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<h1 id="trading-module">Trading Module<a class="headerlink" href="#trading-module" title="Permanent link">¶</a></h1>
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<div class="doc doc-object doc-module">
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<span class="doc doc-object-name doc-module-name">mt5cli.trading</span>
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<a href="#mt5cli.trading" class="headerlink" title="Permanent link">¶</a></h2>
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<div class="doc doc-contents first">
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<p>Trading-capable MetaTrader 5 session helpers and operational utilities.</p>
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<h3 id="mt5cli.trading.OrderFillingMode" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">OrderFillingMode</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.OrderFillingMode" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">OrderFillingMode</span> <span class="o">=</span> <span class="n"><span title="typing.Literal">Literal</span></span><span class="p">[</span><span class="s1">'IOC'</span><span class="p">,</span> <span class="s1">'FOK'</span><span class="p">,</span> <span class="s1">'RETURN'</span><span class="p">]</span>
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</code></pre></div>
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<div class="doc doc-contents ">
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<h3 id="mt5cli.trading.OrderSide" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">OrderSide</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.OrderSide" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">OrderSide</span> <span class="o">=</span> <span class="n"><span title="typing.Literal">Literal</span></span><span class="p">[</span><span class="s1">'BUY'</span><span class="p">,</span> <span class="s1">'SELL'</span><span class="p">]</span>
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</code></pre></div>
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<div class="doc doc-contents ">
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<div class="doc doc-object doc-attribute">
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<h3 id="mt5cli.trading.OrderTimeMode" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">OrderTimeMode</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.OrderTimeMode" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">OrderTimeMode</span> <span class="o">=</span> <span class="n"><span title="typing.Literal">Literal</span></span><span class="p">[</span>
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<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="s2">"GTC"</span><span class="p">,</span> <span class="s2">"DAY"</span><span class="p">,</span> <span class="s2">"SPECIFIED"</span><span class="p">,</span> <span class="s2">"SPECIFIED_DAY"</span>
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<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">]</span>
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</code></pre></div>
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<div class="doc doc-contents ">
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</div>
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<div class="doc doc-object doc-attribute">
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<h3 id="mt5cli.trading.POSITION_COLUMNS" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">POSITION_COLUMNS</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.POSITION_COLUMNS" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">POSITION_COLUMNS</span> <span class="o">=</span> <span class="p">(</span>
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<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="s2">"ticket"</span><span class="p">,</span>
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<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="s2">"time"</span><span class="p">,</span>
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<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="s2">"symbol"</span><span class="p">,</span>
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<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="s2">"type"</span><span class="p">,</span>
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<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="s2">"volume"</span><span class="p">,</span>
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<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="s2">"price_open"</span><span class="p">,</span>
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<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="s2">"sl"</span><span class="p">,</span>
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<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="s2">"tp"</span><span class="p">,</span>
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<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a> <span class="s2">"price_current"</span><span class="p">,</span>
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<a id="__codelineno-0-11" name="__codelineno-0-11" href="#__codelineno-0-11"></a> <span class="s2">"profit"</span><span class="p">,</span>
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<a id="__codelineno-0-12" name="__codelineno-0-12" href="#__codelineno-0-12"></a> <span class="s2">"swap"</span><span class="p">,</span>
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<a id="__codelineno-0-13" name="__codelineno-0-13" href="#__codelineno-0-13"></a> <span class="s2">"comment"</span><span class="p">,</span>
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<a id="__codelineno-0-14" name="__codelineno-0-14" href="#__codelineno-0-14"></a><span class="p">)</span>
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</code></pre></div>
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<div class="doc doc-contents ">
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<div class="doc doc-object doc-attribute">
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<h3 id="mt5cli.trading.PositionSide" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">PositionSide</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.PositionSide" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">PositionSide</span> <span class="o">=</span> <span class="n"><span title="typing.Literal">Literal</span></span><span class="p">[</span><span class="s1">'long'</span><span class="p">,</span> <span class="s1">'short'</span><span class="p">]</span>
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</code></pre></div>
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<div class="doc doc-contents ">
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</div>
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<div class="doc doc-object doc-attribute">
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<h3 id="mt5cli.trading.__all__" class="doc doc-heading">
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<span class="doc doc-object-name doc-attribute-name">__all__</span>
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<span class="doc doc-labels">
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<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
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</span>
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<a href="#mt5cli.trading.__all__" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">__all__</span> <span class="o">=</span> <span class="p">[</span>
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<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="s2">"POSITION_COLUMNS"</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">"OrderFillingMode"</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">"OrderSide"</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">"OrderTimeMode"</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">"PositionSide"</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">"calculate_margin_and_volume"</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">"calculate_new_position_margin_ratio"</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">"calculate_spread_ratio"</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">"calculate_volume_by_margin"</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">"close_open_positions"</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">"create_trading_client"</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">"detect_position_side"</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">"determine_order_limits"</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">"get_account_snapshot"</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">"get_positions_frame"</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">"get_symbol_snapshot"</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">"get_tick_snapshot"</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">"mt5_trading_session"</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">"place_market_order"</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_sltp_for_open_positions"</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>
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</div>
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<div class="doc doc-object doc-function">
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<h3 id="mt5cli.trading.calculate_margin_and_volume" class="doc doc-heading">
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<span class="doc doc-object-name doc-function-name">calculate_margin_and_volume</span>
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<a href="#mt5cli.trading.calculate_margin_and_volume" class="headerlink" title="Permanent link">¶</a></h3>
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">calculate_margin_and_volume</span><span class="p">(</span>
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<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span>
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<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
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<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">unit_margin_ratio</span><span class="p">:</span> <span class="n"><span title="float">float</span></span><span class="p">,</span>
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<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">preserved_margin_ratio</span><span class="p">:</span> <span class="n"><span title="float">float</span></span><span class="p">,</span>
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<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">,</span> <span class="n"><span title="float">float</span></span><span class="p">]</span>
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</code></pre></div>
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<div class="doc doc-contents ">
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<p>Calculate tradable margin and volumes from account free margin.</p>
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<p>Applies <code>preserved_margin_ratio</code> to keep a reserve off <code>margin_free</code>,
|
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then allocates <code>unit_margin_ratio</code> of the remainder as the margin budget
|
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for proportional volume sizing on both buy and sell sides. A
|
|
<code>unit_margin_ratio</code> of <code>0</code> requests exactly one minimum valid unit per
|
|
side when the post-reserve margin can afford it.</p>
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<p><span class="doc-section-title">Parameters:</span></p>
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<table>
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<thead>
|
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<tr>
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<th>Name</th>
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<th>Type</th>
|
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<th>Description</th>
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<th>Default</th>
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</tr>
|
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</thead>
|
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<tbody>
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<tr class="doc-section-item">
|
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<td>
|
|
<code>client</code>
|
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</td>
|
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<td>
|
|
<code><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Connected <code>Mt5TradingClient</code> instance.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>symbol</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Symbol used for minimum-lot margin and volume calculations.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>unit_margin_ratio</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Fraction of post-reserve margin to allocate per unit.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>preserved_margin_ratio</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Fraction of <code>margin_free</code> to preserve.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
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|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="dict">dict</span>[<span title="str">str</span>, <span title="float">float</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Dictionary with <code>margin_free</code>, <code>available_margin</code>, <code>trade_margin</code>,</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="dict">dict</span>[<span title="str">str</span>, <span title="float">float</span>]</code>
|
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</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p><code>buy_volume</code>, and <code>sell_volume</code>. Negative <code>margin_free</code> values are</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="dict">dict</span>[<span title="str">str</span>, <span title="float">float</span>]</code>
|
|
</td>
|
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<td>
|
|
<div class="doc-md-description">
|
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<p>clamped to <code>0.0</code> before sizing.</p>
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</div>
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</td>
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</tr>
|
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</tbody>
|
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</table>
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<details class="mkdocstrings-source">
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<summary>Source code in <code>mt5cli/trading.py</code></summary>
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<span class="normal"><a href="#__codelineno-0-513">513</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-429" name="__codelineno-0-429"></a><span class="k">def</span><span class="w"> </span><span class="nf">calculate_margin_and_volume</span><span class="p">(</span>
|
|
<a id="__codelineno-0-430" name="__codelineno-0-430"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-431" name="__codelineno-0-431"></a> <span class="n">symbol</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="n">unit_margin_ratio</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
|
<a id="__codelineno-0-433" name="__codelineno-0-433"></a> <span class="n">preserved_margin_ratio</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
|
<a id="__codelineno-0-434" name="__codelineno-0-434"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">dict</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="nb">float</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-435" name="__codelineno-0-435"></a><span class="w"> </span><span class="sd">"""Calculate tradable margin and volumes from account free margin.</span>
|
|
<a id="__codelineno-0-436" name="__codelineno-0-436"></a>
|
|
<a id="__codelineno-0-437" name="__codelineno-0-437"></a><span class="sd"> Applies ``preserved_margin_ratio`` to keep a reserve off ``margin_free``,</span>
|
|
<a id="__codelineno-0-438" name="__codelineno-0-438"></a><span class="sd"> then allocates ``unit_margin_ratio`` of the remainder as the margin budget</span>
|
|
<a id="__codelineno-0-439" name="__codelineno-0-439"></a><span class="sd"> for proportional volume sizing on both buy and sell sides. A</span>
|
|
<a id="__codelineno-0-440" name="__codelineno-0-440"></a><span class="sd"> ``unit_margin_ratio`` of ``0`` requests exactly one minimum valid unit per</span>
|
|
<a id="__codelineno-0-441" name="__codelineno-0-441"></a><span class="sd"> side when the post-reserve margin can afford it.</span>
|
|
<a id="__codelineno-0-442" name="__codelineno-0-442"></a>
|
|
<a id="__codelineno-0-443" name="__codelineno-0-443"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-444" name="__codelineno-0-444"></a><span class="sd"> client: Connected ``Mt5TradingClient`` instance.</span>
|
|
<a id="__codelineno-0-445" name="__codelineno-0-445"></a><span class="sd"> symbol: Symbol used for minimum-lot margin and volume calculations.</span>
|
|
<a id="__codelineno-0-446" name="__codelineno-0-446"></a><span class="sd"> unit_margin_ratio: Fraction of post-reserve margin to allocate per unit.</span>
|
|
<a id="__codelineno-0-447" name="__codelineno-0-447"></a><span class="sd"> preserved_margin_ratio: Fraction of ``margin_free`` to preserve.</span>
|
|
<a id="__codelineno-0-448" name="__codelineno-0-448"></a>
|
|
<a id="__codelineno-0-449" name="__codelineno-0-449"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-450" name="__codelineno-0-450"></a><span class="sd"> Dictionary with ``margin_free``, ``available_margin``, ``trade_margin``,</span>
|
|
<a id="__codelineno-0-451" name="__codelineno-0-451"></a><span class="sd"> ``buy_volume``, and ``sell_volume``. Negative ``margin_free`` values are</span>
|
|
<a id="__codelineno-0-452" name="__codelineno-0-452"></a><span class="sd"> clamped to ``0.0`` before sizing.</span>
|
|
<a id="__codelineno-0-453" name="__codelineno-0-453"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-454" name="__codelineno-0-454"></a> <span class="n">_require_unit_ratio</span><span class="p">(</span><span class="n">unit_margin_ratio</span><span class="p">,</span> <span class="s2">"unit_margin_ratio"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-455" name="__codelineno-0-455"></a> <span class="n">_require_unit_ratio</span><span class="p">(</span><span class="n">preserved_margin_ratio</span><span class="p">,</span> <span class="s2">"preserved_margin_ratio"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-456" name="__codelineno-0-456"></a>
|
|
<a id="__codelineno-0-457" name="__codelineno-0-457"></a> <span class="n">account</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">account_info_as_dict</span><span class="p">()</span>
|
|
<a id="__codelineno-0-458" name="__codelineno-0-458"></a> <span class="n">margin_free</span> <span class="o">=</span> <span class="nb">max</span><span class="p">(</span><span class="mf">0.0</span><span class="p">,</span> <span class="nb">float</span><span class="p">(</span><span class="n">account</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"margin_free"</span><span class="p">)</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">))</span>
|
|
<a id="__codelineno-0-459" name="__codelineno-0-459"></a> <span class="n">available_margin</span> <span class="o">=</span> <span class="n">margin_free</span> <span class="o">*</span> <span class="p">(</span><span class="mf">1.0</span> <span class="o">-</span> <span class="n">preserved_margin_ratio</span><span class="p">)</span>
|
|
<a id="__codelineno-0-460" name="__codelineno-0-460"></a> <span class="n">trade_margin</span> <span class="o">=</span> <span class="n">available_margin</span> <span class="o">*</span> <span class="n">unit_margin_ratio</span>
|
|
<a id="__codelineno-0-461" name="__codelineno-0-461"></a> <span class="k">if</span> <span class="n">unit_margin_ratio</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-462" name="__codelineno-0-462"></a> <span class="n">buy_volume</span> <span class="o">=</span> <span class="n">_calculate_min_volume_if_affordable</span><span class="p">(</span>
|
|
<a id="__codelineno-0-463" name="__codelineno-0-463"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-464" name="__codelineno-0-464"></a> <span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-465" name="__codelineno-0-465"></a> <span class="n">available_margin</span><span class="p">,</span>
|
|
<a id="__codelineno-0-466" name="__codelineno-0-466"></a> <span class="s2">"BUY"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-467" name="__codelineno-0-467"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-468" name="__codelineno-0-468"></a> <span class="n">sell_volume</span> <span class="o">=</span> <span class="n">_calculate_min_volume_if_affordable</span><span class="p">(</span>
|
|
<a id="__codelineno-0-469" name="__codelineno-0-469"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-470" name="__codelineno-0-470"></a> <span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-471" name="__codelineno-0-471"></a> <span class="n">available_margin</span><span class="p">,</span>
|
|
<a id="__codelineno-0-472" name="__codelineno-0-472"></a> <span class="s2">"SELL"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-473" name="__codelineno-0-473"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-474" name="__codelineno-0-474"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-475" name="__codelineno-0-475"></a> <span class="n">native_calculate_volume</span> <span class="o">=</span> <span class="nb">getattr</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"calculate_volume_by_margin"</span><span class="p">,</span> <span class="kc">None</span><span class="p">)</span>
|
|
<a id="__codelineno-0-476" name="__codelineno-0-476"></a> <span class="k">if</span> <span class="nb">callable</span><span class="p">(</span><span class="n">native_calculate_volume</span><span class="p">):</span>
|
|
<a id="__codelineno-0-477" name="__codelineno-0-477"></a> <span class="n">buy_volume</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span>
|
|
<a id="__codelineno-0-478" name="__codelineno-0-478"></a> <span class="n">cast</span><span class="p">(</span>
|
|
<a id="__codelineno-0-479" name="__codelineno-0-479"></a> <span class="s2">"float | int | str"</span><span class="p">,</span>
|
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<a id="__codelineno-0-480" name="__codelineno-0-480"></a> <span class="n">native_calculate_volume</span><span class="p">(</span><span class="n">symbol</span><span class="p">,</span> <span class="n">trade_margin</span><span class="p">,</span> <span class="s2">"BUY"</span><span class="p">),</span>
|
|
<a id="__codelineno-0-481" name="__codelineno-0-481"></a> <span class="p">),</span>
|
|
<a id="__codelineno-0-482" name="__codelineno-0-482"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-483" name="__codelineno-0-483"></a> <span class="n">sell_volume</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span>
|
|
<a id="__codelineno-0-484" name="__codelineno-0-484"></a> <span class="n">cast</span><span class="p">(</span>
