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<li class="nav-item" data-bs-level="2"><a href="#mt5cli.storage" class="nav-link">storage</a>
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<h1 id="storage">Storage<a class="headerlink" href="#storage" title="Permanent link">¶</a></h1>
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<div class="doc doc-object doc-module">
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<h2 id="mt5cli.storage" class="doc doc-heading">
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<span class="doc doc-object-name doc-module-name">mt5cli.storage</span>
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<a href="#mt5cli.storage" class="headerlink" title="Permanent link">¶</a></h2>
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<div class="doc doc-contents first">
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<p>Generic storage helpers for MT5 market and account history.</p>
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<div class="doc doc-children">
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<h3 id="mt5cli.storage.__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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<a href="#mt5cli.storage.__all__" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">__all__</span> <span class="o">=</span> <span class="p">[</span>
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<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="s2">"Dataset"</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">"IfExists"</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">"OutputFormat"</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">"RateTarget"</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">"build_rate_targets"</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">"build_rate_view_name"</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">"collect_history"</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">"detect_format"</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">"drop_forming_rate_bar"</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">"export_dataframe"</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">"export_dataframe_to_sqlite"</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">"load_rate_data"</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="s2">"load_rate_data_from_connection"</span><span class="p">,</span>
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<a id="__codelineno-0-15" name="__codelineno-0-15" href="#__codelineno-0-15"></a> <span class="s2">"load_rate_series_by_granularity"</span><span class="p">,</span>
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<a id="__codelineno-0-16" name="__codelineno-0-16" href="#__codelineno-0-16"></a> <span class="s2">"load_rate_series_from_sqlite"</span><span class="p">,</span>
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<a id="__codelineno-0-17" name="__codelineno-0-17" href="#__codelineno-0-17"></a> <span class="s2">"resolve_rate_tables"</span><span class="p">,</span>
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<a id="__codelineno-0-18" name="__codelineno-0-18" href="#__codelineno-0-18"></a> <span class="s2">"resolve_rate_view_name"</span><span class="p">,</span>
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<a id="__codelineno-0-19" name="__codelineno-0-19" href="#__codelineno-0-19"></a> <span class="s2">"resolve_rate_view_names"</span><span class="p">,</span>
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<a id="__codelineno-0-20" name="__codelineno-0-20" href="#__codelineno-0-20"></a> <span class="s2">"update_history"</span><span class="p">,</span>
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<a id="__codelineno-0-21" name="__codelineno-0-21" href="#__codelineno-0-21"></a> <span class="s2">"update_history_with_config"</span><span class="p">,</span>
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<a id="__codelineno-0-22" name="__codelineno-0-22" href="#__codelineno-0-22"></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-class">
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<h3 id="mt5cli.storage.Dataset" class="doc doc-heading">
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<span class="doc doc-object-name doc-class-name">Dataset</span>
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<a href="#mt5cli.storage.Dataset" 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="enum.StrEnum">StrEnum</span></code></p>
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<p>Datasets supported by the <code>collect-history</code> command.</p>
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<h4 id="mt5cli.storage.Dataset.history_deals" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">history_deals</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-class-attribute"><code>class-attribute</code></small>
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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.storage.Dataset.history_deals" 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">history_deals</span> <span class="o">=</span> <span class="s1">'history-deals'</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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<h4 id="mt5cli.storage.Dataset.history_orders" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">history_orders</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-class-attribute"><code>class-attribute</code></small>
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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.storage.Dataset.history_orders" 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">history_orders</span> <span class="o">=</span> <span class="s1">'history-orders'</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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<h4 id="mt5cli.storage.Dataset.rates" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">rates</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-class-attribute"><code>class-attribute</code></small>
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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.storage.Dataset.rates" 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">rates</span> <span class="o">=</span> <span class="s1">'rates'</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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<h4 id="mt5cli.storage.Dataset.table_name" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">table_name</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-property"><code>property</code></small>
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</span>
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<a href="#mt5cli.storage.Dataset.table_name" 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">table_name</span><span class="p">:</span> <span class="n"><span title="str">str</span></span>
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</code></pre></div>
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<div class="doc doc-contents ">
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<p>Return the SQLite table name for this dataset.</p>
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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.storage.Dataset.ticks" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">ticks</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-class-attribute"><code>class-attribute</code></small>
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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.storage.Dataset.ticks" 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">ticks</span> <span class="o">=</span> <span class="s1">'ticks'</span>
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</code></pre></div>
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<div class="doc doc-object doc-class">
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<h3 id="mt5cli.storage.IfExists" class="doc doc-heading">
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<span class="doc doc-object-name doc-class-name">IfExists</span>
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<a href="#mt5cli.storage.IfExists" 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="enum.StrEnum">StrEnum</span></code></p>
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<p>SQLite table conflict behavior for the <code>collect-history</code> command.</p>
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<h4 id="mt5cli.storage.IfExists.APPEND" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">APPEND</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-class-attribute"><code>class-attribute</code></small>
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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.storage.IfExists.APPEND" 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">APPEND</span> <span class="o">=</span> <span class="s1">'append'</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.storage.IfExists.FAIL" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">FAIL</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-class-attribute"><code>class-attribute</code></small>
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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.storage.IfExists.FAIL" 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">FAIL</span> <span class="o">=</span> <span class="s1">'fail'</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.storage.IfExists.REPLACE" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">REPLACE</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-class-attribute"><code>class-attribute</code></small>
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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.storage.IfExists.REPLACE" 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">REPLACE</span> <span class="o">=</span> <span class="s1">'replace'</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>
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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.storage.OutputFormat" class="doc doc-heading">
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<span class="doc doc-object-name doc-class-name">OutputFormat</span>
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<a href="#mt5cli.storage.OutputFormat" 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="enum.StrEnum">StrEnum</span></code></p>
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<p>Supported output file formats.</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.storage.OutputFormat.csv" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">csv</span>
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<span class="doc doc-labels">
|
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<small class="doc doc-label doc-label-class-attribute"><code>class-attribute</code></small>
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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.storage.OutputFormat.csv" 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">csv</span> <span class="o">=</span> <span class="s1">'csv'</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.storage.OutputFormat.json" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">json</span>
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<span class="doc doc-labels">
|
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<small class="doc doc-label doc-label-class-attribute"><code>class-attribute</code></small>
|
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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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|
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<a href="#mt5cli.storage.OutputFormat.json" 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">json</span> <span class="o">=</span> <span class="s1">'json'</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.storage.OutputFormat.parquet" class="doc doc-heading">
|
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<span class="doc doc-object-name doc-attribute-name">parquet</span>
|
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<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-class-attribute"><code>class-attribute</code></small>
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
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|
|
<a href="#mt5cli.storage.OutputFormat.parquet" 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">parquet</span> <span class="o">=</span> <span class="s1">'parquet'</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.storage.OutputFormat.sqlite3" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">sqlite3</span>
|
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|
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|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-class-attribute"><code>class-attribute</code></small>
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.storage.OutputFormat.sqlite3" 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">sqlite3</span> <span class="o">=</span> <span class="s1">'sqlite3'</span>
|
|
</code></pre></div>
|
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<div class="doc doc-contents ">
|
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</div>
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</div>
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</div>
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</div>
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</div>
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<div class="doc doc-object doc-class">
|
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<h3 id="mt5cli.storage.RateTarget" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-class-name">RateTarget</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-dataclass"><code>dataclass</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.storage.RateTarget" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">RateTarget</span><span class="p">(</span><span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span> <span class="n">timeframe</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span><span class="p">)</span>
|
|
</code></pre></div>
|
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|
|
<div class="doc doc-contents ">
|
|
|
|
|
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|
|
<p>A single rate series identified by symbol and timeframe.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Attributes:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td><code><a class="autorefs autorefs-internal" title="symbol
|
|
|
|
|
|
|
|
instance-attribute
|
|
(mt5cli.storage.RateTarget.symbol)" href="#mt5cli.storage.RateTarget.symbol">symbol</a></code></td>
|
|
<td>
|
|
<code><span title="str">str</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>MT5 symbol name, or None when the rate series is addressed only
|
|
by an explicit table (for example a custom SQLite view).</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td><code><a class="autorefs autorefs-internal" title="timeframe
|
|
|
|
|
|
|
|
instance-attribute
|
|
(mt5cli.storage.RateTarget.timeframe)" href="#mt5cli.storage.RateTarget.timeframe">timeframe</a></code></td>
|
|
<td>
|
|
<code><span title="int">int</span> | <span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>MT5 timeframe as an integer or name (for example <code>M1</code>).</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
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|
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|
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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.storage.RateTarget.symbol" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">symbol</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.storage.RateTarget.symbol" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
</div>
|
|
|
|
</div>
|
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|
|
<div class="doc doc-object doc-attribute">
|
|
|
|
|
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|
|
<h4 id="mt5cli.storage.RateTarget.timeframe" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">timeframe</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-instance-attribute"><code>instance-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.storage.RateTarget.timeframe" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">timeframe</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-attribute">
|
|
|
|
|
|
|
|
<h4 id="mt5cli.storage.RateTarget.timeframe_int" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">timeframe_int</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-property"><code>property</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.storage.RateTarget.timeframe_int" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">timeframe_int</span><span class="p">:</span> <span class="n"><span title="int">int</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return the timeframe as its integer MT5 value.</p>
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
|
|
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h4 id="mt5cli.storage.RateTarget.__post_init__" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">__post_init__</span>
|
|
|
|
|
|
<a href="#mt5cli.storage.RateTarget.__post_init__" class="headerlink" title="Permanent link">¶</a></h4>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">__post_init__</span><span class="p">()</span> <span class="o">-></span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Normalize accepted timeframe aliases to the stored integer value.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-524">524</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-525">525</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-526">526</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-527">527</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-524" name="__codelineno-0-524"></a><span class="k">def</span><span class="w"> </span><span class="nf">__post_init__</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-525" name="__codelineno-0-525"></a><span class="w"> </span><span class="sd">"""Normalize accepted timeframe aliases to the stored integer value."""</span>
|
|
<a id="__codelineno-0-526" name="__codelineno-0-526"></a> <span class="k">if</span> <span class="ow">not</span> <span class="nb">isinstance</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">timeframe</span><span class="p">,</span> <span class="nb">int</span><span class="p">):</span>
|
|
<a id="__codelineno-0-527" name="__codelineno-0-527"></a> <span class="nb">object</span><span class="o">.</span><span class="fm">__setattr__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="s2">"timeframe"</span><span class="p">,</span> <span class="n">parse_timeframe</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">timeframe</span><span class="p">))</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.storage.build_rate_targets" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">build_rate_targets</span>
|
|
|
|
|
|
<a href="#mt5cli.storage.build_rate_targets" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">build_rate_targets</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">],</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">timeframes</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span><span class="p">],</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">allow_missing_symbol</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="RateTarget
|
|
|
|
|
|
|
|
dataclass
|
|
(mt5cli.history.RateTarget)" href="../history/#mt5cli.history.RateTarget">RateTarget</a></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Build rate targets for every symbol and timeframe combination.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>symbols</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="collections.abc.Sequence">Sequence</span>[<span title="str">str</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>MT5 symbol names. May be empty when <code>allow_missing_symbol</code>.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>timeframes</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="collections.abc.Sequence">Sequence</span>[<span title="int">int</span> | <span title="str">str</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>MT5 timeframes as integers or names (for example <code>M1</code>).</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>allow_missing_symbol</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>When True and <code>symbols</code> is empty, build targets
|
|
with <code>symbol=None</code> for each timeframe instead of raising.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>False</code>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="list">list</span>[<a class="autorefs autorefs-internal" title="RateTarget
|
|
|
|
|
|
|
|
dataclass
|
|
(mt5cli.history.RateTarget)" href="../history/#mt5cli.history.RateTarget">RateTarget</a>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Targets in row-major order: every timeframe for the first symbol, then</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="list">list</span>[<a class="autorefs autorefs-internal" title="RateTarget
|
|
|
|
|
|
|
|
dataclass
|
|
(mt5cli.history.RateTarget)" href="../history/#mt5cli.history.RateTarget">RateTarget</a>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>every timeframe for the next symbol, and so on.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Raises:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="ValueError">ValueError</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If <code>timeframes</code> is empty, or <code>symbols</code> is empty and
|
|
<code>allow_missing_symbol</code> is False.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-535">535</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-536">536</a></span>
|
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<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>
|
|
<span class="normal"><a href="#__codelineno-0-539">539</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-540">540</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-541">541</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-542">542</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-543">543</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-544">544</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-545">545</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-546">546</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-547">547</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-548">548</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-549">549</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-550">550</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-551">551</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-552">552</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-553">553</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-554">554</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-555">555</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-556">556</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-557">557</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-558">558</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-559">559</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-560">560</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-561">561</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-562">562</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-563">563</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-564">564</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-565">565</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-566">566</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-567">567</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-568">568</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-569">569</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-535" name="__codelineno-0-535"></a><span class="k">def</span><span class="w"> </span><span class="nf">build_rate_targets</span><span class="p">(</span>
|
|
<a id="__codelineno-0-536" name="__codelineno-0-536"></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-0-537" name="__codelineno-0-537"></a> <span class="n">timeframes</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span><span class="p">],</span>
|
|
<a id="__codelineno-0-538" name="__codelineno-0-538"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-539" name="__codelineno-0-539"></a> <span class="n">allow_missing_symbol</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-540" name="__codelineno-0-540"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">list</span><span class="p">[</span><span class="n">RateTarget</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-541" name="__codelineno-0-541"></a><span class="w"> </span><span class="sd">"""Build rate targets for every symbol and timeframe combination.</span>
|
|
<a id="__codelineno-0-542" name="__codelineno-0-542"></a>
|
|
<a id="__codelineno-0-543" name="__codelineno-0-543"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-544" name="__codelineno-0-544"></a><span class="sd"> symbols: MT5 symbol names. May be empty when ``allow_missing_symbol``.</span>
|
|
<a id="__codelineno-0-545" name="__codelineno-0-545"></a><span class="sd"> timeframes: MT5 timeframes as integers or names (for example ``M1``).</span>
|
|
<a id="__codelineno-0-546" name="__codelineno-0-546"></a><span class="sd"> allow_missing_symbol: When True and ``symbols`` is empty, build targets</span>
|
|
<a id="__codelineno-0-547" name="__codelineno-0-547"></a><span class="sd"> with ``symbol=None`` for each timeframe instead of raising.</span>
|
|
<a id="__codelineno-0-548" name="__codelineno-0-548"></a>
|
|
<a id="__codelineno-0-549" name="__codelineno-0-549"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-550" name="__codelineno-0-550"></a><span class="sd"> Targets in row-major order: every timeframe for the first symbol, then</span>
|
|
<a id="__codelineno-0-551" name="__codelineno-0-551"></a><span class="sd"> every timeframe for the next symbol, and so on.</span>
|
|
<a id="__codelineno-0-552" name="__codelineno-0-552"></a>
|
|
<a id="__codelineno-0-553" name="__codelineno-0-553"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-554" name="__codelineno-0-554"></a><span class="sd"> ValueError: If ``timeframes`` is empty, or ``symbols`` is empty and</span>
|
|
<a id="__codelineno-0-555" name="__codelineno-0-555"></a><span class="sd"> ``allow_missing_symbol`` is False.</span>
|
|
<a id="__codelineno-0-556" name="__codelineno-0-556"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-557" name="__codelineno-0-557"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">timeframes</span><span class="p">:</span>
|
|
<a id="__codelineno-0-558" name="__codelineno-0-558"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"At least one timeframe is required."</span>
|
|
<a id="__codelineno-0-559" name="__codelineno-0-559"></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-0-560" name="__codelineno-0-560"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">symbols</span><span class="p">:</span>
|
|
<a id="__codelineno-0-561" name="__codelineno-0-561"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">allow_missing_symbol</span><span class="p">:</span>
|
|
<a id="__codelineno-0-562" name="__codelineno-0-562"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"At least one symbol is required."</span>
|
|
