d27da02f3f
* feat: add Grafana-ready SQLite observability (#79, #80, #81) New `mt5cli/grafana.py` module with idempotent DDL helpers: - `create_snapshot_tables` — five SQLite tables for time-series account, position, order, terminal, and run-status snapshots - `create_grafana_views` — 13 `grafana_*` views with integer epoch-second `time` columns; missing source tables emit warnings and are skipped - `create_grafana_indexes` — 9 performance indexes guarded by column checks - `ensure_grafana_schema` — convenience wrapper calling all three above - Insert helpers: `insert_account_snapshot`, `insert_position_snapshots`, `insert_order_snapshots`, `insert_terminal_snapshot`, `record_snapshot_run` New stable SDK exports in `mt5cli.__init__` and `mt5cli.contract`: - `update_observability` — appends a timestamped snapshot to a SQLite db using an already-connected `Mt5DataClient`; never places orders - `update_observability_with_config` — standalone wrapper that opens and closes the MT5 connection automatically New CLI commands (Collection panel): - `grafana-schema` — idempotent schema setup, no MT5 connection required - `snapshot` — append account/position/order/terminal rows; supports `--symbol`, `--with-account/--no-account`, and equivalent flags All public modules maintain 100 % branch coverage; 968 tests pass. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * chore: apply mdformat to docs after grafana observability additions Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * chore: bump version to 1.1.0 Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: address PR #86 review feedback - Fix unaggregated time in grafana_realized_pnl GROUP BY query (MAX) - Replace O(N) per-symbol API calls with single call + client-side filter - Eliminate double create_snapshot_tables when with_grafana_schema=True - Move grafana imports to module level in sdk.py (remove PLC0415 noqa) - Default with_grafana_schema to False (run grafana-schema once for setup) - Fix README position example to use snapshot_runs for latest snapshot - Update tests to reflect new behavior and correct patch targets Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * chore: apply ruff formatting and sync lock file Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: address owner review feedback on PR #86 - Filter grafana_*_snapshots views to only expose rows from successful runs (JOIN snapshot_runs WHERE status='ok'), closing the partial-snapshot visibility gap raised in PRRT_kwDORzI_286MvDJ6 - Add issubset column guards for snapshot table index creation, consistent with the rest of create_grafana_indexes (PRRT_kwDORzI_286MvUx1) - Fix README example queries: views expose 'time' not 'observed_at' (PRRT_kwDORzI_286MvUxw) - Correct public-contract.md default for with_grafana_schema (False, not True) and point to grafana-schema command (PRRT_kwDORzI_286MvUxy) Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: add run_id to snapshot schema and fix stale-positions README query Replace second-level observed_at as the join key between snapshot_runs and snapshot tables with a stable run_id INTEGER PRIMARY KEY. Two runs in the same second now get distinct run_ids, preventing view duplication and cross-contamination from a failed run. Update README example to use snapshot_runs for latest-snapshot lookup so zero-position runs return an empty result instead of stale rows. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * chore: format markdown tables Align table column widths in README and public-contract documentation. Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com> * fix: close sqlite connections deterministically * fix: require entry filter in grafana_realized_pnl and add time to grafana_trade_stats grafana_realized_pnl now requires the entry column and filters to close-side deals (entry IN (1, 2, 3)), consistent with grafana_symbol_pnl and grafana_trade_stats. grafana_trade_stats now requires the time column and emits MAX(time_expr) AS "time" so it satisfies the documented Grafana view contract (integer epoch-second time column throughout). Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: normalize pd.Timestamp time_setup to epoch int in insert_order_snapshots orders_get_as_df() returns datetime-converted columns by default, so time_setup is a pd.Timestamp in normal use. Passing it directly to sqlite3.executemany raises ProgrammingError. Added _to_epoch_int helper that converts datetime.datetime subclasses (including pd.Timestamp) and raw int/float values to integer epoch seconds, returning None for other types. Regression tests cover all four input paths. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: pre-drop all grafana_* views at start of create_grafana_views Previously, a builder that skipped due to a missing source table or column would not drop the view it owned, leaving stale views referencing gone tables. Now create_grafana_views drops all 13 known grafana_* views before calling any builder, so a schema refresh always removes views whose source has disappeared. Regression test covers the create → drop-source → refresh cycle. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: expose run_id in snapshot views and drop time from summary views Grafana snapshot views now expose run_id so latest-state queries can use MAX(run_id) instead of the ambiguous second-level MAX(observed_at). grafana_realized_pnl and grafana_trade_stats lose their MAX(time) column and are reclassified as static summary views; their all-time aggregates are not filterable by Grafana time-range selectors. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> * fix: guard snapshot views against missing run_id and fix README view docs _build_snapshot_view now skips with a warning when the underlying snapshot table exists but lacks a run_id column, preventing a broken view that fails at query time. Adds a regression test for that path. README Grafana section now qualifies that grafana_realized_pnl and grafana_trade_stats are static summary views (no time column) and splits the view table to match docs/api/public-contract.md. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> --------- Co-authored-by: agent <agent@localhost> Co-authored-by: Claude Sonnet 4.6 <noreply@anthropic.com>
189 lines
5.0 KiB
TOML
189 lines
5.0 KiB
TOML
[project]
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name = "mt5cli"
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version = "1.1.0"
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description = "Generic MT5 data and execution infrastructure for Python applications"
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authors = [{name = "dceoy", email = "dceoy@users.noreply.github.com"}]