|
|
<a id="__codelineno-0-485" name="__codelineno-0-485"></a> <span class="s2">"float | int | str"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-486" name="__codelineno-0-486"></a> <span class="n">native_calculate_volume</span><span class="p">(</span><span class="n">symbol</span><span class="p">,</span> <span class="n">trade_margin</span><span class="p">,</span> <span class="s2">"SELL"</span><span class="p">),</span>
|
|
<a id="__codelineno-0-487" name="__codelineno-0-487"></a> <span class="p">),</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="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-490" name="__codelineno-0-490"></a> <span class="n">buy_volume</span> <span class="o">=</span> <span class="n">calculate_volume_by_margin</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">,</span> <span class="n">trade_margin</span><span class="p">,</span> <span class="s2">"BUY"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-491" name="__codelineno-0-491"></a> <span class="n">sell_volume</span> <span class="o">=</span> <span class="n">calculate_volume_by_margin</span><span class="p">(</span>
|
|
<a id="__codelineno-0-492" name="__codelineno-0-492"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-493" name="__codelineno-0-493"></a> <span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-494" name="__codelineno-0-494"></a> <span class="n">trade_margin</span><span class="p">,</span>
|
|
<a id="__codelineno-0-495" name="__codelineno-0-495"></a> <span class="s2">"SELL"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-496" name="__codelineno-0-496"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-497" name="__codelineno-0-497"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-498" name="__codelineno-0-498"></a> <span class="n">symbol_info</span> <span class="o">=</span> <span class="n">get_symbol_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-499" name="__codelineno-0-499"></a> <span class="n">volume_min</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">symbol_info</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"volume_min"</span><span class="p">)</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">)</span>
|
|
<a id="__codelineno-0-500" name="__codelineno-0-500"></a> <span class="n">volume_max</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">symbol_info</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"volume_max"</span><span class="p">)</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">)</span>
|
|
<a id="__codelineno-0-501" name="__codelineno-0-501"></a> <span class="n">volume_step</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">symbol_info</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"volume_step"</span><span class="p">)</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">)</span>
|
|
<a id="__codelineno-0-502" name="__codelineno-0-502"></a> <span class="k">except</span> <span class="ne">AttributeError</span><span class="p">:</span>
|
|
<a id="__codelineno-0-503" name="__codelineno-0-503"></a> <span class="n">volume_min</span> <span class="o">=</span> <span class="n">volume_max</span> <span class="o">=</span> <span class="n">volume_step</span> <span class="o">=</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-504" name="__codelineno-0-504"></a> <span class="k">return</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-505" name="__codelineno-0-505"></a> <span class="s2">"margin_free"</span><span class="p">:</span> <span class="n">margin_free</span><span class="p">,</span>
|
|
<a id="__codelineno-0-506" name="__codelineno-0-506"></a> <span class="s2">"available_margin"</span><span class="p">:</span> <span class="n">available_margin</span><span class="p">,</span>
|
|
<a id="__codelineno-0-507" name="__codelineno-0-507"></a> <span class="s2">"trade_margin"</span><span class="p">:</span> <span class="n">trade_margin</span><span class="p">,</span>
|
|
<a id="__codelineno-0-508" name="__codelineno-0-508"></a> <span class="s2">"buy_volume"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="n">buy_volume</span><span class="p">),</span>
|
|
<a id="__codelineno-0-509" name="__codelineno-0-509"></a> <span class="s2">"sell_volume"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="n">sell_volume</span><span class="p">),</span>
|
|
<a id="__codelineno-0-510" name="__codelineno-0-510"></a> <span class="s2">"volume_min"</span><span class="p">:</span> <span class="n">volume_min</span><span class="p">,</span>
|
|
<a id="__codelineno-0-511" name="__codelineno-0-511"></a> <span class="s2">"volume_max"</span><span class="p">:</span> <span class="n">volume_max</span><span class="p">,</span>
|
|
<a id="__codelineno-0-512" name="__codelineno-0-512"></a> <span class="s2">"volume_step"</span><span class="p">:</span> <span class="n">volume_step</span><span class="p">,</span>
|
|
<a id="__codelineno-0-513" name="__codelineno-0-513"></a> <span class="p">}</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
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|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
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|
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|
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<h3 id="mt5cli.trading.calculate_new_position_margin_ratio" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">calculate_new_position_margin_ratio</span>
|
|
|
|
|
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<a href="#mt5cli.trading.calculate_new_position_margin_ratio" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">calculate_new_position_margin_ratio</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">new_position_side</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="OrderSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.OrderSide)" href="#mt5cli.trading.OrderSide">OrderSide</a></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">new_position_volume</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">=</span> <span class="mf">0.0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
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<div class="doc doc-contents ">
|
|
|
|
<p>Return total margin/equity ratio after an optional hypothetical position.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Raises:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="pdmt5.Mt5TradingError">Mt5TradingError</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If equity or required tick data is invalid.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-395">395</a></span>
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<span class="normal"><a href="#__codelineno-0-396">396</a></span>
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<span class="normal"><a href="#__codelineno-0-397">397</a></span>
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<span class="normal"><a href="#__codelineno-0-398">398</a></span>
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<span class="normal"><a href="#__codelineno-0-399">399</a></span>
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<span class="normal"><a href="#__codelineno-0-400">400</a></span>
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<span class="normal"><a href="#__codelineno-0-401">401</a></span>
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<span class="normal"><a href="#__codelineno-0-402">402</a></span>
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<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-0-405">405</a></span>
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<span class="normal"><a href="#__codelineno-0-406">406</a></span>
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<span class="normal"><a href="#__codelineno-0-407">407</a></span>
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<span class="normal"><a href="#__codelineno-0-408">408</a></span>
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<span class="normal"><a href="#__codelineno-0-409">409</a></span>
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<span class="normal"><a href="#__codelineno-0-410">410</a></span>
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<span class="normal"><a href="#__codelineno-0-411">411</a></span>
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<span class="normal"><a href="#__codelineno-0-412">412</a></span>
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<span class="normal"><a href="#__codelineno-0-413">413</a></span>
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<span class="normal"><a href="#__codelineno-0-414">414</a></span>
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<span class="normal"><a href="#__codelineno-0-416">416</a></span>
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<span class="normal"><a href="#__codelineno-0-417">417</a></span>
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<span class="normal"><a href="#__codelineno-0-418">418</a></span>
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<span class="normal"><a href="#__codelineno-0-419">419</a></span>
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<span class="normal"><a href="#__codelineno-0-420">420</a></span>
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<span class="normal"><a href="#__codelineno-0-421">421</a></span>
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<span class="normal"><a href="#__codelineno-0-422">422</a></span>
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<span class="normal"><a href="#__codelineno-0-423">423</a></span>
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<span class="normal"><a href="#__codelineno-0-424">424</a></span>
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<span class="normal"><a href="#__codelineno-0-425">425</a></span>
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<span class="normal"><a href="#__codelineno-0-426">426</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-395" name="__codelineno-0-395"></a><span class="k">def</span><span class="w"> </span><span class="nf">calculate_new_position_margin_ratio</span><span class="p">(</span>
|
|
<a id="__codelineno-0-396" name="__codelineno-0-396"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-397" name="__codelineno-0-397"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-398" name="__codelineno-0-398"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-399" name="__codelineno-0-399"></a> <span class="n">new_position_side</span><span class="p">:</span> <span class="n">OrderSide</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-400" name="__codelineno-0-400"></a> <span class="n">new_position_volume</span><span class="p">:</span> <span class="nb">float</span> <span class="o">=</span> <span class="mf">0.0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-401" name="__codelineno-0-401"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span><span class="p">:</span>
|
|
<a id="__codelineno-0-402" name="__codelineno-0-402"></a><span class="w"> </span><span class="sd">"""Return total margin/equity ratio after an optional hypothetical position.</span>
|
|
<a id="__codelineno-0-403" name="__codelineno-0-403"></a>
|
|
<a id="__codelineno-0-404" name="__codelineno-0-404"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-405" name="__codelineno-0-405"></a><span class="sd"> Mt5TradingError: If equity or required tick data is invalid.</span>
|
|
<a id="__codelineno-0-406" name="__codelineno-0-406"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-407" name="__codelineno-0-407"></a> <span class="n">account</span> <span class="o">=</span> <span class="n">get_account_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">)</span>
|
|
<a id="__codelineno-0-408" name="__codelineno-0-408"></a> <span class="n">equity</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">account</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"equity"</span><span class="p">)</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">)</span>
|
|
<a id="__codelineno-0-409" name="__codelineno-0-409"></a> <span class="k">if</span> <span class="n">equity</span> <span class="o"><=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-410" name="__codelineno-0-410"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"Account equity must be positive to calculate margin ratio."</span>
|
|
<a id="__codelineno-0-411" name="__codelineno-0-411"></a> <span class="k">raise</span> <span class="n">Mt5TradingError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-412" name="__codelineno-0-412"></a> <span class="n">margin</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">account</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"margin"</span><span class="p">)</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">)</span>
|
|
<a id="__codelineno-0-413" name="__codelineno-0-413"></a> <span class="k">if</span> <span class="n">new_position_side</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span> <span class="ow">and</span> <span class="n">new_position_volume</span> <span class="o">></span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-414" name="__codelineno-0-414"></a> <span class="n">side</span> <span class="o">=</span> <span class="n">_normalize_order_side</span><span class="p">(</span><span class="n">new_position_side</span><span class="p">)</span>
|
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<a id="__codelineno-0-415" name="__codelineno-0-415"></a> <span class="n">tick</span> <span class="o">=</span> <span class="n">get_tick_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
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<a id="__codelineno-0-416" name="__codelineno-0-416"></a> <span class="n">price</span> <span class="o">=</span> <span class="n">tick</span><span class="p">[</span><span class="s2">"ask"</span><span class="p">]</span> <span class="k">if</span> <span class="n">side</span> <span class="o">==</span> <span class="s2">"BUY"</span> <span class="k">else</span> <span class="n">tick</span><span class="p">[</span><span class="s2">"bid"</span><span class="p">]</span>
|
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<a id="__codelineno-0-417" name="__codelineno-0-417"></a> <span class="k">if</span> <span class="ow">not</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">price</span><span class="p">,</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">float</span><span class="p">)</span> <span class="ow">or</span> <span class="n">price</span> <span class="o"><=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-418" name="__codelineno-0-418"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Tick price is unavailable for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-419" name="__codelineno-0-419"></a> <span class="k">raise</span> <span class="n">Mt5TradingError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-420" name="__codelineno-0-420"></a> <span class="n">order_type</span> <span class="o">=</span> <span class="p">(</span>
|
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<a id="__codelineno-0-421" name="__codelineno-0-421"></a> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">ORDER_TYPE_BUY</span> <span class="k">if</span> <span class="n">side</span> <span class="o">==</span> <span class="s2">"BUY"</span> <span class="k">else</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">ORDER_TYPE_SELL</span>
|
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<a id="__codelineno-0-422" name="__codelineno-0-422"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-423" name="__codelineno-0-423"></a> <span class="n">margin</span> <span class="o">+=</span> <span class="nb">float</span><span class="p">(</span>
|
|
<a id="__codelineno-0-424" name="__codelineno-0-424"></a> <span class="n">client</span><span class="o">.</span><span class="n">order_calc_margin</span><span class="p">(</span><span class="n">order_type</span><span class="p">,</span> <span class="n">symbol</span><span class="p">,</span> <span class="n">new_position_volume</span><span class="p">,</span> <span class="n">price</span><span class="p">),</span>
|
|
<a id="__codelineno-0-425" name="__codelineno-0-425"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-426" name="__codelineno-0-426"></a> <span class="k">return</span> <span class="n">margin</span> <span class="o">/</span> <span class="n">equity</span>
|
|
</code></pre></div></td></tr></table></div>
|
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</details>
|
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</div>
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</div>
|
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<div class="doc doc-object doc-function">
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<h3 id="mt5cli.trading.calculate_spread_ratio" class="doc doc-heading">
|
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<span class="doc doc-object-name doc-function-name">calculate_spread_ratio</span>
|
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<a href="#mt5cli.trading.calculate_spread_ratio" class="headerlink" title="Permanent link">¶</a></h3>
|
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">calculate_spread_ratio</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="float">float</span></span>
|
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</code></pre></div>
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<div class="doc doc-contents ">
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|
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<p>Return <code>(ask - bid) / ((ask + bid) / 2)</code> for the latest tick.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Raises:</span></p>
|
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<table>
|
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<thead>
|
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<tr>
|
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<th>Type</th>
|
|
<th>Description</th>
|
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</tr>
|
|
</thead>
|
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<tbody>
|
|
<tr class="doc-section-item">
|
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<td>
|
|
<code><span title="pdmt5.Mt5TradingError">Mt5TradingError</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If bid or ask is unavailable or non-positive.</p>
|
|
</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">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
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<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-377">377</a></span>
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<span class="normal"><a href="#__codelineno-0-378">378</a></span>
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<span class="normal"><a href="#__codelineno-0-379">379</a></span>
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<span class="normal"><a href="#__codelineno-0-380">380</a></span>
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<span class="normal"><a href="#__codelineno-0-381">381</a></span>
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<span class="normal"><a href="#__codelineno-0-382">382</a></span>
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<span class="normal"><a href="#__codelineno-0-383">383</a></span>
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<span class="normal"><a href="#__codelineno-0-384">384</a></span>
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<span class="normal"><a href="#__codelineno-0-385">385</a></span>
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<span class="normal"><a href="#__codelineno-0-386">386</a></span>
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<span class="normal"><a href="#__codelineno-0-387">387</a></span>
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<span class="normal"><a href="#__codelineno-0-388">388</a></span>
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<span class="normal"><a href="#__codelineno-0-389">389</a></span>
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<span class="normal"><a href="#__codelineno-0-390">390</a></span>
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<span class="normal"><a href="#__codelineno-0-391">391</a></span>
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<span class="normal"><a href="#__codelineno-0-392">392</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-377" name="__codelineno-0-377"></a><span class="k">def</span><span class="w"> </span><span class="nf">calculate_spread_ratio</span><span class="p">(</span><span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span><span class="p">:</span>
|
|
<a id="__codelineno-0-378" name="__codelineno-0-378"></a><span class="w"> </span><span class="sd">"""Return ``(ask - bid) / ((ask + bid) / 2)`` for the latest tick.</span>
|
|
<a id="__codelineno-0-379" name="__codelineno-0-379"></a>
|
|
<a id="__codelineno-0-380" name="__codelineno-0-380"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-381" name="__codelineno-0-381"></a><span class="sd"> Mt5TradingError: If bid or ask is unavailable or non-positive.</span>
|
|
<a id="__codelineno-0-382" name="__codelineno-0-382"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-383" name="__codelineno-0-383"></a> <span class="n">tick</span> <span class="o">=</span> <span class="n">get_tick_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-384" name="__codelineno-0-384"></a> <span class="n">bid</span> <span class="o">=</span> <span class="n">tick</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"bid"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-385" name="__codelineno-0-385"></a> <span class="n">ask</span> <span class="o">=</span> <span class="n">tick</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"ask"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-386" name="__codelineno-0-386"></a> <span class="k">if</span> <span class="ow">not</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">bid</span><span class="p">,</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">float</span><span class="p">)</span> <span class="ow">or</span> <span class="ow">not</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">ask</span><span class="p">,</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">float</span><span class="p">):</span>
|
|