<a id="__codelineno-0-563" name="__codelineno-0-563"></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-0-564" name="__codelineno-0-564"></a> <span class="k">return</span> <span class="p">[</span><span class="n">RateTarget</span><span class="p">(</span><span class="n">symbol</span><span class="o">=</span><span class="kc">None</span><span class="p">,</span> <span class="n">timeframe</span><span class="o">=</span><span class="n">tf</span><span class="p">)</span> <span class="k">for</span> <span class="n">tf</span> <span class="ow">in</span> <span class="n">timeframes</span><span class="p">]</span>
|
|
<a id="__codelineno-0-565" name="__codelineno-0-565"></a> <span class="k">return</span> <span class="p">[</span>
|
|
<a id="__codelineno-0-566" name="__codelineno-0-566"></a> <span class="n">RateTarget</span><span class="p">(</span><span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span> <span class="n">timeframe</span><span class="o">=</span><span class="n">tf</span><span class="p">)</span>
|
|
<a id="__codelineno-0-567" name="__codelineno-0-567"></a> <span class="k">for</span> <span class="n">symbol</span> <span class="ow">in</span> <span class="n">symbols</span>
|
|
<a id="__codelineno-0-568" name="__codelineno-0-568"></a> <span class="k">for</span> <span class="n">tf</span> <span class="ow">in</span> <span class="n">timeframes</span>
|
|
<a id="__codelineno-0-569" name="__codelineno-0-569"></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.storage.build_rate_view_name" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">build_rate_view_name</span>
|
|
|
|
|
|
<a href="#mt5cli.storage.build_rate_view_name" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">build_rate_view_name</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">granularity</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">granularity_count</span><span class="p">:</span> <span class="n"><span title="int">int</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">timeframe</span><span class="p">:</span> <span class="n"><span title="int">int</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="str">str</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return a collision-free offline optimize view name.</p>
|
|
<p>View names always include the timeframe integer after a <code>__</code> separator so
|
|
a symbol such as <code>EURUSD_M1</code> cannot collide with <code>EURUSD</code> at timeframe
|
|
<code>M1</code>.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-127">127</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-128">128</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-129">129</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-130">130</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-131">131</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-132">132</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-133">133</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-134">134</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-135">135</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-136">136</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-137">137</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-138">138</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-139">139</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-140">140</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-141">141</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-142">142</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-127" name="__codelineno-0-127"></a><span class="k">def</span><span class="w"> </span><span class="nf">build_rate_view_name</span><span class="p">(</span>
|
|
<a id="__codelineno-0-128" name="__codelineno-0-128"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-129" name="__codelineno-0-129"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-130" name="__codelineno-0-130"></a> <span class="n">granularity</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-131" name="__codelineno-0-131"></a> <span class="n">granularity_count</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span>
|
|
<a id="__codelineno-0-132" name="__codelineno-0-132"></a> <span class="n">timeframe</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span>
|
|
<a id="__codelineno-0-133" name="__codelineno-0-133"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">str</span><span class="p">:</span>
|
|
<a id="__codelineno-0-134" name="__codelineno-0-134"></a><span class="w"> </span><span class="sd">"""Return a collision-free offline optimize view name.</span>
|
|
<a id="__codelineno-0-135" name="__codelineno-0-135"></a>
|
|
<a id="__codelineno-0-136" name="__codelineno-0-136"></a><span class="sd"> View names always include the timeframe integer after a ``__`` separator so</span>
|
|
<a id="__codelineno-0-137" name="__codelineno-0-137"></a><span class="sd"> a symbol such as ``EURUSD_M1`` cannot collide with ``EURUSD`` at timeframe</span>
|
|
<a id="__codelineno-0-138" name="__codelineno-0-138"></a><span class="sd"> ``M1``.</span>
|
|
<a id="__codelineno-0-139" name="__codelineno-0-139"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-140" name="__codelineno-0-140"></a> <span class="k">if</span> <span class="n">granularity_count</span> <span class="o">==</span> <span class="mi">1</span><span class="p">:</span>
|
|
<a id="__codelineno-0-141" name="__codelineno-0-141"></a> <span class="k">return</span> <span class="sa">f</span><span class="s2">"rate_</span><span class="si">{</span><span class="n">symbol</span><span class="si">}</span><span class="s2">__</span><span class="si">{</span><span class="n">timeframe</span><span class="si">}</span><span class="s2">"</span>
|
|
<a id="__codelineno-0-142" name="__codelineno-0-142"></a> <span class="k">return</span> <span class="sa">f</span><span class="s2">"rate_</span><span class="si">{</span><span class="n">symbol</span><span class="si">}</span><span class="s2">__</span><span class="si">{</span><span class="n">granularity</span><span class="si">}</span><span class="s2">_</span><span class="si">{</span><span class="n">timeframe</span><span class="si">}</span><span class="s2">"</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
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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.storage.collect_history" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">collect_history</span>
|
|
|
|
|
|
<a href="#mt5cli.storage.collect_history" 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">collect_history</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">output</span><span class="p">:</span> <span class="n"><span title="pathlib.Path">Path</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">],</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">date_from</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span> <span class="o">|</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="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">datasets</span><span class="p">:</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="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">timeframe</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span> <span class="o">=</span> <span class="mi">1</span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="n">flags</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span> <span class="o">=</span> <span class="s2">"ALL"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="IfExists (mt5cli.utils.IfExists)" href="../utils/#mt5cli.utils.IfExists">IfExists</a></span> <span class="o">=</span> <span class="n"><a class="autorefs autorefs-internal" title="FAIL
|
|
|
|
|
|
|
|
class-attribute
|
|
instance-attribute
|
|
(mt5cli.utils.IfExists.FAIL)" href="../utils/#mt5cli.utils.IfExists.FAIL">FAIL</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-11" name="__codelineno-0-11" href="#__codelineno-0-11"></a> <span class="n">with_views</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-12" name="__codelineno-0-12" href="#__codelineno-0-12"></a> <span class="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-0-13" name="__codelineno-0-13" href="#__codelineno-0-13"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Collect historical datasets into a single SQLite database.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>output</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="pathlib.Path">Path</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>SQLite database path.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>symbols</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="list">list</span>[<span title="str">str</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Symbols to collect.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>date_from</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="datetime.datetime">datetime</span> | <span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Start date.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>date_to</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="datetime.datetime">datetime</span> | <span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>End date.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>datasets</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="set">set</span>[<a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a>] | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Datasets to include (defaults to all).</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>timeframe</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="int">int</span> | <span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Rates timeframe as integer or name (e.g. <code>M1</code>).</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>1</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>flags</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="int">int</span> | <span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Tick copy flags as integer or name (e.g. <code>ALL</code>).</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>'ALL'</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>if_exists</code>
|
|
</td>
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="IfExists (mt5cli.utils.IfExists)" href="../utils/#mt5cli.utils.IfExists">IfExists</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Behavior when a target table already exists.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="FAIL
|
|
|
|
|
|
|
|
class-attribute
|
|
instance-attribute
|
|
(mt5cli.utils.IfExists.FAIL)" href="../utils/#mt5cli.utils.IfExists.FAIL">FAIL</a></code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>with_views</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Create <code>cash_events</code> and <code>positions_reconstructed</code> views.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>False</code>
|
|
</td>
|
|
</tr>
|
|
<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.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/sdk.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-0-1171">1171</a></span>
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<span class="normal"><a href="#__codelineno-0-1234">1234</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1171" name="__codelineno-0-1171"></a><span class="k">def</span><span class="w"> </span><span class="nf">collect_history</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1172" name="__codelineno-0-1172"></a> <span class="n">output</span><span class="p">:</span> <span class="n">Path</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1173" name="__codelineno-0-1173"></a> <span class="n">symbols</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1174" name="__codelineno-0-1174"></a> <span class="n">date_from</span><span class="p">:</span> <span class="n">datetime</span> <span class="o">|</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1175" name="__codelineno-0-1175"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n">datetime</span> <span class="o">|</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1176" name="__codelineno-0-1176"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1177" name="__codelineno-0-1177"></a> <span class="n">datasets</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">]</span> <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-0-1178" name="__codelineno-0-1178"></a> <span class="n">timeframe</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="mi">1</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1179" name="__codelineno-0-1179"></a> <span class="n">flags</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">=</span> <span class="s2">"ALL"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1180" name="__codelineno-0-1180"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n">IfExists</span> <span class="o">=</span> <span class="n">IfExists</span><span class="o">.</span><span class="n">FAIL</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1181" name="__codelineno-0-1181"></a> <span class="n">with_views</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-0-1182" name="__codelineno-0-1182"></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-0-1183" name="__codelineno-0-1183"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1184" name="__codelineno-0-1184"></a><span class="w"> </span><span class="sd">"""Collect historical datasets into a single SQLite database.</span>
|
|
<a id="__codelineno-0-1185" name="__codelineno-0-1185"></a>
|
|
<a id="__codelineno-0-1186" name="__codelineno-0-1186"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-1187" name="__codelineno-0-1187"></a><span class="sd"> output: SQLite database path.</span>
|
|
<a id="__codelineno-0-1188" name="__codelineno-0-1188"></a><span class="sd"> symbols: Symbols to collect.</span>
|
|
<a id="__codelineno-0-1189" name="__codelineno-0-1189"></a><span class="sd"> date_from: Start date.</span>
|
|
<a id="__codelineno-0-1190" name="__codelineno-0-1190"></a><span class="sd"> date_to: End date.</span>
|
|
<a id="__codelineno-0-1191" name="__codelineno-0-1191"></a><span class="sd"> datasets: Datasets to include (defaults to all).</span>
|
|
<a id="__codelineno-0-1192" name="__codelineno-0-1192"></a><span class="sd"> timeframe: Rates timeframe as integer or name (e.g. ``M1``).</span>
|
|
<a id="__codelineno-0-1193" name="__codelineno-0-1193"></a><span class="sd"> flags: Tick copy flags as integer or name (e.g. ``ALL``).</span>
|
|
<a id="__codelineno-0-1194" name="__codelineno-0-1194"></a><span class="sd"> if_exists: Behavior when a target table already exists.</span>
|
|
<a id="__codelineno-0-1195" name="__codelineno-0-1195"></a><span class="sd"> with_views: Create ``cash_events`` and ``positions_reconstructed`` views.</span>
|
|
<a id="__codelineno-0-1196" name="__codelineno-0-1196"></a><span class="sd"> config: MT5 connection configuration.</span>
|
|
<a id="__codelineno-0-1197" name="__codelineno-0-1197"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1198" name="__codelineno-0-1198"></a> <span class="n">start</span> <span class="o">=</span> <span class="n">_require_datetime</span><span class="p">(</span><span class="n">date_from</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1199" name="__codelineno-0-1199"></a> <span class="n">end</span> <span class="o">=</span> <span class="n">_require_datetime</span><span class="p">(</span><span class="n">date_to</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1200" name="__codelineno-0-1200"></a> <span class="n">selected</span> <span class="o">=</span> <span class="n">datasets</span> <span class="k">if</span> <span class="n">datasets</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span> <span class="k">else</span> <span class="nb">set</span><span class="p">(</span><span class="n">Dataset</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1201" name="__codelineno-0-1201"></a> <span class="n">tf</span> <span class="o">=</span> <span class="n">_coerce_timeframe</span><span class="p">(</span><span class="n">timeframe</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1202" name="__codelineno-0-1202"></a> <span class="n">tick_flags</span> <span class="o">=</span> <span class="n">_coerce_tick_flags</span><span class="p">(</span><span class="n">flags</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1203" name="__codelineno-0-1203"></a> <span class="n">mt5_config</span> <span class="o">=</span> <span class="n">config</span> <span class="ow">or</span> <span class="n">build_config</span><span class="p">()</span>
|
|
<a id="__codelineno-0-1204" name="__codelineno-0-1204"></a> <span class="k">with</span> <span class="n">connected_client</span><span class="p">(</span><span class="n">mt5_config</span><span class="p">)</span> <span class="k">as</span> <span class="n">client</span><span class="p">,</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">connect</span><span class="p">(</span><span class="n">output</span><span class="p">)</span> <span class="k">as</span> <span class="n">conn</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1205" name="__codelineno-0-1205"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="s2">"PRAGMA journal_mode=WAL"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1206" name="__codelineno-0-1206"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="s2">"PRAGMA synchronous=NORMAL"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1207" name="__codelineno-0-1207"></a> <span class="n">written_tables</span><span class="p">,</span> <span class="n">written_columns</span> <span class="o">=</span> <span class="n">write_collected_datasets</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1208" name="__codelineno-0-1208"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1209" name="__codelineno-0-1209"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1210" name="__codelineno-0-1210"></a> <span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1211" name="__codelineno-0-1211"></a> <span class="n">selected</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1212" name="__codelineno-0-1212"></a> <span class="n">tf</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1213" name="__codelineno-0-1213"></a> <span class="n">tick_flags</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1214" name="__codelineno-0-1214"></a> <span class="n">start</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1215" name="__codelineno-0-1215"></a> <span class="n">end</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1216" name="__codelineno-0-1216"></a> <span class="n">if_exists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1217" name="__codelineno-0-1217"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1218" name="__codelineno-0-1218"></a> <span class="n">create_history_indexes</span><span class="p">(</span><span class="n">conn</span><span class="p">,</span> <span class="n">written_columns</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1219" name="__codelineno-0-1219"></a> <span class="k">if</span> <span class="n">with_views</span> <span class="ow">and</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span> <span class="ow">in</span> <span class="n">written_tables</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1220" name="__codelineno-0-1220"></a> <span class="n">create_cash_events_view</span><span class="p">(</span><span class="n">conn</span><span class="p">,</span> <span class="n">written_columns</span><span class="p">[</span><span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span><span class="p">])</span>
|
|
<a id="__codelineno-0-1221" name="__codelineno-0-1221"></a> <span class="n">create_positions_reconstructed_view</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1222" name="__codelineno-0-1222"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1223" name="__codelineno-0-1223"></a> <span class="n">written_columns</span><span class="p">[</span><span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1224" name="__codelineno-0-1224"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1225" name="__codelineno-0-1225"></a> <span class="k">elif</span> <span class="n">with_views</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1226" name="__codelineno-0-1226"></a> <span class="n">logger</span><span class="o">.</span><span class="n">warning</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1227" name="__codelineno-0-1227"></a> <span class="s2">"--with-views ignored: history_deals table was not written"</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="n">logger</span><span class="o">.</span><span class="n">info</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1230" name="__codelineno-0-1230"></a> <span class="s2">"Collected </span><span class="si">%s</span><span class="s2"> for </span><span class="si">%d</span><span class="s2"> symbol(s) into </span><span class="si">%s</span><span class="s2">"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1231" name="__codelineno-0-1231"></a> <span class="s2">", "</span><span class="o">.</span><span class="n">join</span><span class="p">(</span><span class="nb">sorted</span><span class="p">(</span><span class="n">ds</span><span class="o">.</span><span class="n">value</span> <span class="k">for</span> <span class="n">ds</span> <span class="ow">in</span> <span class="n">selected</span><span class="p">)),</span>
|
|
<a id="__codelineno-0-1232" name="__codelineno-0-1232"></a> <span class="nb">len</span><span class="p">(</span><span class="n">symbols</span><span class="p">),</span>
|
|
<a id="__codelineno-0-1233" name="__codelineno-0-1233"></a> <span class="n">output</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1234" name="__codelineno-0-1234"></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.storage.detect_format" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">detect_format</span>
|
|
|
|
|
|
<a href="#mt5cli.storage.detect_format" 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_format</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">output_path</span><span class="p">:</span> <span class="n"><span title="pathlib.Path">Path</span></span><span class="p">,</span> <span class="n">explicit_format</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="str">str</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Detect the output format from a file extension or explicit format string.</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>output_path</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="pathlib.Path">Path</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Path to the output file.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>explicit_format</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Explicitly specified format, if any.</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="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>The detected format string.</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 the format cannot be determined.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/utils.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-0-216">216</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-217">217</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-218">218</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-219">219</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-220">220</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-221">221</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-222">222</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-223">223</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-224">224</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-225">225</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-226">226</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-227">227</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-228">228</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-229">229</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-230">230</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-231">231</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-232">232</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-233">233</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-234">234</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-235">235</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-236">236</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-237">237</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-238">238</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-239">239</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-240">240</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-241">241</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-216" name="__codelineno-0-216"></a><span class="k">def</span><span class="w"> </span><span class="nf">detect_format</span><span class="p">(</span>
|
|
<a id="__codelineno-0-217" name="__codelineno-0-217"></a> <span class="n">output_path</span><span class="p">:</span> <span class="n">Path</span><span class="p">,</span>
|
|
<a id="__codelineno-0-218" name="__codelineno-0-218"></a> <span class="n">explicit_format</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-0-219" name="__codelineno-0-219"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">str</span><span class="p">:</span>
|
|
<a id="__codelineno-0-220" name="__codelineno-0-220"></a><span class="w"> </span><span class="sd">"""Detect the output format from a file extension or explicit format string.</span>
|
|
<a id="__codelineno-0-221" name="__codelineno-0-221"></a>
|
|
<a id="__codelineno-0-222" name="__codelineno-0-222"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-223" name="__codelineno-0-223"></a><span class="sd"> output_path: Path to the output file.</span>
|
|
<a id="__codelineno-0-224" name="__codelineno-0-224"></a><span class="sd"> explicit_format: Explicitly specified format, if any.</span>
|
|
<a id="__codelineno-0-225" name="__codelineno-0-225"></a>
|
|
<a id="__codelineno-0-226" name="__codelineno-0-226"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-227" name="__codelineno-0-227"></a><span class="sd"> The detected format string.</span>
|
|
<a id="__codelineno-0-228" name="__codelineno-0-228"></a>
|
|
<a id="__codelineno-0-229" name="__codelineno-0-229"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-230" name="__codelineno-0-230"></a><span class="sd"> ValueError: If the format cannot be determined.</span>
|
|
<a id="__codelineno-0-231" name="__codelineno-0-231"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-232" name="__codelineno-0-232"></a> <span class="k">if</span> <span class="n">explicit_format</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-233" name="__codelineno-0-233"></a> <span class="k">return</span> <span class="n">explicit_format</span>
|
|
<a id="__codelineno-0-234" name="__codelineno-0-234"></a> <span class="n">suffix</span> <span class="o">=</span> <span class="n">output_path</span><span class="o">.</span><span class="n">suffix</span><span class="o">.</span><span class="n">lower</span><span class="p">()</span>
|
|
<a id="__codelineno-0-235" name="__codelineno-0-235"></a> <span class="k">if</span> <span class="n">suffix</span> <span class="ow">in</span> <span class="n">_FORMAT_EXTENSIONS</span><span class="p">:</span>
|
|
<a id="__codelineno-0-236" name="__codelineno-0-236"></a> <span class="k">return</span> <span class="n">_FORMAT_EXTENSIONS</span><span class="p">[</span><span class="n">suffix</span><span class="p">]</span>
|
|
<a id="__codelineno-0-237" name="__codelineno-0-237"></a> <span class="n">msg</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-238" name="__codelineno-0-238"></a> <span class="sa">f</span><span class="s2">"Cannot detect format from extension '</span><span class="si">{</span><span class="n">suffix</span><span class="si">}</span><span class="s2">'."</span>
