineno-0-1459"></a> <span class="n">symbols</span><span class="o">=</span><span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1460" name="__codelineno-0-1460"></a> <span class="n">tickets</span><span class="o">=</span><span class="n">tickets</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1461" name="__codelineno-0-1461"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1462" name="__codelineno-0-1462"></a> <span class="n">results</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="n">OrderExecutionResult</span><span class="p">]</span> <span class="o">=</span> <span class="p">[]</span>
|
|
<a id="__codelineno-0-1463" name="__codelineno-0-1463"></a> <span class="k">for</span> <span class="n">row</span> <span class="ow">in</span> <span class="n">positions</span><span class="o">.</span><span class="n">to_dict</span><span class="p">(</span><span class="s2">"records"</span><span class="p">):</span>
|
|
<a id="__codelineno-0-1464" name="__codelineno-0-1464"></a> <span class="n">pos_type</span> <span class="o">=</span> <span class="n">row</span><span class="p">[</span><span class="s2">"type"</span><span class="p">]</span>
|
|
<a id="__codelineno-0-1465" name="__codelineno-0-1465"></a> <span class="n">side</span><span class="p">:</span> <span class="n">OrderSide</span> <span class="o">=</span> <span class="s2">"SELL"</span> <span class="k">if</span> <span class="n">pos_type</span> <span class="o">==</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">POSITION_TYPE_BUY</span> <span class="k">else</span> <span class="s2">"BUY"</span>
|
|
<a id="__codelineno-0-1466" name="__codelineno-0-1466"></a> <span class="n">result</span> <span class="o">=</span> <span class="n">place_market_order</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1467" name="__codelineno-0-1467"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1468" name="__codelineno-0-1468"></a> <span class="n">symbol</span><span class="o">=</span><span class="nb">str</span><span class="p">(</span><span class="n">row</span><span class="p">[</span><span class="s2">"symbol"</span><span class="p">]),</span>
|
|
<a id="__codelineno-0-1469" name="__codelineno-0-1469"></a> <span class="n">volume</span><span class="o">=</span><span class="nb">float</span><span class="p">(</span><span class="n">row</span><span class="p">[</span><span class="s2">"volume"</span><span class="p">]),</span>
|
|
<a id="__codelineno-0-1470" name="__codelineno-0-1470"></a> <span class="n">order_side</span><span class="o">=</span><span class="n">side</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1471" name="__codelineno-0-1471"></a> <span class="n">position</span><span class="o">=</span><span class="nb">int</span><span class="p">(</span><span class="n">row</span><span class="p">[</span><span class="s2">"ticket"</span><span class="p">]),</span>
|
|
<a id="__codelineno-0-1472" name="__codelineno-0-1472"></a> <span class="n">dry_run</span><span class="o">=</span><span class="n">dry_run</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1473" name="__codelineno-0-1473"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1474" name="__codelineno-0-1474"></a> <span class="n">results</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">result</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1475" name="__codelineno-0-1475"></a> <span class="k">return</span> <span class="n">results</span>
|
|
</code></pre></div></td></tr></table></div>
|
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</details>
|
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</div>
|
|
|
|
</div>
|
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|
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<div class="doc doc-object doc-function">
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<h3 id="mt5cli.trading.create_trading_client" class="doc doc-heading">
|
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<span class="doc doc-object-name doc-function-name">create_trading_client</span>
|
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|
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<a href="#mt5cli.trading.create_trading_client" class="headerlink" title="Permanent link">¶</a></h3>
|
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">create_trading_client</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">config</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5Config">Mt5Config</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">login</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">password</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">server</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">path</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">timeout</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="n">retry_count</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">=</span> <span class="mi">0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="mt5cli.trading._TradingHistoryDealsClientProtocol">_TradingHistoryDealsClientProtocol</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return an initialized and logged-in trading client.</p>
|
|
<p>The returned object is a raw <code>pdmt5.Mt5DataClient</code> instance, not the
|
|
higher-level <code>mt5cli.MT5Client</code> wrapper. Use <code>mt5_session()</code> /
|
|
<code>MT5Client</code> for read-only data collection. For live trading helpers
|
|
(margin, volume, order execution, position management) pass the returned
|
|
client to the strategy-agnostic helpers in this module.</p>
|
|
<p>For history deal retrieval use
|
|
:func:<code>fetch_recent_history_deals_for_trading_client</code>; the returned client
|
|
satisfies :class:<code>_HistoryDealsClientProtocol</code> so no additional wrapping is
|
|
required.</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="mt5cli.trading._TradingHistoryDealsClientProtocol">_TradingHistoryDealsClientProtocol</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>A <code>pdmt5.Mt5DataClient</code> instance satisfying <code>_Mt5ClientProtocol</code></p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="mt5cli.trading._TradingHistoryDealsClientProtocol">_TradingHistoryDealsClientProtocol</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>and <code>_HistoryDealsClientProtocol</code>. Caller is responsible for calling</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="mt5cli.trading._TradingHistoryDealsClientProtocol">_TradingHistoryDealsClientProtocol</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p><code>client.shutdown()</code> when done; prefer <code>mt5_trading_session()</code> to</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="mt5cli.trading._TradingHistoryDealsClientProtocol">_TradingHistoryDealsClientProtocol</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>manage lifetime automatically.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
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<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
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<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-612">612</a></span>
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<span class="normal"><a href="#__codelineno-0-636">636</a></span>
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<span class="normal"><a href="#__codelineno-0-637">637</a></span>
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<span class="normal"><a href="#__codelineno-0-638">638</a></span>
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<span class="normal"><a href="#__codelineno-0-639">639</a></span>
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<span class="normal"><a href="#__codelineno-0-640">640</a></span>
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<span class="normal"><a href="#__codelineno-0-642">642</a></span>
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<span class="normal"><a href="#__codelineno-0-647">647</a></span>
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<span class="normal"><a href="#__codelineno-0-648">648</a></span>
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<span class="normal"><a href="#__codelineno-0-649">649</a></span>
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<span class="normal"><a href="#__codelineno-0-650">650</a></span>
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<span class="normal"><a href="#__codelineno-0-651">651</a></span>
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<span class="normal"><a href="#__codelineno-0-655">655</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-612" name="__codelineno-0-612"></a><span class="k">def</span><span class="w"> </span><span class="nf">create_trading_client</span><span class="p">(</span>
|
|
<a id="__codelineno-0-613" name="__codelineno-0-613"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-614" name="__codelineno-0-614"></a> <span class="n">config</span><span class="p">:</span> <span class="n">Mt5Config</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-615" name="__codelineno-0-615"></a> <span class="n">login</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-616" name="__codelineno-0-616"></a> <span class="n">password</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-617" name="__codelineno-0-617"></a> <span class="n">server</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-618" name="__codelineno-0-618"></a> <span class="n">path</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-619" name="__codelineno-0-619"></a> <span class="n">timeout</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-620" name="__codelineno-0-620"></a> <span class="n">retry_count</span><span class="p">:</span> <span class="nb">int</span> <span class="o">=</span> <span class="mi">0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-621" name="__codelineno-0-621"></a><span class="p">)</span> <span class="o">-></span> <span class="n">_TradingHistoryDealsClientProtocol</span><span class="p">:</span>
|
|
<a id="__codelineno-0-622" name="__codelineno-0-622"></a><span class="w"> </span><span class="sd">"""Return an initialized and logged-in trading client.</span>
|
|
<a id="__codelineno-0-623" name="__codelineno-0-623"></a>
|
|
<a id="__codelineno-0-624" name="__codelineno-0-624"></a><span class="sd"> The returned object is a raw ``pdmt5.Mt5DataClient`` instance, not the</span>
|
|
<a id="__codelineno-0-625" name="__codelineno-0-625"></a><span class="sd"> higher-level ``mt5cli.MT5Client`` wrapper. Use ``mt5_session()`` /</span>
|
|
<a id="__codelineno-0-626" name="__codelineno-0-626"></a><span class="sd"> ``MT5Client`` for read-only data collection. For live trading helpers</span>
|
|
<a id="__codelineno-0-627" name="__codelineno-0-627"></a><span class="sd"> (margin, volume, order execution, position management) pass the returned</span>
|
|
<a id="__codelineno-0-628" name="__codelineno-0-628"></a><span class="sd"> client to the strategy-agnostic helpers in this module.</span>
|
|
<a id="__codelineno-0-629" name="__codelineno-0-629"></a>
|
|
<a id="__codelineno-0-630" name="__codelineno-0-630"></a><span class="sd"> For history deal retrieval use</span>
|
|
<a id="__codelineno-0-631" name="__codelineno-0-631"></a><span class="sd"> :func:`fetch_recent_history_deals_for_trading_client`; the returned client</span>
|
|
<a id="__codelineno-0-632" name="__codelineno-0-632"></a><span class="sd"> satisfies :class:`_HistoryDealsClientProtocol` so no additional wrapping is</span>
|
|
<a id="__codelineno-0-633" name="__codelineno-0-633"></a><span class="sd"> required.</span>
|
|
<a id="__codelineno-0-634" name="__codelineno-0-634"></a>
|
|
<a id="__codelineno-0-635" name="__codelineno-0-635"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-636" name="__codelineno-0-636"></a><span class="sd"> A ``pdmt5.Mt5DataClient`` instance satisfying ``_Mt5ClientProtocol``</span>
|
|
<a id="__codelineno-0-637" name="__codelineno-0-637"></a><span class="sd"> and ``_HistoryDealsClientProtocol``. Caller is responsible for calling</span>
|
|
<a id="__codelineno-0-638" name="__codelineno-0-638"></a><span class="sd"> ``client.shutdown()`` when done; prefer ``mt5_trading_session()`` to</span>
|
|
<a id="__codelineno-0-639" name="__codelineno-0-639"></a><span class="sd"> manage lifetime automatically.</span>
|
|
<a id="__codelineno-0-640" name="__codelineno-0-640"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-641" name="__codelineno-0-641"></a> <span class="n">mt5_config</span> <span class="o">=</span> <span class="n">_resolve_config</span><span class="p">(</span>
|
|
<a id="__codelineno-0-642" name="__codelineno-0-642"></a> <span class="n">config</span><span class="o">=</span><span class="n">config</span><span class="p">,</span>
|
|
<a id="__codelineno-0-643" name="__codelineno-0-643"></a> <span class="n">login</span><span class="o">=</span><span class="n">login</span><span class="p">,</span>
|
|
<a id="__codelineno-0-644" name="__codelineno-0-644"></a> <span class="n">password</span><span class="o">=</span><span class="n">password</span><span class="p">,</span>
|
|
<a id="__codelineno-0-645" name="__codelineno-0-645"></a> <span class="n">server</span><span class="o">=</span><span class="n">server</span><span class="p">,</span>
|
|
<a id="__codelineno-0-646" name="__codelineno-0-646"></a> <span class="n">path</span><span class="o">=</span><span class="n">path</span><span class="p">,</span>
|
|
<a id="__codelineno-0-647" name="__codelineno-0-647"></a> <span class="n">timeout</span><span class="o">=</span><span class="n">timeout</span><span class="p">,</span>
|
|
<a id="__codelineno-0-648" name="__codelineno-0-648"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-649" name="__codelineno-0-649"></a> <span class="n">client</span> <span class="o">=</span> <span class="n">Mt5DataClient</span><span class="p">(</span><span class="n">config</span><span class="o">=</span><span class="n">mt5_config</span><span class="p">,</span> <span class="n">retry_count</span><span class="o">=</span><span class="n">retry_count</span><span class="p">)</span>
|
|
<a id="__codelineno-0-650" name="__codelineno-0-650"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-651" name="__codelineno-0-651"></a> <span class="n">client</span><span class="o">.</span><span class="n">initialize_and_login_mt5</span><span class="p">()</span>
|
|
<a id="__codelineno-0-652" name="__codelineno-0-652"></a> <span class="k">except</span> <span class="ne">Exception</span><span class="p">:</span>
|
|
<a id="__codelineno-0-653" name="__codelineno-0-653"></a> <span class="n">client</span><span class="o">.</span><span class="n">shutdown</span><span class="p">()</span>
|
|
<a id="__codelineno-0-654" name="__codelineno-0-654"></a> <span class="k">raise</span>
|
|
<a id="__codelineno-0-655" name="__codelineno-0-655"></a> <span class="k">return</span> <span class="n">client</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.detect_position_side" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">detect_position_side</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.detect_position_side" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">detect_position_side</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></span><span class="p">,</span> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><a class="autorefs autorefs-internal" title="PositionSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.PositionSide)" href="#mt5cli.trading.PositionSide">PositionSide</a></span> <span class="o">|</span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Detect the net open position side for a symbol.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>client</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Connected MT5 client instance.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>symbol</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Symbol to inspect.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="PositionSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.PositionSide)" href="#mt5cli.trading.PositionSide">PositionSide</a> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p><code>"long"</code> when there are buy positions and no sell positions,</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="PositionSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.PositionSide)" href="#mt5cli.trading.PositionSide">PositionSide</a> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p><code>"short"</code> when there are sell positions and no buy positions, or</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="PositionSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.PositionSide)" href="#mt5cli.trading.PositionSide">PositionSide</a> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p><code>None</code> when no positions or mixed exposure exists.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-658">658</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-659">659</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-660">660</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-661">661</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-662">662</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-663">663</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-664">664</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-665">665</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-666">666</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-667">667</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-668">668</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-669">669</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-670">670</a></span>
|
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<span class="normal"><a href="#__codelineno-0-671">671</a></span>
|
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<span class="normal"><a href="#__codelineno-0-672">672</a></span>
|
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<span class="normal"><a href="#__codelineno-0-673">673</a></span>
|
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<span class="normal"><a href="#__codelineno-0-674">674</a></span>
|
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<span class="normal"><a href="#__codelineno-0-675">675</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-676">676</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-677">677</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-678">678</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-679">679</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-680">680</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-681">681</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-682">682</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-683">683</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-684">684</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-685">685</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-658" name="__codelineno-0-658"></a><span class="k">def</span><span class="w"> </span><span class="nf">detect_position_side</span><span class="p">(</span>
|
|
<a id="__codelineno-0-659" name="__codelineno-0-659"></a> <span class="n">client</span><span class="p">:</span> <span class="n">_Mt5ClientProtocol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-660" name="__codelineno-0-660"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-661" name="__codelineno-0-661"></a><span class="p">)</span> <span class="o">-></span> <span class="n">PositionSide</span> <span class="o">|</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-662" name="__codelineno-0-662"></a><span class="w"> </span><span class="sd">"""Detect the net open position side for a symbol.</span>
|
|
<a id="__codelineno-0-663" name="__codelineno-0-663"></a>
|
|
<a id="__codelineno-0-664" name="__codelineno-0-664"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-665" name="__codelineno-0-665"></a><span class="sd"> client: Connected MT5 client instance.</span>
|
|
<a id="__codelineno-0-666" name="__codelineno-0-666"></a><span class="sd"> symbol: Symbol to inspect.</span>
|
|
<a id="__codelineno-0-667" name="__codelineno-0-667"></a>
|
|
<a id="__codelineno-0-668" name="__codelineno-0-668"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-669" name="__codelineno-0-669"></a><span class="sd"> ``"long"`` when there are buy positions and no sell positions,</span>
|
|
<a id="__codelineno-0-670" name="__codelineno-0-670"></a><span class="sd"> ``"short"`` when there are sell positions and no buy positions, or</span>
|
|
<a id="__codelineno-0-671" name="__codelineno-0-671"></a><span class="sd"> ``None`` when no positions or mixed exposure exists.</span>
|
|
<a id="__codelineno-0-672" name="__codelineno-0-672"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-673" name="__codelineno-0-673"></a> <span class="n">positions</span> <span class="o">=</span> <span class="n">get_positions_frame</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-674" name="__codelineno-0-674"></a> <span class="k">if</span> <span class="n">positions</span><span class="o">.</span><span class="n">empty</span><span class="p">:</span>
|
|
<a id="__codelineno-0-675" name="__codelineno-0-675"></a> <span class="k">return</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-676" name="__codelineno-0-676"></a>
|
|
<a id="__codelineno-0-677" name="__codelineno-0-677"></a> <span class="n">buy_type</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">POSITION_TYPE_BUY</span>
|
|
<a id="__codelineno-0-678" name="__codelineno-0-678"></a> <span class="n">sell_type</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">POSITION_TYPE_SELL</span>
|
|
<a id="__codelineno-0-679" name="__codelineno-0-679"></a> <span class="n">buy_volume</span> <span class="o">=</span> <span class="n">_sum_position_volume</span><span class="p">(</span><span class="n">positions</span><span class="p">,</span> <span class="n">buy_type</span><span class="p">)</span>
|
|
<a id="__codelineno-0-680" name="__codelineno-0-680"></a> <span class="n">sell_volume</span> <span class="o">=</span> <span class="n">_sum_position_volume</span><span class="p">(</span><span class="n">positions</span><span class="p">,</span> <span class="n">sell_type</span><span class="p">)</span>
|
|
<a id="__codelineno-0-681" name="__codelineno-0-681"></a> <span class="k">if</span> <span class="n">buy_volume</span> <span class="o">></span> <span class="mi">0</span> <span class="ow">and</span> <span class="n">sell_volume</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-682" name="__codelineno-0-682"></a> <span class="k">return</span> <span class="s2">"long"</span>
|
|
<a id="__codelineno-0-683" name="__codelineno-0-683"></a> <span class="k">if</span> <span class="n">sell_volume</span> <span class="o">></span> <span class="mi">0</span> <span class="ow">and</span> <span class="n">buy_volume</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-684" name="__codelineno-0-684"></a> <span class="k">return</span> <span class="s2">"short"</span>
|
|
<a id="__codelineno-0-685" name="__codelineno-0-685"></a> <span class="k">return</span> <span class="kc">None</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.determine_order_limits" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">determine_order_limits</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.determine_order_limits" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">determine_order_limits</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">side</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="PositionSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.PositionSide)" href="#mt5cli.trading.PositionSide">PositionSide</a></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">stop_loss_limit_ratio</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">take_profit_limit_ratio</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><a class="autorefs autorefs-internal" title="OrderLimits (mt5cli.trading.OrderLimits)" href="#mt5cli.trading.OrderLimits">OrderLimits</a></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Derive entry and protective order prices from current market quotes.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>client</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Connected MT5 client instance.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>symbol</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Symbol used for the quote lookup.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>side</code>
|
|
</td>
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="PositionSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.PositionSide)" href="#mt5cli.trading.PositionSide">PositionSide</a> | <span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Position side as <code>"long"</code>/<code>"short"</code> (<code>"buy"</code>/<code>"sell"</code>
|
|
aliases are accepted).</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>stop_loss_limit_ratio</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="float">float</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Relative distance from entry for stop loss in
|
|
<code>[0, 1)</code>. A value of <code>0</code> omits the stop loss.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>take_profit_limit_ratio</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="float">float</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Relative distance from entry for take profit in
|
|
<code>[0, 1)</code>. A value of <code>0</code> omits the take profit.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
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|
</tr>
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|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="OrderLimits (mt5cli.trading.OrderLimits)" href="#mt5cli.trading.OrderLimits">OrderLimits</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Dictionary with <code>entry</code>, <code>stop_loss</code>, and <code>take_profit</code> keys.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="OrderLimits (mt5cli.trading.OrderLimits)" href="#mt5cli.trading.OrderLimits">OrderLimits</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Omitted protective levels are returned as <code>None</code>.</p>
|
|
</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><a class="autorefs autorefs-internal" title="Mt5OperationError (mt5cli.exceptions.Mt5OperationError)" href="../exceptions/#mt5cli.exceptions.Mt5OperationError">Mt5OperationError</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If required tick data is invalid or computed SL/TP
|
|
prices violate available <code>trade_stops_level</code> pre-validation.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
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<details class="mkdocstrings-source">
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<summary>Source code in <code>mt5cli/trading.py</code></summary>
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<span class="normal"><a href="#__codelineno-0-1334">1334</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1257" name="__codelineno-0-1257"></a><span class="k">def</span><span class="w"> </span><span class="nf">determine_order_limits</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1258" name="__codelineno-0-1258"></a> <span class="n">client</span><span class="p">:</span> <span class="n">_Mt5ClientProtocol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1259" name="__codelineno-0-1259"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1260" name="__codelineno-0-1260"></a> <span class="n">side</span><span class="p">:</span> <span class="n">PositionSide</span> <span class="o">|</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1261" name="__codelineno-0-1261"></a> <span class="n">stop_loss_limit_ratio</span><span class="p">:</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1262" name="__codelineno-0-1262"></a> <span class="n">take_profit_limit_ratio</span><span class="p">:</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1263" name="__codelineno-0-1263"></a><span class="p">)</span> <span class="o">-></span> <span class="n">OrderLimits</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1264" name="__codelineno-0-1264"></a><span class="w"> </span><span class="sd">"""Derive entry and protective order prices from current market quotes.</span>
|
|
<a id="__codelineno-0-1265" name="__codelineno-0-1265"></a>
|
|
<a id="__codelineno-0-1266" name="__codelineno-0-1266"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-1267" name="__codelineno-0-1267"></a><span class="sd"> client: Connected MT5 client instance.</span>
|
|
<a id="__codelineno-0-1268" name="__codelineno-0-1268"></a><span class="sd"> symbol: Symbol used for the quote lookup.</span>
