Daichi Narushima
b5e82e71c7
* Add trading session helpers and extend ThrottledHistoryUpdater Introduce mt5cli.trading with mt5_trading_session() for Mt5TradingClient lifecycle management and reusable operational helpers for position-side detection, margin/volume sizing, and protective order price derivation. Extend ThrottledHistoryUpdater to validate inputs before updates and to optionally suppress ValueError, OSError, and missing-method errors without advancing the throttle timestamp. Export the new helpers from mt5cli.__init__, add unit tests with mocked clients, and document migration guidance for downstream projects such as mteor. Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * Narrow ThrottledHistoryUpdater suppress_errors handling (#27) * Narrow ThrottledHistoryUpdater suppress_errors for MT5 capability only Remove broad AttributeError/TypeError handling from recoverable errors. Add _is_mt5_client_capability_error() to detect missing history API methods or non-callable client attributes by message and attribute name. Generic AttributeError/TypeError values always propagate even when suppress_errors=True. Update docs and tests accordingly. Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * Detect non-callable history client methods in suppress_errors Address review feedback: when a history API attribute exists but is not callable, Python raises a generic TypeError. Inspect the traceback for mt5cli.history client call sites so these capability mismatches are still suppressed without matching all TypeError values. 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> * Address PR review feedback on trading helpers - Resolve history module path once at import time - Only treat non-callable TypeErrors as capability errors at the raise site - Validate SL/TP ratios in determine_order_limits - Add tests for margin_free edge cases, body-raise shutdown, and internal TypeError propagation - Clarify ThrottledHistoryUpdater suppress_errors docs - Split README migration example into trading vs read-only history sessions Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * Tighten protective ratio validation and clamp negative margin_free Add _require_protective_ratio enforcing 0 <= ratio < 1 for SL/TP limits so a ratio of 1.0 cannot produce zero protective prices. Clamp negative margin_free to 0.0 in calculate_margin_and_volume before sizing. Add boundary and negative-margin tests; document constraints in trading API docs. 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>
71 lines
2.4 KiB
Markdown
71 lines
2.4 KiB
Markdown
# Trading Module
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::: mt5cli.trading
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## Trading-capable MT5 sessions
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`mt5_trading_session()` complements the read-only `mt5_session()` helper in
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`sdk.py`. It yields a connected `pdmt5.Mt5TradingClient`, uses
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`Mt5Config.path` to launch the terminal when configured, and always calls
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`shutdown()` on exit.
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```python
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from pdmt5 import Mt5Config
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from mt5cli import mt5_trading_session
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with mt5_trading_session(
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Mt5Config(path=r"C:\Program Files\MetaTrader 5\terminal64.exe", login=12345),
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retry_count=2,
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) as client:
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positions = client.positions_get_as_df(symbol="EURUSD")
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```
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The read-only `Mt5CliClient` / `mt5_session()` API is unchanged.
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## Operational trading helpers
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These helpers are strategy-agnostic and do not depend on signal detection,
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betting logic, or scheduling code in downstream applications.
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```python
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from mt5cli import (
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calculate_margin_and_volume,
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detect_position_side,
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determine_order_limits,
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)
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side = detect_position_side(client, "EURUSD")
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sizing = calculate_margin_and_volume(
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client,
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"EURUSD",
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unit_margin_ratio=0.5,
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preserved_margin_ratio=0.2,
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)
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limits = determine_order_limits(
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client,
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"EURUSD",
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side="long",
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stop_loss_limit_ratio=0.01,
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take_profit_limit_ratio=0.02,
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)
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```
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Protective ratios must satisfy ``0 <= ratio < 1``; ``0`` omits that level.
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``calculate_margin_and_volume()`` clamps negative ``margin_free`` to ``0.0``
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before sizing.
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## Migration from mteor-local helpers
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| mteor-local concern | mt5cli replacement |
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| -------------------------------------------------------- | ----------------------------------------------- |
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| Manual terminal spawn/kill around trading code | `mt5_trading_session()` |
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| Local position-side detection | `detect_position_side()` |
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| Local margin/volume sizing | `calculate_margin_and_volume()` |
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| Local SL/TP price derivation | `determine_order_limits()` |
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| Throttled SQLite history loop with ad-hoc error handling | `ThrottledHistoryUpdater(suppress_errors=True)` |
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Keep read-only data collection on `mt5_session()` / `Mt5CliClient`; use
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`mt5_trading_session()` only where order placement or trading calculations are
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required.
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