|
|
<a id="__codelineno-0-239" name="__codelineno-0-239"></a> <span class="s2">" Use --format to specify the output format."</span>
|
|
<a id="__codelineno-0-240" name="__codelineno-0-240"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-241" name="__codelineno-0-241"></a> <span class="k">raise</span> <span class="ne">ValueError</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.storage.drop_forming_rate_bar" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">drop_forming_rate_bar</span>
|
|
|
|
|
|
<a href="#mt5cli.storage.drop_forming_rate_bar" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">drop_forming_rate_bar</span><span class="p">(</span><span class="n">df_rate</span><span class="p">:</span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return closed bars from chronologically ordered MT5 rate data.</p>
|
|
<p>MetaTrader 5 <code>copy_rates_from_pos(start_pos=0)</code> includes the still-forming
|
|
current bar as the last row. Slice it off so downstream logic only sees
|
|
completed bars. Empty frames and single-row frames return empty results.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>df_rate</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Rate data ordered oldest-to-newest with the forming bar last.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>A new DataFrame with all rows except the last. Index and columns are</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>preserved. The input frame is not modified.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-110">110</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-111">111</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-112">112</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-113">113</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-114">114</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-115">115</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-116">116</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-117">117</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-118">118</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-119">119</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-120">120</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-121">121</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-122">122</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-123">123</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-124">124</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-110" name="__codelineno-0-110"></a><span class="k">def</span><span class="w"> </span><span class="nf">drop_forming_rate_bar</span><span class="p">(</span><span class="n">df_rate</span><span class="p">:</span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">)</span> <span class="o">-></span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">:</span>
|
|
<a id="__codelineno-0-111" name="__codelineno-0-111"></a><span class="w"> </span><span class="sd">"""Return closed bars from chronologically ordered MT5 rate data.</span>
|
|
<a id="__codelineno-0-112" name="__codelineno-0-112"></a>
|
|
<a id="__codelineno-0-113" name="__codelineno-0-113"></a><span class="sd"> MetaTrader 5 ``copy_rates_from_pos(start_pos=0)`` includes the still-forming</span>
|
|
<a id="__codelineno-0-114" name="__codelineno-0-114"></a><span class="sd"> current bar as the last row. Slice it off so downstream logic only sees</span>
|
|
<a id="__codelineno-0-115" name="__codelineno-0-115"></a><span class="sd"> completed bars. Empty frames and single-row frames return empty results.</span>
|
|
<a id="__codelineno-0-116" name="__codelineno-0-116"></a>
|
|
<a id="__codelineno-0-117" name="__codelineno-0-117"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-118" name="__codelineno-0-118"></a><span class="sd"> df_rate: Rate data ordered oldest-to-newest with the forming bar last.</span>
|
|
<a id="__codelineno-0-119" name="__codelineno-0-119"></a>
|
|
<a id="__codelineno-0-120" name="__codelineno-0-120"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-121" name="__codelineno-0-121"></a><span class="sd"> A new DataFrame with all rows except the last. Index and columns are</span>
|
|
<a id="__codelineno-0-122" name="__codelineno-0-122"></a><span class="sd"> preserved. The input frame is not modified.</span>
|
|
<a id="__codelineno-0-123" name="__codelineno-0-123"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-124" name="__codelineno-0-124"></a> <span class="k">return</span> <span class="n">df_rate</span><span class="o">.</span><span class="n">iloc</span><span class="p">[:</span><span class="o">-</span><span class="mi">1</span><span class="p">]</span><span class="o">.</span><span class="n">copy</span><span class="p">()</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.storage.export_dataframe" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">export_dataframe</span>
|
|
|
|
|
|
<a href="#mt5cli.storage.export_dataframe" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">export_dataframe</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">df</span><span class="p">:</span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">output_path</span><span class="p">:</span> <span class="n"><span title="pathlib.Path">Path</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">output_format</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">table_name</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">=</span> <span class="s2">"data"</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="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Export a pandas DataFrame to the specified file format.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>df</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>DataFrame to export.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>output_path</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="pathlib.Path">Path</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Path to the output file.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>output_format</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Output format (csv, json, parquet, or sqlite3).</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>table_name</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Table name for SQLite3 output.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>'data'</code>
|
|
</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 the output format is not supported.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/utils.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-0-288">288</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-289">289</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-290">290</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-291">291</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-292">292</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-293">293</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-294">294</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-295">295</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-296">296</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-297">297</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-298">298</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-299">299</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-300">300</a></span>
|
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<span class="normal"><a href="#__codelineno-0-301">301</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-302">302</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-303">303</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-304">304</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-305">305</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-306">306</a></span>
|
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<span class="normal"><a href="#__codelineno-0-307">307</a></span>
|
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<span class="normal"><a href="#__codelineno-0-308">308</a></span>
|
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<span class="normal"><a href="#__codelineno-0-309">309</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-310">310</a></span>
|
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<span class="normal"><a href="#__codelineno-0-311">311</a></span>
|
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<span class="normal"><a href="#__codelineno-0-312">312</a></span>
|
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<span class="normal"><a href="#__codelineno-0-313">313</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-314">314</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-315">315</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-316">316</a></span>
|
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<span class="normal"><a href="#__codelineno-0-317">317</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-318">318</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-319">319</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-320">320</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-321">321</a></span>
|
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<span class="normal"><a href="#__codelineno-0-322">322</a></span>
|
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<span class="normal"><a href="#__codelineno-0-323">323</a></span>
|
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<span class="normal"><a href="#__codelineno-0-324">324</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-325">325</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-326">326</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-288" name="__codelineno-0-288"></a><span class="k">def</span><span class="w"> </span><span class="nf">export_dataframe</span><span class="p">(</span>
|
|
<a id="__codelineno-0-289" name="__codelineno-0-289"></a> <span class="n">df</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-0-290" name="__codelineno-0-290"></a> <span class="n">output_path</span><span class="p">:</span> <span class="n">Path</span><span class="p">,</span>
|
|
<a id="__codelineno-0-291" name="__codelineno-0-291"></a> <span class="n">output_format</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-292" name="__codelineno-0-292"></a> <span class="n">table_name</span><span class="p">:</span> <span class="nb">str</span> <span class="o">=</span> <span class="s2">"data"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-293" name="__codelineno-0-293"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-294" name="__codelineno-0-294"></a><span class="w"> </span><span class="sd">"""Export a pandas DataFrame to the specified file format.</span>
|
|
<a id="__codelineno-0-295" name="__codelineno-0-295"></a>
|
|
<a id="__codelineno-0-296" name="__codelineno-0-296"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-297" name="__codelineno-0-297"></a><span class="sd"> df: DataFrame to export.</span>
|
|
<a id="__codelineno-0-298" name="__codelineno-0-298"></a><span class="sd"> output_path: Path to the output file.</span>
|
|
<a id="__codelineno-0-299" name="__codelineno-0-299"></a><span class="sd"> output_format: Output format (csv, json, parquet, or sqlite3).</span>
|
|
<a id="__codelineno-0-300" name="__codelineno-0-300"></a><span class="sd"> table_name: Table name for SQLite3 output.</span>
|
|
<a id="__codelineno-0-301" name="__codelineno-0-301"></a>
|
|
<a id="__codelineno-0-302" name="__codelineno-0-302"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-303" name="__codelineno-0-303"></a><span class="sd"> ValueError: If the output format is not supported.</span>
|
|
<a id="__codelineno-0-304" name="__codelineno-0-304"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-305" name="__codelineno-0-305"></a> <span class="k">if</span> <span class="n">output_format</span> <span class="o">==</span> <span class="s2">"csv"</span><span class="p">:</span>
|
|
<a id="__codelineno-0-306" name="__codelineno-0-306"></a> <span class="n">df</span><span class="o">.</span><span class="n">to_csv</span><span class="p">(</span><span class="n">output_path</span><span class="p">,</span> <span class="n">index</span><span class="o">=</span><span class="kc">False</span><span class="p">)</span>
|
|
<a id="__codelineno-0-307" name="__codelineno-0-307"></a> <span class="k">elif</span> <span class="n">output_format</span> <span class="o">==</span> <span class="s2">"json"</span><span class="p">:</span>
|
|
<a id="__codelineno-0-308" name="__codelineno-0-308"></a> <span class="n">df</span><span class="o">.</span><span class="n">to_json</span><span class="p">(</span>
|
|
<a id="__codelineno-0-309" name="__codelineno-0-309"></a> <span class="n">output_path</span><span class="p">,</span>
|
|
<a id="__codelineno-0-310" name="__codelineno-0-310"></a> <span class="n">orient</span><span class="o">=</span><span class="s2">"records"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-311" name="__codelineno-0-311"></a> <span class="n">date_format</span><span class="o">=</span><span class="s2">"iso"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-312" name="__codelineno-0-312"></a> <span class="n">indent</span><span class="o">=</span><span class="mi">2</span><span class="p">,</span>
|
|
<a id="__codelineno-0-313" name="__codelineno-0-313"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-314" name="__codelineno-0-314"></a> <span class="k">elif</span> <span class="n">output_format</span> <span class="o">==</span> <span class="s2">"parquet"</span><span class="p">:</span>
|
|
<a id="__codelineno-0-315" name="__codelineno-0-315"></a> <span class="n">df</span><span class="o">.</span><span class="n">to_parquet</span><span class="p">(</span><span class="n">output_path</span><span class="p">,</span> <span class="n">index</span><span class="o">=</span><span class="kc">False</span><span class="p">)</span>
|
|
<a id="__codelineno-0-316" name="__codelineno-0-316"></a> <span class="k">elif</span> <span class="n">output_format</span> <span class="o">==</span> <span class="s2">"sqlite3"</span><span class="p">:</span>
|
|
<a id="__codelineno-0-317" name="__codelineno-0-317"></a> <span class="n">export_dataframe_to_sqlite</span><span class="p">(</span>
|
|
<a id="__codelineno-0-318" name="__codelineno-0-318"></a> <span class="n">df</span><span class="p">,</span>
|
|
<a id="__codelineno-0-319" name="__codelineno-0-319"></a> <span class="n">output_path</span><span class="p">,</span>
|
|
<a id="__codelineno-0-320" name="__codelineno-0-320"></a> <span class="n">table_name</span><span class="p">,</span>
|
|
<a id="__codelineno-0-321" name="__codelineno-0-321"></a> <span class="n">if_exists</span><span class="o">=</span><span class="n">IfExists</span><span class="o">.</span><span class="n">REPLACE</span><span class="p">,</span>
|
|
<a id="__codelineno-0-322" name="__codelineno-0-322"></a> <span class="n">index</span><span class="o">=</span><span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-323" name="__codelineno-0-323"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-324" name="__codelineno-0-324"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-325" name="__codelineno-0-325"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Unsupported output format: </span><span class="si">{</span><span class="n">output_format</span><span class="si">}</span><span class="s2">"</span>
|
|
<a id="__codelineno-0-326" name="__codelineno-0-326"></a> <span class="k">raise</span> <span class="ne">ValueError</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.storage.export_dataframe_to_sqlite" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">export_dataframe_to_sqlite</span>
|
|
|
|
|
|
<a href="#mt5cli.storage.export_dataframe_to_sqlite" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">export_dataframe_to_sqlite</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">df</span><span class="p">:</span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">output_path</span><span class="p">:</span> <span class="n"><span title="pathlib.Path">Path</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">table_name</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">=</span> <span class="s2">"data"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="IfExists (mt5cli.utils.IfExists)" href="../utils/#mt5cli.utils.IfExists">IfExists</a></span> <span class="o">=</span> <span class="n"><a class="autorefs autorefs-internal" title="APPEND
|
|
|
|
|
|
|
|
class-attribute
|
|
instance-attribute
|
|
(mt5cli.utils.IfExists.APPEND)" href="../utils/#mt5cli.utils.IfExists.APPEND">APPEND</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">index</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-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">index_label</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-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="n">deduplicate_on</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Write a DataFrame to SQLite with configurable append and deduplication.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>df</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>DataFrame to export.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>output_path</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="pathlib.Path">Path</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>SQLite database path.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>table_name</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Target table name.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>'data'</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>if_exists</code>
|
|
</td>
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="IfExists (mt5cli.utils.IfExists)" href="../utils/#mt5cli.utils.IfExists">IfExists</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Conflict behavior when the table already exists.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="APPEND
|
|
|
|
|
|
|
|
class-attribute
|
|
instance-attribute
|
|
(mt5cli.utils.IfExists.APPEND)" href="../utils/#mt5cli.utils.IfExists.APPEND">APPEND</a></code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>index</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Whether to write the DataFrame index as a column.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>False</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>index_label</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Column name for the index when <code>index=True</code>.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>deduplicate_on</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 key columns to deduplicate after writing,
|
|
keeping the latest <code>ROWID</code> per key group. Deduplication scans the
|
|
full table, so repeated appends cost O(table size); index the key
|
|
columns when appending frequently.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/utils.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-0-244">244</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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<span class="normal"><a href="#__codelineno-0-263">263</a></span>
|
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<span class="normal"><a href="#__codelineno-0-264">264</a></span>
|
|
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|
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<span class="normal"><a href="#__codelineno-0-266">266</a></span>
|
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<span class="normal"><a href="#__codelineno-0-267">267</a></span>
|
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|
|
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|
|
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|
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<span class="normal"><a href="#__codelineno-0-271">271</a></span>
|
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|
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|
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|
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|
|
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|
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|
|
<span class="normal"><a href="#__codelineno-0-278">278</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-279">279</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-280">280</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-281">281</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-282">282</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-283">283</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-284">284</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-285">285</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-244" name="__codelineno-0-244"></a><span class="k">def</span><span class="w"> </span><span class="nf">export_dataframe_to_sqlite</span><span class="p">(</span>
|
|
<a id="__codelineno-0-245" name="__codelineno-0-245"></a> <span class="n">df</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-0-246" name="__codelineno-0-246"></a> <span class="n">output_path</span><span class="p">:</span> <span class="n">Path</span><span class="p">,</span>
|
|
<a id="__codelineno-0-247" name="__codelineno-0-247"></a> <span class="n">table_name</span><span class="p">:</span> <span class="nb">str</span> <span class="o">=</span> <span class="s2">"data"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-248" name="__codelineno-0-248"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-249" name="__codelineno-0-249"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n">IfExists</span> <span class="o">=</span> <span class="n">IfExists</span><span class="o">.</span><span class="n">APPEND</span><span class="p">,</span>
|
|
<a id="__codelineno-0-250" name="__codelineno-0-250"></a> <span class="n">index</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-0-251" name="__codelineno-0-251"></a> <span class="n">index_label</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-0-252" name="__codelineno-0-252"></a> <span class="n">deduplicate_on</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-0-253" name="__codelineno-0-253"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-254" name="__codelineno-0-254"></a><span class="w"> </span><span class="sd">"""Write a DataFrame to SQLite with configurable append and deduplication.</span>
|
|
<a id="__codelineno-0-255" name="__codelineno-0-255"></a>
|
|
<a id="__codelineno-0-256" name="__codelineno-0-256"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-257" name="__codelineno-0-257"></a><span class="sd"> df: DataFrame to export.</span>
|
|
<a id="__codelineno-0-258" name="__codelineno-0-258"></a><span class="sd"> output_path: SQLite database path.</span>
|
|
<a id="__codelineno-0-259" name="__codelineno-0-259"></a><span class="sd"> table_name: Target table name.</span>
|
|
<a id="__codelineno-0-260" name="__codelineno-0-260"></a><span class="sd"> if_exists: Conflict behavior when the table already exists.</span>
|
|
<a id="__codelineno-0-261" name="__codelineno-0-261"></a><span class="sd"> index: Whether to write the DataFrame index as a column.</span>
|
|
<a id="__codelineno-0-262" name="__codelineno-0-262"></a><span class="sd"> index_label: Column name for the index when ``index=True``.</span>
|
|
<a id="__codelineno-0-263" name="__codelineno-0-263"></a><span class="sd"> deduplicate_on: Optional key columns to deduplicate after writing,</span>
|
|
<a id="__codelineno-0-264" name="__codelineno-0-264"></a><span class="sd"> keeping the latest ``ROWID`` per key group. Deduplication scans the</span>
|
|
<a id="__codelineno-0-265" name="__codelineno-0-265"></a><span class="sd"> full table, so repeated appends cost O(table size); index the key</span>
|
|
<a id="__codelineno-0-266" name="__codelineno-0-266"></a><span class="sd"> columns when appending frequently.</span>
|
|
<a id="__codelineno-0-267" name="__codelineno-0-267"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-268" name="__codelineno-0-268"></a> <span class="k">with</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">connect</span><span class="p">(</span><span class="n">output_path</span><span class="p">)</span> <span class="k">as</span> <span class="n">conn</span><span class="p">:</span>
|
|
<a id="__codelineno-0-269" name="__codelineno-0-269"></a> <span class="n">df</span><span class="o">.</span><span class="n">to_sql</span><span class="p">(</span> <span class="c1"># type: ignore[reportUnknownMemberType]</span>
|
|
<a id="__codelineno-0-270" name="__codelineno-0-270"></a> <span class="n">table_name</span><span class="p">,</span>
|
|
<a id="__codelineno-0-271" name="__codelineno-0-271"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-272" name="__codelineno-0-272"></a> <span class="n">if_exists</span><span class="o">=</span><span class="n">if_exists</span><span class="o">.</span><span class="n">value</span><span class="p">,</span>
|
|
<a id="__codelineno-0-273" name="__codelineno-0-273"></a> <span class="n">index</span><span class="o">=</span><span class="n">index</span><span class="p">,</span>
|
|
<a id="__codelineno-0-274" name="__codelineno-0-274"></a> <span class="n">index_label</span><span class="o">=</span><span class="n">index_label</span><span class="p">,</span>
|
|
<a id="__codelineno-0-275" name="__codelineno-0-275"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-276" name="__codelineno-0-276"></a> <span class="k">if</span> <span class="n">deduplicate_on</span><span class="p">:</span>
|
|
<a id="__codelineno-0-277" name="__codelineno-0-277"></a> <span class="kn">from</span><span class="w"> </span><span class="nn">.history</span><span class="w"> </span><span class="kn">import</span> <span class="n">drop_duplicates_in_table</span> <span class="c1"># noqa: PLC0415</span>
|
|
<a id="__codelineno-0-278" name="__codelineno-0-278"></a>
|
|
<a id="__codelineno-0-279" name="__codelineno-0-279"></a> <span class="n">drop_duplicates_in_table</span><span class="p">(</span>
|
|
<a id="__codelineno-0-280" name="__codelineno-0-280"></a> <span class="n">conn</span><span class="o">.</span><span class="n">cursor</span><span class="p">(),</span>
|
|
<a id="__codelineno-0-281" name="__codelineno-0-281"></a> <span class="n">table_name</span><span class="p">,</span>
|
|
<a id="__codelineno-0-282" name="__codelineno-0-282"></a> <span class="nb">list</span><span class="p">(</span><span class="n">deduplicate_on</span><span class="p">),</span>
|
|
<a id="__codelineno-0-283" name="__codelineno-0-283"></a> <span class="n">keep</span><span class="o">=</span><span class="s2">"last"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-284" name="__codelineno-0-284"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-285" name="__codelineno-0-285"></a> <span class="n">conn</span><span class="o">.</span><span class="n">commit</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.storage.load_rate_data" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">load_rate_data</span>
|
|
|
|
|
|
<a href="#mt5cli.storage.load_rate_data" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">load_rate_data</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="../history/#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">table</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">count</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Load rate-like data from a SQLite database path or connection.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>conn_or_path</code>
|
|
</td>