|
|
<a id="__codelineno-0-1269" name="__codelineno-0-1269"></a><span class="sd"> side: Position side as ``"long"``/``"short"`` (``"buy"``/``"sell"``</span>
|
|
<a id="__codelineno-0-1270" name="__codelineno-0-1270"></a><span class="sd"> aliases are accepted).</span>
|
|
<a id="__codelineno-0-1271" name="__codelineno-0-1271"></a><span class="sd"> stop_loss_limit_ratio: Relative distance from entry for stop loss in</span>
|
|
<a id="__codelineno-0-1272" name="__codelineno-0-1272"></a><span class="sd"> ``[0, 1)``. A value of ``0`` omits the stop loss.</span>
|
|
<a id="__codelineno-0-1273" name="__codelineno-0-1273"></a><span class="sd"> take_profit_limit_ratio: Relative distance from entry for take profit in</span>
|
|
<a id="__codelineno-0-1274" name="__codelineno-0-1274"></a><span class="sd"> ``[0, 1)``. A value of ``0`` omits the take profit.</span>
|
|
<a id="__codelineno-0-1275" name="__codelineno-0-1275"></a>
|
|
<a id="__codelineno-0-1276" name="__codelineno-0-1276"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1277" name="__codelineno-0-1277"></a><span class="sd"> Dictionary with ``entry``, ``stop_loss``, and ``take_profit`` keys.</span>
|
|
<a id="__codelineno-0-1278" name="__codelineno-0-1278"></a><span class="sd"> Omitted protective levels are returned as ``None``.</span>
|
|
<a id="__codelineno-0-1279" name="__codelineno-0-1279"></a>
|
|
<a id="__codelineno-0-1280" name="__codelineno-0-1280"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-1281" name="__codelineno-0-1281"></a><span class="sd"> Mt5OperationError: If required tick data is invalid or computed SL/TP</span>
|
|
<a id="__codelineno-0-1282" name="__codelineno-0-1282"></a><span class="sd"> prices violate available ``trade_stops_level`` pre-validation.</span>
|
|
<a id="__codelineno-0-1283" name="__codelineno-0-1283"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1284" name="__codelineno-0-1284"></a> <span class="n">stop_loss_ratio</span> <span class="o">=</span> <span class="n">stop_loss_limit_ratio</span> <span class="ow">or</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-1285" name="__codelineno-0-1285"></a> <span class="n">take_profit_ratio</span> <span class="o">=</span> <span class="n">take_profit_limit_ratio</span> <span class="ow">or</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-1286" name="__codelineno-0-1286"></a> <span class="n">_require_protective_ratio</span><span class="p">(</span><span class="n">stop_loss_ratio</span><span class="p">,</span> <span class="s2">"stop_loss_limit_ratio"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1287" name="__codelineno-0-1287"></a> <span class="n">_require_protective_ratio</span><span class="p">(</span><span class="n">take_profit_ratio</span><span class="p">,</span> <span class="s2">"take_profit_limit_ratio"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1288" name="__codelineno-0-1288"></a> <span class="n">normalized_side</span> <span class="o">=</span> <span class="n">_position_side_from_order_side</span><span class="p">(</span><span class="n">side</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1289" name="__codelineno-0-1289"></a> <span class="n">tick</span> <span class="o">=</span> <span class="n">get_tick_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1290" name="__codelineno-0-1290"></a> <span class="n">entry_key</span> <span class="o">=</span> <span class="s2">"ask"</span> <span class="k">if</span> <span class="n">normalized_side</span> <span class="o">==</span> <span class="s2">"long"</span> <span class="k">else</span> <span class="s2">"bid"</span>
|
|
<a id="__codelineno-0-1291" name="__codelineno-0-1291"></a> <span class="n">entry</span> <span class="o">=</span> <span class="n">extract_tick_price</span><span class="p">(</span><span class="n">tick</span><span class="p">,</span> <span class="n">entry_key</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1292" name="__codelineno-0-1292"></a> <span class="k">if</span> <span class="n">entry</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1293" name="__codelineno-0-1293"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Tick price is unavailable for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-1294" name="__codelineno-0-1294"></a> <span class="k">raise</span> <span class="n">Mt5OperationError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1295" name="__codelineno-0-1295"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1296" name="__codelineno-0-1296"></a> <span class="n">symbol_info</span> <span class="o">=</span> <span class="n">get_symbol_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1297" name="__codelineno-0-1297"></a> <span class="k">except</span> <span class="p">(</span><span class="ne">AttributeError</span><span class="p">,</span> <span class="ne">KeyError</span><span class="p">,</span> <span class="ne">TypeError</span><span class="p">,</span> <span class="ne">ValueError</span><span class="p">):</span>
|
|
<a id="__codelineno-0-1298" name="__codelineno-0-1298"></a> <span class="n">symbol_info</span> <span class="o">=</span> <span class="p">{}</span>
|
|
<a id="__codelineno-0-1299" name="__codelineno-0-1299"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1300" name="__codelineno-0-1300"></a> <span class="n">digits</span> <span class="o">=</span> <span class="nb">int</span><span class="p">(</span><span class="n">symbol_info</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"digits"</span><span class="p">)</span> <span class="ow">or</span> <span class="mi">8</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1301" name="__codelineno-0-1301"></a> <span class="k">except</span> <span class="p">(</span><span class="ne">TypeError</span><span class="p">,</span> <span class="ne">ValueError</span><span class="p">):</span>
|
|
<a id="__codelineno-0-1302" name="__codelineno-0-1302"></a> <span class="n">digits</span> <span class="o">=</span> <span class="mi">8</span>
|
|
<a id="__codelineno-0-1303" name="__codelineno-0-1303"></a> <span class="n">min_distance</span> <span class="o">=</span> <span class="n">_minimum_stop_distance</span><span class="p">(</span><span class="n">symbol_info</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1304" name="__codelineno-0-1304"></a>
|
|
<a id="__codelineno-0-1305" name="__codelineno-0-1305"></a> <span class="n">stop_loss</span><span class="p">:</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-1306" name="__codelineno-0-1306"></a> <span class="k">if</span> <span class="n">stop_loss_ratio</span> <span class="o">></span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1307" name="__codelineno-0-1307"></a> <span class="k">if</span> <span class="n">normalized_side</span> <span class="o">==</span> <span class="s2">"long"</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1308" name="__codelineno-0-1308"></a> <span class="n">stop_loss</span> <span class="o">=</span> <span class="n">entry</span> <span class="o">*</span> <span class="p">(</span><span class="mf">1.0</span> <span class="o">-</span> <span class="n">stop_loss_ratio</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1309" name="__codelineno-0-1309"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1310" name="__codelineno-0-1310"></a> <span class="n">stop_loss</span> <span class="o">=</span> <span class="n">entry</span> <span class="o">*</span> <span class="p">(</span><span class="mf">1.0</span> <span class="o">+</span> <span class="n">stop_loss_ratio</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1311" name="__codelineno-0-1311"></a> <span class="n">stop_loss</span> <span class="o">=</span> <span class="nb">round</span><span class="p">(</span><span class="n">stop_loss</span><span class="p">,</span> <span class="n">digits</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1312" name="__codelineno-0-1312"></a>
|
|
<a id="__codelineno-0-1313" name="__codelineno-0-1313"></a> <span class="n">take_profit</span><span class="p">:</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-1314" name="__codelineno-0-1314"></a> <span class="k">if</span> <span class="n">take_profit_ratio</span> <span class="o">></span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1315" name="__codelineno-0-1315"></a> <span class="k">if</span> <span class="n">normalized_side</span> <span class="o">==</span> <span class="s2">"long"</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1316" name="__codelineno-0-1316"></a> <span class="n">take_profit</span> <span class="o">=</span> <span class="n">entry</span> <span class="o">*</span> <span class="p">(</span><span class="mf">1.0</span> <span class="o">+</span> <span class="n">take_profit_ratio</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1317" name="__codelineno-0-1317"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1318" name="__codelineno-0-1318"></a> <span class="n">take_profit</span> <span class="o">=</span> <span class="n">entry</span> <span class="o">*</span> <span class="p">(</span><span class="mf">1.0</span> <span class="o">-</span> <span class="n">take_profit_ratio</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1319" name="__codelineno-0-1319"></a> <span class="n">take_profit</span> <span class="o">=</span> <span class="nb">round</span><span class="p">(</span><span class="n">take_profit</span><span class="p">,</span> <span class="n">digits</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1320" name="__codelineno-0-1320"></a>
|
|
<a id="__codelineno-0-1321" name="__codelineno-0-1321"></a> <span class="n">_validate_protective_prices</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1322" name="__codelineno-0-1322"></a> <span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1323" name="__codelineno-0-1323"></a> <span class="n">side</span><span class="o">=</span><span class="n">normalized_side</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1324" name="__codelineno-0-1324"></a> <span class="n">entry</span><span class="o">=</span><span class="n">entry</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1325" name="__codelineno-0-1325"></a> <span class="n">stop_loss</span><span class="o">=</span><span class="n">stop_loss</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1326" name="__codelineno-0-1326"></a> <span class="n">take_profit</span><span class="o">=</span><span class="n">take_profit</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1327" name="__codelineno-0-1327"></a> <span class="n">min_distance</span><span class="o">=</span><span class="n">min_distance</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1328" name="__codelineno-0-1328"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1329" name="__codelineno-0-1329"></a>
|
|
<a id="__codelineno-0-1330" name="__codelineno-0-1330"></a> <span class="k">return</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-1331" name="__codelineno-0-1331"></a> <span class="s2">"entry"</span><span class="p">:</span> <span class="n">entry</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1332" name="__codelineno-0-1332"></a> <span class="s2">"stop_loss"</span><span class="p">:</span> <span class="n">stop_loss</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1333" name="__codelineno-0-1333"></a> <span class="s2">"take_profit"</span><span class="p">:</span> <span class="n">take_profit</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1334" name="__codelineno-0-1334"></a> <span class="p">}</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.ensure_symbol_selected" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">ensure_symbol_selected</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.ensure_symbol_selected" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">ensure_symbol_selected</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></span><span class="p">,</span> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Ensure a symbol is visible in Market Watch before sending orders.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>client</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Connected MT5 client instance.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>symbol</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Symbol to select.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Raises:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="Mt5OperationError (mt5cli.exceptions.Mt5OperationError)" href="../exceptions/#mt5cli.exceptions.Mt5OperationError">Mt5OperationError</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If the symbol cannot be selected in Market Watch or
|
|
<code>symbol_select</code> is unavailable on the client.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-322">322</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-323">323</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-324">324</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-325">325</a></span>
|
|
<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>
|
|
<span class="normal"><a href="#__codelineno-0-329">329</a></span>
|
|
<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>
|
|
<span class="normal"><a href="#__codelineno-0-333">333</a></span>
|
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<span class="normal"><a href="#__codelineno-0-334">334</a></span>
|
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<span class="normal"><a href="#__codelineno-0-335">335</a></span>
|
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<span class="normal"><a href="#__codelineno-0-336">336</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-337">337</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-338">338</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-339">339</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-340">340</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-341">341</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-342">342</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-343">343</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-344">344</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-345">345</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-322" name="__codelineno-0-322"></a><span class="k">def</span><span class="w"> </span><span class="nf">ensure_symbol_selected</span><span class="p">(</span><span class="n">client</span><span class="p">:</span> <span class="n">_Mt5ClientProtocol</span><span class="p">,</span> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-323" name="__codelineno-0-323"></a><span class="w"> </span><span class="sd">"""Ensure a symbol is visible in Market Watch before sending orders.</span>
|
|
<a id="__codelineno-0-324" name="__codelineno-0-324"></a>
|
|
<a id="__codelineno-0-325" name="__codelineno-0-325"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-326" name="__codelineno-0-326"></a><span class="sd"> client: Connected MT5 client instance.</span>
|
|
<a id="__codelineno-0-327" name="__codelineno-0-327"></a><span class="sd"> symbol: Symbol to select.</span>
|
|
<a id="__codelineno-0-328" name="__codelineno-0-328"></a>
|
|
<a id="__codelineno-0-329" name="__codelineno-0-329"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-330" name="__codelineno-0-330"></a><span class="sd"> Mt5OperationError: If the symbol cannot be selected in Market Watch or</span>
|
|
<a id="__codelineno-0-331" name="__codelineno-0-331"></a><span class="sd"> ``symbol_select`` is unavailable on the client.</span>
|
|
<a id="__codelineno-0-332" name="__codelineno-0-332"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-333" name="__codelineno-0-333"></a> <span class="n">snapshot</span> <span class="o">=</span> <span class="n">get_symbol_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-334" name="__codelineno-0-334"></a> <span class="k">if</span> <span class="n">snapshot</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"visible"</span><span class="p">):</span>
|
|
<a id="__codelineno-0-335" name="__codelineno-0-335"></a> <span class="k">return</span>
|
|
<a id="__codelineno-0-336" name="__codelineno-0-336"></a> <span class="n">select</span> <span class="o">=</span> <span class="nb">getattr</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"symbol_select"</span><span class="p">,</span> <span class="kc">None</span><span class="p">)</span>
|
|
<a id="__codelineno-0-337" name="__codelineno-0-337"></a> <span class="k">if</span> <span class="ow">not</span> <span class="nb">callable</span><span class="p">(</span><span class="n">select</span><span class="p">):</span>
|
|
<a id="__codelineno-0-338" name="__codelineno-0-338"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"MT5 client is missing required method: symbol_select"</span>
|
|
<a id="__codelineno-0-339" name="__codelineno-0-339"></a> <span class="k">raise</span> <span class="n">Mt5OperationError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-340" name="__codelineno-0-340"></a> <span class="k">if</span> <span class="n">select</span><span class="p">(</span><span class="n">symbol</span><span class="p">,</span> <span class="n">enable</span><span class="o">=</span><span class="kc">True</span><span class="p">):</span>
|
|
<a id="__codelineno-0-341" name="__codelineno-0-341"></a> <span class="k">return</span>
|
|
<a id="__codelineno-0-342" name="__codelineno-0-342"></a> <span class="n">last_error</span> <span class="o">=</span> <span class="nb">getattr</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"last_error"</span><span class="p">,</span> <span class="kc">None</span><span class="p">)</span>
|
|
<a id="__codelineno-0-343" name="__codelineno-0-343"></a> <span class="n">detail</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">" (</span><span class="si">{</span><span class="n">last_error</span><span class="p">()</span><span class="si">}</span><span class="s2">)"</span> <span class="k">if</span> <span class="nb">callable</span><span class="p">(</span><span class="n">last_error</span><span class="p">)</span> <span class="k">else</span> <span class="s2">""</span>
|
|
<a id="__codelineno-0-344" name="__codelineno-0-344"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Failed to select symbol </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2"> in Market Watch</span><span class="si">{</span><span class="n">detail</span><span class="si">}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-345" name="__codelineno-0-345"></a> <span class="k">raise</span> <span class="n">Mt5OperationError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.estimate_order_margin" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">estimate_order_margin</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.estimate_order_margin" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">estimate_order_margin</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">order_side</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="OrderSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.OrderSide)" href="#mt5cli.trading.OrderSide">OrderSide</a></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">volume</span><span class="p">:</span> <span class="n"><span title="float">float</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Estimate required margin for one order at the current market price.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Positive finite margin required for the order at the current quote.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Raises:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="Mt5OperationError (mt5cli.exceptions.Mt5OperationError)" href="../exceptions/#mt5cli.exceptions.Mt5OperationError">Mt5OperationError</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If volume, tick data, or margin estimation is invalid.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-759">759</a></span>
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<span class="normal"><a href="#__codelineno-0-794">794</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-759" name="__codelineno-0-759"></a><span class="k">def</span><span class="w"> </span><span class="nf">estimate_order_margin</span><span class="p">(</span>
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<a id="__codelineno-0-760" name="__codelineno-0-760"></a> <span class="n">client</span><span class="p">:</span> <span class="n">_Mt5ClientProtocol</span><span class="p">,</span>
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<a id="__codelineno-0-761" name="__codelineno-0-761"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
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<a id="__codelineno-0-762" name="__codelineno-0-762"></a> <span class="n">order_side</span><span class="p">:</span> <span class="n">OrderSide</span> <span class="o">|</span> <span class="nb">str</span><span class="p">,</span>
|
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<a id="__codelineno-0-763" name="__codelineno-0-763"></a> <span class="n">volume</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
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<a id="__codelineno-0-764" name="__codelineno-0-764"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span><span class="p">:</span>
|
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<a id="__codelineno-0-765" name="__codelineno-0-765"></a><span class="w"> </span><span class="sd">"""Estimate required margin for one order at the current market price.</span>
|
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<a id="__codelineno-0-766" name="__codelineno-0-766"></a>
|
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<a id="__codelineno-0-767" name="__codelineno-0-767"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-768" name="__codelineno-0-768"></a><span class="sd"> Positive finite margin required for the order at the current quote.</span>
|
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<a id="__codelineno-0-769" name="__codelineno-0-769"></a>
|
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<a id="__codelineno-0-770" name="__codelineno-0-770"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-771" name="__codelineno-0-771"></a><span class="sd"> Mt5OperationError: If volume, tick data, or margin estimation is invalid.</span>
|
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<a id="__codelineno-0-772" name="__codelineno-0-772"></a><span class="sd"> """</span>
|
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<a id="__codelineno-0-773" name="__codelineno-0-773"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">_is_positive_finite_number</span><span class="p">(</span><span class="n">volume</span><span class="p">):</span>
|
|
<a id="__codelineno-0-774" name="__codelineno-0-774"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"Volume must be a positive finite number to estimate order margin."</span>
|
|
<a id="__codelineno-0-775" name="__codelineno-0-775"></a> <span class="k">raise</span> <span class="n">Mt5OperationError</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">side</span> <span class="o">=</span> <span class="n">_normalize_order_side</span><span class="p">(</span><span class="n">order_side</span><span class="p">)</span>
|
|
<a id="__codelineno-0-777" name="__codelineno-0-777"></a> <span class="n">tick</span> <span class="o">=</span> <span class="n">get_tick_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-778" name="__codelineno-0-778"></a> <span class="n">price</span> <span class="o">=</span> <span class="n">extract_tick_price</span><span class="p">(</span><span class="n">tick</span><span class="p">,</span> <span class="s2">"ask"</span> <span class="k">if</span> <span class="n">side</span> <span class="o">==</span> <span class="s2">"BUY"</span> <span class="k">else</span> <span class="s2">"bid"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-779" name="__codelineno-0-779"></a> <span class="k">if</span> <span class="n">price</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-780" name="__codelineno-0-780"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Tick price is unavailable for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
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<a id="__codelineno-0-781" name="__codelineno-0-781"></a> <span class="k">raise</span> <span class="n">Mt5OperationError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
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<a id="__codelineno-0-782" name="__codelineno-0-782"></a> <span class="n">order_type</span> <span class="o">=</span> <span class="p">(</span>
|
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<a id="__codelineno-0-783" name="__codelineno-0-783"></a> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">ORDER_TYPE_BUY</span> <span class="k">if</span> <span class="n">side</span> <span class="o">==</span> <span class="s2">"BUY"</span> <span class="k">else</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">ORDER_TYPE_SELL</span>
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<a id="__codelineno-0-784" name="__codelineno-0-784"></a> <span class="p">)</span>
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<a id="__codelineno-0-785" name="__codelineno-0-785"></a> <span class="n">raw_margin</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">order_calc_margin</span><span class="p">(</span><span class="n">order_type</span><span class="p">,</span> <span class="n">symbol</span><span class="p">,</span> <span class="n">volume</span><span class="p">,</span> <span class="n">price</span><span class="p">)</span>
|
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<a id="__codelineno-0-786" name="__codelineno-0-786"></a> <span class="k">try</span><span class="p">:</span>
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|
<a id="__codelineno-0-787" name="__codelineno-0-787"></a> <span class="n">margin</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">raw_margin</span><span class="p">)</span>
|
|
<a id="__codelineno-0-788" name="__codelineno-0-788"></a> <span class="k">except</span> <span class="p">(</span><span class="ne">TypeError</span><span class="p">,</span> <span class="ne">ValueError</span><span class="p">)</span> <span class="k">as</span> <span class="n">exc</span><span class="p">:</span>
|
|
<a id="__codelineno-0-789" name="__codelineno-0-789"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Margin estimate is invalid for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-790" name="__codelineno-0-790"></a> <span class="k">raise</span> <span class="n">Mt5OperationError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span> <span class="kn">from</span><span class="w"> </span><span class="nn">exc</span>
|
|
<a id="__codelineno-0-791" name="__codelineno-0-791"></a> <span class="k">if</span> <span class="n">margin</span> <span class="o"><=</span> <span class="mi">0</span> <span class="ow">or</span> <span class="ow">not</span> <span class="n">isfinite</span><span class="p">(</span><span class="n">margin</span><span class="p">):</span>
|
|
<a id="__codelineno-0-792" name="__codelineno-0-792"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Margin estimate is invalid for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-793" name="__codelineno-0-793"></a> <span class="k">raise</span> <span class="n">Mt5OperationError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-794" name="__codelineno-0-794"></a> <span class="k">return</span> <span class="n">margin</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
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</div>
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<div class="doc doc-object doc-function">
|
|
|
|
|
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<h3 id="mt5cli.trading.extract_tick_price" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">extract_tick_price</span>
|
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|
|
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<a href="#mt5cli.trading.extract_tick_price" 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">extract_tick_price</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">tick</span><span class="p">:</span> <span class="n"><span title="collections.abc.Mapping">Mapping</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">,</span> <span class="n"><span title="object">object</span></span><span class="p">],</span> <span class="n">key</span><span class="p">:</span> <span class="n"><span title="str">str</span></span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return a positive finite float from tick[key], or None if invalid.</p>
|
|
<p>Accepts int, float, or numeric string values. Returns None when the key is
|
|
missing, the value is None, non-numeric, NaN, infinite, zero, or negative.