<a id="__codelineno-0-387" name="__codelineno-0-387"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Tick bid/ask is unavailable for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-388" name="__codelineno-0-388"></a> <span class="k">raise</span> <span class="n">Mt5TradingError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-389" name="__codelineno-0-389"></a> <span class="k">if</span> <span class="n">bid</span> <span class="o"><=</span> <span class="mi">0</span> <span class="ow">or</span> <span class="n">ask</span> <span class="o"><=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-390" name="__codelineno-0-390"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Tick bid/ask must be positive for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-391" name="__codelineno-0-391"></a> <span class="k">raise</span> <span class="n">Mt5TradingError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-392" name="__codelineno-0-392"></a> <span class="k">return</span> <span class="p">(</span><span class="nb">float</span><span class="p">(</span><span class="n">ask</span><span class="p">)</span> <span class="o">-</span> <span class="nb">float</span><span class="p">(</span><span class="n">bid</span><span class="p">))</span> <span class="o">/</span> <span class="p">((</span><span class="nb">float</span><span class="p">(</span><span class="n">ask</span><span class="p">)</span> <span class="o">+</span> <span class="nb">float</span><span class="p">(</span><span class="n">bid</span><span class="p">))</span> <span class="o">/</span> <span class="mf">2.0</span><span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.calculate_volume_by_margin" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">calculate_volume_by_margin</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.calculate_volume_by_margin" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">calculate_volume_by_margin</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">available_margin</span><span class="p">:</span> <span class="n"><span title="float">float</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">order_side</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="OrderSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.OrderSide)" href="#mt5cli.trading.OrderSide">OrderSide</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="float">float</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Calculate max normalized volume affordable for one side.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="float">float</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Affordable volume rounded down to symbol volume constraints.</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="pdmt5.Mt5TradingError">Mt5TradingError</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If symbol volume constraints or tick data are invalid.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-516">516</a></span>
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<span class="normal"><a href="#__codelineno-0-517">517</a></span>
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<span class="normal"><a href="#__codelineno-0-518">518</a></span>
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<span class="normal"><a href="#__codelineno-0-519">519</a></span>
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<span class="normal"><a href="#__codelineno-0-520">520</a></span>
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<span class="normal"><a href="#__codelineno-0-521">521</a></span>
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<span class="normal"><a href="#__codelineno-0-522">522</a></span>
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<span class="normal"><a href="#__codelineno-0-523">523</a></span>
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<span class="normal"><a href="#__codelineno-0-524">524</a></span>
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<span class="normal"><a href="#__codelineno-0-525">525</a></span>
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<span class="normal"><a href="#__codelineno-0-526">526</a></span>
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<span class="normal"><a href="#__codelineno-0-527">527</a></span>
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<span class="normal"><a href="#__codelineno-0-528">528</a></span>
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<span class="normal"><a href="#__codelineno-0-529">529</a></span>
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<span class="normal"><a href="#__codelineno-0-530">530</a></span>
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<span class="normal"><a href="#__codelineno-0-531">531</a></span>
|
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<span class="normal"><a href="#__codelineno-0-532">532</a></span>
|
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<span class="normal"><a href="#__codelineno-0-533">533</a></span>
|
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<span class="normal"><a href="#__codelineno-0-534">534</a></span>
|
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<span class="normal"><a href="#__codelineno-0-535">535</a></span>
|
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<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>
|
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<span class="normal"><a href="#__codelineno-0-539">539</a></span>
|
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<span class="normal"><a href="#__codelineno-0-540">540</a></span>
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<span class="normal"><a href="#__codelineno-0-541">541</a></span>
|
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<span class="normal"><a href="#__codelineno-0-542">542</a></span>
|
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<span class="normal"><a href="#__codelineno-0-543">543</a></span>
|
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<span class="normal"><a href="#__codelineno-0-544">544</a></span>
|
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<span class="normal"><a href="#__codelineno-0-545">545</a></span>
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<span class="normal"><a href="#__codelineno-0-546">546</a></span>
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<span class="normal"><a href="#__codelineno-0-547">547</a></span>
|
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<span class="normal"><a href="#__codelineno-0-548">548</a></span>
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<span class="normal"><a href="#__codelineno-0-549">549</a></span>
|
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<span class="normal"><a href="#__codelineno-0-550">550</a></span>
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<span class="normal"><a href="#__codelineno-0-551">551</a></span>
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<span class="normal"><a href="#__codelineno-0-552">552</a></span>
|
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<span class="normal"><a href="#__codelineno-0-553">553</a></span>
|
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<span class="normal"><a href="#__codelineno-0-554">554</a></span>
|
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<span class="normal"><a href="#__codelineno-0-555">555</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-516" name="__codelineno-0-516"></a><span class="k">def</span><span class="w"> </span><span class="nf">calculate_volume_by_margin</span><span class="p">(</span>
|
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<a id="__codelineno-0-517" name="__codelineno-0-517"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
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<a id="__codelineno-0-518" name="__codelineno-0-518"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
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<a id="__codelineno-0-519" name="__codelineno-0-519"></a> <span class="n">available_margin</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
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<a id="__codelineno-0-520" name="__codelineno-0-520"></a> <span class="n">order_side</span><span class="p">:</span> <span class="n">OrderSide</span><span class="p">,</span>
|
|
<a id="__codelineno-0-521" name="__codelineno-0-521"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span><span class="p">:</span>
|
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<a id="__codelineno-0-522" name="__codelineno-0-522"></a><span class="w"> </span><span class="sd">"""Calculate max normalized volume affordable for one side.</span>
|
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<a id="__codelineno-0-523" name="__codelineno-0-523"></a>
|
|
<a id="__codelineno-0-524" name="__codelineno-0-524"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-525" name="__codelineno-0-525"></a><span class="sd"> Affordable volume rounded down to symbol volume constraints.</span>
|
|
<a id="__codelineno-0-526" name="__codelineno-0-526"></a>
|
|
<a id="__codelineno-0-527" name="__codelineno-0-527"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-528" name="__codelineno-0-528"></a><span class="sd"> Mt5TradingError: If symbol volume constraints or tick data are invalid.</span>
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|
<a id="__codelineno-0-529" name="__codelineno-0-529"></a><span class="sd"> """</span>
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<a id="__codelineno-0-530" name="__codelineno-0-530"></a> <span class="k">if</span> <span class="n">available_margin</span> <span class="o"><=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-531" name="__codelineno-0-531"></a> <span class="k">return</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-532" name="__codelineno-0-532"></a> <span class="n">symbol_info</span> <span class="o">=</span> <span class="n">get_symbol_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-533" name="__codelineno-0-533"></a> <span class="n">volume_min</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">symbol_info</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"volume_min"</span><span class="p">)</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">)</span>
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<a id="__codelineno-0-534" name="__codelineno-0-534"></a> <span class="n">volume_max</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">symbol_info</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"volume_max"</span><span class="p">)</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">)</span>
|
|
<a id="__codelineno-0-535" name="__codelineno-0-535"></a> <span class="n">volume_step</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">symbol_info</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"volume_step"</span><span class="p">)</span> <span class="ow">or</span> <span class="n">volume_min</span> <span class="ow">or</span> <span class="mf">0.0</span><span class="p">)</span>
|
|
<a id="__codelineno-0-536" name="__codelineno-0-536"></a> <span class="k">if</span> <span class="n">volume_min</span> <span class="o"><=</span> <span class="mi">0</span> <span class="ow">or</span> <span class="n">volume_step</span> <span class="o"><=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-537" name="__codelineno-0-537"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Invalid volume constraints for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-538" name="__codelineno-0-538"></a> <span class="k">raise</span> <span class="n">Mt5TradingError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-539" name="__codelineno-0-539"></a> <span class="n">side</span> <span class="o">=</span> <span class="n">_normalize_order_side</span><span class="p">(</span><span class="n">order_side</span><span class="p">)</span>
|
|
<a id="__codelineno-0-540" name="__codelineno-0-540"></a> <span class="n">tick</span> <span class="o">=</span> <span class="n">get_tick_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-541" name="__codelineno-0-541"></a> <span class="n">price</span> <span class="o">=</span> <span class="n">tick</span><span class="p">[</span><span class="s2">"ask"</span><span class="p">]</span> <span class="k">if</span> <span class="n">side</span> <span class="o">==</span> <span class="s2">"BUY"</span> <span class="k">else</span> <span class="n">tick</span><span class="p">[</span><span class="s2">"bid"</span><span class="p">]</span>
|
|
<a id="__codelineno-0-542" name="__codelineno-0-542"></a> <span class="k">if</span> <span class="ow">not</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">price</span><span class="p">,</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">float</span><span class="p">)</span> <span class="ow">or</span> <span class="n">price</span> <span class="o"><=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-543" name="__codelineno-0-543"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Tick price is unavailable for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-544" name="__codelineno-0-544"></a> <span class="k">raise</span> <span class="n">Mt5TradingError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-545" name="__codelineno-0-545"></a> <span class="n">order_type</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-546" name="__codelineno-0-546"></a> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">ORDER_TYPE_BUY</span> <span class="k">if</span> <span class="n">side</span> <span class="o">==</span> <span class="s2">"BUY"</span> <span class="k">else</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">ORDER_TYPE_SELL</span>
|
|
<a id="__codelineno-0-547" name="__codelineno-0-547"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-548" name="__codelineno-0-548"></a> <span class="n">min_margin</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">client</span><span class="o">.</span><span class="n">order_calc_margin</span><span class="p">(</span><span class="n">order_type</span><span class="p">,</span> <span class="n">symbol</span><span class="p">,</span> <span class="n">volume_min</span><span class="p">,</span> <span class="n">price</span><span class="p">))</span>
|
|
<a id="__codelineno-0-549" name="__codelineno-0-549"></a> <span class="k">if</span> <span class="n">min_margin</span> <span class="o"><=</span> <span class="mi">0</span> <span class="ow">or</span> <span class="n">min_margin</span> <span class="o">></span> <span class="n">available_margin</span><span class="p">:</span>
|
|
<a id="__codelineno-0-550" name="__codelineno-0-550"></a> <span class="k">return</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-551" name="__codelineno-0-551"></a> <span class="n">raw_volume</span> <span class="o">=</span> <span class="n">available_margin</span> <span class="o">/</span> <span class="n">min_margin</span> <span class="o">*</span> <span class="n">volume_min</span>
|
|
<a id="__codelineno-0-552" name="__codelineno-0-552"></a> <span class="n">capped</span> <span class="o">=</span> <span class="nb">min</span><span class="p">(</span><span class="n">raw_volume</span><span class="p">,</span> <span class="n">volume_max</span><span class="p">)</span> <span class="k">if</span> <span class="n">volume_max</span> <span class="o">></span> <span class="mi">0</span> <span class="k">else</span> <span class="n">raw_volume</span>
|
|
<a id="__codelineno-0-553" name="__codelineno-0-553"></a> <span class="n">steps</span> <span class="o">=</span> <span class="n">floor</span><span class="p">(((</span><span class="n">capped</span> <span class="o">-</span> <span class="n">volume_min</span><span class="p">)</span> <span class="o">/</span> <span class="n">volume_step</span><span class="p">)</span> <span class="o">+</span> <span class="mf">1e-12</span><span class="p">)</span>
|
|
<a id="__codelineno-0-554" name="__codelineno-0-554"></a> <span class="n">normalized</span> <span class="o">=</span> <span class="n">volume_min</span> <span class="o">+</span> <span class="nb">max</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span> <span class="n">steps</span><span class="p">)</span> <span class="o">*</span> <span class="n">volume_step</span>
|
|
<a id="__codelineno-0-555" name="__codelineno-0-555"></a> <span class="k">return</span> <span class="nb">round</span><span class="p">(</span><span class="n">normalized</span><span class="p">,</span> <span class="mi">10</span><span class="p">)</span> <span class="k">if</span> <span class="n">normalized</span> <span class="o">>=</span> <span class="n">volume_min</span> <span class="k">else</span> <span class="mf">0.0</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
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|
|
<div class="doc doc-object doc-function">
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|
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|
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<h3 id="mt5cli.trading.close_open_positions" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">close_open_positions</span>
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<a href="#mt5cli.trading.close_open_positions" 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">close_open_positions</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">tickets</span><span class="p">:</span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><span title="int">int</span></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">dry_run</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">,</span> <span class="n"><span title="object">object</span></span><span class="p">]]</span>
|
|
</code></pre></div>
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|
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<div class="doc doc-contents ">
|
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|
|
<p>Close matching open positions.</p>
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|
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|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
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<tbody>
|
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<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="list">list</span>[<span title="dict">dict</span>[<span title="str">str</span>, <span title="object">object</span>]]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Normalized execution results for matching positions.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
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|
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<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-728">728</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-729">729</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-730">730</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-731">731</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-732">732</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-733">733</a></span>
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<span class="normal"><a href="#__codelineno-0-734">734</a></span>
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<span class="normal"><a href="#__codelineno-0-735">735</a></span>
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|
<span class="normal"><a href="#__codelineno-0-736">736</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-737">737</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-738">738</a></span>
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<span class="normal"><a href="#__codelineno-0-739">739</a></span>
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<span class="normal"><a href="#__codelineno-0-740">740</a></span>
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<span class="normal"><a href="#__codelineno-0-741">741</a></span>
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<span class="normal"><a href="#__codelineno-0-742">742</a></span>
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<span class="normal"><a href="#__codelineno-0-743">743</a></span>
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<span class="normal"><a href="#__codelineno-0-744">744</a></span>
|
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<span class="normal"><a href="#__codelineno-0-745">745</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-746">746</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-747">747</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-748">748</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-749">749</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-750">750</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-751">751</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-752">752</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-753">753</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-754">754</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-755">755</a></span>
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<span class="normal"><a href="#__codelineno-0-756">756</a></span>
|
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<span class="normal"><a href="#__codelineno-0-757">757</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-758">758</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-728" name="__codelineno-0-728"></a><span class="k">def</span><span class="w"> </span><span class="nf">close_open_positions</span><span class="p">(</span>
|
|
<a id="__codelineno-0-729" name="__codelineno-0-729"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-730" name="__codelineno-0-730"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-731" name="__codelineno-0-731"></a> <span class="n">symbols</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="nb">list</span><span class="p">[</span><span class="nb">str</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-732" name="__codelineno-0-732"></a> <span class="n">tickets</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="nb">int</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-733" name="__codelineno-0-733"></a> <span class="n">dry_run</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-734" name="__codelineno-0-734"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">list</span><span class="p">[</span><span class="nb">dict</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="nb">object</span><span class="p">]]:</span>
|
|
<a id="__codelineno-0-735" name="__codelineno-0-735"></a><span class="w"> </span><span class="sd">"""Close matching open positions.</span>
|
|
<a id="__codelineno-0-736" name="__codelineno-0-736"></a>
|
|
<a id="__codelineno-0-737" name="__codelineno-0-737"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-738" name="__codelineno-0-738"></a><span class="sd"> Normalized execution results for matching positions.</span>
|
|
<a id="__codelineno-0-739" name="__codelineno-0-739"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-740" name="__codelineno-0-740"></a> <span class="n">positions</span> <span class="o">=</span> <span class="n">_filter_positions</span><span class="p">(</span>
|
|
<a id="__codelineno-0-741" name="__codelineno-0-741"></a> <span class="n">get_positions_frame</span><span class="p">(</span><span class="n">client</span><span class="p">),</span>
|
|
<a id="__codelineno-0-742" name="__codelineno-0-742"></a> <span class="n">symbols</span><span class="o">=</span><span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-743" name="__codelineno-0-743"></a> <span class="n">tickets</span><span class="o">=</span><span class="n">tickets</span><span class="p">,</span>
|
|
<a id="__codelineno-0-744" name="__codelineno-0-744"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-745" name="__codelineno-0-745"></a> <span class="n">results</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="nb">dict</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="nb">object</span><span class="p">]]</span> <span class="o">=</span> <span class="p">[]</span>
|
|
<a id="__codelineno-0-746" name="__codelineno-0-746"></a> <span class="k">for</span> <span class="n">row</span> <span class="ow">in</span> <span class="n">positions</span><span class="o">.</span><span class="n">to_dict</span><span class="p">(</span><span class="s2">"records"</span><span class="p">):</span>
|
|
<a id="__codelineno-0-747" name="__codelineno-0-747"></a> <span class="n">pos_type</span> <span class="o">=</span> <span class="n">row</span><span class="p">[</span><span class="s2">"type"</span><span class="p">]</span>
|
|
<a id="__codelineno-0-748" name="__codelineno-0-748"></a> <span class="n">side</span><span class="p">:</span> <span class="n">OrderSide</span> <span class="o">=</span> <span class="s2">"SELL"</span> <span class="k">if</span> <span class="n">pos_type</span> <span class="o">==</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">POSITION_TYPE_BUY</span> <span class="k">else</span> <span class="s2">"BUY"</span>