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="../history/#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>SQLite database path or open connection.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>table</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Source table or view name.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>count</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="int">int</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional number of most recent rows to load.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>DataFrame indexed by ascending <code>time</code>.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-280">280</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-281">281</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-282">282</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-283">283</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-284">284</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-285">285</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-286">286</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-287">287</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-288">288</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-289">289</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-290">290</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-291">291</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-292">292</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-293">293</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-294">294</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-295">295</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-296">296</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-297">297</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-298">298</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-299">299</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-300">300</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-301">301</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-280" name="__codelineno-0-280"></a><span class="k">def</span><span class="w"> </span><span class="nf">load_rate_data</span><span class="p">(</span>
|
|
<a id="__codelineno-0-281" name="__codelineno-0-281"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n">SqliteConnOrPath</span><span class="p">,</span>
|
|
<a id="__codelineno-0-282" name="__codelineno-0-282"></a> <span class="n">table</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-283" name="__codelineno-0-283"></a> <span class="n">count</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-284" name="__codelineno-0-284"></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-0-285" name="__codelineno-0-285"></a><span class="w"> </span><span class="sd">"""Load rate-like data from a SQLite database path or connection.</span>
|
|
<a id="__codelineno-0-286" name="__codelineno-0-286"></a>
|
|
<a id="__codelineno-0-287" name="__codelineno-0-287"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-288" name="__codelineno-0-288"></a><span class="sd"> conn_or_path: SQLite database path or open connection.</span>
|
|
<a id="__codelineno-0-289" name="__codelineno-0-289"></a><span class="sd"> table: Source table or view name.</span>
|
|
<a id="__codelineno-0-290" name="__codelineno-0-290"></a><span class="sd"> count: Optional number of most recent rows to load.</span>
|
|
<a id="__codelineno-0-291" name="__codelineno-0-291"></a>
|
|
<a id="__codelineno-0-292" name="__codelineno-0-292"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-293" name="__codelineno-0-293"></a><span class="sd"> DataFrame indexed by ascending ``time``.</span>
|
|
<a id="__codelineno-0-294" name="__codelineno-0-294"></a>
|
|
<a id="__codelineno-0-295" name="__codelineno-0-295"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-296" name="__codelineno-0-296"></a> <span class="n">conn</span><span class="p">,</span> <span class="n">should_close</span> <span class="o">=</span> <span class="n">_open_existing_sqlite_database</span><span class="p">(</span><span class="n">conn_or_path</span><span class="p">)</span>
|
|
<a id="__codelineno-0-297" name="__codelineno-0-297"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-298" name="__codelineno-0-298"></a> <span class="k">return</span> <span class="n">load_rate_data_from_connection</span><span class="p">(</span><span class="n">conn</span><span class="p">,</span> <span class="n">table</span><span class="p">,</span> <span class="n">count</span><span class="o">=</span><span class="n">count</span><span class="p">)</span>
|
|
<a id="__codelineno-0-299" name="__codelineno-0-299"></a> <span class="k">finally</span><span class="p">:</span>
|
|
<a id="__codelineno-0-300" name="__codelineno-0-300"></a> <span class="k">if</span> <span class="n">should_close</span><span class="p">:</span>
|
|
<a id="__codelineno-0-301" name="__codelineno-0-301"></a> <span class="n">conn</span><span class="o">.</span><span class="n">close</span><span class="p">()</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.storage.load_rate_data_from_connection" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">load_rate_data_from_connection</span>
|
|
|
|
|
|
<a href="#mt5cli.storage.load_rate_data_from_connection" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">load_rate_data_from_connection</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">connection</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">table</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">count</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Load rate-like data from a SQLite table or view.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>connection</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="sqlite3.Connection">Connection</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Open SQLite connection.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>table</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Source table or view name.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>count</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="int">int</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional number of most recent rows to load.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>DataFrame indexed by ascending <code>time</code>.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Raises:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="ValueError">ValueError</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If inputs, schema, timestamps are invalid, or the table
|
|
or view contains no rows.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-234">234</a></span>
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<span class="normal"><a href="#__codelineno-0-258">258</a></span>
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<span class="normal"><a href="#__codelineno-0-259">259</a></span>
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<span class="normal"><a href="#__codelineno-0-269">269</a></span>
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<span class="normal"><a href="#__codelineno-0-277">277</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-234" name="__codelineno-0-234"></a><span class="k">def</span><span class="w"> </span><span class="nf">load_rate_data_from_connection</span><span class="p">(</span>
|
|
<a id="__codelineno-0-235" name="__codelineno-0-235"></a> <span class="n">connection</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-236" name="__codelineno-0-236"></a> <span class="n">table</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-237" name="__codelineno-0-237"></a> <span class="n">count</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-238" name="__codelineno-0-238"></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-0-239" name="__codelineno-0-239"></a><span class="w"> </span><span class="sd">"""Load rate-like data from a SQLite table or view.</span>
|
|
<a id="__codelineno-0-240" name="__codelineno-0-240"></a>
|
|
<a id="__codelineno-0-241" name="__codelineno-0-241"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-242" name="__codelineno-0-242"></a><span class="sd"> connection: Open SQLite connection.</span>
|
|
<a id="__codelineno-0-243" name="__codelineno-0-243"></a><span class="sd"> table: Source table or view name.</span>
|
|
<a id="__codelineno-0-244" name="__codelineno-0-244"></a><span class="sd"> count: Optional number of most recent rows to load.</span>
|
|
<a id="__codelineno-0-245" name="__codelineno-0-245"></a>
|
|
<a id="__codelineno-0-246" name="__codelineno-0-246"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-247" name="__codelineno-0-247"></a><span class="sd"> DataFrame indexed by ascending ``time``.</span>
|
|
<a id="__codelineno-0-248" name="__codelineno-0-248"></a>
|
|
<a id="__codelineno-0-249" name="__codelineno-0-249"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-250" name="__codelineno-0-250"></a><span class="sd"> ValueError: If inputs, schema, timestamps are invalid, or the table</span>
|
|
<a id="__codelineno-0-251" name="__codelineno-0-251"></a><span class="sd"> or view contains no rows.</span>
|
|
<a id="__codelineno-0-252" name="__codelineno-0-252"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-253" name="__codelineno-0-253"></a> <span class="n">table_name</span> <span class="o">=</span> <span class="n">_validate_rate_load_request</span><span class="p">(</span><span class="n">table</span><span class="p">,</span> <span class="n">count</span><span class="p">)</span>
|
|
<a id="__codelineno-0-254" name="__codelineno-0-254"></a> <span class="n">columns</span> <span class="o">=</span> <span class="n">get_table_columns</span><span class="p">(</span><span class="n">connection</span><span class="p">,</span> <span class="n">table_name</span><span class="p">)</span>
|
|
<a id="__codelineno-0-255" name="__codelineno-0-255"></a> <span class="n">_ensure_rate_columns</span><span class="p">(</span><span class="n">columns</span><span class="p">,</span> <span class="n">table_name</span><span class="p">)</span>
|
|
<a id="__codelineno-0-256" name="__codelineno-0-256"></a> <span class="n">quoted_table</span> <span class="o">=</span> <span class="n">quote_sqlite_identifier</span><span class="p">(</span><span class="n">table_name</span><span class="p">)</span>
|
|
<a id="__codelineno-0-257" name="__codelineno-0-257"></a> <span class="k">if</span> <span class="n">count</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-258" name="__codelineno-0-258"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">cast</span><span class="p">(</span>
|
|
<a id="__codelineno-0-259" name="__codelineno-0-259"></a> <span class="s2">"pd.DataFrame"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-260" name="__codelineno-0-260"></a> <span class="n">pd</span><span class="o">.</span><span class="n">read_sql_query</span><span class="p">(</span> <span class="c1"># type: ignore[reportUnknownMemberType]</span>
|
|
<a id="__codelineno-0-261" name="__codelineno-0-261"></a> <span class="sa">f</span><span class="s2">"SELECT * FROM </span><span class="si">{</span><span class="n">quoted_table</span><span class="si">}</span><span class="s2"> ORDER BY time ASC"</span><span class="p">,</span> <span class="c1"># noqa: S608</span>
|
|
<a id="__codelineno-0-262" name="__codelineno-0-262"></a> <span class="n">connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-263" name="__codelineno-0-263"></a> <span class="p">),</span>
|
|
<a id="__codelineno-0-264" name="__codelineno-0-264"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-265" name="__codelineno-0-265"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-266" name="__codelineno-0-266"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">cast</span><span class="p">(</span>
|
|
<a id="__codelineno-0-267" name="__codelineno-0-267"></a> <span class="s2">"pd.DataFrame"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-268" name="__codelineno-0-268"></a> <span class="n">pd</span><span class="o">.</span><span class="n">read_sql_query</span><span class="p">(</span> <span class="c1"># type: ignore[reportUnknownMemberType]</span>
|
|
<a id="__codelineno-0-269" name="__codelineno-0-269"></a> <span class="sa">f</span><span class="s2">"SELECT * FROM </span><span class="si">{</span><span class="n">quoted_table</span><span class="si">}</span><span class="s2"> ORDER BY time DESC LIMIT ?"</span><span class="p">,</span> <span class="c1"># noqa: S608</span>
|
|
<a id="__codelineno-0-270" name="__codelineno-0-270"></a> <span class="n">connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-271" name="__codelineno-0-271"></a> <span class="n">params</span><span class="o">=</span><span class="p">(</span><span class="n">count</span><span class="p">,),</span>
|
|
<a id="__codelineno-0-272" name="__codelineno-0-272"></a> <span class="p">),</span>
|
|
<a id="__codelineno-0-273" name="__codelineno-0-273"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-274" name="__codelineno-0-274"></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-0-275" name="__codelineno-0-275"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"SQLite table or view </span><span class="si">{</span><span class="n">table_name</span><span class="si">!r}</span><span class="s2"> contains no rows."</span>
|
|
<a id="__codelineno-0-276" name="__codelineno-0-276"></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-0-277" name="__codelineno-0-277"></a> <span class="k">return</span> <span class="n">_parse_rate_time_index</span><span class="p">(</span><span class="n">frame</span><span class="p">,</span> <span class="n">table_name</span><span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.storage.load_rate_series_by_granularity" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">load_rate_series_by_granularity</span>
|
|
|
|
|
|
<a href="#mt5cli.storage.load_rate_series_by_granularity" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">load_rate_series_by_granularity</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="../history/#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">],</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">granularities</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span><span class="p">],</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">count</span><span class="p">:</span> <span class="n"><span title="int">int</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">explicit_tables</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">allow_missing_symbol</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="tuple">tuple</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span> <span class="n"><span title="str">str</span></span><span class="p">],</span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Load rate series keyed by symbol and string granularity name.</p>
|
|
<p>Builds targets with :func:<code>build_rate_targets</code> and loads them with
|
|
:func:<code>load_rate_series_from_sqlite</code>, then rekeys the result by granularity
|
|
name (for example <code>M1</code>) instead of the integer timeframe to reduce
|
|
downstream boilerplate.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>conn_or_path</code>
|
|
</td>
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="../history/#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>SQLite database path or open connection.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>symbols</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="collections.abc.Sequence">Sequence</span>[<span title="str">str</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>MT5 symbol names. May be empty when <code>allow_missing_symbol</code>.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>granularities</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="collections.abc.Sequence">Sequence</span>[<span title="int">int</span> | <span title="str">str</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>MT5 timeframes as integers or names (for example <code>M1</code>).</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>count</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="int">int</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Number of most recent rows to load per series.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>explicit_tables</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="collections.abc.Sequence">Sequence</span>[<span title="str">str</span>] | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional explicit table or view names matching the
|
|
built targets in row-major order. Required when symbols are omitted.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>allow_missing_symbol</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>When True and <code>symbols</code> is empty, build targets
|
|
with <code>symbol=None</code> for each granularity instead of raising.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>False</code>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="dict">dict</span>[<span title="tuple">tuple</span>[<span title="str">str</span> | None, <span title="str">str</span>], <span title="pandas.DataFrame">DataFrame</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Mapping keyed by <code>(symbol | None, granularity_name)</code> to each rate</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="dict">dict</span>[<span title="tuple">tuple</span>[<span title="str">str</span> | None, <span title="str">str</span>], <span title="pandas.DataFrame">DataFrame</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>DataFrame. Propagates <code>ValueError</code> (via :func:<code>build_rate_targets</code> and</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="dict">dict</span>[<span title="tuple">tuple</span>[<span title="str">str</span> | None, <span title="str">str</span>], <span title="pandas.DataFrame">DataFrame</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>func:<code>load_rate_series_from_sqlite</code>) when inputs are empty or invalid,</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="dict">dict</span>[<span title="tuple">tuple</span>[<span title="str">str</span> | None, <span title="str">str</span>], <span title="pandas.DataFrame">DataFrame</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>table resolution fails, or duplicate targets are present.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
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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-0-727">727</a></span>
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<span class="normal"><a href="#__codelineno-0-754">754</a></span>
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|
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<span class="normal"><a href="#__codelineno-0-773">773</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-727" name="__codelineno-0-727"></a><span class="k">def</span><span class="w"> </span><span class="nf">load_rate_series_by_granularity</span><span class="p">(</span>
|
|
<a id="__codelineno-0-728" name="__codelineno-0-728"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n">SqliteConnOrPath</span><span class="p">,</span>
|
|
<a id="__codelineno-0-729" name="__codelineno-0-729"></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-0-730" name="__codelineno-0-730"></a> <span class="n">granularities</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span><span class="p">],</span>
|
|
<a id="__codelineno-0-731" name="__codelineno-0-731"></a> <span class="n">count</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span>
|
|
<a id="__codelineno-0-732" name="__codelineno-0-732"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-733" name="__codelineno-0-733"></a> <span class="n">explicit_tables</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">str</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-734" name="__codelineno-0-734"></a> <span class="n">allow_missing_symbol</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-735" name="__codelineno-0-735"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">dict</span><span class="p">[</span><span class="nb">tuple</span><span class="p">[</span><span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span> <span class="nb">str</span><span class="p">],</span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-736" name="__codelineno-0-736"></a><span class="w"> </span><span class="sd">"""Load rate series keyed by symbol and string granularity name.</span>
|
|
<a id="__codelineno-0-737" name="__codelineno-0-737"></a>
|
|
<a id="__codelineno-0-738" name="__codelineno-0-738"></a><span class="sd"> Builds targets with :func:`build_rate_targets` and loads them with</span>
|
|
<a id="__codelineno-0-739" name="__codelineno-0-739"></a><span class="sd"> :func:`load_rate_series_from_sqlite`, then rekeys the result by granularity</span>
|
|
<a id="__codelineno-0-740" name="__codelineno-0-740"></a><span class="sd"> name (for example ``M1``) instead of the integer timeframe to reduce</span>
|
|
<a id="__codelineno-0-741" name="__codelineno-0-741"></a><span class="sd"> downstream boilerplate.</span>
|
|
<a id="__codelineno-0-742" name="__codelineno-0-742"></a>
|
|
<a id="__codelineno-0-743" name="__codelineno-0-743"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-744" name="__codelineno-0-744"></a><span class="sd"> conn_or_path: SQLite database path or open connection.</span>
|
|
<a id="__codelineno-0-745" name="__codelineno-0-745"></a><span class="sd"> symbols: MT5 symbol names. May be empty when ``allow_missing_symbol``.</span>
|
|
<a id="__codelineno-0-746" name="__codelineno-0-746"></a><span class="sd"> granularities: MT5 timeframes as integers or names (for example ``M1``).</span>
|
|
<a id="__codelineno-0-747" name="__codelineno-0-747"></a><span class="sd"> count: Number of most recent rows to load per series.</span>
|
|
<a id="__codelineno-0-748" name="__codelineno-0-748"></a><span class="sd"> explicit_tables: Optional explicit table or view names matching the</span>
|
|
<a id="__codelineno-0-749" name="__codelineno-0-749"></a><span class="sd"> built targets in row-major order. Required when symbols are omitted.</span>
|
|
<a id="__codelineno-0-750" name="__codelineno-0-750"></a><span class="sd"> allow_missing_symbol: When True and ``symbols`` is empty, build targets</span>
|
|
<a id="__codelineno-0-751" name="__codelineno-0-751"></a><span class="sd"> with ``symbol=None`` for each granularity instead of raising.</span>
|
|
<a id="__codelineno-0-752" name="__codelineno-0-752"></a>
|
|
<a id="__codelineno-0-753" name="__codelineno-0-753"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-754" name="__codelineno-0-754"></a><span class="sd"> Mapping keyed by ``(symbol | None, granularity_name)`` to each rate</span>
|
|
<a id="__codelineno-0-755" name="__codelineno-0-755"></a><span class="sd"> DataFrame. Propagates ``ValueError`` (via :func:`build_rate_targets` and</span>
|
|
<a id="__codelineno-0-756" name="__codelineno-0-756"></a><span class="sd"> :func:`load_rate_series_from_sqlite`) when inputs are empty or invalid,</span>
|
|
<a id="__codelineno-0-757" name="__codelineno-0-757"></a><span class="sd"> table resolution fails, or duplicate targets are present.</span>
|
|
<a id="__codelineno-0-758" name="__codelineno-0-758"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-759" name="__codelineno-0-759"></a> <span class="n">targets</span> <span class="o">=</span> <span class="n">build_rate_targets</span><span class="p">(</span>
|
|
<a id="__codelineno-0-760" name="__codelineno-0-760"></a> <span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-761" name="__codelineno-0-761"></a> <span class="n">granularities</span><span class="p">,</span>
|
|
<a id="__codelineno-0-762" name="__codelineno-0-762"></a> <span class="n">allow_missing_symbol</span><span class="o">=</span><span class="n">allow_missing_symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-763" name="__codelineno-0-763"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-764" name="__codelineno-0-764"></a> <span class="n">series</span> <span class="o">=</span> <span class="n">load_rate_series_from_sqlite</span><span class="p">(</span>
|
|
<a id="__codelineno-0-765" name="__codelineno-0-765"></a> <span class="n">conn_or_path</span><span class="p">,</span>
|
|
<a id="__codelineno-0-766" name="__codelineno-0-766"></a> <span class="n">targets</span><span class="p">,</span>
|
|
<a id="__codelineno-0-767" name="__codelineno-0-767"></a> <span class="n">count</span><span class="p">,</span>
|
|
<a id="__codelineno-0-768" name="__codelineno-0-768"></a> <span class="n">explicit_tables</span><span class="o">=</span><span class="n">explicit_tables</span><span class="p">,</span>
|
|
<a id="__codelineno-0-769" name="__codelineno-0-769"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-770" name="__codelineno-0-770"></a> <span class="k">return</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-771" name="__codelineno-0-771"></a> <span class="p">(</span><span class="n">symbol</span><span class="p">,</span> <span class="n">resolve_granularity_name</span><span class="p">(</span><span class="n">timeframe</span><span class="p">)):</span> <span class="n">frame</span>
|
|
<a id="__codelineno-0-772" name="__codelineno-0-772"></a> <span class="k">for</span> <span class="p">(</span><span class="n">symbol</span><span class="p">,</span> <span class="n">timeframe</span><span class="p">),</span> <span class="n">frame</span> <span class="ow">in</span> <span class="n">series</span><span class="o">.</span><span class="n">items</span><span class="p">()</span>
|
|
<a id="__codelineno-0-773" name="__codelineno-0-773"></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.storage.load_rate_series_from_sqlite" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">load_rate_series_from_sqlite</span>
|
|
|
|
|
|
<a href="#mt5cli.storage.load_rate_series_from_sqlite" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">load_rate_series_from_sqlite</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="../history/#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">targets</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="RateTarget
|
|
|
|
|
|
|
|
dataclass
|
|
(mt5cli.history.RateTarget)" href="../history/#mt5cli.history.RateTarget">RateTarget</a></span><span class="p">],</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">count</span><span class="p">:</span> <span class="n"><span title="int">int</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">explicit_tables</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="tuple">tuple</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span> <span class="n"><span title="int">int</span></span><span class="p">],</span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Load multiple rate series from a SQLite database.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>conn_or_path</code>
|
|
</td>
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="../history/#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>SQLite database path or open connection.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>targets</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="collections.abc.Sequence">Sequence</span>[<a class="autorefs autorefs-internal" title="RateTarget
|
|
|
|
|
|
|
|
dataclass
|
|
(mt5cli.history.RateTarget)" href="../history/#mt5cli.history.RateTarget">RateTarget</a>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Rate targets to load. Each <code>(symbol, timeframe_int)</code> pair
|
|
must be unique.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>count</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="int">int</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Number of most recent rows to load per series.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>explicit_tables</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="collections.abc.Sequence">Sequence</span>[<span title="str">str</span>] | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional explicit table or view names matching targets.
