Daichi Narushima
78c49238cf
* feat: add stable MT5Client public API and infrastructure layer Introduce a reusable public API for downstream trading applications: - MT5Client as the primary client abstraction with order_check/order_send - schemas module with DataKind contracts, validation, and normalization - converters, exceptions, retry, and storage facade modules - CLI order commands now route through MT5Client - connected_client made public; retry logic centralized - Contract tests for API surface, schemas, and storage round-trips - README and docs updated with Python API usage examples Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * fix: correct time coercion, broker-safe symbols, and execution docs - Normalize MT5 time columns with correct second/millisecond units - Coerce all present known MT5 time fields, including optional order times - Preserve broker symbol casing in normalize_symbol() - Document order_send() as a live execution primitive with clear scope boundaries - Add contract tests for timestamp and symbol normalization behavior Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> --------- Co-authored-by: Cursor Agent <cursoragent@cursor.com> Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com>
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API Reference
This section documents the mt5cli public Python API and CLI modules.
Public API layers
| Module | Purpose |
|---|---|
| Client | MT5Client session abstraction for data access and order primitives |
| Schemas | Canonical DataFrame contracts and normalization helpers |
| Storage | CSV/JSON/Parquet/SQLite export and history collection 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 |
| 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"]
Storage["storage"] --> History["history SQLite"]
Storage --> Utils["utils export"]
SDK --> PDMT5["pdmt5.Mt5DataClient"]
Downstream packages should depend on the package root exports (MT5Client, DataKind, normalize_dataframe, export_dataframe, collect_history, etc.) rather than private 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.