|
|
<a id="__codelineno-0-749" name="__codelineno-0-749"></a> <span class="n">result</span> <span class="o">=</span> <span class="n">place_market_order</span><span class="p">(</span>
|
|
<a id="__codelineno-0-750" name="__codelineno-0-750"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-751" name="__codelineno-0-751"></a> <span class="n">symbol</span><span class="o">=</span><span class="nb">str</span><span class="p">(</span><span class="n">row</span><span class="p">[</span><span class="s2">"symbol"</span><span class="p">]),</span>
|
|
<a id="__codelineno-0-752" name="__codelineno-0-752"></a> <span class="n">volume</span><span class="o">=</span><span class="nb">float</span><span class="p">(</span><span class="n">row</span><span class="p">[</span><span class="s2">"volume"</span><span class="p">]),</span>
|
|
<a id="__codelineno-0-753" name="__codelineno-0-753"></a> <span class="n">order_side</span><span class="o">=</span><span class="n">side</span><span class="p">,</span>
|
|
<a id="__codelineno-0-754" name="__codelineno-0-754"></a> <span class="n">position</span><span class="o">=</span><span class="nb">int</span><span class="p">(</span><span class="n">row</span><span class="p">[</span><span class="s2">"ticket"</span><span class="p">]),</span>
|
|
<a id="__codelineno-0-755" name="__codelineno-0-755"></a> <span class="n">dry_run</span><span class="o">=</span><span class="n">dry_run</span><span class="p">,</span>
|
|
<a id="__codelineno-0-756" name="__codelineno-0-756"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-757" name="__codelineno-0-757"></a> <span class="n">results</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">result</span><span class="p">)</span>
|
|
<a id="__codelineno-0-758" name="__codelineno-0-758"></a> <span class="k">return</span> <span class="n">results</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.create_trading_client" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">create_trading_client</span>
|
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|
|
|
|
<a href="#mt5cli.trading.create_trading_client" class="headerlink" title="Permanent link">¶</a></h3>
|
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">create_trading_client</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">config</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5Config">Mt5Config</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">login</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">password</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">server</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">path</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">timeout</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="n">retry_count</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">=</span> <span class="mi">0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return an initialized and logged-in trading client.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-270">270</a></span>
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<span class="normal"><a href="#__codelineno-0-289">289</a></span>
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<span class="normal"><a href="#__codelineno-0-291">291</a></span>
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<span class="normal"><a href="#__codelineno-0-293">293</a></span>
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<span class="normal"><a href="#__codelineno-0-295">295</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-270" name="__codelineno-0-270"></a><span class="k">def</span><span class="w"> </span><span class="nf">create_trading_client</span><span class="p">(</span>
|
|
<a id="__codelineno-0-271" name="__codelineno-0-271"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-272" name="__codelineno-0-272"></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-0-273" name="__codelineno-0-273"></a> <span class="n">login</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-274" name="__codelineno-0-274"></a> <span class="n">password</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-275" name="__codelineno-0-275"></a> <span class="n">server</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-276" name="__codelineno-0-276"></a> <span class="n">path</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-277" name="__codelineno-0-277"></a> <span class="n">timeout</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-278" name="__codelineno-0-278"></a> <span class="n">retry_count</span><span class="p">:</span> <span class="nb">int</span> <span class="o">=</span> <span class="mi">0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-279" name="__codelineno-0-279"></a><span class="p">)</span> <span class="o">-></span> <span class="n">Mt5TradingClient</span><span class="p">:</span>
|
|
<a id="__codelineno-0-280" name="__codelineno-0-280"></a><span class="w"> </span><span class="sd">"""Return an initialized and logged-in trading client."""</span>
|
|
<a id="__codelineno-0-281" name="__codelineno-0-281"></a> <span class="n">mt5_config</span> <span class="o">=</span> <span class="n">_resolve_config</span><span class="p">(</span>
|
|
<a id="__codelineno-0-282" name="__codelineno-0-282"></a> <span class="n">config</span><span class="o">=</span><span class="n">config</span><span class="p">,</span>
|
|
<a id="__codelineno-0-283" name="__codelineno-0-283"></a> <span class="n">login</span><span class="o">=</span><span class="n">login</span><span class="p">,</span>
|
|
<a id="__codelineno-0-284" name="__codelineno-0-284"></a> <span class="n">password</span><span class="o">=</span><span class="n">password</span><span class="p">,</span>
|
|
<a id="__codelineno-0-285" name="__codelineno-0-285"></a> <span class="n">server</span><span class="o">=</span><span class="n">server</span><span class="p">,</span>
|
|
<a id="__codelineno-0-286" name="__codelineno-0-286"></a> <span class="n">path</span><span class="o">=</span><span class="n">path</span><span class="p">,</span>
|
|
<a id="__codelineno-0-287" name="__codelineno-0-287"></a> <span class="n">timeout</span><span class="o">=</span><span class="n">timeout</span><span class="p">,</span>
|
|
<a id="__codelineno-0-288" name="__codelineno-0-288"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-289" name="__codelineno-0-289"></a> <span class="n">client</span> <span class="o">=</span> <span class="n">Mt5TradingClient</span><span class="p">(</span><span class="n">config</span><span class="o">=</span><span class="n">mt5_config</span><span class="p">,</span> <span class="n">retry_count</span><span class="o">=</span><span class="n">retry_count</span><span class="p">)</span>
|
|
<a id="__codelineno-0-290" name="__codelineno-0-290"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-291" name="__codelineno-0-291"></a> <span class="n">client</span><span class="o">.</span><span class="n">initialize_and_login_mt5</span><span class="p">()</span>
|
|
<a id="__codelineno-0-292" name="__codelineno-0-292"></a> <span class="k">except</span> <span class="ne">Exception</span><span class="p">:</span>
|
|
<a id="__codelineno-0-293" name="__codelineno-0-293"></a> <span class="n">client</span><span class="o">.</span><span class="n">shutdown</span><span class="p">()</span>
|
|
<a id="__codelineno-0-294" name="__codelineno-0-294"></a> <span class="k">raise</span>
|
|
<a id="__codelineno-0-295" name="__codelineno-0-295"></a> <span class="k">return</span> <span class="n">client</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.detect_position_side" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">detect_position_side</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.detect_position_side" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">detect_position_side</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><a class="autorefs autorefs-internal" title="PositionSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.PositionSide)" href="#mt5cli.trading.PositionSide">PositionSide</a></span> <span class="o">|</span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Detect the net open position side for a symbol.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>client</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Connected <code>Mt5TradingClient</code> instance.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>symbol</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Symbol to inspect.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="PositionSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.PositionSide)" href="#mt5cli.trading.PositionSide">PositionSide</a> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p><code>"long"</code> when there are buy positions and no sell positions,</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="PositionSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.PositionSide)" href="#mt5cli.trading.PositionSide">PositionSide</a> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p><code>"short"</code> when there are sell positions and no buy positions, or</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="PositionSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.PositionSide)" href="#mt5cli.trading.PositionSide">PositionSide</a> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p><code>None</code> when no positions or mixed exposure exists.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
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<summary>Source code in <code>mt5cli/trading.py</code></summary>
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<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-298">298</a></span>
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<span class="normal"><a href="#__codelineno-0-325">325</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-298" name="__codelineno-0-298"></a><span class="k">def</span><span class="w"> </span><span class="nf">detect_position_side</span><span class="p">(</span>
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<a id="__codelineno-0-299" name="__codelineno-0-299"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
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<a id="__codelineno-0-300" name="__codelineno-0-300"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
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<a id="__codelineno-0-301" name="__codelineno-0-301"></a><span class="p">)</span> <span class="o">-></span> <span class="n">PositionSide</span> <span class="o">|</span> <span class="kc">None</span><span class="p">:</span>
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<a id="__codelineno-0-302" name="__codelineno-0-302"></a><span class="w"> </span><span class="sd">"""Detect the net open position side for a symbol.</span>
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<a id="__codelineno-0-303" name="__codelineno-0-303"></a>
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<a id="__codelineno-0-304" name="__codelineno-0-304"></a><span class="sd"> Args:</span>
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<a id="__codelineno-0-305" name="__codelineno-0-305"></a><span class="sd"> client: Connected ``Mt5TradingClient`` instance.</span>
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<a id="__codelineno-0-306" name="__codelineno-0-306"></a><span class="sd"> symbol: Symbol to inspect.</span>
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<a id="__codelineno-0-307" name="__codelineno-0-307"></a>
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<a id="__codelineno-0-308" name="__codelineno-0-308"></a><span class="sd"> Returns:</span>
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<a id="__codelineno-0-309" name="__codelineno-0-309"></a><span class="sd"> ``"long"`` when there are buy positions and no sell positions,</span>
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<a id="__codelineno-0-310" name="__codelineno-0-310"></a><span class="sd"> ``"short"`` when there are sell positions and no buy positions, or</span>
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<a id="__codelineno-0-311" name="__codelineno-0-311"></a><span class="sd"> ``None`` when no positions or mixed exposure exists.</span>
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<a id="__codelineno-0-312" name="__codelineno-0-312"></a><span class="sd"> """</span>
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<a id="__codelineno-0-313" name="__codelineno-0-313"></a> <span class="n">positions</span> <span class="o">=</span> <span class="n">get_positions_frame</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">)</span>
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<a id="__codelineno-0-314" name="__codelineno-0-314"></a> <span class="k">if</span> <span class="n">positions</span><span class="o">.</span><span class="n">empty</span><span class="p">:</span>
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<a id="__codelineno-0-315" name="__codelineno-0-315"></a> <span class="k">return</span> <span class="kc">None</span>
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<a id="__codelineno-0-316" name="__codelineno-0-316"></a>
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<a id="__codelineno-0-317" name="__codelineno-0-317"></a> <span class="n">buy_type</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">POSITION_TYPE_BUY</span>
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<a id="__codelineno-0-318" name="__codelineno-0-318"></a> <span class="n">sell_type</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">POSITION_TYPE_SELL</span>
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<a id="__codelineno-0-319" name="__codelineno-0-319"></a> <span class="n">buy_volume</span> <span class="o">=</span> <span class="n">_sum_position_volume</span><span class="p">(</span><span class="n">positions</span><span class="p">,</span> <span class="n">buy_type</span><span class="p">)</span>
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<a id="__codelineno-0-320" name="__codelineno-0-320"></a> <span class="n">sell_volume</span> <span class="o">=</span> <span class="n">_sum_position_volume</span><span class="p">(</span><span class="n">positions</span><span class="p">,</span> <span class="n">sell_type</span><span class="p">)</span>
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<a id="__codelineno-0-321" name="__codelineno-0-321"></a> <span class="k">if</span> <span class="n">buy_volume</span> <span class="o">></span> <span class="mi">0</span> <span class="ow">and</span> <span class="n">sell_volume</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span>
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<a id="__codelineno-0-322" name="__codelineno-0-322"></a> <span class="k">return</span> <span class="s2">"long"</span>
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<a id="__codelineno-0-323" name="__codelineno-0-323"></a> <span class="k">if</span> <span class="n">sell_volume</span> <span class="o">></span> <span class="mi">0</span> <span class="ow">and</span> <span class="n">buy_volume</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span>
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<a id="__codelineno-0-324" name="__codelineno-0-324"></a> <span class="k">return</span> <span class="s2">"short"</span>
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<a id="__codelineno-0-325" name="__codelineno-0-325"></a> <span class="k">return</span> <span class="kc">None</span>
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</code></pre></div></td></tr></table></div>
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</details>
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</div>
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</div>
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<div class="doc doc-object doc-function">
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<h3 id="mt5cli.trading.determine_order_limits" class="doc doc-heading">
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<span class="doc doc-object-name doc-function-name">determine_order_limits</span>
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<a href="#mt5cli.trading.determine_order_limits" 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">determine_order_limits</span><span class="p">(</span>
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<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span>
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<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
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<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">side</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="PositionSide
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module-attribute
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(mt5cli.trading.PositionSide)" href="#mt5cli.trading.PositionSide">PositionSide</a></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
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<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">stop_loss_limit_ratio</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
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<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">take_profit_limit_ratio</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
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<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">,</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="kc">None</span><span class="p">]</span>
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</code></pre></div>
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<div class="doc doc-contents ">
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<p>Derive entry and protective order prices from current market quotes.</p>
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<p><span class="doc-section-title">Parameters:</span></p>
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<table>
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<thead>
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<tr>
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<th>Name</th>
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<th>Type</th>
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<th>Description</th>
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<th>Default</th>
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</tr>
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</thead>
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<tbody>
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<tr class="doc-section-item">
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<td>
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<code>client</code>
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</td>
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<td>
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<code><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></code>
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</td>
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<td>
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<div class="doc-md-description">
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<p>Connected <code>Mt5TradingClient</code> instance.</p>
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</div>
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</td>
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<td>
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<em>required</em>
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</td>
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</tr>
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<tr class="doc-section-item">
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<td>
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<code>symbol</code>
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</td>
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<td>
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<code><span title="str">str</span></code>
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</td>
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<td>
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<div class="doc-md-description">
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<p>Symbol used for the quote lookup.</p>
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</div>
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</td>
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<td>
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<em>required</em>
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</td>
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</tr>
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<tr class="doc-section-item">
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<td>
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<code>side</code>
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</td>
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<td>
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<code><a class="autorefs autorefs-internal" title="PositionSide
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module-attribute
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(mt5cli.trading.PositionSide)" href="#mt5cli.trading.PositionSide">PositionSide</a> | <span title="str">str</span></code>
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</td>
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<td>
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<div class="doc-md-description">
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<p>Position side as <code>"long"</code>/<code>"short"</code> (<code>"buy"</code>/<code>"sell"</code>
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aliases are accepted).</p>
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</div>
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</td>
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<td>
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<em>required</em>
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</td>
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</tr>
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<tr class="doc-section-item">
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<td>
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<code>stop_loss_limit_ratio</code>
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</td>
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<td>
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<code><span title="float">float</span> | None</code>
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</td>
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<td>
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<div class="doc-md-description">
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<p>Relative distance from entry for stop loss in
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<code>[0, 1)</code>. A value of <code>0</code> omits the stop loss.</p>
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</div>
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</td>
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<td>
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<code>None</code>
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</td>
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</tr>
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<tr class="doc-section-item">