|
|
Booleans are treated as non-numeric and return None.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
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<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-537">537</a></span>
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<span class="normal"><a href="#__codelineno-0-538">538</a></span>
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<span class="normal"><a href="#__codelineno-0-539">539</a></span>
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<span class="normal"><a href="#__codelineno-0-540">540</a></span>
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<span class="normal"><a href="#__codelineno-0-553">553</a></span>
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<span class="normal"><a href="#__codelineno-0-554">554</a></span>
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<span class="normal"><a href="#__codelineno-0-555">555</a></span>
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<span class="normal"><a href="#__codelineno-0-558">558</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-537" name="__codelineno-0-537"></a><span class="k">def</span><span class="w"> </span><span class="nf">extract_tick_price</span><span class="p">(</span><span class="n">tick</span><span class="p">:</span> <span class="n">Mapping</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="nb">object</span><span class="p">],</span> <span class="n">key</span><span class="p">:</span> <span class="nb">str</span><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span><span class="p">:</span>
|
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<a id="__codelineno-0-538" name="__codelineno-0-538"></a><span class="w"> </span><span class="sd">"""Return a positive finite float from tick[key], or None if invalid.</span>
|
|
<a id="__codelineno-0-539" name="__codelineno-0-539"></a>
|
|
<a id="__codelineno-0-540" name="__codelineno-0-540"></a><span class="sd"> Accepts int, float, or numeric string values. Returns None when the key is</span>
|
|
<a id="__codelineno-0-541" name="__codelineno-0-541"></a><span class="sd"> missing, the value is None, non-numeric, NaN, infinite, zero, or negative.</span>
|
|
<a id="__codelineno-0-542" name="__codelineno-0-542"></a><span class="sd"> Booleans are treated as non-numeric and return None.</span>
|
|
<a id="__codelineno-0-543" name="__codelineno-0-543"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-544" name="__codelineno-0-544"></a> <span class="n">value</span> <span class="o">=</span> <span class="n">tick</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">key</span><span class="p">)</span>
|
|
<a id="__codelineno-0-545" name="__codelineno-0-545"></a> <span class="k">if</span> <span class="n">value</span> <span class="ow">is</span> <span class="kc">None</span> <span class="ow">or</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">value</span><span class="p">,</span> <span class="nb">bool</span><span class="p">):</span>
|
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<a id="__codelineno-0-546" name="__codelineno-0-546"></a> <span class="k">return</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-547" name="__codelineno-0-547"></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-0-548" name="__codelineno-0-548"></a> <span class="n">price</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">value</span><span class="p">)</span>
|
|
<a id="__codelineno-0-549" name="__codelineno-0-549"></a> <span class="k">elif</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-0-550" name="__codelineno-0-550"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-551" name="__codelineno-0-551"></a> <span class="n">price</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">value</span><span class="p">)</span>
|
|
<a id="__codelineno-0-552" name="__codelineno-0-552"></a> <span class="k">except</span> <span class="ne">ValueError</span><span class="p">:</span>
|
|
<a id="__codelineno-0-553" name="__codelineno-0-553"></a> <span class="k">return</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-554" name="__codelineno-0-554"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-555" name="__codelineno-0-555"></a> <span class="k">return</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-556" name="__codelineno-0-556"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">isfinite</span><span class="p">(</span><span class="n">price</span><span class="p">)</span> <span class="ow">or</span> <span class="n">price</span> <span class="o"><=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-557" name="__codelineno-0-557"></a> <span class="k">return</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-558" name="__codelineno-0-558"></a> <span class="k">return</span> <span class="n">price</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.trading.fetch_latest_closed_rates_for_trading_client" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">fetch_latest_closed_rates_for_trading_client</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.fetch_latest_closed_rates_for_trading_client" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">fetch_latest_closed_rates_for_trading_client</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></span><span class="p">,</span>
|
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<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
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<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">granularity</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
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<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">count</span><span class="p">:</span> <span class="n"><span title="int">int</span></span><span class="p">,</span>
|
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<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span>
|
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</code></pre></div>
|
|
|
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<div class="doc doc-contents ">
|
|
|
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<p>Fetch the latest closed bars from a connected trading client.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
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<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
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<td>
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|
<code><span title="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Up to <code>count</code> closed bars ordered oldest to newest.</p>
|
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</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>count</code> is not positive, rate data is empty or
|
|
malformed, or the <code>time</code> column is missing.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="Mt5OperationError (mt5cli.exceptions.Mt5OperationError)" href="../exceptions/#mt5cli.exceptions.Mt5OperationError">Mt5OperationError</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If the trading client cannot fetch rate data.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
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<details class="mkdocstrings-source">
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<summary>Source code in <code>mt5cli/trading.py</code></summary>
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<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-1661">1661</a></span>
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<span class="normal"><a href="#__codelineno-0-1711">1711</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1661" name="__codelineno-0-1661"></a><span class="k">def</span><span class="w"> </span><span class="nf">fetch_latest_closed_rates_for_trading_client</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1662" name="__codelineno-0-1662"></a> <span class="n">client</span><span class="p">:</span> <span class="n">_Mt5ClientProtocol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1663" name="__codelineno-0-1663"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1664" name="__codelineno-0-1664"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1665" name="__codelineno-0-1665"></a> <span class="n">granularity</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1666" name="__codelineno-0-1666"></a> <span class="n">count</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1667" name="__codelineno-0-1667"></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-0-1668" name="__codelineno-0-1668"></a><span class="w"> </span><span class="sd">"""Fetch the latest closed bars from a connected trading client.</span>
|
|
<a id="__codelineno-0-1669" name="__codelineno-0-1669"></a>
|
|
<a id="__codelineno-0-1670" name="__codelineno-0-1670"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1671" name="__codelineno-0-1671"></a><span class="sd"> Up to ``count`` closed bars ordered oldest to newest.</span>
|
|
<a id="__codelineno-0-1672" name="__codelineno-0-1672"></a>
|
|
<a id="__codelineno-0-1673" name="__codelineno-0-1673"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-1674" name="__codelineno-0-1674"></a><span class="sd"> ValueError: If ``count`` is not positive, rate data is empty or</span>
|
|
<a id="__codelineno-0-1675" name="__codelineno-0-1675"></a><span class="sd"> malformed, or the ``time`` column is missing.</span>
|
|
<a id="__codelineno-0-1676" name="__codelineno-0-1676"></a><span class="sd"> Mt5OperationError: If the trading client cannot fetch rate data.</span>
|
|
<a id="__codelineno-0-1677" name="__codelineno-0-1677"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1678" name="__codelineno-0-1678"></a> <span class="k">if</span> <span class="n">count</span> <span class="o"><=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1679" name="__codelineno-0-1679"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"count must be positive."</span>
|
|
<a id="__codelineno-0-1680" name="__codelineno-0-1680"></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-0-1681" name="__codelineno-0-1681"></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-0-1682" name="__codelineno-0-1682"></a> <span class="n">fetch_method</span> <span class="o">=</span> <span class="nb">getattr</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"fetch_latest_rates_as_df"</span><span class="p">,</span> <span class="kc">None</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1683" name="__codelineno-0-1683"></a> <span class="n">copy_method</span> <span class="o">=</span> <span class="nb">getattr</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"copy_rates_from_pos_as_df"</span><span class="p">,</span> <span class="kc">None</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1684" name="__codelineno-0-1684"></a> <span class="k">if</span> <span class="nb">callable</span><span class="p">(</span><span class="n">fetch_method</span><span class="p">):</span>
|
|
<a id="__codelineno-0-1685" name="__codelineno-0-1685"></a> <span class="n">fetched</span> <span class="o">=</span> <span class="n">fetch_method</span><span class="p">(</span><span class="n">symbol</span><span class="p">,</span> <span class="n">granularity</span><span class="p">,</span> <span class="n">count</span> <span class="o">+</span> <span class="mi">1</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1686" name="__codelineno-0-1686"></a> <span class="k">elif</span> <span class="nb">callable</span><span class="p">(</span><span class="n">copy_method</span><span class="p">):</span>
|
|
<a id="__codelineno-0-1687" name="__codelineno-0-1687"></a> <span class="n">fetched</span> <span class="o">=</span> <span class="n">copy_method</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1688" name="__codelineno-0-1688"></a> <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">timeframe</span><span class="p">,</span> <span class="n">start_pos</span><span class="o">=</span><span class="mi">0</span><span class="p">,</span> <span class="n">count</span><span class="o">=</span><span class="n">count</span> <span class="o">+</span> <span class="mi">1</span>
|
|
<a id="__codelineno-0-1689" name="__codelineno-0-1689"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1690" name="__codelineno-0-1690"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1691" name="__codelineno-0-1691"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"MT5 trading client cannot fetch rate data."</span>
|
|
<a id="__codelineno-0-1692" name="__codelineno-0-1692"></a> <span class="k">raise</span> <span class="n">Mt5OperationError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1693" name="__codelineno-0-1693"></a> <span class="k">if</span> <span class="ow">not</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">fetched</span><span class="p">,</span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">):</span>
|
|
<a id="__codelineno-0-1694" name="__codelineno-0-1694"></a> <span class="n">msg</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-1695" name="__codelineno-0-1695"></a> <span class="sa">f</span><span class="s2">"Malformed rate data for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2"> at granularity </span><span class="si">{</span><span class="n">granularity</span><span class="si">!r}</span><span class="s2">: "</span>
|
|
<a id="__codelineno-0-1696" name="__codelineno-0-1696"></a> <span class="s2">"expected a DataFrame."</span>
|
|
<a id="__codelineno-0-1697" name="__codelineno-0-1697"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1698" name="__codelineno-0-1698"></a> <span class="k">raise</span> <span class="ne">ValueError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span> <span class="c1"># noqa: TRY004</span>
|
|
<a id="__codelineno-0-1699" name="__codelineno-0-1699"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">fetched</span>
|
|
<a id="__codelineno-0-1700" name="__codelineno-0-1700"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">_ensure_rate_time_column</span><span class="p">(</span><span class="n">frame</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1701" name="__codelineno-0-1701"></a> <span class="k">if</span> <span class="s2">"time"</span> <span class="ow">not</span> <span class="ow">in</span> <span class="n">frame</span><span class="o">.</span><span class="n">columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1702" name="__codelineno-0-1702"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Rate data is missing a time column for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-1703" name="__codelineno-0-1703"></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-0-1704" name="__codelineno-0-1704"></a> <span class="n">closed</span> <span class="o">=</span> <span class="n">drop_forming_rate_bar</span><span class="p">(</span><span class="n">frame</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1705" name="__codelineno-0-1705"></a> <span class="k">if</span> <span class="n">closed</span><span class="o">.</span><span class="n">empty</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1706" name="__codelineno-0-1706"></a> <span class="n">msg</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-1707" name="__codelineno-0-1707"></a> <span class="sa">f</span><span class="s2">"Rate data is empty for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2"> at granularity </span><span class="si">{</span><span class="n">granularity</span><span class="si">!r}</span><span class="s2"> "</span>
|
|
<a id="__codelineno-0-1708" name="__codelineno-0-1708"></a> <span class="sa">f</span><span class="s2">"with count </span><span class="si">{</span><span class="n">count</span><span class="si">}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-1709" name="__codelineno-0-1709"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1710" name="__codelineno-0-1710"></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-0-1711" name="__codelineno-0-1711"></a> <span class="k">return</span> <span class="n">closed</span><span class="o">.</span><span class="n">tail</span><span class="p">(</span><span class="n">count</span><span class="p">)</span><span class="o">.</span><span class="n">reset_index</span><span class="p">(</span><span class="n">drop</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
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<h3 id="mt5cli.trading.fetch_latest_closed_rates_indexed" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">fetch_latest_closed_rates_indexed</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.fetch_latest_closed_rates_indexed" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">fetch_latest_closed_rates_indexed</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">granularity</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">count</span><span class="p">:</span> <span class="n"><span title="int">int</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Fetch the latest closed bars with a UTC DatetimeIndex from a trading client.</p>
|
|
<p>Internally reuses :func:<code>fetch_latest_closed_rates_for_trading_client</code> for
|
|
closed-bar detection and validation, then converts the <code>time</code> column to a
|
|
UTC-aware :class:<code>~pandas.DatetimeIndex</code> named <code>"time"</code> and drops the
|
|
original column. Intended for downstream time-series consumers that require
|
|
a datetime index rather than a <code>time</code> column.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>client</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Connected trading client with rate-fetch capability.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>symbol</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Symbol name.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>granularity</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Timeframe string (for example <code>"M1"</code>, <code>"H1"</code>).</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>count</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="int">int</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Maximum number of closed bars to return.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Up to <code>count</code> closed bars ordered oldest to newest, with a</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>UTC-aware <code>DatetimeIndex</code> named <code>"time"</code>. The original <code>time</code></p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>column is dropped.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Raises:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="ValueError">ValueError</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If <code>count</code> is not positive, rate data is empty or
|
|
malformed, the <code>time</code> column is missing, or timestamp data
|
|
is invalid or unparseable.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-1753">1753</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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|
|
<span class="normal"><a href="#__codelineno-0-1797">1797</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1753" name="__codelineno-0-1753"></a><span class="k">def</span><span class="w"> </span><span class="nf">fetch_latest_closed_rates_indexed</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1754" name="__codelineno-0-1754"></a> <span class="n">client</span><span class="p">:</span> <span class="n">_Mt5ClientProtocol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1755" name="__codelineno-0-1755"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1756" name="__codelineno-0-1756"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1757" name="__codelineno-0-1757"></a> <span class="n">granularity</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1758" name="__codelineno-0-1758"></a> <span class="n">count</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1759" name="__codelineno-0-1759"></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-0-1760" name="__codelineno-0-1760"></a><span class="w"> </span><span class="sd">"""Fetch the latest closed bars with a UTC DatetimeIndex from a trading client.</span>
|
|
<a id="__codelineno-0-1761" name="__codelineno-0-1761"></a>
|
|
<a id="__codelineno-0-1762" name="__codelineno-0-1762"></a><span class="sd"> Internally reuses :func:`fetch_latest_closed_rates_for_trading_client` for</span>
|
|
<a id="__codelineno-0-1763" name="__codelineno-0-1763"></a><span class="sd"> closed-bar detection and validation, then converts the ``time`` column to a</span>
|
|
<a id="__codelineno-0-1764" name="__codelineno-0-1764"></a><span class="sd"> UTC-aware :class:`~pandas.DatetimeIndex` named ``"time"`` and drops the</span>
|
|
<a id="__codelineno-0-1765" name="__codelineno-0-1765"></a><span class="sd"> original column. Intended for downstream time-series consumers that require</span>
|
|
<a id="__codelineno-0-1766" name="__codelineno-0-1766"></a><span class="sd"> a datetime index rather than a ``time`` column.</span>
|
|
<a id="__codelineno-0-1767" name="__codelineno-0-1767"></a>
|
|
<a id="__codelineno-0-1768" name="__codelineno-0-1768"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-1769" name="__codelineno-0-1769"></a><span class="sd"> client: Connected trading client with rate-fetch capability.</span>
|
|
<a id="__codelineno-0-1770" name="__codelineno-0-1770"></a><span class="sd"> symbol: Symbol name.</span>
|
|
<a id="__codelineno-0-1771" name="__codelineno-0-1771"></a><span class="sd"> granularity: Timeframe string (for example ``"M1"``, ``"H1"``).</span>
|
|
<a id="__codelineno-0-1772" name="__codelineno-0-1772"></a><span class="sd"> count: Maximum number of closed bars to return.</span>
|
|
<a id="__codelineno-0-1773" name="__codelineno-0-1773"></a>
|
|
<a id="__codelineno-0-1774" name="__codelineno-0-1774"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1775" name="__codelineno-0-1775"></a><span class="sd"> Up to ``count`` closed bars ordered oldest to newest, with a</span>
|
|
<a id="__codelineno-0-1776" name="__codelineno-0-1776"></a><span class="sd"> UTC-aware ``DatetimeIndex`` named ``"time"``. The original ``time``</span>
|
|
<a id="__codelineno-0-1777" name="__codelineno-0-1777"></a><span class="sd"> column is dropped.</span>
|
|
<a id="__codelineno-0-1778" name="__codelineno-0-1778"></a>
|
|
<a id="__codelineno-0-1779" name="__codelineno-0-1779"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-1780" name="__codelineno-0-1780"></a><span class="sd"> ValueError: If ``count`` is not positive, rate data is empty or</span>
|
|
<a id="__codelineno-0-1781" name="__codelineno-0-1781"></a><span class="sd"> malformed, the ``time`` column is missing, or timestamp data</span>
|
|
<a id="__codelineno-0-1782" name="__codelineno-0-1782"></a><span class="sd"> is invalid or unparseable.</span>
|
|
<a id="__codelineno-0-1783" name="__codelineno-0-1783"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1784" name="__codelineno-0-1784"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">fetch_latest_closed_rates_for_trading_client</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1785" name="__codelineno-0-1785"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1786" name="__codelineno-0-1786"></a> <span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1787" name="__codelineno-0-1787"></a> <span class="n">granularity</span><span class="o">=</span><span class="n">granularity</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1788" name="__codelineno-0-1788"></a> <span class="n">count</span><span class="o">=</span><span class="n">count</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1789" name="__codelineno-0-1789"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1790" name="__codelineno-0-1790"></a> <span class="k">if</span> <span class="s2">"time"</span> <span class="ow">not</span> <span class="ow">in</span> <span class="n">frame</span><span class="o">.</span><span class="n">columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1791" name="__codelineno-0-1791"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Rate data is missing a time column for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-1792" name="__codelineno-0-1792"></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-0-1793" name="__codelineno-0-1793"></a> <span class="n">idx</span> <span class="o">=</span> <span class="n">_rate_time_to_utc</span><span class="p">(</span><span class="n">frame</span><span class="p">[</span><span class="s2">"time"</span><span class="p">],</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1794" name="__codelineno-0-1794"></a> <span class="n">idx</span><span class="o">.</span><span class="n">name</span> <span class="o">=</span> <span class="s2">"time"</span>
|
|
<a id="__codelineno-0-1795" name="__codelineno-0-1795"></a> <span class="n">result</span> <span class="o">=</span> <span class="n">frame</span><span class="o">.</span><span class="n">drop</span><span class="p">(</span><span class="n">columns</span><span class="o">=</span><span class="p">[</span><span class="s2">"time"</span><span class="p">])</span>
|
|
<a id="__codelineno-0-1796" name="__codelineno-0-1796"></a> <span class="n">result</span><span class="o">.</span><span class="n">index</span> <span class="o">=</span> <span class="n">idx</span>
|
|
<a id="__codelineno-0-1797" name="__codelineno-0-1797"></a> <span class="k">return</span> <span class="n">result</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.fetch_recent_history_deals_for_trading_client" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">fetch_recent_history_deals_for_trading_client</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.fetch_recent_history_deals_for_trading_client" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">fetch_recent_history_deals_for_trading_client</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._HistoryDealsClientProtocol">_HistoryDealsClientProtocol</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">group</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">hours</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">=</span> <span class="mf">24.0</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="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="pandas.DataFrame">DataFrame</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Fetch recent history deals from an already-connected trading client.</p>