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maintainers = [{name = "dceoy", email = "dceoy@users.noreply.github.com"}]
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license = "MIT"
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license-files = ["LICENSE"]
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readme = "README.md"
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requires-python = ">= 3.11, < 3.14"
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dependencies = [
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"pdmt5>=1.0.0",
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"click >= 8.1.0",
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"typer >= 0.15.0",
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]
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classifiers = [
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"Development Status :: 3 - Alpha",
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"Environment :: Console",
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"License :: OSI Approved :: MIT License",
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"Operating System :: Microsoft :: Windows",
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"Programming Language :: Python",
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"Programming Language :: Python :: 3",
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"Intended Audience :: Financial and Insurance Industry",
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"Topic :: Office/Business :: Financial :: Investment",
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]
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[project.optional-dependencies]
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parquet = ["pyarrow >= 19.0.0"]
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[project.scripts]
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mt5cli = "mt5cli.cli:main"
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[project.urls]
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Repository = "https://github.com/dceoy/mt5cli.git"
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[tool.uv]
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required-environments = ["platform_system == 'Windows'"]
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[dependency-groups]
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dev = [
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"ruff >= 0.11.0",
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"pyright >= 1.1.407",
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"pytest>=9.0.3",
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"pytest-mock >= 3.12.0",
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"pytest-cov >= 5.0.0",
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"pandas-stubs >= 2.2.3.250527",
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"pyarrow >= 19.0.0",
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"mkdocs >= 1.6.1",
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"mkdocs-material >= 9.7.6",
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"mkdocstrings[python] >= 1.0.4",
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"pymdown-extensions >= 10.21.2",
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]
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[tool.ruff]
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line-length = 88
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exclude = ["build", ".venv"]
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preview = true
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[tool.ruff.lint]
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select = [
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"F", # Pyflakes (F)
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"E", # pycodestyle error (E)
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"W", # pycodestyle warning (W)
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"C90", # mccabe (C90)
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"I", # isort (I)
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"N", # pep8-naming (N)
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"D", # pydocstyle (D)
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"UP", # pyupgrade (UP)
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"S", # flake8-bandit (S)
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"B", # flake8-bugbear (B)
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"C4", # flake8-comprehensions (C4)
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"SIM", # flake8-simplify (SIM)
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"ARG", # flake8-unused-arguments (ARG)
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"PD", # pandas-vet (PD)
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"PLC", # Pylint convention (PLC)
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"PLE", # Pylint error (PLE)
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"PLR", # Pylint refactor (PLR)
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"PLW", # Pylint warning (PLW)
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"FLY", # flynt (FLY)
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"NPY", # NumPy-specific rules (NPY)
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"PERF", # Perflint (PERF)
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"FURB", # refurb (FURB)
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"RUF", # Ruff-specific rules (RUF)
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"YTT", # flake8-2020 (YTT)
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"ANN", # flake8-annotations (ANN)
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"ASYNC", # flake8-async (ASYNC)
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"BLE", # flake8-blind-except (BLE)
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"FBT", # flake8-boolean-trap (FBT)
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"A", # flake8-builtins (A)
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"COM", # flake8-commas (COM)
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"DTZ", # flake8-datetimez (DTZ)
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"T10", # flake8-debugger (T10)
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"DJ", # flake8-django (DJ)
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"EM", # flake8-errmsg (EM)
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"EXE", # flake8-executable (EXE)