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<td>
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<code>take_profit_limit_ratio</code>
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</td>
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<td>
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<code><span title="float">float</span> | None</code>
|
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</td>
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<td>
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<div class="doc-md-description">
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<p>Relative distance from entry for take profit in
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<code>[0, 1)</code>. A value of <code>0</code> omits the take profit.</p>
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</div>
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</td>
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<td>
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<code>None</code>
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</td>
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</tr>
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</tbody>
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</table>
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<p><span class="doc-section-title">Returns:</span></p>
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<table>
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<thead>
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<tr>
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<th>Type</th>
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<th>Description</th>
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</tr>
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</thead>
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<tbody>
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<tr class="doc-section-item">
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<td>
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<code><span title="dict">dict</span>[<span title="str">str</span>, <span title="float">float</span> | None]</code>
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</td>
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<td>
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<div class="doc-md-description">
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<p>Dictionary with <code>entry</code>, <code>stop_loss</code>, and <code>take_profit</code> keys.</p>
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</div>
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</td>
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</tr>
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<tr class="doc-section-item">
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<td>
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<code><span title="dict">dict</span>[<span title="str">str</span>, <span title="float">float</span> | None]</code>
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</td>
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<td>
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<div class="doc-md-description">
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<p>Omitted protective levels are returned as <code>None</code>.</p>
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</div>
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</td>
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</tr>
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</tbody>
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</table>
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<p><span class="doc-section-title">Raises:</span></p>
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<table>
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<thead>
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<tr>
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<th>Type</th>
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<th>Description</th>
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</tr>
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</thead>
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<tbody>
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<tr class="doc-section-item">
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<td>
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<code><span title="pdmt5.Mt5TradingError">Mt5TradingError</span></code>
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</td>
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<td>
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<div class="doc-md-description">
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<p>If required tick data is invalid.</p>
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</div>
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</td>
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</tr>
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</tbody>
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</table>
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<details class="mkdocstrings-source">
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<summary>Source code in <code>mt5cli/trading.py</code></summary>
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<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-558">558</a></span>
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<span class="normal"><a href="#__codelineno-0-602">602</a></span>
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<span class="normal"><a href="#__codelineno-0-603">603</a></span>
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<span class="normal"><a href="#__codelineno-0-604">604</a></span>
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<span class="normal"><a href="#__codelineno-0-605">605</a></span>
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<span class="normal"><a href="#__codelineno-0-606">606</a></span>
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<span class="normal"><a href="#__codelineno-0-607">607</a></span>
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<span class="normal"><a href="#__codelineno-0-608">608</a></span>
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<span class="normal"><a href="#__codelineno-0-609">609</a></span>
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<span class="normal"><a href="#__codelineno-0-610">610</a></span>
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<span class="normal"><a href="#__codelineno-0-611">611</a></span>
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<span class="normal"><a href="#__codelineno-0-612">612</a></span>
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<span class="normal"><a href="#__codelineno-0-613">613</a></span>
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<span class="normal"><a href="#__codelineno-0-614">614</a></span>
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<span class="normal"><a href="#__codelineno-0-615">615</a></span>
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<span class="normal"><a href="#__codelineno-0-616">616</a></span>
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<span class="normal"><a href="#__codelineno-0-617">617</a></span>
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<span class="normal"><a href="#__codelineno-0-618">618</a></span>
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<span class="normal"><a href="#__codelineno-0-619">619</a></span>
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<span class="normal"><a href="#__codelineno-0-620">620</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-558" name="__codelineno-0-558"></a><span class="k">def</span><span class="w"> </span><span class="nf">determine_order_limits</span><span class="p">(</span>
|
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<a id="__codelineno-0-559" name="__codelineno-0-559"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
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<a id="__codelineno-0-560" name="__codelineno-0-560"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
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<a id="__codelineno-0-561" name="__codelineno-0-561"></a> <span class="n">side</span><span class="p">:</span> <span class="n">PositionSide</span> <span class="o">|</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-562" name="__codelineno-0-562"></a> <span class="n">stop_loss_limit_ratio</span><span class="p">:</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
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<a id="__codelineno-0-563" name="__codelineno-0-563"></a> <span class="n">take_profit_limit_ratio</span><span class="p">:</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-564" name="__codelineno-0-564"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">dict</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span><span class="p">]:</span>
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<a id="__codelineno-0-565" name="__codelineno-0-565"></a><span class="w"> </span><span class="sd">"""Derive entry and protective order prices from current market quotes.</span>
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<a id="__codelineno-0-566" name="__codelineno-0-566"></a>
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<a id="__codelineno-0-567" name="__codelineno-0-567"></a><span class="sd"> Args:</span>
|
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<a id="__codelineno-0-568" name="__codelineno-0-568"></a><span class="sd"> client: Connected ``Mt5TradingClient`` instance.</span>
|
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<a id="__codelineno-0-569" name="__codelineno-0-569"></a><span class="sd"> symbol: Symbol used for the quote lookup.</span>
|
|
<a id="__codelineno-0-570" name="__codelineno-0-570"></a><span class="sd"> side: Position side as ``"long"``/``"short"`` (``"buy"``/``"sell"``</span>
|
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<a id="__codelineno-0-571" name="__codelineno-0-571"></a><span class="sd"> aliases are accepted).</span>
|
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<a id="__codelineno-0-572" name="__codelineno-0-572"></a><span class="sd"> stop_loss_limit_ratio: Relative distance from entry for stop loss in</span>
|
|
<a id="__codelineno-0-573" name="__codelineno-0-573"></a><span class="sd"> ``[0, 1)``. A value of ``0`` omits the stop loss.</span>
|
|
<a id="__codelineno-0-574" name="__codelineno-0-574"></a><span class="sd"> take_profit_limit_ratio: Relative distance from entry for take profit in</span>
|
|
<a id="__codelineno-0-575" name="__codelineno-0-575"></a><span class="sd"> ``[0, 1)``. A value of ``0`` omits the take profit.</span>
|
|
<a id="__codelineno-0-576" name="__codelineno-0-576"></a>
|
|
<a id="__codelineno-0-577" name="__codelineno-0-577"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-578" name="__codelineno-0-578"></a><span class="sd"> Dictionary with ``entry``, ``stop_loss``, and ``take_profit`` keys.</span>
|
|
<a id="__codelineno-0-579" name="__codelineno-0-579"></a><span class="sd"> Omitted protective levels are returned as ``None``.</span>
|
|
<a id="__codelineno-0-580" name="__codelineno-0-580"></a>
|
|
<a id="__codelineno-0-581" name="__codelineno-0-581"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-582" name="__codelineno-0-582"></a><span class="sd"> Mt5TradingError: If required tick data is invalid.</span>
|
|
<a id="__codelineno-0-583" name="__codelineno-0-583"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-584" name="__codelineno-0-584"></a> <span class="n">stop_loss_ratio</span> <span class="o">=</span> <span class="n">stop_loss_limit_ratio</span> <span class="ow">or</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-585" name="__codelineno-0-585"></a> <span class="n">take_profit_ratio</span> <span class="o">=</span> <span class="n">take_profit_limit_ratio</span> <span class="ow">or</span> <span class="mf">0.0</span>
|
|
<a id="__codelineno-0-586" name="__codelineno-0-586"></a> <span class="n">_require_protective_ratio</span><span class="p">(</span><span class="n">stop_loss_ratio</span><span class="p">,</span> <span class="s2">"stop_loss_limit_ratio"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-587" name="__codelineno-0-587"></a> <span class="n">_require_protective_ratio</span><span class="p">(</span><span class="n">take_profit_ratio</span><span class="p">,</span> <span class="s2">"take_profit_limit_ratio"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-588" name="__codelineno-0-588"></a> <span class="n">normalized_side</span> <span class="o">=</span> <span class="n">_position_side_from_order_side</span><span class="p">(</span><span class="n">side</span><span class="p">)</span>
|
|
<a id="__codelineno-0-589" name="__codelineno-0-589"></a> <span class="n">tick</span> <span class="o">=</span> <span class="n">get_tick_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-590" name="__codelineno-0-590"></a> <span class="n">entry_value</span> <span class="o">=</span> <span class="n">tick</span><span class="p">[</span><span class="s2">"ask"</span><span class="p">]</span> <span class="k">if</span> <span class="n">normalized_side</span> <span class="o">==</span> <span class="s2">"long"</span> <span class="k">else</span> <span class="n">tick</span><span class="p">[</span><span class="s2">"bid"</span><span class="p">]</span>
|
|
<a id="__codelineno-0-591" name="__codelineno-0-591"></a> <span class="k">if</span> <span class="ow">not</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">entry_value</span><span class="p">,</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">float</span><span class="p">):</span>
|
|
<a id="__codelineno-0-592" name="__codelineno-0-592"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Tick price is unavailable for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-593" name="__codelineno-0-593"></a> <span class="k">raise</span> <span class="n">Mt5TradingError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-594" name="__codelineno-0-594"></a> <span class="n">entry</span> <span class="o">=</span> <span class="nb">float</span><span class="p">(</span><span class="n">entry_value</span><span class="p">)</span>
|
|
<a id="__codelineno-0-595" name="__codelineno-0-595"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-596" name="__codelineno-0-596"></a> <span class="n">digits</span> <span class="o">=</span> <span class="nb">int</span><span class="p">(</span><span class="n">get_symbol_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"digits"</span><span class="p">)</span> <span class="ow">or</span> <span class="mi">8</span><span class="p">)</span>
|
|
<a id="__codelineno-0-597" name="__codelineno-0-597"></a> <span class="k">except</span> <span class="ne">AttributeError</span><span class="p">:</span>
|
|
<a id="__codelineno-0-598" name="__codelineno-0-598"></a> <span class="n">digits</span> <span class="o">=</span> <span class="mi">8</span>
|
|
<a id="__codelineno-0-599" name="__codelineno-0-599"></a>
|
|
<a id="__codelineno-0-600" name="__codelineno-0-600"></a> <span class="n">stop_loss</span><span class="p">:</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-601" name="__codelineno-0-601"></a> <span class="k">if</span> <span class="n">stop_loss_ratio</span> <span class="o">></span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-602" name="__codelineno-0-602"></a> <span class="k">if</span> <span class="n">normalized_side</span> <span class="o">==</span> <span class="s2">"long"</span><span class="p">:</span>
|
|
<a id="__codelineno-0-603" name="__codelineno-0-603"></a> <span class="n">stop_loss</span> <span class="o">=</span> <span class="n">entry</span> <span class="o">*</span> <span class="p">(</span><span class="mf">1.0</span> <span class="o">-</span> <span class="n">stop_loss_ratio</span><span class="p">)</span>
|
|
<a id="__codelineno-0-604" name="__codelineno-0-604"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-605" name="__codelineno-0-605"></a> <span class="n">stop_loss</span> <span class="o">=</span> <span class="n">entry</span> <span class="o">*</span> <span class="p">(</span><span class="mf">1.0</span> <span class="o">+</span> <span class="n">stop_loss_ratio</span><span class="p">)</span>
|
|
<a id="__codelineno-0-606" name="__codelineno-0-606"></a> <span class="n">stop_loss</span> <span class="o">=</span> <span class="nb">round</span><span class="p">(</span><span class="n">stop_loss</span><span class="p">,</span> <span class="n">digits</span><span class="p">)</span>
|
|
<a id="__codelineno-0-607" name="__codelineno-0-607"></a>
|
|
<a id="__codelineno-0-608" name="__codelineno-0-608"></a> <span class="n">take_profit</span><span class="p">:</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-609" name="__codelineno-0-609"></a> <span class="k">if</span> <span class="n">take_profit_ratio</span> <span class="o">></span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-610" name="__codelineno-0-610"></a> <span class="k">if</span> <span class="n">normalized_side</span> <span class="o">==</span> <span class="s2">"long"</span><span class="p">:</span>
|
|
<a id="__codelineno-0-611" name="__codelineno-0-611"></a> <span class="n">take_profit</span> <span class="o">=</span> <span class="n">entry</span> <span class="o">*</span> <span class="p">(</span><span class="mf">1.0</span> <span class="o">+</span> <span class="n">take_profit_ratio</span><span class="p">)</span>
|
|
<a id="__codelineno-0-612" name="__codelineno-0-612"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-613" name="__codelineno-0-613"></a> <span class="n">take_profit</span> <span class="o">=</span> <span class="n">entry</span> <span class="o">*</span> <span class="p">(</span><span class="mf">1.0</span> <span class="o">-</span> <span class="n">take_profit_ratio</span><span class="p">)</span>
|
|
<a id="__codelineno-0-614" name="__codelineno-0-614"></a> <span class="n">take_profit</span> <span class="o">=</span> <span class="nb">round</span><span class="p">(</span><span class="n">take_profit</span><span class="p">,</span> <span class="n">digits</span><span class="p">)</span>
|
|
<a id="__codelineno-0-615" name="__codelineno-0-615"></a>
|
|
<a id="__codelineno-0-616" name="__codelineno-0-616"></a> <span class="k">return</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-617" name="__codelineno-0-617"></a> <span class="s2">"entry"</span><span class="p">:</span> <span class="n">entry</span><span class="p">,</span>
|
|
<a id="__codelineno-0-618" name="__codelineno-0-618"></a> <span class="s2">"stop_loss"</span><span class="p">:</span> <span class="n">stop_loss</span><span class="p">,</span>
|
|
<a id="__codelineno-0-619" name="__codelineno-0-619"></a> <span class="s2">"take_profit"</span><span class="p">:</span> <span class="n">take_profit</span><span class="p">,</span>
|
|
<a id="__codelineno-0-620" name="__codelineno-0-620"></a> <span class="p">}</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.get_account_snapshot" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">get_account_snapshot</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.get_account_snapshot" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">get_account_snapshot</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">,</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return normalized account state with stable keys.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-328">328</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-329">329</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-330">330</a></span>
|
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<span class="normal"><a href="#__codelineno-0-331">331</a></span>
|
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<span class="normal"><a href="#__codelineno-0-332">332</a></span>
|
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<span class="normal"><a href="#__codelineno-0-333">333</a></span>
|
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<span class="normal"><a href="#__codelineno-0-334">334</a></span>
|
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<span class="normal"><a href="#__codelineno-0-335">335</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-336">336</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-328" name="__codelineno-0-328"></a><span class="k">def</span><span class="w"> </span><span class="nf">get_account_snapshot</span><span class="p">(</span>
|
|
<a id="__codelineno-0-329" name="__codelineno-0-329"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-330" name="__codelineno-0-330"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">dict</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="nb">float</span> <span class="o">|</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-331" name="__codelineno-0-331"></a><span class="w"> </span><span class="sd">"""Return normalized account state with stable keys."""</span>
|
|
<a id="__codelineno-0-332" name="__codelineno-0-332"></a> <span class="n">value</span> <span class="o">=</span> <span class="n">_call_snapshot_method</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"account_info_as_dict"</span><span class="p">,</span> <span class="s2">"account_info"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-333" name="__codelineno-0-333"></a> <span class="k">return</span> <span class="n">cast</span><span class="p">(</span>
|
|
<a id="__codelineno-0-334" name="__codelineno-0-334"></a> <span class="s2">"dict[str, float | int | str | None]"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-335" name="__codelineno-0-335"></a> <span class="n">_snapshot_from_value</span><span class="p">(</span><span class="n">value</span><span class="p">,</span> <span class="n">_ACCOUNT_SNAPSHOT_FIELDS</span><span class="p">),</span>
|
|
<a id="__codelineno-0-336" name="__codelineno-0-336"></a> <span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.get_positions_frame" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">get_positions_frame</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.get_positions_frame" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">get_positions_frame</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span>
|
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</code></pre></div>
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<div class="doc doc-contents ">
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<p>Return open positions as a DataFrame with stable baseline columns.</p>
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<details class="mkdocstrings-source">
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<summary>Source code in <code>mt5cli/trading.py</code></summary>
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<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-365">365</a></span>
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<span class="normal"><a href="#__codelineno-0-366">366</a></span>
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<span class="normal"><a href="#__codelineno-0-367">367</a></span>
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<span class="normal"><a href="#__codelineno-0-368">368</a></span>
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<span class="normal"><a href="#__codelineno-0-369">369</a></span>
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<span class="normal"><a href="#__codelineno-0-370">370</a></span>