|
|
<p>Computes a trailing window ending at <code>date_to</code> (or <code>datetime.now(UTC)</code>
|
|
when omitted) and delegates to the client's <code>history_deals_get_as_df</code>
|
|
method. The object returned by :func:<code>create_trading_client</code> (a raw
|
|
<code>pdmt5.Mt5DataClient</code>) satisfies this protocol directly. Note that
|
|
<code>mt5cli.sdk.Mt5CliClient</code> (used via <code>mt5_session()</code>) exposes
|
|
<code>history_deals()</code>, not <code>history_deals_get_as_df()</code>, and therefore does
|
|
not satisfy this protocol; use this helper with trading-client sessions only.</p>
|
|
<p>The returned DataFrame preserves every column from the underlying client
|
|
(<code>time</code>, <code>symbol</code>, <code>type</code>, <code>entry</code>, <code>volume</code>, <code>profit</code>,
|
|
<code>position_id</code>, etc.). No strategy-specific transformations are applied;
|
|
downstream packages own entry/exit classification, Kelly fractions, and
|
|
any other betting or signal semantics.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>client</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="mt5cli.trading._HistoryDealsClientProtocol">_HistoryDealsClientProtocol</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Connected <code>pdmt5.Mt5DataClient</code> (or compatible) with
|
|
<code>history_deals_get_as_df</code> capability, as returned by
|
|
:func:<code>create_trading_client</code>.</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> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional symbol filter passed to the underlying client.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>group</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional symbol group filter passed to the underlying client.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>hours</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Trailing window length in hours. Must be positive.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>24.0</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>date_to</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="datetime.datetime">datetime</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Window end timestamp. Defaults to <code>datetime.now(UTC)</code>.</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 ordered chronologically by <code>time</code> (when the column</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>exists) with a <code>RangeIndex</code>. Schema-preserving empty DataFrames</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>(zero rows but columns present) are passed through with a reset</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>index. Returns a bare empty DataFrame only when the underlying</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>client returns <code>None</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>hours</code> is not positive.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
<p>Example::</p>
|
|
<div class="highlight"><pre><span></span><code>from mt5cli import (
|
|
create_trading_client,
|
|
fetch_recent_history_deals_for_trading_client,
|
|
)
|
|
|
|
client = create_trading_client(login=12345, server="Broker-Demo")
|
|
try:
|
|
deals_df = fetch_recent_history_deals_for_trading_client(
|
|
client,
|
|
symbol="JP225",
|
|
hours=24,
|
|
)
|
|
finally:
|
|
client.shutdown()
|
|
</code></pre></div>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-1800">1800</a></span>
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|
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|
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<span class="normal"><a href="#__codelineno-0-1877">1877</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1800" name="__codelineno-0-1800"></a><span class="k">def</span><span class="w"> </span><span class="nf">fetch_recent_history_deals_for_trading_client</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1801" name="__codelineno-0-1801"></a> <span class="n">client</span><span class="p">:</span> <span class="n">_HistoryDealsClientProtocol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1802" name="__codelineno-0-1802"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1803" name="__codelineno-0-1803"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1804" name="__codelineno-0-1804"></a> <span class="n">group</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-0-1805" name="__codelineno-0-1805"></a> <span class="n">hours</span><span class="p">:</span> <span class="nb">float</span> <span class="o">=</span> <span class="mf">24.0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1806" name="__codelineno-0-1806"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n">datetime</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-0-1807" name="__codelineno-0-1807"></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-0-1808" name="__codelineno-0-1808"></a><span class="w"> </span><span class="sd">"""Fetch recent history deals from an already-connected trading client.</span>
|
|
<a id="__codelineno-0-1809" name="__codelineno-0-1809"></a>
|
|
<a id="__codelineno-0-1810" name="__codelineno-0-1810"></a><span class="sd"> Computes a trailing window ending at ``date_to`` (or ``datetime.now(UTC)``</span>
|
|
<a id="__codelineno-0-1811" name="__codelineno-0-1811"></a><span class="sd"> when omitted) and delegates to the client's ``history_deals_get_as_df``</span>
|
|
<a id="__codelineno-0-1812" name="__codelineno-0-1812"></a><span class="sd"> method. The object returned by :func:`create_trading_client` (a raw</span>
|
|
<a id="__codelineno-0-1813" name="__codelineno-0-1813"></a><span class="sd"> ``pdmt5.Mt5DataClient``) satisfies this protocol directly. Note that</span>
|
|
<a id="__codelineno-0-1814" name="__codelineno-0-1814"></a><span class="sd"> ``mt5cli.sdk.Mt5CliClient`` (used via ``mt5_session()``) exposes</span>
|
|
<a id="__codelineno-0-1815" name="__codelineno-0-1815"></a><span class="sd"> ``history_deals()``, not ``history_deals_get_as_df()``, and therefore does</span>
|
|
<a id="__codelineno-0-1816" name="__codelineno-0-1816"></a><span class="sd"> not satisfy this protocol; use this helper with trading-client sessions only.</span>
|
|
<a id="__codelineno-0-1817" name="__codelineno-0-1817"></a>
|
|
<a id="__codelineno-0-1818" name="__codelineno-0-1818"></a><span class="sd"> The returned DataFrame preserves every column from the underlying client</span>
|
|
<a id="__codelineno-0-1819" name="__codelineno-0-1819"></a><span class="sd"> (``time``, ``symbol``, ``type``, ``entry``, ``volume``, ``profit``,</span>
|
|
<a id="__codelineno-0-1820" name="__codelineno-0-1820"></a><span class="sd"> ``position_id``, etc.). No strategy-specific transformations are applied;</span>
|
|
<a id="__codelineno-0-1821" name="__codelineno-0-1821"></a><span class="sd"> downstream packages own entry/exit classification, Kelly fractions, and</span>
|
|
<a id="__codelineno-0-1822" name="__codelineno-0-1822"></a><span class="sd"> any other betting or signal semantics.</span>
|
|
<a id="__codelineno-0-1823" name="__codelineno-0-1823"></a>
|
|
<a id="__codelineno-0-1824" name="__codelineno-0-1824"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-1825" name="__codelineno-0-1825"></a><span class="sd"> client: Connected ``pdmt5.Mt5DataClient`` (or compatible) with</span>
|
|
<a id="__codelineno-0-1826" name="__codelineno-0-1826"></a><span class="sd"> ``history_deals_get_as_df`` capability, as returned by</span>
|
|
<a id="__codelineno-0-1827" name="__codelineno-0-1827"></a><span class="sd"> :func:`create_trading_client`.</span>
|
|
<a id="__codelineno-0-1828" name="__codelineno-0-1828"></a><span class="sd"> symbol: Optional symbol filter passed to the underlying client.</span>
|
|
<a id="__codelineno-0-1829" name="__codelineno-0-1829"></a><span class="sd"> group: Optional symbol group filter passed to the underlying client.</span>
|
|
<a id="__codelineno-0-1830" name="__codelineno-0-1830"></a><span class="sd"> hours: Trailing window length in hours. Must be positive.</span>
|
|
<a id="__codelineno-0-1831" name="__codelineno-0-1831"></a><span class="sd"> date_to: Window end timestamp. Defaults to ``datetime.now(UTC)``.</span>
|
|
<a id="__codelineno-0-1832" name="__codelineno-0-1832"></a>
|
|
<a id="__codelineno-0-1833" name="__codelineno-0-1833"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1834" name="__codelineno-0-1834"></a><span class="sd"> DataFrame ordered chronologically by ``time`` (when the column</span>
|
|
<a id="__codelineno-0-1835" name="__codelineno-0-1835"></a><span class="sd"> exists) with a ``RangeIndex``. Schema-preserving empty DataFrames</span>
|
|
<a id="__codelineno-0-1836" name="__codelineno-0-1836"></a><span class="sd"> (zero rows but columns present) are passed through with a reset</span>
|
|
<a id="__codelineno-0-1837" name="__codelineno-0-1837"></a><span class="sd"> index. Returns a bare empty DataFrame only when the underlying</span>
|
|
<a id="__codelineno-0-1838" name="__codelineno-0-1838"></a><span class="sd"> client returns ``None``.</span>
|
|
<a id="__codelineno-0-1839" name="__codelineno-0-1839"></a>
|
|
<a id="__codelineno-0-1840" name="__codelineno-0-1840"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-1841" name="__codelineno-0-1841"></a><span class="sd"> ValueError: If ``hours`` is not positive.</span>
|
|
<a id="__codelineno-0-1842" name="__codelineno-0-1842"></a>
|
|
<a id="__codelineno-0-1843" name="__codelineno-0-1843"></a><span class="sd"> Example::</span>
|
|
<a id="__codelineno-0-1844" name="__codelineno-0-1844"></a>
|
|
<a id="__codelineno-0-1845" name="__codelineno-0-1845"></a><span class="sd"> from mt5cli import (</span>
|
|
<a id="__codelineno-0-1846" name="__codelineno-0-1846"></a><span class="sd"> create_trading_client,</span>
|
|
<a id="__codelineno-0-1847" name="__codelineno-0-1847"></a><span class="sd"> fetch_recent_history_deals_for_trading_client,</span>
|
|
<a id="__codelineno-0-1848" name="__codelineno-0-1848"></a><span class="sd"> )</span>
|
|
<a id="__codelineno-0-1849" name="__codelineno-0-1849"></a>
|
|
<a id="__codelineno-0-1850" name="__codelineno-0-1850"></a><span class="sd"> client = create_trading_client(login=12345, server="Broker-Demo")</span>
|
|
<a id="__codelineno-0-1851" name="__codelineno-0-1851"></a><span class="sd"> try:</span>
|
|
<a id="__codelineno-0-1852" name="__codelineno-0-1852"></a><span class="sd"> deals_df = fetch_recent_history_deals_for_trading_client(</span>
|
|
<a id="__codelineno-0-1853" name="__codelineno-0-1853"></a><span class="sd"> client,</span>
|
|
<a id="__codelineno-0-1854" name="__codelineno-0-1854"></a><span class="sd"> symbol="JP225",</span>
|
|
<a id="__codelineno-0-1855" name="__codelineno-0-1855"></a><span class="sd"> hours=24,</span>
|
|
<a id="__codelineno-0-1856" name="__codelineno-0-1856"></a><span class="sd"> )</span>
|
|
<a id="__codelineno-0-1857" name="__codelineno-0-1857"></a><span class="sd"> finally:</span>
|
|
<a id="__codelineno-0-1858" name="__codelineno-0-1858"></a><span class="sd"> client.shutdown()</span>
|
|
<a id="__codelineno-0-1859" name="__codelineno-0-1859"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1860" name="__codelineno-0-1860"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">isfinite</span><span class="p">(</span><span class="n">hours</span><span class="p">)</span> <span class="ow">or</span> <span class="n">hours</span> <span class="o"><=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1861" name="__codelineno-0-1861"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"hours must be finite and positive."</span>
|
|
<a id="__codelineno-0-1862" name="__codelineno-0-1862"></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-0-1863" name="__codelineno-0-1863"></a> <span class="n">end</span> <span class="o">=</span> <span class="n">date_to</span> <span class="k">if</span> <span class="n">date_to</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span> <span class="k">else</span> <span class="n">datetime</span><span class="o">.</span><span class="n">now</span><span class="p">(</span><span class="n">UTC</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1864" name="__codelineno-0-1864"></a> <span class="n">start</span> <span class="o">=</span> <span class="n">end</span> <span class="o">-</span> <span class="n">timedelta</span><span class="p">(</span><span class="n">hours</span><span class="o">=</span><span class="n">hours</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1865" name="__codelineno-0-1865"></a> <span class="n">raw</span> <span class="o">=</span> <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-0-1866" name="__codelineno-0-1866"></a> <span class="n">date_from</span><span class="o">=</span><span class="n">start</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1867" name="__codelineno-0-1867"></a> <span class="n">date_to</span><span class="o">=</span><span class="n">end</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1868" name="__codelineno-0-1868"></a> <span class="n">group</span><span class="o">=</span><span class="n">group</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1869" name="__codelineno-0-1869"></a> <span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1870" name="__codelineno-0-1870"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1871" name="__codelineno-0-1871"></a> <span class="k">if</span> <span class="n">raw</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1872" name="__codelineno-0-1872"></a> <span class="k">return</span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">()</span>
|
|
<a id="__codelineno-0-1873" name="__codelineno-0-1873"></a> <span class="k">if</span> <span class="n">raw</span><span class="o">.</span><span class="n">empty</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1874" name="__codelineno-0-1874"></a> <span class="k">return</span> <span class="n">raw</span><span class="o">.</span><span class="n">reset_index</span><span class="p">(</span><span class="n">drop</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1875" name="__codelineno-0-1875"></a> <span class="k">if</span> <span class="s2">"time"</span> <span class="ow">in</span> <span class="n">raw</span><span class="o">.</span><span class="n">columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1876" name="__codelineno-0-1876"></a> <span class="n">raw</span> <span class="o">=</span> <span class="n">raw</span><span class="o">.</span><span class="n">sort_values</span><span class="p">(</span><span class="s2">"time"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1877" name="__codelineno-0-1877"></a> <span class="k">return</span> <span class="n">raw</span><span class="o">.</span><span class="n">reset_index</span><span class="p">(</span><span class="n">drop</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.get_account_snapshot" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">get_account_snapshot</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.get_account_snapshot" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">get_account_snapshot</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">,</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return normalized account state with stable keys.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-688">688</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-689">689</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-690">690</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-691">691</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-692">692</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-693">693</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-694">694</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-695">695</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-696">696</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-688" name="__codelineno-0-688"></a><span class="k">def</span><span class="w"> </span><span class="nf">get_account_snapshot</span><span class="p">(</span>
|
|
<a id="__codelineno-0-689" name="__codelineno-0-689"></a> <span class="n">client</span><span class="p">:</span> <span class="n">_Mt5ClientProtocol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-690" name="__codelineno-0-690"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">dict</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="nb">float</span> <span class="o">|</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-691" name="__codelineno-0-691"></a><span class="w"> </span><span class="sd">"""Return normalized account state with stable keys."""</span>
|
|
<a id="__codelineno-0-692" name="__codelineno-0-692"></a> <span class="n">value</span> <span class="o">=</span> <span class="n">_call_snapshot_method</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"account_info_as_dict"</span><span class="p">,</span> <span class="s2">"account_info"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-693" name="__codelineno-0-693"></a> <span class="k">return</span> <span class="n">cast</span><span class="p">(</span>
|
|
<a id="__codelineno-0-694" name="__codelineno-0-694"></a> <span class="s2">"dict[str, float | int | str | None]"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-695" name="__codelineno-0-695"></a> <span class="n">_snapshot_from_value</span><span class="p">(</span><span class="n">value</span><span class="p">,</span> <span class="n">_ACCOUNT_SNAPSHOT_FIELDS</span><span class="p">),</span>
|
|
<a id="__codelineno-0-696" name="__codelineno-0-696"></a> <span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.get_positions_frame" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">get_positions_frame</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.get_positions_frame" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">get_positions_frame</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></span><span class="p">,</span> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return open positions as a DataFrame with stable baseline columns.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-725">725</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-726">726</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-727">727</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-728">728</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-729">729</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-730">730</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-731">731</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-732">732</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-733">733</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-734">734</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-725" name="__codelineno-0-725"></a><span class="k">def</span><span class="w"> </span><span class="nf">get_positions_frame</span><span class="p">(</span>
|
|
<a id="__codelineno-0-726" name="__codelineno-0-726"></a> <span class="n">client</span><span class="p">:</span> <span class="n">_Mt5ClientProtocol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-727" name="__codelineno-0-727"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-728" name="__codelineno-0-728"></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-0-729" name="__codelineno-0-729"></a><span class="w"> </span><span class="sd">"""Return open positions as a DataFrame with stable baseline columns."""</span>
|
|
<a id="__codelineno-0-730" name="__codelineno-0-730"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">positions_get_as_df</span><span class="p">(</span><span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-731" name="__codelineno-0-731"></a> <span class="k">for</span> <span class="n">column</span> <span class="ow">in</span> <span class="n">POSITION_COLUMNS</span><span class="p">:</span>
|
|
<a id="__codelineno-0-732" name="__codelineno-0-732"></a> <span class="k">if</span> <span class="n">column</span> <span class="ow">not</span> <span class="ow">in</span> <span class="n">frame</span><span class="o">.</span><span class="n">columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-733" name="__codelineno-0-733"></a> <span class="n">frame</span><span class="p">[</span><span class="n">column</span><span class="p">]</span> <span class="o">=</span> <span class="n">pd</span><span class="o">.</span><span class="n">Series</span><span class="p">(</span><span class="n">dtype</span><span class="o">=</span><span class="s2">"object"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-734" name="__codelineno-0-734"></a> <span class="k">return</span> <span class="n">frame</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.get_symbol_snapshot" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">get_symbol_snapshot</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.get_symbol_snapshot" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">get_symbol_snapshot</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></span><span class="p">,</span> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">,</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="n"><span title="bool">bool</span></span> <span class="o">|</span> <span class="kc">None</span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return normalized symbol metadata required for trading decisions.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-699">699</a></span>
|
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<span class="normal"><a href="#__codelineno-0-700">700</a></span>
|
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<span class="normal"><a href="#__codelineno-0-701">701</a></span>
|
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<span class="normal"><a href="#__codelineno-0-702">702</a></span>
|
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<span class="normal"><a href="#__codelineno-0-703">703</a></span>
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<span class="normal"><a href="#__codelineno-0-704">704</a></span>
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<span class="normal"><a href="#__codelineno-0-705">705</a></span>
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<span class="normal"><a href="#__codelineno-0-706">706</a></span>
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<span class="normal"><a href="#__codelineno-0-707">707</a></span>
|
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<span class="normal"><a href="#__codelineno-0-708">708</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-699" name="__codelineno-0-699"></a><span class="k">def</span><span class="w"> </span><span class="nf">get_symbol_snapshot</span><span class="p">(</span>
|
|
<a id="__codelineno-0-700" name="__codelineno-0-700"></a> <span class="n">client</span><span class="p">:</span> <span class="n">_Mt5ClientProtocol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-701" name="__codelineno-0-701"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-702" name="__codelineno-0-702"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">dict</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="nb">float</span> <span class="o">|</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">|</span> <span class="nb">bool</span> <span class="o">|</span> <span class="kc">None</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-703" name="__codelineno-0-703"></a><span class="w"> </span><span class="sd">"""Return normalized symbol metadata required for trading decisions."""</span>
|
|
<a id="__codelineno-0-704" name="__codelineno-0-704"></a> <span class="n">method</span> <span class="o">=</span> <span class="nb">getattr</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"symbol_info_as_dict"</span><span class="p">,</span> <span class="kc">None</span><span class="p">)</span>
|
|
<a id="__codelineno-0-705" name="__codelineno-0-705"></a> <span class="n">value</span> <span class="o">=</span> <span class="n">method</span><span class="p">(</span><span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">)</span> <span class="k">if</span> <span class="nb">callable</span><span class="p">(</span><span class="n">method</span><span class="p">)</span> <span class="k">else</span> <span class="n">client</span><span class="o">.</span><span class="n">symbol_info</span><span class="p">(</span><span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-706" name="__codelineno-0-706"></a> <span class="n">snapshot</span> <span class="o">=</span> <span class="n">_snapshot_from_value</span><span class="p">(</span><span class="n">value</span><span class="p">,</span> <span class="n">_SYMBOL_SNAPSHOT_FIELDS</span><span class="p">)</span>
|
|
<a id="__codelineno-0-707" name="__codelineno-0-707"></a> <span class="n">snapshot</span><span class="p">[</span><span class="s2">"symbol"</span><span class="p">]</span> <span class="o">=</span> <span class="n">snapshot</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"symbol"</span><span class="p">)</span> <span class="ow">or</span> <span class="n">symbol</span>
|
|