|
|
When omitted, managed <code>rate_*</code> compatibility views must already
|
|
exist in the database.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="dict">dict</span>[<span title="tuple">tuple</span>[<span title="str">str</span> | None, <span title="int">int</span>], <span title="pandas.DataFrame">DataFrame</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Mapping keyed by <code>(symbol, timeframe_int)</code> to each rate DataFrame.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Raises:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="ValueError">ValueError</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If <code>count</code> is not positive, targets are empty, duplicate
|
|
<code>(symbol, timeframe_int)</code> pairs are present, or table resolution
|
|
fails.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-656">656</a></span>
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<span class="normal"><a href="#__codelineno-0-667">667</a></span>
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<span class="normal"><a href="#__codelineno-0-668">668</a></span>
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<span class="normal"><a href="#__codelineno-0-669">669</a></span>
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<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>
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<span class="normal"><a href="#__codelineno-0-676">676</a></span>
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<span class="normal"><a href="#__codelineno-0-677">677</a></span>
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<span class="normal"><a href="#__codelineno-0-678">678</a></span>
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<span class="normal"><a href="#__codelineno-0-679">679</a></span>
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<span class="normal"><a href="#__codelineno-0-680">680</a></span>
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<span class="normal"><a href="#__codelineno-0-681">681</a></span>
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<span class="normal"><a href="#__codelineno-0-682">682</a></span>
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<span class="normal"><a href="#__codelineno-0-683">683</a></span>
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<span class="normal"><a href="#__codelineno-0-684">684</a></span>
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<span class="normal"><a href="#__codelineno-0-685">685</a></span>
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<span class="normal"><a href="#__codelineno-0-686">686</a></span>
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<span class="normal"><a href="#__codelineno-0-687">687</a></span>
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<span class="normal"><a href="#__codelineno-0-688">688</a></span>
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<span class="normal"><a href="#__codelineno-0-689">689</a></span>
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<span class="normal"><a href="#__codelineno-0-690">690</a></span>
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<span class="normal"><a href="#__codelineno-0-691">691</a></span>
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<span class="normal"><a href="#__codelineno-0-692">692</a></span>
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<span class="normal"><a href="#__codelineno-0-693">693</a></span>
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<span class="normal"><a href="#__codelineno-0-694">694</a></span>
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<span class="normal"><a href="#__codelineno-0-695">695</a></span>
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<span class="normal"><a href="#__codelineno-0-696">696</a></span>
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<span class="normal"><a href="#__codelineno-0-697">697</a></span>
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<span class="normal"><a href="#__codelineno-0-698">698</a></span>
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<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>
|
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<span class="normal"><a href="#__codelineno-0-709">709</a></span>
|
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<span class="normal"><a href="#__codelineno-0-710">710</a></span>
|
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<span class="normal"><a href="#__codelineno-0-711">711</a></span>
|
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<span class="normal"><a href="#__codelineno-0-712">712</a></span>
|
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<span class="normal"><a href="#__codelineno-0-713">713</a></span>
|
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<span class="normal"><a href="#__codelineno-0-714">714</a></span>
|
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<span class="normal"><a href="#__codelineno-0-715">715</a></span>
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<span class="normal"><a href="#__codelineno-0-716">716</a></span>
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<span class="normal"><a href="#__codelineno-0-717">717</a></span>
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<span class="normal"><a href="#__codelineno-0-718">718</a></span>
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<span class="normal"><a href="#__codelineno-0-719">719</a></span>
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<span class="normal"><a href="#__codelineno-0-720">720</a></span>
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<span class="normal"><a href="#__codelineno-0-721">721</a></span>
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<span class="normal"><a href="#__codelineno-0-722">722</a></span>
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|
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<span class="normal"><a href="#__codelineno-0-724">724</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-656" name="__codelineno-0-656"></a><span class="k">def</span><span class="w"> </span><span class="nf">load_rate_series_from_sqlite</span><span class="p">(</span>
|
|
<a id="__codelineno-0-657" name="__codelineno-0-657"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n">SqliteConnOrPath</span><span class="p">,</span>
|
|
<a id="__codelineno-0-658" name="__codelineno-0-658"></a> <span class="n">targets</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="n">RateTarget</span><span class="p">],</span>
|
|
<a id="__codelineno-0-659" name="__codelineno-0-659"></a> <span class="n">count</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span>
|
|
<a id="__codelineno-0-660" name="__codelineno-0-660"></a> <span class="n">explicit_tables</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">str</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-661" name="__codelineno-0-661"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">dict</span><span class="p">[</span><span class="nb">tuple</span><span class="p">[</span><span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span> <span class="nb">int</span><span class="p">],</span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-662" name="__codelineno-0-662"></a><span class="w"> </span><span class="sd">"""Load multiple rate series from a SQLite database.</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"> conn_or_path: SQLite database path or open connection.</span>
|
|
<a id="__codelineno-0-666" name="__codelineno-0-666"></a><span class="sd"> targets: Rate targets to load. Each ``(symbol, timeframe_int)`` pair</span>
|
|
<a id="__codelineno-0-667" name="__codelineno-0-667"></a><span class="sd"> must be unique.</span>
|
|
<a id="__codelineno-0-668" name="__codelineno-0-668"></a><span class="sd"> count: Number of most recent rows to load per series.</span>
|
|
<a id="__codelineno-0-669" name="__codelineno-0-669"></a><span class="sd"> explicit_tables: Optional explicit table or view names matching targets.</span>
|
|
<a id="__codelineno-0-670" name="__codelineno-0-670"></a><span class="sd"> When omitted, managed ``rate_*`` compatibility views must already</span>
|
|
<a id="__codelineno-0-671" name="__codelineno-0-671"></a><span class="sd"> exist in the database.</span>
|
|
<a id="__codelineno-0-672" name="__codelineno-0-672"></a>
|
|
<a id="__codelineno-0-673" name="__codelineno-0-673"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-674" name="__codelineno-0-674"></a><span class="sd"> Mapping keyed by ``(symbol, timeframe_int)`` to each rate DataFrame.</span>
|
|
<a id="__codelineno-0-675" name="__codelineno-0-675"></a>
|
|
<a id="__codelineno-0-676" name="__codelineno-0-676"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-677" name="__codelineno-0-677"></a><span class="sd"> ValueError: If ``count`` is not positive, targets are empty, duplicate</span>
|
|
<a id="__codelineno-0-678" name="__codelineno-0-678"></a><span class="sd"> ``(symbol, timeframe_int)`` pairs are present, or table resolution</span>
|
|
<a id="__codelineno-0-679" name="__codelineno-0-679"></a><span class="sd"> fails.</span>
|
|
<a id="__codelineno-0-680" name="__codelineno-0-680"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-681" name="__codelineno-0-681"></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-0-682" name="__codelineno-0-682"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"count must be positive."</span>
|
|
<a id="__codelineno-0-683" name="__codelineno-0-683"></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-0-684" name="__codelineno-0-684"></a> <span class="n">target_list</span> <span class="o">=</span> <span class="nb">list</span><span class="p">(</span><span class="n">targets</span><span class="p">)</span>
|
|
<a id="__codelineno-0-685" name="__codelineno-0-685"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">target_list</span><span class="p">:</span>
|
|
<a id="__codelineno-0-686" name="__codelineno-0-686"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"At least one rate target is required."</span>
|
|
<a id="__codelineno-0-687" name="__codelineno-0-687"></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-0-688" name="__codelineno-0-688"></a> <span class="k">if</span> <span class="n">explicit_tables</span> <span class="ow">is</span> <span class="kc">None</span> <span class="ow">and</span> <span class="nb">any</span><span class="p">(</span><span class="n">target</span><span class="o">.</span><span class="n">symbol</span> <span class="ow">is</span> <span class="kc">None</span> <span class="k">for</span> <span class="n">target</span> <span class="ow">in</span> <span class="n">target_list</span><span class="p">):</span>
|
|
<a id="__codelineno-0-689" name="__codelineno-0-689"></a> <span class="n">msg</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-690" name="__codelineno-0-690"></a> <span class="s2">"Cannot resolve a rate table for a target without a symbol; "</span>
|
|
<a id="__codelineno-0-691" name="__codelineno-0-691"></a> <span class="s2">"provide explicit_tables."</span>
|
|
<a id="__codelineno-0-692" name="__codelineno-0-692"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-693" name="__codelineno-0-693"></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-0-694" name="__codelineno-0-694"></a> <span class="n">seen_keys</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="nb">tuple</span><span class="p">[</span><span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span> <span class="nb">int</span><span class="p">]]</span> <span class="o">=</span> <span class="nb">set</span><span class="p">()</span>
|
|
<a id="__codelineno-0-695" name="__codelineno-0-695"></a> <span class="k">for</span> <span class="n">target</span> <span class="ow">in</span> <span class="n">target_list</span><span class="p">:</span>
|
|
<a id="__codelineno-0-696" name="__codelineno-0-696"></a> <span class="n">key</span> <span class="o">=</span> <span class="p">(</span><span class="n">target</span><span class="o">.</span><span class="n">symbol</span><span class="p">,</span> <span class="n">target</span><span class="o">.</span><span class="n">timeframe_int</span><span class="p">)</span>
|
|
<a id="__codelineno-0-697" name="__codelineno-0-697"></a> <span class="k">if</span> <span class="n">key</span> <span class="ow">in</span> <span class="n">seen_keys</span><span class="p">:</span>
|
|
<a id="__codelineno-0-698" name="__codelineno-0-698"></a> <span class="n">symbol_repr</span> <span class="o">=</span> <span class="nb">repr</span><span class="p">(</span><span class="n">target</span><span class="o">.</span><span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-699" name="__codelineno-0-699"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Duplicate rate target: (</span><span class="si">{</span><span class="n">symbol_repr</span><span class="si">}</span><span class="s2">, </span><span class="si">{</span><span class="n">target</span><span class="o">.</span><span class="n">timeframe_int</span><span class="si">}</span><span class="s2">)"</span>
|
|
<a id="__codelineno-0-700" name="__codelineno-0-700"></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-0-701" name="__codelineno-0-701"></a> <span class="n">seen_keys</span><span class="o">.</span><span class="n">add</span><span class="p">(</span><span class="n">key</span><span class="p">)</span>
|
|
<a id="__codelineno-0-702" name="__codelineno-0-702"></a> <span class="n">tables</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-703" name="__codelineno-0-703"></a> <span class="n">resolve_rate_tables</span><span class="p">(</span><span class="kc">None</span><span class="p">,</span> <span class="n">target_list</span><span class="p">,</span> <span class="n">explicit_tables</span><span class="p">)</span>
|
|
<a id="__codelineno-0-704" name="__codelineno-0-704"></a> <span class="k">if</span> <span class="n">explicit_tables</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-705" name="__codelineno-0-705"></a> <span class="k">else</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-706" name="__codelineno-0-706"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-707" name="__codelineno-0-707"></a> <span class="n">conn</span><span class="p">,</span> <span class="n">should_close</span> <span class="o">=</span> <span class="n">_open_existing_sqlite_database</span><span class="p">(</span><span class="n">conn_or_path</span><span class="p">)</span>
|
|
<a id="__codelineno-0-708" name="__codelineno-0-708"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-709" name="__codelineno-0-709"></a> <span class="n">resolved_tables</span> <span class="o">=</span> <span class="n">tables</span> <span class="ow">or</span> <span class="n">resolve_rate_tables</span><span class="p">(</span>
|
|
<a id="__codelineno-0-710" name="__codelineno-0-710"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-711" name="__codelineno-0-711"></a> <span class="n">target_list</span><span class="p">,</span>
|
|
<a id="__codelineno-0-712" name="__codelineno-0-712"></a> <span class="n">require_existing</span><span class="o">=</span><span class="kc">True</span><span class="p">,</span>
|
|
<a id="__codelineno-0-713" name="__codelineno-0-713"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-714" name="__codelineno-0-714"></a> <span class="k">return</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-715" name="__codelineno-0-715"></a> <span class="p">(</span><span class="n">target</span><span class="o">.</span><span class="n">symbol</span><span class="p">,</span> <span class="n">target</span><span class="o">.</span><span class="n">timeframe_int</span><span class="p">):</span> <span class="n">load_rate_data_from_connection</span><span class="p">(</span>
|
|
<a id="__codelineno-0-716" name="__codelineno-0-716"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-717" name="__codelineno-0-717"></a> <span class="n">table</span><span class="p">,</span>
|
|
<a id="__codelineno-0-718" name="__codelineno-0-718"></a> <span class="n">count</span><span class="o">=</span><span class="n">count</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="k">for</span> <span class="n">target</span><span class="p">,</span> <span class="n">table</span> <span class="ow">in</span> <span class="nb">zip</span><span class="p">(</span><span class="n">target_list</span><span class="p">,</span> <span class="n">resolved_tables</span><span class="p">,</span> <span class="n">strict</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span>
|
|
<a id="__codelineno-0-721" name="__codelineno-0-721"></a> <span class="p">}</span>
|
|
<a id="__codelineno-0-722" name="__codelineno-0-722"></a> <span class="k">finally</span><span class="p">:</span>
|
|
<a id="__codelineno-0-723" name="__codelineno-0-723"></a> <span class="k">if</span> <span class="n">should_close</span><span class="p">:</span>
|
|
<a id="__codelineno-0-724" name="__codelineno-0-724"></a> <span class="n">conn</span><span class="o">.</span><span class="n">close</span><span class="p">()</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.storage.resolve_rate_tables" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">resolve_rate_tables</span>
|
|
|
|
|
|
<a href="#mt5cli.storage.resolve_rate_tables" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">resolve_rate_tables</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="../history/#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">targets</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="RateTarget
|
|
|
|
|
|
|
|
dataclass
|
|
(mt5cli.history.RateTarget)" href="../history/#mt5cli.history.RateTarget">RateTarget</a></span><span class="p">],</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">explicit_tables</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">require_existing</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Resolve SQLite table or view names for rate targets.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>conn_or_path</code>
|
|
</td>
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="../history/#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>SQLite database path or open connection. May be None when
|
|
<code>explicit_tables</code> is provided, or when <code>require_existing</code> is
|
|
False and deterministic default view names are sufficient.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>targets</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="collections.abc.Sequence">Sequence</span>[<a class="autorefs autorefs-internal" title="RateTarget
|
|
|
|
|
|
|
|
dataclass
|
|
(mt5cli.history.RateTarget)" href="../history/#mt5cli.history.RateTarget">RateTarget</a>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Rate targets to resolve.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>explicit_tables</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="collections.abc.Sequence">Sequence</span>[<span title="str">str</span>] | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional explicit table or view names. When provided,
|
|
they are used as-is and must match the number of targets.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>require_existing</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>When True, require the database and managed views to
|
|
exist for each symbol target. Ignored when <code>explicit_tables</code> is
|
|
provided.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>False</code>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="list">list</span>[<span title="str">str</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Table or view names aligned with <code>targets</code>.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Raises:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="ValueError">ValueError</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If <code>targets</code> is empty, <code>explicit_tables</code> length does not
|
|
match the target count, a target without a symbol is resolved
|
|
without an explicit table, or <code>require_existing</code> is True and the
|
|
database or a managed view is missing.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-572">572</a></span>
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<span class="normal"><a href="#__codelineno-0-653">653</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-572" name="__codelineno-0-572"></a><span class="k">def</span><span class="w"> </span><span class="nf">resolve_rate_tables</span><span class="p">(</span>
|
|
<a id="__codelineno-0-573" name="__codelineno-0-573"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n">SqliteConnOrPath</span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-574" name="__codelineno-0-574"></a> <span class="n">targets</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="n">RateTarget</span><span class="p">],</span>
|
|
<a id="__codelineno-0-575" name="__codelineno-0-575"></a> <span class="n">explicit_tables</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">str</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-576" name="__codelineno-0-576"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-577" name="__codelineno-0-577"></a> <span class="n">require_existing</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-578" name="__codelineno-0-578"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">list</span><span class="p">[</span><span class="nb">str</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-579" name="__codelineno-0-579"></a><span class="w"> </span><span class="sd">"""Resolve SQLite table or view names for rate targets.</span>
|
|
<a id="__codelineno-0-580" name="__codelineno-0-580"></a>
|
|
<a id="__codelineno-0-581" name="__codelineno-0-581"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-582" name="__codelineno-0-582"></a><span class="sd"> conn_or_path: SQLite database path or open connection. May be None when</span>
|
|
<a id="__codelineno-0-583" name="__codelineno-0-583"></a><span class="sd"> ``explicit_tables`` is provided, or when ``require_existing`` is</span>
|
|
<a id="__codelineno-0-584" name="__codelineno-0-584"></a><span class="sd"> False and deterministic default view names are sufficient.</span>
|
|
<a id="__codelineno-0-585" name="__codelineno-0-585"></a><span class="sd"> targets: Rate targets to resolve.</span>
|
|
<a id="__codelineno-0-586" name="__codelineno-0-586"></a><span class="sd"> explicit_tables: Optional explicit table or view names. When provided,</span>
|
|
<a id="__codelineno-0-587" name="__codelineno-0-587"></a><span class="sd"> they are used as-is and must match the number of targets.</span>
|
|
<a id="__codelineno-0-588" name="__codelineno-0-588"></a><span class="sd"> require_existing: When True, require the database and managed views to</span>
|
|
<a id="__codelineno-0-589" name="__codelineno-0-589"></a><span class="sd"> exist for each symbol target. Ignored when ``explicit_tables`` is</span>
|
|
<a id="__codelineno-0-590" name="__codelineno-0-590"></a><span class="sd"> provided.</span>
|
|