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"FA", # flake8-future-annotations (FA)
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"ISC", # flake8-implicit-str-concat (ISC)
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"ICN", # flake8-import-conventions (ICN)
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"LOG", # flake8-logging (LOG)
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"G", # flake8-logging-format (G)
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"INP", # flake8-no-pep420 (INP)
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"PIE", # flake8-pie (PIE)
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"T20", # flake8-print (T20)
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"PYI", # flake8-pyi (PYI)
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"PT", # flake8-pytest-style (PT)
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"Q", # flake8-quotes (Q)
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"RSE", # flake8-raise (RSE)
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"SLF", # flake8-self (SLF)
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"SLOT", # flake8-slots (SLOT)
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"TID", # flake8-tidy-imports (TID)
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"TCH", # flake8-type-checking (TCH)
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"INT", # flake8-gettext (INT)
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"PTH", # flake8-use-pathlib (PTH)
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"TD", # flake8-todos (TD)
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"FIX", # flake8-fixme (FIX)
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"ERA", # eradicate (ERA)
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"PGH", # pygrep-hooks (PGH)
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"TRY", # tryceratops (TRY)
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"FAST", # FastAPI (FAST)
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"AIR", # Airflow (AIR)
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"DOC", # pydoclint (DOC)
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]
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ignore = [
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"COM812", # missing-trailing-comma
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"FBT001", # boolean-type-hint-positional-argument
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"FBT002", # boolean-default-value-positional-argument
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]
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[tool.ruff.lint.per-file-ignores]
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"tests/**/*.py" = [
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"DOC201", # Missing return documentation
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"DOC501", # Raised exception missing from docstring
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"PLC2701", # Private name import
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"PLR0904", # Too many public methods
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"PLR2004", # Magic value used in comparison
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"PLR6301", # Method could be function/static/classmethod
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"S101", # Use of assert (acceptable in tests)
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"S106", # Possible hardcoded password
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"SLF001", # Private member accessed
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]
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[tool.ruff.lint.pydocstyle]
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convention = "google"
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[tool.ruff.lint.pylint]
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max-args = 10
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max-public-methods = 40
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[tool.pyright]
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exclude = ["build", ".venv"]
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venvPath = "."
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venv = ".venv"
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typeCheckingMode = "strict"
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reportMissingTypeStubs = false
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[tool.pytest.ini_options]
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addopts = [
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"--cov=mt5cli",
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"--cov-branch",
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"--doctest-modules",
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"--capture=no",
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]
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pythonpath = ["."]
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testpaths = ["tests"]
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python_files = ["test_*.py", "*_test.py"]
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python_classes = ["Test*"]
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python_functions = ["test_*"]
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minversion = "6.0"
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[tool.coverage.run]
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source = ["mt5cli"]
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omit = [
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"**/__init__.py",
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"**/__main__.py",
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"tests/**",
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]
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[tool.coverage.report]
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show_missing = true
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fail_under = 100
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exclude_also = [
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"if TYPE_CHECKING:",
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"^\\s+\\.\\.\\.$",
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]
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[build-system]
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requires = ["hatchling"]
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build-backend = "hatchling.build"
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