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>
154 lines
3.6 KiB
Python
154 lines
3.6 KiB
Python
"""mt5cli: Command-line tool and SDK for MetaTrader 5."""
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from importlib.metadata import version
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from .history import (
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RateTarget,
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build_rate_targets,
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build_rate_view_name,
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drop_forming_rate_bar,
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load_rate_data,
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load_rate_data_from_connection,
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load_rate_series_by_granularity,
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load_rate_series_from_sqlite,
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resolve_history_datasets,
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resolve_history_tick_flags,
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resolve_history_timeframes,
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resolve_rate_tables,
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resolve_rate_view_name,
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resolve_rate_view_names,
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)
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from .sdk import (
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AccountSpec,
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Mt5CliClient,
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ThrottledHistoryUpdater,
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account_info,
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build_config,
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collect_history,
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collect_latest_closed_rates_by_granularity,
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collect_latest_closed_rates_for_accounts,
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collect_latest_rates,
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collect_latest_rates_for_accounts,
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collect_latest_rates_for_accounts_with_retries,
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copy_rates_from,
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copy_rates_from_pos,
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copy_rates_range,
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copy_ticks_from,
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copy_ticks_range,
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history_deals,
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history_orders,
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last_error,
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latest_rates,
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market_book,
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minimum_margins,
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mt5_session,
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mt5_summary,
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mt5_summary_as_df,
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orders,
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positions,
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recent_history_deals,
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recent_ticks,
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resolve_account_spec,
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resolve_account_specs,
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substitute_env_placeholders,
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symbol_info,
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symbol_info_tick,
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symbols,
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terminal_info,
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update_history,
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update_history_with_config,
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)
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from .sdk import (
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version as mt5_version,
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)
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from .trading 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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mt5_trading_session,
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)
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from .utils import (
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TICK_FLAG_MAP,
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TIMEFRAME_MAP,
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Dataset,
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IfExists,
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detect_format,
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export_dataframe,
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export_dataframe_to_sqlite,
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parse_datetime,
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parse_tick_flags,
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parse_timeframe,
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)
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__version__ = version(__package__) if __package__ else None
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__all__ = [
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"TICK_FLAG_MAP",
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"TIMEFRAME_MAP",
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"AccountSpec",
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"Dataset",
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"IfExists",
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"Mt5CliClient",
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"RateTarget",
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"ThrottledHistoryUpdater",
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"account_info",
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"build_config",
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"build_rate_targets",
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"build_rate_view_name",
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"calculate_margin_and_volume",
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"collect_history",
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"collect_latest_closed_rates_by_granularity",
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"collect_latest_closed_rates_for_accounts",
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"collect_latest_rates",
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"collect_latest_rates_for_accounts",
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"collect_latest_rates_for_accounts_with_retries",
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"copy_rates_from",
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"copy_rates_from_pos",
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"copy_rates_range",
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"copy_ticks_from",
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"copy_ticks_range",
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"detect_format",
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"detect_position_side",
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"determine_order_limits",
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"drop_forming_rate_bar",
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"export_dataframe",
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"export_dataframe_to_sqlite",
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"history_deals",
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"history_orders",
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"last_error",
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"latest_rates",
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"load_rate_data",
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"load_rate_data_from_connection",
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"load_rate_series_by_granularity",
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"load_rate_series_from_sqlite",
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"market_book",
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"minimum_margins",
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"mt5_session",
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"mt5_summary",
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"mt5_summary_as_df",
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"mt5_trading_session",
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"mt5_version",
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"orders",
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"parse_datetime",
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"parse_tick_flags",
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"parse_timeframe",
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"positions",
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"recent_history_deals",
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"recent_ticks",
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"resolve_account_spec",
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"resolve_account_specs",
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"resolve_history_datasets",
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"resolve_history_tick_flags",
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"resolve_history_timeframes",
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"resolve_rate_tables",
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"resolve_rate_view_name",
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"resolve_rate_view_names",
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"substitute_env_placeholders",
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"symbol_info",
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"symbol_info_tick",
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"symbols",
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"terminal_info",
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"update_history",
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"update_history_with_config",
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]
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