<a id="__codelineno-0-591" name="__codelineno-0-591"></a>
|
|
<a id="__codelineno-0-592" name="__codelineno-0-592"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-593" name="__codelineno-0-593"></a><span class="sd"> Table or view names aligned with ``targets``.</span>
|
|
<a id="__codelineno-0-594" name="__codelineno-0-594"></a>
|
|
<a id="__codelineno-0-595" name="__codelineno-0-595"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-596" name="__codelineno-0-596"></a><span class="sd"> ValueError: If ``targets`` is empty, ``explicit_tables`` length does not</span>
|
|
<a id="__codelineno-0-597" name="__codelineno-0-597"></a><span class="sd"> match the target count, a target without a symbol is resolved</span>
|
|
<a id="__codelineno-0-598" name="__codelineno-0-598"></a><span class="sd"> without an explicit table, or ``require_existing`` is True and the</span>
|
|
<a id="__codelineno-0-599" name="__codelineno-0-599"></a><span class="sd"> database or a managed view is missing.</span>
|
|
<a id="__codelineno-0-600" name="__codelineno-0-600"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-601" name="__codelineno-0-601"></a> <span class="n">target_list</span> <span class="o">=</span> <span class="nb">list</span><span class="p">(</span><span class="n">targets</span><span class="p">)</span>
|
|
<a id="__codelineno-0-602" name="__codelineno-0-602"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">target_list</span><span class="p">:</span>
|
|
<a id="__codelineno-0-603" name="__codelineno-0-603"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"At least one rate target is required."</span>
|
|
<a id="__codelineno-0-604" name="__codelineno-0-604"></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-0-605" name="__codelineno-0-605"></a> <span class="k">if</span> <span class="n">explicit_tables</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-606" name="__codelineno-0-606"></a> <span class="n">tables</span> <span class="o">=</span> <span class="nb">list</span><span class="p">(</span><span class="n">explicit_tables</span><span class="p">)</span>
|
|
<a id="__codelineno-0-607" name="__codelineno-0-607"></a> <span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">tables</span><span class="p">)</span> <span class="o">!=</span> <span class="nb">len</span><span class="p">(</span><span class="n">target_list</span><span class="p">):</span>
|
|
<a id="__codelineno-0-608" name="__codelineno-0-608"></a> <span class="n">msg</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-609" name="__codelineno-0-609"></a> <span class="sa">f</span><span class="s2">"Expected </span><span class="si">{</span><span class="nb">len</span><span class="p">(</span><span class="n">target_list</span><span class="p">)</span><span class="si">}</span><span class="s2"> explicit table(s) "</span>
|
|
<a id="__codelineno-0-610" name="__codelineno-0-610"></a> <span class="sa">f</span><span class="s2">"to match the targets, got </span><span class="si">{</span><span class="nb">len</span><span class="p">(</span><span class="n">tables</span><span class="p">)</span><span class="si">}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-611" name="__codelineno-0-611"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-612" name="__codelineno-0-612"></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-0-613" name="__codelineno-0-613"></a> <span class="k">return</span> <span class="n">tables</span>
|
|
<a id="__codelineno-0-614" name="__codelineno-0-614"></a> <span class="k">if</span> <span class="nb">any</span><span class="p">(</span><span class="n">target</span><span class="o">.</span><span class="n">symbol</span> <span class="ow">is</span> <span class="kc">None</span> <span class="k">for</span> <span class="n">target</span> <span class="ow">in</span> <span class="n">target_list</span><span class="p">):</span>
|
|
<a id="__codelineno-0-615" name="__codelineno-0-615"></a> <span class="n">msg</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-616" name="__codelineno-0-616"></a> <span class="s2">"Cannot resolve a rate table for a target without a symbol; "</span>
|
|
<a id="__codelineno-0-617" name="__codelineno-0-617"></a> <span class="s2">"provide explicit_tables."</span>
|
|
<a id="__codelineno-0-618" name="__codelineno-0-618"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-619" name="__codelineno-0-619"></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-0-620" name="__codelineno-0-620"></a> <span class="n">conn</span><span class="p">,</span> <span class="n">should_close</span> <span class="o">=</span> <span class="n">_open_history_connection</span><span class="p">(</span><span class="n">conn_or_path</span><span class="p">)</span>
|
|
<a id="__codelineno-0-621" name="__codelineno-0-621"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-622" name="__codelineno-0-622"></a> <span class="k">if</span> <span class="n">conn</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-623" name="__codelineno-0-623"></a> <span class="k">if</span> <span class="n">require_existing</span><span class="p">:</span>
|
|
<a id="__codelineno-0-624" name="__codelineno-0-624"></a> <span class="n">path</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-625" name="__codelineno-0-625"></a> <span class="n">conn_or_path</span>
|
|
<a id="__codelineno-0-626" name="__codelineno-0-626"></a> <span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">conn_or_path</span><span class="p">,</span> <span class="p">(</span><span class="n">Path</span><span class="p">,</span> <span class="nb">str</span><span class="p">))</span>
|
|
<a id="__codelineno-0-627" name="__codelineno-0-627"></a> <span class="k">else</span> <span class="s2">"database"</span>
|
|
<a id="__codelineno-0-628" name="__codelineno-0-628"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-629" name="__codelineno-0-629"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"SQLite database not found: </span><span class="si">{</span><span class="n">path</span><span class="si">}</span><span class="s2">"</span>
|
|
<a id="__codelineno-0-630" name="__codelineno-0-630"></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-0-631" name="__codelineno-0-631"></a> <span class="n">timeframe_counts</span> <span class="o">=</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-632" name="__codelineno-0-632"></a> <span class="n">existing_views</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]</span> <span class="o">=</span> <span class="nb">set</span><span class="p">()</span>
|
|
<a id="__codelineno-0-633" name="__codelineno-0-633"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-634" name="__codelineno-0-634"></a> <span class="n">timeframe_counts</span> <span class="o">=</span> <span class="n">_load_rates_timeframe_counts</span><span class="p">(</span><span class="n">conn</span><span class="p">)</span>
|
|
<a id="__codelineno-0-635" name="__codelineno-0-635"></a> <span class="n">existing_views</span> <span class="o">=</span> <span class="n">_load_existing_rate_views</span><span class="p">(</span><span class="n">conn</span><span class="p">)</span>
|
|
<a id="__codelineno-0-636" name="__codelineno-0-636"></a> <span class="n">resolved</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="nb">str</span><span class="p">]</span> <span class="o">=</span> <span class="p">[]</span>
|
|
<a id="__codelineno-0-637" name="__codelineno-0-637"></a> <span class="k">for</span> <span class="n">target</span> <span class="ow">in</span> <span class="n">target_list</span><span class="p">:</span>
|
|
<a id="__codelineno-0-638" name="__codelineno-0-638"></a> <span class="n">symbol</span> <span class="o">=</span> <span class="n">cast</span><span class="p">(</span><span class="s2">"str"</span><span class="p">,</span> <span class="n">target</span><span class="o">.</span><span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-639" name="__codelineno-0-639"></a> <span class="n">timeframe</span> <span class="o">=</span> <span class="n">target</span><span class="o">.</span><span class="n">timeframe_int</span>
|
|
<a id="__codelineno-0-640" name="__codelineno-0-640"></a> <span class="n">resolved</span><span class="o">.</span><span class="n">append</span><span class="p">(</span>
|
|
<a id="__codelineno-0-641" name="__codelineno-0-641"></a> <span class="n">_resolve_rate_view_name_from_context</span><span class="p">(</span>
|
|
<a id="__codelineno-0-642" name="__codelineno-0-642"></a> <span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-643" name="__codelineno-0-643"></a> <span class="n">timeframe</span><span class="o">=</span><span class="n">timeframe</span><span class="p">,</span>
|
|
<a id="__codelineno-0-644" name="__codelineno-0-644"></a> <span class="n">granularity_name</span><span class="o">=</span><span class="n">resolve_granularity_name</span><span class="p">(</span><span class="n">timeframe</span><span class="p">),</span>
|
|
<a id="__codelineno-0-645" name="__codelineno-0-645"></a> <span class="n">timeframe_counts</span><span class="o">=</span><span class="n">timeframe_counts</span><span class="p">,</span>
|
|
<a id="__codelineno-0-646" name="__codelineno-0-646"></a> <span class="n">existing_views</span><span class="o">=</span><span class="n">existing_views</span><span class="p">,</span>
|
|
<a id="__codelineno-0-647" name="__codelineno-0-647"></a> <span class="n">require_existing</span><span class="o">=</span><span class="n">require_existing</span><span class="p">,</span>
|
|
<a id="__codelineno-0-648" name="__codelineno-0-648"></a> <span class="p">),</span>
|
|
<a id="__codelineno-0-649" name="__codelineno-0-649"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-650" name="__codelineno-0-650"></a> <span class="k">return</span> <span class="n">resolved</span>
|
|
<a id="__codelineno-0-651" name="__codelineno-0-651"></a> <span class="k">finally</span><span class="p">:</span>
|
|
<a id="__codelineno-0-652" name="__codelineno-0-652"></a> <span class="k">if</span> <span class="n">should_close</span> <span class="ow">and</span> <span class="n">conn</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-653" name="__codelineno-0-653"></a> <span class="n">conn</span><span class="o">.</span><span class="n">close</span><span class="p">()</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.storage.resolve_rate_view_name" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">resolve_rate_view_name</span>
|
|
|
|
|
|
<a href="#mt5cli.storage.resolve_rate_view_name" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">resolve_rate_view_name</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="../history/#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">granularity</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">require_existing</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="str">str</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Resolve the mt5cli-managed rate compatibility view name.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>conn_or_path</code>
|
|
</td>
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="../history/#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>SQLite database path or open connection. When None or a
|
|
non-existing path and <code>require_existing</code> is False, the deterministic
|
|
default view name is returned without creating a database file.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>symbol</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Symbol stored in the normalized <code>rates</code> table.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>granularity</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Timeframe name (for example <code>M1</code>) or integer string.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>require_existing</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>When True, require the database and a managed view to exist.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>False</code>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>View name such as <code>rate_EURUSD__1</code> or <code>rate_EURUSD__M1_1</code>.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Raises:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="ValueError">ValueError</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If <code>require_existing</code> is True and the database or view is missing.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-400">400</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-401">401</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-402">402</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-403">403</a></span>
|
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<span class="normal"><a href="#__codelineno-0-404">404</a></span>
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<span class="normal"><a href="#__codelineno-0-452">452</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-400" name="__codelineno-0-400"></a><span class="k">def</span><span class="w"> </span><span class="nf">resolve_rate_view_name</span><span class="p">(</span>
|
|
<a id="__codelineno-0-401" name="__codelineno-0-401"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n">SqliteConnOrPath</span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-402" name="__codelineno-0-402"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-403" name="__codelineno-0-403"></a> <span class="n">granularity</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-404" name="__codelineno-0-404"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-405" name="__codelineno-0-405"></a> <span class="n">require_existing</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-406" name="__codelineno-0-406"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">str</span><span class="p">:</span>
|
|
<a id="__codelineno-0-407" name="__codelineno-0-407"></a><span class="w"> </span><span class="sd">"""Resolve the mt5cli-managed rate compatibility view name.</span>
|
|
<a id="__codelineno-0-408" name="__codelineno-0-408"></a>
|
|
<a id="__codelineno-0-409" name="__codelineno-0-409"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-410" name="__codelineno-0-410"></a><span class="sd"> conn_or_path: SQLite database path or open connection. When None or a</span>
|
|
<a id="__codelineno-0-411" name="__codelineno-0-411"></a><span class="sd"> non-existing path and ``require_existing`` is False, the deterministic</span>
|
|
<a id="__codelineno-0-412" name="__codelineno-0-412"></a><span class="sd"> default view name is returned without creating a database file.</span>
|
|
<a id="__codelineno-0-413" name="__codelineno-0-413"></a><span class="sd"> symbol: Symbol stored in the normalized ``rates`` table.</span>
|
|
<a id="__codelineno-0-414" name="__codelineno-0-414"></a><span class="sd"> granularity: Timeframe name (for example ``M1``) or integer string.</span>
|
|
<a id="__codelineno-0-415" name="__codelineno-0-415"></a><span class="sd"> require_existing: When True, require the database and a managed view to exist.</span>
|
|
<a id="__codelineno-0-416" name="__codelineno-0-416"></a>
|
|
<a id="__codelineno-0-417" name="__codelineno-0-417"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-418" name="__codelineno-0-418"></a><span class="sd"> View name such as ``rate_EURUSD__1`` or ``rate_EURUSD__M1_1``.</span>
|
|
<a id="__codelineno-0-419" name="__codelineno-0-419"></a>
|
|
<a id="__codelineno-0-420" name="__codelineno-0-420"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-421" name="__codelineno-0-421"></a><span class="sd"> ValueError: If ``require_existing`` is True and the database or view is missing.</span>
|
|
<a id="__codelineno-0-422" name="__codelineno-0-422"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-423" name="__codelineno-0-423"></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-0-424" name="__codelineno-0-424"></a> <span class="n">granularity_name</span> <span class="o">=</span> <span class="n">resolve_granularity_name</span><span class="p">(</span><span class="n">timeframe</span><span class="p">)</span>
|
|
<a id="__codelineno-0-425" name="__codelineno-0-425"></a> <span class="n">conn</span><span class="p">,</span> <span class="n">should_close</span> <span class="o">=</span> <span class="n">_open_history_connection</span><span class="p">(</span><span class="n">conn_or_path</span><span class="p">)</span>
|
|
<a id="__codelineno-0-426" name="__codelineno-0-426"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-427" name="__codelineno-0-427"></a> <span class="k">if</span> <span class="n">conn</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-428" name="__codelineno-0-428"></a> <span class="k">if</span> <span class="n">require_existing</span><span class="p">:</span>
|
|
<a id="__codelineno-0-429" name="__codelineno-0-429"></a> <span class="n">path</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-430" name="__codelineno-0-430"></a> <span class="n">conn_or_path</span>
|
|
<a id="__codelineno-0-431" name="__codelineno-0-431"></a> <span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">conn_or_path</span><span class="p">,</span> <span class="p">(</span><span class="n">Path</span><span class="p">,</span> <span class="nb">str</span><span class="p">))</span>
|
|
<a id="__codelineno-0-432" name="__codelineno-0-432"></a> <span class="k">else</span> <span class="s2">"database"</span>
|
|
<a id="__codelineno-0-433" name="__codelineno-0-433"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-434" name="__codelineno-0-434"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"SQLite database not found: </span><span class="si">{</span><span class="n">path</span><span class="si">}</span><span class="s2">"</span>
|
|
<a id="__codelineno-0-435" name="__codelineno-0-435"></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-0-436" name="__codelineno-0-436"></a> <span class="k">return</span> <span class="n">build_rate_view_name</span><span class="p">(</span>
|
|
<a id="__codelineno-0-437" name="__codelineno-0-437"></a> <span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-438" name="__codelineno-0-438"></a> <span class="n">granularity</span><span class="o">=</span><span class="n">granularity_name</span><span class="p">,</span>
|
|
<a id="__codelineno-0-439" name="__codelineno-0-439"></a> <span class="n">granularity_count</span><span class="o">=</span><span class="mi">1</span><span class="p">,</span>
|
|
<a id="__codelineno-0-440" name="__codelineno-0-440"></a> <span class="n">timeframe</span><span class="o">=</span><span class="n">timeframe</span><span class="p">,</span>
|
|
<a id="__codelineno-0-441" name="__codelineno-0-441"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-442" name="__codelineno-0-442"></a> <span class="k">return</span> <span class="n">_resolve_rate_view_name_from_context</span><span class="p">(</span>
|
|
<a id="__codelineno-0-443" name="__codelineno-0-443"></a> <span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-444" name="__codelineno-0-444"></a> <span class="n">timeframe</span><span class="o">=</span><span class="n">timeframe</span><span class="p">,</span>
|
|
<a id="__codelineno-0-445" name="__codelineno-0-445"></a> <span class="n">granularity_name</span><span class="o">=</span><span class="n">granularity_name</span><span class="p">,</span>
|
|
<a id="__codelineno-0-446" name="__codelineno-0-446"></a> <span class="n">timeframe_counts</span><span class="o">=</span><span class="n">_load_rates_timeframe_counts</span><span class="p">(</span><span class="n">conn</span><span class="p">),</span>
|
|
<a id="__codelineno-0-447" name="__codelineno-0-447"></a> <span class="n">existing_views</span><span class="o">=</span><span class="n">_load_existing_rate_views</span><span class="p">(</span><span class="n">conn</span><span class="p">),</span>
|
|
<a id="__codelineno-0-448" name="__codelineno-0-448"></a> <span class="n">require_existing</span><span class="o">=</span><span class="n">require_existing</span><span class="p">,</span>
|
|
<a id="__codelineno-0-449" name="__codelineno-0-449"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-450" name="__codelineno-0-450"></a> <span class="k">finally</span><span class="p">:</span>
|
|
<a id="__codelineno-0-451" name="__codelineno-0-451"></a> <span class="k">if</span> <span class="n">should_close</span> <span class="ow">and</span> <span class="n">conn</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-452" name="__codelineno-0-452"></a> <span class="n">conn</span><span class="o">.</span><span class="n">close</span><span class="p">()</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.storage.resolve_rate_view_names" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">resolve_rate_view_names</span>
|
|
|
|
|
|
<a href="#mt5cli.storage.resolve_rate_view_names" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">resolve_rate_view_names</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="../history/#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">],</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">granularities</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">],</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">require_existing</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Resolve rate compatibility view names for symbol and granularity pairs.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>conn_or_path</code>
|
|
</td>
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="../history/#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>SQLite database path or open connection. When None or a
|
|
non-existing path and <code>require_existing</code> is False, deterministic
|
|
default view names are returned without creating a database file.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>symbols</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="collections.abc.Sequence">Sequence</span>[<span title="str">str</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Symbols stored in the normalized <code>rates</code> table.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>granularities</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="collections.abc.Sequence">Sequence</span>[<span title="str">str</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Timeframe names (for example <code>M1</code>) or integer strings.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>require_existing</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>When True, require the database and managed views to exist.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>False</code>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="list">list</span>[<span title="str">str</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>View names in row-major order: every <code>granularity</code> for the first</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="list">list</span>[<span title="str">str</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>symbol, then every granularity for the next symbol, and so on.</p>
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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/history.py</code></summary>