<a id="__codelineno-0-708" name="__codelineno-0-708"></a> <span class="k">return</span> <span class="n">cast</span><span class="p">(</span><span class="s2">"dict[str, float | int | str | bool | None]"</span><span class="p">,</span> <span class="n">snapshot</span><span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.get_tick_snapshot" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">get_tick_snapshot</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.get_tick_snapshot" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">get_tick_snapshot</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></span><span class="p">,</span> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">,</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="kc">None</span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return normalized latest tick data, including bid, ask, and timestamp.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-711">711</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-712">712</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-713">713</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-714">714</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-715">715</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-716">716</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-717">717</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-718">718</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-719">719</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-720">720</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-721">721</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-722">722</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-711" name="__codelineno-0-711"></a><span class="k">def</span><span class="w"> </span><span class="nf">get_tick_snapshot</span><span class="p">(</span>
|
|
<a id="__codelineno-0-712" name="__codelineno-0-712"></a> <span class="n">client</span><span class="p">:</span> <span class="n">_Mt5ClientProtocol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-713" name="__codelineno-0-713"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-714" name="__codelineno-0-714"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">dict</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="nb">float</span> <span class="o">|</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-715" name="__codelineno-0-715"></a><span class="w"> </span><span class="sd">"""Return normalized latest tick data, including bid, ask, and timestamp."""</span>
|
|
<a id="__codelineno-0-716" name="__codelineno-0-716"></a> <span class="n">method</span> <span class="o">=</span> <span class="nb">getattr</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"symbol_info_tick_as_dict"</span><span class="p">,</span> <span class="kc">None</span><span class="p">)</span>
|
|
<a id="__codelineno-0-717" name="__codelineno-0-717"></a> <span class="n">value</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-718" name="__codelineno-0-718"></a> <span class="n">method</span><span class="p">(</span><span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">)</span> <span class="k">if</span> <span class="nb">callable</span><span class="p">(</span><span class="n">method</span><span class="p">)</span> <span class="k">else</span> <span class="n">client</span><span class="o">.</span><span class="n">symbol_info_tick</span><span class="p">(</span><span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-719" name="__codelineno-0-719"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-720" name="__codelineno-0-720"></a> <span class="n">snapshot</span> <span class="o">=</span> <span class="n">_snapshot_from_value</span><span class="p">(</span><span class="n">value</span><span class="p">,</span> <span class="n">_TICK_SNAPSHOT_FIELDS</span><span class="p">)</span>
|
|
<a id="__codelineno-0-721" name="__codelineno-0-721"></a> <span class="n">snapshot</span><span class="p">[</span><span class="s2">"symbol"</span><span class="p">]</span> <span class="o">=</span> <span class="n">snapshot</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"symbol"</span><span class="p">)</span> <span class="ow">or</span> <span class="n">symbol</span>
|
|
<a id="__codelineno-0-722" name="__codelineno-0-722"></a> <span class="k">return</span> <span class="n">cast</span><span class="p">(</span><span class="s2">"dict[str, float | int | None]"</span><span class="p">,</span> <span class="n">snapshot</span><span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.mt5_trading_session" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">mt5_trading_session</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.mt5_trading_session" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">mt5_trading_session</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">config</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5Config">Mt5Config</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">login</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">password</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">server</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">path</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">timeout</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="n">retry_count</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">=</span> <span class="mi">0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="collections.abc.Iterator">Iterator</span></span><span class="p">[</span><span class="n"><span title="mt5cli.trading._TradingHistoryDealsClientProtocol">_TradingHistoryDealsClientProtocol</span></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Open a trading-capable MT5 session and always shut down safely.</p>
|
|
<p>Launches the MetaTrader 5 terminal using <code>Mt5Config.path</code> when set,
|
|
initializes and logs in via <code>initialize_and_login_mt5()</code>, yields a
|
|
connected client supporting required MT5 methods, and calls <code>shutdown()</code>
|
|
on exit even when an error is raised inside the context.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>config</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="pdmt5.Mt5Config">Mt5Config</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>MT5 connection configuration. Defaults to an empty config that
|
|
attaches to a running terminal.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>login</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="int">int</span> | <span title="str">str</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional trading account login.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>password</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional trading account password.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>server</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional trading server name.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>path</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional terminal executable path.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>timeout</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="int">int</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional connection timeout in milliseconds.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>retry_count</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="int">int</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Number of initialization retries.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>0</code>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Yields:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
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</thead>
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<tbody>
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<tr class="doc-section-item">
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<td>
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<code><span title="mt5cli.trading._TradingHistoryDealsClientProtocol">_TradingHistoryDealsClientProtocol</span></code>
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</td>
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<td>
|
|
<div class="doc-md-description">
|
|
<p>Connected client supporting required MT5 trading methods.</p>
|
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</div>
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</td>
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</tr>
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</tbody>
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</table>
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<details class="mkdocstrings-source">
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<summary>Source code in <code>mt5cli/trading.py</code></summary>
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<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-1880">1880</a></span>
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<span class="normal"><a href="#__codelineno-0-1923">1923</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1880" name="__codelineno-0-1880"></a><span class="nd">@contextmanager</span>
|
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<a id="__codelineno-0-1881" name="__codelineno-0-1881"></a><span class="k">def</span><span class="w"> </span><span class="nf">mt5_trading_session</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1882" name="__codelineno-0-1882"></a> <span class="n">config</span><span class="p">:</span> <span class="n">Mt5Config</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1883" name="__codelineno-0-1883"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1884" name="__codelineno-0-1884"></a> <span class="n">login</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1885" name="__codelineno-0-1885"></a> <span class="n">password</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1886" name="__codelineno-0-1886"></a> <span class="n">server</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1887" name="__codelineno-0-1887"></a> <span class="n">path</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1888" name="__codelineno-0-1888"></a> <span class="n">timeout</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1889" name="__codelineno-0-1889"></a> <span class="n">retry_count</span><span class="p">:</span> <span class="nb">int</span> <span class="o">=</span> <span class="mi">0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1890" name="__codelineno-0-1890"></a><span class="p">)</span> <span class="o">-></span> <span class="n">Iterator</span><span class="p">[</span><span class="n">_TradingHistoryDealsClientProtocol</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-1891" name="__codelineno-0-1891"></a><span class="w"> </span><span class="sd">"""Open a trading-capable MT5 session and always shut down safely.</span>
|
|
<a id="__codelineno-0-1892" name="__codelineno-0-1892"></a>
|
|
<a id="__codelineno-0-1893" name="__codelineno-0-1893"></a><span class="sd"> Launches the MetaTrader 5 terminal using ``Mt5Config.path`` when set,</span>
|
|
<a id="__codelineno-0-1894" name="__codelineno-0-1894"></a><span class="sd"> initializes and logs in via ``initialize_and_login_mt5()``, yields a</span>
|
|
<a id="__codelineno-0-1895" name="__codelineno-0-1895"></a><span class="sd"> connected client supporting required MT5 methods, and calls ``shutdown()``</span>
|
|
<a id="__codelineno-0-1896" name="__codelineno-0-1896"></a><span class="sd"> on exit even when an error is raised inside the context.</span>
|
|
<a id="__codelineno-0-1897" name="__codelineno-0-1897"></a>
|
|
<a id="__codelineno-0-1898" name="__codelineno-0-1898"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-1899" name="__codelineno-0-1899"></a><span class="sd"> config: MT5 connection configuration. Defaults to an empty config that</span>
|
|
<a id="__codelineno-0-1900" name="__codelineno-0-1900"></a><span class="sd"> attaches to a running terminal.</span>
|
|
<a id="__codelineno-0-1901" name="__codelineno-0-1901"></a><span class="sd"> login: Optional trading account login.</span>
|
|
<a id="__codelineno-0-1902" name="__codelineno-0-1902"></a><span class="sd"> password: Optional trading account password.</span>
|
|
<a id="__codelineno-0-1903" name="__codelineno-0-1903"></a><span class="sd"> server: Optional trading server name.</span>
|
|
<a id="__codelineno-0-1904" name="__codelineno-0-1904"></a><span class="sd"> path: Optional terminal executable path.</span>
|
|
<a id="__codelineno-0-1905" name="__codelineno-0-1905"></a><span class="sd"> timeout: Optional connection timeout in milliseconds.</span>
|
|
<a id="__codelineno-0-1906" name="__codelineno-0-1906"></a><span class="sd"> retry_count: Number of initialization retries.</span>
|
|
<a id="__codelineno-0-1907" name="__codelineno-0-1907"></a>
|
|
<a id="__codelineno-0-1908" name="__codelineno-0-1908"></a><span class="sd"> Yields:</span>
|
|
<a id="__codelineno-0-1909" name="__codelineno-0-1909"></a><span class="sd"> Connected client supporting required MT5 trading methods.</span>
|
|
<a id="__codelineno-0-1910" name="__codelineno-0-1910"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1911" name="__codelineno-0-1911"></a> <span class="n">client</span> <span class="o">=</span> <span class="n">create_trading_client</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1912" name="__codelineno-0-1912"></a> <span class="n">config</span><span class="o">=</span><span class="n">config</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1913" name="__codelineno-0-1913"></a> <span class="n">login</span><span class="o">=</span><span class="n">login</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1914" name="__codelineno-0-1914"></a> <span class="n">password</span><span class="o">=</span><span class="n">password</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1915" name="__codelineno-0-1915"></a> <span class="n">server</span><span class="o">=</span><span class="n">server</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1916" name="__codelineno-0-1916"></a> <span class="n">path</span><span class="o">=</span><span class="n">path</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1917" name="__codelineno-0-1917"></a> <span class="n">timeout</span><span class="o">=</span><span class="n">timeout</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1918" name="__codelineno-0-1918"></a> <span class="n">retry_count</span><span class="o">=</span><span class="n">retry_count</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1919" name="__codelineno-0-1919"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1920" name="__codelineno-0-1920"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1921" name="__codelineno-0-1921"></a> <span class="k">yield</span> <span class="n">client</span>
|
|
<a id="__codelineno-0-1922" name="__codelineno-0-1922"></a> <span class="k">finally</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1923" name="__codelineno-0-1923"></a> <span class="n">client</span><span class="o">.</span><span class="n">shutdown</span><span class="p">()</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.normalize_order_volume" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">normalize_order_volume</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.normalize_order_volume" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">normalize_order_volume</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">volume</span><span class="p">:</span> <span class="n"><span title="float">float</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">volume_min</span><span class="p">:</span> <span class="n"><span title="float">float</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">volume_max</span><span class="p">:</span> <span class="n"><span title="float">float</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">volume_step</span><span class="p">:</span> <span class="n"><span title="float">float</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Normalize a requested order volume to broker volume constraints.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Volume floored to the nearest valid broker step from <code>volume_min</code>,</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>capped at <code>volume_max</code> when finite and positive, and rounded</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>deterministically. Returns <code>0.0</code> when inputs or constraints are</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>invalid, non-finite, or the capped request is below <code>volume_min</code>.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-407">407</a></span>
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<span class="normal"><a href="#__codelineno-0-436">436</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-407" name="__codelineno-0-407"></a><span class="k">def</span><span class="w"> </span><span class="nf">normalize_order_volume</span><span class="p">(</span>
|
|
<a id="__codelineno-0-408" name="__codelineno-0-408"></a> <span class="n">volume</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
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<a id="__codelineno-0-409" name="__codelineno-0-409"></a> <span class="o">*</span><span class="p">,</span>
|
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<a id="__codelineno-0-410" name="__codelineno-0-410"></a> <span class="n">volume_min</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
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<a id="__codelineno-0-411" name="__codelineno-0-411"></a> <span class="n">volume_max</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
|
<a id="__codelineno-0-412" name="__codelineno-0-412"></a> <span class="n">volume_step</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
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<a id="__codelineno-0-413" name="__codelineno-0-413"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span><span class="p">:</span>
|
|
<a id="__codelineno-0-414" name="__codelineno-0-414"></a><span class="w"> </span><span class="sd">"""Normalize a requested order volume to broker volume constraints.</span>
|
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<a id="__codelineno-0-415" name="__codelineno-0-415"></a>
|
|
<a id="__codelineno-0-416" name="__codelineno-0-416"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-417" name="__codelineno-0-417"></a><span class="sd"> Volume floored to the nearest valid broker step from ``volume_min``,</span>
|
|
<a id="__codelineno-0-418" name="__codelineno-0-418"></a><span class="sd"> capped at ``volume_max`` when finite and positive, and rounded</span>
|
|
<a id="__codelineno-0-419" name="__codelineno-0-419"></a><span class="sd"> deterministically. Returns ``0.0`` when inputs or constraints are</span>
|
|
<a id="__codelineno-0-420" name="__codelineno-0-420"></a><span class="sd"> invalid, non-finite, or the capped request is below ``volume_min``.</span>
|
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<a id="__codelineno-0-421" name="__codelineno-0-421"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-422" name="__codelineno-0-422"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">_is_finite_number</span><span class="p">(</span><span class="n">volume</span><span class="p">):</span>
|
|
<a id="__codelineno-0-423" name="__codelineno-0-423"></a> <span class="k">return</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-424" name="__codelineno-0-424"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">_is_positive_finite_number</span><span class="p">(</span><span class="n">volume_min</span><span class="p">):</span>
|
|
<a id="__codelineno-0-425" name="__codelineno-0-425"></a> <span class="k">return</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-426" name="__codelineno-0-426"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">_is_positive_finite_number</span><span class="p">(</span><span class="n">volume_step</span><span class="p">):</span>
|
|
<a id="__codelineno-0-427" name="__codelineno-0-427"></a> <span class="k">return</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-428" name="__codelineno-0-428"></a> <span class="n">has_volume_cap</span> <span class="o">=</span> <span class="n">_is_positive_finite_number</span><span class="p">(</span><span class="n">volume_max</span><span class="p">)</span>
|
|
<a id="__codelineno-0-429" name="__codelineno-0-429"></a> <span class="n">capped</span> <span class="o">=</span> <span class="nb">min</span><span class="p">(</span><span class="n">volume</span><span class="p">,</span> <span class="n">volume_max</span><span class="p">)</span> <span class="k">if</span> <span class="n">has_volume_cap</span> <span class="k">else</span> <span class="n">volume</span>
|
|
<a id="__codelineno-0-430" name="__codelineno-0-430"></a> <span class="k">if</span> <span class="n">capped</span> <span class="o"><</span> <span class="n">volume_min</span><span class="p">:</span>
|
|
<a id="__codelineno-0-431" name="__codelineno-0-431"></a> <span class="k">return</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-432" name="__codelineno-0-432"></a> <span class="n">steps</span> <span class="o">=</span> <span class="n">floor</span><span class="p">(((</span><span class="n">capped</span> <span class="o">-</span> <span class="n">volume_min</span><span class="p">)</span> <span class="o">/</span> <span class="n">volume_step</span><span class="p">)</span> <span class="o">+</span> <span class="mf">1e-12</span><span class="p">)</span>
|
|
<a id="__codelineno-0-433" name="__codelineno-0-433"></a> <span class="n">normalized</span> <span class="o">=</span> <span class="n">volume_min</span> <span class="o">+</span> <span class="nb">max</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span> <span class="n">steps</span><span class="p">)</span> <span class="o">*</span> <span class="n">volume_step</span>
|
|
<a id="__codelineno-0-434" name="__codelineno-0-434"></a> <span class="k">if</span> <span class="n">has_volume_cap</span><span class="p">:</span>
|
|
<a id="__codelineno-0-435" name="__codelineno-0-435"></a> <span class="n">normalized</span> <span class="o">=</span> <span class="nb">min</span><span class="p">(</span><span class="n">normalized</span><span class="p">,</span> <span class="n">volume_max</span><span class="p">)</span>
|
|
<a id="__codelineno-0-436" name="__codelineno-0-436"></a> <span class="k">return</span> <span class="nb">round</span><span class="p">(</span><span class="n">normalized</span><span class="p">,</span> <span class="mi">10</span><span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.place_market_order" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">place_market_order</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.place_market_order" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">place_market_order</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">volume</span><span class="p">:</span> <span class="n"><span title="float">float</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">order_side</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="OrderSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.OrderSide)" href="#mt5cli.trading.OrderSide">OrderSide</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">order_filling_mode</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="OrderFillingMode
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.OrderFillingMode)" href="#mt5cli.trading.OrderFillingMode">OrderFillingMode</a></span> <span class="o">=</span> <span class="s2">"IOC"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">order_time_mode</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="OrderTimeMode
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.OrderTimeMode)" href="#mt5cli.trading.OrderTimeMode">OrderTimeMode</a></span> <span class="o">=</span> <span class="s2">"GTC"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="n">sl</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a> <span class="n">tp</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-11" name="__codelineno-0-11" href="#__codelineno-0-11"></a> <span class="n">position</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-12" name="__codelineno-0-12" href="#__codelineno-0-12"></a> <span class="n">dry_run</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-13" name="__codelineno-0-13" href="#__codelineno-0-13"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><a class="autorefs autorefs-internal" title="OrderExecutionResult (mt5cli.trading.OrderExecutionResult)" href="#mt5cli.trading.OrderExecutionResult">OrderExecutionResult</a></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Place one normalized market order or return a dry-run result.</p>
|
|
<p><code>order_send()</code> raises only when MT5 returns no response. When MT5 returns
|
|
a response with a known non-success retcode, this helper returns
|
|
<code>status="failed"</code> and keeps the normalized response details for callers
|
|
to inspect.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="OrderExecutionResult (mt5cli.trading.OrderExecutionResult)" href="#mt5cli.trading.OrderExecutionResult">OrderExecutionResult</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Normalized execution result containing request and response details.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Raises:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="Mt5OperationError (mt5cli.exceptions.Mt5OperationError)" href="../exceptions/#mt5cli.exceptions.Mt5OperationError">Mt5OperationError</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If volume or required tick data is invalid.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-1337">1337</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-0-1427">1427</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1337" name="__codelineno-0-1337"></a><span class="k">def</span><span class="w"> </span><span class="nf">place_market_order</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1338" name="__codelineno-0-1338"></a> <span class="n">client</span><span class="p">:</span> <span class="n">_Mt5ClientProtocol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1339" name="__codelineno-0-1339"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1340" name="__codelineno-0-1340"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1341" name="__codelineno-0-1341"></a> <span class="n">volume</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1342" name="__codelineno-0-1342"></a> <span class="n">order_side</span><span class="p">:</span> <span class="n">OrderSide</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1343" name="__codelineno-0-1343"></a> <span class="n">order_filling_mode</span><span class="p">:</span> <span class="n">OrderFillingMode</span> <span class="o">=</span> <span class="s2">"IOC"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1344" name="__codelineno-0-1344"></a> <span class="n">order_time_mode</span><span class="p">:</span> <span class="n">OrderTimeMode</span> <span class="o">=</span> <span class="s2">"GTC"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1345" name="__codelineno-0-1345"></a> <span class="n">sl</span><span class="p">:</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1346" name="__codelineno-0-1346"></a> <span class="n">tp</span><span class="p">:</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1347" name="__codelineno-0-1347"></a> <span class="n">position</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1348" name="__codelineno-0-1348"></a> <span class="n">dry_run</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1349" name="__codelineno-0-1349"></a><span class="p">)</span> <span class="o">-></span> <span class="n">OrderExecutionResult</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1350" name="__codelineno-0-1350"></a><span class="w"> </span><span class="sd">"""Place one normalized market order or return a dry-run result.</span>
