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mt5cli/docs
Daichi Narushima c4a4253fbc feat: stable SDK helpers for volume, margin, and closed bars (#39–#41) (#42)
* feat: add stable SDK helpers for volume, margin, and closed bars (#39, #40, #41)

Expose generic trading utilities in the stable downstream SDK so applications
like mteor can drop local MT5 adapter code:

- normalize_order_volume() for broker step/min/max sizing
- estimate_order_margin() and calculate_positions_margin() for margin totals
- fetch_latest_closed_rates_for_trading_client() for closed bars from Mt5TradingClient

Update STABLE_SDK_EXPORTS, package-root exports, docs, and unit tests.

Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com>

* chore: bump version to 0.8.3

Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com>

* fix: address PR review feedback on volume cap, rate time, and margin grouping

- Re-apply volume_max after step normalization in normalize_order_volume()
- Drop misleading non-time index reset branch in _ensure_rate_time_column()
- Group positions by (symbol, side) before margin estimation
- Add branch-coverage tests for tick price validation and volume cap edge case

Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com>

* fix: address remaining PR review threads on docs and DatetimeIndex

- Rename unnamed DatetimeIndex column to time after reset_index()
- Guard estimate_order_margin example on positive normalized volume
- Document calculate_positions_margin skip vs error propagation behavior
- Add test for unnamed DatetimeIndex branch coverage

Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com>

* fix: harden stable SDK margin, rate fetch, and volume normalization

- Wrap order_calc_margin conversion and reject None/non-numeric results
- Validate fetched rate objects are DataFrames before time normalization
- Return 0.0 for non-finite volume inputs and constraints in normalize_order_volume

Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com>

* fix: reject non-finite volumes in margin estimation helpers

Use _is_positive_finite_number() in estimate_order_margin() and
calculate_positions_margin() so NaN/inf volumes never reach broker calls.
Add focused tests and document non-finite volume skipping in trading.md.

Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com>

* fix: guard symbol filter in calculate_positions_margin for empty frames

Return 0.0 before filtering when positions are empty or lack a symbol column.
Add regression tests for filtered calls on malformed position frames.

Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com>

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Co-authored-by: Cursor Agent <cursoragent@cursor.com>
Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com>
2026-06-19 01:02:18 +09:00
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