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<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-455">455</a></span>
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<span class="normal"><a href="#__codelineno-0-508">508</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-455" name="__codelineno-0-455"></a><span class="k">def</span><span class="w"> </span><span class="nf">resolve_rate_view_names</span><span class="p">(</span>
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<a id="__codelineno-0-456" name="__codelineno-0-456"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n">SqliteConnOrPath</span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span>
|
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<a id="__codelineno-0-457" name="__codelineno-0-457"></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>
|
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<a id="__codelineno-0-458" name="__codelineno-0-458"></a> <span class="n">granularities</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
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<a id="__codelineno-0-459" name="__codelineno-0-459"></a> <span class="o">*</span><span class="p">,</span>
|
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<a id="__codelineno-0-460" name="__codelineno-0-460"></a> <span class="n">require_existing</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
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<a id="__codelineno-0-461" name="__codelineno-0-461"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">list</span><span class="p">[</span><span class="nb">str</span><span class="p">]:</span>
|
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<a id="__codelineno-0-462" name="__codelineno-0-462"></a><span class="w"> </span><span class="sd">"""Resolve rate compatibility view names for symbol and granularity pairs.</span>
|
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<a id="__codelineno-0-463" name="__codelineno-0-463"></a>
|
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<a id="__codelineno-0-464" name="__codelineno-0-464"></a><span class="sd"> Args:</span>
|
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<a id="__codelineno-0-465" name="__codelineno-0-465"></a><span class="sd"> conn_or_path: SQLite database path or open connection. When None or a</span>
|
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<a id="__codelineno-0-466" name="__codelineno-0-466"></a><span class="sd"> non-existing path and ``require_existing`` is False, deterministic</span>
|
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<a id="__codelineno-0-467" name="__codelineno-0-467"></a><span class="sd"> default view names are returned without creating a database file.</span>
|
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<a id="__codelineno-0-468" name="__codelineno-0-468"></a><span class="sd"> symbols: Symbols stored in the normalized ``rates`` table.</span>
|
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<a id="__codelineno-0-469" name="__codelineno-0-469"></a><span class="sd"> granularities: Timeframe names (for example ``M1``) or integer strings.</span>
|
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<a id="__codelineno-0-470" name="__codelineno-0-470"></a><span class="sd"> require_existing: When True, require the database and managed views to exist.</span>
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<a id="__codelineno-0-471" name="__codelineno-0-471"></a>
|
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<a id="__codelineno-0-472" name="__codelineno-0-472"></a><span class="sd"> Returns:</span>
|
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<a id="__codelineno-0-473" name="__codelineno-0-473"></a><span class="sd"> View names in row-major order: every ``granularity`` for the first</span>
|
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<a id="__codelineno-0-474" name="__codelineno-0-474"></a><span class="sd"> symbol, then every granularity for the next symbol, and so on.</span>
|
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<a id="__codelineno-0-475" name="__codelineno-0-475"></a><span class="sd"> """</span>
|
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<a id="__codelineno-0-476" name="__codelineno-0-476"></a> <span class="n">conn</span><span class="p">,</span> <span class="n">should_close</span> <span class="o">=</span> <span class="n">_open_history_connection</span><span class="p">(</span><span class="n">conn_or_path</span><span class="p">)</span>
|
|
<a id="__codelineno-0-477" name="__codelineno-0-477"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-478" name="__codelineno-0-478"></a> <span class="k">if</span> <span class="n">conn</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-479" name="__codelineno-0-479"></a> <span class="k">return</span> <span class="p">[</span>
|
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<a id="__codelineno-0-480" name="__codelineno-0-480"></a> <span class="n">resolve_rate_view_name</span><span class="p">(</span>
|
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<a id="__codelineno-0-481" name="__codelineno-0-481"></a> <span class="n">conn_or_path</span><span class="p">,</span>
|
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<a id="__codelineno-0-482" name="__codelineno-0-482"></a> <span class="n">symbol</span><span class="p">,</span>
|
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<a id="__codelineno-0-483" name="__codelineno-0-483"></a> <span class="n">granularity</span><span class="p">,</span>
|
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<a id="__codelineno-0-484" name="__codelineno-0-484"></a> <span class="n">require_existing</span><span class="o">=</span><span class="n">require_existing</span><span class="p">,</span>
|
|
<a id="__codelineno-0-485" name="__codelineno-0-485"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-486" name="__codelineno-0-486"></a> <span class="k">for</span> <span class="n">symbol</span> <span class="ow">in</span> <span class="n">symbols</span>
|
|
<a id="__codelineno-0-487" name="__codelineno-0-487"></a> <span class="k">for</span> <span class="n">granularity</span> <span class="ow">in</span> <span class="n">granularities</span>
|
|
<a id="__codelineno-0-488" name="__codelineno-0-488"></a> <span class="p">]</span>
|
|
<a id="__codelineno-0-489" name="__codelineno-0-489"></a> <span class="n">timeframe_counts</span> <span class="o">=</span> <span class="n">_load_rates_timeframe_counts</span><span class="p">(</span><span class="n">conn</span><span class="p">)</span>
|
|
<a id="__codelineno-0-490" name="__codelineno-0-490"></a> <span class="n">existing_views</span> <span class="o">=</span> <span class="n">_load_existing_rate_views</span><span class="p">(</span><span class="n">conn</span><span class="p">)</span>
|
|
<a id="__codelineno-0-491" name="__codelineno-0-491"></a> <span class="n">resolved</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="nb">str</span><span class="p">]</span> <span class="o">=</span> <span class="p">[]</span>
|
|
<a id="__codelineno-0-492" name="__codelineno-0-492"></a> <span class="k">for</span> <span class="n">symbol</span> <span class="ow">in</span> <span class="n">symbols</span><span class="p">:</span>
|
|
<a id="__codelineno-0-493" name="__codelineno-0-493"></a> <span class="k">for</span> <span class="n">granularity</span> <span class="ow">in</span> <span class="n">granularities</span><span class="p">:</span>
|
|
<a id="__codelineno-0-494" name="__codelineno-0-494"></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-0-495" name="__codelineno-0-495"></a> <span class="n">resolved</span><span class="o">.</span><span class="n">append</span><span class="p">(</span>
|
|
<a id="__codelineno-0-496" name="__codelineno-0-496"></a> <span class="n">_resolve_rate_view_name_from_context</span><span class="p">(</span>
|
|
<a id="__codelineno-0-497" name="__codelineno-0-497"></a> <span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-498" name="__codelineno-0-498"></a> <span class="n">timeframe</span><span class="o">=</span><span class="n">timeframe</span><span class="p">,</span>
|
|
<a id="__codelineno-0-499" name="__codelineno-0-499"></a> <span class="n">granularity_name</span><span class="o">=</span><span class="n">resolve_granularity_name</span><span class="p">(</span><span class="n">timeframe</span><span class="p">),</span>
|
|
<a id="__codelineno-0-500" name="__codelineno-0-500"></a> <span class="n">timeframe_counts</span><span class="o">=</span><span class="n">timeframe_counts</span><span class="p">,</span>
|
|
<a id="__codelineno-0-501" name="__codelineno-0-501"></a> <span class="n">existing_views</span><span class="o">=</span><span class="n">existing_views</span><span class="p">,</span>
|
|
<a id="__codelineno-0-502" name="__codelineno-0-502"></a> <span class="n">require_existing</span><span class="o">=</span><span class="n">require_existing</span><span class="p">,</span>
|
|
<a id="__codelineno-0-503" name="__codelineno-0-503"></a> <span class="p">),</span>
|
|
<a id="__codelineno-0-504" name="__codelineno-0-504"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-505" name="__codelineno-0-505"></a> <span class="k">return</span> <span class="n">resolved</span>
|
|
<a id="__codelineno-0-506" name="__codelineno-0-506"></a> <span class="k">finally</span><span class="p">:</span>
|
|
<a id="__codelineno-0-507" name="__codelineno-0-507"></a> <span class="k">if</span> <span class="n">should_close</span> <span class="ow">and</span> <span class="n">conn</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-508" name="__codelineno-0-508"></a> <span class="n">conn</span><span class="o">.</span><span class="n">close</span><span class="p">()</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
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|
|
</div>
|
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<div class="doc doc-object doc-function">
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<h3 id="mt5cli.storage.update_history" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">update_history</span>
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|
|
|
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<a href="#mt5cli.storage.update_history" 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_history</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">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5DataClient">Mt5DataClient</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">output</span><span class="p">:</span> <span class="n"><span title="pathlib.Path">Path</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">],</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">datasets</span><span class="p">:</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="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">timeframes</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="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">flags</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span> <span class="o">=</span> <span class="s2">"ALL"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="n">lookback_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-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></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="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-0-11" name="__codelineno-0-11" href="#__codelineno-0-11"></a> <span class="n">deduplicate</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
|
<a id="__codelineno-0-12" name="__codelineno-0-12" href="#__codelineno-0-12"></a> <span class="n">create_rate_views</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
|
<a id="__codelineno-0-13" name="__codelineno-0-13" href="#__codelineno-0-13"></a> <span class="n">with_views</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-14" name="__codelineno-0-14" href="#__codelineno-0-14"></a> <span class="n">include_account_events</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
|
<a id="__codelineno-0-15" name="__codelineno-0-15" href="#__codelineno-0-15"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span>
|
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</code></pre></div>
|
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|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Incrementally append MT5 history into a SQLite database.</p>
|
|
<p>Uses an already-connected <code>Mt5DataClient</code> and does not create or close
|
|
the MT5 connection. For first-time tables, data is fetched from
|
|
<code>date_to - lookback_hours</code>. Subsequent runs resume from existing
|
|
<code>MAX(time)</code> per symbol (and timeframe for rates); when
|
|
<code>include_account_events=True</code>, account-level deals use a separate cursor
|
|
over <code>type NOT IN (0, 1)</code> / empty-symbol rows.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>client</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="pdmt5.Mt5DataClient">Mt5DataClient</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Connected MT5 data client.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>output</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="pathlib.Path">Path</span> | <span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>SQLite database path.</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 update.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>datasets</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="set">set</span>[<a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a>] | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Datasets to include (defaults to all).</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>timeframes</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="collections.abc.Sequence">Sequence</span>[<span title="int">int</span> | <span title="str">str</span>] | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Rate timeframes to update (defaults to all fixed MT5
|
|
timeframes when None).</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>flags</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="int">int</span> | <span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Tick copy flags as integer or name (e.g. <code>ALL</code>).</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>'ALL'</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>lookback_hours</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>First-run lookback when a table has no prior rows.</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> | <span title="str">str</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional update end datetime. Defaults to now (UTC).</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>deduplicate</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Remove duplicate rows after append, keeping latest ROWID.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>True</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>create_rate_views</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Create <code>rate_<symbol>__<timeframe></code> views.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>True</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>with_views</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Create <code>cash_events</code> and <code>positions_reconstructed</code> views.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>False</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>include_account_events</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Include account-level cash events in
|
|
<code>history_deals</code> when True.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>True</code>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/sdk.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-0-918">918</a></span>
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<span class="normal"><a href="#__codelineno-0-919">919</a></span>
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<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-0-924">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-0-929">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>
|
|
<span class="normal"><a href="#__codelineno-0-950">950</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-951">951</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-952">952</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-953">953</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-954">954</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-955">955</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-956">956</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-957">957</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-958">958</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-959">959</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-960">960</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-961">961</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-962">962</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-963">963</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-964">964</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-965">965</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-966">966</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-967">967</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-968">968</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-969">969</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-970">970</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-971">971</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-972">972</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-973">973</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-974">974</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-975">975</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-976">976</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-977">977</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-978">978</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-979">979</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-980">980</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-981">981</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-982">982</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-983">983</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-984">984</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-985">985</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-986">986</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-987">987</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-988">988</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-989">989</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-990">990</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-991">991</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-918" name="__codelineno-0-918"></a><span class="k">def</span><span class="w"> </span><span class="nf">update_history</span><span class="p">(</span> <span class="c1"># noqa: PLR0913</span>
|
|
<a id="__codelineno-0-919" name="__codelineno-0-919"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-920" name="__codelineno-0-920"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5DataClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-921" name="__codelineno-0-921"></a> <span class="n">output</span><span class="p">:</span> <span class="n">Path</span> <span class="o">|</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-922" name="__codelineno-0-922"></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-0-923" name="__codelineno-0-923"></a> <span class="n">datasets</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">]</span> <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-0-924" name="__codelineno-0-924"></a> <span class="n">timeframes</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-925" name="__codelineno-0-925"></a> <span class="n">flags</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">=</span> <span class="s2">"ALL"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-926" name="__codelineno-0-926"></a> <span class="n">lookback_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-0-927" name="__codelineno-0-927"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n">datetime</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-0-928" name="__codelineno-0-928"></a> <span class="n">deduplicate</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-0-929" name="__codelineno-0-929"></a> <span class="n">create_rate_views</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-0-930" name="__codelineno-0-930"></a> <span class="n">with_views</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-0-931" name="__codelineno-0-931"></a> <span class="n">include_account_events</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-0-932" name="__codelineno-0-932"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-933" name="__codelineno-0-933"></a><span class="w"> </span><span class="sd">"""Incrementally append MT5 history into a SQLite database.</span>
|
|
<a id="__codelineno-0-934" name="__codelineno-0-934"></a>
|
|
<a id="__codelineno-0-935" name="__codelineno-0-935"></a><span class="sd"> Uses an already-connected ``Mt5DataClient`` and does not create or close</span>
|
|
<a id="__codelineno-0-936" name="__codelineno-0-936"></a><span class="sd"> the MT5 connection. For first-time tables, data is fetched from</span>
|
|
<a id="__codelineno-0-937" name="__codelineno-0-937"></a><span class="sd"> ``date_to - lookback_hours``. Subsequent runs resume from existing</span>
|
|
<a id="__codelineno-0-938" name="__codelineno-0-938"></a><span class="sd"> ``MAX(time)`` per symbol (and timeframe for rates); when</span>
|
|
<a id="__codelineno-0-939" name="__codelineno-0-939"></a><span class="sd"> ``include_account_events=True``, account-level deals use a separate cursor</span>
|
|
<a id="__codelineno-0-940" name="__codelineno-0-940"></a><span class="sd"> over ``type NOT IN (0, 1)`` / empty-symbol rows.</span>
|
|
<a id="__codelineno-0-941" name="__codelineno-0-941"></a>
|
|
<a id="__codelineno-0-942" name="__codelineno-0-942"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-943" name="__codelineno-0-943"></a><span class="sd"> client: Connected MT5 data client.</span>
|
|
<a id="__codelineno-0-944" name="__codelineno-0-944"></a><span class="sd"> output: SQLite database path.</span>
|
|
<a id="__codelineno-0-945" name="__codelineno-0-945"></a><span class="sd"> symbols: Symbols to update.</span>
|
|
<a id="__codelineno-0-946" name="__codelineno-0-946"></a><span class="sd"> datasets: Datasets to include (defaults to all).</span>
|
|
<a id="__codelineno-0-947" name="__codelineno-0-947"></a><span class="sd"> timeframes: Rate timeframes to update (defaults to all fixed MT5</span>
|
|
<a id="__codelineno-0-948" name="__codelineno-0-948"></a><span class="sd"> timeframes when None).</span>
|
|