|
|
<a id="__codelineno-0-1351" name="__codelineno-0-1351"></a>
|
|
<a id="__codelineno-0-1352" name="__codelineno-0-1352"></a><span class="sd"> ``order_send()`` raises only when MT5 returns no response. When MT5 returns</span>
|
|
<a id="__codelineno-0-1353" name="__codelineno-0-1353"></a><span class="sd"> a response with a known non-success retcode, this helper returns</span>
|
|
<a id="__codelineno-0-1354" name="__codelineno-0-1354"></a><span class="sd"> ``status="failed"`` and keeps the normalized response details for callers</span>
|
|
<a id="__codelineno-0-1355" name="__codelineno-0-1355"></a><span class="sd"> to inspect.</span>
|
|
<a id="__codelineno-0-1356" name="__codelineno-0-1356"></a>
|
|
<a id="__codelineno-0-1357" name="__codelineno-0-1357"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1358" name="__codelineno-0-1358"></a><span class="sd"> Normalized execution result containing request and response details.</span>
|
|
<a id="__codelineno-0-1359" name="__codelineno-0-1359"></a>
|
|
<a id="__codelineno-0-1360" name="__codelineno-0-1360"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-1361" name="__codelineno-0-1361"></a><span class="sd"> Mt5OperationError: If volume or required tick data is invalid.</span>
|
|
<a id="__codelineno-0-1362" name="__codelineno-0-1362"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1363" name="__codelineno-0-1363"></a> <span class="k">if</span> <span class="n">volume</span> <span class="o"><=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1364" name="__codelineno-0-1364"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"volume must be positive."</span>
|
|
<a id="__codelineno-0-1365" name="__codelineno-0-1365"></a> <span class="k">raise</span> <span class="n">Mt5OperationError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1366" name="__codelineno-0-1366"></a> <span class="n">side</span> <span class="o">=</span> <span class="n">_normalize_order_side</span><span class="p">(</span><span class="n">order_side</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1367" name="__codelineno-0-1367"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">dry_run</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1368" name="__codelineno-0-1368"></a> <span class="n">ensure_symbol_selected</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1369" name="__codelineno-0-1369"></a> <span class="n">tick</span> <span class="o">=</span> <span class="n">get_tick_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1370" name="__codelineno-0-1370"></a> <span class="n">price</span> <span class="o">=</span> <span class="n">extract_tick_price</span><span class="p">(</span><span class="n">tick</span><span class="p">,</span> <span class="s2">"ask"</span> <span class="k">if</span> <span class="n">side</span> <span class="o">==</span> <span class="s2">"BUY"</span> <span class="k">else</span> <span class="s2">"bid"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1371" name="__codelineno-0-1371"></a> <span class="k">if</span> <span class="n">price</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1372" name="__codelineno-0-1372"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Tick price is unavailable for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-1373" name="__codelineno-0-1373"></a> <span class="k">raise</span> <span class="n">Mt5OperationError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1374" name="__codelineno-0-1374"></a> <span class="n">request</span> <span class="o">=</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-1375" name="__codelineno-0-1375"></a> <span class="s2">"action"</span><span class="p">:</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">TRADE_ACTION_DEAL</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1376" name="__codelineno-0-1376"></a> <span class="s2">"symbol"</span><span class="p">:</span> <span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1377" name="__codelineno-0-1377"></a> <span class="s2">"volume"</span><span class="p">:</span> <span class="n">volume</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1378" name="__codelineno-0-1378"></a> <span class="s2">"type"</span><span class="p">:</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-1379" name="__codelineno-0-1379"></a> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">ORDER_TYPE_BUY</span> <span class="k">if</span> <span class="n">side</span> <span class="o">==</span> <span class="s2">"BUY"</span> <span class="k">else</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">ORDER_TYPE_SELL</span>
|
|
<a id="__codelineno-0-1380" name="__codelineno-0-1380"></a> <span class="p">),</span>
|
|
<a id="__codelineno-0-1381" name="__codelineno-0-1381"></a> <span class="s2">"price"</span><span class="p">:</span> <span class="n">price</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1382" name="__codelineno-0-1382"></a> <span class="s2">"type_filling"</span><span class="p">:</span> <span class="n">_resolve_mt5_constant</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1383" name="__codelineno-0-1383"></a> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1384" name="__codelineno-0-1384"></a> <span class="s2">"ORDER_FILLING"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1385" name="__codelineno-0-1385"></a> <span class="n">order_filling_mode</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1386" name="__codelineno-0-1386"></a> <span class="n">_ORDER_FILLING_MODES</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1387" name="__codelineno-0-1387"></a> <span class="p">),</span>
|
|
<a id="__codelineno-0-1388" name="__codelineno-0-1388"></a> <span class="s2">"type_time"</span><span class="p">:</span> <span class="n">_resolve_mt5_constant</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1389" name="__codelineno-0-1389"></a> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1390" name="__codelineno-0-1390"></a> <span class="s2">"ORDER_TIME"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1391" name="__codelineno-0-1391"></a> <span class="n">order_time_mode</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1392" name="__codelineno-0-1392"></a> <span class="n">_ORDER_TIME_MODES</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1393" name="__codelineno-0-1393"></a> <span class="p">),</span>
|
|
<a id="__codelineno-0-1394" name="__codelineno-0-1394"></a> <span class="p">}</span>
|
|
<a id="__codelineno-0-1395" name="__codelineno-0-1395"></a> <span class="k">if</span> <span class="n">sl</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1396" name="__codelineno-0-1396"></a> <span class="n">request</span><span class="p">[</span><span class="s2">"sl"</span><span class="p">]</span> <span class="o">=</span> <span class="n">sl</span>
|
|
<a id="__codelineno-0-1397" name="__codelineno-0-1397"></a> <span class="k">if</span> <span class="n">tp</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1398" name="__codelineno-0-1398"></a> <span class="n">request</span><span class="p">[</span><span class="s2">"tp"</span><span class="p">]</span> <span class="o">=</span> <span class="n">tp</span>
|
|
<a id="__codelineno-0-1399" name="__codelineno-0-1399"></a> <span class="k">if</span> <span class="n">position</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1400" name="__codelineno-0-1400"></a> <span class="n">request</span><span class="p">[</span><span class="s2">"position"</span><span class="p">]</span> <span class="o">=</span> <span class="n">position</span>
|
|
<a id="__codelineno-0-1401" name="__codelineno-0-1401"></a> <span class="k">if</span> <span class="n">dry_run</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1402" name="__codelineno-0-1402"></a> <span class="k">return</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-1403" name="__codelineno-0-1403"></a> <span class="s2">"status"</span><span class="p">:</span> <span class="s2">"dry_run"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1404" name="__codelineno-0-1404"></a> <span class="s2">"symbol"</span><span class="p">:</span> <span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1405" name="__codelineno-0-1405"></a> <span class="s2">"order_side"</span><span class="p">:</span> <span class="n">side</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1406" name="__codelineno-0-1406"></a> <span class="s2">"volume"</span><span class="p">:</span> <span class="n">volume</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1407" name="__codelineno-0-1407"></a> <span class="s2">"retcode"</span><span class="p">:</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1408" name="__codelineno-0-1408"></a> <span class="s2">"comment"</span><span class="p">:</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1409" name="__codelineno-0-1409"></a> <span class="s2">"request"</span><span class="p">:</span> <span class="n">cast</span><span class="p">(</span><span class="s2">"dict[str, object]"</span><span class="p">,</span> <span class="n">request</span><span class="p">),</span>
|
|
<a id="__codelineno-0-1410" name="__codelineno-0-1410"></a> <span class="s2">"response"</span><span class="p">:</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1411" name="__codelineno-0-1411"></a> <span class="s2">"dry_run"</span><span class="p">:</span> <span class="kc">True</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1412" name="__codelineno-0-1412"></a> <span class="p">}</span>
|
|
<a id="__codelineno-0-1413" name="__codelineno-0-1413"></a> <span class="n">response</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">order_send</span><span class="p">(</span><span class="n">request</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1414" name="__codelineno-0-1414"></a> <span class="n">response_dict</span> <span class="o">=</span> <span class="n">_snapshot_from_value</span><span class="p">(</span><span class="n">response</span><span class="p">,</span> <span class="p">())</span>
|
|
<a id="__codelineno-0-1415" name="__codelineno-0-1415"></a> <span class="n">raw_retcode</span> <span class="o">=</span> <span class="n">response_dict</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"retcode"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1416" name="__codelineno-0-1416"></a> <span class="n">retcode</span> <span class="o">=</span> <span class="n">_optional_int</span><span class="p">(</span><span class="n">raw_retcode</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1417" name="__codelineno-0-1417"></a> <span class="k">return</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-1418" name="__codelineno-0-1418"></a> <span class="s2">"status"</span><span class="p">:</span> <span class="n">_order_status_from_retcode</span><span class="p">(</span><span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="p">,</span> <span class="n">raw_retcode</span><span class="p">),</span>
|
|
<a id="__codelineno-0-1419" name="__codelineno-0-1419"></a> <span class="s2">"symbol"</span><span class="p">:</span> <span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1420" name="__codelineno-0-1420"></a> <span class="s2">"order_side"</span><span class="p">:</span> <span class="n">side</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1421" name="__codelineno-0-1421"></a> <span class="s2">"volume"</span><span class="p">:</span> <span class="n">volume</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1422" name="__codelineno-0-1422"></a> <span class="s2">"retcode"</span><span class="p">:</span> <span class="n">retcode</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1423" name="__codelineno-0-1423"></a> <span class="s2">"comment"</span><span class="p">:</span> <span class="n">_optional_str</span><span class="p">(</span><span class="n">response_dict</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"comment"</span><span class="p">)),</span>
|
|
<a id="__codelineno-0-1424" name="__codelineno-0-1424"></a> <span class="s2">"request"</span><span class="p">:</span> <span class="n">cast</span><span class="p">(</span><span class="s2">"dict[str, object]"</span><span class="p">,</span> <span class="n">request</span><span class="p">),</span>
|
|
<a id="__codelineno-0-1425" name="__codelineno-0-1425"></a> <span class="s2">"response"</span><span class="p">:</span> <span class="n">response_dict</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1426" name="__codelineno-0-1426"></a> <span class="s2">"dry_run"</span><span class="p">:</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1427" name="__codelineno-0-1427"></a> <span class="p">}</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.update_sltp_for_open_positions" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">update_sltp_for_open_positions</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.update_sltp_for_open_positions" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">update_sltp_for_open_positions</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">tickets</span><span class="p">:</span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><span title="int">int</span></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">stop_loss</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">take_profit</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">dry_run</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="OrderExecutionResult (mt5cli.trading.OrderExecutionResult)" href="#mt5cli.trading.OrderExecutionResult">OrderExecutionResult</a></span><span class="p">]</span>
|
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</code></pre></div>
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|
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<div class="doc doc-contents ">
|
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|
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<p>Update SL/TP for matching open positions.</p>
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|
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<p><span class="doc-section-title">Returns:</span></p>
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<table>
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<thead>
|
|
<tr>
|
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<th>Type</th>
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<th>Description</th>
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</tr>
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</thead>
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<tbody>
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<tr class="doc-section-item">
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<td>
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<code><span title="list">list</span>[<a class="autorefs autorefs-internal" title="OrderExecutionResult (mt5cli.trading.OrderExecutionResult)" href="#mt5cli.trading.OrderExecutionResult">OrderExecutionResult</a>]</code>
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</td>
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<td>
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<div class="doc-md-description">
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<p>Normalized execution results for matching positions.</p>
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</div>
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</td>
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</tr>
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</tbody>
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</table>
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<details class="mkdocstrings-source">
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<summary>Source code in <code>mt5cli/trading.py</code></summary>
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<span class="normal"><a href="#__codelineno-0-1658">1658</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1597" name="__codelineno-0-1597"></a><span class="k">def</span><span class="w"> </span><span class="nf">update_sltp_for_open_positions</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1598" name="__codelineno-0-1598"></a> <span class="n">client</span><span class="p">:</span> <span class="n">_Mt5ClientProtocol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1599" name="__codelineno-0-1599"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1600" name="__codelineno-0-1600"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1601" name="__codelineno-0-1601"></a> <span class="n">tickets</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="nb">int</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1602" name="__codelineno-0-1602"></a> <span class="n">stop_loss</span><span class="p">:</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1603" name="__codelineno-0-1603"></a> <span class="n">take_profit</span><span class="p">:</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1604" name="__codelineno-0-1604"></a> <span class="n">dry_run</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1605" name="__codelineno-0-1605"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">list</span><span class="p">[</span><span class="n">OrderExecutionResult</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-1606" name="__codelineno-0-1606"></a><span class="w"> </span><span class="sd">"""Update SL/TP for matching open positions.</span>
|
|
<a id="__codelineno-0-1607" name="__codelineno-0-1607"></a>
|
|
<a id="__codelineno-0-1608" name="__codelineno-0-1608"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1609" name="__codelineno-0-1609"></a><span class="sd"> Normalized execution results for matching positions.</span>
|
|
<a id="__codelineno-0-1610" name="__codelineno-0-1610"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1611" name="__codelineno-0-1611"></a> <span class="n">positions</span> <span class="o">=</span> <span class="n">_filter_positions</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1612" name="__codelineno-0-1612"></a> <span class="n">get_positions_frame</span><span class="p">(</span><span class="n">client</span><span class="p">),</span>
|
|
<a id="__codelineno-0-1613" name="__codelineno-0-1613"></a> <span class="n">symbols</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1614" name="__codelineno-0-1614"></a> <span class="n">tickets</span><span class="o">=</span><span class="n">tickets</span><span class="p">,</span>
|
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<a id="__codelineno-0-1615" name="__codelineno-0-1615"></a> <span class="p">)</span>
|
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<a id="__codelineno-0-1616" name="__codelineno-0-1616"></a> <span class="n">results</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="n">OrderExecutionResult</span><span class="p">]</span> <span class="o">=</span> <span class="p">[]</span>
|
|
<a id="__codelineno-0-1617" name="__codelineno-0-1617"></a> <span class="k">for</span> <span class="n">row</span> <span class="ow">in</span> <span class="n">positions</span><span class="o">.</span><span class="n">to_dict</span><span class="p">(</span><span class="s2">"records"</span><span class="p">):</span>
|
|
<a id="__codelineno-0-1618" name="__codelineno-0-1618"></a> <span class="n">request</span> <span class="o">=</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-1619" name="__codelineno-0-1619"></a> <span class="s2">"action"</span><span class="p">:</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">TRADE_ACTION_SLTP</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1620" name="__codelineno-0-1620"></a> <span class="s2">"symbol"</span><span class="p">:</span> <span class="n">row</span><span class="p">[</span><span class="s2">"symbol"</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1621" name="__codelineno-0-1621"></a> <span class="s2">"position"</span><span class="p">:</span> <span class="n">row</span><span class="p">[</span><span class="s2">"ticket"</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1622" name="__codelineno-0-1622"></a> <span class="p">}</span>
|
|
<a id="__codelineno-0-1623" name="__codelineno-0-1623"></a> <span class="n">sl</span> <span class="o">=</span> <span class="n">_optional_price</span><span class="p">(</span><span class="n">row</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"sl"</span><span class="p">)</span> <span class="k">if</span> <span class="n">stop_loss</span> <span class="ow">is</span> <span class="kc">None</span> <span class="k">else</span> <span class="n">stop_loss</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1624" name="__codelineno-0-1624"></a> <span class="n">tp</span> <span class="o">=</span> <span class="n">_optional_price</span><span class="p">(</span><span class="n">row</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"tp"</span><span class="p">)</span> <span class="k">if</span> <span class="n">take_profit</span> <span class="ow">is</span> <span class="kc">None</span> <span class="k">else</span> <span class="n">take_profit</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1625" name="__codelineno-0-1625"></a> <span class="k">if</span> <span class="n">sl</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1626" name="__codelineno-0-1626"></a> <span class="n">request</span><span class="p">[</span><span class="s2">"sl"</span><span class="p">]</span> <span class="o">=</span> <span class="n">sl</span>
|
|
<a id="__codelineno-0-1627" name="__codelineno-0-1627"></a> <span class="k">if</span> <span class="n">tp</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1628" name="__codelineno-0-1628"></a> <span class="n">request</span><span class="p">[</span><span class="s2">"tp"</span><span class="p">]</span> <span class="o">=</span> <span class="n">tp</span>
|
|
<a id="__codelineno-0-1629" name="__codelineno-0-1629"></a> <span class="k">if</span> <span class="n">dry_run</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1630" name="__codelineno-0-1630"></a> <span class="n">response</span> <span class="o">=</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-1631" name="__codelineno-0-1631"></a> <span class="n">status</span><span class="p">:</span> <span class="n">ExecutionStatus</span> <span class="o">=</span> <span class="s2">"dry_run"</span>
|
|
<a id="__codelineno-0-1632" name="__codelineno-0-1632"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1633" name="__codelineno-0-1633"></a> <span class="n">ensure_symbol_selected</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="nb">str</span><span class="p">(</span><span class="n">row</span><span class="p">[</span><span class="s2">"symbol"</span><span class="p">]))</span>
|
|
<a id="__codelineno-0-1634" name="__codelineno-0-1634"></a> <span class="n">response</span> <span class="o">=</span> <span class="n">_snapshot_from_value</span><span class="p">(</span><span class="n">client</span><span class="o">.</span><span class="n">order_send</span><span class="p">(</span><span class="n">request</span><span class="p">),</span> <span class="p">())</span>
|
|
<a id="__codelineno-0-1635" name="__codelineno-0-1635"></a> <span class="n">status</span> <span class="o">=</span> <span class="n">_order_status_from_retcode</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1636" name="__codelineno-0-1636"></a> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1637" name="__codelineno-0-1637"></a> <span class="n">response</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"retcode"</span><span class="p">),</span>
|
|
<a id="__codelineno-0-1638" name="__codelineno-0-1638"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1639" name="__codelineno-0-1639"></a> <span class="n">results</span><span class="o">.</span><span class="n">append</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1640" name="__codelineno-0-1640"></a> <span class="p">{</span>
|
|
<a id="__codelineno-0-1641" name="__codelineno-0-1641"></a> <span class="s2">"status"</span><span class="p">:</span> <span class="n">status</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1642" name="__codelineno-0-1642"></a> <span class="s2">"symbol"</span><span class="p">:</span> <span class="nb">str</span><span class="p">(</span><span class="n">row</span><span class="p">[</span><span class="s2">"symbol"</span><span class="p">]),</span>
|
|
<a id="__codelineno-0-1643" name="__codelineno-0-1643"></a> <span class="s2">"order_side"</span><span class="p">:</span> <span class="s2">"BUY"</span>
|
|
<a id="__codelineno-0-1644" name="__codelineno-0-1644"></a> <span class="k">if</span> <span class="n">row</span><span class="p">[</span><span class="s2">"type"</span><span class="p">]</span> <span class="o">==</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">POSITION_TYPE_BUY</span>
|
|
<a id="__codelineno-0-1645" name="__codelineno-0-1645"></a> <span class="k">else</span> <span class="s2">"SELL"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1646" name="__codelineno-0-1646"></a> <span class="s2">"volume"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="n">row</span><span class="p">[</span><span class="s2">"volume"</span><span class="p">]),</span>
