Files
mt5cli/mt5cli/converters.py
T
Daichi Narushima 78c49238cf feat: stable MT5Client public API and infrastructure layer (#30)
* 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>
2026-06-13 01:32:03 +09:00

163 lines
4.4 KiB
Python

"""Shared conversion helpers for MT5 symbols, timeframes, and date ranges."""
from __future__ import annotations
from datetime import UTC, datetime, timedelta
from typing import TYPE_CHECKING
from pdmt5 import get_timeframe_name as _get_timeframe_name
from .utils import parse_datetime, parse_tick_flags, parse_timeframe
if TYPE_CHECKING:
from collections.abc import Sequence
__all__ = [
"ensure_utc",
"granularity_name",
"normalize_symbol",
"normalize_symbols",
"parse_date_range",
"parse_datetime",
"parse_tick_flags",
"parse_timeframe",
"recent_window",
]
def normalize_symbol(symbol: str) -> str:
"""Normalize a broker symbol name for MT5 API calls.
Strips surrounding whitespace while preserving broker-specific casing and
suffixes (for example ``XAUUSDm``, ``US500.cash``, or ``EURUSD.r``).
Args:
symbol: Raw symbol name.
Returns:
Normalized symbol string.
Raises:
ValueError: If the symbol is empty after normalization.
"""
normalized = symbol.strip()
if not normalized:
msg = "Symbol must not be empty."
raise ValueError(msg)
return normalized
def normalize_symbols(symbols: Sequence[str]) -> list[str]:
"""Normalize a sequence of broker symbol names.
Args:
symbols: Raw symbol names.
Returns:
List of normalized, de-duplicated symbols preserving first-seen order.
"""
seen: set[str] = set()
resolved: list[str] = []
for symbol in symbols:
normalized = normalize_symbol(symbol)
if normalized not in seen:
seen.add(normalized)
resolved.append(normalized)
return resolved
def ensure_utc(value: datetime | str) -> datetime:
"""Return a timezone-aware UTC datetime.
Args:
value: Datetime instance or ISO 8601 string.
Returns:
UTC-aware datetime.
"""
if isinstance(value, str):
return parse_datetime(value)
if value.tzinfo is None:
return value.replace(tzinfo=UTC)
return value.astimezone(UTC)
def parse_date_range(
date_from: datetime | str,
date_to: datetime | str,
) -> tuple[datetime, datetime]:
"""Parse and validate an inclusive UTC date range.
Args:
date_from: Range start as datetime or ISO 8601 string.
date_to: Range end as datetime or ISO 8601 string.
Returns:
Tuple of UTC-aware ``(start, end)`` datetimes.
Raises:
ValueError: If ``date_from`` is after ``date_to``.
"""
start = ensure_utc(date_from)
end = ensure_utc(date_to)
if start > end:
msg = (
f"date_from ({start.isoformat()}) must not be after "
f"date_to ({end.isoformat()})."
)
raise ValueError(msg)
return start, end
def recent_window(
*,
hours: float | None = None,
seconds: float | None = None,
date_to: datetime | str | None = None,
) -> tuple[datetime, datetime]:
"""Build a trailing UTC window ending at ``date_to`` or now.
Exactly one of ``hours`` or ``seconds`` must be provided.
Args:
hours: Trailing window length in hours.
seconds: Trailing window length in seconds.
date_to: Window end. Defaults to current UTC time.
Returns:
Tuple of UTC-aware ``(start, end)`` datetimes.
Raises:
ValueError: If neither or both window lengths are provided, or if a
length is not positive.
"""
if (hours is None) == (seconds is None):
msg = "Provide exactly one of hours or seconds."
raise ValueError(msg)
if hours is not None:
length = timedelta(hours=hours)
else:
length = timedelta(seconds=seconds if seconds is not None else 0)
if length.total_seconds() <= 0:
msg = "Window length must be positive."
raise ValueError(msg)
end = ensure_utc(date_to) if date_to is not None else datetime.now(UTC)
return end - length, end
def granularity_name(timeframe: int | str) -> str:
"""Return a short granularity label for a timeframe integer or name.
Args:
timeframe: MT5 timeframe as integer or name (for example ``M1``).
Returns:
Short name such as ``M1`` or the stringified integer when unknown.
"""
tf = parse_timeframe(timeframe)
try:
name = _get_timeframe_name(tf)
except ValueError:
return str(tf)
return name.removeprefix("TIMEFRAME_")