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<span class="normal"><a href="#__codelineno-0-371">371</a></span>
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<span class="normal"><a href="#__codelineno-0-372">372</a></span>
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<span class="normal"><a href="#__codelineno-0-373">373</a></span>
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<span class="normal"><a href="#__codelineno-0-374">374</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-365" name="__codelineno-0-365"></a><span class="k">def</span><span class="w"> </span><span class="nf">get_positions_frame</span><span class="p">(</span>
|
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<a id="__codelineno-0-366" name="__codelineno-0-366"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
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<a id="__codelineno-0-367" name="__codelineno-0-367"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
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<a id="__codelineno-0-368" name="__codelineno-0-368"></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>
|
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<a id="__codelineno-0-369" name="__codelineno-0-369"></a><span class="w"> </span><span class="sd">"""Return open positions as a DataFrame with stable baseline columns."""</span>
|
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<a id="__codelineno-0-370" name="__codelineno-0-370"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">positions_get_as_df</span><span class="p">(</span><span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">)</span>
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<a id="__codelineno-0-371" name="__codelineno-0-371"></a> <span class="k">for</span> <span class="n">column</span> <span class="ow">in</span> <span class="n">POSITION_COLUMNS</span><span class="p">:</span>
|
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<a id="__codelineno-0-372" name="__codelineno-0-372"></a> <span class="k">if</span> <span class="n">column</span> <span class="ow">not</span> <span class="ow">in</span> <span class="n">frame</span><span class="o">.</span><span class="n">columns</span><span class="p">:</span>
|
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<a id="__codelineno-0-373" name="__codelineno-0-373"></a> <span class="n">frame</span><span class="p">[</span><span class="n">column</span><span class="p">]</span> <span class="o">=</span> <span class="n">pd</span><span class="o">.</span><span class="n">Series</span><span class="p">(</span><span class="n">dtype</span><span class="o">=</span><span class="s2">"object"</span><span class="p">)</span>
|
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<a id="__codelineno-0-374" name="__codelineno-0-374"></a> <span class="k">return</span> <span class="n">frame</span>
|
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</code></pre></div></td></tr></table></div>
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</details>
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</div>
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</div>
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<div class="doc doc-object doc-function">
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<h3 id="mt5cli.trading.get_symbol_snapshot" class="doc doc-heading">
|
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<span class="doc doc-object-name doc-function-name">get_symbol_snapshot</span>
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<a href="#mt5cli.trading.get_symbol_snapshot" class="headerlink" title="Permanent link">¶</a></h3>
|
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<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">get_symbol_snapshot</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">,</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="n"><span title="bool">bool</span></span> <span class="o">|</span> <span class="kc">None</span><span class="p">]</span>
|
|
</code></pre></div>
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<div class="doc doc-contents ">
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|
|
<p>Return normalized symbol metadata required for trading decisions.</p>
|
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|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-339">339</a></span>
|
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<span class="normal"><a href="#__codelineno-0-340">340</a></span>
|
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<span class="normal"><a href="#__codelineno-0-341">341</a></span>
|
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<span class="normal"><a href="#__codelineno-0-342">342</a></span>
|
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<span class="normal"><a href="#__codelineno-0-343">343</a></span>
|
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<span class="normal"><a href="#__codelineno-0-344">344</a></span>
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<span class="normal"><a href="#__codelineno-0-345">345</a></span>
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<span class="normal"><a href="#__codelineno-0-346">346</a></span>
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<span class="normal"><a href="#__codelineno-0-347">347</a></span>
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<span class="normal"><a href="#__codelineno-0-348">348</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-339" name="__codelineno-0-339"></a><span class="k">def</span><span class="w"> </span><span class="nf">get_symbol_snapshot</span><span class="p">(</span>
|
|
<a id="__codelineno-0-340" name="__codelineno-0-340"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-341" name="__codelineno-0-341"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-342" name="__codelineno-0-342"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">dict</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="nb">float</span> <span class="o">|</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">|</span> <span class="nb">bool</span> <span class="o">|</span> <span class="kc">None</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-343" name="__codelineno-0-343"></a><span class="w"> </span><span class="sd">"""Return normalized symbol metadata required for trading decisions."""</span>
|
|
<a id="__codelineno-0-344" name="__codelineno-0-344"></a> <span class="n">method</span> <span class="o">=</span> <span class="nb">getattr</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"symbol_info_as_dict"</span><span class="p">,</span> <span class="kc">None</span><span class="p">)</span>
|
|
<a id="__codelineno-0-345" name="__codelineno-0-345"></a> <span class="n">value</span> <span class="o">=</span> <span class="n">method</span><span class="p">(</span><span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">)</span> <span class="k">if</span> <span class="nb">callable</span><span class="p">(</span><span class="n">method</span><span class="p">)</span> <span class="k">else</span> <span class="n">client</span><span class="o">.</span><span class="n">symbol_info</span><span class="p">(</span><span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-346" name="__codelineno-0-346"></a> <span class="n">snapshot</span> <span class="o">=</span> <span class="n">_snapshot_from_value</span><span class="p">(</span><span class="n">value</span><span class="p">,</span> <span class="n">_SYMBOL_SNAPSHOT_FIELDS</span><span class="p">)</span>
|
|
<a id="__codelineno-0-347" name="__codelineno-0-347"></a> <span class="n">snapshot</span><span class="p">[</span><span class="s2">"symbol"</span><span class="p">]</span> <span class="o">=</span> <span class="n">snapshot</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"symbol"</span><span class="p">)</span> <span class="ow">or</span> <span class="n">symbol</span>
|
|
<a id="__codelineno-0-348" name="__codelineno-0-348"></a> <span class="k">return</span> <span class="n">cast</span><span class="p">(</span><span class="s2">"dict[str, float | int | str | bool | None]"</span><span class="p">,</span> <span class="n">snapshot</span><span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.get_tick_snapshot" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">get_tick_snapshot</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.get_tick_snapshot" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">get_tick_snapshot</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">,</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="kc">None</span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return normalized latest tick data, including bid, ask, and timestamp.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-351">351</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-352">352</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-353">353</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-354">354</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-355">355</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-356">356</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-357">357</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-358">358</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-359">359</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-360">360</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-361">361</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-362">362</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-351" name="__codelineno-0-351"></a><span class="k">def</span><span class="w"> </span><span class="nf">get_tick_snapshot</span><span class="p">(</span>
|
|
<a id="__codelineno-0-352" name="__codelineno-0-352"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-353" name="__codelineno-0-353"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-354" name="__codelineno-0-354"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">dict</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="nb">float</span> <span class="o">|</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-355" name="__codelineno-0-355"></a><span class="w"> </span><span class="sd">"""Return normalized latest tick data, including bid, ask, and timestamp."""</span>
|
|
<a id="__codelineno-0-356" name="__codelineno-0-356"></a> <span class="n">method</span> <span class="o">=</span> <span class="nb">getattr</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"symbol_info_tick_as_dict"</span><span class="p">,</span> <span class="kc">None</span><span class="p">)</span>
|
|
<a id="__codelineno-0-357" name="__codelineno-0-357"></a> <span class="n">value</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-358" name="__codelineno-0-358"></a> <span class="n">method</span><span class="p">(</span><span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">)</span> <span class="k">if</span> <span class="nb">callable</span><span class="p">(</span><span class="n">method</span><span class="p">)</span> <span class="k">else</span> <span class="n">client</span><span class="o">.</span><span class="n">symbol_info_tick</span><span class="p">(</span><span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-359" name="__codelineno-0-359"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-360" name="__codelineno-0-360"></a> <span class="n">snapshot</span> <span class="o">=</span> <span class="n">_snapshot_from_value</span><span class="p">(</span><span class="n">value</span><span class="p">,</span> <span class="n">_TICK_SNAPSHOT_FIELDS</span><span class="p">)</span>
|
|
<a id="__codelineno-0-361" name="__codelineno-0-361"></a> <span class="n">snapshot</span><span class="p">[</span><span class="s2">"symbol"</span><span class="p">]</span> <span class="o">=</span> <span class="n">snapshot</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"symbol"</span><span class="p">)</span> <span class="ow">or</span> <span class="n">symbol</span>
|
|
<a id="__codelineno-0-362" name="__codelineno-0-362"></a> <span class="k">return</span> <span class="n">cast</span><span class="p">(</span><span class="s2">"dict[str, float | int | None]"</span><span class="p">,</span> <span class="n">snapshot</span><span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.mt5_trading_session" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">mt5_trading_session</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.mt5_trading_session" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">mt5_trading_session</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">config</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5Config">Mt5Config</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">login</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">password</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">server</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">path</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">timeout</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="n">retry_count</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">=</span> <span class="mi">0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="collections.abc.Iterator">Iterator</span></span><span class="p">[</span><span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Open a trading-capable MT5 session and always shut down safely.</p>
|
|
<p>Launches the MetaTrader 5 terminal using <code>Mt5Config.path</code> when set,
|
|
initializes and logs in via <code>initialize_and_login_mt5()</code>, yields a
|
|
connected :class:<code>~pdmt5.Mt5TradingClient</code>, and calls <code>shutdown()</code> on
|
|
exit even when an error is raised inside the context.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>config</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="pdmt5.Mt5Config">Mt5Config</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>MT5 connection configuration. Defaults to an empty config that
|
|
attaches to a running terminal.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>login</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="int">int</span> | <span title="str">str</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional trading account login.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>password</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional trading account password.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>server</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional trading server name.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>path</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional terminal executable path.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>timeout</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="int">int</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional connection timeout in milliseconds.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>retry_count</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="int">int</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Number of initialization retries passed to
|
|
<code>Mt5TradingClient</code>.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>0</code>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Yields:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Connected <code>Mt5TradingClient</code> bound to the session.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
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|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-817">817</a></span>
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<span class="normal"><a href="#__codelineno-0-840">840</a></span>
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<span class="normal"><a href="#__codelineno-0-841">841</a></span>
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<span class="normal"><a href="#__codelineno-0-842">842</a></span>
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<span class="normal"><a href="#__codelineno-0-843">843</a></span>
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<span class="normal"><a href="#__codelineno-0-844">844</a></span>
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<span class="normal"><a href="#__codelineno-0-845">845</a></span>
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<span class="normal"><a href="#__codelineno-0-846">846</a></span>
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<span class="normal"><a href="#__codelineno-0-847">847</a></span>
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<span class="normal"><a href="#__codelineno-0-848">848</a></span>
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<span class="normal"><a href="#__codelineno-0-851">851</a></span>
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<span class="normal"><a href="#__codelineno-0-852">852</a></span>
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<span class="normal"><a href="#__codelineno-0-853">853</a></span>
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<span class="normal"><a href="#__codelineno-0-854">854</a></span>
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<span class="normal"><a href="#__codelineno-0-855">855</a></span>
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<span class="normal"><a href="#__codelineno-0-856">856</a></span>
|
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<span class="normal"><a href="#__codelineno-0-857">857</a></span>
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<span class="normal"><a href="#__codelineno-0-858">858</a></span>
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<span class="normal"><a href="#__codelineno-0-859">859</a></span>
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<span class="normal"><a href="#__codelineno-0-860">860</a></span>
|
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<span class="normal"><a href="#__codelineno-0-861">861</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-817" name="__codelineno-0-817"></a><span class="nd">@contextmanager</span>
|
|
<a id="__codelineno-0-818" name="__codelineno-0-818"></a><span class="k">def</span><span class="w"> </span><span class="nf">mt5_trading_session</span><span class="p">(</span>
|
|
<a id="__codelineno-0-819" name="__codelineno-0-819"></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-0-820" name="__codelineno-0-820"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-821" name="__codelineno-0-821"></a> <span class="n">login</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-822" name="__codelineno-0-822"></a> <span class="n">password</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-823" name="__codelineno-0-823"></a> <span class="n">server</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-824" name="__codelineno-0-824"></a> <span class="n">path</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-825" name="__codelineno-0-825"></a> <span class="n">timeout</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-826" name="__codelineno-0-826"></a> <span class="n">retry_count</span><span class="p">:</span> <span class="nb">int</span> <span class="o">=</span> <span class="mi">0</span><span class="p">,</span>
|
|
<a id="__codelineno-0-827" name="__codelineno-0-827"></a><span class="p">)</span> <span class="o">-></span> <span class="n">Iterator</span><span class="p">[</span><span class="n">Mt5TradingClient</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-828" name="__codelineno-0-828"></a><span class="w"> </span><span class="sd">"""Open a trading-capable MT5 session and always shut down safely.</span>
|
|
<a id="__codelineno-0-829" name="__codelineno-0-829"></a>
|
|
<a id="__codelineno-0-830" name="__codelineno-0-830"></a><span class="sd"> Launches the MetaTrader 5 terminal using ``Mt5Config.path`` when set,</span>
|
|
<a id="__codelineno-0-831" name="__codelineno-0-831"></a><span class="sd"> initializes and logs in via ``initialize_and_login_mt5()``, yields a</span>
|
|
<a id="__codelineno-0-832" name="__codelineno-0-832"></a><span class="sd"> connected :class:`~pdmt5.Mt5TradingClient`, and calls ``shutdown()`` on</span>
|
|
<a id="__codelineno-0-833" name="__codelineno-0-833"></a><span class="sd"> exit even when an error is raised inside the context.</span>
|
|
<a id="__codelineno-0-834" name="__codelineno-0-834"></a>
|
|
<a id="__codelineno-0-835" name="__codelineno-0-835"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-836" name="__codelineno-0-836"></a><span class="sd"> config: MT5 connection configuration. Defaults to an empty config that</span>
|
|
<a id="__codelineno-0-837" name="__codelineno-0-837"></a><span class="sd"> attaches to a running terminal.</span>
|
|
<a id="__codelineno-0-838" name="__codelineno-0-838"></a><span class="sd"> login: Optional trading account login.</span>
|
|
<a id="__codelineno-0-839" name="__codelineno-0-839"></a><span class="sd"> password: Optional trading account password.</span>
|
|
<a id="__codelineno-0-840" name="__codelineno-0-840"></a><span class="sd"> server: Optional trading server name.</span>
|
|
<a id="__codelineno-0-841" name="__codelineno-0-841"></a><span class="sd"> path: Optional terminal executable path.</span>
|
|
<a id="__codelineno-0-842" name="__codelineno-0-842"></a><span class="sd"> timeout: Optional connection timeout in milliseconds.</span>
|
|
<a id="__codelineno-0-843" name="__codelineno-0-843"></a><span class="sd"> retry_count: Number of initialization retries passed to</span>
|
|
<a id="__codelineno-0-844" name="__codelineno-0-844"></a><span class="sd"> ``Mt5TradingClient``.</span>
|
|
<a id="__codelineno-0-845" name="__codelineno-0-845"></a>
|
|
<a id="__codelineno-0-846" name="__codelineno-0-846"></a><span class="sd"> Yields:</span>
|
|
<a id="__codelineno-0-847" name="__codelineno-0-847"></a><span class="sd"> Connected ``Mt5TradingClient`` bound to the session.</span>
|
|
<a id="__codelineno-0-848" name="__codelineno-0-848"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-849" name="__codelineno-0-849"></a> <span class="n">client</span> <span class="o">=</span> <span class="n">create_trading_client</span><span class="p">(</span>
|
|
<a id="__codelineno-0-850" name="__codelineno-0-850"></a> <span class="n">config</span><span class="o">=</span><span class="n">config</span><span class="p">,</span>
|
|
<a id="__codelineno-0-851" name="__codelineno-0-851"></a> <span class="n">login</span><span class="o">=</span><span class="n">login</span><span class="p">,</span>
|
|
<a id="__codelineno-0-852" name="__codelineno-0-852"></a> <span class="n">password</span><span class="o">=</span><span class="n">password</span><span class="p">,</span>
|
|
<a id="__codelineno-0-853" name="__codelineno-0-853"></a> <span class="n">server</span><span class="o">=</span><span class="n">server</span><span class="p">,</span>
|
|
<a id="__codelineno-0-854" name="__codelineno-0-854"></a> <span class="n">path</span><span class="o">=</span><span class="n">path</span><span class="p">,</span>
|
|
<a id="__codelineno-0-855" name="__codelineno-0-855"></a> <span class="n">timeout</span><span class="o">=</span><span class="n">timeout</span><span class="p">,</span>
|
|
<a id="__codelineno-0-856" name="__codelineno-0-856"></a> <span class="n">retry_count</span><span class="o">=</span><span class="n">retry_count</span><span class="p">,</span>
|
|
<a id="__codelineno-0-857" name="__codelineno-0-857"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-858" name="__codelineno-0-858"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-859" name="__codelineno-0-859"></a> <span class="k">yield</span> <span class="n">client</span>
|
|