|
|
<a id="__codelineno-0-1647" name="__codelineno-0-1647"></a> <span class="s2">"retcode"</span><span class="p">:</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-1648" name="__codelineno-0-1648"></a> <span class="k">if</span> <span class="n">response</span> <span class="ow">is</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-1649" name="__codelineno-0-1649"></a> <span class="k">else</span> <span class="n">_optional_int</span><span class="p">(</span><span class="n">response</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"retcode"</span><span class="p">)),</span>
|
|
<a id="__codelineno-0-1650" name="__codelineno-0-1650"></a> <span class="s2">"comment"</span><span class="p">:</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-1651" name="__codelineno-0-1651"></a> <span class="k">if</span> <span class="n">response</span> <span class="ow">is</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-1652" name="__codelineno-0-1652"></a> <span class="k">else</span> <span class="n">_optional_str</span><span class="p">(</span><span class="n">response</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"comment"</span><span class="p">)),</span>
|
|
<a id="__codelineno-0-1653" name="__codelineno-0-1653"></a> <span class="s2">"request"</span><span class="p">:</span> <span class="n">cast</span><span class="p">(</span><span class="s2">"dict[str, object]"</span><span class="p">,</span> <span class="n">request</span><span class="p">),</span>
|
|
<a id="__codelineno-0-1654" name="__codelineno-0-1654"></a> <span class="s2">"response"</span><span class="p">:</span> <span class="n">response</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1655" name="__codelineno-0-1655"></a> <span class="s2">"dry_run"</span><span class="p">:</span> <span class="n">dry_run</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1656" name="__codelineno-0-1656"></a> <span class="p">},</span>
|
|
<a id="__codelineno-0-1657" name="__codelineno-0-1657"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1658" name="__codelineno-0-1658"></a> <span class="k">return</span> <span class="n">results</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.update_trailing_stop_loss_for_open_positions" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">update_trailing_stop_loss_for_open_positions</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.update_trailing_stop_loss_for_open_positions" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">update_trailing_stop_loss_for_open_positions</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="mt5cli.trading._Mt5ClientProtocol">_Mt5ClientProtocol</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">trailing_stop_ratio</span><span class="p">:</span> <span class="n"><span title="float">float</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">dry_run</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="OrderExecutionResult (mt5cli.trading.OrderExecutionResult)" href="#mt5cli.trading.OrderExecutionResult">OrderExecutionResult</a></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Update open positions whose trailing stop loss should move favorably.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="list">list</span>[<a class="autorefs autorefs-internal" title="OrderExecutionResult (mt5cli.trading.OrderExecutionResult)" href="#mt5cli.trading.OrderExecutionResult">OrderExecutionResult</a>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Normalized execution results for positions that need an SL update.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-1566">1566</a></span>
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<span class="normal"><a href="#__codelineno-0-1567">1567</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-0-1584">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></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1566" name="__codelineno-0-1566"></a><span class="k">def</span><span class="w"> </span><span class="nf">update_trailing_stop_loss_for_open_positions</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">_Mt5ClientProtocol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1568" name="__codelineno-0-1568"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1569" name="__codelineno-0-1569"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1570" name="__codelineno-0-1570"></a> <span class="n">trailing_stop_ratio</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1571" name="__codelineno-0-1571"></a> <span class="n">dry_run</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1572" name="__codelineno-0-1572"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">list</span><span class="p">[</span><span class="n">OrderExecutionResult</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-1573" name="__codelineno-0-1573"></a><span class="w"> </span><span class="sd">"""Update open positions whose trailing stop loss should move favorably.</span>
|
|
<a id="__codelineno-0-1574" name="__codelineno-0-1574"></a>
|
|
<a id="__codelineno-0-1575" name="__codelineno-0-1575"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1576" name="__codelineno-0-1576"></a><span class="sd"> Normalized execution results for positions that need an SL update.</span>
|
|
<a id="__codelineno-0-1577" name="__codelineno-0-1577"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1578" name="__codelineno-0-1578"></a> <span class="n">updates</span> <span class="o">=</span> <span class="n">calculate_trailing_stop_updates</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1579" name="__codelineno-0-1579"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1580" name="__codelineno-0-1580"></a> <span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1581" name="__codelineno-0-1581"></a> <span class="n">trailing_stop_ratio</span><span class="o">=</span><span class="n">trailing_stop_ratio</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1582" name="__codelineno-0-1582"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1583" name="__codelineno-0-1583"></a> <span class="n">results</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="n">OrderExecutionResult</span><span class="p">]</span> <span class="o">=</span> <span class="p">[]</span>
|
|
<a id="__codelineno-0-1584" name="__codelineno-0-1584"></a> <span class="k">for</span> <span class="n">ticket</span><span class="p">,</span> <span class="n">stop_loss</span> <span class="ow">in</span> <span class="n">updates</span><span class="o">.</span><span class="n">items</span><span class="p">():</span>
|
|
<a id="__codelineno-0-1585" name="__codelineno-0-1585"></a> <span class="n">results</span><span class="o">.</span><span class="n">extend</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1586" name="__codelineno-0-1586"></a> <span class="n">update_sltp_for_open_positions</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1587" name="__codelineno-0-1587"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1588" name="__codelineno-0-1588"></a> <span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1589" name="__codelineno-0-1589"></a> <span class="n">tickets</span><span class="o">=</span><span class="p">[</span><span class="n">ticket</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1590" name="__codelineno-0-1590"></a> <span class="n">stop_loss</span><span class="o">=</span><span class="n">stop_loss</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1591" name="__codelineno-0-1591"></a> <span class="n">dry_run</span><span class="o">=</span><span class="n">dry_run</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1592" name="__codelineno-0-1592"></a> <span class="p">),</span>
|
|
<a id="__codelineno-0-1593" name="__codelineno-0-1593"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1594" name="__codelineno-0-1594"></a> <span class="k">return</span> <span class="n">results</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
</div><h2 id="trading-capable-mt5-sessions">Trading-capable MT5 sessions<a class="headerlink" href="#trading-capable-mt5-sessions" title="Permanent link">¶</a></h2>
|
|
<p><code>create_trading_client()</code> and <code>mt5_trading_session()</code> complement the read-only
|
|
<code>mt5_session()</code> helper in <code>sdk.py</code>. They return or yield an initialized
|
|
client supporting order execution and account management, use <code>Mt5Config.path</code>
|
|
to launch the terminal when configured, and <code>mt5_trading_session()</code> always
|
|
calls <code>shutdown()</code> on exit.</p>
|
|
<p><code>create_trading_client()</code> returns a raw <code>pdmt5.Mt5DataClient</code> instance, not the
|
|
higher-level <code>MT5Client</code> wrapper. Use <code>mt5_session()</code> / <code>MT5Client</code> for
|
|
read-only data collection; use <code>mt5_trading_session()</code> only where order
|
|
placement or trading calculations are required.</p>
|
|
<div class="highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="kn">from</span><span class="w"> </span><span class="nn">mt5cli</span><span class="w"> </span><span class="kn">import</span> <span class="n">create_trading_client</span><span class="p">,</span> <span class="n">mt5_trading_session</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="k">with</span> <span class="n">mt5_trading_session</span><span class="p">(</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">path</span><span class="o">=</span><span class="sa">r</span><span class="s2">"C:\Program Files\MetaTrader 5\terminal64.exe"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">login</span><span class="o">=</span><span class="s2">"12345"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">password</span><span class="o">=</span><span class="s2">"secret"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">server</span><span class="o">=</span><span class="s2">"Broker-Demo"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">retry_count</span><span class="o">=</span><span class="mi">2</span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a><span class="p">)</span> <span class="k">as</span> <span class="n">client</span><span class="p">:</span>
|
|
<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a> <span class="n">positions</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">positions_get_as_df</span><span class="p">(</span><span class="n">symbol</span><span class="o">=</span><span class="s2">"EURUSD"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-11" name="__codelineno-0-11" href="#__codelineno-0-11"></a>
|
|
<a id="__codelineno-0-12" name="__codelineno-0-12" href="#__codelineno-0-12"></a><span class="n">client</span> <span class="o">=</span> <span class="n">create_trading_client</span><span class="p">(</span><span class="n">login</span><span class="o">=</span><span class="mi">12345</span><span class="p">,</span> <span class="n">server</span><span class="o">=</span><span class="s2">"Broker-Demo"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-13" name="__codelineno-0-13" href="#__codelineno-0-13"></a><span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-14" name="__codelineno-0-14" href="#__codelineno-0-14"></a> <span class="n">account</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">account_info_as_dict</span><span class="p">()</span>
|
|
<a id="__codelineno-0-15" name="__codelineno-0-15" href="#__codelineno-0-15"></a><span class="k">finally</span><span class="p">:</span>
|
|
<a id="__codelineno-0-16" name="__codelineno-0-16" href="#__codelineno-0-16"></a> <span class="n">client</span><span class="o">.</span><span class="n">shutdown</span><span class="p">()</span>
|
|
</code></pre></div>
|
|
<p><code>login</code> accepts <code>int</code>, numeric <code>str</code>, or an empty string; empty strings are
|
|
treated as unset. <code>path</code>, <code>password</code>, <code>server</code>, and <code>timeout</code> are forwarded to
|
|
<code>pdmt5.Mt5Config</code>, and omitted <code>timeout</code> values keep the lower-level default.
|
|
Use <code>mt5_session()</code> / <code>MT5Client</code> for read-only data collection.</p>
|
|
<h2 id="state-and-order-helpers">State and order helpers<a class="headerlink" href="#state-and-order-helpers" title="Permanent link">¶</a></h2>
|
|
<p>These helpers are strategy-agnostic and do not depend on signal detection,
|
|
betting logic, or scheduling code in downstream applications.</p>
|
|
<div class="highlight"><pre><span></span><code><a id="__codelineno-1-1" name="__codelineno-1-1" href="#__codelineno-1-1"></a><span class="kn">from</span><span class="w"> </span><span class="nn">mt5cli</span><span class="w"> </span><span class="kn">import</span> <span class="p">(</span>
|
|
<a id="__codelineno-1-2" name="__codelineno-1-2" href="#__codelineno-1-2"></a> <span class="n">calculate_positions_margin</span><span class="p">,</span>
|
|
<a id="__codelineno-1-3" name="__codelineno-1-3" href="#__codelineno-1-3"></a> <span class="n">calculate_spread_ratio</span><span class="p">,</span>
|
|
<a id="__codelineno-1-4" name="__codelineno-1-4" href="#__codelineno-1-4"></a> <span class="n">calculate_margin_and_volume</span><span class="p">,</span>
|
|
<a id="__codelineno-1-5" name="__codelineno-1-5" href="#__codelineno-1-5"></a> <span class="n">close_open_positions</span><span class="p">,</span>
|
|
<a id="__codelineno-1-6" name="__codelineno-1-6" href="#__codelineno-1-6"></a> <span class="n">detect_position_side</span><span class="p">,</span>
|
|
<a id="__codelineno-1-7" name="__codelineno-1-7" href="#__codelineno-1-7"></a> <span class="n">determine_order_limits</span><span class="p">,</span>
|
|
<a id="__codelineno-1-8" name="__codelineno-1-8" href="#__codelineno-1-8"></a> <span class="n">estimate_order_margin</span><span class="p">,</span>
|
|
<a id="__codelineno-1-9" name="__codelineno-1-9" href="#__codelineno-1-9"></a> <span class="n">fetch_latest_closed_rates_for_trading_client</span><span class="p">,</span>
|
|
<a id="__codelineno-1-10" name="__codelineno-1-10" href="#__codelineno-1-10"></a> <span class="n">fetch_latest_closed_rates_indexed</span><span class="p">,</span>
|
|
<a id="__codelineno-1-11" name="__codelineno-1-11" href="#__codelineno-1-11"></a> <span class="n">get_account_snapshot</span><span class="p">,</span>
|
|
<a id="__codelineno-1-12" name="__codelineno-1-12" href="#__codelineno-1-12"></a> <span class="n">get_positions_frame</span><span class="p">,</span>
|
|
<a id="__codelineno-1-13" name="__codelineno-1-13" href="#__codelineno-1-13"></a> <span class="n">get_symbol_snapshot</span><span class="p">,</span>
|
|
<a id="__codelineno-1-14" name="__codelineno-1-14" href="#__codelineno-1-14"></a> <span class="n">get_tick_snapshot</span><span class="p">,</span>
|
|
<a id="__codelineno-1-15" name="__codelineno-1-15" href="#__codelineno-1-15"></a> <span class="n">normalize_order_volume</span><span class="p">,</span>
|
|
<a id="__codelineno-1-16" name="__codelineno-1-16" href="#__codelineno-1-16"></a> <span class="n">place_market_order</span><span class="p">,</span>
|
|
<a id="__codelineno-1-17" name="__codelineno-1-17" href="#__codelineno-1-17"></a><span class="p">)</span>
|
|
<a id="__codelineno-1-18" name="__codelineno-1-18" href="#__codelineno-1-18"></a>
|
|
<a id="__codelineno-1-19" name="__codelineno-1-19" href="#__codelineno-1-19"></a><span class="n">account</span> <span class="o">=</span> <span class="n">get_account_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">)</span>
|
|
<a id="__codelineno-1-20" name="__codelineno-1-20" href="#__codelineno-1-20"></a><span class="n">symbol</span> <span class="o">=</span> <span class="n">get_symbol_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"EURUSD"</span><span class="p">)</span>
|
|
<a id="__codelineno-1-21" name="__codelineno-1-21" href="#__codelineno-1-21"></a><span class="n">tick</span> <span class="o">=</span> <span class="n">get_tick_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"EURUSD"</span><span class="p">)</span>
|
|
<a id="__codelineno-1-22" name="__codelineno-1-22" href="#__codelineno-1-22"></a><span class="n">positions</span> <span class="o">=</span> <span class="n">get_positions_frame</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"EURUSD"</span><span class="p">)</span>
|
|
<a id="__codelineno-1-23" name="__codelineno-1-23" href="#__codelineno-1-23"></a><span class="n">side</span> <span class="o">=</span> <span class="n">detect_position_side</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"EURUSD"</span><span class="p">)</span>
|
|
<a id="__codelineno-1-24" name="__codelineno-1-24" href="#__codelineno-1-24"></a><span class="n">spread_ratio</span> <span class="o">=</span> <span class="n">calculate_spread_ratio</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"EURUSD"</span><span class="p">)</span>
|
|
<a id="__codelineno-1-25" name="__codelineno-1-25" href="#__codelineno-1-25"></a><span class="n">volume</span> <span class="o">=</span> <span class="n">normalize_order_volume</span><span class="p">(</span>
|
|
<a id="__codelineno-1-26" name="__codelineno-1-26" href="#__codelineno-1-26"></a> <span class="mf">0.15</span><span class="p">,</span>
|
|
<a id="__codelineno-1-27" name="__codelineno-1-27" href="#__codelineno-1-27"></a> <span class="n">volume_min</span><span class="o">=</span><span class="n">symbol</span><span class="p">[</span><span class="s2">"volume_min"</span><span class="p">],</span>
|
|
<a id="__codelineno-1-28" name="__codelineno-1-28" href="#__codelineno-1-28"></a> <span class="n">volume_max</span><span class="o">=</span><span class="n">symbol</span><span class="p">[</span><span class="s2">"volume_max"</span><span class="p">],</span>
|
|
<a id="__codelineno-1-29" name="__codelineno-1-29" href="#__codelineno-1-29"></a> <span class="n">volume_step</span><span class="o">=</span><span class="n">symbol</span><span class="p">[</span><span class="s2">"volume_step"</span><span class="p">],</span>
|
|
<a id="__codelineno-1-30" name="__codelineno-1-30" href="#__codelineno-1-30"></a><span class="p">)</span>
|
|
<a id="__codelineno-1-31" name="__codelineno-1-31" href="#__codelineno-1-31"></a><span class="n">buy_margin</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-1-32" name="__codelineno-1-32" href="#__codelineno-1-32"></a> <span class="n">estimate_order_margin</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"EURUSD"</span><span class="p">,</span> <span class="s2">"BUY"</span><span class="p">,</span> <span class="n">volume</span><span class="p">)</span> <span class="k">if</span> <span class="n">volume</span> <span class="o">></span> <span class="mi">0</span> <span class="k">else</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-1-33" name="__codelineno-1-33" href="#__codelineno-1-33"></a><span class="p">)</span>
|
|
<a id="__codelineno-1-34" name="__codelineno-1-34" href="#__codelineno-1-34"></a><span class="n">open_margin</span> <span class="o">=</span> <span class="n">calculate_positions_margin</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbols</span><span class="o">=</span><span class="p">[</span><span class="s2">"EURUSD"</span><span class="p">])</span>
|
|
<a id="__codelineno-1-35" name="__codelineno-1-35" href="#__codelineno-1-35"></a><span class="n">closed_bars</span> <span class="o">=</span> <span class="n">fetch_latest_closed_rates_for_trading_client</span><span class="p">(</span>
|
|
<a id="__codelineno-1-36" name="__codelineno-1-36" href="#__codelineno-1-36"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-1-37" name="__codelineno-1-37" href="#__codelineno-1-37"></a> <span class="n">symbol</span><span class="o">=</span><span class="s2">"EURUSD"</span><span class="p">,</span>
|
|
<a id="__codelineno-1-38" name="__codelineno-1-38" href="#__codelineno-1-38"></a> <span class="n">granularity</span><span class="o">=</span><span class="s2">"M1"</span><span class="p">,</span>
|
|
<a id="__codelineno-1-39" name="__codelineno-1-39" href="#__codelineno-1-39"></a> <span class="n">count</span><span class="o">=</span><span class="mi">100</span><span class="p">,</span>
|
|
<a id="__codelineno-1-40" name="__codelineno-1-40" href="#__codelineno-1-40"></a><span class="p">)</span>
|
|
<a id="__codelineno-1-41" name="__codelineno-1-41" href="#__codelineno-1-41"></a><span class="c1"># Or fetch with a UTC DatetimeIndex instead of a "time" column:</span>
|
|
<a id="__codelineno-1-42" name="__codelineno-1-42" href="#__codelineno-1-42"></a><span class="n">indexed_bars</span> <span class="o">=</span> <span class="n">fetch_latest_closed_rates_indexed</span><span class="p">(</span>
|
|
<a id="__codelineno-1-43" name="__codelineno-1-43" href="#__codelineno-1-43"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-1-44" name="__codelineno-1-44" href="#__codelineno-1-44"></a> <span class="n">symbol</span><span class="o">=</span><span class="s2">"EURUSD"</span><span class="p">,</span>
|
|
<a id="__codelineno-1-45" name="__codelineno-1-45" href="#__codelineno-1-45"></a> <span class="n">granularity</span><span class="o">=</span><span class="s2">"M1"</span><span class="p">,</span>
|
|
<a id="__codelineno-1-46" name="__codelineno-1-46" href="#__codelineno-1-46"></a> <span class="n">count</span><span class="o">=</span><span class="mi">100</span><span class="p">,</span>
|
|
<a id="__codelineno-1-47" name="__codelineno-1-47" href="#__codelineno-1-47"></a><span class="p">)</span>
|
|
<a id="__codelineno-1-48" name="__codelineno-1-48" href="#__codelineno-1-48"></a><span class="c1"># indexed_bars.index is a UTC-aware DatetimeIndex named "time"</span>
|
|
<a id="__codelineno-1-49" name="__codelineno-1-49" href="#__codelineno-1-49"></a><span class="n">sizing</span> <span class="o">=</span> <span class="n">calculate_margin_and_volume</span><span class="p">(</span>
|
|
<a id="__codelineno-1-50" name="__codelineno-1-50" href="#__codelineno-1-50"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-1-51" name="__codelineno-1-51" href="#__codelineno-1-51"></a> <span class="s2">"EURUSD"</span><span class="p">,</span>
|
|
<a id="__codelineno-1-52" name="__codelineno-1-52" href="#__codelineno-1-52"></a> <span class="n">unit_margin_ratio</span><span class="o">=</span><span class="mf">0.5</span><span class="p">,</span>
|
|
<a id="__codelineno-1-53" name="__codelineno-1-53" href="#__codelineno-1-53"></a> <span class="n">preserved_margin_ratio</span><span class="o">=</span><span class="mf">0.2</span><span class="p">,</span>
|
|
<a id="__codelineno-1-54" name="__codelineno-1-54" href="#__codelineno-1-54"></a><span class="p">)</span>
|
|
<a id="__codelineno-1-55" name="__codelineno-1-55" href="#__codelineno-1-55"></a><span class="n">limits</span> <span class="o">=</span> <span class="n">determine_order_limits</span><span class="p">(</span>
|
|
<a id="__codelineno-1-56" name="__codelineno-1-56" href="#__codelineno-1-56"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-1-57" name="__codelineno-1-57" href="#__codelineno-1-57"></a> <span class="s2">"EURUSD"</span><span class="p">,</span>
|
|
<a id="__codelineno-1-58" name="__codelineno-1-58" href="#__codelineno-1-58"></a> <span class="n">side</span><span class="o">=</span><span class="s2">"long"</span><span class="p">,</span>
|
|
<a id="__codelineno-1-59" name="__codelineno-1-59" href="#__codelineno-1-59"></a> <span class="n">stop_loss_limit_ratio</span><span class="o">=</span><span class="mf">0.01</span><span class="p">,</span>
|
|
<a id="__codelineno-1-60" name="__codelineno-1-60" href="#__codelineno-1-60"></a> <span class="n">take_profit_limit_ratio</span><span class="o">=</span><span class="mf">0.02</span><span class="p">,</span>
|
|
<a id="__codelineno-1-61" name="__codelineno-1-61" href="#__codelineno-1-61"></a><span class="p">)</span>
|
|
<a id="__codelineno-1-62" name="__codelineno-1-62" href="#__codelineno-1-62"></a><span class="n">preview</span> <span class="o">=</span> <span class="n">place_market_order</span><span class="p">(</span>
|
|
<a id="__codelineno-1-63" name="__codelineno-1-63" href="#__codelineno-1-63"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-1-64" name="__codelineno-1-64" href="#__codelineno-1-64"></a> <span class="n">symbol</span><span class="o">=</span><span class="s2">"EURUSD"</span><span class="p">,</span>
|
|
<a id="__codelineno-1-65" name="__codelineno-1-65" href="#__codelineno-1-65"></a> <span class="n">volume</span><span class="o">=</span><span class="n">sizing</span><span class="p">[</span><span class="s2">"buy_volume"</span><span class="p">],</span>
|
|
<a id="__codelineno-1-66" name="__codelineno-1-66" href="#__codelineno-1-66"></a> <span class="n">order_side</span><span class="o">=</span><span class="s2">"BUY"</span><span class="p">,</span>
|
|
<a id="__codelineno-1-67" name="__codelineno-1-67" href="#__codelineno-1-67"></a> <span class="n">sl</span><span class="o">=</span><span class="n">limits</span><span class="p">[</span><span class="s2">"stop_loss"</span><span class="p">],</span>
|
|
<a id="__codelineno-1-68" name="__codelineno-1-68" href="#__codelineno-1-68"></a> <span class="n">tp</span><span class="o">=</span><span class="n">limits</span><span class="p">[</span><span class="s2">"take_profit"</span><span class="p">],</span>
|
|
<a id="__codelineno-1-69" name="__codelineno-1-69" href="#__codelineno-1-69"></a> <span class="n">dry_run</span><span class="o">=</span><span class="kc">True</span><span class="p">,</span>
|
|
<a id="__codelineno-1-70" name="__codelineno-1-70" href="#__codelineno-1-70"></a><span class="p">)</span>
|
|
<a id="__codelineno-1-71" name="__codelineno-1-71" href="#__codelineno-1-71"></a><span class="n">closed</span> <span class="o">=</span> <span class="n">close_open_positions</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbols</span><span class="o">=</span><span class="s2">"EURUSD"</span><span class="p">,</span> <span class="n">dry_run</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span>
|
|
</code></pre></div>
|
|
<p><code>detect_position_side()</code> returns <code>long</code> for buy-only exposure, <code>short</code> for
|
|
sell-only exposure, and <code>None</code> for no positions or mixed long/short exposure.
