dceoy
71 lines
2.3 KiB
Markdown
71 lines
2.3 KiB
Markdown
# Trading Module
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::: mt5cli.trading
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## Trading-capable MT5 sessions
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`mt5_trading_session()` complements the read-only `mt5_session()` helper in
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`sdk.py`. It yields a connected `pdmt5.Mt5TradingClient`, uses
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`Mt5Config.path` to launch the terminal when configured, and always calls
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`shutdown()` on exit.
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```python
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from pdmt5 import Mt5Config
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from mt5cli import mt5_trading_session
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with mt5_trading_session(
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Mt5Config(path=r"C:\Program Files\MetaTrader 5\terminal64.exe", login=12345),
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retry_count=2,
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) as client:
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positions = client.positions_get_as_df(symbol="EURUSD")
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```
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The read-only `Mt5CliClient` / `mt5_session()` API is unchanged.
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## Operational trading helpers
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These helpers are strategy-agnostic and do not depend on signal detection,
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betting logic, or scheduling code in downstream applications.
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```python
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from mt5cli 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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)
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side = detect_position_side(client, "EURUSD")
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sizing = calculate_margin_and_volume(
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client,
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"EURUSD",
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unit_margin_ratio=0.5,
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preserved_margin_ratio=0.2,
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)
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limits = determine_order_limits(
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client,
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"EURUSD",
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side="long",
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stop_loss_limit_ratio=0.01,
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take_profit_limit_ratio=0.02,
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)
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```
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Protective ratios must satisfy `0 <= ratio < 1`; `0` omits that level.
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`calculate_margin_and_volume()` clamps negative `margin_free` to `0.0`
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before sizing.
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## Migration from mteor-local helpers
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| mteor-local concern | mt5cli replacement |
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| -------------------------------------------------------- | ----------------------------------------------- |
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| Manual terminal spawn/kill around trading code | `mt5_trading_session()` |
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| Local position-side detection | `detect_position_side()` |
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| Local margin/volume sizing | `calculate_margin_and_volume()` |
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| Local SL/TP price derivation | `determine_order_limits()` |
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| Throttled SQLite history loop with ad-hoc error handling | `ThrottledHistoryUpdater(suppress_errors=True)` |
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Keep read-only data collection on `mt5_session()` / `Mt5CliClient`; use
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`mt5_trading_session()` only where order placement or trading calculations are
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required.
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