<a id="__codelineno-0-860" name="__codelineno-0-860"></a> <span class="k">finally</span><span class="p">:</span>
|
|
<a id="__codelineno-0-861" name="__codelineno-0-861"></a> <span class="n">client</span><span class="o">.</span><span class="n">shutdown</span><span class="p">()</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.trading.place_market_order" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">place_market_order</span>
|
|
|
|
|
|
<a href="#mt5cli.trading.place_market_order" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">place_market_order</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">volume</span><span class="p">:</span> <span class="n"><span title="float">float</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">order_side</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="OrderSide
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.OrderSide)" href="#mt5cli.trading.OrderSide">OrderSide</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">order_filling_mode</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="OrderFillingMode
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.OrderFillingMode)" href="#mt5cli.trading.OrderFillingMode">OrderFillingMode</a></span> <span class="o">=</span> <span class="s2">"IOC"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">order_time_mode</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="OrderTimeMode
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.trading.OrderTimeMode)" href="#mt5cli.trading.OrderTimeMode">OrderTimeMode</a></span> <span class="o">=</span> <span class="s2">"GTC"</span><span class="p">,</span>
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<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="n">sl</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
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<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a> <span class="n">tp</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
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<a id="__codelineno-0-11" name="__codelineno-0-11" href="#__codelineno-0-11"></a> <span class="n">position</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
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<a id="__codelineno-0-12" name="__codelineno-0-12" href="#__codelineno-0-12"></a> <span class="n">dry_run</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
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<a id="__codelineno-0-13" name="__codelineno-0-13" href="#__codelineno-0-13"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">,</span> <span class="n"><span title="object">object</span></span><span class="p">]</span>
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</code></pre></div>
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<div class="doc doc-contents ">
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<p>Place one normalized market order or return a dry-run result.</p>
|
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<p><code>pdmt5.Mt5TradingClient.order_send()</code> raises only when MT5 returns no
|
|
response. When MT5 returns a response with a known non-success retcode, this
|
|
helper returns <code>status="failed"</code> and keeps the normalized response
|
|
details for callers to inspect.</p>
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<p><span class="doc-section-title">Returns:</span></p>
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|
<table>
|
|
<thead>
|
|
<tr>
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<th>Type</th>
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<th>Description</th>
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</tr>
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</thead>
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<tbody>
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<tr class="doc-section-item">
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<td>
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<code><span title="dict">dict</span>[<span title="str">str</span>, <span title="object">object</span>]</code>
|
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</td>
|
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<td>
|
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<div class="doc-md-description">
|
|
<p>Normalized execution result containing request and response details.</p>
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|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
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|
|
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<p><span class="doc-section-title">Raises:</span></p>
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<table>
|
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<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
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</tr>
|
|
</thead>
|
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<tbody>
|
|
<tr class="doc-section-item">
|
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<td>
|
|
<code><span title="pdmt5.Mt5TradingError">Mt5TradingError</span></code>
|
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</td>
|
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<td>
|
|
<div class="doc-md-description">
|
|
<p>If volume or required tick data is invalid.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
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</tbody>
|
|
</table>
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<details class="mkdocstrings-source">
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<summary>Source code in <code>mt5cli/trading.py</code></summary>
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<span class="normal"><a href="#__codelineno-0-710">710</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-623" name="__codelineno-0-623"></a><span class="k">def</span><span class="w"> </span><span class="nf">place_market_order</span><span class="p">(</span>
|
|
<a id="__codelineno-0-624" name="__codelineno-0-624"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-625" name="__codelineno-0-625"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-626" name="__codelineno-0-626"></a> <span class="n">symbol</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="n">volume</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
|
<a id="__codelineno-0-628" name="__codelineno-0-628"></a> <span class="n">order_side</span><span class="p">:</span> <span class="n">OrderSide</span><span class="p">,</span>
|
|
<a id="__codelineno-0-629" name="__codelineno-0-629"></a> <span class="n">order_filling_mode</span><span class="p">:</span> <span class="n">OrderFillingMode</span> <span class="o">=</span> <span class="s2">"IOC"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-630" name="__codelineno-0-630"></a> <span class="n">order_time_mode</span><span class="p">:</span> <span class="n">OrderTimeMode</span> <span class="o">=</span> <span class="s2">"GTC"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-631" name="__codelineno-0-631"></a> <span class="n">sl</span><span class="p">:</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-632" name="__codelineno-0-632"></a> <span class="n">tp</span><span class="p">:</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-633" name="__codelineno-0-633"></a> <span class="n">position</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-634" name="__codelineno-0-634"></a> <span class="n">dry_run</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-635" name="__codelineno-0-635"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">dict</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="nb">object</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-636" name="__codelineno-0-636"></a><span class="w"> </span><span class="sd">"""Place one normalized market order or return a dry-run result.</span>
|
|
<a id="__codelineno-0-637" name="__codelineno-0-637"></a>
|
|
<a id="__codelineno-0-638" name="__codelineno-0-638"></a><span class="sd"> ``pdmt5.Mt5TradingClient.order_send()`` raises only when MT5 returns no</span>
|
|
<a id="__codelineno-0-639" name="__codelineno-0-639"></a><span class="sd"> response. When MT5 returns a response with a known non-success retcode, this</span>
|
|
<a id="__codelineno-0-640" name="__codelineno-0-640"></a><span class="sd"> helper returns ``status="failed"`` and keeps the normalized response</span>
|
|
<a id="__codelineno-0-641" name="__codelineno-0-641"></a><span class="sd"> details for callers to inspect.</span>
|
|
<a id="__codelineno-0-642" name="__codelineno-0-642"></a>
|
|
<a id="__codelineno-0-643" name="__codelineno-0-643"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-644" name="__codelineno-0-644"></a><span class="sd"> Normalized execution result containing request and response details.</span>
|
|
<a id="__codelineno-0-645" name="__codelineno-0-645"></a>
|
|
<a id="__codelineno-0-646" name="__codelineno-0-646"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-647" name="__codelineno-0-647"></a><span class="sd"> Mt5TradingError: If volume or required tick data is invalid.</span>
|
|
<a id="__codelineno-0-648" name="__codelineno-0-648"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-649" name="__codelineno-0-649"></a> <span class="k">if</span> <span class="n">volume</span> <span class="o"><=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-650" name="__codelineno-0-650"></a> <span class="n">msg</span> <span class="o">=</span> <span class="s2">"volume must be positive."</span>
|
|
<a id="__codelineno-0-651" name="__codelineno-0-651"></a> <span class="k">raise</span> <span class="n">Mt5TradingError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-652" name="__codelineno-0-652"></a> <span class="n">side</span> <span class="o">=</span> <span class="n">_normalize_order_side</span><span class="p">(</span><span class="n">order_side</span><span class="p">)</span>
|
|
<a id="__codelineno-0-653" name="__codelineno-0-653"></a> <span class="n">tick</span> <span class="o">=</span> <span class="n">get_tick_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-654" name="__codelineno-0-654"></a> <span class="n">price</span> <span class="o">=</span> <span class="n">tick</span><span class="p">[</span><span class="s2">"ask"</span><span class="p">]</span> <span class="k">if</span> <span class="n">side</span> <span class="o">==</span> <span class="s2">"BUY"</span> <span class="k">else</span> <span class="n">tick</span><span class="p">[</span><span class="s2">"bid"</span><span class="p">]</span>
|
|
<a id="__codelineno-0-655" name="__codelineno-0-655"></a> <span class="k">if</span> <span class="ow">not</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">price</span><span class="p">,</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">float</span><span class="p">)</span> <span class="ow">or</span> <span class="n">price</span> <span class="o"><=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-656" name="__codelineno-0-656"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Tick price is unavailable for </span><span class="si">{</span><span class="n">symbol</span><span class="si">!r}</span><span class="s2">."</span>
|
|
<a id="__codelineno-0-657" name="__codelineno-0-657"></a> <span class="k">raise</span> <span class="n">Mt5TradingError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-658" name="__codelineno-0-658"></a> <span class="n">request</span> <span class="o">=</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-659" name="__codelineno-0-659"></a> <span class="s2">"action"</span><span class="p">:</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">TRADE_ACTION_DEAL</span><span class="p">,</span>
|
|
<a id="__codelineno-0-660" name="__codelineno-0-660"></a> <span class="s2">"symbol"</span><span class="p">:</span> <span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-661" name="__codelineno-0-661"></a> <span class="s2">"volume"</span><span class="p">:</span> <span class="n">volume</span><span class="p">,</span>
|
|
<a id="__codelineno-0-662" name="__codelineno-0-662"></a> <span class="s2">"type"</span><span class="p">:</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-663" name="__codelineno-0-663"></a> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">ORDER_TYPE_BUY</span> <span class="k">if</span> <span class="n">side</span> <span class="o">==</span> <span class="s2">"BUY"</span> <span class="k">else</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">ORDER_TYPE_SELL</span>
|
|
<a id="__codelineno-0-664" name="__codelineno-0-664"></a> <span class="p">),</span>
|
|
<a id="__codelineno-0-665" name="__codelineno-0-665"></a> <span class="s2">"price"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="n">price</span><span class="p">),</span>
|
|
<a id="__codelineno-0-666" name="__codelineno-0-666"></a> <span class="s2">"type_filling"</span><span class="p">:</span> <span class="n">_resolve_mt5_constant</span><span class="p">(</span>
|
|
<a id="__codelineno-0-667" name="__codelineno-0-667"></a> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="p">,</span>
|
|
<a id="__codelineno-0-668" name="__codelineno-0-668"></a> <span class="s2">"ORDER_FILLING"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-669" name="__codelineno-0-669"></a> <span class="n">order_filling_mode</span><span class="p">,</span>
|
|
<a id="__codelineno-0-670" name="__codelineno-0-670"></a> <span class="n">_ORDER_FILLING_MODES</span><span class="p">,</span>
|
|
<a id="__codelineno-0-671" name="__codelineno-0-671"></a> <span class="p">),</span>
|
|
<a id="__codelineno-0-672" name="__codelineno-0-672"></a> <span class="s2">"type_time"</span><span class="p">:</span> <span class="n">_resolve_mt5_constant</span><span class="p">(</span>
|
|
<a id="__codelineno-0-673" name="__codelineno-0-673"></a> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="p">,</span>
|
|
<a id="__codelineno-0-674" name="__codelineno-0-674"></a> <span class="s2">"ORDER_TIME"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-675" name="__codelineno-0-675"></a> <span class="n">order_time_mode</span><span class="p">,</span>
|
|
<a id="__codelineno-0-676" name="__codelineno-0-676"></a> <span class="n">_ORDER_TIME_MODES</span><span class="p">,</span>
|
|
<a id="__codelineno-0-677" name="__codelineno-0-677"></a> <span class="p">),</span>
|
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<a id="__codelineno-0-678" name="__codelineno-0-678"></a> <span class="p">}</span>
|
|
<a id="__codelineno-0-679" name="__codelineno-0-679"></a> <span class="k">if</span> <span class="n">sl</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-680" name="__codelineno-0-680"></a> <span class="n">request</span><span class="p">[</span><span class="s2">"sl"</span><span class="p">]</span> <span class="o">=</span> <span class="n">sl</span>
|
|
<a id="__codelineno-0-681" name="__codelineno-0-681"></a> <span class="k">if</span> <span class="n">tp</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-682" name="__codelineno-0-682"></a> <span class="n">request</span><span class="p">[</span><span class="s2">"tp"</span><span class="p">]</span> <span class="o">=</span> <span class="n">tp</span>
|
|
<a id="__codelineno-0-683" name="__codelineno-0-683"></a> <span class="k">if</span> <span class="n">position</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-684" name="__codelineno-0-684"></a> <span class="n">request</span><span class="p">[</span><span class="s2">"position"</span><span class="p">]</span> <span class="o">=</span> <span class="n">position</span>
|
|
<a id="__codelineno-0-685" name="__codelineno-0-685"></a> <span class="k">if</span> <span class="n">dry_run</span><span class="p">:</span>
|
|
<a id="__codelineno-0-686" name="__codelineno-0-686"></a> <span class="k">return</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-687" name="__codelineno-0-687"></a> <span class="s2">"status"</span><span class="p">:</span> <span class="s2">"dry_run"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-688" name="__codelineno-0-688"></a> <span class="s2">"symbol"</span><span class="p">:</span> <span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-689" name="__codelineno-0-689"></a> <span class="s2">"order_side"</span><span class="p">:</span> <span class="n">side</span><span class="p">,</span>
|
|
<a id="__codelineno-0-690" name="__codelineno-0-690"></a> <span class="s2">"volume"</span><span class="p">:</span> <span class="n">volume</span><span class="p">,</span>
|
|
<a id="__codelineno-0-691" name="__codelineno-0-691"></a> <span class="s2">"retcode"</span><span class="p">:</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-692" name="__codelineno-0-692"></a> <span class="s2">"comment"</span><span class="p">:</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-693" name="__codelineno-0-693"></a> <span class="s2">"request"</span><span class="p">:</span> <span class="n">request</span><span class="p">,</span>
|
|
<a id="__codelineno-0-694" name="__codelineno-0-694"></a> <span class="s2">"response"</span><span class="p">:</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-695" name="__codelineno-0-695"></a> <span class="s2">"dry_run"</span><span class="p">:</span> <span class="kc">True</span><span class="p">,</span>
|
|
<a id="__codelineno-0-696" name="__codelineno-0-696"></a> <span class="p">}</span>
|
|
<a id="__codelineno-0-697" name="__codelineno-0-697"></a> <span class="n">response</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">order_send</span><span class="p">(</span><span class="n">request</span><span class="p">)</span>
|
|
<a id="__codelineno-0-698" name="__codelineno-0-698"></a> <span class="n">response_dict</span> <span class="o">=</span> <span class="n">_snapshot_from_value</span><span class="p">(</span><span class="n">response</span><span class="p">,</span> <span class="p">())</span>
|
|
<a id="__codelineno-0-699" name="__codelineno-0-699"></a> <span class="n">retcode</span> <span class="o">=</span> <span class="n">response_dict</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"retcode"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-700" name="__codelineno-0-700"></a> <span class="k">return</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-701" name="__codelineno-0-701"></a> <span class="s2">"status"</span><span class="p">:</span> <span class="n">_order_status_from_retcode</span><span class="p">(</span><span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="p">,</span> <span class="n">retcode</span><span class="p">),</span>
|
|
<a id="__codelineno-0-702" name="__codelineno-0-702"></a> <span class="s2">"symbol"</span><span class="p">:</span> <span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-703" name="__codelineno-0-703"></a> <span class="s2">"order_side"</span><span class="p">:</span> <span class="n">side</span><span class="p">,</span>
|
|
<a id="__codelineno-0-704" name="__codelineno-0-704"></a> <span class="s2">"volume"</span><span class="p">:</span> <span class="n">volume</span><span class="p">,</span>
|
|
<a id="__codelineno-0-705" name="__codelineno-0-705"></a> <span class="s2">"retcode"</span><span class="p">:</span> <span class="n">retcode</span><span class="p">,</span>
|
|
<a id="__codelineno-0-706" name="__codelineno-0-706"></a> <span class="s2">"comment"</span><span class="p">:</span> <span class="n">response_dict</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"comment"</span><span class="p">),</span>
|
|
<a id="__codelineno-0-707" name="__codelineno-0-707"></a> <span class="s2">"request"</span><span class="p">:</span> <span class="n">request</span><span class="p">,</span>
|
|
<a id="__codelineno-0-708" name="__codelineno-0-708"></a> <span class="s2">"response"</span><span class="p">:</span> <span class="n">response_dict</span><span class="p">,</span>
|
|
<a id="__codelineno-0-709" name="__codelineno-0-709"></a> <span class="s2">"dry_run"</span><span class="p">:</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-710" name="__codelineno-0-710"></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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<h3 id="mt5cli.trading.update_sltp_for_open_positions" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">update_sltp_for_open_positions</span>
|
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|
|
|
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<a href="#mt5cli.trading.update_sltp_for_open_positions" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">update_sltp_for_open_positions</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5TradingClient">Mt5TradingClient</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">tickets</span><span class="p">:</span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><span title="int">int</span></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">stop_loss</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">take_profit</span><span class="p">:</span> <span class="n"><span title="float">float</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">dry_run</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">,</span> <span class="n"><span title="object">object</span></span><span class="p">]]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Update SL/TP for matching open positions.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="list">list</span>[<span title="dict">dict</span>[<span title="str">str</span>, <span title="object">object</span>]]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Normalized execution results for matching positions.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/trading.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-761">761</a></span>
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<span class="normal"><a href="#__codelineno-0-781">781</a></span>
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<span class="normal"><a href="#__codelineno-0-795">795</a></span>
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<span class="normal"><a href="#__codelineno-0-796">796</a></span>
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<span class="normal"><a href="#__codelineno-0-810">810</a></span>
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<span class="normal"><a href="#__codelineno-0-811">811</a></span>
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<span class="normal"><a href="#__codelineno-0-814">814</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-761" name="__codelineno-0-761"></a><span class="k">def</span><span class="w"> </span><span class="nf">update_sltp_for_open_positions</span><span class="p">(</span>
|
|
<a id="__codelineno-0-762" name="__codelineno-0-762"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5TradingClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-763" name="__codelineno-0-763"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-764" name="__codelineno-0-764"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-765" name="__codelineno-0-765"></a> <span class="n">tickets</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="nb">int</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-766" name="__codelineno-0-766"></a> <span class="n">stop_loss</span><span class="p">:</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-767" name="__codelineno-0-767"></a> <span class="n">take_profit</span><span class="p">:</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-768" name="__codelineno-0-768"></a> <span class="n">dry_run</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-769" name="__codelineno-0-769"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">list</span><span class="p">[</span><span class="nb">dict</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="nb">object</span><span class="p">]]:</span>