|
|
<code>calculate_spread_ratio()</code> uses <code>(ask - bid) / ((ask + bid) / 2)</code> and raises
|
|
<code>Mt5OperationError</code> when bid or ask is missing or non-positive.
|
|
<code>normalize_order_volume()</code> returns <code>0.0</code> for invalid constraints or
|
|
sub-minimum requests; check the result before calling <code>estimate_order_margin()</code>,
|
|
which requires a positive finite volume. <code>calculate_positions_margin()</code> silently
|
|
skips rows with missing symbols, non-positive volumes, non-finite volumes, or
|
|
unsupported position types, but propagates <code>Mt5OperationError</code> from <code>estimate_order_margin()</code> when a valid row
|
|
encounters invalid tick data or margin results from the broker.</p>
|
|
<p>SL/TP ratios for <code>determine_order_limits()</code> must satisfy <code>0 <= ratio < 1</code>; <code>0</code>
|
|
omits that level. SL/TP prices are rounded with symbol <code>digits</code> metadata when
|
|
available. <code>determine_order_limits()</code> pre-validates computed SL/TP prices against
|
|
available <code>trade_stops_level * point</code> metadata when present; violations raise
|
|
<code>Mt5OperationError</code>. This is a planning helper only: it does not guarantee broker
|
|
acceptance because live validation can still depend on price movement, bid/ask
|
|
side, freeze levels, and server-side rules, and it does not validate
|
|
<code>trade_freeze_level</code>. When symbol metadata cannot be loaded, protective prices
|
|
still round with <code>digits=8</code> and stop-level validation is skipped.
|
|
<code>unit_margin_ratio</code> and <code>preserved_margin_ratio</code> for <code>calculate_margin_and_volume()</code>
|
|
accept <code>0 <= ratio <= 1</code>; <code>unit_margin_ratio=0</code> requests one minimum valid unit
|
|
when the post-reserve margin can afford it. Negative <code>margin_free</code> is clamped to
|
|
<code>0.0</code> before sizing. Execution helpers return normalized <code>OrderExecutionResult</code>
|
|
dictionaries containing the request, response, status, retcode, and <code>dry_run</code>
|
|
flag; <code>dry_run=True</code> never sends an order or mutates Market Watch visibility.
|
|
<code>ensure_symbol_selected()</code> adds hidden symbols to Market Watch before live order
|
|
placement and SL/TP updates. Failed, malformed, or unknown broker retcodes are
|
|
fail-closed and returned as <code>status="failed"</code> while keeping the normalized
|
|
response for inspection.</p>
|
|
<h2 id="order-planning-return-contracts">Order planning return contracts<a class="headerlink" href="#order-planning-return-contracts" title="Permanent link">¶</a></h2>
|
|
<div class="highlight"><pre><span></span><code><a id="__codelineno-2-1" name="__codelineno-2-1" href="#__codelineno-2-1"></a><span class="kn">from</span><span class="w"> </span><span class="nn">mt5cli</span><span class="w"> </span><span class="kn">import</span> <span class="n">MarginVolume</span><span class="p">,</span> <span class="n">OrderLimits</span><span class="p">,</span> <span class="n">OrderExecutionResult</span>
|
|
<a id="__codelineno-2-2" name="__codelineno-2-2" href="#__codelineno-2-2"></a>
|
|
<a id="__codelineno-2-3" name="__codelineno-2-3" href="#__codelineno-2-3"></a><span class="n">sizing</span><span class="p">:</span> <span class="n">MarginVolume</span> <span class="o">=</span> <span class="n">calculate_margin_and_volume</span><span class="p">(</span>
|
|
<a id="__codelineno-2-4" name="__codelineno-2-4" href="#__codelineno-2-4"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-2-5" name="__codelineno-2-5" href="#__codelineno-2-5"></a> <span class="s2">"EURUSD"</span><span class="p">,</span>
|
|
<a id="__codelineno-2-6" name="__codelineno-2-6" href="#__codelineno-2-6"></a> <span class="n">unit_margin_ratio</span><span class="o">=</span><span class="mf">0.5</span><span class="p">,</span>
|
|
<a id="__codelineno-2-7" name="__codelineno-2-7" href="#__codelineno-2-7"></a> <span class="n">preserved_margin_ratio</span><span class="o">=</span><span class="mf">0.2</span><span class="p">,</span>
|
|
<a id="__codelineno-2-8" name="__codelineno-2-8" href="#__codelineno-2-8"></a><span class="p">)</span>
|
|
<a id="__codelineno-2-9" name="__codelineno-2-9" href="#__codelineno-2-9"></a><span class="n">limits</span><span class="p">:</span> <span class="n">OrderLimits</span> <span class="o">=</span> <span class="n">determine_order_limits</span><span class="p">(</span>
|
|
<a id="__codelineno-2-10" name="__codelineno-2-10" href="#__codelineno-2-10"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-2-11" name="__codelineno-2-11" href="#__codelineno-2-11"></a> <span class="s2">"EURUSD"</span><span class="p">,</span>
|
|
<a id="__codelineno-2-12" name="__codelineno-2-12" href="#__codelineno-2-12"></a> <span class="n">side</span><span class="o">=</span><span class="s2">"long"</span><span class="p">,</span>
|
|
<a id="__codelineno-2-13" name="__codelineno-2-13" href="#__codelineno-2-13"></a> <span class="n">stop_loss_limit_ratio</span><span class="o">=</span><span class="mf">0.01</span><span class="p">,</span>
|
|
<a id="__codelineno-2-14" name="__codelineno-2-14" href="#__codelineno-2-14"></a> <span class="n">take_profit_limit_ratio</span><span class="o">=</span><span class="mf">0.02</span><span class="p">,</span>
|
|
<a id="__codelineno-2-15" name="__codelineno-2-15" href="#__codelineno-2-15"></a><span class="p">)</span>
|
|
<a id="__codelineno-2-16" name="__codelineno-2-16" href="#__codelineno-2-16"></a><span class="n">preview</span><span class="p">:</span> <span class="n">OrderExecutionResult</span> <span class="o">=</span> <span class="n">place_market_order</span><span class="p">(</span>
|
|
<a id="__codelineno-2-17" name="__codelineno-2-17" href="#__codelineno-2-17"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-2-18" name="__codelineno-2-18" href="#__codelineno-2-18"></a> <span class="n">symbol</span><span class="o">=</span><span class="s2">"EURUSD"</span><span class="p">,</span>
|
|
<a id="__codelineno-2-19" name="__codelineno-2-19" href="#__codelineno-2-19"></a> <span class="n">volume</span><span class="o">=</span><span class="n">sizing</span><span class="p">[</span><span class="s2">"buy_volume"</span><span class="p">],</span>
|
|
<a id="__codelineno-2-20" name="__codelineno-2-20" href="#__codelineno-2-20"></a> <span class="n">order_side</span><span class="o">=</span><span class="s2">"BUY"</span><span class="p">,</span>
|
|
<a id="__codelineno-2-21" name="__codelineno-2-21" href="#__codelineno-2-21"></a> <span class="n">sl</span><span class="o">=</span><span class="n">limits</span><span class="p">[</span><span class="s2">"stop_loss"</span><span class="p">],</span>
|
|
<a id="__codelineno-2-22" name="__codelineno-2-22" href="#__codelineno-2-22"></a> <span class="n">tp</span><span class="o">=</span><span class="n">limits</span><span class="p">[</span><span class="s2">"take_profit"</span><span class="p">],</span>
|
|
<a id="__codelineno-2-23" name="__codelineno-2-23" href="#__codelineno-2-23"></a> <span class="n">dry_run</span><span class="o">=</span><span class="kc">True</span><span class="p">,</span>
|
|
<a id="__codelineno-2-24" name="__codelineno-2-24" href="#__codelineno-2-24"></a><span class="p">)</span>
|
|
<a id="__codelineno-2-25" name="__codelineno-2-25" href="#__codelineno-2-25"></a><span class="n">updates</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="n">OrderExecutionResult</span><span class="p">]</span> <span class="o">=</span> <span class="n">update_sltp_for_open_positions</span><span class="p">(</span>
|
|
<a id="__codelineno-2-26" name="__codelineno-2-26" href="#__codelineno-2-26"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-2-27" name="__codelineno-2-27" href="#__codelineno-2-27"></a> <span class="n">symbol</span><span class="o">=</span><span class="s2">"EURUSD"</span><span class="p">,</span>
|
|
<a id="__codelineno-2-28" name="__codelineno-2-28" href="#__codelineno-2-28"></a> <span class="n">stop_loss</span><span class="o">=</span><span class="n">limits</span><span class="p">[</span><span class="s2">"stop_loss"</span><span class="p">],</span>
|
|
<a id="__codelineno-2-29" name="__codelineno-2-29" href="#__codelineno-2-29"></a> <span class="n">dry_run</span><span class="o">=</span><span class="kc">True</span><span class="p">,</span>
|
|
<a id="__codelineno-2-30" name="__codelineno-2-30" href="#__codelineno-2-30"></a><span class="p">)</span>
|
|
</code></pre></div>
|
|
<p>Closes issue #33: strategy-neutral order planning and execution helpers exposed
|
|
through the stable package root without embedding entry/exit policy.</p>
|
|
<h2 id="retrieving-recent-history-deals">Retrieving recent history deals<a class="headerlink" href="#retrieving-recent-history-deals" title="Permanent link">¶</a></h2>
|
|
<p><code>fetch_recent_history_deals_for_trading_client()</code> fetches history deals from an
|
|
already-connected trading client over a trailing time window. It works directly
|
|
with the object returned by <code>create_trading_client()</code> (a raw
|
|
<code>pdmt5.Mt5DataClient</code>) without requiring any additional wrapping.</p>
|
|
<p>The helper returns a chronologically sorted DataFrame with a <code>RangeIndex</code> and
|
|
all columns from the underlying client (<code>time</code>, <code>symbol</code>, <code>type</code>, <code>entry</code>,
|
|
<code>volume</code>, <code>profit</code>, <code>position_id</code>, etc.). It does <strong>not</strong> apply any
|
|
strategy-specific transformations — entry/exit classification, Kelly fractions,
|
|
and betting semantics belong in downstream applications.</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">mt5cli</span><span class="w"> </span><span class="kn">import</span> <span class="p">(</span>
|
|
<a id="__codelineno-3-2" name="__codelineno-3-2" href="#__codelineno-3-2"></a> <span class="n">create_trading_client</span><span class="p">,</span>
|
|
<a id="__codelineno-3-3" name="__codelineno-3-3" href="#__codelineno-3-3"></a> <span class="n">fetch_recent_history_deals_for_trading_client</span><span class="p">,</span>
|
|
<a id="__codelineno-3-4" name="__codelineno-3-4" href="#__codelineno-3-4"></a><span class="p">)</span>
|
|
<a id="__codelineno-3-5" name="__codelineno-3-5" href="#__codelineno-3-5"></a>
|
|
<a id="__codelineno-3-6" name="__codelineno-3-6" href="#__codelineno-3-6"></a><span class="n">client</span> <span class="o">=</span> <span class="n">create_trading_client</span><span class="p">(</span><span class="n">login</span><span class="o">=</span><span class="mi">12345</span><span class="p">,</span> <span class="n">server</span><span class="o">=</span><span class="s2">"Broker-Demo"</span><span class="p">)</span>
|
|
<a id="__codelineno-3-7" name="__codelineno-3-7" href="#__codelineno-3-7"></a><span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-3-8" name="__codelineno-3-8" href="#__codelineno-3-8"></a> <span class="n">deals_df</span> <span class="o">=</span> <span class="n">fetch_recent_history_deals_for_trading_client</span><span class="p">(</span>
|
|
<a id="__codelineno-3-9" name="__codelineno-3-9" href="#__codelineno-3-9"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-3-10" name="__codelineno-3-10" href="#__codelineno-3-10"></a> <span class="n">symbol</span><span class="o">=</span><span class="s2">"JP225"</span><span class="p">,</span>
|
|
<a id="__codelineno-3-11" name="__codelineno-3-11" href="#__codelineno-3-11"></a> <span class="n">hours</span><span class="o">=</span><span class="mi">24</span><span class="p">,</span>
|
|
<a id="__codelineno-3-12" name="__codelineno-3-12" href="#__codelineno-3-12"></a> <span class="p">)</span>
|
|
<a id="__codelineno-3-13" name="__codelineno-3-13" href="#__codelineno-3-13"></a><span class="k">finally</span><span class="p">:</span>
|
|
<a id="__codelineno-3-14" name="__codelineno-3-14" href="#__codelineno-3-14"></a> <span class="n">client</span><span class="o">.</span><span class="n">shutdown</span><span class="p">()</span>
|
|
</code></pre></div>
|
|
<p>Or inside a managed session:</p>
|
|
<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">fetch_recent_history_deals_for_trading_client</span><span class="p">,</span> <span class="n">mt5_trading_session</span>
|
|
<a id="__codelineno-4-2" name="__codelineno-4-2" href="#__codelineno-4-2"></a>
|
|
<a id="__codelineno-4-3" name="__codelineno-4-3" href="#__codelineno-4-3"></a><span class="k">with</span> <span class="n">mt5_trading_session</span><span class="p">(</span><span class="n">login</span><span class="o">=</span><span class="mi">12345</span><span class="p">,</span> <span class="n">server</span><span class="o">=</span><span class="s2">"Broker-Demo"</span><span class="p">)</span> <span class="k">as</span> <span class="n">client</span><span class="p">:</span>
|
|
<a id="__codelineno-4-4" name="__codelineno-4-4" href="#__codelineno-4-4"></a> <span class="n">deals_df</span> <span class="o">=</span> <span class="n">fetch_recent_history_deals_for_trading_client</span><span class="p">(</span>
|
|
<a id="__codelineno-4-5" name="__codelineno-4-5" href="#__codelineno-4-5"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-4-6" name="__codelineno-4-6" href="#__codelineno-4-6"></a> <span class="n">symbol</span><span class="o">=</span><span class="s2">"JP225"</span><span class="p">,</span>
|
|
<a id="__codelineno-4-7" name="__codelineno-4-7" href="#__codelineno-4-7"></a> <span class="n">hours</span><span class="o">=</span><span class="mi">48</span><span class="p">,</span>
|
|
<a id="__codelineno-4-8" name="__codelineno-4-8" href="#__codelineno-4-8"></a> <span class="p">)</span>
|
|
</code></pre></div>
|
|
<p><code>hours</code> must be positive; <code>date_to</code> defaults to <code>datetime.now(UTC)</code>. An empty
|
|
or <code>None</code> result from the underlying client is normalized to an empty DataFrame.</p>
|
|
<p>Downstream packages own all strategy-specific transformations. mt5cli does not
|
|
provide entry-deal classification, Kelly sizing, or any betting-specific helpers.</p>
|
|
<h2 id="migration-from-application-local-helpers">Migration from application-local helpers<a class="headerlink" href="#migration-from-application-local-helpers" title="Permanent link">¶</a></h2>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Application-local concern</th>
|
|
<th>mt5cli replacement</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr>
|
|
<td>Manual terminal spawn/kill around trading code</td>
|
|
<td><code>mt5_trading_session()</code></td>
|
|
</tr>
|
|
<tr>
|
|
<td>Local position-side detection</td>
|
|
<td><code>detect_position_side()</code></td>
|
|
</tr>
|
|
<tr>
|
|
<td>Local margin/volume sizing</td>
|
|
<td><code>calculate_margin_and_volume()</code></td>
|
|
</tr>
|
|
<tr>
|
|
<td>Local broker volume step normalization</td>
|
|
<td><code>normalize_order_volume()</code></td>
|
|
</tr>
|
|
<tr>
|
|
<td>Local order or position margin estimation</td>
|
|
<td><code>estimate_order_margin()</code>, <code>calculate_positions_margin()</code></td>
|
|
</tr>
|
|
<tr>
|
|
<td>Local closed-bar fetch from a trading session</td>
|
|
<td><code>fetch_latest_closed_rates_for_trading_client()</code>, <code>fetch_latest_closed_rates_indexed()</code></td>
|
|
</tr>
|
|
<tr>
|
|
<td>Local recent deal history fetch from a trading session</td>
|
|
<td><code>fetch_recent_history_deals_for_trading_client()</code></td>
|
|
</tr>
|
|
<tr>
|
|
<td>Local SL/TP price derivation</td>
|
|
<td><code>determine_order_limits()</code></td>
|
|
</tr>
|
|
<tr>
|
|
<td>Throttled SQLite history loop with ad-hoc error handling</td>
|
|
<td><code>ThrottledHistoryUpdater(suppress_errors=True)</code></td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
<p>Keep read-only data collection on <code>mt5_session()</code> / <code>MT5Client</code>; use
|
|
<code>mt5_trading_session()</code> only where order placement or trading calculations are
|
|
required.</p></div>
|
|
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