Daichi Narushima
efc0de230a
* fix: stabilize history timestamps and telemetry docs * fix: preserve numeric epoch cursors in history SQLite queries Normalize mixed ISO and unixepoch time values for incremental resume and scoped dedup so legacy numeric rows are not dropped by julianday filters. Co-authored-by: Cursor <cursoragent@cursor.com> * Bump version to v1.1.2 * fix: aggregate incremental start timestamps in SQLite Use MAX on the normalized time expression with GROUP BY so incremental resume loaders stay O(groups) instead of materializing every history row. Co-authored-by: Cursor <cursoragent@cursor.com> * test: parametrize duplicated incremental-start cases in TestIncrementalStart Co-authored-by: Cursor <cursoragent@cursor.com> --------- Co-authored-by: Cursor <cursoragent@cursor.com>
3.3 KiB
API Reference
This section documents the mt5cli public Python API and CLI modules.
Start with the Public API Contract for the stable downstream SDK surface, CLI boundary, internal modules, and out-of-scope strategy responsibilities.
Public API layers
| Module | Purpose |
|---|---|
| Public API Contract | Stable downstream SDK exports, CLI boundary, and out-of-scope items |
| Client | MT5Client session abstraction for data access and order primitives |
| Schemas | Canonical DataFrame contracts and normalization helpers |
| Converters | Symbol, timeframe, timezone, and date-range utilities |
| Exceptions | Stable mt5cli exception types and MT5 error normalization |
| SDK | Module-level fetch helpers, multi-account collectors, incremental history |
| Trading | Trading-capable sessions and operational helpers |
| History Collection (SQLite) | SQLite schema, incremental writes, dedup, and rate views |
| Telemetry | OpenTelemetry metrics setup, meters, and emitted metric names |
| Grafana | Grafana-ready SQLite schema, views, snapshots, and published copies |
| CLI | Typer commands that delegate to the Python API |
| Utils | Parsing helpers and Click parameter types |
Architecture overview
flowchart TD
App["Downstream application"] --> Client["MT5Client"]
CLI["mt5cli CLI"] --> Client
Client --> SDK["sdk / pdmt5"]
Client --> Schemas["schemas"]
History["history SQLite"] --> Utils["utils export"]
SDK --> PDMT5["pdmt5.Mt5DataClient"]
Downstream packages should depend on the package root exports documented in the
Public API Contract (MT5Client,
collect_history, load_rate_series_from_sqlite, etc.) rather than private
modules. Lower-level helpers are accessible directly from their owning modules.
MT5Client.order_send() is a live execution primitive that can place real trades. mt5cli exposes minimal execution helpers only; strategy logic, signals, backtests, and optimization remain out of scope and must be implemented downstream with explicit execution gating.
Quick start
from mt5cli import MT5Client, build_config, mt5_session
with mt5_session(build_config(login=12345)) as client:
rates = client.copy_rates_range("EURUSD", "H1", "2024-01-01", "2024-02-01")
positions = client.positions()
mt5cli -o account.csv account-info
mt5cli -o rates.parquet rates-range --symbol EURUSD --timeframe H1 \
--date-from 2024-01-01 --date-to 2024-02-01
See individual module pages for detailed usage examples.