agent
d292fbb9d9
Add _valid_tick_price() internal helper that returns a positive finite float from a tick dict or None for any invalid value (missing, None, NaN, infinite, zero, negative, or unsupported type). Refactor five existing bid/ask validation sites in trading.py to use it, removing duplicated isinstance/isfinite checks. Add calculate_positions_margin_by_symbol() which computes margin per unique symbol independently using the existing strict calculate_positions_margin(), with first-seen deduplication and configurable error suppression (Mt5TradingError, Mt5RuntimeError, AttributeError) via suppress_errors=. Add calculate_positions_margin_safe() as a thin sum wrapper with suppress_errors=True, returning 0.0 on empty or fully-failed inputs. Both new helpers are exported from mt5cli, added to STABLE_SDK_EXPORTS, and documented in docs/api/public-contract.md. Existing strict behavior of calculate_positions_margin() is unchanged. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
280 lines
6.9 KiB
Python
280 lines
6.9 KiB
Python
"""mt5cli: Generic MT5 data and execution infrastructure for Python applications.
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Downstream packages should import from this module (``from mt5cli import ...``)
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rather than private submodule helpers. See ``docs/api/public-contract.md`` for
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the stable SDK contract, CLI surface, internal modules, and out-of-scope
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strategy responsibilities.
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"""
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from importlib.metadata import version
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from pdmt5 import Mt5Config, Mt5RuntimeError, Mt5TradingClient, Mt5TradingError
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from .client import MT5Client, build_config, mt5_session
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from .contract import STABLE_SDK_EXPORTS
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from .converters import (
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ensure_utc,
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granularity_name,
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normalize_symbol,
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normalize_symbols,
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parse_date_range,
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recent_window,
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)
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from .exceptions import (
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Mt5CliError,
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Mt5ConnectionError,
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Mt5OperationError,
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Mt5SchemaError,
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call_with_normalized_errors,
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is_recoverable_mt5_error,
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normalize_mt5_exception,
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)
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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_table_name,
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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 .schemas import (
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DEDUP_KEYS,
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KNOWN_MT5_TIME_COLUMNS,
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REQUIRED_COLUMNS,
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TIME_COLUMNS,
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DataKind,
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normalize_dataframe,
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normalize_time_columns,
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schema_columns,
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validate_schema,
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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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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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fetch_latest_closed_rates,
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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_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 .storage import (
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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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)
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from .trading import (
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POSITION_COLUMNS,
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ExecutionStatus,
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MarginVolume,
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OrderExecutionResult,
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OrderFillingMode,
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OrderLimits,
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OrderSide,
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OrderTimeMode,
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PositionSide,
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calculate_margin_and_volume,
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calculate_new_position_margin_ratio,
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calculate_positions_margin,
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calculate_positions_margin_by_symbol,
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calculate_positions_margin_safe,
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calculate_spread_ratio,
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calculate_volume_by_margin,
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close_open_positions,
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create_trading_client,
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detect_position_side,
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determine_order_limits,
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ensure_symbol_selected,
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estimate_order_margin,
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fetch_latest_closed_rates_for_trading_client,
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fetch_latest_closed_rates_indexed,
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get_account_snapshot,
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get_positions_frame,
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get_symbol_snapshot,
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get_tick_snapshot,
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mt5_trading_session,
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normalize_order_volume,
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place_market_order,
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update_sltp_for_open_positions,
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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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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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"DEDUP_KEYS",
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"KNOWN_MT5_TIME_COLUMNS",
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"POSITION_COLUMNS",
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"REQUIRED_COLUMNS",
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"STABLE_SDK_EXPORTS",
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"TICK_FLAG_MAP",
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"TIMEFRAME_MAP",
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"TIME_COLUMNS",
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"AccountSpec",
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"DataKind",
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"Dataset",
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"ExecutionStatus",
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"IfExists",
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"MT5Client",
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"MarginVolume",
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"Mt5CliClient",
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"Mt5CliError",
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"Mt5Config",
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"Mt5ConnectionError",
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"Mt5OperationError",
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"Mt5RuntimeError",
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"Mt5SchemaError",
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"Mt5TradingClient",
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"Mt5TradingError",
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"OrderExecutionResult",
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"OrderFillingMode",
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"OrderLimits",
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"OrderSide",
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"OrderTimeMode",
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"PositionSide",
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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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"calculate_new_position_margin_ratio",
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"calculate_positions_margin",
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"calculate_positions_margin_by_symbol",
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"calculate_positions_margin_safe",
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"calculate_spread_ratio",
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"calculate_volume_by_margin",
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"call_with_normalized_errors",
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"close_open_positions",
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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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"create_trading_client",
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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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"ensure_symbol_selected",
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"ensure_utc",
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"estimate_order_margin",
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"export_dataframe",
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"export_dataframe_to_sqlite",
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"fetch_latest_closed_rates",
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"fetch_latest_closed_rates_for_trading_client",
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"fetch_latest_closed_rates_indexed",
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"get_account_snapshot",
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"get_positions_frame",
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"get_symbol_snapshot",
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"get_tick_snapshot",
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"granularity_name",
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"history_deals",
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"history_orders",
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"is_recoverable_mt5_error",
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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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"normalize_dataframe",
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"normalize_mt5_exception",
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"normalize_order_volume",
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"normalize_symbol",
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"normalize_symbols",
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"normalize_time_columns",
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"orders",
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"parse_date_range",
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"parse_datetime",
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"parse_tick_flags",
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"parse_timeframe",
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"place_market_order",
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"positions",
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"recent_history_deals",
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"recent_ticks",
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"recent_window",
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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_table_name",
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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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"schema_columns",
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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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"update_sltp_for_open_positions",
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"validate_schema",
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]
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