|
|
<a id="__codelineno-0-770" name="__codelineno-0-770"></a><span class="w"> </span><span class="sd">"""Update SL/TP for matching open positions.</span>
|
|
<a id="__codelineno-0-771" name="__codelineno-0-771"></a>
|
|
<a id="__codelineno-0-772" name="__codelineno-0-772"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-773" name="__codelineno-0-773"></a><span class="sd"> Normalized execution results for matching positions.</span>
|
|
<a id="__codelineno-0-774" name="__codelineno-0-774"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-775" name="__codelineno-0-775"></a> <span class="n">positions</span> <span class="o">=</span> <span class="n">_filter_positions</span><span class="p">(</span>
|
|
<a id="__codelineno-0-776" name="__codelineno-0-776"></a> <span class="n">get_positions_frame</span><span class="p">(</span><span class="n">client</span><span class="p">),</span>
|
|
<a id="__codelineno-0-777" name="__codelineno-0-777"></a> <span class="n">symbols</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-778" name="__codelineno-0-778"></a> <span class="n">tickets</span><span class="o">=</span><span class="n">tickets</span><span class="p">,</span>
|
|
<a id="__codelineno-0-779" name="__codelineno-0-779"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-780" name="__codelineno-0-780"></a> <span class="n">results</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="nb">dict</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="nb">object</span><span class="p">]]</span> <span class="o">=</span> <span class="p">[]</span>
|
|
<a id="__codelineno-0-781" name="__codelineno-0-781"></a> <span class="k">for</span> <span class="n">row</span> <span class="ow">in</span> <span class="n">positions</span><span class="o">.</span><span class="n">to_dict</span><span class="p">(</span><span class="s2">"records"</span><span class="p">):</span>
|
|
<a id="__codelineno-0-782" name="__codelineno-0-782"></a> <span class="n">request</span> <span class="o">=</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-783" name="__codelineno-0-783"></a> <span class="s2">"action"</span><span class="p">:</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">TRADE_ACTION_SLTP</span><span class="p">,</span>
|
|
<a id="__codelineno-0-784" name="__codelineno-0-784"></a> <span class="s2">"symbol"</span><span class="p">:</span> <span class="n">row</span><span class="p">[</span><span class="s2">"symbol"</span><span class="p">],</span>
|
|
<a id="__codelineno-0-785" name="__codelineno-0-785"></a> <span class="s2">"position"</span><span class="p">:</span> <span class="n">row</span><span class="p">[</span><span class="s2">"ticket"</span><span class="p">],</span>
|
|
<a id="__codelineno-0-786" name="__codelineno-0-786"></a> <span class="p">}</span>
|
|
<a id="__codelineno-0-787" name="__codelineno-0-787"></a> <span class="n">sl</span> <span class="o">=</span> <span class="n">_optional_price</span><span class="p">(</span><span class="n">row</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"sl"</span><span class="p">)</span> <span class="k">if</span> <span class="n">stop_loss</span> <span class="ow">is</span> <span class="kc">None</span> <span class="k">else</span> <span class="n">stop_loss</span><span class="p">)</span>
|
|
<a id="__codelineno-0-788" name="__codelineno-0-788"></a> <span class="n">tp</span> <span class="o">=</span> <span class="n">_optional_price</span><span class="p">(</span><span class="n">row</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"tp"</span><span class="p">)</span> <span class="k">if</span> <span class="n">take_profit</span> <span class="ow">is</span> <span class="kc">None</span> <span class="k">else</span> <span class="n">take_profit</span><span class="p">)</span>
|
|
<a id="__codelineno-0-789" name="__codelineno-0-789"></a> <span class="k">if</span> <span class="n">sl</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-790" name="__codelineno-0-790"></a> <span class="n">request</span><span class="p">[</span><span class="s2">"sl"</span><span class="p">]</span> <span class="o">=</span> <span class="n">sl</span>
|
|
<a id="__codelineno-0-791" name="__codelineno-0-791"></a> <span class="k">if</span> <span class="n">tp</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-792" name="__codelineno-0-792"></a> <span class="n">request</span><span class="p">[</span><span class="s2">"tp"</span><span class="p">]</span> <span class="o">=</span> <span class="n">tp</span>
|
|
<a id="__codelineno-0-793" name="__codelineno-0-793"></a> <span class="k">if</span> <span class="n">dry_run</span><span class="p">:</span>
|
|
<a id="__codelineno-0-794" name="__codelineno-0-794"></a> <span class="n">response</span> <span class="o">=</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-795" name="__codelineno-0-795"></a> <span class="n">status</span> <span class="o">=</span> <span class="s2">"dry_run"</span>
|
|
<a id="__codelineno-0-796" name="__codelineno-0-796"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-797" name="__codelineno-0-797"></a> <span class="n">response</span> <span class="o">=</span> <span class="n">_snapshot_from_value</span><span class="p">(</span><span class="n">client</span><span class="o">.</span><span class="n">order_send</span><span class="p">(</span><span class="n">request</span><span class="p">),</span> <span class="p">())</span>
|
|
<a id="__codelineno-0-798" name="__codelineno-0-798"></a> <span class="n">status</span> <span class="o">=</span> <span class="s2">"executed"</span>
|
|
<a id="__codelineno-0-799" name="__codelineno-0-799"></a> <span class="n">results</span><span class="o">.</span><span class="n">append</span><span class="p">(</span>
|
|
<a id="__codelineno-0-800" name="__codelineno-0-800"></a> <span class="p">{</span>
|
|
<a id="__codelineno-0-801" name="__codelineno-0-801"></a> <span class="s2">"status"</span><span class="p">:</span> <span class="n">status</span><span class="p">,</span>
|
|
<a id="__codelineno-0-802" name="__codelineno-0-802"></a> <span class="s2">"symbol"</span><span class="p">:</span> <span class="n">row</span><span class="p">[</span><span class="s2">"symbol"</span><span class="p">],</span>
|
|
<a id="__codelineno-0-803" name="__codelineno-0-803"></a> <span class="s2">"order_side"</span><span class="p">:</span> <span class="s2">"BUY"</span>
|
|
<a id="__codelineno-0-804" name="__codelineno-0-804"></a> <span class="k">if</span> <span class="n">row</span><span class="p">[</span><span class="s2">"type"</span><span class="p">]</span> <span class="o">==</span> <span class="n">client</span><span class="o">.</span><span class="n">mt5</span><span class="o">.</span><span class="n">POSITION_TYPE_BUY</span>
|
|
<a id="__codelineno-0-805" name="__codelineno-0-805"></a> <span class="k">else</span> <span class="s2">"SELL"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-806" name="__codelineno-0-806"></a> <span class="s2">"volume"</span><span class="p">:</span> <span class="n">row</span><span class="p">[</span><span class="s2">"volume"</span><span class="p">],</span>
|
|
<a id="__codelineno-0-807" name="__codelineno-0-807"></a> <span class="s2">"retcode"</span><span class="p">:</span> <span class="kc">None</span> <span class="k">if</span> <span class="n">response</span> <span class="ow">is</span> <span class="kc">None</span> <span class="k">else</span> <span class="n">response</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"retcode"</span><span class="p">),</span>
|
|
<a id="__codelineno-0-808" name="__codelineno-0-808"></a> <span class="s2">"comment"</span><span class="p">:</span> <span class="kc">None</span> <span class="k">if</span> <span class="n">response</span> <span class="ow">is</span> <span class="kc">None</span> <span class="k">else</span> <span class="n">response</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">"comment"</span><span class="p">),</span>
|
|
<a id="__codelineno-0-809" name="__codelineno-0-809"></a> <span class="s2">"request"</span><span class="p">:</span> <span class="n">request</span><span class="p">,</span>
|
|
<a id="__codelineno-0-810" name="__codelineno-0-810"></a> <span class="s2">"response"</span><span class="p">:</span> <span class="n">response</span><span class="p">,</span>
|
|
<a id="__codelineno-0-811" name="__codelineno-0-811"></a> <span class="s2">"dry_run"</span><span class="p">:</span> <span class="n">dry_run</span><span class="p">,</span>
|
|
<a id="__codelineno-0-812" name="__codelineno-0-812"></a> <span class="p">},</span>
|
|
<a id="__codelineno-0-813" name="__codelineno-0-813"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-814" name="__codelineno-0-814"></a> <span class="k">return</span> <span class="n">results</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
</div><h2 id="trading-capable-mt5-sessions">Trading-capable MT5 sessions<a class="headerlink" href="#trading-capable-mt5-sessions" title="Permanent link">¶</a></h2>
|
|
<p><code>create_trading_client()</code> and <code>mt5_trading_session()</code> complement the read-only
|
|
<code>mt5_session()</code> helper in <code>sdk.py</code>. They return or yield an initialized
|
|
<code>pdmt5.Mt5TradingClient</code>, use <code>Mt5Config.path</code> to launch the terminal when
|
|
configured, and <code>mt5_trading_session()</code> always calls <code>shutdown()</code> on exit.</p>
|
|
<div class="highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="kn">from</span><span class="w"> </span><span class="nn">mt5cli</span><span class="w"> </span><span class="kn">import</span> <span class="n">create_trading_client</span><span class="p">,</span> <span class="n">mt5_trading_session</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="k">with</span> <span class="n">mt5_trading_session</span><span class="p">(</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">path</span><span class="o">=</span><span class="sa">r</span><span class="s2">"C:\Program Files\MetaTrader 5\terminal64.exe"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">login</span><span class="o">=</span><span class="s2">"12345"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">password</span><span class="o">=</span><span class="s2">"secret"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">server</span><span class="o">=</span><span class="s2">"Broker-Demo"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">retry_count</span><span class="o">=</span><span class="mi">2</span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a><span class="p">)</span> <span class="k">as</span> <span class="n">client</span><span class="p">:</span>
|
|
<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a> <span class="n">positions</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">positions_get_as_df</span><span class="p">(</span><span class="n">symbol</span><span class="o">=</span><span class="s2">"EURUSD"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-11" name="__codelineno-0-11" href="#__codelineno-0-11"></a>
|
|
<a id="__codelineno-0-12" name="__codelineno-0-12" href="#__codelineno-0-12"></a><span class="n">client</span> <span class="o">=</span> <span class="n">create_trading_client</span><span class="p">(</span><span class="n">login</span><span class="o">=</span><span class="mi">12345</span><span class="p">,</span> <span class="n">server</span><span class="o">=</span><span class="s2">"Broker-Demo"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-13" name="__codelineno-0-13" href="#__codelineno-0-13"></a><span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-14" name="__codelineno-0-14" href="#__codelineno-0-14"></a> <span class="n">account</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">account_info_as_dict</span><span class="p">()</span>
|
|
<a id="__codelineno-0-15" name="__codelineno-0-15" href="#__codelineno-0-15"></a><span class="k">finally</span><span class="p">:</span>
|
|
<a id="__codelineno-0-16" name="__codelineno-0-16" href="#__codelineno-0-16"></a> <span class="n">client</span><span class="o">.</span><span class="n">shutdown</span><span class="p">()</span>
|
|
</code></pre></div>
|
|
<p><code>login</code> accepts <code>int</code>, numeric <code>str</code>, or an empty string; empty strings are
|
|
treated as unset. <code>path</code>, <code>password</code>, <code>server</code>, and <code>timeout</code> are forwarded to
|
|
<code>pdmt5.Mt5Config</code>, and omitted <code>timeout</code> values keep the lower-level default.
|
|
The read-only <code>Mt5CliClient</code> / <code>mt5_session()</code> API is unchanged.</p>
|
|
<h2 id="state-and-order-helpers">State and order helpers<a class="headerlink" href="#state-and-order-helpers" title="Permanent link">¶</a></h2>
|
|
<p>These helpers are strategy-agnostic and do not depend on signal detection,
|
|
betting logic, or scheduling code in downstream applications.</p>
|
|
<div class="highlight"><pre><span></span><code><a id="__codelineno-1-1" name="__codelineno-1-1" href="#__codelineno-1-1"></a><span class="kn">from</span><span class="w"> </span><span class="nn">mt5cli</span><span class="w"> </span><span class="kn">import</span> <span class="p">(</span>
|
|
<a id="__codelineno-1-2" name="__codelineno-1-2" href="#__codelineno-1-2"></a> <span class="n">calculate_spread_ratio</span><span class="p">,</span>
|
|
<a id="__codelineno-1-3" name="__codelineno-1-3" href="#__codelineno-1-3"></a> <span class="n">calculate_margin_and_volume</span><span class="p">,</span>
|
|
<a id="__codelineno-1-4" name="__codelineno-1-4" href="#__codelineno-1-4"></a> <span class="n">close_open_positions</span><span class="p">,</span>
|
|
<a id="__codelineno-1-5" name="__codelineno-1-5" href="#__codelineno-1-5"></a> <span class="n">detect_position_side</span><span class="p">,</span>
|
|
<a id="__codelineno-1-6" name="__codelineno-1-6" href="#__codelineno-1-6"></a> <span class="n">determine_order_limits</span><span class="p">,</span>
|
|
<a id="__codelineno-1-7" name="__codelineno-1-7" href="#__codelineno-1-7"></a> <span class="n">get_account_snapshot</span><span class="p">,</span>
|
|
<a id="__codelineno-1-8" name="__codelineno-1-8" href="#__codelineno-1-8"></a> <span class="n">get_positions_frame</span><span class="p">,</span>
|
|
<a id="__codelineno-1-9" name="__codelineno-1-9" href="#__codelineno-1-9"></a> <span class="n">get_symbol_snapshot</span><span class="p">,</span>
|
|
<a id="__codelineno-1-10" name="__codelineno-1-10" href="#__codelineno-1-10"></a> <span class="n">get_tick_snapshot</span><span class="p">,</span>
|
|
<a id="__codelineno-1-11" name="__codelineno-1-11" href="#__codelineno-1-11"></a> <span class="n">place_market_order</span><span class="p">,</span>
|
|
<a id="__codelineno-1-12" name="__codelineno-1-12" href="#__codelineno-1-12"></a><span class="p">)</span>
|
|
<a id="__codelineno-1-13" name="__codelineno-1-13" href="#__codelineno-1-13"></a>
|
|
<a id="__codelineno-1-14" name="__codelineno-1-14" href="#__codelineno-1-14"></a><span class="n">account</span> <span class="o">=</span> <span class="n">get_account_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">)</span>
|
|
<a id="__codelineno-1-15" name="__codelineno-1-15" href="#__codelineno-1-15"></a><span class="n">symbol</span> <span class="o">=</span> <span class="n">get_symbol_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"EURUSD"</span><span class="p">)</span>
|
|
<a id="__codelineno-1-16" name="__codelineno-1-16" href="#__codelineno-1-16"></a><span class="n">tick</span> <span class="o">=</span> <span class="n">get_tick_snapshot</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"EURUSD"</span><span class="p">)</span>
|
|
<a id="__codelineno-1-17" name="__codelineno-1-17" href="#__codelineno-1-17"></a><span class="n">positions</span> <span class="o">=</span> <span class="n">get_positions_frame</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"EURUSD"</span><span class="p">)</span>
|
|
<a id="__codelineno-1-18" name="__codelineno-1-18" href="#__codelineno-1-18"></a><span class="n">side</span> <span class="o">=</span> <span class="n">detect_position_side</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"EURUSD"</span><span class="p">)</span>
|
|
<a id="__codelineno-1-19" name="__codelineno-1-19" href="#__codelineno-1-19"></a><span class="n">spread_ratio</span> <span class="o">=</span> <span class="n">calculate_spread_ratio</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="s2">"EURUSD"</span><span class="p">)</span>
|
|
<a id="__codelineno-1-20" name="__codelineno-1-20" href="#__codelineno-1-20"></a><span class="n">sizing</span> <span class="o">=</span> <span class="n">calculate_margin_and_volume</span><span class="p">(</span>
|
|
<a id="__codelineno-1-21" name="__codelineno-1-21" href="#__codelineno-1-21"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-1-22" name="__codelineno-1-22" href="#__codelineno-1-22"></a> <span class="s2">"EURUSD"</span><span class="p">,</span>
|
|
<a id="__codelineno-1-23" name="__codelineno-1-23" href="#__codelineno-1-23"></a> <span class="n">unit_margin_ratio</span><span class="o">=</span><span class="mf">0.5</span><span class="p">,</span>
|
|
<a id="__codelineno-1-24" name="__codelineno-1-24" href="#__codelineno-1-24"></a> <span class="n">preserved_margin_ratio</span><span class="o">=</span><span class="mf">0.2</span><span class="p">,</span>
|
|
<a id="__codelineno-1-25" name="__codelineno-1-25" href="#__codelineno-1-25"></a><span class="p">)</span>
|
|
<a id="__codelineno-1-26" name="__codelineno-1-26" href="#__codelineno-1-26"></a><span class="n">limits</span> <span class="o">=</span> <span class="n">determine_order_limits</span><span class="p">(</span>
|
|
<a id="__codelineno-1-27" name="__codelineno-1-27" href="#__codelineno-1-27"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-1-28" name="__codelineno-1-28" href="#__codelineno-1-28"></a> <span class="s2">"EURUSD"</span><span class="p">,</span>
|
|
<a id="__codelineno-1-29" name="__codelineno-1-29" href="#__codelineno-1-29"></a> <span class="n">side</span><span class="o">=</span><span class="s2">"long"</span><span class="p">,</span>
|
|
<a id="__codelineno-1-30" name="__codelineno-1-30" href="#__codelineno-1-30"></a> <span class="n">stop_loss_limit_ratio</span><span class="o">=</span><span class="mf">0.01</span><span class="p">,</span>
|
|
<a id="__codelineno-1-31" name="__codelineno-1-31" href="#__codelineno-1-31"></a> <span class="n">take_profit_limit_ratio</span><span class="o">=</span><span class="mf">0.02</span><span class="p">,</span>
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|
<a id="__codelineno-1-32" name="__codelineno-1-32" href="#__codelineno-1-32"></a><span class="p">)</span>
|
|
<a id="__codelineno-1-33" name="__codelineno-1-33" href="#__codelineno-1-33"></a><span class="n">preview</span> <span class="o">=</span> <span class="n">place_market_order</span><span class="p">(</span>
|
|
<a id="__codelineno-1-34" name="__codelineno-1-34" href="#__codelineno-1-34"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-1-35" name="__codelineno-1-35" href="#__codelineno-1-35"></a> <span class="n">symbol</span><span class="o">=</span><span class="s2">"EURUSD"</span><span class="p">,</span>
|
|
<a id="__codelineno-1-36" name="__codelineno-1-36" href="#__codelineno-1-36"></a> <span class="n">volume</span><span class="o">=</span><span class="n">sizing</span><span class="p">[</span><span class="s2">"buy_volume"</span><span class="p">],</span>
|
|
<a id="__codelineno-1-37" name="__codelineno-1-37" href="#__codelineno-1-37"></a> <span class="n">order_side</span><span class="o">=</span><span class="s2">"BUY"</span><span class="p">,</span>
|
|
<a id="__codelineno-1-38" name="__codelineno-1-38" href="#__codelineno-1-38"></a> <span class="n">sl</span><span class="o">=</span><span class="n">limits</span><span class="p">[</span><span class="s2">"stop_loss"</span><span class="p">],</span>
|
|
<a id="__codelineno-1-39" name="__codelineno-1-39" href="#__codelineno-1-39"></a> <span class="n">tp</span><span class="o">=</span><span class="n">limits</span><span class="p">[</span><span class="s2">"take_profit"</span><span class="p">],</span>
|
|
<a id="__codelineno-1-40" name="__codelineno-1-40" href="#__codelineno-1-40"></a> <span class="n">dry_run</span><span class="o">=</span><span class="kc">True</span><span class="p">,</span>
|
|
<a id="__codelineno-1-41" name="__codelineno-1-41" href="#__codelineno-1-41"></a><span class="p">)</span>
|
|
<a id="__codelineno-1-42" name="__codelineno-1-42" href="#__codelineno-1-42"></a><span class="n">closed</span> <span class="o">=</span> <span class="n">close_open_positions</span><span class="p">(</span><span class="n">client</span><span class="p">,</span> <span class="n">symbols</span><span class="o">=</span><span class="s2">"EURUSD"</span><span class="p">,</span> <span class="n">dry_run</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span>
|
|
</code></pre></div>
|
|
<p><code>detect_position_side()</code> returns <code>long</code> for buy-only exposure, <code>short</code> for
|
|
sell-only exposure, and <code>None</code> for no positions or mixed long/short exposure.
|
|
<code>calculate_spread_ratio()</code> uses <code>(ask - bid) / ((ask + bid) / 2)</code> and raises
|
|
<code>Mt5TradingError</code> when bid or ask is missing or non-positive.</p>
|
|
<p>SL/TP ratios for <code>determine_order_limits()</code> must satisfy <code>0 <= ratio < 1</code>; <code>0</code>
|
|
omits that level. SL/TP prices are rounded with symbol <code>digits</code> metadata when
|
|
available. <code>unit_margin_ratio</code> and <code>preserved_margin_ratio</code> for
|
|
<code>calculate_margin_and_volume()</code> accept <code>0 <= ratio <= 1</code>; <code>unit_margin_ratio=0</code>
|
|
requests one minimum valid unit when the post-reserve margin can afford it.
|
|
Negative <code>margin_free</code> is clamped to <code>0.0</code> before sizing. Execution helpers
|
|
return normalized dictionaries containing the request, response, status,
|
|
retcode, and <code>dry_run</code> flag; <code>dry_run=True</code> never sends an order. Market order
|
|
helpers mark known non-success MT5 retcodes as <code>status="failed"</code> while keeping
|
|
the normalized response for inspection.</p>
|
|
<h2 id="migration-from-mteor-local-helpers">Migration from mteor-local helpers<a class="headerlink" href="#migration-from-mteor-local-helpers" title="Permanent link">¶</a></h2>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>mteor-local concern</th>
|
|
<th>mt5cli replacement</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr>
|
|
<td>Manual terminal spawn/kill around trading code</td>
|
|
<td><code>mt5_trading_session()</code></td>
|
|
</tr>
|
|
<tr>
|
|
<td>Local position-side detection</td>
|
|
<td><code>detect_position_side()</code></td>
|
|
</tr>
|
|
<tr>
|
|
<td>Local margin/volume sizing</td>
|
|
<td><code>calculate_margin_and_volume()</code></td>
|
|
</tr>
|
|
<tr>
|
|
<td>Local SL/TP price derivation</td>
|
|
<td><code>determine_order_limits()</code></td>
|
|
</tr>
|
|
<tr>
|
|
<td>Throttled SQLite history loop with ad-hoc error handling</td>
|
|
<td><code>ThrottledHistoryUpdater(suppress_errors=True)</code></td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
<p>Keep read-only data collection on <code>mt5_session()</code> / <code>Mt5CliClient</code>; use
|
|
<code>mt5_trading_session()</code> only where order placement or trading calculations are
|
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required.</p></div>
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