<a id="__codelineno-0-949" name="__codelineno-0-949"></a><span class="sd"> flags: Tick copy flags as integer or name (e.g. ``ALL``).</span>
|
|
<a id="__codelineno-0-950" name="__codelineno-0-950"></a><span class="sd"> lookback_hours: First-run lookback when a table has no prior rows.</span>
|
|
<a id="__codelineno-0-951" name="__codelineno-0-951"></a><span class="sd"> date_to: Optional update end datetime. Defaults to now (UTC).</span>
|
|
<a id="__codelineno-0-952" name="__codelineno-0-952"></a><span class="sd"> deduplicate: Remove duplicate rows after append, keeping latest ROWID.</span>
|
|
<a id="__codelineno-0-953" name="__codelineno-0-953"></a><span class="sd"> create_rate_views: Create ``rate_<symbol>__<timeframe>`` views.</span>
|
|
<a id="__codelineno-0-954" name="__codelineno-0-954"></a><span class="sd"> with_views: Create ``cash_events`` and ``positions_reconstructed`` views.</span>
|
|
<a id="__codelineno-0-955" name="__codelineno-0-955"></a><span class="sd"> include_account_events: Include account-level cash events in</span>
|
|
<a id="__codelineno-0-956" name="__codelineno-0-956"></a><span class="sd"> ``history_deals`` when True.</span>
|
|
<a id="__codelineno-0-957" name="__codelineno-0-957"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-958" name="__codelineno-0-958"></a> <span class="n">request</span> <span class="o">=</span> <span class="n">_resolve_update_history_request</span><span class="p">(</span>
|
|
<a id="__codelineno-0-959" name="__codelineno-0-959"></a> <span class="n">output</span><span class="o">=</span><span class="n">output</span><span class="p">,</span>
|
|
<a id="__codelineno-0-960" name="__codelineno-0-960"></a> <span class="n">symbols</span><span class="o">=</span><span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-961" name="__codelineno-0-961"></a> <span class="n">datasets</span><span class="o">=</span><span class="n">datasets</span><span class="p">,</span>
|
|
<a id="__codelineno-0-962" name="__codelineno-0-962"></a> <span class="n">timeframes</span><span class="o">=</span><span class="n">timeframes</span><span class="p">,</span>
|
|
<a id="__codelineno-0-963" name="__codelineno-0-963"></a> <span class="n">flags</span><span class="o">=</span><span class="n">flags</span><span class="p">,</span>
|
|
<a id="__codelineno-0-964" name="__codelineno-0-964"></a> <span class="n">lookback_hours</span><span class="o">=</span><span class="n">lookback_hours</span><span class="p">,</span>
|
|
<a id="__codelineno-0-965" name="__codelineno-0-965"></a> <span class="n">date_to</span><span class="o">=</span><span class="n">date_to</span><span class="p">,</span>
|
|
<a id="__codelineno-0-966" name="__codelineno-0-966"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-967" name="__codelineno-0-967"></a> <span class="k">if</span> <span class="n">request</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-968" name="__codelineno-0-968"></a> <span class="k">return</span>
|
|
<a id="__codelineno-0-969" name="__codelineno-0-969"></a> <span class="n">logger</span><span class="o">.</span><span class="n">info</span><span class="p">(</span>
|
|
<a id="__codelineno-0-970" name="__codelineno-0-970"></a> <span class="s2">"Updating history in SQLite: symbols=</span><span class="si">%s</span><span class="s2">, datasets=</span><span class="si">%s</span><span class="s2">, path=</span><span class="si">%s</span><span class="s2">"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-971" name="__codelineno-0-971"></a> <span class="nb">list</span><span class="p">(</span><span class="n">symbols</span><span class="p">),</span>
|
|
<a id="__codelineno-0-972" name="__codelineno-0-972"></a> <span class="nb">sorted</span><span class="p">(</span><span class="n">dataset</span><span class="o">.</span><span class="n">value</span> <span class="k">for</span> <span class="n">dataset</span> <span class="ow">in</span> <span class="n">request</span><span class="o">.</span><span class="n">selected</span><span class="p">),</span>
|
|
<a id="__codelineno-0-973" name="__codelineno-0-973"></a> <span class="n">request</span><span class="o">.</span><span class="n">output_path</span><span class="p">,</span>
|
|
<a id="__codelineno-0-974" name="__codelineno-0-974"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-975" name="__codelineno-0-975"></a> <span class="k">with</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">connect</span><span class="p">(</span><span class="n">request</span><span class="o">.</span><span class="n">output_path</span><span class="p">)</span> <span class="k">as</span> <span class="n">conn</span><span class="p">:</span>
|
|
<a id="__codelineno-0-976" name="__codelineno-0-976"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="s2">"PRAGMA journal_mode=WAL"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-977" name="__codelineno-0-977"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="s2">"PRAGMA synchronous=NORMAL"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-978" name="__codelineno-0-978"></a> <span class="n">write_incremental_datasets</span><span class="p">(</span>
|
|
<a id="__codelineno-0-979" name="__codelineno-0-979"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-980" name="__codelineno-0-980"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-981" name="__codelineno-0-981"></a> <span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-982" name="__codelineno-0-982"></a> <span class="n">request</span><span class="o">.</span><span class="n">selected</span><span class="p">,</span>
|
|
<a id="__codelineno-0-983" name="__codelineno-0-983"></a> <span class="n">request</span><span class="o">.</span><span class="n">resolved_timeframes</span><span class="p">,</span>
|
|
<a id="__codelineno-0-984" name="__codelineno-0-984"></a> <span class="n">request</span><span class="o">.</span><span class="n">resolved_tick_flags</span><span class="p">,</span>
|
|
<a id="__codelineno-0-985" name="__codelineno-0-985"></a> <span class="n">request</span><span class="o">.</span><span class="n">fallback_start</span><span class="p">,</span>
|
|
<a id="__codelineno-0-986" name="__codelineno-0-986"></a> <span class="n">request</span><span class="o">.</span><span class="n">end</span><span class="p">,</span>
|
|
<a id="__codelineno-0-987" name="__codelineno-0-987"></a> <span class="n">deduplicate</span><span class="o">=</span><span class="n">deduplicate</span><span class="p">,</span>
|
|
<a id="__codelineno-0-988" name="__codelineno-0-988"></a> <span class="n">create_rate_views</span><span class="o">=</span><span class="n">create_rate_views</span><span class="p">,</span>
|
|
<a id="__codelineno-0-989" name="__codelineno-0-989"></a> <span class="n">with_views</span><span class="o">=</span><span class="n">with_views</span><span class="p">,</span>
|
|
<a id="__codelineno-0-990" name="__codelineno-0-990"></a> <span class="n">include_account_events</span><span class="o">=</span><span class="n">include_account_events</span><span class="p">,</span>
|
|
<a id="__codelineno-0-991" name="__codelineno-0-991"></a> <span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
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|
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<h3 id="mt5cli.storage.update_history_with_config" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">update_history_with_config</span>
|
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<a href="#mt5cli.storage.update_history_with_config" 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">update_history_with_config</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">output</span><span class="p">:</span> <span class="n"><span title="pathlib.Path">Path</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="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">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-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">datasets</span><span class="p">:</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="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">timeframes</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="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">flags</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span> <span class="o">=</span> <span class="s2">"ALL"</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">lookback_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-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></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="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-0-11" name="__codelineno-0-11" href="#__codelineno-0-11"></a> <span class="n">deduplicate</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
|
<a id="__codelineno-0-12" name="__codelineno-0-12" href="#__codelineno-0-12"></a> <span class="n">create_rate_views</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
|
<a id="__codelineno-0-13" name="__codelineno-0-13" href="#__codelineno-0-13"></a> <span class="n">with_views</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-14" name="__codelineno-0-14" href="#__codelineno-0-14"></a> <span class="n">include_account_events</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
|
|
<a id="__codelineno-0-15" name="__codelineno-0-15" href="#__codelineno-0-15"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span>
|
|
</code></pre></div>
|
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<div class="doc doc-contents ">
|
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<p>Incrementally append MT5 history, opening and closing the MT5 connection.</p>
|
|
<p>Convenience wrapper around :func:<code>update_history</code> for standalone use.</p>
|
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|
|
|
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<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/sdk.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-0-994"> 994</a></span>
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<span class="normal"><a href="#__codelineno-0-995"> 995</a></span>
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<span class="normal"><a href="#__codelineno-0-996"> 996</a></span>
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<span class="normal"><a href="#__codelineno-0-997"> 997</a></span>
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<span class="normal"><a href="#__codelineno-0-998"> 998</a></span>
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<span class="normal"><a href="#__codelineno-0-999"> 999</a></span>
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<span class="normal"><a href="#__codelineno-0-1000">1000</a></span>
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<span class="normal"><a href="#__codelineno-0-1001">1001</a></span>
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<span class="normal"><a href="#__codelineno-0-1002">1002</a></span>
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<span class="normal"><a href="#__codelineno-0-1003">1003</a></span>
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<span class="normal"><a href="#__codelineno-0-1004">1004</a></span>
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<span class="normal"><a href="#__codelineno-0-1005">1005</a></span>
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<span class="normal"><a href="#__codelineno-0-1006">1006</a></span>
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<span class="normal"><a href="#__codelineno-0-1007">1007</a></span>
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<span class="normal"><a href="#__codelineno-0-1008">1008</a></span>
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<span class="normal"><a href="#__codelineno-0-1009">1009</a></span>
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<span class="normal"><a href="#__codelineno-0-1010">1010</a></span>
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<span class="normal"><a href="#__codelineno-0-1011">1011</a></span>
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<span class="normal"><a href="#__codelineno-0-1012">1012</a></span>
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<span class="normal"><a href="#__codelineno-0-1013">1013</a></span>
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<span class="normal"><a href="#__codelineno-0-1014">1014</a></span>
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<span class="normal"><a href="#__codelineno-0-1015">1015</a></span>
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<span class="normal"><a href="#__codelineno-0-1016">1016</a></span>
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<span class="normal"><a href="#__codelineno-0-1017">1017</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1018">1018</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1019">1019</a></span>
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<span class="normal"><a href="#__codelineno-0-1020">1020</a></span>
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<span class="normal"><a href="#__codelineno-0-1021">1021</a></span>
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<span class="normal"><a href="#__codelineno-0-1022">1022</a></span>
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<span class="normal"><a href="#__codelineno-0-1023">1023</a></span>
|
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<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>
|
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<span class="normal"><a href="#__codelineno-0-1032">1032</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1033">1033</a></span>
|
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<span class="normal"><a href="#__codelineno-0-1034">1034</a></span>
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<span class="normal"><a href="#__codelineno-0-1035">1035</a></span>
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<span class="normal"><a href="#__codelineno-0-1036">1036</a></span>
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<span class="normal"><a href="#__codelineno-0-1037">1037</a></span>
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<span class="normal"><a href="#__codelineno-0-1038">1038</a></span>
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<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-0-994" name="__codelineno-0-994"></a><span class="k">def</span><span class="w"> </span><span class="nf">update_history_with_config</span><span class="p">(</span> <span class="c1"># noqa: PLR0913</span>
|
|
<a id="__codelineno-0-995" name="__codelineno-0-995"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-996" name="__codelineno-0-996"></a> <span class="n">output</span><span class="p">:</span> <span class="n">Path</span> <span class="o">|</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-997" name="__codelineno-0-997"></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-0-998" name="__codelineno-0-998"></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-0-999" name="__codelineno-0-999"></a> <span class="n">datasets</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">]</span> <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-0-1000" name="__codelineno-0-1000"></a> <span class="n">timeframes</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1001" name="__codelineno-0-1001"></a> <span class="n">flags</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">=</span> <span class="s2">"ALL"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1002" name="__codelineno-0-1002"></a> <span class="n">lookback_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-0-1003" name="__codelineno-0-1003"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n">datetime</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-0-1004" name="__codelineno-0-1004"></a> <span class="n">deduplicate</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-0-1005" name="__codelineno-0-1005"></a> <span class="n">create_rate_views</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-0-1006" name="__codelineno-0-1006"></a> <span class="n">with_views</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
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<a id="__codelineno-0-1007" name="__codelineno-0-1007"></a> <span class="n">include_account_events</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-0-1008" name="__codelineno-0-1008"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
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<a id="__codelineno-0-1009" name="__codelineno-0-1009"></a><span class="w"> </span><span class="sd">"""Incrementally append MT5 history, opening and closing the MT5 connection.</span>
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<a id="__codelineno-0-1010" name="__codelineno-0-1010"></a>
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<a id="__codelineno-0-1011" name="__codelineno-0-1011"></a><span class="sd"> Convenience wrapper around :func:`update_history` for standalone use.</span>
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<a id="__codelineno-0-1012" name="__codelineno-0-1012"></a><span class="sd"> """</span>
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<a id="__codelineno-0-1013" name="__codelineno-0-1013"></a> <span class="n">request</span> <span class="o">=</span> <span class="n">_resolve_update_history_request</span><span class="p">(</span>
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<a id="__codelineno-0-1014" name="__codelineno-0-1014"></a> <span class="n">output</span><span class="o">=</span><span class="n">output</span><span class="p">,</span>
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<a id="__codelineno-0-1015" name="__codelineno-0-1015"></a> <span class="n">symbols</span><span class="o">=</span><span class="n">symbols</span><span class="p">,</span>
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<a id="__codelineno-0-1016" name="__codelineno-0-1016"></a> <span class="n">datasets</span><span class="o">=</span><span class="n">datasets</span><span class="p">,</span>
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<a id="__codelineno-0-1017" name="__codelineno-0-1017"></a> <span class="n">timeframes</span><span class="o">=</span><span class="n">timeframes</span><span class="p">,</span>
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<a id="__codelineno-0-1018" name="__codelineno-0-1018"></a> <span class="n">flags</span><span class="o">=</span><span class="n">flags</span><span class="p">,</span>
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<a id="__codelineno-0-1019" name="__codelineno-0-1019"></a> <span class="n">lookback_hours</span><span class="o">=</span><span class="n">lookback_hours</span><span class="p">,</span>
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<a id="__codelineno-0-1020" name="__codelineno-0-1020"></a> <span class="n">date_to</span><span class="o">=</span><span class="n">date_to</span><span class="p">,</span>
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<a id="__codelineno-0-1021" name="__codelineno-0-1021"></a> <span class="p">)</span>
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<a id="__codelineno-0-1022" name="__codelineno-0-1022"></a> <span class="k">if</span> <span class="n">request</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
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<a id="__codelineno-0-1023" name="__codelineno-0-1023"></a> <span class="k">return</span>
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<a id="__codelineno-0-1024" name="__codelineno-0-1024"></a> <span class="n">mt5_config</span> <span class="o">=</span> <span class="n">config</span> <span class="ow">or</span> <span class="n">build_config</span><span class="p">()</span>
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<a id="__codelineno-0-1025" name="__codelineno-0-1025"></a> <span class="k">with</span> <span class="n">connected_client</span><span class="p">(</span><span class="n">mt5_config</span><span class="p">)</span> <span class="k">as</span> <span class="n">client</span><span class="p">:</span>
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<a id="__codelineno-0-1026" name="__codelineno-0-1026"></a> <span class="n">update_history</span><span class="p">(</span>
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<a id="__codelineno-0-1027" name="__codelineno-0-1027"></a> <span class="n">client</span><span class="o">=</span><span class="n">client</span><span class="p">,</span>
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<a id="__codelineno-0-1028" name="__codelineno-0-1028"></a> <span class="n">output</span><span class="o">=</span><span class="n">output</span><span class="p">,</span>
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<a id="__codelineno-0-1029" name="__codelineno-0-1029"></a> <span class="n">symbols</span><span class="o">=</span><span class="n">symbols</span><span class="p">,</span>
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<a id="__codelineno-0-1030" name="__codelineno-0-1030"></a> <span class="n">datasets</span><span class="o">=</span><span class="n">datasets</span><span class="p">,</span>
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<a id="__codelineno-0-1031" name="__codelineno-0-1031"></a> <span class="n">timeframes</span><span class="o">=</span><span class="n">timeframes</span><span class="p">,</span>
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<a id="__codelineno-0-1032" name="__codelineno-0-1032"></a> <span class="n">flags</span><span class="o">=</span><span class="n">flags</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1033" name="__codelineno-0-1033"></a> <span class="n">lookback_hours</span><span class="o">=</span><span class="n">lookback_hours</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1034" name="__codelineno-0-1034"></a> <span class="n">date_to</span><span class="o">=</span><span class="n">date_to</span><span class="p">,</span>
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<a id="__codelineno-0-1035" name="__codelineno-0-1035"></a> <span class="n">deduplicate</span><span class="o">=</span><span class="n">deduplicate</span><span class="p">,</span>
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<a id="__codelineno-0-1036" name="__codelineno-0-1036"></a> <span class="n">create_rate_views</span><span class="o">=</span><span class="n">create_rate_views</span><span class="p">,</span>
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<a id="__codelineno-0-1037" name="__codelineno-0-1037"></a> <span class="n">with_views</span><span class="o">=</span><span class="n">with_views</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1038" name="__codelineno-0-1038"></a> <span class="n">include_account_events</span><span class="o">=</span><span class="n">include_account_events</span><span class="p">,</span>
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<a id="__codelineno-0-1039" name="__codelineno-0-1039"></a> <span class="p">)</span>
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</code></pre></div></td></tr></table></div>
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